Voya SmallCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.9% | ||||||||||||||
Communication Services: 3.4% | ||||||||||||||
167,612 | (1) | Boingo Wireless, Inc. | $ | 1,860,493 | 0.6 | |||||||||
82,411 | (1) | Cargurus, Inc. | 2,550,620 | 0.8 | ||||||||||
73,417 | Cinemark Holdings, Inc. | 2,836,833 | 0.9 | |||||||||||
93,577 | (1) | QuinStreet, Inc. | 1,178,134 | 0.4 | ||||||||||
202,845 | (1) | Vonage Holdings Corp. | 2,292,149 | 0.7 | ||||||||||
10,718,229 | 3.4 | |||||||||||||
Consumer Discretionary: 13.9% | ||||||||||||||
197,661 | American Eagle Outfitters, Inc. | 3,206,062 | 1.0 | |||||||||||
104,977 | Bloomin Brands, Inc. | 1,987,215 | 0.6 | |||||||||||
39,288 | (1) | Boot Barn Holdings, Inc. | 1,371,151 | 0.4 | ||||||||||
109,438 | Boyd Gaming Corp. | 2,621,040 | 0.8 | |||||||||||
20,701 | Brunswick Corp. | 1,078,936 | 0.3 | |||||||||||
9,043 | (1) | Carter's, Inc. | 828,255 | 0.3 | ||||||||||
43,642 | Cheesecake Factory | 1,818,999 | 0.6 | |||||||||||
93,375 | (1) | Chegg, Inc. | 2,796,581 | 0.9 | ||||||||||
93,282 | (1) | CROCS, Inc. | 2,589,508 | 0.8 | ||||||||||
101,632 | Dana, Inc. | 1,467,566 | 0.5 | |||||||||||
14,127 | (1) | Deckers Outdoor Corp. | 2,081,755 | 0.6 | ||||||||||
157,749 | Extended Stay America, Inc. | 2,309,445 | 0.7 | |||||||||||
19,121 | (1) | Five Below, Inc. | 2,411,158 | 0.8 | ||||||||||
23,895 | (1) | Helen of Troy Ltd. | 3,767,286 | 1.2 | ||||||||||
27,740 | Jack in the Box, Inc. | 2,527,669 | 0.8 | |||||||||||
37,348 | (1) | LGI Homes, Inc. | 3,111,835 | 1.0 | ||||||||||
15,876 | (1) | Ollie's Bargain Outlet Holdings, Inc. | 930,969 | 0.3 | ||||||||||
36,643 | (1) | Planet Fitness, Inc. | 2,120,530 | 0.7 | ||||||||||
27,064 | (1),(2) | RealReal, Inc./The | 605,151 | 0.2 | ||||||||||
7,682 | (1) | RH | 1,312,316 | 0.4 | ||||||||||
18,111 | (1) | TopBuild Corp. | 1,746,444 | 0.5 | ||||||||||
58,687 | (1),(2) | YETI Holdings, Inc. | 1,643,236 | 0.5 | ||||||||||
44,333,107 | 13.9 | |||||||||||||
Consumer Staples: 4.1% | ||||||||||||||
120,603 | (1) | BJ's Wholesale Club Holdings, Inc. | 3,120,000 | 1.0 | ||||||||||
50,898 | (2) | Energizer Holdings, Inc. | 2,218,135 | 0.7 | ||||||||||
51,739 | (1) | Freshpet, Inc. | 2,575,050 | 0.8 | ||||||||||
36,138 | (1) | Grocery Outlet Holding Corp. | 1,253,266 | 0.4 | ||||||||||
87,850 | (1) | Performance Food Group Co. | 4,041,978 | 1.2 | ||||||||||
13,208,429 | 4.1 | |||||||||||||
Energy: 0.6% | ||||||||||||||
132,963 | (1) | Carrizo Oil & Gas, Inc. | 1,141,488 | 0.4 | ||||||||||
15,518 | (1) | Dril-Quip, Inc. | 778,693 | 0.2 | ||||||||||
1,920,181 | 0.6 | |||||||||||||
Financials: 6.9% | ||||||||||||||
38,751 | FirstCash, Inc. | 3,552,304 | 1.1 | |||||||||||
83,640 | Houlihan Lokey, Inc. | 3,772,164 | 1.2 | |||||||||||
46,097 | Independent Bank Group, Inc. | 2,425,163 | 0.8 | |||||||||||
