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, 2019 to June 30, 2019
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):
Strategic Allocation Funds-of-Funds
■ Voya Strategic Allocation Conservative Portfolio
■ Voya Strategic Allocation Growth Portfolio
■ Voya Strategic Allocation Moderate Portfolio
Beginning on January 1, 2021, 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, will no longer be 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 will not be affected by this change and 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 1-800-283-3427. 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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President
Voya Family of Funds
July 29, 2019
Index | Description |
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Bloomberg Barclays U.S. Aggregate Bond Index | An index of publicly issued investment grade U.S. government, mortgage-backed, asset-backed and corporate debt securities. |
MSCI Europe ex UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. |
MSCI Japan® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. |
MSCI UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. |
MSCI World IndexSM | An index that measures the performance of over 1,600 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. |
S&P 500® Index | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. |
Actual Portfolio Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
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Beginning Account Value January 1, 2019 | Ending Account Value June 30, 2019 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2019** | Beginning Account Value January 1, 2019 | Ending Account Value June 30, 2019 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2019** | ||||||||||||||||||||||||||||
Voya Strategic Allocation Conservative Portfolio | |||||||||||||||||||||||||||||||||||
Class I | $ | 1,000.00 | $ | 1,094.40 | 0.29 | % | $ | 1.51 | $ | 1,000.00 | $ | 1,023.36 | 0.29 | % | $ | 1.45 | |||||||||||||||||||
Class S | 1,000.00 | 1,092.40 | 0.54 | 2.80 | 1,000.00 | 1,022.12 | 0.54 | 2.71 | |||||||||||||||||||||||||||
Voya Strategic Allocation Growth Portfolio | |||||||||||||||||||||||||||||||||||
Class I | $ | 1,000.00 | $ | 1,141.10 | 0.26 | % | $ | 1.38 | $ | 1,000.00 | $ | 1,023.51 | 0.26 | % | $ | 1.30 | |||||||||||||||||||
Class S | 1,000.00 | 1,139.30 | 0.51 | 2.71 | 1,000.00 | 1,022.27 | 0.51 | 2.56 | |||||||||||||||||||||||||||
Voya Strategic Allocation Moderate Portfolio | |||||||||||||||||||||||||||||||||||
Class I | $ | 1,000.00 | $ | 1,118.40 | 0.28 | % | $ | 1.47 | $ | 1,000.00 | $ | 1,023.41 | 0.28 | % | $ | 1.40 | |||||||||||||||||||
Class S | 1,000.00 | 1,117.30 | 0.53 | 2.78 | 1,000.00 | 1,022.17 | 0.53 | 2.66 |
* | 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. |
Voya Strategic Allocation Conservative Portfolio | Voya Strategic Allocation Growth Portfolio | Voya Strategic Allocation Moderate Portfolio | ||||||||||||
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ASSETS: | ||||||||||||||
Investments in affiliated underlying funds at fair value* | $ | 56,079,691 | $ | 103,757,626 | $ | 106,861,024 | ||||||||
Investments in unaffiliated underlying funds at fair value** | 4,206,183 | 23,566,849 | 17,386,588 | |||||||||||
Cash | 38,897 | 194,399 | 170,965 | |||||||||||
Receivables: | ||||||||||||||
Investments in affiliated underlying funds sold | 470,282 | 538,370 | 699,791 | |||||||||||
Investments in unaffiliated underlying funds sold | — | 91,532 | 216,040 | |||||||||||
Fund shares sold | 29,697 | 13,412 | 2,350 | |||||||||||
Dividends | 5,812 | 71,905 | 51,155 | |||||||||||
Reimbursement due from manager | 3,285 | 4,105 | 5,308 | |||||||||||
Other assets | 8,428 | 14,927 | 15,286 | |||||||||||
Total assets | 60,842,275 | 128,253,125 | 125,408,507 | |||||||||||
LIABILITIES: | ||||||||||||||
Payable for investments in affiliated underlying funds purchased | 465,563 | 710,691 | 944,004 | |||||||||||
Payable for investments in unaffiliated underlying funds purchased | 42,771 | 62,334 | 73,303 | |||||||||||
Payable for fund shares redeemed | 695 | 1,147 | 9,003 | |||||||||||
Payable for investment management fees | 9,783 | 22,690 | 21,365 | |||||||||||
Payable for distribution and shareholder service fees | 579 | 629 | 391 | |||||||||||
Payable for directors fees | 302 | 625 | 621 | |||||||||||
Payable to directors under the deferred compensation plan (Note 6) | 8,428 | 14,927 | 15,286 | |||||||||||
Other accrued expenses and liabilities | 44,764 | 59,005 | 62,870 | |||||||||||
Total liabilities | 572,885 | 872,048 | 1,126,843 | |||||||||||
NET ASSETS | $ | 60,269,390 | $ | 127,381,077 | $ | 124,281,664 | ||||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||||||
Paid-in capital | $ | 56,400,160 | $ | 112,346,617 | $ | 113,274,197 | ||||||||
Total distributable earnings | 3,869,230 | 15,034,460 | 11,007,467 | |||||||||||
NET ASSETS | $ | 60,269,390 | $ | 127,381,077 | $ | 124,281,664 | ||||||||
