Voya SmallCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 98.5% | ||||
Communication Services: 1.0% | ||||
64,908 | (1) | QuinStreet, Inc. | $ 1,028,143 | 0.4 |
149,916 | (1) | Vonage Holdings Corp. | 1,533,640 | 0.6 |
2,561,783 | 1.0 | |||
Consumer Discretionary: 17.3% | ||||
35,284 | Aarons, Inc. | 1,998,839 | 0.8 | |
15,355 | (1) | Bright Horizons Family Solutions, Inc. | 2,334,574 | 0.9 |
90,635 | (1) | Caesars Entertainment, Inc. | 5,080,998 | 2.0 |
12,835 | (1) | Deckers Outdoor Corp. | 2,823,828 | 1.1 |
49,859 | (1),(2) | GrowGeneration Corp. | 796,747 | 0.3 |
16,047 | (1) | Helen of Troy Ltd. | 3,105,415 | 1.2 |
22,123 | LCI Industries | 2,351,454 | 0.9 | |
10,327 | Lithia Motors, Inc. | 2,353,936 | 0.9 | |
55,974 | (1) | LKQ Corp. | 1,552,159 | 0.6 |
29,476 | Marriott Vacations Worldwide Corp. | 2,676,716 | 1.0 | |
15,356 | (1) | Murphy USA, Inc. | 1,969,714 | 0.8 |
72,541 | (1) | National Vision Holdings, Inc. | 2,773,968 | 1.1 |
21,280 | (1) | Ollie's Bargain Outlet Holdings, Inc. | 1,858,808 | 0.7 |
31,288 | (1) | Planet Fitness, Inc. | 1,927,967 | 0.8 |
6,133 | (1) | RH | 2,346,609 | 0.9 |
21,429 | Strategic Education, Inc. | 1,960,111 | 0.8 | |
49,227 | Texas Roadhouse, Inc. | 2,992,509 | 1.2 | |
13,874 | Wingstop, Inc. | 1,895,882 | 0.7 | |
28,917 | Winnebago Industries | 1,494,141 | 0.6 | |
44,294,375 | 17.3 | |||
Consumer Staples: 2.0% | ||||
48,075 | (1) | Grocery Outlet Holding Corp. | 1,890,309 | 0.7 |
34,486 | (1) | Performance Food Group Co. | 1,193,905 | 0.5 |
145,986 | Primo Water Corp. | 2,073,001 | 0.8 | |
5,157,215 | 2.0 | |||
Financials: 4.4% | ||||
16,823 | LPL Financial Holdings, Inc. | 1,289,820 | 0.5 | |
6,462 | Morningstar, Inc. | 1,037,862 | 0.4 | |
5,225 | (1) | Palomar Holdings, Inc. | 544,654 | 0.2 |
38,463 | Prosperity Bancshares, Inc. | 1,993,537 | 0.8 | |
93,571 | (1),(2) | Selectquote, Inc. | 1,894,813 | 0.7 |
21,491 | Signature Bank | 1,783,538 | 0.7 | |
58,355 | (1),(2) | Spartan Energy Acquisition Corp. | 841,479 | 0.3 |
72,289 | (1) | StepStone Group, Inc. | 1,923,610 | 0.8 |
11,309,313 | 4.4 | |||
Health Care: 28.7% | ||||
69,215 | (1) | 1Life Healthcare, Inc. | 1,962,937 | 0.8 |
82,768 | (1),(2) | Aerie Pharmaceuticals, Inc. | 974,179 | 0.4 |
38,680 | (1),(2) | Akouos, Inc. | 884,612 | 0.3 |
3,259 | (1) | Amedisys, Inc. | 770,525 | 0.3 |
148,080 | (1) | Amicus Therapeutics, Inc. | 2,090,890 | 0.8 |
45,188 | (1) | Applied Therapeutics, Inc. | 938,103 | 0.4 |
180,846 | (1) | Ardelyx, Inc. | 949,441 | 0.4 |
16,581 | (1) | Arena Pharmaceuticals, Inc. | 1,240,093 | 0.5 |
45,924 | (1) | Arrowhead Pharmaceuticals, Inc. | 1,977,487 | 0.8 |
32,312 | (1),(2) | Axonics Modulation Technologies, Inc. | 1,649,204 | 0.6 |
30,721 | (1) | Biohaven Pharmaceutical Holding Co. Ltd. | 1,997,172 | 0.8 |
52,596 | (1) | BioLife Solutions, Inc. | 1,522,128 | 0.6 |
