Voya MidCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: 95.5% | |||||
Communication Services: 4.0% | |||||
770,129 | (1) | Altice USA, Inc. | $ 17,166,175 | 1.1 | |
74,614 | (1),(2) | Live Nation Entertainment, Inc. | 3,391,952 | 0.2 | |
1,235,375 | (1),(2) | Snap, Inc. | 14,688,609 | 1.0 | |
217,947 | (1) | Take-Two Interactive Software, Inc. | 25,850,694 | 1.7 | |
61,097,430 | 4.0 | ||||
Consumer Discretionary: 12.5% | |||||
188,073 | (1) | Burlington Stores, Inc. | 29,802,047 | 2.0 | |
65,811 | Domino's Pizza, Inc. | 21,327,371 | 1.4 | ||
135,620 | (1) | Five Below, Inc. | 9,544,936 | 0.6 | |
278,856 | Hilton Worldwide Holdings, Inc. | 19,029,133 | 1.2 | ||
139,745 | (1) | Lululemon Athletica, Inc. | 26,488,665 | 1.7 | |
134,383 | (1) | O'Reilly Automotive, Inc. | 40,456,002 | 2.6 | |
591,516 | (1),(2) | Peloton Interactive, Inc. | 15,704,750 | 1.0 | |
208,914 | Ross Stores, Inc. | 18,169,251 | 1.2 | ||
309,117 | (2) | Service Corp. International | 12,089,566 | 0.8 | |
192,611,721 | 12.5 | ||||
Consumer Staples: 3.3% | |||||
258,246 | Church & Dwight Co., Inc. | 16,574,228 | 1.1 | ||
90,037 | Constellation Brands, Inc. | 12,907,704 | 0.8 | ||
162,207 | Hershey Co. | 21,492,428 | 1.4 | ||
50,974,360 | 3.3 | ||||
Financials: 4.0% | |||||
287,398 | LPL Financial Holdings, Inc. | 15,643,073 | 1.0 | ||
106,388 | MSCI, Inc. - Class A | 30,741,876 | 2.0 | ||
211,283 | Progressive Corp. | 15,601,137 | 1.0 | ||
61,986,086 | 4.0 | ||||
Health Care: 16.3% | |||||
98,008 | Agilent Technologies, Inc. | 7,019,333 | 0.5 | ||
125,003 | (1) | Amedisys, Inc. | 22,943,051 | 1.5 | |
373,659 | (1) | BioMarin Pharmaceutical, Inc. | 31,574,185 | 2.0 | |
515,380 | (1) | Centene Corp. | 30,618,726 | 2.0 | |
186,515 | (1) | Charles River Laboratories International, Inc. | 23,540,058 | 1.5 | |
39,427 | Chemed Corp. | 17,079,776 | 1.1 | ||
125,653 | (1) | DexCom, Inc. | 33,834,583 | 2.2 | |
157,188 | (1),(2) | Exact Sciences Corp. | 9,116,904 | 0.6 | |
337,442 | (1),(2) | HealthEquity, Inc. | 17,071,191 | 1.1 | |
294,396 | (1) | Incyte Corp., Ltd. | 21,558,619 | 1.4 | |
70,714 | (1),(2) | Nevro Corp. | 7,069,986 | 0.5 | |
120,450 | (1),(2) | Tandem Diabetes Care, Inc. | 7,750,957 | 0.5 | |
137,696 | (1) | Veeva Systems, Inc. | 21,531,524 | 1.4 | |
250,708,893 | 16.3 | ||||
Industrials: 15.8% | |||||
430,295 | Ametek, Inc. | 30,989,846 | 2.0 | ||
49,867 | (1) | CoStar Group, Inc. | 29,282,401 | 1.9 | |
231,082 | Hubbell, Inc. | 26,514,349 | 1.7 | ||
168,692 | L3Harris Technologies, Inc. | 30,384,803 | 2.0 | ||
95,034 | Old Dominion Freight Line | 12,474,163 | 0.8 | ||
1,035,339 | Quanta Services, Inc. | 32,851,307 | 2.1 | ||
76,977 | Roper Technologies, Inc. | 24,002,198 | 1.6 | ||
383,275 | (2) | Trane Technologies PLC | 31,654,682 | 2.1 | |
30,718 | (2) | TransDigm Group, Inc. | 9,835,596 | 0.6 | |
202,843 | Waste Connections, Inc. | 15,720,333 | 1.0 | ||
243,709,678 | 15.8 | ||||
Information Technology: 33.6% | |||||
952,786 | (1) | Advanced Micro Devices, Inc. | 43,332,707 | 2.8 | |
192,146 | (1) | Aspen Technology, Inc. | 18,267,320 | 1.2 | |
119,491 | (1) | Autodesk, Inc. | 18,652,545 | 1.2 | |
244,566 | (1) | Avalara, Inc. | 18,244,624 | 1.2 | |
374,815 | Booz Allen Hamilton Holding Corp. | 25,727,302 | 1.7 | ||
