0001752724-19-176931.txt : 20191125 0001752724-19-176931.hdr.sgml : 20191125 20191125122850 ACCESSION NUMBER: 0001752724-19-176931 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190930 FILED AS OF DATE: 20191125 PERIOD START: 20191231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Voya STRATEGIC ALLOCATION PORTFOLIOS INC CENTRAL INDEX KEY: 0000935070 IRS NUMBER: 000000000 STATE OF INCORPORATION: MD FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-08934 FILM NUMBER: 191244828 BUSINESS ADDRESS: STREET 1: ING FUNDS SERVICES STREET 2: 7337 E. DOUBLETREE RANCH ROAD, STE 100 CITY: SCOTTSDALE STATE: AZ ZIP: 85258 BUSINESS PHONE: 480-477-3000 MAIL ADDRESS: STREET 1: 7337 E. DOUBLETREE RANCH ROAD STREET 2: STE 100 CITY: SCOTTSDALE STATE: AZ ZIP: 85258 FORMER COMPANY: FORMER CONFORMED NAME: ING STRATEGIC ALLOCATION PORTFOLIOS INC DATE OF NAME CHANGE: 20081113 FORMER COMPANY: FORMER CONFORMED NAME: ING STRATEGIC ALLOCATION PORTFOLIOS INC DATE OF NAME CHANGE: 20030429 FORMER COMPANY: FORMER CONFORMED NAME: ING GENERATION PORTFOLIOS INC DATE OF NAME CHANGE: 20020501 0000935070 S000008665 Voya Strategic Allocation Moderate Portfolio C000028780 Class I IIMDX C000028781 Class S ISMDX NPORT-P 1 primary_doc.xml NPORT-P false 0000935070 XXXXXXXX S000008665 C000028780 C000028781 Voya STRATEGIC ALLOCATION PORTFOLIOS INC 811-08934 0000935070 549300KIWKVW3SGZEH64 7337 East Doubletree Ranch Road Suite 100 Scottsdale 85258 1-800-992-0180 VOYA STRATEGIC ALLOCATION MODERATE PORTFOLIO S000008665 JY7QRIVQV5461FBBJF97 2019-12-31 2019-09-30 N 123641308.55 92686.90 123548621.65 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 324506.18000000 N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 RUSSELL 2000 MINI INDEX 000000000 16.00000000 NC USD -35953.74000000 -0.02910088313 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long FINANCIAL TIMES STOCK EXCHANGE RUSSELL 2000 INDEX 2019-12-20 1255953.74000000 USD -35953.74000000 N N N Schwab US TIPS ETF 5493001H0ESLTZTZWE77 Schwab US TIPS ETF 808524870 42579.00000000 NS USD 2416784.04000000 1.956140026269 Long EC RF US N 1 N N N Vanguard Value ETF N/A Vanguard Value ETF 922908744 56427.00000000 NS USD 6298381.74000000 5.097897213165 Long EC RF US N 1 N N N Vanguard Global ex-U.S. Real Estate ETF N/A Vanguard Global ex-U.S. Real Estate ETF 922042676 21238.00000000 NS USD 1244334.42000000 1.007161717696 Long EC RF US N 1 N N N Vanguard Real Estate ETF N/A Vanguard Real Estate ETF 922908553 13333.00000000 NS USD 1243302.25000000 1.006326281423 Long EC RF US N 1 N N N VOYA LIMITED MATURITY BOND PORTFOLIO P43TFN6N1YGZEK6HUB92 VOYA LTD MTRTY BND PORT-INIT 92914F793 602150.92900000 NS USD 6093767.40000000 4.932282787632 Long EC RF US N 1 N N N VOYA US BOND INDEX PORTFOLIO 549300FJP65HZHGFWI86 VOYA US BOND INDEX PORTFOLIO 92913T547 441850.45800000 NS USD 4847099.52000000 3.923232372216 Long EC RF US N 1 N N N Voya High Yield Bond Fund OTPD0VW0B2EUAT57PE57 Voya High Yield Bond Fund 92913L528 612853.71000000 NS USD 4890572.61000000 3.958419401759 Long EC RF US N 1 N N N VOYA INDEX PLUS LARGECAP PORTFOLIO 549300DQ04N98P7IO748 VOYA INDEX PLUS LARGECAP PORTFOLIO 92913T836 141496.56000000 NS USD 3745413.94000000 3.031530331929 Long EC RF US N 1 N N N VOYA MULTI-MANAGER INTERNATIONAL EQUITY FUND 5493000U21RQGM1DSK59 VOYA MULTI-MANAGER INTERNATIONAL EQUITY FUND 92914A596 422069.40000000 NS USD 4680749.65000000 3.788589129921 Long EC