Voya SmallCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: 98.9% | |||||
Communication Services: 1.1% | |||||
66,954 | (1) | QuinStreet, Inc. | $ 538,980 | 0.3 | |
263,198 | (1) | Vonage Holdings Corp. | 1,902,921 | 0.8 | |
2,441,901 | 1.1 | ||||
Consumer Discretionary: 14.0% | |||||
32,478 | Aarons, Inc. | 739,849 | 0.3 | ||
96,170 | Boyd Gaming Corp. | 1,386,771 | 0.6 | ||
39,971 | Brunswick Corp. | 1,413,774 | 0.6 | ||
165,151 | Callaway Golf Co. | 1,687,843 | 0.7 | ||
77,681 | (1) | Chegg, Inc. | 2,779,426 | 1.2 | |
99,203 | (1) | CROCS, Inc. | 1,685,459 | 0.7 | |
17,155 | (1) | Deckers Outdoor Corp. | 2,298,770 | 1.0 | |
21,368 | (1) | Five Below, Inc. | 1,503,880 | 0.7 | |
22,244 | (1) | Helen of Troy Ltd. | 3,203,803 | 1.4 | |
29,682 | LCI Industries | 1,983,648 | 0.9 | ||
32,416 | (1) | LGI Homes, Inc. | 1,463,582 | 0.6 | |
8,521 | (1) | Murphy USA, Inc. | 718,832 | 0.3 | |
31,217 | (1) | Planet Fitness, Inc. | 1,520,268 | 0.7 | |
2,975 | Pool Corp. | 585,391 | 0.3 | ||
8,393 | (1) | RH | 843,245 | 0.4 | |
17,144 | Strategic Education, Inc. | 2,396,046 | 1.1 | ||
46,271 | Texas Roadhouse, Inc. | 1,910,992 | 0.8 | ||
16,850 | (1) | TopBuild Corp. | 1,207,134 | 0.5 | |
16,683 | Wingstop, Inc. | 1,329,635 | 0.6 | ||
45,424 | Winnebago Industries | 1,263,242 | 0.6 | ||
31,921,590 | 14.0 | ||||
Consumer Staples: 3.6% | |||||
72,164 | (1) | BJ's Wholesale Club Holdings, Inc. | 1,838,017 | 0.8 | |
28,863 | (2) | Energizer Holdings, Inc. | 873,106 | 0.4 | |
20,646 | (1) | Freshpet, Inc. | 1,318,660 | 0.6 | |
50,123 | (1) | Grocery Outlet Holding Corp. | 1,721,224 | 0.7 | |
102,849 | (1) | Performance Food Group Co. | 2,542,427 | 1.1 | |
8,293,434 | 3.6 | ||||
Energy: 0.2% | |||||
76,485 | Parsley Energy, Inc. | 438,259 | 0.2 | ||
Financials: 4.1% | |||||
28,309 | Artisan Partners Asset Management, Inc. | 608,360 | 0.3 | ||
72,960 | Essent Group Ltd. | 1,921,766 | 0.8 | ||
42,263 | Evercore, Inc. | 1,946,634 | 0.9 | ||
32,704 | First American Financial Corp. | 1,386,977 | 0.6 | ||
26,113 | Independent Bank Group, Inc. | 618,356 | 0.3 | ||
18,003 | Signature Bank | 1,447,261 | 0.6 | ||
42,112 | Sterling Bancorp | 440,070 | 0.2 | ||
26,330 | Wintrust Financial Corp. | 865,204 | 0.4 | ||
9,234,628 | 4.1 | ||||
Health Care: 32.0% | |||||
67,135 | (1),(2) | Aerie Pharmaceuticals, Inc. | 906,323 | 0.4 | |
20,833 | (1) | Amedisys, Inc. | 3,823,689 | 1.7 | |
159,406 | (1) | Amicus Therapeutics, Inc. | 1,472,911 | 0.6 | |
60,031 | (1) | Amphastar Pharmaceuticals, Inc. | 890,860 | 0.4 | |
32,800 | (1) | Arena Pharmaceuticals, Inc. | 1,377,600 | 0.6 | |
50,160 | (1) | Arrowhead Pharmaceuticals, Inc. | 1,443,103 | 0.6 | |
31,971 | (1) | Biohaven Pharmaceutical Holding Co. Ltd. | 1,087,973 | 0.5 | |
27,683 | (1) | Blueprint Medicines Corp. | 1,618,902 | 0.7 | |
14,579 | (1) | Catalent, Inc. | 757,379 | 0.3 | |
3,070 | Chemed Corp. | 1,329,924 | 0.6 | ||
24,115 | Conmed Corp. | 1,381,066 | 0.6 | ||
46,128 | (1) | Dicerna Pharmaceuticals, Inc. | 847,371 | 0.4 | |
23,209 | (1) | Emergent Biosolutions, Inc. | 1,342,873 | 0.6 | |
