0001752724-23-266160.txt : 20231127
0001752724-23-266160.hdr.sgml : 20231127
20231127101341
ACCESSION NUMBER: 0001752724-23-266160
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20230930
FILED AS OF DATE: 20231127
DATE AS OF CHANGE: 20231127
PERIOD START: 20231231
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: 231438377
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
2023-12-31
2023-09-30
N
114951880.71
61958.03
114889922.68
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
126427.80000000
N
Fund's Securities Portfolio
N/A
Voya US Stock Index Portfolio
549300XQ4RCN2I5FF728
Voya US Stock Index Portfolio
92914G734
2082945.79500000
NS
USD
33681233.51000000
29.31609032744
Long
EC
RF
US
N
1
N
N
N
Voya Small Company Fund
54930063SJ5DSISZGB11
Voya Small Company Fund
92918A824
173141.18500000
NS
USD
2304509.17000000
2.005840996532
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
382217.37600000
NS
USD
3413201.17000000
2.970844692364
Long
EC
RF
US
N
1
N
N
N
Voya Small Cap Growth Fund
549300LDPY03ZC4ZWD53
Voya Small Cap Growth Fund
92913L270
32646.69200000
NS
USD
1157325.23000000
1.007333979346
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
392889.76900000
NS
USD
3402425.40000000
2.961465479854
Long
EC
RF
US
N
1
N
N
N
Voya Multi-Manager International Equity Fund
5493000U21RQGM1DSK59
Voya Multi-Manager International Equity Fund
92914A596
338902.00400000
NS
USD
3090786.28000000
2.690215301657
Long
EC
RF
US
N
1
N
N
N
Voya Large Cap Value Portfolio
549300PO49UFJ8EQ0B71
Voya Large Cap Value Portfolio
92914C618
1528699.00700000
NS
USD
8102104.74000000
7.052058658413
Long
EC
RF
US
N
1
N
N
N
Voya Large-Cap Growth Fund
5493001SBBQLWT1OG727
Voya Large-Cap Growth Fund
92913K553
69348.50700000
NS
USD
2831499.54000000
2.464532549026
Long
EC
RF
US
N
1
N
N
N
Voya Limited Maturity Bond Portfolio
P43TFN6N1YGZEK6HUB92
Voya Limited Maturity Bond Portfolio
92914F793
632235.47300000
NS
USD
5892434.61000000
5.128765406529
Long
EC
RF
US
N
1
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
S&P500 EMINI
000000000
-5.00000000
NC
USD
53440.25000000
0.046514305827
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2023-12-15
-1134815.25000000
USD
53440.25000000
N
N
N
Voya Short Term Bond Fund
5493006MN6OC470MML96
Voya Short Term Bond Fund
92913L551
385517.47500000
NS
USD
3539050.42000000
3.080383672863
Long
EC
RF
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT
000000000
9.00000000
NC
USD
-80315.09000000
-0.06990612242
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
2023-12-19
1148502.59000000
USD
-80315.09000000
N
N
N
Voya Intermediate Bond Fund
549300FK6EUCD2VZ8U23
Voya Intermediate Bond Fund
92913L569
3603792.12400000
NS
USD
29911474.63000000
26.03489838992
Long
EC
RF
US
N
1
N
N
N
Vanguard Long-Term Treasury ETF
N/A
