Voya SmallCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: 96.3% | |||||
Consumer Discretionary: 13.2% | |||||
83,024 | (1) | Canada Goose Holdings, Inc. | $ | 2,186,022 | 0.9 |
10,842 | (1) | Cavco Industries, Inc. | 2,611,296 | 1.0 | |
11,906 | (1) | Dorman Products, Inc. | 1,131,427 | 0.5 | |
48,488 | (1) | Gentherm, Inc. | 3,541,563 | 1.4 | |
41,928 | Kontoor Brands, Inc. | 1,733,723 | 0.7 | ||
163,476 | (1) | Lindblad Expeditions Holdings, Inc. | 2,465,218 | 1.0 | |
134,174 | (1) | Liquidity Services, Inc. | 2,297,059 | 0.9 | |
75,855 | (1) | Planet Fitness, Inc. | 6,408,230 | 2.6 | |
36,552 | (1) | Revolve Group, Inc. | 1,962,477 | 0.8 | |
33,936 | (1) | Shake Shack, Inc. | 2,304,254 | 0.9 | |
44,845 | (1) | Skyline Champion Corp. | 2,461,094 | 1.0 | |
46,209 | Texas Roadhouse, Inc. | 3,869,080 | 1.5 | ||
32,971,443 | 13.2 | ||||
Energy: 0.8% | |||||
36,794 | (2) | Matador Resources Co. | 1,949,346 | 0.8 | |
Financials: 8.1% | |||||
108,768 | (1) | Focus Financial Partners, Inc. | 4,975,049 | 2.0 | |
101,523 | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 4,815,236 | 1.9 | ||
42,673 | HCI Group, Inc. | 2,909,445 | 1.2 | ||
9,108 | Kinsale Capital Group, Inc. | 2,076,806 | 0.9 | ||
24,273 | Western Alliance Bancorp. | 2,010,290 | 0.8 | ||
35,624 | Wintrust Financial Corp. | 3,310,538 | 1.3 | ||
20,097,364 | 8.1 | ||||
Health Care: 19.2% | |||||
33,988 | (1) | Alkermes PLC | 894,224 | 0.4 | |
22,076 | (1) | Amedisys, Inc. | 3,803,474 | 1.5 | |
13,011 | (1) | Apellis Pharmaceuticals, Inc. | 661,089 | 0.3 | |
21,732 | (1) | Arrowhead Pharmaceuticals, Inc. | 999,455 | 0.4 | |
9,100 | (1) | Arvinas, Inc. | 612,430 | 0.2 | |
72,560 | (1) | Axonics, Inc. | 4,542,256 | 1.8 | |
7,936 | (1),(2) | Beam Therapeutics, Inc. | 454,733 | 0.2 | |
9,424 | (1) | Biohaven Pharmaceutical Holding Co. Ltd. | 1,117,404 | 0.4 | |
6,043 | Bio-Techne Corp. | 2,616,861 | 1.1 | ||
12,265 | (1) | Blueprint Medicines Corp. | 783,488 | 0.3 | |
9,071 | (1) | CareDx, Inc. | 335,536 | 0.1 | |
18,794 | (1) | Denali Therapeutics, Inc. | 604,603 | 0.2 | |
84,763 | (1),(2) | DermTech, Inc. | 1,244,321 | 0.5 | |
39,649 | (1) | Establishment Labs Holdings, Inc. | 2,671,946 | 1.1 | |
16,871 | (1) | Fate Therapeutics, Inc. | 654,089 | 0.3 | |
28,759 | (1) | Halozyme Therapeutics, Inc. | 1,146,909 | 0.5 | |
13,606 | (1) | ICON PLC | 3,309,251 | 1.3 | |
10,948 | (1) | Intellia Therapeutics, Inc. | 795,591 | 0.3 | |
14,805 | (1) | Intra-Cellular Therapies, Inc. | 905,918 | 0.4 | |
65,117 | (2) | LeMaitre Vascular, Inc. | 3,025,987 | 1.2 | |
23,346 | (1) | LHC Group, Inc. | 3,936,135 | 1.6 | |
23,408 | (1) | ModivCare, Inc. | 2,701,049 | 1.1 | |
62,800 | (1) | Pacira BioSciences, Inc. | 4,792,896 | 1.9 | |
82,157 | (1) | Progyny, Inc. | 4,222,870 | 1.7 | |
15,983 | (1) | PTC Therapeutics, Inc. | 596,326 | 0.2 | |
9,674 | (1) | Twist Bioscience Corp. | 477,702 | 0.2 | |
47,906,543 | 19.2 | ||||
Industrials: 23.5% | |||||
59,760 | (1) | ASGN, Inc. | 6,974,589 | 2.8 | |