29,124 | Encompass Health Corp. | 1,864,810 | 0.8 | ||
58,021 | (1) | Epizyme, Inc. | 899,906 | 0.4 | |
182,159 | (1) | Evolent Health, Inc. | 989,123 | 0.4 | |
39,707 | (1) | FibroGen, Inc. | 1,379,818 | 0.6 | |
42,509 | (1) | G1 Therapeutics, Inc. | 468,449 | 0.2 | |
27,264 | (1) | Global Blood Therapeutics, Inc. | 1,392,918 | 0.6 | |
26,371 | (1) | Haemonetics Corp. | 2,628,134 | 1.2 | |
19,923 | (1) | HealthEquity, Inc. | 1,007,905 | 0.4 | |
20,774 | Hill-Rom Holdings, Inc. | 2,089,864 | 0.9 | ||
86,756 | (1) | HMS Holdings Corp. | 2,192,324 | 1.0 | |
14,149 | (1) | Homology Medicines, Inc. | 219,876 | 0.1 | |
25,433 | (1) | Horizon Therapeutics Plc | 753,325 | 0.3 | |
93,713 | (1) | Immunomedics, Inc. | 1,263,251 | 0.6 | |
22,202 | (1) | Inogen, Inc. | 1,146,955 | 0.5 | |
61,134 | (1) | Insmed, Inc. | 979,978 | 0.4 | |
16,523 | (1) | Intercept Pharmaceuticals, Inc. | 1,040,288 | 0.5 | |
57,220 | (1) | Iovance Biotherapeutics, Inc. | 1,712,881 | 0.7 | |
15,094 | (1),(2) | Krystal Biotech, Inc. | 652,665 | 0.3 | |
124,020 | (1) | Lantheus Holdings, Inc. | 1,582,495 | 0.7 | |
33,180 | (1) | Magellan Health, Inc. | 1,596,290 | 0.7 | |
35,157 | (1) | Merit Medical Systems, Inc. | 1,098,656 | 0.5 | |
49,618 | (1) | Momenta Pharmaceuticals, Inc. | 1,349,610 | 0.6 | |
23,922 | (1) | MyoKardia, Inc. | 1,121,463 | 0.5 | |
10,367 | (1) | Neogen Corp. | 694,485 | 0.3 | |
7,039 | (1) | NextCure, Inc. | 260,936 | 0.1 | |
29,199 | (1) | Novocure Ltd. | 1,966,261 | 0.9 | |
28,828 | (1) | Omnicell, Inc. | 1,890,540 | 0.8 | |
28,210 | (1) | Phreesia, Inc. | 593,256 | 0.3 | |
36,787 | (1) | PTC Therapeutics, Inc. | 1,641,068 | 0.7 | |
22,903 | (1) | Quidel Corp. | 2,240,142 | 1.0 | |
196,475 | (1) | R1 RCM, Inc. | 1,785,958 | 0.8 | |
6,576 | (1) | Reata Pharmaceuticals, Inc. | 949,180 | 0.4 | |
23,687 | (1) | Repligen Corp. | 2,286,743 | 1.0 | |
57,890 | (1) | Rocket Pharmaceuticals, Inc. | 807,566 | 0.4 | |
126,619 | (1) | Select Medical Holdings Corp. | 1,899,285 | 0.8 |
Voya SmallCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2020 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: (continued) | |||||
Health Care: (continued) | |||||
41,842 | (1) | Syneos Health, Inc. | $ 1,649,412 | 0.7 | |
35,219 | (1) | Tandem Diabetes Care, Inc. | 2,266,343 | 1.0 | |
22,834 | (1),(2) | Teladoc Health, Inc. | 3,539,498 | 1.6 | |
39,719 | (1),(2) | UroGen Pharma Ltd. | 708,587 | 0.3 | |
72,890,218 | 32.0 | ||||
Industrials: 17.6% | |||||
127,600 | (1) | Air Transport Services Group, Inc. | 2,332,528 | 1.0 | |
47,310 | Brink's Co. | 2,462,485 | 1.1 | ||
32,035 | Crane Co. | 1,575,481 | 0.7 | ||
18,027 | Curtiss-Wright Corp. | 1,665,875 | 0.7 | ||
45,629 | EMCOR Group, Inc. | 2,797,970 | 1.2 | ||
8,471 | (1) | FTI Consulting, Inc. | 1,014,572 | 0.4 | |
35,786 | (1) | Generac Holdings, Inc. | 3,334,182 | 1.5 | |
35,439 | John Bean Technologies Corp. | 2,632,055 | 1.2 | ||
17,377 | Lindsay Corp. | 1,591,386 | 0.7 | ||
33,338 | McGrath Rentcorp | 1,746,244 | 0.8 | ||
