Vanguard Russell 1000 Growth ETF

Cost for federal income tax purposes was $117,814,916.

Net unrealized depreciation consisted of:

Gross Unrealized Appreciation

Gross Unrealized Depreciation

(16,016,598)

Net Unrealized Depreciation

(14,401,998)

0001752724-20-103658.txt : 20200526 0001752724-20-103658.hdr.sgml : 20200526 20200526162453 ACCESSION NUMBER: 0001752724-20-103658 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200331 FILED AS OF DATE: 20200526 PERIOD START: 20201231 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: 20910937 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 S000008664 Voya Strategic Allocation Growth Portfolio

C000028778 Class I ISAGX

C000028779 Class S ISGRX

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SNZ2OJLFK8MNNCLQOF39 Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2020-06-19 -889060.96000000 USD -138819.04000000 N N N Voya Strategic Income Opportunities Fund 5493002V21YUSVI83S75 Voya Strategic Income Opportunities Fund 92913L536 238289.71300000 NS USD 2175585.08000000 2.099704901959 Long EC RF US N 1 N N N iShares Core S&P Small-Cap ETF 549300BZQ17QYN750B25 iShares Core S&P Small-Cap ETF 464287804 54652.00000000 NS USD 3066523.72000000 2.959569334268 Long EC RF US N 1 N N N Vanguard Value ETF N/A Vanguard Value ETF 922908744 86463.00000000 NS USD 7700394.78000000 7.431819980393 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 789318.40300000 NS USD 7703747.61000000 7.435055870200 Long EC RF US N 1 N N N 2020-05-22 Voya STRATEGIC ALLOCATION PORTFOLIOS INC Tin Bui Tin Bui Vice President XXXX NPORT-EX 2 464418VYStrategicAllGrthPort.htm

Voya Strategic Allocation Growth Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2020 (Unaudited)

Shares				Value	Percentage of Net Assets
EXCHANGE-TRADED FUNDS: 18.4%
54,652		iShares Core S&P Small-Cap ETF		$ 3,066,524	3.0
24,263		Vanguard Global ex-U.S. Real Estate ETF		1,041,125	1.0
14,909		Vanguard Real Estate ETF		1,041,394	1.0
39,930		Vanguard Russell 1000 Growth ETF		6,176,372	6.0
86,463		Vanguard Value ETF		7,700,395	7.4

	Total Exchange-Traded Funds
	(Cost $22,785,713)		19,025,810		18.4

MUTUAL FUNDS: 81.2%
		Affiliated Investment Companies: 81.2%
403,416		Voya Floating Rate Fund - Class I		3,227,330	3.1
421,816		Voya High Yield Bond Fund - Class R6		2,961,151	2.9
181,051		Voya Index Plus LargeCap Portfolio - Class I		4,088,125	3.9
855,982		Voya Intermediate Bond Fund - Class R6		8,653,978	8.3
288,476		Voya Large Cap Value Portfolio - Class I		2,578,973	2.5
124,186		Voya Large-Cap Growth Fund - Class R6		5,133,869	5.0
132,960		Voya Limited Maturity Bond Portfolio - Class I		1,328,273	1.3
354,024		Voya MidCap Opportunities Portfolio - Class I		4,081,895	3.9
530,247		Voya Multi-Manager Emerging Markets Equity Fund - Class I		5,021,437	4.8
1,379,454		Voya Multi-Manager International Equity Fund - Class I		12,208,164	11.8
617,631		Voya Multi-Manager Mid Cap Value Fund - Class I		4,045,480	3.9
264,592		Voya Small Company Portfolio - Class I		3,061,328	3.0
239,187		Voya Strategic Income Opportunities Fund - Class R6		2,183,776	2.1
789,689		Voya U.S. High Dividend Low Volatility Fund - Class R6		7,707,367	7.4
1,312,890		Voya U.S. Stock Index Portfolio - Class I		17,920,951	17.3

	Total Mutual Funds
	(Cost $93,365,912)		84,202,097		81.2


	Total Investments in Securities (Cost $116,151,625)		$ 103,227,907		99.6
	Assets in Excess of Other Liabilities		428,524		0.4
	Net Assets		$ 103,656,431		100.0

Voya Strategic Allocation Growth Portfolio	PORTFOLIO OF INVESTMENTS
	as of March 31, 2020 (Unaudited) (Continued)

Fair Value Measurements

The following is a summary of the fair valuations according to the inputs used as of March 31, 2020 in valuing the assets and liabilities:

