Voya MidCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 99.9% | ||||
Communication Services: 6.1% | ||||
701,757 | (1) | Altice USA, Inc. | $ 18,245,682 | 0.9 |
141,263 | (2) | Nexstar Media Group, Inc. | 12,703,782 | 0.6 |
378,456 | (1) | Snap, Inc. | 9,881,486 | 0.5 |
203,881 | (1) | Spotify Technology SA | 49,455,414 | 2.5 |
187,450 | (1) | Take-Two Interactive Software, Inc. | 30,970,489 | 1.6 |
121,256,853 | 6.1 | |||
Consumer Discretionary: 11.7% | ||||
128,031 | (1) | Burlington Stores, Inc. | 26,385,909 | 1.3 |
244,965 | Darden Restaurants, Inc. | 24,677,774 | 1.3 | |
59,968 | Domino's Pizza, Inc. | 25,503,191 | 1.3 | |
276,623 | (1),(2) | Five Below, Inc. | 35,131,121 | 1.8 |
53,293 | (1) | Lululemon Athletica, Inc. | 17,553,115 | 0.9 |
113,783 | (1) | O'Reilly Automotive, Inc. | 52,463,066 | 2.7 |
207,629 | (1) | Peloton Interactive, Inc. | 20,605,102 | 1.0 |
300,982 | Ross Stores, Inc. | 28,087,640 | 1.4 | |
230,406,918 | 11.7 | |||
Consumer Staples: 3.3% | ||||
348,086 | Church & Dwight Co., Inc. | 32,619,139 | 1.6 | |
176,805 | Constellation Brands, Inc. | 33,506,316 | 1.7 | |
66,125,455 | 3.3 | |||
Financials: 3.9% | ||||
309,980 | LPL Financial Holdings, Inc. | 23,766,167 | 1.2 | |
96,943 | MSCI, Inc. - Class A | 34,587,323 | 1.7 | |
202,234 | Progressive Corp. | 19,145,493 | 1.0 | |
77,498,983 | 3.9 | |||
Health Care: 22.5% | ||||
76,101 | (1) | Abiomed, Inc. | 21,084,543 | 1.1 |
245,472 | Agilent Technologies, Inc. | 24,777,944 | 1.2 | |
112,826 | (1) | Align Technology, Inc. | 36,934,719 | 1.9 |
137,015 | (1) | Amedisys, Inc. | 32,394,456 | 1.6 |
255,246 | (1) | BioMarin Pharmaceutical, Inc. | 19,419,116 | 1.0 |
146,403 | (1) | Charles River Laboratories International, Inc. | 33,152,959 | 1.7 |
410,390 | (1),(2) | Exact Sciences Corp. | 41,839,261 | 2.1 |
339,366 | (1) | HealthEquity, Inc. | 17,433,231 | 0.9 |
789,778 | (1) | Horizon Therapeutics Plc | 61,349,955 | 3.1 |
172,340 | (1),(2) | Nevro Corp. | 24,006,962 | 1.2 |
232,932 | (1),(2) | Novocure Ltd. | 25,927,661 | 1.3 |
268,643 | (1) | PRA Health Sciences, Inc. | 27,251,146 | 1.4 |
219,198 | (1) | Tandem Diabetes Care, Inc. | 24,878,973 | 1.3 |
66,821 | Teleflex, Inc. | 22,747,205 | 1.1 | |
110,567 | (1) | Veeva Systems, Inc. | 31,090,335 | 1.6 |
444,288,466 | 22.5 | |||
Industrials: 12.4% | ||||
376,218 | Ametek, Inc. | 37,396,069 | 1.9 | |
62,735 | (1) | CoStar Group, Inc. | 53,231,275 | 2.7 |
198,559 | Hubbell, Inc. | 27,170,813 | 1.4 | |
943,424 | Quanta Services, Inc. | 49,869,393 | 2.5 | |
70,144 | Roper Technologies, Inc. | 27,714,596 | 1.4 | |
70,532 | (1) | United Rentals, Inc. | 12,307,834 | 0.6 |
360,219 | Waste Connections, Inc. | 37,390,732 | 1.9 | |
245,080,712 | 12.4 | |||
Information Technology: 36.2% | ||||
487,599 | (1) | Anaplan, Inc. | 30,513,945 | 1.5 |
230,139 | (1) | Aspen Technology, Inc. | 29,133,296 | 1.5 |
108,884 | (1) | Autodesk, Inc. | 25,153,293 | 1.3 |
341,541 | Booz Allen Hamilton Holding Corp. | 28,341,072 | 1.4 | |
661,220 | (1) | Cadence Design Systems, Inc. | 70,505,889 | 3.6 |
253,389 | CDW Corp. | 30,287,587 | 1.5 | |
201,236 | (1) | DocuSign, Inc. | 43,314,037 | 2.2 |
556,548 | (1) | Dynatrace, Inc. | 22,829,599 | 1.2 |
407,078 | Entegris, Inc. | 30,262,178 | 1.5 | |
107,159 | (1),(2) | Everbridge, Inc. | 13,473,101 | 0.7 |
85,478 | (1) | Fair Isaac Corp. | 36,360,632 | 1.8 |