RF US N 1 N N N VOYA US STOCK INDEX PORTFOLIO 549300XQ4RCN2I5FF728 VOYA US STOCK INDEX PORTFOLIO 92914G734 1176806.84670000 NS USD 18570012.04000000 15.03052951299 Long EC RF US N 1 N N N VOYA US HI DVD LW VOL-R6 549300JM9MYGEJBGYP69 VOYA US HI DVD LW VOL-R6 92913K488 765055.70100000 NS USD 9402534.57000000 7.610392122897 Long EC RF US N 1 N N N Voya Strategic Income Opportunities Fund 5493002V21YUSVI83S75 Voya Strategic Income Opportunities Fund 92913L536 474610.83700000 NS USD 4893237.73000000 3.960576544400 Long EC RF US N 1 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 CME ULTRA LONG TERM US TREASURY 000000000 7.00000000 NC USD 33669.56000000 0.027252072544 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2019-12-19 1309674.19000000 USD 33669.56000000 N N N ICE FUTURES US INC 5493004R83R1LVX2IL36 MINI MSCI EMERGING MARKETS (EM) INDEX 000000000 -38.00000000 NC USD 35204.39000000 0.028494360786 N/A DE CORP US N 1 ICE FUTURES US INC 5493004R83R1LVX2IL36 Short MSCI MSCI EMERGING MARKETS INDEX 2019-12-20 -1938814.39000000 USD 35204.39000000 N N N Vanguard Russell 1000 Growth ETF N/A Vanguard Russell 1000 Growth ETF 92206C680 37296.00000000 NS USD 6122511.36000000 4.955548089677 Long EC RF US N 1 N N N VOYA SMALL COMPANY PORTFOLIO 54930036N645N81S0E33 VOYA SMALL COMPANY PORTFOLIO 92913T430 199671.28480000 NS USD 3124855.61000000 2.529251697240 Long EC RF US N 1 N N N VOYA LARGE CAP VALUE PORTFOLIO 549300PO49UFJ8EQ0B71 VOYA LRG CAP VAL PORT-INIT 92914C634 423326.67910000 NS USD 4940222.35000000 3.998605799095 Long EC RF US N 1 N N N VOYA MULTI-MANAGER INTERNATIONAL FACTORS FUND GEG7A28RIF20T56E7L98 VOYA MULTI-MANAGER INTERNATIONAL FACTORS FUND 92913W631 503640.54000000 NS USD 4709039.05000000 3.811486512039 Long EC RF US N 1 N N N VOYA INTERMEDIATE BOND FUND 549300FK6EUCD2VZ8U23 VOYA INTERMEDIATE BOND FUND 92913L569 1393086.63500000 NS USD 14543824.47000000 11.77174158300 Long EC RF US N 1 N N N VOYA MIDCAP OPPORTUNITIES PORTFOLIO 54930021W4F6X0DDN123 VOYA MIDCAP OPPORTUNITIES PORTFOLIO 92913P883 184832.94260000 NS USD 2400979.92000000 1.943348204079 Long EC RF US N 1 N N N VOYA MULTI-MANAGER MID CAP VALUE FUND U3CVUNSKSS8K2NB6HH07 VOYA MULTI-MANAGER MID CAP VALUE FUND 92913K793 253814.37560000 NS USD 2553372.62000000 2.066694541711 Long EC RF US N 1 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 10-YEAR US TREASURY NOTE 000000000 -10.00000000 NC USD -9566.04000000 -0.00774273308 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2019-12-19 -1293558.96000000 USD -9566.04000000 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 EMINI S&P 500 000000000 5.00000000 NC USD -7334.50000000 -0.00593652919 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2019-12-20 751959.50000000 USD -7334.50000000 N N N VOYA LARGE-CAP GROWTH FUND 5493001SBBQLWT1OG727 VOYA LARGE-CAP GROWTH-R6 92913K553 169851.57300000 NS USD 7819966.42000000 6.329464720499 Long EC RF US N 1 N N N VOYA MULTI-MANAGER EMERGING MARKETS EQUITY FUND 549300V6D0HVYJ7JYG72 VOYA MULTI-MANAGER EMERGING MARKETS EQUITY FUND 92913W680 416675.68400000 NS USD 4970940.91000000 4.023469338316 Long EC RF US N 1 N N N VOYA FLOATING RATE FUND 54930033N6GOK9FB2919 VOYA FLOATING RATE FUND 92913L825 386457.64640000 NS USD 3667483.06000000 2.968453238102 Long EC RF US N 1 N N N 2019-11-13 Voya STRATEGIC ALLOCATION PORTFOLIOS INC Tin Bui Tin Bui Vice President XXXX NPORT-EX 2 464416VYStratModAlloc.htm