16,796 | (1) | CACI International, Inc. | 5,059,963 | 2.0 | |
52,261 | (1) | Casella Waste Systems, Inc. | 4,580,677 | 1.8 | |
31,933 | (1) | Chart Industries, Inc. | 5,485,131 | 2.2 | |
33,661 | (1) | Clean Harbors, Inc. | 3,757,914 | 1.5 | |
79,519 | Columbus McKinnon Corp. | 3,371,606 | 1.4 | ||
66,216 | H&E Equipment Services, Inc. | 2,881,720 | 1.2 | ||
39,816 | (1) | Kirby Corp. | 2,874,317 | 1.2 | |
24,587 | Quanta Services, Inc. | 3,235,895 | 1.3 | ||
56,733 | Shyft Group, Inc./The | 2,048,629 | 0.8 | ||
66,916 | Spirit Aerosystems Holdings, Inc. | 3,271,523 | 1.3 | ||
109,735 | (1) | Sterling Construction Co., Inc. | 2,940,898 | 1.2 | |
54,935 | (2) | TFI International, Inc. | 5,851,127 | 2.3 | |
160,152 | (1) | WillScot Mobile Mini Holdings Corp. | 6,266,748 | 2.5 | |
58,600,737 | 23.5 | ||||
Information Technology: 27.8% | |||||
116,455 | (1) | Cohu, Inc. | 3,447,068 | 1.4 | |
17,614 | (1) | CyberArk Software Ltd. | 2,972,362 | 1.2 | |
33,342 | (1) | Diodes, Inc. | 2,900,421 | 1.2 | |
29,903 | (1) | ExlService Holdings, Inc. | 4,284,203 | 1.7 | |
51,331 | (1) | Fabrinet | 5,396,428 | 2.2 | |
27,329 | (1) | Five9, Inc. | 3,017,122 | 1.2 | |
108,037 | Genpact Ltd. | 4,700,690 | 1.9 | ||
127,344 | (1) | I3 Verticals, Inc. | 3,547,804 | 1.4 | |
263,055 | (1),(2) | indie Semiconductor, Inc. | 2,054,459 | 0.8 | |
39,052 | Kulicke & Soffa Industries, Inc. | 2,187,693 | 0.9 | ||
13,819 | Littelfuse, Inc. | 3,446,597 | 1.4 | ||
23,480 | MAXIMUS, Inc. | 1,759,826 | 0.7 | ||
15,250 | MKS Instruments, Inc. | 2,287,500 | 0.9 | ||
56,188 | (1) | Onto Innovation, Inc. | 4,882,175 | 2.0 | |
25,778 | (1) | Perficient, Inc. | 2,837,900 | 1.1 | |
24,893 | (1) | Rapid7, Inc. | 2,769,097 | 1.1 | |
16,929 | (1) | SiTime Corp. | 4,195,345 | 1.7 | |
84,626 | (1) | Tower Semiconductor Ltd. | 4,095,898 | 1.6 | |
239,371 | (1) | Viavi Solutions, Inc. | 3,849,086 | 1.5 | |
55,398 | (1) | WNS Holdings Ltd. ADR | 4,735,975 | 1.9 | |
69,367,649 | 27.8 | ||||
Materials: 3.7% | |||||
86,153 | (1) | Aspen Aerogels, Inc. | 2,970,556 | 1.2 | |
152,157 | Element Solutions, Inc. | 3,332,238 | 1.3 |
Voya SmallCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | ||||
COMMON STOCK: (continued) | ||||||
Materials: (continued) | ||||||
32,628 | Innospec, Inc. | $ | 3,019,721 | 1.2 | ||
9,322,515 | 3.7 | |||||
Total Common Stock | ||||||
(Cost $233,621,282) | 240,215,597 | 96.3 | ||||
EXCHANGE-TRADED FUNDS: 1.5% | ||||||
40,917 | SPDR S&P Biotech ETF | 3,677,620 | 1.5 | |||
Total Exchange-Traded Funds | ||||||
(Cost $3,775,518) | 3,677,620 | 1.5 | ||||
Total Long-Term Investments | ||||||
(Cost $237,396,800) | 243,893,217 | 97.8 | ||||
Principal Amount† | Value | Percentage of Net Assets | ||||
SHORT-TERM INVESTMENTS: 4.8% | ||||||
Repurchase Agreements: 4.2% | ||||||
2,475,053 | (3) | Bank of America Inc., Repurchase Agreement dated 03/31/22, 0.30%, due 04/01/22 (Repurchase Amount $2,475,073, collateralized by various U.S. Government Agency Obligations, 2.000%-4.000%, Market Value plus accrued interest $2,524,554, due 02/01/36-03/01/52) | 2,475,053 | 1.0 | ||
