Voya MidCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2021 (Unaudited) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: 98.2% | |||||
Communication Services: 3.5% | |||||
160,416 | (1) | Pinterest, Inc. | $ | 8,173,195 | 0.4 |
130,099 | (1),(2) | ROBLOX Corp. | 9,828,979 | 0.4 | |
76,856 | (1) | Roku, Inc. | 24,082,828 | 1.0 | |
335,931 | (1) | Snap, Inc. | 24,815,223 | 1.1 | |
98,224 | (1) | Take-Two Interactive Software, Inc. | 15,133,372 | 0.6 | |
82,033,597 | 3.5 | ||||
Consumer Discretionary: 17.2% | |||||
30,520 | (1) | Chipotle Mexican Grill, Inc. | 55,470,710 | 2.4 | |
271,862 | Darden Restaurants, Inc. | 41,178,937 | 1.8 | ||
166,512 | (1),(2) | Etsy, Inc. | 34,627,836 | 1.5 | |
307,375 | (1),(2) | Expedia Group, Inc. | 50,378,762 | 2.2 | |
257,826 | (1) | Floor & Decor Holdings, Inc. | 31,142,803 | 1.3 | |
142,622 | (1) | Lululemon Athletica, Inc. | 57,719,123 | 2.5 | |
73,554 | (1) | O'Reilly Automotive, Inc. | 44,945,907 | 1.9 | |
177,179 | (1),(2) | Peloton Interactive, Inc. | 15,423,432 | 0.6 | |
328,403 | Ross Stores, Inc. | 35,746,667 | 1.5 | ||
389,430 | (1) | Royal Caribbean Cruises Ltd. | 34,639,799 | 1.5 | |
401,273,976 | 17.2 | ||||
Consumer Staples: 2.2% | |||||
325,918 | (1) | Celsius Holdings, Inc. | 29,361,953 | 1.3 | |
99,839 | Constellation Brands, Inc. | 21,035,079 | 0.9 | ||
50,397,032 | 2.2 | ||||
Energy: 1.5% | |||||
357,913 | Diamondback Energy, Inc. | 33,883,624 | 1.5 | ||
Financials: 5.3% | |||||
237,292 | (2) | Discover Financial Services | 29,151,322 | 1.2 | |
24,327 | LPL Financial Holdings, Inc. | 3,813,500 | 0.2 | ||
37,346 | MarketAxess Holdings, Inc. | 15,711,089 | 0.7 | ||
87,150 | MSCI, Inc. - Class A | 53,016,831 | 2.3 | ||
233,420 | Progressive Corp. | 21,098,834 | 0.9 | ||
122,791,576 | 5.3 | ||||
Health Care: 17.5% | |||||
181,098 | Agilent Technologies, Inc. | 28,528,368 | 1.2 | ||
58,769 | Bio-Techne Corp. | 28,477,694 | 1.2 | ||
119,374 | (1) | Charles River Laboratories International, Inc. | 49,262,069 | 2.1 | |
131,614 | (1) | DexCom, Inc. | 71,974,432 | 3.1 | |
571,489 | (1) | Horizon Therapeutics Plc | 62,600,905 | 2.7 | |
191,856 | (1) | Novocure Ltd. | 22,287,911 | 1.0 | |
699,123 | (1),(2) | Progyny, Inc. | 39,150,888 | 1.7 | |
223,902 | (1) | Seagen, Inc. | 38,018,560 | 1.7 | |
199,246 | (1),(2) | Tandem Diabetes Care, Inc. | 23,785,987 | 1.0 | |
114,150 | (1) | United Therapeutics Corp. | 21,069,807 | 0.9 | |
72,234 | (1),(2) | Veeva Systems, Inc. | 20,815,672 | 0.9 | |
405,972,293 | 17.5 | ||||
Industrials: 14.4% | |||||
323,589 | Ametek, Inc. | 40,128,272 | 1.7 | ||
617,760 | (1) | CoStar Group, Inc. | 53,164,426 | 2.3 | |
156,902 | Hubbell, Inc. | 28,347,484 | 1.2 | ||
100,155 | IDEX Corp. | 20,727,077 | 0.9 | ||
600,007 | Quanta Services, Inc. | 68,292,797 | 2.9 | ||
61,072 | Roper Technologies, Inc. | 27,246,051 | 1.2 | ||
