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 E. Lombard Street, Baltimore, MD 21201
(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, 2016 to June 30, 2016
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):
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 |
President’s Letter | 1 | |||||
Market Perspective | 2 | |||||
Shareholder Expense Examples | 4 | |||||
Statements of Assets and Liabilities | 5 | |||||
Statements of Operations | 6 | |||||
Statements of Changes in Net Assets | 7 | |||||
Financial Highlights | 9 | |||||
Notes to Financial Statements | 11 | |||||
Portfolios of Investments | 19 |
President and Chief Executive Officer
Voya Family of Funds
July 25, 2016
Index | Description | |||||
---|---|---|---|---|---|---|
Barclays High Yield Bond — 2% Issuer Constrained Composite Index | An unmanaged index that includes all fixed-income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | |||||
Barclays U.S. Aggregate Bond Index | An unmanaged index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. | |||||
Barclays U.S. Corporate Investment Grade Bond Index | An unmanaged index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | |||||
Barclays U.S. Treasury Bond Index | A market capitalization-weighted index that measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of one year or more. | |||||
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 unmanaged index that measures the performance of over 1,400 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | |||||
S&P 500® Index | An unmanaged 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) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2016 | Ending Account Value June 30, 2016 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2016** | Beginning Account Value January 1, 2016 | Ending Account Value June 30, 2016 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2016** | ||||||||||||||||||||||||||||
Voya Strategic Allocation Conservative Portfolio | |||||||||||||||||||||||||||||||||||
Class I | $ | 1,000.00 | $ | 1,029.90 | 0.21 | % | $ | 1.06 | $ | 1,000.00 | $ | 1,023.82 | 0.21 | % | $ | 1.06 | |||||||||||||||||||
Class S | 1,000.00 | 1,028.40 | 0.46 | 2.32 | 1,000.00 | 1,022.58 | 0.46 | 2.31 | |||||||||||||||||||||||||||
Voya Strategic Allocation Growth Portfolio | |||||||||||||||||||||||||||||||||||
Class I | $ | 1,000.00 | $ | 1,016.70 | 0.17 | % | $ | 0.85 | $ | 1,000.00 | $ | 1,024.02 | 0.17 | % | $ | 0.86 | |||||||||||||||||||
Class S | 1,000.00 | 1,015.00 | 0.42 | 2.10 | 1,000.00 | 1,022.77 | 0.42 | 2.11 | |||||||||||||||||||||||||||
Voya Strategic Allocation Moderate Portfolio | |||||||||||||||||||||||||||||||||||
Class I | $ | 1,000.00 | $ | 1,024.30 | 0.21 | % | $ | 1.06 | $ | 1,000.00 | $ | 1,023.82 | 0.21 | % | $ | 1.06 | |||||||||||||||||||
Class S | 1,000.00 | 1,022.60 | 0.46 | 2.31 | 1,000.00 | 1,022.58 | 0.46 | 2.31 |
* | 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 182/366 to reflect the most recent fiscal half-year. |
Voya Strategic Allocation Conservative Portfolio | Voya Strategic Allocation Growth Portfolio | Voya Strategic Allocation Moderate Portfolio | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSETS: | ||||||||||||||
Investments in affiliated underlying funds at fair value* | $ | 65,912,358 | $ | 128,450,415 | $ | 125,662,238 | ||||||||
Investments in unaffiliated underlying funds at fair value** | 7,573,783 | 7,715,546 | 9,789,614 | |||||||||||
Total investments at fair value | $ | 73,486,141 | $ | 136,165,961 | $ | 135,451,852 | ||||||||
Cash | 672,488 | 1,297,732 | 1,338,034 | |||||||||||
Cash collateral for futures | 61,240 | 113,013 | 113,013 | |||||||||||
Receivables: | ||||||||||||||
Investments in affiliated underlying funds sold | 1,930,792 | 3,866,598 | 3,629,138 | |||||||||||
Investments in unaffiliated underlying funds sold | 143,171 | 278,261 | 72,736 | |||||||||||
Fund shares sold | 1,844 | 6,141 | 2,834 | |||||||||||
Dividends | 11,792 | 22,049 | 21,420 | |||||||||||
Prepaid expenses | 879 | 1,576 | 1,554 | |||||||||||
Reimbursement due from manager | 2,257 | 1,261 | 258 | |||||||||||
Other assets | 7,002 | 11,937 | 12,086 | |||||||||||
Total assets | 76,317,606 | 141,764,529 | 140,642,925 | |||||||||||
LIABILITIES: | ||||||||||||||
Payable for investments in affiliated underlying funds purchased | 438,527 | 1,092,152 | 839,363 | |||||||||||
Payable for investments in unaffiliated underlying funds purchased | — | — | 52,021 | |||||||||||
Payable for fund shares redeemed | 145,250 | 364,417 | 180,452 | |||||||||||
Payable for investment management fees | 12,352 | 19,827 | 20,507 | |||||||||||
Payable for distribution and shareholder service fees | 631 | 544 | 463 | |||||||||||
Payable for directors fees | 376 | 688 | 676 | |||||||||||
Payable to directors under the deferred compensation plan (Note 6) | 7,002 | 11,937 | 12,086 | |||||||||||
Other accrued expenses and liabilities | 40,058 | 43,441 | 48,734 | |||||||||||
Total liabilities | 644,196 | 1,533,006 | 1,154,302 | |||||||||||
NET ASSETS | $ | 75,673,410 | $ | 140,231,523 | $ | 139,488,623 | ||||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||||||
Paid-in capital | $ | 74,089,466 | $ | 141,682,799 | $ | 141,805,946 | ||||||||
Undistributed net investment income | 888,996 | 1,166,052 | 1,145,770 | |||||||||||
Accumulated net realized loss | (4,021,106 | ) | (22,292,773 | ) | (18,207,648 | ) | ||||||||
Net unrealized appreciation | 4,716,054 | 19,675,445 | 14,744,555 | |||||||||||
NET ASSETS | $ | 75,673,410 | $ | 140,231,523 | $ | 139,488,623 | ||||||||
* Cost of investments in affiliated underlying funds | $ | 61,304,082 | $ | 108,891,343 | $ | 111,077,605 | ||||||||
** Cost of investments in unaffiliated underlying funds | $ | 7,457,794 | $ | 7,584,285 | $ | 9,614,804 | ||||||||
Class I | ||||||||||||||
Net assets | $ | 72,584,417 | $ | 137,575,927 | $ | 137,214,565 | ||||||||