* Cost of investments in affiliated underlying funds | $ | 53,122,941 | $ | 95,779,855 | $ | 98,917,519 | ||||||||
** Cost of investments in unaffiliated underlying funds | $ | 4,114,892 | $ | 23,488,336 | $ | 17,191,683 | ||||||||
Class I | ||||||||||||||
Net assets | $ | 57,443,614 | $ | 124,267,731 | $ | 122,352,588 | ||||||||
Shares authorized | 100,000,000 | 100,000,000 | 100,000,000 | |||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 4,629,606 | 8,564,402 | 8,921,492 | |||||||||||
Net asset value and redemption price per share | $ | 12.41 | $ | 14.51 | $ | 13.71 | ||||||||
Class S | ||||||||||||||
Net assets | $ | 2,825,776 | $ | 3,113,346 | $ | 1,929,076 | ||||||||
Shares authorized | 100,000,000 | 100,000,000 | 100,000,000 | |||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 229,652 | 216,476 | 141,414 | |||||||||||
Net asset value and redemption price per share | $ | 12.30 | $ | 14.38 | $ | 13.64 |
Voya Strategic Allocation Conservative Portfolio | Voya Strategic Allocation Growth Portfolio | Voya Strategic Allocation Moderate Portfolio | ||||||||||||
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INVESTMENT INCOME: | ||||||||||||||
Interest | $ | — | $ | 3,510 | $ | 1,880 | ||||||||
Dividends from affiliated underlying funds | 515,566 | 472,411 | 713,373 | |||||||||||
Dividends from unaffiliated underlying funds | 71,635 | 197,380 | 225,488 | |||||||||||
Total investment income | 587,201 | 673,301 | 940,741 | |||||||||||
EXPENSES: | ||||||||||||||
Investment management fees | 63,208 | 130,953 | 133,009 | |||||||||||
Distribution and shareholder service fees: | ||||||||||||||
Class S | 3,522 | 3,721 | 2,321 | |||||||||||
Transfer agent fees | 101 | 162 | 156 | |||||||||||
Shareholder reporting expense | 5,430 | 10,498 | 10,860 | |||||||||||
Professional fees | 12,489 | 22,987 | 22,625 | |||||||||||
Custody and accounting expense | 5,973 | 9,050 | 9,050 | |||||||||||
Directors fees | 1,211 | 2,501 | 2,485 | |||||||||||
Miscellaneous expense | 4,506 | 5,902 | 5,961 | |||||||||||
Interest expense | 628 | — | 343 | |||||||||||
Total expenses | 97,068 | 185,774 | 186,810 | |||||||||||
Waived and reimbursed fees | (7,978 | ) | (18,873 | ) | (9,843 | ) | ||||||||
Net expenses | 89,090 | 166,901 | 176,967 | |||||||||||
Net investment income | 498,111 | 506,400 | 763,774 | |||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||||||
Net realized gain (loss) on: | ||||||||||||||
Sale of affiliated underlying funds | 956,246 | 8,381,880 | 4,280,622 | |||||||||||
Sale of unaffiliated underlying funds | 371,681 | 717,302 | 830,602 | |||||||||||
Capital gain distributions from affiliated underlying funds | 161,521 | 923,761 | 726,599 | |||||||||||
Futures | — | (160,967 | ) | (210,383 | ) | |||||||||
Net realized gain | 1,489,448 | 9,861,976 | 5,627,440 | |||||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||||||
Affiliated underlying funds | 3,108,238 | 5,290,563 | 7,011,284 | |||||||||||
Unaffiliated underlying funds | 300,784 | 587,293 | 591,088 | |||||||||||
Futures | — | 2,440 | (97,732 | ) | ||||||||||
Net change in unrealized appreciation (depreciation) | 3,409,022 | 5,880,296 | 7,504,640 | |||||||||||
Net realized and unrealized gain | 4,898,470 | 15,742,272 | 13,132,080 | |||||||||||
Increase in net assets resulting from operations | $ | 5,396,581 | $ | 16,248,672 | $ | 13,895,854 |
Voya Strategic Allocation Conservative Portfolio | Voya Strategic Allocation Growth Portfolio | |||||||||||||||||
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Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | |||||||||||||||
FROM OPERATIONS: | ||||||||||||||||||
Net investment income | $ | 498,111 | $ | 1,437,946 | $ | 506,400 | $ | 2,420,148 | ||||||||||
Net realized gain | 1,489,448 | 3,724,854 | 9,861,976 | 16,232,992 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | 3,409,022 | (7,646,336 | ) | 5,880,296 | (29,192,367 | ) | ||||||||||||
Increase (decrease) in net assets resulting from operations | 5,396,581 | (2,483,536 | ) | 16,248,672 | (10,539,227 | ) | ||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||||
Total distributions (excluding return of capital): | ||||||||||||||||||
Class I | (4,621,699 | ) | (2,985,308 | ) | (14,051,926 | ) | (2,770,421 | ) | ||||||||||
Class S | (221,487 | ) | (133,841 | ) | (345,044 | ) | (60,980 | ) | ||||||||||
Total distributions | (4,843,186 | ) | (3,119,149 | ) | (14,396,970 | ) | (2,831,401 | ) | ||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||||
Net proceeds from sale of shares | 2,761,053 | 6,513,101 | 2,151,355 | 4,504,208 | ||||||||||||||
Reinvestment of distributions | 4,843,186 | 3,119,149 | 14,396,970 | 2,831,401 | ||||||||||||||
7,604,239 | 9,632,250 | 16,548,325 | 7,335,609 | |||||||||||||||
Cost of shares redeemed | (6,779,924 | ) | (12,662,526 | ) | (8,279,102 | ) | (23,703,762 | ) | ||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | 824,315 | (3,030,276 | ) | 8,269,223 | (16,368,153 | ) | ||||||||||||