66,841 | (1) | TransDigm Group, Inc. | 41,746,884 | 1.8 | |
438,928 | Waste Connections, Inc. | 55,274,203 | 2.4 | ||
334,927,194 | 14.4 | ||||
Information Technology: 33.1% | |||||
533,530 | (1) | Anaplan, Inc. | 32,486,642 | 1.4 | |
94,801 | (1) | Autodesk, Inc. | 27,034,401 | 1.2 | |
232,448 | (1) | Avalara, Inc. | 40,624,937 | 1.7 | |
199,825 | (1),(2) | Bill.com Holdings, Inc. | 53,343,284 | 2.3 | |
290,145 | (1) | Cadence Design Systems, Inc. | 43,939,559 | 1.9 | |
282,152 | CDW Corp. | 51,357,307 | 2.2 | ||
276,370 | (1) | DocuSign, Inc. | 71,145,929 | 3.1 | |
539,622 | (1) | Dynatrace, Inc. | 38,296,973 | 1.6 | |
458,932 | Entegris, Inc. | 57,779,539 | 2.5 | ||
141,864 | (1) | Gartner, Inc. | 43,109,632 | 1.8 | |
191,620 | (1) | Keysight Technologies, Inc. | 31,481,250 | 1.4 | |
836,047 | Marvell Technology, Inc. | 50,421,995 | 2.2 | ||
79,818 | Monolithic Power Systems, Inc. | 38,686,188 | 1.7 | ||
104,278 | Motorola Solutions, Inc. | 24,225,865 | 1.0 | ||
166,037 | (1),(2) | Paylocity Holding Corp. | 46,556,775 | 2.0 | |
120,883 | (1) | RingCentral, Inc. | 26,292,052 | 1.1 | |
298,306 | (1),(2) | Shift4 Payments, Inc. | 23,124,681 | 1.0 | |
111,700 | (1) | Twilio, Inc. | 35,637,885 | 1.5 | |
69,046 | (1) | Zebra Technologies Corp. | 35,587,689 | 1.5 | |
771,132,583 | 33.1 | ||||
Materials: 1.8% | |||||
120,049 | Avery Dennison Corp. | 24,875,353 | 1.1 | ||
173,723 | Crown Holdings, Inc. | 17,507,804 | 0.7 | ||
42,383,157 | 1.8 | ||||
Real Estate: 1.7% | |||||
289,769 | Equity Lifestyle Properties, Inc. | 22,630,959 | 1.0 | ||
54,277 | SBA Communications Corp. | 17,942,348 | 0.7 | ||
40,573,307 | 1.7 | ||||
Total Common Stock | |||||
(Cost $1,777,396,882) | 2,285,368,339 | 98.2 |
Voya MidCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2021 (Unaudited) (Continued) |
Principal Amount† | Value | Percentage of Net Assets | |||
SHORT-TERM INVESTMENTS: 6.7% | |||||
Commercial Paper: 0.4% | |||||
400,000 | (3) | ANZ Bank, 0.120%, 02/10/2022 | $ | 399,873 | 0.0 |
350,000 | (3) | Caisse des Dépôts et Consignations, 0.120%, 01/26/2022 | 349,875 | 0.0 | |
300,000 | (3) | Collateralized Commercial Paper FLEX Co., LLC, 0.150%, 03/08/2022 | 299,803 | 0.0 | |
250,000 | (3) | Collateralized Commercial Paper V Co., LLC, 0.100%, 12/13/2021 | 249,941 | 0.0 | |
375,000 | (3) | DBS Bank Ltd., 0.120%, 02/01/2022 | 374,806 | 0.0 | |
375,000 | (3) | DNB Bank ASA, 0.140%, 03/16/2022 | 374,824 | 0.0 | |
300,000 | (3) | DNB Bank ASA, 0.140%, 03/22/2022 | 299,849 | 0.0 | |
375,000 | (3) | HSBC Bank PLC, 0.140%, 03/03/2022 | 374,658 | 0.0 | |
300,000 | (3) | Landesbank Baden-Wurttemberg, 0.130%, 12/07/2021 | 299,929 | 0.0 | |
375,000 | (3) | Lloyds Bank PLC, 0.100%, 12/20/2021 | 374,912 | 0.0 | |
275,000 | (3) | LMA-Americas LLC, 0.150%, 03/14/2022 | 274,817 | 0.0 | |
400,000 | (3) | Matchpoint Finance PLC, 0.100%, 12/07/2021 | 399,915 | 0.1 | |