232,361 | (1) | Cadence Design Systems, Inc. | 15,345,120 | 1.0 | |
196,885 | CDW Corp. | 18,363,464 | 1.2 | ||
182,736 | (1) | DocuSign, Inc. | 16,884,806 | 1.1 | |
370,148 | Entegris, Inc. | 16,571,526 | 1.1 | ||
151,296 | (1),(2) | Everbridge, Inc. | 16,091,843 | 1.0 | |
96,939 | (1) | Fair Isaac Corp. | 29,827,161 | 1.9 | |
644,617 | (1) | Fiserv, Inc. | 61,232,169 | 4.0 | |
335,321 | (1),(2) | Five9, Inc. | 25,638,644 | 1.7 | |
274,298 | Global Payments, Inc. | 39,562,001 | 2.6 | ||
129,722 | (1) | GoDaddy, Inc. | 7,408,423 | 0.5 | |
143,694 | Lam Research Corp. | 34,486,560 | 2.2 | ||
146,069 | Motorola Solutions, Inc. | 19,415,491 | 1.2 | ||
192,218 | (1) | Paylocity Holding Corp. | 16,976,694 | 1.1 | |
116,741 | (1) | RingCentral, Inc. | 24,738,585 | 1.6 | |
157,240 | (1) | Zebra Technologies Corp. | 28,869,264 | 1.9 | |
336,798 | (1),(2) | Zendesk, Inc. | 21,558,440 | 1.4 | |
517,194,689 | 33.6 | ||||
Materials: 2.6% | |||||
129,654 | Avery Dennison Corp. | 13,207,853 | 0.8 | ||
348,346 | (1) | Berry Global Group, Inc. | 11,742,744 | 0.8 | |
262,754 | (1) | Crown Holdings, Inc. | 15,250,242 | 1.0 | |
40,200,839 | 2.6 | ||||
Real Estate: 3.4% | |||||
252,192 | Equity Lifestyle Properties, Inc. | 14,495,996 | 1.0 | ||
138,526 | SBA Communications Corp. | 37,397,864 | 2.4 | ||
51,893,860 | 3.4 | ||||
Total Common Stock | |||||
(Cost $1,505,366,159) | 1,470,377,556 | 95.5 |
Voya MidCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2020 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | |||
EXCHANGE-TRADED FUNDS: 3.0% | |||||
374,376 | iShares Russell Mid-Cap Growth ETF | $ 45,520,378 | 3.0 | ||
Total Exchange-Traded Funds | |||||
(Cost $42,331,333) | 45,520,378 | 3.0 | |||
Total Long-Term Investments | |||||
(Cost $1,547,697,492) | 1,515,897,934 | 98.5 | |||
Principal Amount† | Value | Percentage of Net Assets | |||
SHORT-TERM INVESTMENTS: 6.3% | |||||
Commercial Paper: 0.2% | |||||
950,000 | (3) | Exxon Mobil Corp., 1.600%, 06/03/2020 | 946,424 | 0.0 | |
950,000 | (3) | Federal Republic of Germany, 1.620%, 05/21/2020 | 948,654 | 0.1 | |
700,000 | (3) | LMA Americas LLC, 1.660%, 04/07/2020 | 699,850 | 0.0 | |
950,000 | (3) | Pfizer Inc., 1.630%, 04/16/2020 | 949,521 | 0.1 | |
Total Commercial Paper | |||||
(Cost $3,544,449) | 3,544,449 | 0.2 | |||
Floating Rate Notes: 1.1% | |||||
250,000 | (3) | Australia & New Zealand Banking Group Ltd., 0.950%, 05/20/2020 | 250,046 | 0.0 | |
725,000 | (3) | Australia & New Zealand Banking Group Ltd., 1.220%, 04/09/2020 | 725,114 | 0.1 | |
950,000 | (3) | Bank of Montreal, 0.980%, 08/26/2020 | 950,009 | 0.1 | |
900,000 | (3) | Bank of Nova Scotia, 1.240%, 05/08/2020 | 900,311 | 0.1 | |
275,000 | (3) | BNP Paribas, 0.910%, 05/14/2020 | 274,939 | 0.0 | |
950,000 | (3) | Canadian Imperial Bank of Commerce, 0.240%, 08/28/2020 | 945,010 | 0.1 | |
990,000 | (3) | Commonwealth Bank of Australia, 0.950%, 06/10/2020 | 989,146 | 0.1 | |
600,000 | (3) | Coöperatieve Rabobank U.A., 0.990%, 04/20/2020 | 600,150 | 0.0 | |
250,000 | (3) | Crédit Agricole Group, 0.190%, 06/12/2020 | 249,449 | 0.0 | |
775,000 | (3) | Crédit Industriel et Commercial, 1.250%, 04/09/2020 | 775,125 | 0.1 | |
450,000 | (3) | Credit Suisse Group AG, 0.150%, 08/14/2020 | 448,078 | 0.0 | |