Net increase (decrease) in net assets | 1,377,710 | (8,632,961 | ) | 10,120,925 | (29,738,781 | ) | ||||||||||||
NET ASSETS: | ||||||||||||||||||
Beginning of year or period | 58,891,680 | 67,524,641 | 117,260,152 | 146,998,933 | ||||||||||||||
End of year or period | $ | 60,269,390 | $ | 58,891,680 | $ | 127,381,077 | $ | 117,260,152 |
Voya Strategic Allocation Moderate Portfolio | ||||||||||
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Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | |||||||||
FROM OPERATIONS: | ||||||||||
Net investment income | $ | 763,774 | $ | 2,662,590 | ||||||
Net realized gain | 5,627,440 | 13,248,207 | ||||||||
Net change in unrealized appreciation (depreciation) | 7,504,640 | (23,651,656 | ) | |||||||
Increase (decrease) in net assets resulting from operations | 13,895,854 | (7,740,859 | ) | |||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||
Total distributions (excluding return of capital): | ||||||||||
Class I | (11,764,803 | ) | (3,103,193 | ) | ||||||
Class S | (178,631 | ) | (49,270 | ) | ||||||
Total distributions | (11,943,434 | ) | (3,152,463 | ) | ||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||
Net proceeds from sale of shares | 3,210,890 | 6,525,086 | ||||||||
Reinvestment of distributions | 11,943,434 | 3,152,463 | ||||||||
15,154,324 | 9,677,549 | |||||||||
Cost of shares redeemed | (11,599,198 | ) | (26,524,283 | ) | ||||||
Net increase (decrease) in net assets resulting from capital share transactions | 3,555,126 | (16,846,734 | ) | |||||||
Net increase (decrease) in net assets | 5,507,546 | (27,740,056 | ) | |||||||
NET ASSETS: | ||||||||||
Beginning of year or period | 118,774,118 | 146,514,174 | ||||||||
End of year or period | $ | 124,281,664 | $ | 118,774,118 |
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 12.34 | 0.11 | • | 1.02 | 1.13 | 0.36 | 0.70 | — | 1.06 | — | 12.41 | 9.44 | 0.31 | 0.29 | 0.29 | 1.67 | 57,444 | 50 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.64 | 0.30 | • | (0.31 | ) | (0.01 | ) | 0.40 | — | — | 0.40 | — | 12.23 | (0.20 | ) | 0.29 | 0.19 | 0.19 | 2.38 | 74,645 | 29 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 12.17 | 0.30 | • | 0.49 | 0.79 | 0.32 | — | — | 0.32 | — | 12.64 | 6.62 | 0.23 | 0.16 | 0.16 | 2.39 | 85,812 | 29 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 12.23 | 0.09 | • | 1.01 | 1.10 | 0.33 | 0.70 | — | 1.03 | — | 12.30 | 9.24 | 0.56 | 0.54 | 0.54 | 1.42 | 2,826 | 50 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.53 | 0.26 | (0.30 | ) | (0.04 | ) | 0.36 | — | — | 0.36 | — | 12.13 | (0.40 | ) | 0.54 | 0.44 | 0.44 | 2.14 | 3,180 | 29 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 12.07 | 0.26 | • | 0.50 | 0.76 | 0.30 | — | — | 0.30 | — | 12.53 | 6.37 | 0.48 | 0.41 | 0.41 | 2.14 | 3,001 | 29 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Strategic Allocation Growth Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 14.40 | 0.06 | • | 1.90 | 1.96 | 0.43 | 1.42 | — | 1.85 | — | 14.51 | 14.11 | 0.29 | 0.26 | 0.26 | 0.82 | 124,268 | 59 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 13.80 | 0.26 | • | (0.40 | ) | (0.14 | ) | 0.36 | — | — | 0.36 | — | 13.30 | (1.19 | ) | 0.28 | 0.15 | 0.15 | 1.86 | 140,351 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.22 | 0.20 | • | 0.66 | 0.86 | 0.28 | — | — | 0.28 | — | 13.80 | 6.57 | 0.22 | 0.14 | 0.14 | 1.45 | 152,281 | 33 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 14.27 | 0.04 | • | 1.87 | 1.91 | 0.38 | 1.42 | — | 1.80 | — | 14.38 | 13.93 | 0.54 | 0.51 | 0.51 | 0.57 | 3,113 | 59 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 13.69 | 0.22 | (0.39 | ) | (0.17 | ) | 0.33 | — | — | 0.33 | — | 13.19 | (1.37 | ) | 0.53 | 0.40 | 0.40 | 1.61 | 2,654 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.13 | 0.16 | • | 0.65 | 0.81 | 0.25 | — | — | 0.25 | — | 13.69 | 6.22 | 0.47 | 0.39 | 0.39 | 1.22 | 2,673 | 33 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Strategic Allocation Moderate Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 13.59 | 0.09 | • | 1.47 | 1.56 | 0.41 | 1.03 | — | 1.44 | — | 13.71 | 11.84 | 0.30 | 0.28 | 0.28 | 1.24 | 122,353 | 49 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 13.14 | 0.26 | • | (0.32 | ) | (0.06 | ) | 0.38 | — | — | 0.38 | — | 12.70 | (0.57 | ) | 0.28 | 0.19 | 0.19 | 2.00 | 137,466 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 12.61 | 0.24 | • | 0.59 | 0.83 | 0.30 | — | — | 0.30 | — | 13.14 | 6.69 | 0.22 | 0.17 | 0.17 | 1.86 | 152,010 | 34 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 13.50 | 0.07 | • | 1.47 | 1.54 | 0.37 | 1.03 | — | 1.40 | — | 13.64 | 11.73 | 0.55 | 0.53 | 0.53 | 1.00 | 1,929 | 49 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 13.07 | 0.23 | (0.33 | ) | (0.10 | ) | 0.35 | — | — | 0.35 | — | 12.62 | (0.88 | ) | 0.53 | 0.44 | 0.44 | 1.76 | 2,261 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 12.54 | 0.21 | • | 0.59 | 0.80 | 0.27 | — | — | 0.27 | — | 13.07 | 6.50 | 0.47 | 0.42 | 0.42 | 1.62 | 2,339 | 34 |