33,488 | Kemper Corp. | 2,610,390 | 0.8 | |||||||||||
217,875 | MGIC Investment Corp. | 2,740,868 | 0.9 | |||||||||||
34,300 | Pinnacle Financial Partners, Inc. | 1,946,525 | 0.6 | |||||||||||
96,380 | United Community Banks, Inc./GA | 2,732,373 | 0.8 | |||||||||||
36,537 | Wintrust Financial Corp. | 2,361,386 | 0.7 | |||||||||||
22,141,173 | 6.9 | |||||||||||||
Health Care: 24.6% | ||||||||||||||
56,632 | (1),(2) | Aerie Pharmaceuticals, Inc. | 1,088,467 | 0.3 | ||||||||||
68,335 | (1),(2) | Alder Biopharmaceuticals, Inc. | 1,288,798 | 0.4 | ||||||||||
31,480 | (1) | Amedisys, Inc. | 4,124,195 | 1.3 | ||||||||||
185,965 | (1) | Amicus Therapeutics, Inc. | 1,491,439 | 0.5 | ||||||||||
51,428 | (1) | Amphastar Pharmaceuticals, Inc. | 1,019,817 | 0.3 | ||||||||||
32,974 | (1) | Arena Pharmaceuticals, Inc. | 1,509,220 | 0.5 | ||||||||||
35,956 | (1) | Biohaven Pharmaceutical Holding Co. Ltd. | 1,500,084 | 0.5 | ||||||||||
29,264 | (1) | Blueprint Medicines Corp. | 2,150,026 | 0.7 | ||||||||||
22,103 | (1),(2) | Change Healthcare, Inc. | 267,004 | 0.1 | ||||||||||
100,537 | (1) | Cymabay Therapeutics, Inc. | 514,749 | 0.2 | ||||||||||
33,000 | (1) | Emergent Biosolutions, Inc. | 1,725,240 | 0.5 | ||||||||||
40,414 | Encompass Health Corp. | 2,557,398 | 0.8 | |||||||||||
57,116 | (1) | Epizyme, Inc. | 589,151 | 0.2 | ||||||||||
46,866 | (1) | FibroGen, Inc. | 1,733,105 | 0.5 | ||||||||||
25,315 | (1) | G1 Therapeutics, Inc. | 576,676 | 0.2 | ||||||||||
25,144 | (1) | Global Blood Therapeutics, Inc. | 1,219,987 | 0.4 | ||||||||||
23,263 | (1) | Haemonetics Corp. | 2,934,395 | 0.9 | ||||||||||
60,199 | (1) | HealthEquity, Inc. | 3,440,072 | 1.1 | ||||||||||
26,669 | Hill-Rom Holdings, Inc. | 2,806,379 | 0.9 | |||||||||||
89,684 | (1) | HMS Holdings Corp. | 3,090,959 | 1.0 | ||||||||||
8,174 | (1) | Homology Medicines, Inc. | 147,949 | 0.0 | ||||||||||
52,194 | (1) | Immunomedics, Inc. | 692,092 | 0.2 | ||||||||||
62,380 | (1) | Insmed, Inc. | 1,100,383 | 0.3 | ||||||||||
18,115 | (1),(2) | Intercept Pharmaceuticals, Inc. | 1,202,111 | 0.4 | ||||||||||
89,219 | (1) | Iovance Biotherapeutics, Inc. | 1,623,786 | 0.5 | ||||||||||
27,725 | (1),(2) | Krystal Biotech, Inc. | 962,751 | 0.3 | ||||||||||
86,071 | (1) | Lantheus Holdings, Inc. | 2,157,370 | 0.7 | ||||||||||
1,023 | (1) | Ligand Pharmaceuticals, Inc. | 101,829 | 0.0 | ||||||||||
9,649 | (1) | Medpace Holdings, Inc. | 810,902 | 0.3 | ||||||||||
42,004 | (1) | Merit Medical Systems, Inc. | 1,279,442 | 0.4 | ||||||||||
31,308 | (1) | MyoKardia, Inc. | 1,632,712 | 0.5 | ||||||||||
35,946 | (1) | Novocure Ltd. | 2,688,042 | 0.8 | ||||||||||
50,410 | (1) | Omnicell, Inc. | 3,643,131 | 1.1 | ||||||||||
37,253 | (1),(2) | PetIQ, Inc. | 1,015,517 | 0.3 | ||||||||||
41,873 | (1) | Quidel Corp. | 2,568,908 | 0.8 | ||||||||||