500,000 | (3) | Credit Suisse Group AG, 0.360%, 04/17/2020 | 499,982 | 0.0 | |
475,000 | (3) | J.P. Morgan Securities LLC, 1.190%, 07/08/2020 | 474,757 | 0.0 | |
500,000 | (3) | JPMorgan Chase & Co., 1.740%, 08/07/2020 | 499,153 | 0.0 | |
950,000 | (3) | Lloyds Bank PLC, 1.080%, 07/31/2020 | 949,454 | 0.1 | |
250,000 | (3) | Mitsubishi UFJ Financial Group, Inc., 1.720%, 05/26/2020 | 249,842 | 0.0 | |
550,000 | (3) | Mizuho Financial Group Inc., 1.140%, 05/22/2020 | 550,169 | 0.0 | |
350,000 | (3) | Mizuho Financial Group Inc., 1.640%, 05/05/2020 | 350,165 | 0.0 | |
625,000 | (3) | National Bank of Canada, 1.840%, 05/01/2020 | 624,786 | 0.0 | |
800,000 | (3) | Royal Bank of Canada, 0.960%, 07/17/2020 | 799,316 | 0.1 | |
300,000 | (3) | Skandinaviska Enskilda Banken AB, 1.150%, 05/26/2020 | 300,083 | 0.0 | |
650,000 | (3) | Skandinaviska Enskilda Banken AB, 1.780%, 05/11/2020 | 649,688 | 0.1 | |
950,000 | (3) | Societe Generale, 0.290%, 09/04/2020 | 946,093 | 0.1 | |
350,000 | (3) | Sumitomo Mitsui Trust Holdings, Inc., 0.660%, 06/18/2020 | 349,742 | 0.0 | |
600,000 | (3) | Sumitomo Mitsui Trust Holdings, Inc., 1.280%, 05/07/2020 | 600,262 | 0.0 | |
500,000 | (3) | The Norinchukin Bank, 1.200%, 04/24/2020 | 500,057 | 0.0 | |
650,000 | (3) | The Sumitomo Mitsui Financial Group, 1.040%, 05/12/2020 | 650,357 | 0.1 | |
300,000 | (3) | The Sumitomo Mitsui Financial Group, 1.600%, 06/05/2020 | 300,063 | 0.0 | |
400,000 | (3) | Toronto-Dominion Bank, 1.020%, 07/21/2020 | 399,725 | 0.0 | |
325,000 | (3) | Toyota Motor Corp., 1.680%, 04/17/2020 | 324,860 | 0.0 | |
Total Floating Rate Notes | |||||
(Cost $17,125,931) | 17,125,931 | 1.1 |
Voya MidCap 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: 3.0% | |||||
1,461,817 | (3) | Amhert Pierpoint Securities LLC, Repurchase Agreement dated 03/31/20, 0.05%, due 04/01/20 (Repurchase Amount $1,461,819, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $1,491,053, due 04/21/20-12/20/69) | $ 1,461,817 | 0.1 | |
6,316,155 | (3) | BNP Paribas S.A., Repurchase Agreement dated 03/31/20, 0.33%, due 04/01/20 (Repurchase Amount $6,316,212, collateralized by various U.S. Government Securities, 2.125%-6.875%, Market Value plus accrued interest $6,631,977, due 06/15/20-03/15/39) | 6,316,155 | 0.4 | |
5,511,787 | (3) | Cantor Fitzgerald Securities, Repurchase Agreement dated 03/31/20, 0.02%, due 04/01/20 (Repurchase Amount $5,511,790, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $5,622,023, due 05/01/20-02/20/70) | 5,511,787 | 0.4 | |
3,595,092 | (3) | CF Secured LLC, Repurchase Agreement dated 03/31/20, 0.02%-0.38%, due 04/01/20 (Repurchase Amount $3,595,106, collateralized by various U.S. Government/U.S. Government Agency Oblig., 0.000%-6.500%, Market Value plus accrued interest $3,666,998, due 12/15/21-11/20/66) | 3,595,092 | 0.2 | |
1,912,794 | (3) | Citadel Securities LLC, Repurchase Agreement dated 03/31/20, 0.09%, due 04/01/20 (Repurchase Amount $1,912,799, collateralized by various U.S. Government Securities, 0.000%-8.125%, Market Value plus accrued interest $1,951,055, due 04/07/20-02/15/50) | 1,912,794 | 0.1 | |
1,977,569 | (3) | Industrial & Comm. Bank of China, Repurchase Agreement dated 03/31/20, 0.02%, due 04/01/20 (Repurchase Amount $1,977,570, collateralized by various U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,017,120, due 04/02/20-03/01/50) | 1,977,569 | 0.1 | |