(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. |
Purchased | Sold | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Strategic Allocation Growth | $ | 6,674,038 | $ | 6,514,881 | ||||||
Strategic Allocation Moderate | 4,322,597 | 4,240,353 |
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Strategic Allocation Conservative | $ | 29,957,240 | $ | 33,460,838 | ||||||
Strategic Allocation Growth | 72,881,168 | 78,072,135 | ||||||||
Strategic Allocation Moderate | 60,768,880 | 68,311,729 |
Subsidiary | Portfolio | Percentage | ||||
---|---|---|---|---|---|---|
ReliaStar Life Insurance | Strategic Allocation Conservative | 10.92 | % | |||
Company | Strategic Allocation Growth | 8.51 | ||||
Strategic Allocation Moderate | 12.11 | |||||
Voya Retirement | Strategic Allocation Conservative | 82.74 | ||||
Insurance and Annuity | Strategic Allocation Growth | 86.03 | ||||
Company | Strategic Allocation Moderate | 84.15 |
Portfolio(1)(2) | Class I | Class S | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Strategic Allocation Conservative | 0.71 | % | 0.96 | % | ||||||
Strategic Allocation Growth | 0.77 | % | 1.02 | % | ||||||
Strategic Allocation Moderate | 0.75 | % | 1.00 | % |
(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 | ||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 204,432 | — | 384,501 | (513,924 | ) | 75,009 | 2,615,110 | — | 4,621,699 | (6,541,236 | ) | 695,573 | ||||||||||||||||||||||||||||||
12/31/2018 | 473,905 | — | 232,139 | (913,598 | ) | (207,554 | ) | 6,163,502 | — | 2,985,308 | (11,934,297 | ) | (2,785,487 | ) | ||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 11,384 | — | 18,581 | (18,611 | ) | 11,354 | 145,943 | — | 221,487 | (238,688 | ) | 128,742 | ||||||||||||||||||||||||||||||
12/31/2018 | 26,822 | — | 10,489 | (55,750 | ) | (18,439 | ) | 349,599 | — | 133,841 | (728,229 | ) | (244,789 | ) | ||||||||||||||||||||||||||||
Strategic Allocation Growth | ||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 133,414 | — | 1,008,753 | (524,670 | ) | 617,497 | 2,041,907 | — | 14,051,926 | (8,097,841 | ) | 7,995,992 | ||||||||||||||||||||||||||||||
12/31/2018 | 273,118 | — | 174,240 | (1,454,807 | ) | (1,007,449 | ) | 4,323,542 | — | 2,770,421 | (23,077,898 | ) | (15,983,935 | ) | ||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 7,241 | — | 24,985 | (11,881 | ) | 20,345 | 109,448 | — | 345,044 | (181,261 | ) | 273,231 | ||||||||||||||||||||||||||||||
12/31/2018 | 11,579 | — | 3,865 | (39,060 | ) | (23,616 | ) | 180,666 | — | 60,980 | (625,864 | ) | (384,218 | ) | ||||||||||||||||||||||||||||
Strategic Allocation Moderate | ||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 223,667 | — | 890,598 | (808,760 | ) | 305,505 | 3,139,454 | — | 11,764,803 | (11,526,618 | ) | 3,377,639 | ||||||||||||||||||||||||||||||
12/31/2018 | 423,328 | — | 213,425 | (1,760,180 | ) | (1,123,427 | ) | 6,180,523 | — | 3,103,193 | (25,639,140 | ) | (16,355,424 | ) | ||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 5,068 | — | 13,584 | (5,071 | ) | 13,581 | 71,436 | — | 178,631 | (72,580 | ) | 177,487 | ||||||||||||||||||||||||||||||
12/31/2018 | 23,490 | — | 3,405 | (60,834 | ) | (33,939 | ) | 344,563 | — | 49,270 | (885,143 | ) | (491,310 | ) |
Portfolio | Days Utilized | Approximate Average Daily Balance For Days Utilized | Approximate Weighted Average Interest Rate For Days Utilized | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Strategic Allocation Conservative | 4 | $ | 1,671,000 | 3.43 | % | |||||||
Strategic Allocation Moderate | 1 | 3,639,000 | 3.44 |
Six Months Ended June 30, 2019 | Year Ended December 31, 2018 | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Ordinary Income | Long-term Capital Gains | Ordinary Income | Long-term Capital Gains | ||||||||||||||
Strategic Allocation Conservative | $ | 1,758,639 | $ | 3,084,547 | $ | 1,700,043 | $ | 1,419,106 | |||||||||
Strategic Allocation Growth | 3,310,012 | 11,086,958 | 2,831,401 | — | |||||||||||||
Strategic Allocation Moderate | 3,402,547 | 8,540,887 | 3,152,463 | — |
Undistributed Ordinary Income | Undistributed Long-term Capital Gains | Unrealized Appreciation/ (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Strategic Allocation Conservative | $ | 777,766 | $ | 1,031,007 | $ | 2,074,623 | ||||||
Strategic Allocation Growth | 610,379 | 7,726,422 | 6,721,612 | |||||||||
Strategic Allocation Moderate | 849,706 | 3,531,798 | 6,649,546 |
VOYA STRATEGIC ALLOCATION CONSERVATIVE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) |
Shares | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
EXCHANGE-TRADED FUNDS: 7.0% | ||||||||||||
53,304 | Schwab U.S. TIPS ETF | $ | 3,001,548 | 5.0 | ||||||||
10,211 | Vanguard Global ex-U.S. Real Estate ETF | 602,449 | 1.0 | |||||||||
6,890 | Vanguard Real Estate ETF | 602,186 | 1.0 | |||||||||
Total Exchange-Traded Funds (Cost $4,114,892) | 4,206,183 | 7.0 | ||||||||||
MUTUAL FUNDS: 93.0% | ||||||||||||
Affiliated Investment Companies: 93.0% | ||||||||||||