 

Voya Strategic Allocation Moderate Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2019 (Unaudited)

 

Shares         Value   Percentage
of Net
Assets		 
EXCHANGE-TRADED FUNDS: 14.0%          
 42,579            Schwab U.S. TIPS ETF  $2,416,784    2.0 
 21,238      Vanguard Global ex-U.S. Real Estate ETF   1,244,335    1.0 
 13,333      Vanguard Real Estate ETF   1,243,302    1.0 
 37,296      Vanguard Russell 1000 Growth ETF   6,122,511    4.9 
 56,427      Vanguard Value ETF   6,298,382    5.1 
                   
     Total Exchange-Traded Funds          
     (Cost $16,933,292)   17,325,314    14 ..0 
                   
MUTUAL FUNDS: 85.8%          
        Affiliated Investment Companies: 85.8%          
 388,300      Voya Floating Rate Fund - Class I   3,684,971    3.0 
 616,053      Voya High Yield Bond Fund - Class R6   4,916,100    4.0 
 141,568      Voya Index Plus LargeCap Portfolio - Class I   3,747,313    3.0 
 1,398,036      Voya Intermediate Bond Fund - Class R6   14,595,498    11.8 
 423,815      Voya Large Cap Value Portfolio - Class I   4,945,918    4.0 
 170,010      Voya Large-Cap Growth Fund - Class R6   7,827,245    6.3 
 603,318      Voya Limited Maturity Bond Portfolio - Class I   6,105,579    5.0 
 184,930      Voya MidCap Opportunities Portfolio - Class I   2,402,246    2.0 
 416,808      Voya Multi-Manager Emerging Markets Equity Fund - Class I   4,972,523    4.0 
 422,312      Voya Multi-Manager International Equity Fund - Class I   4,683,439    3.8 
 503,928      Voya Multi-Manager International Factors Fund - Class I   4,711,729    3.8 
 253,940      Voya Multi-Manager Mid Cap Value Fund - Class I   2,554,638    2.1 
 199,813      Voya Small Company Portfolio - Class I   3,127,071    2.5 
 476,481      Voya Strategic Income Opportunities Fund - Class R6   4,912,522    4.0 
 442,944      Voya U.S. Bond Index Portfolio - Class I   4,859,101    3.9 
 765,493      Voya U.S. High Dividend Low Volatility Fund - Class R6   9,407,914    7.6 
 1,177,429      Voya U.S. Stock Index Portfolio - Class I   18,579,822    15.0 
                   
     Total Mutual Funds          
     (Cost $98,963,847)   106,033,629    85.8 
                   
     Total Investments in Securities
(Cost $115,897,139)		  $123,358,943    99.8 
     Assets in Excess of Other Liabilities   253,003    0.2 
     Net Assets  $123,611,946    100.0 

 

 

Voya Strategic Allocation Moderate Portfolio PORTFOLIO OF INVESTMENTS
as of September 30, 2019 (Unaudited) (Continued)

 

Fair Value Measurements

 

The following is a summary of the fair valuations according to the inputs used as of September 30, 2019 in valuing the assets and liabilities:

 

   Quoted Prices
in Active Markets
for Identical
Investments
(Level 1)		   Significant
Other
Observable
Inputs
(Level 2)		   Significant
Unobservable
Inputs
(Level 3)		   Fair Value
at
September 30, 2019		 
Asset Table                    
Investments, at fair value                    
Exchange-Traded Funds  $17,325,314   $–   $–   $17,325,314 
Mutual Funds   106,033,629    –    –    106,033,629 
Total Investments, at fair value  $123,358,943   $–   $–   $123,358,943 
Other Financial Instruments+                    
Futures   68,874    –    –    68,874 
Total Assets  $123,427,817   $–   $–   $123,427,817 
Liabilities Table                    
Other Financial Instruments+                    
Futures  $(52,854)  $–   $–   $(52,854)
Total Liabilities  $(52,854)  $–   $–   $(52,854)

 

+ Other Financial Instruments 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.

 

Transactions with Affiliates

 

An investment of at least 5% of the voting securities of an issuer, or a company which is under common control results in that issuer becoming an affiliated person as defined by the 1940 Act.