288,879 | (1) | Five9, Inc. | 37,461,829 | 1.9 |
68,759 | (1) | FleetCor Technologies, Inc. | 16,371,518 | 0.8 |
191,056 | (1),(2) | Inphi Corp. | 21,446,036 | 1.1 |
90,368 | Lam Research Corp. | 29,979,584 | 1.5 | |
79,681 | Monolithic Power Systems, Inc. | 22,279,604 | 1.1 | |
81,093 | Motorola Solutions, Inc. | 12,716,193 | 0.6 | |
175,255 | NXP Semiconductor NV - NXPI - US | 21,873,577 | 1.1 | |
250,283 | (1) | Paylocity Holding Corp. | 40,400,682 | 2.1 |
169,069 | (1) | RingCentral, Inc. | 46,428,038 | 2.4 |
181,764 | (1) | Twilio, Inc. | 44,912,067 | 2.3 |
90,189 | (1) | Zebra Technologies Corp. | 22,769,115 | 1.2 |
357,689 | (1),(2) | Zendesk, Inc. | 36,813,352 | 1.9 |
713,626,224 | 36.2 | |||
Materials: 2.4% | ||||
137,883 | Avery Dennison Corp. | 17,626,963 | 0.9 | |
277,233 | (1) | Berry Global Group, Inc. | 13,395,898 | 0.7 |
209,249 | (1) | Crown Holdings, Inc. | 16,082,878 | 0.8 |
47,105,739 | 2.4 | |||
Real Estate: 1.4% | ||||
443,521 | Equity Lifestyle Properties, Inc. | 27,187,837 | 1.4 | |
Total Common Stock | ||||
(Cost $1,607,040,098) | 1,972,577,187 | 99.9 |
Voya MidCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 4.9% | ||||
Repurchase Agreements: 4.2% | ||||
3,727,926 | (3) | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 09/30/20, 0.13%, due 10/01/20 (Repurchase Amount $3,727,939, collateralized by various U.S. Government Agency Obligations, 2.000%-6.594%, Market Value plus accrued interest $3,802,485, due 09/01/29-02/20/69) | $ 3,727,926 | 0.2 |
6,745,896 | (3) | BNP Paribas S.A., Repurchase Agreement dated 09/30/20, 0.24%, due 10/01/20 (Repurchase Amount $6,745,940, collateralized by various U.S. Government Securities, 0.750%-7.875%, Market Value plus accrued interest $7,083,191, due 08/10/21-08/21/40) | 6,745,896 | 0.3 |
7,209,387 | (3) | Cantor Fitzgerald Securities, Repurchase Agreement dated 09/30/20, 0.10%, due 10/01/20 (Repurchase Amount $7,209,407, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.415%-9.000%, Market Value plus accrued interest $7,353,575, due 10/25/20-06/20/69) | 7,209,387 | 0.4 |
1,736,906 | (3) | CF Secured LLC, Repurchase Agreement dated 09/30/20, 0.09%, due 10/01/20 (Repurchase Amount $1,736,910, collateralized by various U.S. Government Agency Obligations, 0.000%-5.000%, Market Value plus accrued interest $1,771,651, due 08/15/27-09/01/50) | 1,736,906 | 0.1 |
6,368,538 | (3) | Citadel Securities LLC, Repurchase Agreement dated 09/30/20, 0.12%, due 10/01/20 (Repurchase Amount $6,368,559, collateralized by various U.S. Government Securities, 0.000%-7.500%, Market Value plus accrued interest $6,495,936, due 10/08/20-08/15/50) | 6,368,538 | 0.3 |
13,430,835 | (3) | Citigroup, Inc., Repurchase Agreement dated 09/30/20, 0.08%, due 10/01/20 (Repurchase Amount $13,430,864, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.625%, Market Value plus accrued interest $13,699,452, due 11/27/20-11/01/59) | 13,430,835 | 0.7 |
2,539,396 | (3) | Industrial & Comm. Bank of China, Repurchase Agreement dated 09/30/20, 0.09%, due 10/01/20 (Repurchase Amount $2,539,402, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $2,590,184, due 10/01/20-09/01/50) | 2,539,396 | 0 .1 |