1,200,000 | (3) | MUFG Securities America Inc., Repurchase Agreement dated 03/03/20, 0.35%, due 05/05/20 (Repurchase Amount $1,200,725, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $1,259,999, due 10/15/20-09/09/49) | 1,200,000 | 0.1 | |
2,785,459 | (3) | Royal Bank of Canada, Repurchase Agreement dated 03/31/20, 0.38%, due 04/01/20 (Repurchase Amount $2,785,488, collateralized by various U.S. Government Securities, 1.493%-10.200%, Market Value plus accrued interest $2,906,734, due 04/17/20-03/15/40) | 2,785,459 | 0.2 |
Voya MidCap 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) | |||||
10,316,292 | (3) | Royal Bank of Canada (NY), Repurchase Agreement dated 03/31/20, 0.01%, due 04/01/20 (Repurchase Amount $10,316,295, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.500%-5.000%, Market Value plus accrued interest $10,522,618, due 08/01/23-06/01/51) | $ 10,316,292 | 0.7 | |
11,534,495 | (3) | State of Wisconsin Investment Board, Repurchase Agreement dated 03/31/20, 0.16%, due 04/01/20 (Repurchase Amount $11,534,546, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $11,793,340, due 04/01/20-09/09/49) | 11,534,495 | 0.7 | |
Total Repurchase Agreements | |||||
(Cost $46,611,460) | 46,611,460 | 3.0 | |||
Certificates of Deposit: 0.1% | |||||
550,000 | (3) | Landesbank Baden-Wurttemberg, 1.630%, 04/24/2020 | 550,294 | 0.1 | |
400,000 | (3) | Landesbank Baden-Wurttemberg, 1.640%, 04/21/2020 | 400,211 | 0.0 | |
Total Certificates of Deposit | |||||
(Cost $950,505) | 950,505 | 0.1 | |||
Shares | Value | Percentage of Net Assets | |||
Mutual Funds(3): 1.9% | |||||
1,926,000 | (3), (4) | Fidelity Investments Money Market Government Portfolio - Institutional Class, 0.380% | 1,926,000 | 0.1 | |
2,160,000 | (3),(4) | Invesco Short-Term Investments Trust Government & Agency Portfolio - Institutional Class, 0.490% | 2,160,000 | 0.2 | |
24,732,000 | (3),(4) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.250% | 24,732,000 | 1.6 | |
Total Mutual Funds | |||||
(Cost $28,818,000) | 28,818,000 | 1.9 | |||
Total Short-Term Investments | |||||
(Cost $97,050,345) | 97,050,345 | 6.3 | |||
Total Investments in Securities (Cost $1,644,747,837) | $ 1,612,948,279 | 104.8 | |||
Liabilities in Excess of Other Assets | (74,008,630 ) | (4.8) | |||
Net Assets | $ 1,538,939,649 | 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. |
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: |
Voya MidCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2020 (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 March 31, 2020 | ||||
Asset Table | |||||||
Investments, at fair value | |||||||
Common Stock* | $ 1,470,377,556 | $ – | $ – | $ 1,470,377,556 | |||
Exchange-Traded Funds | 45,520,378 | – | – | 45,520,378 | |||
Short-Term Investments | – | 97,050,345 | – | 97,050,345 | |||
Total Investments, at fair value | $ 1,515,897,934 | $ 97,050,345 | $ – | $ 1,612,948,279 |
* | 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 $1,649,122,432. | |||||
Net unrealized depreciation consisted of: | |||||
Gross Unrealized Appreciation | $ 108,009,807 | ||||
Gross Unrealized Depreciation | (144,183,582) | ||||
Net Unrealized Depreciation | $ (36,173,775) |