Shares authorized | 100,000,000 | 100,000,000 | 100,000,000 | |||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 5,940,962 | 10,456,023 | 10,841,599 | |||||||||||
Net asset value and redemption price per share | $ | 12.22 | $ | 13.16 | $ | 12.66 | ||||||||
Class S | ||||||||||||||
Net assets | $ | 3,088,993 | $ | 2,655,596 | $ | 2,274,058 | ||||||||
Shares authorized | 100,000,000 | 100,000,000 | 100,000,000 | |||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 254,704 | 203,299 | 180,585 | |||||||||||
Net asset value and redemption price per share | $ | 12.13 | $ | 13.06 | $ | 12.59 |
Voya Strategic Allocation Conservative Portfolio | Voya Strategic Allocation Growth Portfolio | Voya Strategic Allocation Moderate Portfolio | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | ||||||||||||||
Dividends from affiliated underlying funds | $ | 940,352 | $ | 1,251,090 | $ | 1,252,118 | ||||||||
Dividends from unaffiliated underlying funds | 43,250 | 59,021 | 57,663 | |||||||||||
Total investment income | 983,602 | 1,310,111 | 1,309,781 | |||||||||||
EXPENSES: | ||||||||||||||
Investment management fees | 83,111 | 144,241 | 143,461 | |||||||||||
Distribution and shareholder service fees: | ||||||||||||||
Class S | 3,802 | 3,239 | 2,768 | |||||||||||
Transfer agent fees | 118 | 170 | 166 | |||||||||||
Shareholder reporting expense | 8,008 | 12,761 | 12,495 | |||||||||||
Professional fees | 12,628 | 18,599 | 17,738 | |||||||||||
Custody and accounting expense | 3,640 | 5,859 | 5,992 | |||||||||||
Directors fees | 1,128 | 2,065 | 2,030 | |||||||||||
Miscellaneous expense | 4,108 | 5,660 | 5,195 | |||||||||||
Total expenses | 116,543 | 192,594 | 189,845 | |||||||||||
Net waived and reimbursed fees | (35,521 | ) | (71,380 | ) | (48,458 | ) | ||||||||
Net expenses | 81,022 | 121,214 | 141,387 | |||||||||||
Net investment income | 902,580 | 1,188,897 | 1,168,394 | |||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||||||
Net realized gain (loss) on: | ||||||||||||||
Investments | 677 | 295 | 1,885 | |||||||||||
Sale of affiliated underlying funds | 2,100,300 | 1,343,653 | 2,605,979 | |||||||||||
Sale of unaffiliated underlying funds | (249,946 | ) | (336,875 | ) | (325,278 | ) | ||||||||
Capital gain distributions from affiliated underlying funds | 561,074 | 1,587,648 | 759,995 | |||||||||||
Futures | (247,630 | ) | (450,155 | ) | (447,759 | ) | ||||||||
Net realized gain | 2,164,475 | 2,144,566 | 2,594,822 | |||||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||||||
Affiliated underlying funds | (1,339,588 | ) | (1,635,814 | ) | (1,098,280 | ) | ||||||||
Unaffiliated underlying funds | 418,003 | 491,677 | 525,830 | |||||||||||
Futures | (8,211 | ) | (14,888 | ) | (14,888 | ) | ||||||||
Net change in unrealized appreciation (depreciation) | (929,796 | ) | (1,159,025 | ) | (587,338 | ) | ||||||||
Net realized and unrealized gain | 1,234,679 | 985,541 | 2,007,484 | |||||||||||
Increase in net assets resulting from operations | $ | 2,137,259 | $ | 2,174,438 | $ | 3,175,878 |
Voya Strategic Allocation Conservative Portfolio | Voya Strategic Allocation Growth Portfolio | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2016 | Year Ended December 31, 2015 | Six Months Ended June 30, 2016 | Year Ended December 31, 2015 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 902,580 | $ | 2,039,631 | $ | 1,188,897 | $ | 2,849,131 | |||||||||||
Net realized gain | 2,164,475 | 2,379,022 | 2,144,566 | 8,335,879 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | (929,796 | ) | (4,481,475 | ) | (1,159,025 | ) | (12,724,963 | ) | |||||||||||
Increase (decrease) in net assets resulting from operations | 2,137,259 | (62,822 | ) | 2,174,438 | (1,539,953 | ) | |||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class I | (2,157,398 | ) | (2,635,046 | ) | (3,678,824 | ) | (3,887,081 | ) | |||||||||||
Class S | (84,288 | ) | (83,164 | ) | (65,458 | ) | (65,236 | ) | |||||||||||
Total distributions | (2,241,686 | ) | (2,718,210 | ) | (3,744,282 | ) | (3,952,317 | ) | |||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 2,178,528 | 7,612,523 | 3,123,700 | 6,803,247 | |||||||||||||||
Reinvestment of distributions | 2,241,686 | 2,718,210 | 3,744,282 | 3,952,317 | |||||||||||||||
4,420,214 | 10,330,733 | 6,867,982 | 10,755,564 | ||||||||||||||||
Cost of shares redeemed | (6,467,996 | ) | (18,536,671 | ) | (8,071,365 | ) | (17,211,894 | ) | |||||||||||
Net decrease in net assets resulting from capital share transactions | (2,047,782 | ) | (8,205,938 | ) | (1,203,383 | ) | (6,456,330 | ) | |||||||||||
Net decrease in net assets | (2,152,209 | ) | (10,986,970 | ) | (2,773,227 | ) | (11,948,600 | ) | |||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 77,825,619 | 88,812,589 | 143,004,750 | 154,953,350 | |||||||||||||||
End of year or period | $ | 75,673,410 | $ | 77,825,619 | $ | 140,231,523 | $ | 143,004,750 | |||||||||||
Undistributed net investment income at end of year or period | $ | 888,996 | $ | 2,228,102 | $ | 1,166,052 | $ | 3,721,437 |
Voya Strategic Allocation Moderate Portfolio | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2016 | Year Ended December 31, 2015 | ||||||||||
FROM OPERATIONS: | |||||||||||
Net investment income | $ | 1,168,394 | $ | 2,993,339 | |||||||
Net realized gain | 2,594,822 | 6,631,158 | |||||||||
Net change in unrealized appreciation (depreciation) | (587,338 | ) | (10,224,858 | ) | |||||||
Increase (decrease) in net assets resulting from operations | 3,175,878 | (600,361 | ) | ||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||
Net investment income: | |||||||||||
Class I | (3,596,532 | ) | (4,289,841 | ) | |||||||
Class S | (54,581 | ) | (62,312 | ) | |||||||
Total distributions | (3,651,113 | ) | (4,352,153 | ) | |||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||
Net proceeds from sale of shares | 3,827,330 | 6,118,211 | |||||||||
Reinvestment of distributions | 3,651,113 | 4,352,153 | |||||||||
