VOYA INTERMEDIATE BOND FUND

0001752724-20-244506.txt : 20201124 0001752724-20-244506.hdr.sgml : 20201124 20201124152905 ACCESSION NUMBER: 0001752724-20-244506 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200930 FILED AS OF DATE: 20201124 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: 201343612 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

NPORT-P 1 primary_doc.xml NPORT-P false 0000935070 XXXXXXXX S000008664 C000028779 C000028778 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 GROWTH PORTFOLIO S000008664 OWB8K5LV55OK1VFJOJ76 2020-12-31 2020-09-30 N 127608172.49 98368.10 127509804.39 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 1479610.64000000 N VOYA INTERMEDIATE BOND FUND 549300FK6EUCD2VZ8U23 VOYA INTERMEDIATE BOND FUND 92913L569 1272996.06800000 NS USD 13646517.85000000 10.70232827607 Long EC RF US N 1 N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 MSCI EAFE 000000000 -41.00000000 NC USD 116861.03000000 0.091648662280 N/A DE CORP US N 1 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Short MSCI MSCI EAFE INDEX 2020-12-18 -3915921.03000000 USD 116861.03000000 N N N Voya High Yield Bond Fund OTPD0VW0B2EUAT57PE57 Voya High Yield Bond Fund 92913L528 969483.29500000 NS USD 7494105.87000000 5.877278148022 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 490278.89300000 NS USD 6324597.72000000 4.960087383285 Long EC RF US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 S&P500 EMINI 000000000 11.00000000 NC USD -11158.40000000 -0.00875101334 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2020-12-18 1854758.40000000 USD -11158.40000000 N N N Vanguard Value ETF N/A Vanguard Value ETF 922908744 121083.00000000 NS USD 12654384.33000000 9.924244171291 Long EC RF US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 E-MINI RUSSELL 2000 000000000 85.00000000 NC USD -114831.34000000 -0.09005687095 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long FINANCIAL TIMES STOCK EXCHANGE RUSSELL 2000 INDEX 2020-12-18 6508531.34000000 USD -114831.34000000 N N N VOYA MULTI-MANAGER INTERNATIONAL EQUITY FUND 5493000U21RQGM1DSK59 VOYA MULTI-MANAGER INTERNATIONAL EQUITY FUND 92914A596 988816.84300000 NS USD 11391170.03000000 8.933564038071 Long EC RF US N 1 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 US 10YR NOTE (CBT) 000000000 -27.00000000 NC USD -4041.94000000 -0.00316990526 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2020-12-21 -3763301.81000000 USD -4041.94000000 N N N VOYA LARGE-CAP GROWTH FUND 5493001SBBQLWT1OG727 VOYA LARGE-CAP GROWTH-R6 92913K553 113210.77400000 NS USD 6335274.91000000 4.968461006043 Long EC RF US N 1 N N N Voya Strategic Income Opportunities Fund 5493002V21YUSVI83S75 Voya Strategic Income Opportunities Fund 92913L536 253482.54700000 NS USD 2489198.61000000 1.952162519508 Long EC RF US N 1 N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 MSCI EMERGING MARKETS 000000000 -12.00000000 NC USD 15097.20000000 0.011840030711 N/A DE CORP US N 1 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Short MSCI MSCI EMERGING MARKETS INDEX 2020-12-18 -668197.20000000 USD 15097.20000000 N N N VOYA MULTI-MANAGER INTERNATIONAL FACTORS FUND GEG7A28RIF20T56E7L98 VOYA MM INTL FCTRS FND-I 92913W631 539061.14600000 NS USD 5018659.27000000 3.935900689369 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 614944.16640000 NS USD 5067139.93000000 3.973921812711 Long EC RF US N 1 N N N VOYA SMALL COMPANY PORTFOLIO 54930036N645N81S0E33 VOYA SMALL COMPANY PORTFOLIO 92913T430 265722.35070000 NS USD 3767942.93000000 2.955022124005 Long EC RF US N 1 N N N VOYA US STOCK INDEX PORTFOLIO 549300XQ4RCN2I5FF728 VOYA US STOCK INDEX PORTFOLIO 92914G734 2725728.32710000 NS USD 46773498.09000000 36.68227577774 Long EC RF US N 1 N N N VOYA MIDCAP OPPORTUNITIES PORTFOLIO 54930021W4F6X0DDN123 VOYA MIDCAP OPPORTUNITIES PORTFOLIO 92913P883 329790.63860000 NS USD 5072180.02000000 3.977874520524 Long EC RF US N 1 N N N 2020-11-20 Voya STRATEGIC ALLOCATION PORTFOLIOS INC Tin Bui Tin Bui Vice President XXXX NPORT-EX 2 464418VYStratAllGrthPt.htm

Voya Strategic Allocation Growth Portfolio	PORTFOLIO OF INVESTMENTS
	as of September 30, 2020 (Unaudited)

Shares			Value		Percentage of Net Assets
EXCHANGE-TRADED FUNDS: 9.9%
121,083		Vanguard Value ETF	$	12,654,384	9 .9

	Total Exchange-Traded Funds
	(Cost $12,987,406)		12,654,384		9 .9

MUTUAL FUNDS: 89.0%
		Affiliated Investment Companies: 89.0%
973,958		Voya High Yield Bond Fund - Class R6	7,528,693		5 .9
1,276,425		Voya Intermediate Bond Fund - Class R6	13,683,276		10 .7
113,205		Voya Large-Cap Growth Fund - Class R6	6,334,942		5 .0
329,773		Voya MidCap Opportunities Portfolio - Class I	5,071,914		4 .0
490,256		Voya Multi-Manager Emerging Markets Equity Fund - Class I	6,324,298		5 .0
988,782		Voya Multi-Manager International Equity Fund - Class I	11,390,770		8 .9
539,033		Voya Multi-Manager International Factors Fund - Class I	5,018,393		3 .9
614,912		Voya Multi-Manager Mid Cap Value Fund - Class I	5,066,873		4 .0
265,685		Voya Small Company Portfolio - Class I	3,767,410		2 .9
254,329		Voya Strategic Income Opportunities Fund - Class R6	2,497,509		2 .0
2,725,540		Voya U.S. Stock Index Portfolio - Class I	46,770,267		36 .7