	Quoted Prices in Active Markets for Identical Investments (Level 1)		Significant Other Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Fair Value at March 31, 2020
Asset Table
Investments, at fair value
Exchange-Traded Funds	$	19,025,810	$	–	$	–	$	19,025,810
Mutual Funds	84,202,097		–		–		84,202,097
Total Investments, at fair value	$	103,227,907	$	–	$	–	$	103,227,907
Other Financial Instruments+
Futures	439,568		–		–		439,568
Total Assets	$	103,667,475	$	–	$	–	$	103,667,475
Liabilities Table
Other Financial Instruments+
Futures	$	(254,557)	$	–	$	–	$	(254,557)
Total Liabilities	$	(254,557)	$	–	$	–	$	(254,557)

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 fair valued at the unrealized appreciation (depreciation) 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 March 31, 2020, where the following issuers were considered an affiliate:

Issuer	Beginning Fair Value at 12/31/19		Purchases at Cost		Sales at Cost			Change in Unrealized Appreciation/ (Depreciation)			Ending Fair Value at 03/31/20		Investment Income		Realized Gains/(Losses)			Net Capital Gain Distributions
Voya Floating Rate Fund - Class I	$	3,987,989	$	200,321	$	(401,142	)	$	(559,838	)	$	3,227,330	$	44,185	$	(25,266	)	$	-
Voya High Yield Bond Fund - Class R6		2,664,934		797,109		(231,551	)		(269,341	)		2,961,151		38,152		(4,458	)		-
Voya Index Plus LargeCap Portfolio - Class I		5,355,431		145,324		(275,881	)		(1,136,749	)		4,088,125		–		(772	)		-
Voya Intermediate Bond Fund - Class R6		10,427,029		512,784		(2,045,665	)		(240,170	)		8,653,978		93,388		34,982			-
Voya Large Cap Value Portfolio - Class I		3,331,737		614,656		(511,587	)		(855,833	)		2,578,973		-		(6,541	)		-
Voya Large-Cap Growth Fund - Class R6		6,702,502		153,029		(873,905	)		(847,757	)		5,133,869		-		(46,054	)		-
Voya Limited Maturity Bond Portfolio - Class I		2,613,625		32,495		(1,287,743	)		(30,104	)		1,328,273		13,464		(6,810	)		-
Voya MidCap Opportunities Portfolio - Class I		5,283,698		40,581		(415,831	)		(826,553	)		4,081,895		-		(38,276	)		-
Voya Multi-Manager Emerging Markets Equity Fund - Class I		6,844,207		221,013		(277,126	)		(1,766,657	)		5,021,437		-		(22,263	)		-
Voya Multi-Manager International Equity Fund - Class I		16,223,124		783,916		(699,668	)		(4,099,208	)		12,208,164		-		(38,879	)		-
Voya Multi-Manager Mid Cap Value Fund - Class I		5,312,320		724,455		(265,787	)		(1,725,508	)		4,045,480		-		(63,769	)		-
Voya Small Company Portfolio - Class I		3,999,699		678,227		(336,429	)		(1,280,169	)		3,061,328		-		(527	)		-
Voya Strategic Income Opportunities Fund - Class R6		2,629,538		90,354		(262,113	)		(274,003	)		2,183,776		24,043		(1,677	)		-
Voya U.S. High Dividend Low Volatility Fund - Class R6		9,983,929		366,298		(437,353	)		(2,205,507	)		7,707,367		-		(8,065	)		-
Voya U.S. Stock Index Portfolio - Class I		23,533,702		319,743		(1,507,138	)		(4,425,356	)		17,920,951		-		(112,621	)		-
	$	108,893,464	$	5,680,305	$	(9,828,919	)	$	(20,542,753	)	$	84,202,097	$	213,232	$	(340,996	)	$	-

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

At March 31, 2020, the following futures contracts were outstanding for Voya Strategic Allocation Growth Portfolio:
Description	Number of Contracts	Expiration Date	Notional Value		Unrealized Appreciation/ (Depreciation)
Long Contracts:
E-mini Russell 2000® Index	18	06/19/20	$	1,032,840	$	130,884
Mini MSCI EAFE Index	13	06/19/20	1,013,545		131,092
U.S. Treasury Ultra Long Bond	9	06/19/20	1,996,875		177,592
			$	4,043,260	$	439,568
Short Contracts:
S&P 500® E-Mini	(8)	06/19/20	(1,027,880)		(138,819)
U.S. Treasury 10-Year Note	(23)	06/19/20	(3,189,813)		(115,738)
			$	(4,217,693)	$	(254,557)

At March 31, 2020, 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: