0001752724-22-273857.txt : 20221129 0001752724-22-273857.hdr.sgml : 20221129 20221129121149 ACCESSION NUMBER: 0001752724-22-273857 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220930 FILED AS OF DATE: 20221129 DATE AS OF CHANGE: 20221129 PERIOD START: 20221231 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: 221430136 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 2022-12-31 2022-09-30 N 108265479.60 72607.81 108192871.79 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 736141.19000000 N Fund's Securities Portfolio N/A BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 CME Ultra Long Term US Treasury Bond 000000000 8.00000000 NC USD -38643.20000000 -0.03571695561 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2022-12-20 1134643.20000000 USD -38643.20000000 N N N VOYA MULTI-MANAGER INTERNATIONAL EQUITY FUND 5493000U21RQGM1DSK59 VOYA MULTI-MANAGER INTERNATIONAL EQUITY FUND 92914A596 267112.17100000 NS USD 2056763.72000000 1.901015922742 Long EC RF US N 1 N N N Voya Small Cap Growth Fund 549300LDPY03ZC4ZWD53 Voya Small Cap Growth Fund 92913L270 34366.63700000 NS USD 1069723.44000000 0.988718962998 Long EC RF US N 1 N N N VOYA INTERMEDIATE BOND FUND 549300FK6EUCD2VZ8U23 VOYA INTERMEDIATE BOND FUND 92913L569 3032036.66100000 NS USD 25711670.89000000 23.76466255550 Long EC RF US N 1 N N N VOYA LIMITED MATURITY BOND PORTFOLIO P43TFN6N1YGZEK6HUB92 VOYA LTD MTRTY BND PORT-INIT 92914F793 488671.18400000 NS USD 4613055.98000000 4.263733741122 Long EC RF US N 1 N N N VY BrandywineGLOBAL - Bond Portfolio 5493006NEIOZ4IQY9202 VY BrandywineGLOBAL - Bond Portfolio 92913J309 478786.60300000 NS USD 4452715.41000000 4.115534911248 Long EC RF US N 1 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 CBOT 2 Year US Treasury Note 000000000 15.00000000 NC USD -32497.71000000 -0.03003683095 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2022-12-30 3113357.10000000 USD -32497.71000000 N N N iShares 20+ Year Treasury Bond ETF 549300WWURKS1JGBZU59 iShares 20+ Year Treasury Bond ETF 464287432 20620.00000000 NS USD 2112519.00000000 1.952549151389 Long EC RF US N 1 N N N Voya MidCap Opportunities Portfolio 54930021W4F6X0DDN123 Voya MidCap Opportunities Portfolio 92913P859 696072.07800000 NS USD 2735563.27000000 2.528413586534 Long EC RF US N 1 N N N Voya Large-Cap Growth Fund 5493001SBBQLWT1OG727 Voya Large-Cap Growth Fund 92913K553 66158.09200000 NS USD 2646985.26000000 2.446543118975 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 314817.94600000 NS USD 2663359.82000000 2.461677720478 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 264485.02300000 NS USD 2129104.44000000 1.967878664069 Long EC RF US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CME E-MINI STANDARD & POOR'S 500 INDEX 000000000 -27.00000000 NC USD 593545.26000000 0.548599228562 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2022-12-16 -5455570.26000000 USD 593545.26000000 N N N Voya Large Cap Value Portfolio 549300PO49UFJ8EQ0B71 Voya Large Cap Value Portfolio 92914C618 1590000.41500000 NS USD 7441201.94000000 6.877719222060 Long EC RF US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CME E-MINI RUSSELL 2000 INDEX 000000000 25.00000000 NC USD -304680.11000000 -0.28160830280 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long FINANCIAL TIMES STOCK EXCHANGE RUSSELL 2000 INDEX 2022-12-16 2391930.11000000 USD -304680.11000000 N N N VOYA US STOCK INDEX PORTFOLIO 549300XQ4RCN2I5FF728 VOYA US STOCK INDEX PORTFOLIO 92914G734 2613368.15200000 NS USD 38913051.78000000 35.96637295618 Long EC RF US N 1 N N N Schwab US TIPS ETF 5493001H0ESLTZTZWE77 Schwab US TIPS ETF 808524870 21098.00000000 NS USD 1092876.40000000 1.010118672255 Long EC RF US N 1 N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 ICE US MINI MSCI EAFE INDEX 000000000 -13.00000000 NC USD 118731.54000000 0.109740630815 N/A DE CORP US N 1 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Short MSCI MSCI EAFE INDEX 2022-12-16 -1198121.54000000 USD 118731.54000000 N N N VOYA MULTI-MANAGER INTERNATIONAL FACTORS FUND GEG7A28RIF20T56E7L98 VOYA MULTI-MANAGER INTERNATIONAL FACTORS FUND 92913W631 432103.01700000 NS USD 3119783.78000000 2.883539117119 Long EC RF US N 1 N N N VY T Rowe Price Growth Equity Portfolio 549300H1YMH3LTW53103 VY T Rowe Price Growth Equity Portfolio 92914K776 77981.27700000 NS USD 4682775.68000000 4.328173938380 Long EC RF US N 1 N N N Voya Small Company Fund 54930063SJ5DSISZGB11 Voya Small Company Fund 92918A824 175101.33000000 NS USD 2006661.24000000 1.854707437561 Long EC RF US N 1 N N N 2022-11-29 Voya STRATEGIC ALLOCATION PORTFOLIOS INC Tin Bui Tin Bui Vice President XXXX NPORT-EX 2 464416VOYA09302022.htm