234,366 | (1) | R1 RCM, Inc. | 2,092,888 | 0.7 | ||||||||||
47,329 | (1) | Ra Pharmaceuticals, Inc. | 1,119,331 | 0.3 | ||||||||||
34,055 | (1) | REGENXBIO, Inc. | 1,212,358 | 0.4 | ||||||||||
43,775 | (1) | Repligen Corp. | 3,357,105 | 1.1 | ||||||||||
171,315 | (1) | Select Medical Holdings Corp. | 2,838,690 | 0.9 |
Voya SmallCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2019 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | �� | |||||||||||||
Health Care: (continued) | ||||||||||||||
135,383 | (1) | Spectrum Pharmaceuticals, Inc. | $ | 1,123,002 | 0.3 | |||||||||
22,687 | (1) | Supernus Pharmaceuticals, Inc. | 623,439 | 0.2 | ||||||||||
50,138 | (1) | Syneos Health, Inc. | 2,667,843 | 0.8 | ||||||||||
25,012 | (1) | Tandem Diabetes Care, Inc. | 1,475,208 | 0.5 | ||||||||||
40,383 | (1),(2) | Teladoc Health, Inc. | 2,734,737 | 0.9 | ||||||||||
25,181 | (1) | Ultragenyx Pharmaceutical, Inc. | 1,077,243 | 0.3 | ||||||||||
40,052 | (1) | Wright Medical Group NV | 826,273 | 0.3 | ||||||||||
78,402,203 | 24.6 | |||||||||||||
Industrials: 20.3% | ||||||||||||||
145,056 | (1) | Air Transport Services Group, Inc. | 3,049,077 | 1.0 | ||||||||||
29,636 | Altra Industrial Motion Corp. | 820,769 | 0.3 | |||||||||||
47,963 | (1) | ASGN, Inc. | 3,014,954 | 0.9 | ||||||||||
42,580 | (1) | Beacon Roofing Supply, Inc. | 1,427,707 | 0.4 | ||||||||||
41,614 | Brink's Co. | 3,451,881 | 1.1 | |||||||||||
20,309 | Curtiss-Wright Corp. | 2,627,375 | 0.8 | |||||||||||
45,887 | EMCOR Group, Inc. | 3,951,788 | 1.2 | |||||||||||
27,461 | EnPro Industries, Inc. | 1,885,198 | 0.6 | |||||||||||
47,832 | Exponent, Inc. | 3,343,457 | 1.1 | |||||||||||
58,611 | (1) | Generac Holdings, Inc. | 4,591,586 | 1.4 | ||||||||||
47,682 | Granite Construction, Inc. | 1,532,023 | 0.5 | |||||||||||
42,065 | (1) | HUB Group, Inc. | 1,956,023 | 0.6 | ||||||||||
29,833 | Insperity, Inc. | 2,942,131 | 0.9 | |||||||||||
38,123 | John Bean Technologies Corp. | 3,790,570 | 1.2 | |||||||||||
52,459 | Korn Ferry | 2,027,016 | 0.6 | |||||||||||
22,317 | Lindsay Corp. | 2,072,134 | 0.7 | |||||||||||
35,239 | Regal Beloit Corp. | 2,567,161 | 0.8 | |||||||||||
24,866 | (1) | Saia, Inc. | 2,329,944 | 0.7 | ||||||||||
33,676 | Simpson Manufacturing Co., Inc. | 2,336,104 | 0.7 | |||||||||||
21,581 | Tennant Co. | 1,525,777 | 0.5 | |||||||||||
49,652 | (1) | Trex Co., Inc. | 4,514,856 | 1.4 | ||||||||||
52,269 | US Ecology, Inc. | 3,342,080 | 1.1 | |||||||||||
30,365 | Watts Water Technologies, Inc. | 2,846,111 | 0.9 | |||||||||||
26,364 | Woodward, Inc. | 2,842,830 | 0.9 | |||||||||||
64,788,552 | 20.3 | |||||||||||||
Information Technology: 17.2% | ||||||||||||||
120,900 | (1) | ACI Worldwide, Inc. | 3,787,193 | 1.2 | ||||||||||
45,468 | (1) | Advanced Energy Industries, Inc. | 2,610,318 | 0.8 | ||||||||||
