Voya MidCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.5% | ||||||||||||||
Communication Services: 4.5% | ||||||||||||||
861,503 | (1) | Altice USA, Inc. | $ | 24,707,906 | 1.3 | |||||||||
424,737 | (1),(2) | Live Nation Entertainment, Inc. | 28,177,053 | 1.5 | ||||||||||
148,591 | (1) | Take-Two Interactive Software, Inc. | 18,624,396 | 1.0 | ||||||||||
192,475 | (2) | World Wrestling Entertainment, Inc. | 13,694,596 | 0.7 | ||||||||||
85,203,951 | 4.5 | |||||||||||||
Consumer Discretionary: 15.1% | ||||||||||||||
146,957 | (1) | Burlington Stores, Inc. | 29,364,948 | 1.5 | ||||||||||
272,725 | Darden Restaurants, Inc. | 32,241,550 | 1.7 | |||||||||||
114,911 | (2) | Domino's Pizza, Inc. | 28,106,081 | 1.5 | ||||||||||
401,194 | (1) | Etsy, Inc. | 22,667,461 | 1.2 | ||||||||||
261,779 | (1) | Five Below, Inc. | 33,010,332 | 1.7 | ||||||||||
400,248 | Hilton Worldwide Holdings, Inc. | 37,267,091 | 2.0 | |||||||||||
49,154 | (1) | Lululemon Athletica, Inc. | 9,463,620 | 0.5 | ||||||||||
149,014 | (1) | O'Reilly Automotive, Inc. | 59,383,569 | 3.1 | ||||||||||
228,304 | Ross Stores, Inc. | 25,079,194 | 1.3 | |||||||||||
238,327 | (2) | Service Corp. International | 11,394,414 | 0.6 | ||||||||||
287,978,260 | 15.1 | |||||||||||||
Consumer Staples: 3.5% | ||||||||||||||
282,216 | Church & Dwight Co., Inc. | 21,233,932 | 1.1 | |||||||||||
225,947 | Hershey Co. | 35,019,525 | 1.8 | |||||||||||
556,067 | (1),(2) | Sprouts Farmers Market, Inc. | 10,754,336 | 0.6 | ||||||||||
67,007,793 | 3.5 | |||||||||||||
Energy: 1.1% | ||||||||||||||
189,014 | (1),(2) | Continental Resources, Inc. | 5,819,741 | 0.3 | ||||||||||
59,336 | Diamondback Energy, Inc. | 5,334,900 | 0.3 | |||||||||||
136,863 | Oneok, Inc. | 10,085,434 | 0.5 | |||||||||||
21,240,075 | 1.1 | |||||||||||||
Financials: 4.7% | ||||||||||||||
87,914 | (2) | Factset Research Systems, Inc. | 21,360,464 | 1.1 | ||||||||||
192,966 | Intercontinental Exchange, Inc. | 17,804,973 | 0.9 | |||||||||||
287,912 | LPL Financial Holdings, Inc. | 23,579,993 | 1.3 | |||||||||||
49,633 | MSCI, Inc. - Class A | 10,807,586 | 0.6 | |||||||||||
198,380 | Progressive Corp. | 15,324,855 | 0.8 | |||||||||||
88,877,871 | 4.7 | |||||||||||||
Health Care: 13.0% | ||||||||||||||
73,435 | (1) | Amedisys, Inc. | 9,620,719 | 0.5 | ||||||||||
304,385 | (1) | BioMarin Pharmaceutical, Inc. | 20,515,549 | 1.1 | ||||||||||
612,859 | (1) | Centene Corp. | 26,512,280 | 1.4 | ||||||||||
205,034 | (1) | Charles River Laboratories International, Inc. | 27,140,351 | 1.4 | ||||||||||
53,873 | Chemed Corp. | 22,495,749 | 1.2 | |||||||||||
240,501 | (1) | DexCom, Inc. | 35,892,369 | 1.9 | ||||||||||
268,529 | Encompass Health Corp. | 16,992,515 | 0.9 | |||||||||||
80,362 | (1),(2) | Exact Sciences Corp. | 7,262,314 | 0.4 | ||||||||||
120,199 | (1) | Idexx Laboratories, Inc. | 32,685,714 | 1.7 | ||||||||||
271,337 | (1) | Incyte Corp., Ltd. | 20,141,346 | 1.0 | ||||||||||
574,822 | (1) | SmileDirectClub, Inc. | 7,978,529 | 0.4 | ||||||||||