7,478,443 | 10,470,364 | ||||||||||
Cost of shares redeemed | (7,241,124 | ) | (20,140,607 | ) | |||||||
Net increase (decrease) in net assets resulting from capital share transactions | 237,319 | (9,670,243 | ) | ||||||||
Net decrease in net assets | (237,916 | ) | (14,622,757 | ) | |||||||
NET ASSETS: | |||||||||||
Beginning of year or period | 139,726,539 | 154,349,296 | |||||||||
End of year or period | $ | 139,488,623 | $ | 139,726,539 | |||||||
Undistributed net investment income at end of year or period | $ | 1,145,770 | $ | 3,628,489 |
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) | | Expense 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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 12.23 | 0.15 | • | 0.21 | 0.36 | 0.37 | — | — | 0.37 | — | 12.22 | 2.99 | 0.30 | 0.21 | 0.21 | 2.42 | 72,584 | 54 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.14 | 0.31 | 1.02 | 1.33 | 0.30 | — | — | 0.30 | — | 12.17 | 12.11 | 0.22 | 0.11 | 0.11 | 2.64 | 87,378 | 55 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 10.19 | 0.28 | • | 0.96 | 1.24 | 0.29 | — | — | 0.29 | — | 11.14 | 12.31 | 0.22 | 0.09 | 0.09 | 2.64 | 81,360 | 107 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.41 | 0.27 | • | (0.07 | ) | 0.20 | 0.42 | — | — | 0.42 | — | 10.19 | 1.79 | 0.22 | 0.06 | 0.06 | 2.63 | 80,825 | 59 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 12.13 | 0.13 | • | 0.21 | 0.34 | 0.34 | — | — | 0.34 | — | 12.13 | 2.84 | 0.55 | 0.46 | 0.46 | 2.17 | 3,089 | 54 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.06 | 0.29 | • | 0.99 | 1.28 | 0.27 | — | — | 0.27 | — | 12.07 | 11.76 | 0.47 | 0.36 | 0.36 | 2.53 | 3,086 | 55 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 10.12 | 0.24 | 0.96 | 1.20 | 0.26 | — | — | 0.26 | — | 11.06 | 12.02 | 0.47 | 0.34 | 0.34 | 2.51 | 1,664 | 107 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.34 | 0.24 | • | (0.07 | ) | 0.17 | 0.39 | — | — | 0.39 | — | 10.12 | 1.53 | 0.47 | 0.31 | 0.31 | 2.29 | 1,378 | 59 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Strategic Allocation Growth Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 13.30 | 0.11 | • | 0.11 | 0.22 | 0.36 | — | — | 0.36 | — | 13.16 | 1.67 | 0.28 | 0.17 | 0.17 | 1.74 | 137,576 | 33 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 10.99 | 0.21 | • | 2.22 | 2.43 | 0.20 | — | — | 0.20 | — | 13.22 | 22.40 | 0.21 | 0.11 | 0.11 | 1.74 | 159,018 | 53 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 9.70 | 0.18 | • | 1.27 | 1.45 | 0.16 | — | — | 0.16 | — | 10.99 | 14.99 | 0.20 | 0.06 | 0.06 | 1.77 | 141,892 | 74 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.24 | 0.14 | • | (0.41 | ) | (0.27 | ) | 0.27 | — | — | 0.27 | — | 9.70 | (2.92 | ) | 0.20 | 0.05 | 0.05 | 1.42 | 138,642 | 53 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 13.19 | 0.09 | • | 0.10 | 0.19 | 0.32 | — | — | 0.32 | — | 13.06 | 1.50 | 0.53 | 0.42 | 0.42 | 1.47 | 2,656 | 33 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 10.92 | 0.18 | • | 2.21 | 2.39 | 0.18 | — | — | 0.18 | — | 13.13 | 22.11 | 0.46 | 0.36 | 0.36 | 1.54 | 863 | 53 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 9.62 | 0.16 | • | 1.25 | 1.41 | 0.11 | — | — | 0.11 | — | 10.92 | 14.71 | 0.45 | 0.31 | 0.31 | 1.51 | 648 | 74 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.16 | 0.12 | • | (0.42 | ) | (0.30 | ) | 0.24 | — | — | 0.24 | — | 9.62 | (3.16 | ) | 0.45 | 0.30 | 0.30 | 1.14 | 620 | 53 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Strategic Allocation Moderate Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 12.70 | 0.11 | • | 0.19 | 0.30 | 0.34 | — | — | 0.34 | — | 12.66 | 2.43 | 0.28 | 0.21 | 0.21 | 1.74 | 137,215 | 44 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.05 | 0.24 | • | 1.57 | 1.81 | 0.25 | — | — | 0.25 | — | 12.61 | 16.60 | 0.21 | 0.12 | 0.12 | 2.08 | 153,367 | 54 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 9.93 | 0.23 | • | 1.11 | 1.34 | 0.22 | — | — | 0.22 | — | 11.05 | 13.60 | 0.20 | 0.09 | 0.09 | 2.18 | 142,200 | 84 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.31 | 0.20 | • | (0.24 | ) | (0.04 | ) | 0.34 | — | — | 0.34 | — | 9.93 | (0.57 | ) | 0.21 | 0.07 | 0.07 | 1.97 | 139,057 | 57 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 12.62 | 0.09 | • | 0.19 | 0.28 | 0.31 | — | — | 0.31 | — | 12.59 | 2.26 | 0.53 | 0.46 | 0.46 | 1.48 | 2,274 | 44 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.00 | 0.22 | • | 1.55 | 1.77 | 0.23 | — | — | 0.23 | — | 12.54 | 16.24 | 0.46 | 0.37 | 0.37 | 1.84 | 1,758 | 54 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 9.86 | 0.21 | • | 1.11 | 1.32 | 0.18 | — | — | 0.18 | — | 11.00 | 13.45 | 0.45 | 0.34 | 0.34 | 1.96 | 1,223 | 84 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.25 | 0.15 | • | (0.22 | ) | (0.07 | ) | 0.32 | — | — | 0.32 | — | 9.86 | (0.91 | ) | 0.46 | 0.32 | 0.32 | 1.44 | 1,131 | 57 |
(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 by an 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 an Investment Adviser and/or Distributor 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. |
• | Calculated using average number of shares outstanding throughout the period. |
closing price as of the close of the regular trading session on the exchange where the security is principally traded.
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 each Portfolio’s investments under these levels of classification is included following the Portfolio of Investments.
derivatives may not perform as expected resulting in losses for the combined or hedged positions.
the contract will correlate imperfectly with the prices of the Portfolios’ securities. With futures, there is minimal counterparty credit risk to the Portfolios since futures are exchange traded and the exchange’s clearinghouse, as counterparty to all exchange traded futures, guarantees the futures against default.