74,643 | (1) | Bottomline Technologies de, Inc. | 2,937,202 | 0.9 | ||||||||||
9,458 | (1) | CACI International, Inc. | 2,187,257 | 0.7 | ||||||||||
41,257 | (1) | Cardtronics plc | 1,247,612 | 0.4 | ||||||||||
58,433 | (1) | Cornerstone OnDemand, Inc. | 3,203,297 | 1.0 | ||||||||||
52,121 | CSG Systems International, Inc. | 2,693,613 | 0.8 | |||||||||||
44,297 | Entegris, Inc. | 2,084,617 | 0.6 | |||||||||||
38,085 | (1) | Envestnet, Inc. | 2,159,419 | 0.7 | ||||||||||
15,829 | (1) | Everbridge, Inc. | 976,808 | 0.3 | ||||||||||
64,853 | EVERTEC, Inc. | 2,024,711 | 0.6 | |||||||||||
108,225 | (1) | Evo Payments, Inc. | 3,043,287 | 1.0 | ||||||||||
35,713 | (1) | ExlService Holdings, Inc. | 2,391,342 | 0.7 | ||||||||||
39,824 | (1) | Five9, Inc. | 2,140,142 | 0.7 | ||||||||||
51,737 | j2 Global, Inc. | 4,698,754 | 1.5 | |||||||||||
34,616 | (1) | Lumentum Holdings, Inc. | 1,854,033 | 0.6 | ||||||||||
23,527 | (1) | Q2 Holdings, Inc. | 1,855,574 | 0.6 | ||||||||||
53,086 | (1) | Rapid7, Inc. | 2,409,574 | 0.8 | ||||||||||
61,258 | (1) | Semtech Corp. | 2,977,751 | 0.9 | ||||||||||
29,449 | (1) | Silicon Laboratories, Inc. | 3,279,146 | 1.0 | ||||||||||
249,411 | (1) | Viavi Solutions, Inc. | 3,493,001 | 1.1 | ||||||||||
25,826 | (1) | Virtusa Corp. | 930,253 | 0.3 | ||||||||||
54,984,904 | 17.2 | |||||||||||||
Materials: 3.6% | ||||||||||||||
86,421 | Commercial Metals Co. | 1,501,997 | 0.5 | |||||||||||
42,861 | Compass Minerals International, Inc. | 2,421,218 | 0.7 | |||||||||||
33,773 | Minerals Technologies, Inc. | 1,793,008 | 0.6 | |||||||||||
80,615 | PolyOne Corp. | 2,632,080 | 0.8 | |||||||||||
45,471 | Sensient Technologies Corp. | 3,121,584 | 1.0 | |||||||||||
11,469,887 | 3.6 | |||||||||||||
Real Estate: 3.6% | ||||||||||||||
35,879 | Americold Realty Trust | 1,330,035 | 0.4 | |||||||||||
33,873 | EastGroup Properties, Inc. | 4,234,802 | 1.3 | |||||||||||
52,892 | Hudson Pacific Properties, Inc. | 1,769,766 | 0.6 | |||||||||||
49,479 | Ryman Hospitality Properties | 4,047,877 | 1.3 | |||||||||||
11,382,480 | 3.6 | |||||||||||||
Utilities: 0.7% | ||||||||||||||
18,639 | Idacorp, Inc. | 2,100,056 | 0.7 | |||||||||||
Total Common Stock | ||||||||||||||
(Cost $314,957,646) | 315,449,201 | 98.9 | ||||||||||||
EXCHANGE-TRADED FUNDS: 0.4% | ||||||||||||||
6,619 | iShares Russell 2000 Growth ETF | 1,275,680 | 0.4 | |||||||||||
Total Exchange-Traded Funds | ||||||||||||||
(Cost $1,280,328) | 1,275,680 | 0.4 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $316,237,974) | 316,724,881 | 99.3 |
Voya SmallCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2019 (Unaudited) (Continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 4.5% | ||||||||||||||
Repurchase Agreements: 3.2% | ||||||||||||||