29,002 | (1) | Blueprint Medicines Corp. | 2,688,485 | 1.0 |
26,242 | (1),(2) | CryoPort, Inc. | 1,243,871 | 0.5 |
120,991 | (1) | Cymabay Therapeutics, Inc. | 875,975 | 0.3 |
69,866 | (1) | Dicerna Pharmaceuticals, Inc. | 1,256,889 | 0.5 |
37,663 | Encompass Health Corp. | 2,447,342 | 1.0 | |
111,069 | (1) | Epizyme, Inc. | 1,325,053 | 0.5 |
40,001 | (1) | FibroGen, Inc. | 1,644,841 | 0.6 |
70,112 | (1) | G1 Therapeutics, Inc. | 809,794 | 0.3 |
133,931 | (1) | GenMark Diagnostics, Inc. | 1,901,820 | 0.7 |
34,476 | (1) | Globus Medical, Inc. | 1,707,252 | 0.7 |
26,098 | (1) | Haemonetics Corp. | 2,277,051 | 0.9 |
61,948 | (1) | HealthEquity, Inc. | 3,182,269 | 1.2 |
24,717 | Hill-Rom Holdings, Inc. | 2,064,117 | 0.8 | |
102,906 | (1) | HMS Holdings Corp. | 2,464,599 | 1.0 |
57,025 | (1) | Homology Medicines, Inc. | 610,168 | 0.2 |
9,886 | (1) | Horizon Therapeutics Plc | 767,944 | 0.3 |
62,028 | (1) | Insmed, Inc. | 1,993,580 | 0.8 |
41,010 | (1) | Iovance Biotherapeutics, Inc. | 1,350,049 | 0.5 |
31,885 | (1) | Krystal Biotech, Inc. | 1,372,649 | 0.5 |
37,792 | (1) | Magellan Health, Inc. | 2,863,878 | 1.1 |
23,562 | (1) | MyoKardia, Inc. | 3,212,207 | 1.3 |
80,718 | (1) | NextCure, Inc. | 710,318 | 0.3 |
49,865 | (1) | Omnicell, Inc. | 3,722,921 | 1.5 |
176,599 | (1) | OraSure Technologies, Inc. | 2,149,210 | 0.8 |
39,133 | (1) | Poseida Therapeutics, Inc. | 347,110 | 0.1 |
36,225 | (1) | PTC Therapeutics, Inc. | 1,693,519 | 0.7 |
36,608 | (1) | RAPT Therapeutics, Inc. | 1,178,778 | 0.5 |
11,400 | (1) | Reata Pharmaceuticals, Inc. | 1,110,588 | 0.4 |
58,578 | (1) | Rocket Pharmaceuticals, Inc. | 1,339,093 | 0.5 |
38,933 | (1),(2) | Stoke Therapeutics, Inc. | 1,303,866 | 0.5 |
37,806 | (1) | Syneos Health, Inc. | 2,009,767 | 0.8 |
47,791 | (1),(2) | Tabula Rasa HealthCare, Inc. | 1,948,439 | 0.8 |
54,920 | (1),(2) | UroGen Pharma Ltd. | 1,059,407 | 0.4 |
73,589,620 | 28.7 | |||
Industrials: 17.3% | ||||
26,274 | (1) | ASGN, Inc. | 1,669,975 | 0.7 |
68,461 | (1) | AZEK Co., Inc./The | 2,383,127 | 0.9 |
Voya SmallCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: (continued) | ||||
Industrials: (continued) | ||||
124,567 | (1) | Builders FirstSource, Inc. | $ 4,063,376 | 1.6 |
46,402 | Crane Co. | 2,326,132 | 0.9 | |
26,158 | EMCOR Group, Inc. | 1,771,158 | 0.7 | |
16,109 | (1) | FTI Consulting, Inc. | 1,707,071 | 0.7 |
9,519 | (1) | Generac Holdings, Inc. | 1,843,259 | 0.7 |
41,554 | (1) | IAA, Inc. | 2,163,717 | 0.8 |
29,878 | John Bean Technologies Corp. | 2,745,489 | 1.1 | |
10,944 | Lindsay Corp. | 1,058,066 | 0.4 | |
19,735 | Regal Beloit Corp. | 1,852,524 | 0.7 | |
24,580 | Simpson Manufacturing Co., Inc. | 2,388,193 | 0.9 | |
27,748 | (1) | SiteOne Landscape Supply, Inc. | 3,383,869 | 1.3 |
57,248 | Skywest, Inc. | 1,709,425 | 0.7 | |