315,079 | Voya Floating Rate Fund — Class I | 3,015,308 | 5.0 | |||||||||
247,004 | Voya Global Bond Fund — Class R6 | 2,410,760 | 4.0 | |||||||||
454,057 | Voya High Yield Bond Fund — Class R6 | 3,623,375 | 6.0 | |||||||||
997,529 | Voya Intermediate Bond Fund — Class R6 | 10,234,650 | 17.0 | |||||||||
292,903 | Voya Large Cap Value Portfolio — Class I | 3,626,144 | 6.0 | |||||||||
66,713 | Voya Large-Cap Growth Fund — Class R6 | 3,014,075 | 5.0 | |||||||||
417,516 | Voya Limited Maturity Bond Portfolio — Class I | 4,208,562 | 7.0 | |||||||||
41,069 | Voya MidCap Opportunities Portfolio — Class I | 605,357 | 1.0 | |||||||||
148,133 | Voya Multi-Manager Emerging Markets Equity Fund — Class I | 1,804,257 | 3.0 |
Shares | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: (continued) | ||||||||||||
Affiliated Investment Companies: (continued) | ||||||||||||
286,248 | Voya Multi-Manager International Factors Fund — Class I | $ | 2,713,628 | 4.5 | ||||||||
60,970 | Voya Multi-Manager Mid Cap Value Fund — Class I | 608,484 | 1.0 | |||||||||
76,693 | Voya Small Company Portfolio — Class I | 1,214,812 | 2.0 | |||||||||
292,038 | Voya Strategic Income Opportunities Fund — Class R6 | 3,013,835 | 5.0 | |||||||||
390,598 | Voya U.S. Bond Index Portfolio — Class I | 4,214,552 | 7.0 | |||||||||
274,768 | Voya U.S. High Dividend Low Volatility Fund — Class I | 3,319,201 | 5.5 | |||||||||
513,841 | Voya U.S. Stock Index Portfolio — Class I | 8,452,691 | 14.0 | |||||||||
Total Mutual Funds (Cost $53,122,941) | 56,079,691 | 93.0 | ||||||||||
Total Investments in Securities (Cost $57,237,833) | $ | 60,285,874 | 100.0 | |||||||||
Liabilities in Excess of Other Assets | (16,484 | ) | — | |||||||||
Net Assets | $ | 60,269,390 | 100.0 |
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, 2019 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Exchange-Traded Funds | $ | 4,206,183 | $ | — | $ | — | $ | 4,206,183 | ||||||||||||
Mutual Funds | 56,079,691 | — | — | 56,079,691 | ||||||||||||||||
Total Investments, at fair value | $ | 60,285,874 | $ | — | $ | — | $ | 60,285,874 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
VOYA STRATEGIC ALLOCATION CONSERVATIVE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Issuer | Beginning Fair Value at 12/31/18 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/2019 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Index Portfolio — Class I | $ | 880,542 | $ | 25,685 | $ | (879,082 | ) | $ | (27,145 | ) | $ | — | $ | — | $ | 132,702 | $ | — | ||||||||||||||||
Voya Floating Rate Fund — Class I | 4,115,356 | 346,904 | (1,554,125 | ) | 107,173 | 3,015,308 | 88,992 | (31,374 | ) | — | ||||||||||||||||||||||||
Voya Global Bond Fund — Class R6 | 1,177,902 | 1,419,899 | (254,739 | ) | 67,698 | 2,410,760 | 28,516 | (3,027 | ) | — | ||||||||||||||||||||||||
Voya High Yield Bond Fund — Class R6 | — | 3,759,600 | (188,770 | ) | 52,545 | 3,623,375 | 37,475 | (754 | ) | — | ||||||||||||||||||||||||
Voya Intermediate Bond Fund — Class R6 | 12,340,013 | 3,009,006 | (5,629,812 | ) | 515,443 | 10,234,650 | 207,313 | 39,159 | — | |||||||||||||||||||||||||
Voya International Index Portfolio — Class I | 2,348,741 | 61,660 | (1,774,751 | ) | (635,650 | ) | — | — | 869,762 | — | ||||||||||||||||||||||||
Voya Large Cap Value Portfolio — Class I | 2,405,590 | 1,405,675 | (569,490 | ) | 384,369 | 3,626,144 | — | (840 | ) | — | ||||||||||||||||||||||||
Voya Large-Cap Growth Fund — Class R6 | 1,920,120 | 1,109,138 | (418,580 | ) | 403,397 | 3,014,075 | — | (38,735 | ) | — | ||||||||||||||||||||||||
Voya Limited Maturity Bond Portfolio — Class I | 6,447,836 | 1,883,176 | (4,198,370 | ) | 75,920 | 4,208,562 | 53,423 | 49,162 | — | |||||||||||||||||||||||||
Voya MidCap Opportunities Portfolio — Class I | 591,717 | 33,715 | (105,227 | ) | 85,152 | 605,357 | 581 | 33,868 | — | |||||||||||||||||||||||||
Voya Multi-Manager Emerging Markets Equity Fund — Class I | 1,176,342 | 751,800 | (328,484 | ) | 204,599 | 1,804,257 | — | (33,190 | ) | — | ||||||||||||||||||||||||
Voya Multi-Manager International Factors Fund — Class I | 1,761,978 | 1,119,100 | (427,037 | ) | 259,587 | 2,713,628 | — | (57,072 | ) | — | ||||||||||||||||||||||||
Voya Multi-Manager Mid Cap Value Fund — Class I | 589,692 | 59,033 | (157,072 | ) | 116,831 | 608,484 | — | (13,491 | ) | — | ||||||||||||||||||||||||
Voya Small Company Portfolio — Class I | 1,180,831 | 273,494 | (320,917 | ) | 81,404 | 1,214,812 | 4,771 | (45,663 | ) | 161,521 | ||||||||||||||||||||||||
Voya Strategic Income Opportunities Fund Class R6 | — | 3,181,194 | (198,820 | ) | 31,461 | 3,013,835 | 26,909 | 525 | — | |||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 4,112,658 | 1,827,651 | (1,935,560 | ) | 209,803 | 4,214,552 | 55,082 | (5,362 | ) | — | ||||||||||||||||||||||||
Voya U.S. High Dividend Low Volatility Fund — Class I | 2,950,617 | 425,097 | (529,987 | ) | 473,474 | 3,319,201 | 12,504 | (3,435 | ) | — | ||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 4,194,197 | 5,234,371 | (1,678,054 | ) | 702,177 | 8,452,691 | — | 64,011 | — | |||||||||||||||||||||||||