Vanguard Long-Term Treasury ETF
92206C847
19155.00000000
NS
USD
1063294.05000000
0.925489394715
Long
EC
RF
US
N
1
N
N
N
Voya MidCap Opportunities Portfolio
54930021W4F6X0DDN123
Voya MidCap Opportunities Portfolio
92913P859
753138.65500000
NS
USD
3434312.27000000
2.989219759130
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
68564.50100000
NS
USD
5182104.99000000
4.510495671960
Long
EC
RF
US
N
1
N
N
N
VY BrandywineGLOBAL - Bond Portfolio
5493006NEIOZ4IQY9202
VY BrandywineGLOBAL - Bond Portfolio
92913J309
510678.85400000
NS
USD
4509294.28000000
3.924882335032
Long
EC
RF
US
N
1
N
N
N
Voya Multi-Manager International Factors Fund
GEG7A28RIF20T56E7L98
Voya Multi-Manager International Factors Fund
92913W631
367935.78100000
NS
USD
3160568.36000000
2.750953509476
Long
EC
RF
US
N
1
N
N
N
2023-11-20
Voya STRATEGIC ALLOCATION PORTFOLIOS INC
Dorothy Roman
Dorothy Roman
Vice President, Fund Administration
XXXX
NPORT-EX
2
464416_Voya093023.htm
PORTFOLIO
OF
INVESTMENTS
as
of
September
30,
2023
(unaudited)
Voya
Strategic
Allocation
Moderate
Portfolio
Shares
RA
Value
Percentage
of
Net
Assets
EXCHANGE-TRADED
FUNDS
:
0
.9
%
19,155
Vanguard
Long-Term
Treasury
ETF
$
1,063,294
0
.9
Total
Exchange-Traded
Funds
(Cost
$1,202,244)
1,063,294
0
.9
MUTUAL
FUNDS
:
99
.0
%
Affiliated
Investment
Companies
:
99
.0
%
3,627,452
Voya
Intermediate
Bond
Fund
- Class
R6
30,107,851
26
.1
1,530,450
Voya
Large
Cap
Value
Portfolio
- Class
R6
8,111,384
7
.0
69,542
Voya
Large-Cap
Growth
Fund
- Class
R6
2,839,415
2
.5
634,203
Voya
Limited
Maturity
Bond
Portfolio
- Class
I
5,910,770
5
.1
755,222
(1)
Voya
MidCap
Opportunities
Portfolio
- Class
R6
3,443,810
3
.0
383,281
Voya
Multi-Manager
Emerging
Markets
Equity
Fund
- Class
I
3,422,699
3
.0
339,857
Voya
Multi-Manager
International
Equity
Fund
- Class
I
3,099,493
2
.7
368,596
Voya
Multi-Manager
International
Factors
Fund
- Class
I
3,166,244
2
.8
393,987
Voya
Multi-Manager
Mid
Cap
Value
Fund
- Class
I
3,411,923
3
.0
386,662
Voya
Short
Term
Bond
Fund
- Class
R6
3,549,559
3
.1
32,736
(1)
Voya
Small
Cap
Growth
Fund
- Class
R6
1,160,491
1
.0
173,617
Voya
Small
Company
Fund
- Class
R6
2,310,841
2
.0
2,088,526
Voya
U.S.
Stock
Index
Portfolio
- Class
I
33,771,465
29
.3
512,203
VY
®
BrandywineGLOBAL
-
Bond
Portfolio
- Class
I
4,522,750
3
.9
Shares
Value
Percentage
of
Net
Assets
MUTUAL
FUNDS:
(continued)
Affiliated
Investment
Companies:
(continued)
68,753
VY
®
T.
Rowe
Price
Growth
Equity
Portfolio
- Class
I
$
5,196,352
4
.5
114,025,047
99
.0
Total
Mutual
Funds
(Cost
$119,696,352)
114,025,047
99
.0
Total
Long-Term
Investments
(Cost
$120,898,596)
115,088,341
99
.9
Total
Investments
in
Securities
(Cost
$120,898,596)
$
115,088,341
99
.9
Assets
in
Excess
of
Other
Liabilities
122,326
0.1
Net
Assets
$
115,210,667
100.0
(1)
Non-income
producing
security.