375,000 | (3) | National Australia Bank Ltd., 0.120%, 02/18/2022 | 374,837 | 0.0 | |
400,000 | (3) | Nieuw Amsterdam Receivables Corporation B.V., 0.100%, 01/07/2022 | 399,876 | 0.0 | |
400,000 | (3) | NRW.Bank, 0.130%, 03/21/2022 | 399,757 | 0.0 | |
375,000 | (3) | Old Line Funding LLC, 0.130%, 03/10/2022 | 374,775 | 0.0 | |
400,000 | (3) | Sheffield Receivables Company LLC, 0.100%, 12/16/2021 | 399,901 | 0.1 | |
400,000 | (3) | Skandinaviska Enskilda Banken AB, 0.090%, 12/22/2021 | 399,912 | 0.1 | |
425,000 | (3) | Skandinaviska Enskilda Banken AB, 0.140%, 04/04/2022 | 424,688 | 0.1 | |
400,000 | (3) | Societe Generale, 0.170%, 03/31/2022 | 399,717 | 0.0 | |
400,000 | (3) | Sumitomo Mitsui Trust Bank Ltd., 0.150%, 03/07/2022 | 399,749 | 0.0 | |
375,000 | (3) | Swedbank AB, 0.150%, 03/23/2022 | 374,757 | 0.0 | |
400,000 | (3) | Swedbank AB, 0.150%, 03/24/2022 | 399,738 | 0.0 | |
375,000 | (3) | Thunder Bay Funding LLC, 0.130%, 03/18/2022 | 374,743 | 0.0 | |
300,000 | (3) | Victory Receivables Corporation, 0.120%, 01/06/2022 | 299,899 | 0.0 | |
375,000 | (3) | Westpac Banking Corp., 0.130%, 03/25/2022 | 374,780 | 0.0 | |
Total Commercial Paper | |||||
(Cost $9,470,331) | 9,470,331 | 0.4 | |||
Floating Rate Notes: 0.1% | |||||
525,000 | (3) | ANZ Bank, 0.130%, 03/30/2022 | 525,000 | 0.1 | |
350,000 | (3) | Bank of Montreal, 0.120%, 01/05/2022 | 350,132 | 0.0 | |
350,000 | (3) | Bank of Nova Scotia, 0.120%, 12/23/2021 | 350,122 | 0.0 | |
375,000 | (3) | Barclays Bank PLC, 0.160%, 03/22/2022 | 375,008 | 0.0 | |
375,000 | (3) | Canadian Imperial Bank of Commerce, 0.120%, 02/10/2022 | 375,028 | 0.0 | |
250,000 | (3) | Cooperatieve Rabobank U.A./New York, 0.120%, 12/29/2021 | 249,995 | 0.0 | |
375,000 | (3) | DBS Bank Ltd., 0.140%, 03/16/2022 | 374,952 | 0.0 | |
375,000 | (3) | National Australia Bank Ltd., 0.130%, 03/10/2022 | 375,000 | 0.0 | |
300,000 | (3) | Sumitomo Mitsui Trust Bank Ltd., 0.160%, 03/08/2022 | 300,014 | 0.0 | |
Total Floating Rate Notes | |||||
(Cost $3,275,251) | 3,275,251 | 0.1 | |||
Repurchase Agreements: 3.2% | |||||
17,214,936 | (3) | Cantor Fitzgerald Securities, Repurchase Agreement dated 09/30/21, 0.05%, due 10/01/21 (Repurchase Amount $17,214,960, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.430%-9.500%, Market Value plus accrued interest $17,559,235, due 11/01/21-07/20/71) | 17,214,936 | 0.7 | |
6,336,736 | (3) | CF Secured LLC, Repurchase Agreement dated 09/30/21, 0.05%, due 10/01/21 (Repurchase Amount $6,336,745, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $6,463,471, due 11/15/21-01/20/69) | 6,336,736 | 0.3 |
Voya MidCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2021 (Unaudited) (Continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||
SHORT-TERM INVESTMENTS: (continued) | ||||||
Repurchase Agreements (continued) | ||||||