$ | 48,194,132 | $ | 25,926,198 | $ | (21,148,877 | ) | $ | 3,108,238 | $ | 56,079,691 | $ | 515,566 | $ | 956,246 | $ | 161,521 |
Cost for federal income tax purposes was $58,211,250. | ||||
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 3,343,415 | ||
Gross Unrealized Depreciation | (1,268,792 | ) | ||
Net Unrealized Appreciation | $ | 2,074,623 |
VOYA STRATEGIC ALLOCATION GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) |
Shares | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
EXCHANGE-TRADED FUNDS: 18.5% | ||||||||||||
49,159 | iShares S&P SmallCap 600 Index Fund | $ | 3,848,167 | 3.0 | ||||||||
21,539 | Vanguard Global ex-U.S. Real Estate ETF | 1,270,801 | 1.0 | |||||||||
14,533 | Vanguard Real Estate ETF | 1,270,184 | 1.0 | |||||||||
47,016 | Vanguard Russell 1000 Growth ETF | 7,628,816 | 6.0 | |||||||||
86,088 | Vanguard Value ETF | 9,548,881 | 7.5 | |||||||||
Total Exchange-Traded Funds (Cost $23,488,336) | 23,566,849 | 18.5 | ||||||||||
MUTUAL FUNDS: 81.5% | ||||||||||||
Affiliated Investment Companies: 81.5% | ||||||||||||
398,585 | Voya Floating Rate Fund — Class I | 3,814,461 | 3.0 | |||||||||
319,106 | Voya High Yield Bond Fund — Class R6 | 2,546,468 | 2.0 | |||||||||
194,397 | Voya Index Plus LargeCap Portfolio — Class I | 5,097,080 | 4.0 | |||||||||
989,878 | Voya Intermediate Bond Fund — Class R6 | 10,156,152 | 8.0 | |||||||||
257,377 | Voya Large Cap Value Portfolio — Class I | 3,186,323 | 2.5 | |||||||||
140,674 | Voya Large-Cap Growth Fund — Class R6 | 6,355,662 | 5.0 | |||||||||
251,524 | Voya Limited Maturity Bond Portfolio — Class I | 2,535,361 | 2.0 | |||||||||
346,347 | Voya MidCap Opportunities Portfolio — Class I | 5,105,155 | 4.0 |
Shares | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: (continued) | ||||||||||||
Affiliated Investment Companies: (continued) | ||||||||||||
520,563 | Voya Multi-Manager Emerging Markets Equity Fund — Class I | $ | 6,340,462 | 5.0 | ||||||||
1,345,623 | Voya Multi-Manager International Equity Fund — Class I | 15,286,281 | 12.0 | |||||||||
514,145 | Voya Multi-Manager Mid Cap Value Fund — Class I | 5,131,167 | 4.0 | |||||||||
242,546 | Voya Small Company Portfolio — Class I | 3,841,932 | 3.0 | |||||||||
246,296 | Voya Strategic Income Opportunities Fund — Class R6 | 2,541,774 | 2.0 | |||||||||
789,931 | Voya U.S. High Dividend Low Volatility Fund — Class I | 9,542,367 | 7.5 | |||||||||
1,354,224 | Voya U.S. Stock Index Portfolio — Class I | 22,276,981 | 17.5 | |||||||||
Total Mutual Funds (Cost $95,779,855) | 103,757,626 | 81.5 | ||||||||||
Total Investments in Securities (Cost $119,268,191) | $ | 127,324,475 | 100.0 | |||||||||
Assets in Excess of Other Liabilities | 56,602 | 0.0 | ||||||||||
Net Assets | $ | 127,381,077 | 100.0 |
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, 2019 | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||||
Exchange-Traded Funds | $ | 23,566,849 | $ | — | $ | — | $ | 23,566,849 | ||||||||||||||
Mutual Funds | 103,757,626 | — | — | 103,757,626 | ||||||||||||||||||
Total Investments, at fair value | $ | 127,324,475 | $ | — | $ | — | $ | 127,324,475 |
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, 2019 (UNAUDITED) (CONTINUED) |
Issuer | Beginning Fair Value at 12/31/18 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/2019 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Index Portfolio — Class I | $ | 8,106,182 | $ | 144,697 | $ | (7,773,515 | ) | $ | (477,364 | ) | $ | — | $ | — | $ | 1,461,615 | $ | — | ||||||||||||||||
Voya Floating Rate Fund — Class I | 5,799,607 | 500,261 | (2,673,593 | ) | 188,186 | 3,814,461 | 112,776 | (82,165 | ) | — | ||||||||||||||||||||||||
Voya High Yield Bond Fund — Class R6 | — | 2,675,616 | (141,840 | ) | 12,692 | 2,546,468 | 26,162 | (1,380 | ) | — | ||||||||||||||||||||||||
Voya Index Plus LargeCap Portfolio — Class I | 4,660,746 | 613,499 | (512,854 | ) | 335,689 | 5,097,080 | 76,588 | 13,624 | 421,643 | |||||||||||||||||||||||||
Voya Intermediate Bond Fund — Class R6 | 9,274,660 | 2,504,278 | (2,135,771 | ) | 512,985 | 10,156,152 | 181,580 | (7,957 | ) | — | ||||||||||||||||||||||||
Voya International Index Portfolio — Class I | 13,901,674 | 249,458 | (10,775,263 | ) | (3,375,869 | ) | — | — | 5,065,469 | — | ||||||||||||||||||||||||
Voya Large Cap Value Portfolio — Class I | 8,312,383 | 441,612 | (4,505,662 | ) | (1,062,010 | ) | 3,186,323 | — | 2,231,704 | — | ||||||||||||||||||||||||
Voya Large-Cap Growth Fund — Class R6 | 8,743,510 | 328,003 | (4,630,787 | ) | 1,914,936 | 6,355,662 | — | (268,403 | ) | — | ||||||||||||||||||||||||
Voya Limited Maturity Bond Portfolio — Class I | — | 2,688,289 | (177,195 | ) | 24,267 | 2,535,361 | 7,895 | 756 | — | |||||||||||||||||||||||||
Voya MidCap Opportunities Portfolio — Class I | 4,087,340 | 1,344,725 | (815,389 | ) | 488,479 | 5,105,155 | 3,469 | 309,212 | — | |||||||||||||||||||||||||