PORTFOLIO
OF
INVESTMENTS
as
of
September
30,
2023
(unaudited)
(continued)
Voya
Strategic
Allocation
Moderate
Portfolio
Fair
Value
Measurements
The
following
is
a
summary
of
the
fair
valuations
according
to
the
inputs
used
as
of
September
30,
2023
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,
2023
Asset
Table
Investments,
at
fair
value
Exchange-Traded
Funds
$
1,063,294
$
—
$
—
$
1,063,294
Mutual
Funds
114,025,047
—
—
114,025,047
Total
Investments,
at
fair
value
$
115,088,341
$
—
$
—
$
115,088,341
Other
Financial
Instruments+
Futures
53,440
—
—
53,440
Total
Assets
$
115,141,781
$
—
$
—
$
115,141,781
Liabilities
Table
Other
Financial
Instruments+
Futures
$
(
80,315
)
$
—
$
—
$
(
80,315
)
Total
Liabilities
$
(
80,315
)
$
—
$
—
$
(
80,315
)
+
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,
2023,
where
the
following
issuers
were
considered
an
affiliate:
Issuer
Beginning
Fair
Value
at
12/31/2022
Purchases
at
Cost
Sales
at
Cost
Change
In
Unrealized
Appreciation/
(Depreciation)
Ending
Fair
Value
at
9/30/2023
Investment
Income
Realized
Gains/
(Losses)
Net
Capital
Gain
Distributions
Voya
Intermediate
Bond
Fund
-
Class
R6
$
27,440,957
$
6,091,444
$
(
2,954,813
)
$
(
469,737
)
$
30,107,851
$
869,678
$
(
479,165
)
$
—
Voya
Large
Cap
Value
Portfolio
-
Class
R6
7,894,696
700,747
(
1,629,635
)
1,145,576
8,111,384
—
(
1,014,588
)
98,567
Voya
Large-Cap
Growth
Fund
-
Class
R6
2,668,114
239,697
(
768,880
)
700,484
2,839,415
—
(
122,316
)
—
Voya
Limited
Maturity
Bond
Portfolio
-
Class
I
7,245,701
903,079
(
2,265,092
)
27,082
5,910,770
165,143
(
81,554
)
—
Voya
MidCap
Opportunities
Portfolio
-
Class
R6
2,727,527
870,161
(
818,173
)
664,295
3,443,810
—
(
324,622
)
—
Voya
Multi-Manager
Emerging
Markets
Equity
Fund
-
Class
I
2,343,446
1,353,078
(
387,465
)
113,640
3,422,699
—
(
46,415
)
—
Voya
Multi-Manager
International
Equity
Fund
-
Class
I
1,876,988
1,638,067
(
414,127
)
(
1,435
)
3,099,493
—
(
9,673
)
—
Voya
Multi-Manager
International
Factors
Fund
-
Class
I
3,072,571
458,120
(
602,324
)
237,877
3,166,244
—
(
59,089
)
—
Voya
Multi-Manager
Mid
Cap
Value
Fund
-
Class
I
2,817,739
907,685
(
337,513
)
24,012
3,411,923
—
(
42,849
)
—
Voya
Short
Term
Bond
Fund
-
Class
R6
—
3,749,141
(
155,765
)
(
43,817
)
3,549,559
64,765
(
1,062
)
—
Voya
Small
Cap
Growth
Fund
-
Class
R6
1,067,001
174,133
(
167,373
)
86,730
1,160,491
—
1,692
—
Voya
Small
Company
Fund
-
Class
R6
2,212,980
315,263
(
322,964
)
105,562
2,310,841
—
(
3,555
)
—
Voya
U.S.
Stock
Index
Portfolio
-
Class
I
37,469,293
5,011,597
(
9,295,758
)
586,333
33,771,465
26,222
724,433
3,231,599
PORTFOLIO
OF
INVESTMENTS
as
of
September
30,
2023
(unaudited)
(continued)
Voya
Strategic
Allocation
Moderate
Portfolio
Issuer
Beginning
Fair
Value
at
12/31/2022
Purchases
at
Cost
Sales
at
Cost
Change
In
Unrealized
Appreciation/
(Depreciation)
Ending
Fair
Value
at
9/30/2023
Investment
Income
Realized
Gains/
(Losses)
Net
Capital
Gain
Distributions
VY
®
BrandywineGLOBAL
-
Bond
Portfolio
-
Class
I
$
4,474,564
$
734,007
$
(
526,585
)
$
(
159,236
)
$
4,522,750
$
105,025
$
(
75,072
)
$
—
VY
®
T.
Rowe
Price
Growth
Equity
Portfolio
-
Class
I
4,807,239
491,046
(
2,572,112
)
2,470,179
5,196,352
—
(
1,113,446
)
83,908
$
108,118,816
$
23,637,265
$
(
23,218,579
)
$
5,487,545
$
114,025,047
$
1,230,833
$
(
2,647,281
)
$
3,414,074
The
financial
statements
for
the
above
mutual
fund[s]
can
be
found
at
www.sec.gov.
At
September
30,
2023,
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:
U.S.
Treasury
Ultra
Long
Bond
9
12/19/23
$
1,068,187
$
(
80,315
)
$
1,068,187
$
(
80,315
)
Short
Contracts:
S&P
500
E-Mini
(5)
12/15/23
(
1,081,375
)
53,440
$
(
1,081,375
)
$
53,440
Net
unrealized
depreciation
consisted
of:
Gross
Unrealized
Appreciation
$
3,496,854
Gross
Unrealized
Depreciation
(
9,307,110
)
Net
Unrealized
Depreciation
$
(
5,810,256
)