Purchased | Sold | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Strategic Allocation Conservative | $ | 1,135,176 | $ | 1,156,826 | ||||||
Strategic Allocation Growth | 2,114,891 | 2,093,706 | ||||||||
Strategic Allocation Moderate | 2,098,582 | 2,093,706 |
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Strategic Allocation Conservative | $ | 40,609,091 | $ | 46,420,205 | ||||||
Strategic Allocation Growth | 46,219,930 | 54,409,338 | ||||||||
Strategic Allocation Moderate | 59,666,338 | 66,351,657 |
Subsidiary | Portfolio | Percentage | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
ReliaStar Life Insurance Company | Strategic Allocation Conservative | 8.85 | % | |||||||
Strategic Allocation Growth | 6.42 | |||||||||
Strategic Allocation Moderate | 10.69 | |||||||||
Voya Retirement Insurance and Annuity | Strategic Allocation Conservative | 85.85 | ||||||||
Company | Strategic Allocation Growth | 88.40 | ||||||||
Strategic Allocation Moderate | 85.38 |
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) | As of May 1, 2016, any fees waived pursuant to the Expense Limitation Agreement shall not be eligible for recoupment. |
Portfolio(3) | Class I | Class S | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Strategic Allocation Conservative | 0.65 | % | 0.90 | % | ||||||
Strategic Allocation Growth(4) | 0.75 | % | 1.00 | % | ||||||
Strategic Allocation Moderate | 0.70 | % | 0.95 | % |
(3) | These operating expense limits took into account operating expenses incurred at the Underlying Fund level. The amount of fees and expenses of an Underlying Fund borne by each Portfolio was based on each Portfolio’s allocation of assets to, and the net expenses of, a particular Underlying Fund. |
(4) | Prior to May 1, 2016, pursuant to a side letter agreement, the Investment Adviser had further lowered the expense limits for Strategic Allocation Growth to 0.71% and 0.96% for Classes I and S, respectively. |
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 | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
Strategic Allocation Conservative | |||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 178,367 | — | 179,484 | (520,450 | ) | (162,599 | ) | 2,161,784 | — | 2,157,398 | (6,278,566 | ) | (1,959,384 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 559,902 | — | 208,469 | (1,455,705 | ) | (687,334 | ) | 7,066,767 | — | 2,635,046 | (18,189,650 | ) | (8,487,837 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 1,396 | — | 7,065 | (15,987 | ) | (7,526 | ) | 16,744 | — | 84,288 | (189,430 | ) | (88,398 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 43,959 | — | 6,626 | (27,794 | ) | 22,791 | 545,756 | — | 83,164 | (347,021 | ) | 281,899 | |||||||||||||||||||||||||||||||
Strategic Allocation Growth | |||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 238,383 | — | 284,959 | (620,539 | ) | (97,197 | ) | 3,054,013 | — | 3,678,824 | (7,961,021 | ) | (1,228,184 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 472,092 | — | 275,289 | (1,232,345 | ) | (484,964 | ) | 6,519,971 | — | 3,887,081 | (16,948,585 | ) | (6,541,533 | ) |
Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year or period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
Strategic Allocation Growth (continued) | |||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 5,468 | — | 5,106 | (8,475 | ) | 2,099 | 69,687 | — | 65,458 | (110,344 | ) | 24,801 | |||||||||||||||||||||||||||||||
12/31/2015 | 20,385 | — | 4,653 | (19,012 | ) | 6,026 | 283,276 | — | 65,236 | (263,309 | ) | 85,203 | |||||||||||||||||||||||||||||||
Strategic Allocation Moderate | |||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 302,714 | — | 289,343 | (576,995 | ) | 15,062 | 3,779,003 | — | 3,596,532 | (7,153,991 | ) | 221,544 | |||||||||||||||||||||||||||||||
12/31/2015 | 462,709 | — | 322,787 | (1,524,738 | ) | (739,242 | ) | 6,020,587 | — | 4,289,841 | (19,985,040 | ) | (9,674,612 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 3,926 | — | 4,412 | (6,909 | ) | 1,429 | 48,327 | — | 54,581 | (87,133 | ) | 15,775 | |||||||||||||||||||||||||||||||
12/31/2015 | 7,464 | — | 4,710 | (12,061 | ) | 113 | 97,624 | — | 62,312 | (155,567 | ) | 4,369 |
Six Months Ended June 30, 2016 | Year Ended December 31, 2015 | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Ordinary Income | Ordinary Income | |||||||||
Strategic Allocation Conservative | $ | 2,241,686 | $ | 2,718,210 | ||||||
Strategic Allocation Growth | 3,744,282 | 3,952,317 | ||||||||
Strategic Allocation Moderate | 3,651,113 | 4,352,153 |
Undistributed Ordinary Income | Unrealized Appreciation/ (Depreciation) | Short-term Capital Loss Carryforwards | Expiration | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Strategic Allocation Conservative | $ | 2,241,481 | $ | 4,129,718 | $ | (3,698,966 | ) | 2017 | ||||||||||
(970,483 | ) | 2018 | ||||||||||||||||
$ | (4,669,449 | ) | ||||||||||||||||
Strategic Allocation Growth | 3,743,822 | 15,557,051 | (5,938,347 | ) | 2017 | |||||||||||||
(13,221,573 | ) | 2018 | ||||||||||||||||
$ | (19,159,920 | ) |
Undistributed Ordinary Income | Unrealized Appreciation/ (Depreciation) | Short-term Capital Loss Carryforwards | Expiration | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Strategic Allocation Moderate | $ | 3,650,505 | $ | 12,624,116 | $ | (11,440,050 | ) | 2017 | |||||||||||||
(6,654,643 | ) | 2018 | |||||||||||||||||||
$ | (18,094,693 | ) | �� |
VOYA STRATEGIC ALLOCATION CONSERVATIVE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXCHANGE-TRADED FUNDS: 8.0% | |||||||||||||||||||
14,807 | iShares Russell 1000 Value Index Fund | $ | 1,528,971 | 2.0 | |||||||||||||||
53,461 | Schwab U.S. TIPs | 3,019,477 | 4.0 | ||||||||||||||||
7,283 | SPDR Trust Series 1 | 1,526,007 | 2.0 | ||||||||||||||||
Total Exchange-Traded Funds (Cost $5,866,281) | 6,074,455 | 8.0 | |||||||||||||||||
MUTUAL FUNDS: 89.1% | |||||||||||||||||||
Affiliated Investment Companies: 87.1% | |||||||||||||||||||