7,337,298 | (3) | Citadel Securities LLC, Repurchase Agreement dated 09/30/21, 0.08%, due 10/01/21 (Repurchase Amount $7,337,314, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $7,484,097, due 10/12/21-08/15/51) | $ | 7,337,298 | 0.3 | |
3,616,922 | (3) | JVB Financial Group LLC, Repurchase Agreement dated 09/30/21, 0.07%, due 10/01/21 (Repurchase Amount $3,616,929, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $3,689,261, due 06/01/22-11/01/56) | 3,616,922 | 0.2 | ||
5,881,894 | (3) | Mirae Asset Securities USA Inc., Repurchase Agreement dated 09/30/21, 0.06%, due 10/01/21 (Repurchase Amount $5,881,904, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.550%-7.500%, Market Value plus accrued interest $5,999,542, due 08/01/23-07/20/71) | 5,881,894 | 0.3 | ||
3,342,569 | (3) | Palafox Trading LLC, Repurchase Agreement dated 09/30/21, 0.08%, due 10/01/21 (Repurchase Amount $3,342,576, collateralized by various U.S. Government Securities, 0.000%-3.125%, Market Value plus accrued interest $3,408,868, due 08/15/28-08/15/44) | 3,342,569 | 0.1 | ||
16,274,825 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 09/30/21, 0.05%, due 10/01/21 (Repurchase Amount $16,274,847, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $16,600,322, due 10/31/21-05/01/58) | 16,274,825 | 0.7 | ||
10,493,565 | (3) | State of Wisconsin Investment Board, Repurchase Agreement dated 09/30/21, 0.10%, due 10/01/21 (Repurchase Amount $10,493,594, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $10,703,746, due 07/15/23-02/15/48) | 10,493,565 | 0.5 | ||
2,822,290 | (3) | Stonex Financial Inc., Repurchase Agreement dated 09/30/21, 0.10%, due 10/01/21 (Repurchase Amount $2,822,298, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $2,878,736, due 11/20/21-09/15/56) | 2,822,290 | 0.1 | ||
Total Repurchase Agreements | ||||||
(Cost $73,321,035) | 73,321,035 | 3.2 | ||||
Certificates of Deposit: 0.2% | ||||||
275,000 | (3) | Bank of Montreal, 0.130%, 02/28/2022 | 274,988 | 0.0 | ||
330,000 | (3) | BNP Paribas, 0.130%, 03/03/2022 | 330,010 | 0.0 | ||
400,000 | (3) | Credit Agricole, 0.100%, 12/01/2021 | 400,021 | 0.1 | ||
375,000 | (3) | Landesbank Baden-Wurttemberg, 0.160%, 03/21/2022 | 374,988 | 0.0 | ||
400,000 | (3) | Lloyds Bank PLC, 0.130%, 02/22/2022 | 400,185 | 0.1 | ||
375,000 | (3) | Mitsubishi UFJ Trust and Banking Corp., 0.130%, 01/26/2022 | 375,015 | 0.0 |
Voya MidCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2021 (Unaudited) (Continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||
SHORT-TERM INVESTMENTS: (continued) | ||||||
Certificates of Deposit (continued) | ||||||
275,000 | (3) | Mitsubishi UFJ Trust and Banking Corp., 0.150%, 03/02/2022 | $ | 274,999 | 0.0 | |
375,000 | (3) | Mizuho Bank Ltd., 0.150%, 03/07/2022 | 374,995 | 0.0 | ||
375,000 | (3) | Mizuho Bank Ltd., 0.150%, 03/14/2022 | 374,991 | 0.0 | ||