 

Voya Strategic Allocation Moderate Portfolio PORTFOLIO OF INVESTMENTS
As of September 30, 2022 (Unaudited)

 

Shares     Value   Percentage
of Net
Assets
EXCHANGE-TRADED FUNDS: 2.9%
20,620   iShares 20+ Year Treasury Bond ETF $ 2,112,519   1.9
21,098   Schwab U.S. TIPS ETF 1,092,876   1.0
           
  Total Exchange-Traded Funds      
  (Cost $3,997,738) 3,205,395   2.9
         
MUTUAL FUNDS: 96.3%
    Affiliated Investment Companies: 96.3%
3,032,037   Voya Intermediate Bond Fund - Class R6 25,711,671   23.7
1,590,000   Voya Large Cap Value Portfolio - Class R6 7,441,202   6.9
66,158   Voya Large-Cap Growth Fund - Class R6 2,646,985   2.4
488,671   Voya Limited Maturity Bond Portfolio - Class I 4,613,056   4.3
696,072   Voya MidCap Opportunities Portfolio - Class R6 2,735,563   2.5
264,485   Voya Multi-Manager Emerging Markets Equity Fund - Class I 2,129,104   2.0
267,112   Voya Multi-Manager International Equity Fund - Class I 2,056,764   1.9
432,103   Voya Multi-Manager International Factors Fund - Class I 3,119,784   2.9
314,818   Voya Multi-Manager Mid Cap Value Fund - Class I 2,663,360   2.5
34,367 (1) Voya Small Cap Growth Fund - Class R6 1,069,724   1.0
175,101 (1) Voya Small Company Fund - Class R6 2,006,661   1.9
2,613,368   Voya U.S. Stock Index Portfolio - Class I 38,913,052   35.9
478,787   VY® BrandywineGLOBAL - Bond Portfolio - Class I 4,452,715   4.1
77,981   VY® T. Rowe Price Growth Equity Portfolio - Class I 4,682,776   4.3
           
  Total Mutual Funds      
  (Cost $122,160,057) 104,242,417   96.3
         
  Total Investments in Securities
(Cost $126,157,795)		 $ 107,447,812   99.2
  Assets in Excess of Other Liabilities 825,479   0.8
  Net Assets $ 108,273,291   100.0

 

(1) Non-income producing security.

 

 
 

 

Voya Strategic Allocation Moderate Portfolio PORTFOLIO OF INVESTMENTS
As of September 30, 2022 (Unaudited) (Continued)

  

Fair Value Measurements

 

The following is a summary of the fair valuations according to the inputs used as of September 30, 2022 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,
2022		 
Asset Table                    
Investments, at fair value                    
Exchange-Traded Funds  $3,205,395   $–   $–   $3,205,395 
Mutual Funds   104,242,417    –    –    104,242,417 
Total Investments, at fair value  $107,447,812   $–   $–   $107,447,812 
Other Financial Instruments+                    
Futures   712,277    –    –    712,277 
Total Assets  $108,160,089   $–   $–   $108,160,089 
Liabilities Table                    
Other Financial Instruments+                    
Futures  $(375,821)  $–   $–   $(375,821)
Total Liabilities  $(375,821)  $–   $–   $(375,821)

 

+ 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 with the issuer, 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, 2022, where the following issuers were considered an affiliate:

 