2,475,100 | (3) | Cantor Fitzgerald Securities, Repurchase Agreement dated 03/31/22, 0.29%, due 04/01/22 (Repurchase Amount $2,475,120, collateralized by various U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $2,524,602, due 04/25/22-12/20/71) | 2,475,100 | 1.0 | ||
2,475,053 | (3) | MUFG Securities America Inc., Repurchase Agreement dated 03/31/22, 0.30%, due 04/01/22 (Repurchase Amount $2,475,073, collateralized by various U.S. Government Agency Obligations, 1.920%-4.500%, Market Value plus accrued interest $2,524,554, due 12/01/28-03/01/52) | 2,475,053 | 1.0 | ||
733,660 | (3) | Nomura Securities, Repurchase Agreement dated 03/31/22, 0.27%, due 04/01/22 (Repurchase Amount $733,665, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.000%, Market Value plus accrued interest $748,333, due 06/01/27-08/01/58) | 733,660 | 0.3 | ||
2,475,053 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 03/31/22, 0.30%, due 04/01/22 (Repurchase Amount $2,475,073, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-5.500%, Market Value plus accrued interest $2,524,554, due 04/26/22-03/20/52) | 2,475,053 | 0.9 | ||
Total Repurchase Agreements | ||||||
(Cost $10,633,919) | 10,633,919 | 4.2 | ||||
Shares | Value | Percentage of Net Assets | ||||
Mutual Funds: 0.6% | ||||||
1,441,000 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.230% | ||||
(Cost $1,441,000) | 1,441,000 | 0.6 | ||||
Total Short-Term Investments | ||||||
(Cost $12,074,919) | 12,074,919 | 4.8 | ||||
Total Investments in Securities (Cost $249,471,719) | $ | 255,968,136 | 102.6 | |||
Liabilities in Excess of Other Assets | (6,510,791) | (2.6) | ||||
Net Assets | $ | 249,457,345 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(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, 2022. |
Voya SmallCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2022 (Unaudited) (Continued) |
Fair Value Measurements
The following is a summary of the fair valuations according to the inputs used as of March 31, 2022 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, 2022 | |||||||||||||
Asset Table | ||||||||||||||||
Investments, at fair value | ||||||||||||||||
Common Stock* | $ | 240,215,597 | $ | – | $ | – | $ | 240,215,597 | ||||||||
Exchange-Traded Funds | 3,677,620 | – | – | 3,677,620 | ||||||||||||
Short-Term Investments | 1,441,000 | 10,633,919 | – | 12,074,919 | ||||||||||||
Total Investments, at fair value | $ | 245,334,217 | $ | 10,633,919 | $ | – | $ | 255,968,136 |
* | For further breakdown of Common Stock by sector, please refer to the Portfolio of Investments. |
At March 31, 2022, 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 $250,548,699.
Net unrealized appreciation consisted of:
Gross Unrealized Appreciation | $ | 16,768,950 | ||
Gross Unrealized Depreciation | (11,349,540 | ) | ||
Net Unrealized Appreciation | $ | 5,419,410 |