153,360 | (1) | Tandem Diabetes Care, Inc. | 9,045,173 | 0.5 | ||||||||||
80,465 | (1) | Veeva Systems, Inc. | 12,286,201 | 0.6 | ||||||||||
248,568,809 | 13.0 | |||||||||||||
Industrials: 17.1% | ||||||||||||||
470,233 | Ametek, Inc. | 43,176,794 | 2.3 | |||||||||||
500,213 | Delta Air Lines, Inc. | 28,812,269 | 1.5 | |||||||||||
252,528 | Hubbell, Inc. | 33,182,179 | 1.7 | |||||||||||
372,698 | Ingersoll-Rand PLC - Class A | 45,920,120 | 2.4 | |||||||||||
184,347 | L3Harris Technologies, Inc. | 38,462,158 | 2.0 | |||||||||||
1,131,432 | Quanta Services, Inc. | 42,768,130 | 2.3 | |||||||||||
65,382 | (2) | TransDigm Group, Inc. | 34,042,446 | 1.8 | ||||||||||
430,270 | Waste Connections, Inc. | 39,584,840 | 2.1 | |||||||||||
65,768 | (2) | WW Grainger, Inc. | 19,542,961 | 1.0 | ||||||||||
325,491,897 | 17.1 | |||||||||||||
Information Technology: 33.2% | ||||||||||||||
240,475 | (1) | Aspen Technology, Inc. | 29,597,663 | 1.6 | ||||||||||
409,602 | Booz Allen Hamilton Holding Corp. | 29,089,934 | 1.5 | |||||||||||
326,619 | CDW Corp. | 40,252,526 | 2.1 | |||||||||||
403,919 | Entegris, Inc. | 19,008,428 | 1.0 | |||||||||||
231,738 | (1),(2) | Euronet Worldwide, Inc. | 33,903,269 | 1.8 | ||||||||||
236,712 | Fidelity National Information Services, Inc. | 31,425,885 | 1.6 | |||||||||||
618,513 | (1) | Fiserv, Inc. | 64,071,762 | 3.4 | ||||||||||
287,797 | (1) | Five9, Inc. | 15,466,211 | 0.8 | ||||||||||
449,881 | Flir Systems, Inc. | 23,659,242 | 1.2 | |||||||||||
281,980 | Global Payments, Inc. | 44,834,820 | 2.4 | |||||||||||
556,013 | (1) | GoDaddy, Inc. | 36,685,738 | 1.9 | ||||||||||
109,607 | (1) | HubSpot, Inc. | 16,617,517 | 0.9 | ||||||||||
133,327 | Lam Research Corp. | 30,813,203 | 1.6 | |||||||||||
625,194 | Maxim Integrated Products | 36,204,985 | 1.9 | |||||||||||
181,307 | Motorola Solutions, Inc. | 30,896,526 | 1.6 | |||||||||||
238,803 | NXP Semiconductor NV - NXPI - US | 26,058,183 | 1.4 | |||||||||||
689,587 | (1) | ON Semiconductor Corp. | 13,246,966 | 0.7 | ||||||||||
315,245 | (1) | Proofpoint, Inc. | 40,682,367 | 2.1 | ||||||||||
367,011 | (1) | Synopsys, Inc. | 50,372,260 | 2.6 | ||||||||||
280,415 | (1) | Zendesk, Inc. | 20,436,645 | 1.1 | ||||||||||
633,324,130 | 33.2 | |||||||||||||
Materials: 2.9% | ||||||||||||||
118,638 | Avery Dennison Corp. | 13,473,717 | 0.7 | |||||||||||
206,110 | (1) | Berry Global Group, Inc. | 8,093,940 | 0.4 | ||||||||||
257,596 | (1) | Crown Holdings, Inc. | 17,016,792 | 0.9 | ||||||||||
65,040 | LyondellBasell Industries NV - Class A | 5,819,129 | 0.3 |
Voya MidCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2019 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Materials: (continued) | ||||||||||||||
99,558 | (2) | Packaging Corp. of America | $ | 10,563,104 | 0.6 | |||||||||
54,966,682 | 2.9 | |||||||||||||
Real Estate: 3.4% | ||||||||||||||
290,939 | (2) | Americold Realty Trust | 10,785,109 | 0.6 | ||||||||||
274,871 | Equity Lifestyle Properties, Inc. | 36,722,765 | 1.9 | |||||||||||