 

The following table provides transactions during the period ended September 30, 2019, where the following issuers were considered an affiliate:

 

Issuer  Beginning Fair
Value at 12/31/18		   Purchases at
Cost		   Sales at Cost   Change in Unrealized
Appreciation/(Depreciation)		   Ending Fair
Value at
9/30/19		   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)  $–   $–   $899,161   $– 
Voya Floating Rate Fund - Class I   5,895,803    550,786    (2,915,631)   154,013    3,684,971    162,713    (76,435)   – 
Voya High Yield Bond Fund - Class R6   –    5,373,083    (482,210)   25,227    4,916,100    122,278    (1,955)   – 
Voya Index Plus LargeCap Portfolio - Class I   3,553,126    603,697    (645,167)   235,657    3,747,313    56,390    78,403    310,440 
Voya Intermediate Bond Fund - Class R6   18,856,724    3,493,847    (8,858,652)   1,103,579    14,595,498    453,015    18,453    – 
Voya International Index Portfolio - Class I   7,066,127    116,888    (5,378,939)   (1,804,076)   –    –    2,657,261    – 
Voya Large Cap Value Portfolio - Class I   7,239,747    990,061    (3,039,639)   (244,251)   4,945,918    16,857    1,013,055    341,916 
Voya Large-Cap Growth Fund - Class R6   7,702,435    654,839    (2,291,223)   1,761,194    7,827,245    –    (146,066)   – 
Voya Limited Maturity Bond Portfolio - Class I   2,351,142    4,634,677    (988,222)   107,982    6,105,579    58,686    3,946    – 
Voya MidCap Opportunities Portfolio - Class I   2,967,495    373,002    (831,188)   (107,063)   2,402,246    2,308    358,398    283,050 
Voya Multi-Manager Emerging Markets Equity Fund - Class I   2,359,251    3,097,683    (801,814)   317,403    4,972,523    –    (75,125)   – 
Voya Multi-Manager International Equity Fund - Class I   3,539,063    1,363,610    (665,038)   445,804    4,683,439    –    (3,924)   – 
Voya Multi-Manager International Factors Fund - Class I   2,944,733    2,081,633    (635,871)   321,234    4,711,729    –    (40,655)   – 
Voya Multi-Manager Mid Cap Value Fund - Class I   2,957,423    263,534    (1,447,013)   780,694    2,554,638    –    (268,832)   – 
Voya Small Company Portfolio - Class I   4,736,722    744,451    (3,002,800)   648,698    3,127,071    12,292    (280,784)   416,159 
Voya Strategic Income Opportunities Fund - Class R6   –    5,387,889    (522,189)   46,822    4,912,522    102,213    1,212    – 
Voya U.S. Bond Index Portfolio - Class I   5,896,891    747,110    (2,115,854)   330,954    4,859,101    94,190    (3,570)   – 
Voya U.S. High Dividend Low Volatility Fund - Class I   3,550,793    6,081,478    (9,938,031)   305,760    –    74,653    1,376    – 
Voya U.S. High Dividend Low Volatility Fund - Class R6   –    8,888,746    –    519,168    9,407,914    –    –    – 
Voya U.S. Stock Index Portfolio - Class I   12,622,994    8,522,846    (3,956,210)   1,390,192    18,579,822    50,755    79,208    1,022,361 
   $100,126,829   $54,021,312   $(54,261,262)  $6,146,750   $106,033,629   $1,206,350   $4,213,127   $2,373,926 

 

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

 

At September 30, 2019, the following futures contracts were outstanding for Voya Strategic Allocation Moderate Portfolio:

 

Description  Number
of Contracts		   Expiration
Date		  Notional
Value		   Unrealized
Appreciation/
(Depreciation)		 
Long Contracts:                  
E-mini Russell 2000® Index   16   12/20/19  $1,220,000   $(35,954)
S&P 500® E-Mini   5   12/20/19   744,625    (7,334)
U.S. Treasury Ultra Long Bond   7   12/19/19   1,343,344    33,670 
           $3,307,969   $(9,618)
Short Contracts:                  
Mini MSCI Emerging Markets Index   (38)  12/20/19   (1,903,610)   35,204 
U.S. Treasury 10-Year Note   (10)  12/19/19   (1,303,125)   (9,566)
           $(3,206,735)  $25,638 

 

At September 30, 2019, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments at period end were:

 

Cost for federal income tax purposes was $117,442,868.     
      
Net unrealized appreciation consisted of:     

 

Gross Unrealized Appreciation  $7,908,127 
Gross Unrealized Depreciation   (1,976,032)
      
Net Unrealized Appreciation  $5,932,095