31,686 | Tetra Tech, Inc. | 3,026,013 | 1.2 | |
31,999 | UFP Industries, Inc. | 1,808,264 | 0.7 | |
14,128 | (1) | Vicor Corp. | 1,098,169 | 0.4 |
21,247 | Watts Water Technologies, Inc. | 2,127,887 | 0.8 | |
79,993 | Werner Enterprises, Inc. | 3,358,906 | 1.3 | |
25,222 | Woodward, Inc. | 2,021,796 | 0.8 | |
44,506,416 | 17.3 | |||
Information Technology: 22.9% | ||||
65,610 | (1) | ACI Worldwide, Inc. | 1,714,389 | 0.7 |
44,959 | (1) | Advanced Energy Industries, Inc. | 2,829,719 | 1.1 |
27,106 | (1) | Blackline, Inc. | 2,429,511 | 0.9 |
10,208 | (1) | CACI International, Inc. | 2,175,937 | 0.8 |
86,209 | (1) | Calix, Inc. | 1,532,796 | 0.6 |
42,327 | (1) | Envestnet, Inc. | 3,265,951 | 1.3 |
7,672 | (1) | Everbridge, Inc. | 964,601 | 0.4 |
79,731 | EVERTEC, Inc. | 2,767,463 | 1.1 | |
12,075 | (1) | Inphi Corp. | 1,355,419 | 0.5 |
52,513 | (1) | j2 Global, Inc. | 3,634,950 | 1.4 |
101,913 | (1) | Lattice Semiconductor Corp. | 2,951,400 | 1.2 |
31,836 | (1) | LivePerson, Inc. | 1,655,154 | 0.6 |
39,233 | (1) | LiveRamp Holdings, Inc. | 2,031,092 | 0.8 |
26,118 | (1) | Lumentum Holdings, Inc. | 1,962,245 | 0.8 |
64,004 | (1) | Mimecast Ltd. | 3,003,068 | 1.2 |
70,633 | (1) | Onto Innovation, Inc. | 2,103,451 | 0.8 |
21,919 | (1) | Proofpoint, Inc. | 2,313,550 | 0.9 |
23,881 | (1) | Q2 Holdings, Inc. | 2,179,380 | 0.8 |
22,047 | (1) | Qualys, Inc. | 2,160,826 | 0.8 |
40,348 | (1) | RealPage, Inc. | 2,325,659 | 0.9 |
83,505 | (1) | Repay Holdings Corp. | 1,962,368 | 0.8 |
28,044 | (1) | Silicon Laboratories, Inc. | 2,744,105 | 1.1 |
44,279 | (1) | Sprout Social, Inc. | 1,704,742 | 0.7 |
58,814 | (1) | Super Micro Computer, Inc. | 1,552,690 | 0.6 |
177,301 | (1) | Verra Mobility Corp. | 1,712,728 | 0.7 |
46,023 | (1),(2) | Vertex, Inc. | 1,058,529 | 0.4 |
228,037 | (1) | Viavi Solutions, Inc. | 2,674,874 | 1.0 |
58,766,597 | 22.9 | |||
Materials: 2.8% | ||||
63,396 | Avient Corp. | 1,677,458 | 0.7 | |
30,256 | Compass Minerals International, Inc. | 1,795,694 | 0.7 | |
30,862 | Minerals Technologies, Inc. | 1,577,048 | 0.6 | |
37,551 | Sensient Technologies Corp. | 2,168,195 | 0.8 | |
7,218,395 | 2.8 | |||
Real Estate: 2.1% | ||||
110,175 | Acadia Realty Trust | 1,156,838 | 0.4 | |
17,285 | EastGroup Properties, Inc. | 2,235,469 | 0.9 | |
30,957 | QTS Realty Trust, Inc. | 1,950,910 | 0.8 | |
5,343,217 | 2.1 | |||
Total Common Stock | ||||
(Cost $246,682,302) | 252,746,931 | 98.5 | ||
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 6.6% | ||||
Repurchase Agreements: 4.1% | ||||
422,776 | (3) | Bank of America Inc., Repurchase Agreement dated 09/30/20, 0.06%, due 10/01/20 (Repurchase Amount $422,777, collateralized by various U.S. Government Securities, 1.250%-2.375%, Market Value plus accrued interest $431,232, due 10/31/21-05/15/29) | 422,776 | 0.1 |