27,907 | Regal Beloit Corp. | 1,756,746 | 0.8 | ||
26,111 | (1) | Saia, Inc. | 1,920,203 | 0.8 | |
34,316 | Simpson Manufacturing Co., Inc. | 2,126,906 | 0.9 | ||
21,467 | Tennant Co. | 1,244,013 | 0.6 | ||
38,085 | Tetra Tech, Inc. | 2,689,563 | 1.2 | ||
41,058 | (1) | Trex Co., Inc. | 3,290,388 | 1.4 | |
33,408 | Universal Forest Products, Inc. | 1,242,443 | 0.5 | ||
43,311 | US Ecology, Inc. | 1,316,654 | 0.6 | ||
23,953 | Watts Water Technologies, Inc. | 2,027,621 | 0.9 | ||
24,081 | Woodward, Inc. | 1,431,375 | 0.6 | ||
40,198,690 | 17.6 | ||||
Information Technology: 22.3% | |||||
44,031 | (1) | Advanced Energy Industries, Inc. | 2,135,063 | 0.9 | |
25,108 | (1) | Avalara, Inc. | 1,873,057 | 0.8 | |
10,813 | (1) | CACI International, Inc. | 2,283,165 | 1.0 | |
22,389 | (1) | Ciena Corp. | 891,306 | 0.4 | |
62,382 | (1) | Cornerstone OnDemand, Inc. | 1,980,628 | 0.9 | |
60,127 | CSG Systems International, Inc. | 2,516,315 | 1.1 | ||
41,290 | (1) | Enphase Energy, Inc. | 1,333,254 | 0.6 | |
37,321 | (1) | Envestnet, Inc. | 2,007,123 | 0.9 | |
3,109 | (1) | Everbridge, Inc. | 330,673 | 0.2 | |
85,989 | EVERTEC, Inc. | 1,954,530 | 0.9 | ||
41,685 | (1) | Five9, Inc. | 3,187,235 | 1.4 | |
38,570 | (1) | Inphi Corp. | 3,053,587 | 1.3 | |
42,332 | j2 Global, Inc. | 3,168,550 | 1.4 | ||
55,300 | (1) | LiveRamp Holdings, Inc. | 1,820,476 | 0.8 | |
18,613 | (1) | Lumentum Holdings, Inc. | 1,371,778 | 0.6 | |
38,745 | NIC, Inc. | 891,135 | 0.4 | ||
64,180 | (1) | Onto Innovation, Inc. | 1,904,221 | 0.8 | |
29,350 | (1) | OSI Systems, Inc. | 2,022,802 | 0.9 | |
15,350 | (1) | Proofpoint, Inc. | 1,574,757 | 0.7 | |
30,932 | (1) | Q2 Holdings, Inc. | 1,826,844 | 0.8 | |
4,001 | (1) | Qualys, Inc. | 348,047 | 0.2 | |
49,519 | (1) | Rapid7, Inc. | 2,145,658 | 0.9 | |
31,437 | (1) | RealPage, Inc. | 1,663,960 | 0.7 | |
34,704 | (1) | Silicon Laboratories, Inc. | 2,964,069 | 1.3 | |
45,107 | (1) | Verint Systems, Inc. | 1,939,601 | 0.9 | |
97,806 | (1) | Verra Mobility Corp. | 698,335 | 0.3 | |
251,056 | (1) | Viavi Solutions, Inc. | 2,814,338 | 1.2 | |
50,700,507 | 22.3 | ||||
Materials: 2.2% | |||||
27,333 | Compass Minerals International, Inc. | 1,051,501 | 0.5 | ||
30,444 | Minerals Technologies, Inc. | 1,103,899 | 0.5 | ||
55,700 | PolyOne Corp. | 1,056,629 | 0.5 | ||
39,811 | Sensient Technologies Corp. | 1,732,177 | 0.7 | ||
4,944,206 | 2.2 | ||||
Real Estate: 1.8% | |||||
55,421 | QTS Realty Trust, Inc. | 3,214,972 | 1.4 | ||
17,141 | RE/MAX Holdings, Inc. | 375,731 | 0.1 | ||
17,263 | Ryman Hospitality Properties | 618,878 | 0.3 | ||
4,209,581 | 1.8 | ||||
Total Common Stock | |||||
(Cost $272,284,119) | 225,273,014 | 98.9 | |||
Principal Amount† | Value | Percentage of Net Assets | |||
SHORT-TERM INVESTMENTS: 2.0% | |||||
Repurchase Agreements: 1.8% | |||||
107,218 | (3) | Bank of America Inc., Repurchase Agreement dated 03/31/20, 0.01%, due 04/01/20 (Repurchase Amount $107,218, collateralized by various U.S. Government Securities, 0.000%-2.000%, Market Value plus accrued interest $109,362, due 05/31/24-09/09/49) | 107,218 | 0.1 | |