164,553 | Voya Emerging Markets Index Portfolio — Class I | 1,523,764 | 2.0 | ||||||||||||||||
463,010 | Voya Floating Rate Fund — Class I | 4,528,240 | 6.0 | ||||||||||||||||
372,298 | Voya Global Bond Fund — Class R6 | 3,760,214 | 5.0 | ||||||||||||||||
681,870 | Voya High Yield Bond Fund — Class I | 5,298,128 | 7.0 | ||||||||||||||||
1,323,866 | Voya Intermediate Bond Fund — Class R6 | 13,582,870 | 18.0 | ||||||||||||||||
631,639 | Voya International Index Portfolio — Class I | 5,331,033 | 7.0 | ||||||||||||||||
179,534 | Voya Large Cap Growth Portfolio — Class I | 3,418,319 | 4.5 | ||||||||||||||||
430,723 | Voya Large Cap Value Portfolio — Class I | 4,953,312 | 6.5 | ||||||||||||||||
85,824 | @ | Voya MidCap Opportunities Portfolio — Class I | 1,145,753 | 1.5 | |||||||||||||||
112,417 | Voya Multi-Manager Mid Cap Value Fund — Class I | 1,145,533 | 1.5 | ||||||||||||||||
245,885 | Voya RussellTM Mid Cap Index Portfolio — Class I | 3,435,013 | 4.5 | ||||||||||||||||
531,527 | Voya Short Term Bond Fund — Class R6 | 5,272,744 | 7.0 | ||||||||||||||||
81,586 | Voya Small Company Portfolio — Class I | 1,533,008 | 2.0 | ||||||||||||||||
MUTUAL FUNDS: (continued) | |||||||||||||||||||
Affiliated Investment Companies: (continued) | |||||||||||||||||||
515,446 | Voya U.S. Bond Index Portfolio — Class I | $ | 5,644,132 | 7.5 | |||||||||||||||
276,360 | Voya U.S. Stock Index Portfolio — Class I | 3,822,065 | 5.1 | ||||||||||||||||
60,345 | VY® Clarion Global Real Estate Portfolio — Class I | 758,532 | 1.0 | ||||||||||||||||
19,165 | VY® Clarion Real Estate Portfolio — Class I | 759,698 | 1.0 | ||||||||||||||||
65,912,358 | 87.1 | ||||||||||||||||||
Unaffiliated Investment Companies: 2.0% | |||||||||||||||||||
292,837 | @ | Credit Suisse Commodity Return Strategy Fund — Class I | 1,499,328 | 2.0 | |||||||||||||||
Total Mutual Funds (Cost $62,895,595) | 67,411,686 | 89.1 | |||||||||||||||||
Total Investments in Securities (Cost $68,761,876) | $ | 73,486,141 | 97.1 | ||||||||||||||||
Assets in Excess of Other Liabilities | 2,187,269 | 2.9 | |||||||||||||||||
Net Assets | $ | 75,673,410 | 100.0 |
@ | Non-income producing security. |
Cost for federal income tax purposes is $70,188,901. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 5,510,998 | ||||
Gross Unrealized Depreciation | (2,213,758 | ) | ||||
Net Unrealized Appreciation | $ | 3,297,240 |
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, 2016 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Exchange-Traded Funds | $ | 6,074,455 | $ | — | $ | — | $ | 6,074,455 | ||||||||||
Mutual Funds | 67,411,686 | — | — | 67,411,686 | ||||||||||||||
Total Investments, at fair value | $ | 73,486,141 | $ | — | $ | — | $ | 73,486,141 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Futures | $ | (8,211 | ) | $ | — | $ | — | $ | (8,211 | ) | ||||||||
Total Liabilities | $ | (8,211 | ) | $ | — | $ | — | $ | (8,211 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
+ | Other Financial Instruments are derivatives not reflected in the portfolio of investments and may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
VOYA STRATEGIC ALLOCATION CONSERVATIVE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Issuer | Beginning Fair Value at 12/31/15 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/16 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Index Portfolio — Class I | $ | — | $ | 1,573,977 | $ | (28,296 | ) | $ | (21,917 | ) | $ | 1,523,764 | $ | 32,316 | $ | (1,435 | ) | $ | — | |||||||||||||||
Voya Floating Rate Fund — Class I | 781,657 | 3,895,118 | (157,908 | ) | 9,373 | 4,528,240 | 42,333 | (7,485 | ) | — | ||||||||||||||||||||||||
Voya Global Bond Fund — Class R6 | — | 3,842,261 | (67,483 | ) | (14,564 | ) | 3,760,214 | 28,097 | (328 | ) | — | |||||||||||||||||||||||
Voya High Yield Bond Fund — Class I | 7,697,527 | 373,852 | (3,091,673 | ) | 318,422 | 5,298,128 | 196,016 | (57,010 | ) | — | ||||||||||||||||||||||||
Voya Intermediate Bond Fund — Class R6 | 29,059,451 | 1,509,029 | (17,813,802 | ) | 828,192 | 13,582,870 | 365,579 | 1,563 | — | |||||||||||||||||||||||||
Voya International Index Portfolio — Class I | 6,139,816 | 2,483,996 | (2,663,548 | ) | (629,231 | ) | 5,331,033 | 161,421 | 207,716 | — | ||||||||||||||||||||||||
Voya Large Cap Growth Portfolio — Class I | 8,208,600 | 500,031 | (3,948,065 | ) | (1,342,247 | ) | 3,418,319 | — | 1,222,410 | — | ||||||||||||||||||||||||
Voya Large Cap Value Portfolio — Class I | 7,289,119 | 617,570 | (2,702,256 | ) | (251,121 | ) | 4,953,312 | — | 438,965 | — | ||||||||||||||||||||||||
Voya MidCap Opportunities Portfolio — Class I | 1,168,261 | 92,338 | (153,036 | ) | 38,190 | 1,145,753 | — | 3,044 | — | |||||||||||||||||||||||||
Voya Multi-Manager Mid Cap Value Fund — Class I | 1,149,368 | 144,652 | (223,079 | ) | 74,592 | 1,145,533 | — | (42,907 | ) | — | ||||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | — | 3,884,140 | (69,338 | ) | (379,789 | ) | 3,435,013 | 45,732 | (8,899 | ) | 410,494 | |||||||||||||||||||||||
Voya Short Term Bond Fund — Class R6 | 3,150,241 | 2,518,022 | (425,859 | ) | 30,340 | 5,272,744 | 36,398 | (5,615 | ) | — | ||||||||||||||||||||||||
Voya Small Company Portfolio — Class I | — | 1,671,710 | (38,417 | ) | (100,285 | ) | 1,533,008 | 7,011 | (3,008 | ) | 141,895 | |||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 783,483 | 8,524,438 | (3,753,630 | ) | 89,841 | 5,644,132 | 25,449 | 11,743 | 8,685 | |||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 4,503,663 | 1,363,094 | (2,351,194 | ) | 306,502 | 3,822,065 | — | (124,222 | ) | — | ||||||||||||||||||||||||
VY® Clarion Global Real Estate Portfolio — Class I | 2,336,264 | 116,971 | (1,340,365 | ) | (354,338 | ) | 758,532 | — | 461,535 | — | ||||||||||||||||||||||||
VY® Clarion Real Estate Portfolio — Class I | — | 761,402 | (60,156 | ) | 58,452 | 759,698 | — | 4,233 | — | |||||||||||||||||||||||||