703,978 | (3) | Bank of Montreal, Repurchase Agreement dated 09/30/19, 2.30%, due 10/01/19 (Repurchase Amount $704,022, collateralized by various U.S. Government Securities, 0.000%-3.750%, Market Value plus accrued interest $718,058, due 10/10/19-05/15/45) | $ | 703,978 | 0.2 | |||||||||
2,379,987 | (3) | Bank of Nova Scotia, Repurchase Agreement dated 09/30/19, 2.37%, due 10/01/19 (Repurchase Amount $2,380,142, collateralized by various U.S. Government Agency Obligations, 2.500%-5.000%, Market Value plus accrued interest $2,427,747, due 09/01/24-08/01/49) | 2,379,987 | 0.7 | ||||||||||
2,379,987 | (3) | Cantor Fitzgerald Securities, Repurchase Agreement dated 09/30/19, 2.40%, due 10/01/19 (Repurchase Amount $2,380,143, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $2,427,587, due 10/25/19-07/15/61) | 2,379,987 | 0.7 | ||||||||||
2,379,987 | (3) | Citadel Securities LLC, Repurchase Agreement dated 09/30/19, 2.39%, due 10/01/19 (Repurchase Amount $2,380,143, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $2,427,748, due 10/15/19-09/09/49) | 2,379,987 | 0.8 | ||||||||||
2,379,987 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 09/30/19, 2.37%, due 10/01/19 (Repurchase Amount $2,380,142, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $2,427,587, due 10/15/19-09/01/49) | 2,379,987 | 0.8 | ||||||||||
10,223,926 | 3.2 | |||||||||||||
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.3% | ||||||||||||||
4,031,000 | (4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.840% | ||||||||||||
(Cost $4,031,000) | 4,031,000 | 1.3 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $14,254,926) | 14,254,926 | 4.5 | ||||||||||||
Total Investments in Securities (Cost $330,492,900) | $ | 330,979,807 | 103.8 | |||||||||||
Liabilities in Excess of Other Assets | (12,216,287 | ) | (3.8 | ) | ||||||||||
Net Assets | $ | 318,763,520 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of September 30, 2019. |
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 | ||||||||||||||||
Common Stock* | $ | 315,449,201 | $ | – | $ | – | $ | 315,449,201 | ||||||||
Exchange-Traded Funds | 1,275,680 | – | – | 1,275,680 |
Voya SmallCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2019 (Unaudited) (Continued) |
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 | |||||||||||||
Short-Term Investments | $ | 4,031,000 | $ | 10,223,926 | $ | – | $ | 14,254,926 | ||||||||
Total Investments, at fair value | $ | 320,755,881 | $ | 10,223,926 | $ | – | $ | 330,979,807 |
* | For further breakdown of Common Stock by sector, please refer to the Portfolio of Investments. |
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 $339,969,564.
Net unrealized depreciation consisted of:
Gross Unrealized Appreciation | $ | 19,247,979 | ||
Gross Unrealized Depreciation | (28,237,736 | ) | ||
Net Unrealized Depreciation | $ | (8,989,757 | ) |