1,000,000 | (3) | Citigroup, Inc., Repurchase Agreement dated 03/31/20, 0.02%, due 04/01/20 (Repurchase Amount $1,000,001, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.000%-11.000%, Market Value plus accrued interest $1,020,000, due 04/15/20-01/01/59) | 1,000,000 | 0.5 |
Voya SmallCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2020 (Unaudited) (Continued) |
Principal Amount† | Value | Percentage of Net Assets | |||
SHORT-TERM INVESTMENTS: (continued) | |||||
Repurchase Agreements (continued) | |||||
1,000,000 | (3) | HSBC Securities USA, Repurchase Agreement dated 03/31/20, 0.01%, due 04/01/20 (Repurchase Amount $1,000,000, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.500%-8.000%, Market Value plus accrued interest $1,020,000, due 02/01/30-03/01/56) | $ 1,000,000 | 0.4 | |
1,000,000 | (3) | MUFG Securities America Inc., Repurchase Agreement dated 03/31/20, 0.01%, due 04/01/20 (Repurchase Amount $1,000,000, collateralized by various U.S. Government Agency Obligations, 2.269%-6.000%, Market Value plus accrued interest $1,020,000, due 03/01/27-03/01/50) | 1,000,000 | 0.4 | |
1,000,000 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 03/31/20, 0.01%, due 04/01/20 (Repurchase Amount $1,000,000, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $1,020,000, due 07/15/20-02/20/50) | 1,000,000 | 0.4 | |
Total Repurchase Agreements | |||||
(Cost $4,107,218) | 4,107,218 | 1.8 | |||
Shares | Value | Percentage of Net Assets | |||
Mutual Funds: 0.2% | |||||
500,000 | (4) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.250% | |||
(Cost $500,000) | 500,000 | 0.2 | |||
Total Short-Term Investments | |||||
(Cost $4,607,218) | 4,607,218 | 2.0 | |||
Total Investments in Securities (Cost $276,891,337) | $ 229,880,232 | 100.9 | |||
Liabilities in Excess of Other Assets | (2,063,634) | (0.9) | |||
Net Assets | $ 227,816,598 | 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) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of March 31, 2020. |
Voya SmallCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2020 (Unaudited) (Continued) |
Fair Value Measurements
The following is a summary of the fair valuations according to the inputs used as of March 31, 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 March 31, 2020 | |||||||||||||
Asset Table | ||||||||||||||||
Investments, at fair value | ||||||||||||||||
Common Stock* | $ | 225,273,014 | $ | – | $ | – | $ | 225,273,014 | ||||||||
Short-Term Investments | 500,000 | 4,107,218 | – | 4,607,218 | ||||||||||||
Total Investments, at fair value | $ | 225,773,014 | $ | 4,107,218 | $ | – | $ | 229,880,232 |
* | For further breakdown of Common Stock by sector, please refer to the Portfolio of Investments. |
At March 31, 2020, 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 $283,185,035. | |||||
Net unrealized depreciation consisted of: | |||||
Gross Unrealized Appreciation | $ 8,700,654 | ||||
Gross Unrealized Depreciation | (62,005,457) | ||||
Net Unrealized Depreciation | $(53,304,803) | ||||