	Total Mutual Funds
	(Cost $100,598,007)		113,454,345		89 .0


	Total Investments in Securities (Cost $113,585,413)		$	126,108,729	98 .9
	Assets in Excess of Other Liabilities		1,437,362		1 .1
	Net Assets		$	127,546,091	100 .0

Voya Strategic Allocation Growth Portfolio	PORTFOLIO OF INVESTMENTS
	as of September 30, 2020 (Unaudited) (Continued)

Fair Value Measurements

The following is a summary of the fair valuations according to the inputs used as of September 30, 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 September 30, 2020
Asset Table
Investments, at fair value
Exchange-Traded Funds	$	12,654,384		$	–	$	–	$	12,654,384
Mutual Funds	$	113,454,345		$	–	$	–	$	113,454,345
Total Investments, at fair value	$	126,108,729		$	–	$	–	$	126,108,729
Other Financial Instruments+
Futures		131,958			–		–		131,958
Total Assets	$	126,240,687		$	–	$	–	$	126,240,687
Liabilities Table
Other Financial Instruments+
Futures	$	(130,031	)	$	–	$	–	$	(130,031	)
Total Liabilities	$	(130,031	)	$	–	$	–	$	(130,031	)

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, 2020, where the following issuers were considered an affiliate:

	Beginning Fair Value at 12/31/19		Purchases at Cost		Sales at Cost			Change in Unrealized Appreciation/(Depreciation)			Ending Fair Value at 09/30/20		Investment Income		Realized Gains/(Losses)			Net Capital Gain Distributions
Issuer
Voya Floating Rate Fund - Class I	$	3,987,989	$	267,634	$	(4,351,745	)	$	96,122		$	-	$	60,713	$	(563,948	)	$	-
Voya High Yield Bond Fund - Class R6		2,664,934		5,377,132		(796,631	)		283,258			7,528,693		219,424		(27,279	)		-
Voya Index Plus LargeCap Portfolio - Class I		5,355,431		154,385		(4,397,848	)		(1,111,968	)		-		-		404,250			-
Voya Intermediate Bond Fund - Class R6		10,427,029		6,206,222		(3,360,410	)		410,435			13,683,276		317,895		35,172			-
Voya Large Cap Value Portfolio - Class I		3,331,737		650,260		(2,764,264	)		(1,217,733	)		-		-		724,045			-
Voya Large-Cap Growth Fund - Class R6		6,702,502		390,393		(1,619,079	)		861,126			6,334,942		-		(14,145	)		-
Voya Limited Maturity Bond Portfolio - Class I		2,613,625		34,760		(2,616,923	)		(31,462	)		-		15,345		3,887			-
Voya MidCap Opportunities Portfolio - Class I		5,283,698		398,186		(1,129,954	)		519,984			5,071,914		6,195		(48,717	)		263,464
Voya Multi-Manager Emerging Markets Equity Fund - Class I		6,844,207		618,603		(1,270,977	)		132,465			6,324,298		-		(136,062	)		-
Voya Multi-Manager International Equity Fund - Class I		16,223,124		1,003,950		(5,354,331	)		(481,973	)		11,390,770		-		(703,228	)		-
Voya Multi-Manager International Factors Fund - Class I		-		4,626,477		(378,925	)		770,841			5,018,393		-		22,270			-
Voya Multi-Manager Mid Cap Value Fund - Class I		5,312,320		1,016,036		(714,216	)		(547,267	)		5,066,873		-		(217,360	)		-
Voya Small Company Portfolio - Class I		3,999,699		1,163,457		(854,747	)		(540,999	)		3,767,410		22,711		(58,261	)		67,801
Voya Strategic Income Opportunities Fund - Class R6		2,629,538		451,090		(488,381	)		(94,738	)		2,497,509		74,158		(12,969	)		-
Voya U.S. High Dividend Low Volatility Fund - Class R6		9,983,929		456,389		(9,865,268	)		(575,050	)		-		70,835		(888,678	)		-
Voya U.S. Stock Index Portfolio - Class I		23,533,702		25,376,654		(5,144,448	)		3,004,359			46,770,267		119,107		(44,998	)		1,747,967
	$	108,893,464	$	48,191,628	$	(45,108,147	)	$	1,477,400		$	113,454,345	$	906,383	$	(1,526,021	)	$	2,079,232

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

At September 30, 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	85	12/18/20	$	6,393,700		$	(114,831	)
S&P 500® E-Mini	11	12/18/20		1,843,600			(11,158	)
			$	8,237,300		$	(125,989	)
Short Contracts:
Mini MSCI EAFE Index	(41)	12/18/20		(3,799,060	)		116,861
Mini MSCI Emerging Markets Index	(12)	12/18/20		(653,100	)		15,097
U.S. Treasury 10-Year Note	(27)	12/21/20		(3,767,344	)		(4,042	)
			$	(8,219,504	)	$	127,916

At September 30, 2020, 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 $115,248,705.

Net unrealized appreciation consisted of:

Gross Unrealized Appreciation	$	13,415,898
Gross Unrealized Depreciation		(2,553,947	)
Net Unrealized Appreciation	$	10,861,951