$ | 72,267,450 | $ | 33,872,601 | $ | (38,888,105 | ) | $ | (1,339,588 | ) | $ | 65,912,358 | $ | 940,352 | $ | 2,100,300 | $ | 561,074 |
Contract Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts | ||||||||||||||||||
S&P Mid 400 E-Mini | 10 | 09/16/16 | $ | 1,493,000 | $ | (1,081 | ) | |||||||||||
$ | 1,493,000 | $ | (1,081 | ) | ||||||||||||||
Short Contracts | ||||||||||||||||||
S&P 500 E-Mini | (15) | 09/16/16 | (1,567,650 | ) | (7,130 | ) | ||||||||||||
$ | (1,567,650 | ) | $ | (7,130 | ) |
VOYA STRATEGIC ALLOCATION CONSERVATIVE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Liability Derivatives | ||||||||||
Equity contracts | Net Assets — Unrealized depreciation* | $ | 8,211 | |||||||
Total Liability Derivatives | $ | 8,211 |
* | Includes cumulative appreciation/depreciation of futures contracts as reported in the table following the Summary Portfolio of Investments. |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Futures | |||||
Equity contracts | $ | (270,707 | ) | |||
Interest rate contracts | 23,077 | |||||
Total | $ | (247,630 | ) |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Futures | |||||
Equity contracts | $ | (8,211 | ) | |||
Total | $ | (8,211 | ) |
VOYA STRATEGIC ALLOCATION GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXCHANGE-TRADED FUNDS: 4.0% | |||||||||||||||||||
27,335 | iShares Russell 1000 Value Index Fund | $ | 2,822,612 | 2.0 | |||||||||||||||
13,445 | SPDR Trust Series 1 | 2,817,131 | 2.0 | ||||||||||||||||
Total Exchange-Traded Funds (Cost $5,332,849) | 5,639,743 | 4.0 | |||||||||||||||||
MUTUAL FUNDS: 93.1% | |||||||||||||||||||
Affiliated Investment Companies: 91.6% | |||||||||||||||||||
607,208 | Voya Emerging Markets Index Portfolio — Class I | 5,622,745 | 4.0 | ||||||||||||||||
427,107 | Voya Floating Rate Fund — Class I | 4,177,104 | 3.0 | ||||||||||||||||
274,733 | Voya Global Bond Fund — Class R6 | 2,774,807 | 2.0 | ||||||||||||||||
539,156 | Voya High Yield Bond Fund — Class I | 4,189,245 | 3.0 | ||||||||||||||||
187,745 | Voya Index Plus LargeCap Portfolio — Class I | 4,214,875 | 3.0 | ||||||||||||||||
813,595 | Voya Intermediate Bond Fund — Class R6 | 8,347,483 | 6.0 | ||||||||||||||||
1,997,851 | Voya International Index Portfolio — Class I | 16,861,865 | 12.0 | ||||||||||||||||
1,067,369 | Voya Large Cap Growth Portfolio — Class I | 20,322,710 | 14.5 | ||||||||||||||||
1,651,001 | Voya Large Cap Value Portfolio — Class I | 18,986,513 | 13.6 | ||||||||||||||||
369,505 | @ | Voya MidCap Opportunities Portfolio — Class I | 4,932,887 | 3.5 | |||||||||||||||
559,687 | Voya Multi-Manager International Equity Fund — Class I | 5,630,455 | 4.0 | ||||||||||||||||
483,997 | Voya Multi-Manager Mid Cap Value Fund — Class I | 4,931,930 | 3.5 | ||||||||||||||||
705,702 | Voya RussellTM Mid Cap Index Portfolio — Class I | 9,858,654 | 7.0 | ||||||||||||||||
MUTUAL FUNDS: (continued) | |||||||||||||||||||
Affiliated Investment Companies: (continued) | |||||||||||||||||||
225,769 | Voya Small Company Portfolio — Class I | $ | 4,242,207 | 3.0 | |||||||||||||||
63,501 | Voya U.S. Bond Index Portfolio — Class I | 695,332 | 0.5 | ||||||||||||||||
712,966 | Voya U.S. Stock Index Portfolio — Class I | 9,860,327 | 7.0 | ||||||||||||||||
111,344 | VY® Clarion Global Real Estate Portfolio — Class I | 1,399,595 | 1.0 | ||||||||||||||||
35,360 | VY® Clarion Real Estate Portfolio — Class I | 1,401,681 | 1.0 | ||||||||||||||||
128,450,415 | 91.6 | ||||||||||||||||||
Unaffiliated Investment Companies: 1.5% | |||||||||||||||||||
405,430 | @ | Credit Suisse Commodity Return Strategy Fund — Class I | 2,075,803 | 1.5 | |||||||||||||||
Total Mutual Funds (Cost $111,142,779) | 130,526,218 | 93.1 | |||||||||||||||||
Total Investments in Securities (Cost $116,475,628) | $ | 136,165,961 | 97.1 | ||||||||||||||||
Assets in Excess of Other Liabilities | 4,065,562 | 2.9 | |||||||||||||||||
Net Assets | $ | 140,231,523 | 100.0 |
@ | Non-income producing security. |
Cost for federal income tax purposes is $119,119,498. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 21,183,271 | ||||
Gross Unrealized Depreciation | (4,136,808 | ) | ||||
Net Unrealized Appreciation | $ | 17,046,463 |
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, 2016 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Exchange-Traded Funds | $ | 5,639,743 | $ | — | $ | — | $ | 5,639,743 | ||||||||||
Mutual Funds | 130,526,218 | — | — | 130,526,218 | ||||||||||||||
Total Investments, at fair value | $ | 136,165,961 | $ | — | $ | — | $ | 136,165,961 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Futures | $ | (14,888 | ) | $ | — | $ | — | $ | (14,888 | ) | ||||||||
Total Liabilities | $ | (14,888 | ) | $ | — | $ | — | $ | (14,888 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
+ | Other Financial Instruments are derivatives not reflected in the portfolio of investments and may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
VOYA STRATEGIC ALLOCATION GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Issuer | Beginning Fair Value at 12/31/15 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/16 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Index Portfolio — Class I | $ | 4,127,552 | $ | 1,869,402 | $ | (731,455 | ) | $ | 357,246 | $ | 5,622,745 | $ | 120,648 | $ | (168,368 | ) | $ | — | ||||||||||||||||
Voya Floating Rate Fund — Class I | 2,899,528 | 1,675,894 | (454,847 | ) | 56,529 | 4,177,104 | 67,521 | (24,240 | ) | — | ||||||||||||||||||||||||
Voya Global Bond Fund — Class R6 | — | 2,867,563 | (81,966 | ) | (10,790 | ) | 2,774,807 | 20,962 | (453 | ) | — | |||||||||||||||||||||||
Voya High Yield Bond Fund — Class I | 8,520,593 | 572,281 | (5,308,576 | ) | 404,947 | 4,189,245 | 198,050 | (121,004 | ) | — | ||||||||||||||||||||||||
Voya Index Plus LargeCap Portfolio — Class I | — | 4,342,438 | (116,456 | ) | (11,107 | ) | 4,214,875 | 72,537 | (1,437 | ) | — | |||||||||||||||||||||||