Voya Multi-Manager Emerging Markets Equity Fund — Class I | 2,320,862 | 4,163,879 | (517,909 | ) | 373,630 | 6,340,462 | — | (49,053 | ) | — | ||||||||||||||||||||||||
Voya Multi-Manager International Equity Fund — Class I | 3,481,485 | 11,881,986 | (664,264 | ) | 587,074 | 15,286,281 | — | (5,767 | ) | — | ||||||||||||||||||||||||
Voya Multi-Manager International Factors Fund — Class I | 2,317,400 | 19,913 | (2,687,663 | ) | 350,350 | — | — | (116,195 | ) | — | ||||||||||||||||||||||||
Voya Multi-Manager Mid Cap Value Fund — Class I | 4,073,232 | 1,520,327 | (1,444,164 | ) | 981,772 | 5,131,167 | — | (311,172 | ) | — | ||||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | 2,330,146 | 19,913 | (2,272,072 | ) | (77,987 | ) | — | — | 538,462 | — | ||||||||||||||||||||||||
Voya Small Company Portfolio — Class I | 6,989,970 | 766,562 | (5,016,911 | ) | 1,102,311 | 3,841,932 | 14,831 | (377,999 | ) | 502,118 | ||||||||||||||||||||||||
Voya Strategic Income Opportunities Fund Class R6 | — | 2,689,695 | (174,095 | ) | 26,174 | 2,541,774 | 22,537 | 591 | — | |||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 3,478,170 | 278,763 | (3,729,539 | ) | (27,394 | ) | — | 26,573 | 96,223 | — | ||||||||||||||||||||||||
Voya U.S. High Dividend Low Volatility Fund — Class I | — | 9,726,284 | (350,520 | ) | 166,603 | 9,542,367 | — | (3,546 | ) | — | ||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 17,745,898 | 4,490,648 | (3,205,604 | ) | 3,246,039 | 22,276,981 | — | (112,139 | ) | — | ||||||||||||||||||||||||
$ | 105,623,265 | $ | 47,048,408 | $ | (54,204,610 | ) | $ | 5,290,563 | $ | 103,757,626 | $ | 472,411 | $ | 8,381,880 | $ | 923,761 |
VOYA STRATEGIC ALLOCATION GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | |||||
---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Futures | ||||
Equity contracts | $ | (239,514 | ) | ||
Interest rate contracts | 78,547 | ||||
Total | $ | (160,967 | ) |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | |||||
---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Futures | ||||
Equity contracts | $ | 72,211 | |||
Interest rate contracts | (69,771 | ) | |||
Total | $ | 2,440 |
Cost for federal income tax purposes was $120,602,862. | |||||
Net unrealized appreciation consisted of: | |||||
Gross Unrealized Appreciation | $ | 8,504,420 | |||
Gross Unrealized Depreciation | (1,782,808 | ) | |||
Net Unrealized Appreciation | $ | 6,721,612 |
VOYA STRATEGIC ALLOCATION MODERATE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) |
Shares | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
EXCHANGE-TRADED FUNDS: 14.0% | ||||||||||||
43,939 | Schwab U.S. TIPS ETF | $ | 2,474,205 | 2.0 | ||||||||
21,042 | Vanguard Global ex-U.S. Real Estate ETF | 1,241,478 | 1.0 | |||||||||
14,198 | Vanguard Real Estate ETF | 1,240,905 | 1.0 | |||||||||
38,277 | Vanguard Russell 1000 Growth ETF | 6,210,826 | 5.0 | |||||||||
56,069 | Vanguard Value ETF | 6,219,174 | 5.0 | |||||||||
Total Exchange-Traded Funds (Cost $17,191,683) | 17,386,588 | 14.0 | ||||||||||
MUTUAL FUNDS: 86.0% | ||||||||||||
Affiliated Investment Companies: 86.0% | ||||||||||||
389,363 | Voya Floating Rate Fund — Class I | 3,726,205 | 3.0 | |||||||||
623,450 | Voya High Yield Bond Fund — Class R6 | 4,975,128 | 4.0 | |||||||||
142,422 | Voya Index Plus LargeCap Portfolio — Class I | 3,734,315 | 3.0 | |||||||||
1,450,417 | Voya Intermediate Bond Fund — Class R6 | 14,881,282 | 12.0 | |||||||||
402,115 | Voya Large Cap Value Portfolio — Class I | 4,978,181 | 4.0 | |||||||||
178,609 | Voya Large-Cap Growth Fund — Class R6 | 8,069,569 | 6.5 | |||||||||
614,237 | Voya Limited Maturity Bond Portfolio — Class I | 6,191,512 | 5.0 | |||||||||
169,166 | Voya MidCap Opportunities Portfolio — Class I | 2,493,510 | 2.0 | |||||||||
406,798 | Voya Multi-Manager Emerging Markets Equity Fund — Class I | 4,954,794 | 4.0 |
Shares | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: (continued) | ||||||||||||
Affiliated Investment Companies: (continued) | ||||||||||||
410,763 | Voya Multi-Manager International Equity Fund — Class I | $ | 4,666,268 | 3.8 | ||||||||
491,239 | Voya Multi-Manager International Factors Fund — Class I | 4,656,943 | 3.7 | |||||||||
251,132 | Voya Multi-Manager Mid Cap Value Fund — Class I | 2,506,295 | 2.0 | |||||||||
197,434 | Voya Small Company Portfolio — Class I | 3,127,360 | 2.5 | |||||||||
481,190 | Voya Strategic Income Opportunities Fund — Class R6 | 4,965,883 | 4.0 | |||||||||
459,705 | Voya U.S. Bond Index Portfolio — Class I | 4,960,220 | 4.0 | |||||||||
771,618 | Voya U.S. High Dividend Low Volatility Fund — Class I | 9,321,149 | 7.5 | |||||||||
1,133,885 | Voya U.S. Stock Index Portfolio — Class I | 18,652,410 | 15.0 | |||||||||
Total Mutual Funds (Cost $98,917,519) | 106,861,024 | 86.0 | ||||||||||
Total Investments in Securities (Cost $116,109,202) | $ | 124,247,612 | 100.0 | |||||||||
Assets in Excess of Other Liabilities | 34,052 | 0.0 | ||||||||||
Net Assets | $ | 124,281,664 | 100.0 |