375,000 | (3) | Norinchukin Bank of New York, 0.110%, 01/27/2022 | 374,987 | 0.0 | ||
375,000 | (3) | Sumitomo Mitsui Trust Bank Ltd., 0.100%, 12/01/2021 | 375,025 | 0.0 | ||
375,000 | (3) | Sumitomo Mitsui Trust Bank Ltd., 0.110%, 12/14/2021 | 375,008 | 0.0 | ||
390,000 | (3) | Svenska Handelsbanken AB, 0.110%, 02/10/2022 | 390,117 | 0.0 | ||
275,000 | (3) | Toronto-Dominion Bank, 0.150%, 03/03/2022 | 275,109 | 0.0 | ||
Total Certificates of Deposit | ||||||
(Cost $4,970,438) | 4,970,438 | 0.2 | ||||
Time Deposits: 0.5% | ||||||
2,170,000 | (3) | Barclays Bank PLC, 0.090%, 10/01/2021 | 2,170,000 | 0.1 | ||
1,820,000 | (3) | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA, 0.040%, 10/01/2021 | 1,820,000 | 0.1 | ||
2,290,000 | (3) | Landesbank Baden-Wurttemberg, 0.040%, 10/01/2021 | 2,290,000 | 0.1 | ||
2,340,000 | (3) | Mizuho Bank LTD, 0.070%, 10/01/2021 | 2,340,000 | 0.1 | ||
2,280,000 | (3) | Societe Generale, 0.040%, 10/01/2021 | 2,280,000 | 0.1 | ||
Total Time Deposits | ||||||
(Cost $10,900,000) | 10,900,000 | 0.5 | ||||
Shares | Value | Percentage of Net Assets | ||||
Mutual Funds: 2.3% | ||||||
48,338,000 | (3),(4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% | 48,338,000 | 2.1 | ||
2,714,000 | (3),(4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.030% | 2,714,000 | 0.1 | ||
2,390,000 | (3),(4) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | $ | 2,390,000 | 0.1 | |
Total Mutual Funds | ||||||
(Cost $53,442,000) | 53,442,000 | 2.3 | ||||
Total Short-Term Investments | ||||||
(Cost $155,379,055) | 155,379,055 | 6.7 | ||||
Total Investments in Securities (Cost $1,932,775,937) | $ | 2,440,747,394 | 104.9 | |||
Liabilities in Excess of Other Assets | (114,013,066 | ) | (4.9) | |||
Net Assets | $ | 2,326,734,328 | 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, 2021. |
Fair Value Measurements |
The following is a summary of the fair valuations according to the inputs used as of September 30, 2021 in valuing the assets and liabilities: |
Voya MidCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2021 (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 September 30, 2021 | |||||||||||||
Asset Table | ||||||||||||||||
Investments, at fair value | ||||||||||||||||
Common Stock* | $ | 2,285,368,339 | $ | – | $ | – | $ | 2,285,368,339 | ||||||||
Short-Term Investments | 53,442,000 | 101,937,055 | – | 155,379,055 | ||||||||||||
Total Investments, at fair value | $ | 2,338,810,339 | $ | 101,937,055 | $ | – | $ | 2,440,747,394 |
* | For further breakdown of Common Stock by sector, please refer to the Portfolio of Investments. |
At September 30, 2021, 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 $1,943,403,791. | |||||
Net unrealized appreciation consisted of: | |||||
Gross Unrealized Appreciation | $ | 554,295,814 | |||
Gross Unrealized Depreciation | (56,952,206 | ) | |||
Net Unrealized Appreciation | $ | 497,343,608 |