5,010,323 | (3) | Mirae Asset Securities USA Inc., Repurchase Agreement dated 09/30/20, 0.13%, due 10/01/20 (Repurchase Amount $5,010,341, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.875%, Market Value plus accrued interest $5,110,548, due 02/15/21-07/20/70) | 5,010,323 | 0 .2 |
Voya MidCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
Principal Amount† | Value | Percentage of Net Assets | |||
SHORT-TERM INVESTMENTS: (continued) | |||||
Repurchase Agreements (continued) | |||||
2,705,942 | (3) | Palafox Trading LLC, Repurchase Agreement dated 09/30/20, 0.12%, due 10/01/20 (Repurchase Amount $2,705,951, collateralized by various U.S. Government Securities, 1.125%-1.375%, Market Value plus accrued interest $2,760,071, due 08/31/23-08/15/40) | $ 2,705,942 | 0.1 | |
19,402,714 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 09/30/20, 0.08%, due 10/01/20 (Repurchase Amount $19,402,757, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-5.500%, Market Value plus accrued interest $19,790,768, due 10/27/20-07/15/61) | 19,402,714 | 1.0 | |
1,580,662 | (3) | Royal Bank of Canada, Repurchase Agreement dated 09/30/20, 0.21%, due 10/01/20 (Repurchase Amount $1,580,671, collateralized by various U.S. Government Securities, 0.000%-10.200%, Market Value plus accrued interest $1,654,204, due 10/27/20-07/09/40) | 1,580,662 | 0.1 | |
3,406,870 | (3) | South Street Securities LLC, Repurchase Agreement dated 09/30/20, 0.12%, due 10/01/20 (Repurchase Amount $3,406,881, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $3,475,008, due 06/01/26-02/15/60) | 3,406,870 | 0.2 | |
9,098,399 | (3) | State of Wisconsin Investment Board, Repurchase Agreement dated 09/30/20, 0.21%, due 10/01/20 (Repurchase Amount $9,098,451, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $9,305,279, due 04/15/22-02/15/46) | 9,098,399 | 0.5 | |
Total Repurchase Agreements | |||||
(Cost $82,963,794) | 82,963,794 | 4.2 |
Shares | Value | Percentage of Net Assets | |||
Mutual Funds(3): 0.7% | |||||
2,273,000 | (3),(4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | 2,273,000 | 0.1 | |
8,724,000 | (3),(4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.000% | 8,724,000 | 0.5 | |
2,363,000 | (3),(4) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.020% | 2,363,000 | 0.1 | |
Total Mutual Funds | |||||
(Cost $13,360,000) | 13,360,000 | 0.7 | |||
Total Short-Term Investments | |||||
(Cost $96,323,794) | 96,323,794 | 4.9 | |||
Total Investments in Securities (Cost $1,703,363,892) | $ 2,068,900,981 | 104.8 | |||
Liabilities in Excess of Other Assets | (95,676,609 | ) | (4.8) | ||
Net Assets | $ 1,973,224,372 | 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 September 30, 2020. |
Voya MidCap Opportunities 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 | ||||||||||||||||
Common Stock* | $ | 1,972,577,187 | $ | – | $ | – | $ | 1,972,577,187 | ||||||||
Short-Term Investments | 13,360,000 | 82,963,794 | – | 96,323,794 | ||||||||||||
Total Investments, at fair value | $ | 1,985,937,187 | $ | 82,963,794 | $ | – | $ | 2,068,900,981 |
* | For further breakdown of Common Stock by sector, please refer to the Portfolio of Investments. |
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 $1,707,237,078. | |||||||||
Net unrealized appreciation consisted of: | |||||||||
Gross Unrealized Appreciation | $ | 380,347,981 | |||||||
Gross Unrealized Depreciation | (18,683,673 | ) | |||||||
Net Unrealized Appreciation | $ | 361,664,308 |