Voya Intermediate Bond Fund — Class R6 | 4,348,223 | 4,694,388 | (906,418 | ) | 211,290 | 8,347,483 | 88,753 | 672 | — | |||||||||||||||||||||||||
Voya International Index Portfolio — Class I | 24,148,366 | 5,000,843 | (10,022,068 | ) | (2,265,276 | ) | 16,861,865 | 517,446 | 990,561 | — | ||||||||||||||||||||||||
Voya Large Cap Growth Portfolio — Class I | 25,338,936 | 344,603 | (4,748,258 | ) | (612,571 | ) | 20,322,710 | — | 322,208 | — | ||||||||||||||||||||||||
Voya Large Cap Value Portfolio — Class I | 23,467,470 | 646,691 | (5,791,700 | ) | 664,052 | 18,986,513 | — | 3,760 | — | |||||||||||||||||||||||||
Voya MidCap Opportunities Portfolio — Class I | 5,048,205 | 121,500 | (404,015 | ) | 167,197 | 4,932,887 | — | 4,351 | — | |||||||||||||||||||||||||
Voya Multi-Manager International Equity Fund — Class I | — | 5,905,924 | (119,724 | ) | (155,745 | ) | 5,630,455 | — | (2,499 | ) | — | |||||||||||||||||||||||
Voya Multi-Manager Mid Cap Value Fund — Class I | 4,967,043 | 327,320 | (602,166 | ) | 239,733 | 4,931,930 | — | (114,830 | ) | — | ||||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | 8,537,074 | 3,065,756 | (943,929 | ) | (800,247 | ) | 9,858,654 | 132,714 | (54,662 | ) | 1,191,245 | |||||||||||||||||||||||
Voya Small Company Portfolio — Class I | 5,754,601 | 641,965 | (1,716,738 | ) | (437,621 | ) | 4,242,207 | 19,487 | 301,903 | 394,369 | ||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 1,451,454 | 5,738,369 | (6,525,523 | ) | 31,032 | 695,332 | 12,972 | 28,290 | 2,034 | |||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 12,776,240 | 580,969 | (4,210,976 | ) | 714,094 | 9,860,327 | — | (267,362 | ) | — | ||||||||||||||||||||||||
VY® Clarion Global Real Estate Portfolio — Class I | 2,872,779 | 35,407 | (1,212,165 | ) | (296,426 | ) | 1,399,595 | — | 437,597 | — | ||||||||||||||||||||||||
VY® Clarion Real Estate Portfolio — Class I | — | 1,423,300 | (129,468 | ) | 107,849 | 1,401,681 | — | 9,166 | — | |||||||||||||||||||||||||
$ | 134,258,064 | $ | 39,854,613 | $ | (44,026,448 | ) | $ | (1,635,814 | ) | $ | 128,450,415 | $ | 1,251,090 | $ | 1,343,653 | $ | 1,587,648 |
Contract Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts | ||||||||||||||||||
S&P Mid 400 E-Mini | 19 | 09/16/16 | $ | 2,836,700 | $ | (2,053 | ) | |||||||||||
$ | 2,836,700 | $ | (2,053 | ) | ||||||||||||||
Short Contracts | ||||||||||||||||||
S&P 500 E-Mini | (27) | 09/16/16 | (2,821,770 | ) | (12,835 | ) | ||||||||||||
$ | (2,821,770 | ) | $ | (12,835 | ) |
VOYA STRATEGIC ALLOCATION GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Liability Derivatives | ||||||||||
Equity contracts | Net Assets — Unrealized depreciation* | $ | 14,888 | |||||||
Total Liability Derivatives | $ | 14,888 |
* | Includes cumulative appreciation/depreciation of futures contracts as reported in the table following the Summary Portfolio of Investments. |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Futures | |||||
Equity contracts | $ | (490,890 | ) | |||
Interest rate contracts | 40,735 | |||||
Total | $ | (450,155 | ) |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Futures | |||||
Equity contracts | $ | (14,888 | ) | |||
Total | $ | (14,888 | ) |
VOYA STRATEGIC ALLOCATION MODERATE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXCHANGE-TRADED FUNDS: 5.5% | |||||||||||||||||||
47,627 | iShares Russell 1000 Value Index Fund | $ | 4,917,964 | 3.5 | |||||||||||||||
13,386 | SPDR Trust Series 1 | 2,804,769 | 2.0 | ||||||||||||||||
Total Exchange-Traded Funds (Cost $7,367,616) | 7,722,733 | 5.5 | |||||||||||||||||
MUTUAL FUNDS: 91.6% | |||||||||||||||||||
Affiliated Investment Companies: 90.1% | |||||||||||||||||||
302,624 | Voya Emerging Markets Index Portfolio — Class I | 2,802,300 | 2.0 | ||||||||||||||||
709,594 | Voya Floating Rate Fund — Class I | 6,939,827 | 5.0 | ||||||||||||||||
273,879 | Voya Global Bond Fund — Class R6 | 2,766,178 | 2.0 | ||||||||||||||||
895,708 | Voya High Yield Bond Fund — Class I | 6,959,651 | 5.0 | ||||||||||||||||
187,141 | Voya Index Plus LargeCap Portfolio — Class I | 4,201,308 | 3.0 | ||||||||||||||||
1,758,428 | Voya Intermediate Bond Fund — Class R6 | 18,041,471 | 12.9 | ||||||||||||||||
995,766 | Voya International Index Portfolio — Class I | 8,404,264 | 6.0 | ||||||||||||||||
807,137 | Voya Large Cap Growth Portfolio — Class I | 15,367,893 | 11.0 | ||||||||||||||||
1,280,039 | Voya Large Cap Value Portfolio — Class I | 14,720,452 | 10.6 | ||||||||||||||||
315,690 | @ | Voya MidCap Opportunities Portfolio — Class I | 4,214,460 | 3.0 | |||||||||||||||
418,410 | Voya Multi-Manager International Equity Fund — Class I | 4,209,207 | 3.0 | ||||||||||||||||
413,510 | Voya Multi-Manager Mid Cap Value Fund — Class I | 4,213,667 | 3.0 | ||||||||||||||||
301,482 | Voya RussellTM Mid Cap Index Portfolio — Class I | 4,211,701 | 3.0 | ||||||||||||||||
MUTUAL FUNDS: (continued) | |||||||||||||||||||
Affiliated Investment Companies: (continued) | |||||||||||||||||||
698,231 | Voya Short Term Bond Fund — Class R6 | $ | 6,926,452 | 5.0 | |||||||||||||||
150,004 | Voya Small Company Portfolio — Class I | 2,818,574 | 2.0 | ||||||||||||||||
569,370 | Voya U.S. Bond Index Portfolio — Class I | 6,234,598 | 4.5 | ||||||||||||||||
711,345 | Voya U.S. Stock Index Portfolio — Class I | 9,837,904 | 7.1 | ||||||||||||||||
110,990 | VY® Clarion Global Real Estate Portfolio — Class I | 1,395,139 | 1.0 | ||||||||||||||||
35,247 | VY® Clarion Real Estate Portfolio — Class I | 1,397,192 | 1.0 | ||||||||||||||||
125,662,238 | 90.1 | ||||||||||||||||||
Unaffiliated Investment Companies: 1.5% | |||||||||||||||||||
403,688 | @ | Credit Suisse Commodity Return Strategy Fund — Class I | 2,066,881 | 1.5 | |||||||||||||||
Total Mutual Funds (Cost $113,324,793) | 127,729,119 | 91.6 | |||||||||||||||||
Total Investments in Securities (Cost $120,692,409) | $ | 135,451,852 | 97.1 | ||||||||||||||||
Assets in Excess of Other Liabilities | 4,036,771 | 2.9 | |||||||||||||||||
Net Assets | $ | 139,488,623 | 100.0 |
@ | Non-income producing security. |