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, 2019 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Exchange-Traded Funds | $ | 17,386,588 | $ | — | $ | — | $ | 17,386,588 | ||||||||||||
Mutual Funds | 106,861,024 | — | — | 106,861,024 | ||||||||||||||||
Total Investments, at fair value | $ | 124,247,612 | $ | — | $ | — | $ | 124,247,612 |
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, 2019 (UNAUDITED) (CONTINUED) |
Issuer | Beginning Fair Value at 12/31/18 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/2019 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Index Portfolio — Class I | $ | 5,886,360 | $ | 51,452 | $ | (5,745,571 | ) | $ | (192,241.00 | ) | $ | — | $ | — | $ | 899,161 | $ | — | ||||||||||||||||
Voya Floating Rate Fund — Class I | 5,895,803 | 459,006 | (2,801,788 | ) | 173,184 | 3,726,205 | 112,789 | (64,734 | ) | — | ||||||||||||||||||||||||
Voya High Yield Bond Fund — Class R6 | — | 5,250,831 | (300,876 | ) | 25,173 | 4,975,128 | 51,442 | (1,900 | ) | — | ||||||||||||||||||||||||
Voya Index Plus LargeCap Portfolio — Class I | 3,553,126 | 525,510 | (546,282 | ) | 201,961 | 3,734,315 | 56,389 | 75,144 | 310,440 | |||||||||||||||||||||||||
Voya Intermediate Bond Fund — Class R6 | 18,856,724 | 3,182,420 | (8,017,942 | ) | 860,080 | 14,881,282 | 321,507 | 1,206 | — | |||||||||||||||||||||||||
Voya International Index Portfolio — Class I | 7,066,127 | 116,888 | (5,378,938 | ) | (1,804,077 | ) | — | — | 2,657,259 | — | ||||||||||||||||||||||||
Voya Large Cap Value Portfolio — Class I | 7,239,747 | 431,431 | (2,729,703 | ) | 36,706 | 4,978,181 | — | 1,016,563 | — | |||||||||||||||||||||||||
Voya Large-Cap Growth Fund — Class R6 | 7,702,435 | 507,007 | (1,732,258 | ) | 1,592,385 | 8,069,569 | — | (133,717 | ) | — | ||||||||||||||||||||||||
Voya Limited Maturity Bond Portfolio — Class I | 2,351,142 | 4,543,809 | (787,318 | ) | 83,879 | 6,191,512 | 32,078 | 3,729 | — | |||||||||||||||||||||||||
Voya MidCap Opportunities Portfolio — Class I | 2,967,495 | 64,243 | (729,775 | ) | 191,547 | 2,493,510 | 2,308 | 358,443 | — | |||||||||||||||||||||||||
Voya Multi-Manager Emerging Markets Equity Fund — Class I | 2,359,251 | 2,829,884 | (633,399 | ) | 399,058 | 4,954,794 | — | (60,937 | ) | — | ||||||||||||||||||||||||
Voya Multi-Manager International Equity Fund — Class I | 3,539,063 | 1,096,458 | (517,636 | ) | 548,383 | 4,666,268 | — | (1,224 | ) | — | ||||||||||||||||||||||||
Voya Multi-Manager International Factors Fund — Class I | 2,944,733 | 1,824,582 | (481,810 | ) | 369,438 | 4,656,943 | — | (31,296 | ) | — | ||||||||||||||||||||||||
Voya Multi-Manager Mid Cap Value Fund — Class I | 2,957,423 | 169,888 | (1,369,305 | ) | 748,289 | 2,506,295 | — | (259,219 | ) | — | ||||||||||||||||||||||||
Voya Small Company Portfolio — Class I | 4,736,722 | 618,375 | (2,899,750 | ) | 672,013 | 3,127,360 | 12,292 | (269,566 | ) | 416,159 | ||||||||||||||||||||||||
Voya Strategic Income Opportunities Fund Class R6 | — | 5,278,593 | (364,199 | ) | 51,489 | 4,965,883 | 44,309 | 1,239 | — | |||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 5,896,891 | 666,609 | (1,856,971 | ) | 253,691 | 4,960,220 | 65,097 | (9,107 | ) | — | ||||||||||||||||||||||||
Voya U.S. High Dividend Low Volatility Fund — Class I | 3,550,793 | 5,873,853 | (768,606 | ) | 665,109 | 9,321,149 | 15,162 | (1,971 | ) | — | ||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 12,622,994 | 7,242,855 | (3,348,656 | ) | 2,135,217 | 18,652,410 | — | 101,549 | — | |||||||||||||||||||||||||
$ | 100,126,829 | $ | 40,733,694 | $ | (41,010,783 | ) | $ | 7,011,284 | $ | 106,861,024 | $ | 713,373 | $ | 4,280,622 | $ | 726,599 |
VOYA STRATEGIC ALLOCATION MODERATE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | |||||
---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Futures | ||||
Equity contracts | $ | (289,952 | ) | ||
Interest rate contracts | 79,569 | ||||
Total | $ | (210,383 | ) |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | |||||
---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Futures | ||||
Equity contracts | $ | (26,221 | ) | ||
Interest rate contracts | (71,511 | ) | |||
Total | $ | (97,732 | ) |
Cost for federal income tax purposes was $117,598,066. | |||||
Net unrealized appreciation consisted of: | |||||
Gross Unrealized Appreciation | $ | 8,483,271 | |||
Gross Unrealized Depreciation | (1,833,725 | ) | |||
Net Unrealized Appreciation | $ | 6,649,546 |
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 voyainvestments.com | VPSAR-SAIS (0619-081919) |
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)(2) | A separate certification for each principal executive officer and principal financial officer of the registrant is required by Rule 30a-2 under the Act (17 CFR 270.30a-2) is attached hereto as EX-99.CERT. |
(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 9, 2019
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 9, 2019
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: September 9, 2019