70,851 | SBA Communications Corp. | 17,085,719 | 0.9 | |||||||||||
64,593,593 | 3.4 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $1,691,963,282) | 1,877,253,061 | 98.5 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 5.3% | ||||||||||||||
Floating Rate Notes: 1.3% | ||||||||||||||
1,100,000 | (3) | Bank of America Corp., 2.130%, 11/12/2019 | 1,100,036 | 0.1 | ||||||||||
800,000 | (3) | Bank of America Corp., 2.140%, 11/07/2019 | 800,031 | 0.0 | ||||||||||
300,000 | (3) | Bank of America Corp., 2.310%, 11/08/2019 | 300,012 | 0.0 | ||||||||||
650,000 | (3) | Bedford Row Funding, 2.130%, 12/16/2019 | 649,977 | 0.0 | ||||||||||
300,000 | (3) | BNP Paribas, 2.140%, 11/14/2019 | 299,992 | 0.0 | ||||||||||
1,000,000 | (3) | Crédit Agricole Group, 2.170%, 11/07/2019 | 999,949 | 0.1 | ||||||||||
300,000 | (3) | DNB ASA, 2.140%, 12/06/2019 | 299,978 | 0.0 | ||||||||||
400,000 | (3) | DNB ASA, 2.180%, 11/04/2019 | 399,989 | 0.0 | ||||||||||
900,000 | (3) | HSBC Holdings PLC, 2.170%, 11/08/2019 | 900,000 | 0.1 | ||||||||||
900,000 | (3) | J.P. Morgan Securities LLC, 2.140%, 11/08/2019 | 899,971 | 0.0 | ||||||||||
900,000 | (3) | Lloyds Bank PLC, 2.160%, 11/08/2019 | 899,991 | 0.1 | ||||||||||
800,000 | (3) | Lloyds Bank PLC, 2.160%, 11/13/2019 | 799,991 | 0.0 | ||||||||||
300,000 | (3) | Lloyds Bank PLC, 2.220%, 11/01/2019 | 300,001 | 0.0 | ||||||||||
700,000 | (3) | Mitsubishi UFJ Financial Group, Inc., 2.160%, 11/07/2019 | 699,993 | 0.0 | ||||||||||
1,000,000 | (3) | Mitsubishi UFJ Financial Group, Inc., 2.160%, 11/18/2019 | 999,996 | 0.1 | ||||||||||
600,000 | (3) | Mizuho Financial Group Inc., 2.160%, 11/20/2019 | 600,000 | 0.0 | ||||||||||
300,000 | (3) | Mizuho Financial Group Inc., 2.210%, 11/01/2019 | 300,001 | 0.0 | ||||||||||
1,000,000 | (3) | National Australia Bank Ltd., 2.110%, 11/15/2019 | 999,936 | 0.1 | ||||||||||
1,000,000 | (3) | National Bank Of Canada, 2.160%, 11/06/2019 | $ | 999,971 | 0.1 | |||||||||
800,000 | (3) | Natixis S.A., 2.140%, 11/08/2019 | 799,975 | 0.0 | ||||||||||
300,000 | (3) | Oversea-Chinese Banking Corp., Ltd., 2.190%, 11/01/2019 | 299,996 | 0.0 | ||||||||||
900,000 | (3) | Skandinaviska Enskilda Banken AB, 2.140%, 11/08/2019 | 899,971 | 0.1 | ||||||||||
600,000 | (3) | Skandinaviska Enskilda Banken AB, 2.140%, 11/13/2019 | 599,979 | 0.0 | ||||||||||
900,000 | (3) | Societe Generale, 2.220%, 12/02/2019 | 900,014 | 0.1 | ||||||||||
900,000 | (3) | State Street Bank & Trust Co., 2.120%, 11/15/2019 | 899,943 | 0.0 | ||||||||||
1,550,000 | (3) | Sumitomo Mitsui Trust Holdings, Inc., 2.130%, 10/15/2019 | 1,549,983 | 0.1 | ||||||||||
900,000 | (3) | The Sumitomo Mitsui Financial Group, 2.160%, 11/08/2019 | 899,991 | 0.1 | ||||||||||
300,000 | (3) | The Sumitomo Mitsui Financial Group, 2.160%, 11/18/2019 | 299,999 | 0.0 | ||||||||||
400,000 | (3) | The Sumitomo Mitsui Financial Group, 2.190%, 11/05/2019 | 399,997 | 0.0 | ||||||||||
400,000 | (3) | The Sumitomo Mitsui Financial Group, 2.210%, 11/01/2019 | 400,001 | 0.0 | ||||||||||