Cost for federal income tax purposes is $123,277,220. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 16,475,534 | ||||
Gross Unrealized Depreciation | (4,300,902 | ) | ||||
Net Unrealized Appreciation | $ | 12,174,632 |
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, 2016 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Exchange-Traded Funds | $ | 7,722,733 | $ | — | $ | — | $ | 7,722,733 | ||||||||||
Mutual Funds | 127,729,119 | — | — | 127,729,119 | ||||||||||||||
Total Investments, at fair value | $ | 135,451,852 | $ | — | $ | — | $ | 135,451,852 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Futures | $ | (14,888 | ) | $ | — | $ | — | $ | (14,888 | ) | ||||||||
Total Liabilities | $ | (14,888 | ) | $ | — | $ | — | $ | (14,888 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
+ | Other Financial Instruments are derivatives not reflected in the portfolio of investments and may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
VOYA STRATEGIC ALLOCATION MODERATE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Issuer | Beginning Fair Value at 12/31/15 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/16 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Index Portfolio — Class I | $ | 2,679,131 | $ | 352,565 | $ | (482,555 | ) | $ | 253,159 | $ | 2,802,300 | $ | 58,405 | $ | (108,648 | ) | $ | — | ||||||||||||||||
Voya Floating Rate Fund — Class I | 2,820,891 | 4,402,845 | (327,913 | ) | 44,004 | 6,939,827 | 85,339 | (17,983 | ) | — | ||||||||||||||||||||||||
Voya Global Bond Fund — Class R6 | — | 2,800,305 | (23,425 | ) | (10,702 | ) | 2,766,178 | 20,387 | (149 | ) | — | |||||||||||||||||||||||
Voya High Yield Bond Fund — Class I | 8,294,905 | 501,181 | (2,196,987 | ) | 360,552 | 6,959,651 | 222,489 | (76,136 | ) | — | ||||||||||||||||||||||||
Voya Index Plus LargeCap Portfolio — Class I | — | 4,244,295 | (32,047 | ) | (10,940 | ) | 4,201,308 | 70,304 | (521 | ) | — | |||||||||||||||||||||||
Voya Intermediate Bond Fund — Class R6 | 32,599,122 | 2,045,110 | (17,583,239 | ) | 980,478 | 18,041,471 | 422,066 | (14,546 | ) | — | ||||||||||||||||||||||||
Voya International Index Portfolio — Class I | 15,201,827 | 4,277,731 | (9,084,529 | ) | (1,990,765 | ) | 8,404,264 | 251,664 | 1,290,980 | — | ||||||||||||||||||||||||
Voya Large Cap Growth Portfolio — Class I | 20,417,576 | 778,273 | (5,162,760 | ) | (665,196 | ) | 15,367,893 | — | 434,075 | — | ||||||||||||||||||||||||
Voya Large Cap Value Portfolio — Class I | 18,672,362 | 1,114,497 | (5,479,623 | ) | 413,216 | 14,720,452 | — | 120,352 | — | |||||||||||||||||||||||||
Voya MidCap Opportunities Portfolio — Class I | 4,208,262 | 219,019 | (352,617 | ) | 139,796 | 4,214,460 | — | 9,058 | — | |||||||||||||||||||||||||
Voya Multi-Manager International Equity Fund — Class I | — | 4,356,820 | (32,360 | ) | (115,253 | ) | 4,209,207 | — | (835 | ) | — | |||||||||||||||||||||||
Voya Multi-Manager Mid Cap Value Fund — Class I | 4,140,437 | 408,076 | (550,211 | ) | 215,365 | 4,213,667 | — | (104,316 | ) | — | ||||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | — | 4,721,905 | (46,459 | ) | (463,745 | ) | 4,211,701 | 55,336 | (5,924 | ) | 496,692 | |||||||||||||||||||||||
Voya Short Term Bond Fund — Class R6 | — | 6,971,525 | (66,012 | ) | 20,939 | 6,926,452 | 21,733 | 35 | — | |||||||||||||||||||||||||
Voya Small Company Portfolio — Class I | 5,596,284 | 630,664 | (2,523,743 | ) | (884,631 | ) | 2,818,574 | 12,524 | 856,378 | 253,453 | ||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 1,412,182 | 11,184,574 | (6,471,838 | ) | 109,680 | 6,234,598 | 31,871 | 21,167 | 9,850 | |||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 12,429,262 | 943,455 | (4,228,990 | ) | 694,177 | 9,837,904 | — | (242,614 | ) | — | ||||||||||||||||||||||||
VY® Clarion Global Real Estate Portfolio — Class I | 2,796,685 | 75,251 | (1,180,876 | ) | (295,921 | ) | 1,395,139 | — | 438,140 | — | ||||||||||||||||||||||||
VY® Clarion Real Estate Portfolio — Class I | — | 1,389,959 | (100,274 | ) | 107,507 | 1,397,192 | — | 7,466 | — | |||||||||||||||||||||||||
$ | 131,268,926 | $ | 51,418,050 | $ | (55,926,458 | ) | $ | (1,098,280 | ) | $ | 125,662,238 | $ | 1,252,118 | $ | 2,605,979 | $ | 759,995 |
Contract Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts | ||||||||||||||||||
S&P Mid 400 E-Mini | 19 | 09/16/16 | $ | 2,836,700 | $ | (2,053 | ) | |||||||||||
$ | 2,836,700 | $ | (2,053 | ) | ||||||||||||||
Short Contracts | ||||||||||||||||||
S&P 500 E-Mini | (27) | 09/16/16 | (2,821,770 | ) | (12,835 | ) | ||||||||||||
$ | (2,821,770 | ) | $ | (12,835 | ) |
VOYA STRATEGIC ALLOCATION MODERATE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Liability Derivatives | ||||||||||
Equity contracts | Net Assets — Unrealized depreciation* | $ | 14,888 | |||||||
Total Liability Derivatives | $ | 14,888 |
* | Includes cumulative appreciation/depreciation of futures contracts as reported in the table following the Summary Portfolio of Investments. |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Futures | |||||
Equity contracts | $ | (489,012 | ) | |||
Interest rate contracts | 41,253 | |||||
Total | $ | (447,759 | ) |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Futures | |||||
Equity contracts | $ | (14,888 | ) | |||
Total | $ | (14,888 | ) |
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 (0616-081616) |
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.
N.A.
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. 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 as 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/ Shaun P. Mathews | |
Shaun P. Mathews | ||
President and Chief Executive Officer |
Date: September 7, 2016
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/ Shaun P. Mathews | |
Shaun P. Mathews | ||
President and Chief Executive Officer | ||
Date: September 7, 2016 | ||
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: September 7, 2016