1,177,639 | (3) | Cantor Fitzgerald Securities, Repurchase Agreement dated 09/30/20, 0.10%, due 10/01/20 (Repurchase Amount $1,177,642, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.415%-9.000%, Market Value plus accrued interest $1,201,192, due 10/25/20-06/20/69) | 1,177,639 | 0.4 |
1,466,254 | (3) | Citadel Securities LLC, Repurchase Agreement dated 09/30/20, 0.12%, due 10/01/20 (Repurchase Amount $1,466,259, collateralized by various U.S. Government Securities, 0.000%-7.500%, Market Value plus accrued interest $1,495,585, due 10/08/20-08/15/50) | 1,466,254 | 0.6 |
Voya SmallCap 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) | |||||
2,520,481 | (3) | Citigroup, Inc., Repurchase Agreement dated 09/30/20, 0.08%, due 10/01/20 (Repurchase Amount $2,520,487, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.625%, Market Value plus accrued interest $2,570,891, due 11/27/20-11/01/59) | $ 2,520,481 | 1.0 | |
2,520,481 | (3) | MUFG Securities America Inc., Repurchase Agreement dated 09/30/20, 0.08%, due 10/01/20 (Repurchase Amount $2,520,487, collateralized by various U.S. Government Agency Obligations, 2.000%-5.000%, Market Value plus accrued interest $2,570,891, due 08/01/35-09/01/50) | 2,520,481 | 1.0 | |
2,520,481 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 09/30/20, 0.08%, due 10/01/20 (Repurchase Amount $2,520,487, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-5.500%, Market Value plus accrued interest $2,570,891, due 10/27/20-07/15/61) | 2,520,481 | 1.0 | |
Total Repurchase Agreements | |||||
(Cost $10,628,112) | 10,628,112 | 4.1 | |||
Shares | Value | Percentage of Net Assets | |||
Mutual Funds: 2.5% | |||||
201,000 | (3),(4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | 201,000 | 0.1 | |
6,217,000 | (4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.000% | 6,217,000 | 2.4 | |
Total Mutual Funds | |||||
(Cost $6,418,000) | 6,418,000 | 2.5 | |||
Total Short-Term Investments | |||||
(Cost $17,046,112) | 17,046,112 | 6.6 | |||
Total Investments in Securities (Cost $263,728,414) | $ 269,793,043 | 105.1 | |||
Liabilities in Excess of Other Assets | (13,101,918) | (5.1) | |||
Net Assets | $ 256,691,125 | 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 SmallCap 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* | $ | 252,746,931 | $ | – | $ | – | $ | 252,746,931 | ||||||||
Short-Term Investments | 6,418,000 | 10,628,112 | – | 17,046,112 | ||||||||||||
Total Investments, at fair value | $ | 259,164,931 | $ | 10,628,112 | $ | – | $ | 269,793,043 |
* | 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 $270,022,112. | |||||||||
Net unrealized depreciation consisted of: | |||||||||
Gross Unrealized Appreciation | $ | 25,209,306 | |||||||
Gross Unrealized Depreciation | (25,438,375 | ) | |||||||
Net Unrealized Depreciation | $ | (229,069 | ) |