300,000 | (3) | Toronto-Dominion Bank, 2.120%, 11/18/2019 | 299,984 | 0.0 | ||||||||||
1,125,000 | (3) | Toronto-Dominion Bank, 2.140%, 12/10/2019 | 1,124,942 | 0.1 | ||||||||||
1,032,000 | (3) | Wells Fargo & Co., 2.180%, 11/04/2019 | 1,031,973 | 0.1 | ||||||||||
23,656,563 | 1.3 | |||||||||||||
Repurchase Agreements: 3.5% | ||||||||||||||
21,354,546 | (3) | Cantor Fitzgerald Securities, Repurchase Agreement dated 09/30/19, 2.40%, due 10/01/19 (Repurchase Amount $21,355,950, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $21,781,637, due 10/25/19-07/15/61) | 21,354,546 | 1.1 |
Voya MidCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2019 (Unaudited) (Continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Repurchase Agreements (continued) | ||||||||||||||
18,005,581 | (3) | Guggenheim Securities LLC, Repurchase Agreement dated 09/30/19, 2.42%, due 10/01/19 (Repurchase Amount $18,006,775, collateralized by various U.S. Government/U.S. Government Agency Obligations, 1.500%-5.000%, Market Value plus accrued interest $18,365,695, due 08/15/22-06/20/69) | $ | 18,005,581 | 0.9 | |||||||||
21,354,546 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 09/30/19, 2.37%, due 10/01/19 (Repurchase Amount $21,355,933, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $21,781,637, due 10/15/19-09/01/49) | 21,354,546 | 1.1 | ||||||||||
6,635,105 | (3) | State of Wisconsin Investment Board, Repurchase Agreement dated 09/30/19, 2.52%, due 10/01/19 (Repurchase Amount $6,635,563, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $6,767,825, due 04/15/21-09/09/49) | 6,635,105 | 0.4 | ||||||||||
67,349,778 | 3.5 | |||||||||||||
Certificates of Deposit: 0.0% | ||||||||||||||
700,000 | (3) | Deutscher Sparkassen- und Giroverband, 2.120%, 11/20/2019 | ||||||||||||
(Cost $700,005) | 700,005 | 0.0 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.5% | ||||||||||||||
9,908,000 | (4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.840% | ||||||||||||
(Cost $9,908,000) | $ | 9,908,000 | 0.5 | |||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $101,614,346) | 101,614,346 | 5.3 | ||||||||||||
Total Investments in Securities (Cost $1,793,577,628) | $ | 1,978,867,407 | 103.8 | |||||||||||
Liabilities in Excess of Other Assets | (72,691,651 | ) | (3.8) | |||||||||||
Net Assets | $ | 1,906,175,756 | 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* | $ | 1,877,253,061 | $ | – | $ | – | $ | 1,877,253,061 | ||||||||
Short-Term Investments | 9,908,000 | 91,706,346 | – | 101,614,346 | ||||||||||||
Total Investments, at fair value | $ | 1,887,161,061 | $ | 91,706,346 | $ | – | $ | 1,978,867,407 |
Voya MidCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2019 (Unaudited) (Continued) |
* | 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 $1,801,144,087.
Net unrealized appreciation consisted of:
Gross Unrealized Appreciation | $ | 231,477,137 | ||
Gross Unrealized Depreciation | (53,753,891 | ) | ||
Net Unrealized Appreciation | $ | 177,723,246 |