Issuer  Beginning
Fair Value at
12/31/2021		   Purchases
at Cost		   Sales at
Cost		   Change in
Unrealized Appreciation/
(Depreciation)		   Ending Fair
Value at
9/30/2022		   Investment
Income		   Realized
Gains/(Losses)		   Net
Capital Gain
Distributions		 
Voya High Yield Bond Fund - Class R6  $11,576,825   $62,194   $(10,951,692)  $(687,327)  $-   $50,825   $361,701   $- 
Voya Intermediate Bond Fund - Class R6   25,781,112    13,057,002    (8,651,379)   (4,475,064)   25,711,671    604,787    (925,624)   - 
Voya Large Cap Value Portfolio - Class R6   5,816,856    9,072,329    (1,612,530)   (5,835,453)   7,441,202    -    (343,982)   4,839,015 
Voya Large-Cap Growth Fund - Class R6   3,660,398    540,564    (484,673)   (1,069,304)   2,646,985    -    (78,732)   - 
Voya Limited Maturity Bond Portfolio - Class I   2,855,360    2,703,387    (740,601)   (205,090)   4,613,056    42,500    (31,952)   - 
Voya MidCap Opportunities Portfolio - Class R6   3,409,118    2,829,743    (1,245,227)   (2,258,071)   2,735,563    -    (785,281)   2,022,358 
Voya Multi-Manager Emerging Markets Equity Fund - Class I   2,756,425    1,888,205    (1,908,546)   (606,980)   2,129,104    -    (608,547)   - 
Voya Multi-Manager International Equity Fund - Class I   7,030,839    476,494    (4,276,915)   (1,173,654)   2,056,764    -    (598,761)   - 
Voya Multi-Manager International Factors Fund - Class I   4,289,062    1,733,262    (1,887,755)   (1,014,785)   3,119,784    -    (292,677)   - 
Voya Multi-Manager Mid Cap Value Fund - Class I   3,715,491    163,277    (558,940)   (656,468)   2,663,360    -    (76,394)   - 
Voya Small Cap Growth Fund - Class R6   -    1,247,823    (37,959)   (140,140)   1,069,724    -    (1,204)   27 
Voya Small Company Fund - Class R6   -    2,493,342    (73,463)   (413,218)   2,006,661    -    (4,887)   - 
Voya U.S. Bond Index Portfolio - Class I   5,719,247    51,996    (5,605,356)   (165,887)   -    23,379    (261,548)   - 
Voya U.S. Stock Index Portfolio - Class I   53,435,261    12,122,943    (11,713,306)   (14,931,846)   38,913,052    21,866    (947,699)   3,817,981 
VY® BrandywineGLOBAL - Bond Portfolio - Class I   -    5,929,659    (720,225)   (756,719)   4,452,715    47,363    (46,603)   238,252 
VY® T. Rowe Price Growth Equity Portfolio - Class I   6,382,074    2,720,744    (1,131,508)   (3,288,534)   4,682,776    -    (398,953)   954,037 
   $136,428,068   $57,092,964   $(51,600,075)  $(37,678,540)  $104,242,417   $790,720   $(5,041,143)  $11,871,670 

 

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

 

 
 

 

Voya Strategic Allocation Moderate Portfolio PORTFOLIO OF INVESTMENTS
As of September 30, 2022 (Unaudited) (Continued)

 

At September 30, 2022, the following futures contracts were outstanding for Voya Strategic Allocation Moderate Portfolio:
 
Description  Number
of Contracts		  Expiration
Date		  Notional
Amount		   Unrealized
Appreciation/
(Depreciation)		 
Long Contracts:                
E-mini Russell 2000® Index  25  12/16/22  $2,087,250   $(304,680)
U.S. Treasury 2-Year Note  15  12/30/22   3,080,859    (32,498)
U.S. Treasury Ultra Long Bond  8  12/20/22   1,096,000    (38,643)
         $6,264,109   $(375,821)
Short Contracts:                
MSCI EAFE Index  (13)  12/16/22   (1,079,390)   118,732 
S&P 500® E-Mini  (27)  12/16/22   (4,862,025)   593,545 
         $(5,941,415)  $712,277 

 

At September 30, 2022, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments on a tax basis were:

 

  Cost for federal income tax purposes was $127,929,440.  
     
  Net unrealized depreciation consisted of:      
         
  Gross Unrealized Appreciation $ 712,277      
  Gross Unrealized Depreciation (20,857,449 )    
           
  Net Unrealized Depreciation $ (20,145,172 )