Voya MidCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
As of September 30, 2022 (Unaudited) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: 97.1% | |||||
Communication Services: 2.7% | |||||
126,770 | (1) | Live Nation Entertainment, Inc. | $ | 9,639,591 | 1.1 |
90,912 | (1) | Pinterest, Inc. | 2,118,249 | 0.2 | |
317,665 | (1),(2) | ZoomInfo Technologies, Inc. | 13,233,924 | 1.4 | |
24,991,764 | 2.7 | ||||
Consumer Discretionary: 14.3% | |||||
101,626 | (1) | Aptiv PLC | 7,948,169 | 0.9 | |
19,332 | (1) | Chipotle Mexican Grill, Inc. | 29,051,356 | 3.1 | |
38,388 | Domino's Pizza, Inc. | 11,907,958 | 1.3 | ||
134,616 | (1),(2) | Etsy, Inc. | 13,479,100 | 1.4 | |
155,427 | (1) | Expedia Group, Inc. | 14,561,956 | 1.6 | |
162,337 | (1),(2) | Floor & Decor Holdings, Inc. | 11,405,798 | 1.2 | |
78,178 | (1) | Lululemon Athletica, Inc. | 21,855,442 | 2.3 | |
95,464 | (2) | Ralph Lauren Corp. | 8,107,757 | 0.9 | |
178,154 | (2) | Ross Stores, Inc. | 15,013,037 | 1.6 | |
133,330,573 | 14.3 | ||||
Consumer Staples: 3.8% | |||||
197,983 | (1),(2) | Celsius Holdings, Inc. | 17,953,098 | 1.9 | |
56,492 | Constellation Brands, Inc. | 12,975,083 | 1.4 | ||
476,741 | (1),(2) | Olaplex Holdings, Inc. | 4,552,877 | 0.5 | |
35,481,058 | 3.8 | ||||
Energy: 3.8% | |||||
95,075 | Diamondback Energy, Inc. | 11,452,734 | 1.2 | ||
281,472 | Halliburton Co. | 6,929,841 | 0.7 | ||
161,699 | (2) | Hess Corp. | 17,623,574 | 1.9 | |
36,006,149 | 3.8 | ||||
Financials: 4.2% | |||||
81,274 | LPL Financial Holdings, Inc. | 17,756,743 | 1.9 | ||
50,378 | MSCI, Inc. - Class A | 21,248,937 | 2.3 | ||
39,005,680 | 4.2 | ||||
Health Care: 15.5% | |||||
167,383 | Agilent Technologies, Inc. | 20,345,404 | 2.2 | ||
39,493 | Bio-Techne Corp. | 11,216,012 | 1.2 | ||
37,331 | (1) | Charles River Laboratories International, Inc. | 7,346,741 | 0.8 | |
97,082 | (2) | Conmed Corp. | 7,783,064 | 0.8 | |
299,605 | (1) | DexCom, Inc. | 24,130,187 | 2.6 | |
74,385 | (1),(2) | Novocure Ltd. | 5,651,772 | 0.6 | |
457,709 | (1),(2) | Progyny, Inc. | 16,962,696 | 1.8 | |
98,315 | Resmed, Inc. | 21,462,164 | 2.3 | ||
117,098 | (1) | Seagen, Inc. | 16,022,519 | 1.7 | |
64,997 | (1) | United Therapeutics Corp. | 13,609,072 | 1.5 | |
144,529,631 | 15.5 | ||||
Industrials: 14.6% | |||||
162,707 | Ametek, Inc. | 18,452,601 | 2.0 | ||
156,551 | Booz Allen Hamilton Holding Corp. | 14,457,485 | 1.5 | ||
238,611 | Howmet Aerospace, Inc. | 7,380,238 | 0.8 | ||
76,720 | Hubbell, Inc. | 17,108,560 | 1.8 | ||
56,913 | IDEX Corp. | 11,374,063 | 1.2 | ||
194,361 | (2) | Quanta Services, Inc. | 24,759,648 | 2.7 | |
33,765 | TransDigm Group, Inc. | 17,720,547 | 1.9 | ||
41,233 | (1) | United Rentals, Inc. | 11,137,858 | 1.2 | |
101,132 | Waste Connections, Inc. | 13,665,967 | 1.5 | ||
136,056,967 | 14.6 | ||||
Information Technology: 32.2% | |||||
245,525 | (1) | Cadence Design Systems, Inc. | 40,126,151 | 4.3 | |
101,164 | CDW Corp. | 15,789,677 | 1.7 | ||
122,383 | (1),(2) | Crowdstrike Holdings, Inc. | 20,169,942 | 2.2 | |
182,344 | (1) | Datadog, Inc. | 16,188,500 | 1.7 | |
352,587 | (1) | Dynatrace, Inc. | 12,273,554 | 1.3 | |
67,068 | (1) | Enphase Energy, Inc. | 18,609,358 | 2.0 | |
106,255 | Entegris, Inc. | 8,821,290 | 0.9 | ||
81,324 | (1),(2) | Gartner, Inc. | 22,501,538 | 2.4 | |
157,627 | (1) | Keysight Technologies, Inc. | 24,804,185 | 2.7 | |
132,688 | Marvell Technology, Inc. | 5,693,642 | 0.6 | ||
40,682 | (1) | MongoDB, Inc. | 8,077,818 | 0.9 | |
27,961 | Monolithic Power Systems, Inc. | 10,161,027 | 1.1 | ||
76,367 | Motorola Solutions, Inc. | 17,103,917 | 1.8 | ||
173,485 | (1) | Palo Alto Networks, Inc. | 28,415,108 | 3.0 | |
110,172 | (1),(2) | Paylocity Holding Corp. | 26,615,352 | 2.9 | |
34,689 | Roper Technologies, Inc. | 12,475,552 | 1.3 | ||
81,384 | (1),(2) | Zscaler, Inc. | 13,377,088 | 1.4 | |
301,203,699 | 32.2 | ||||
Materials: 3.5% | |||||
92,659 | Ashland, Inc. | 8,799,825 | 0.9 | ||
99,132 | Avery Dennison Corp. | 16,128,777 | 1.7 | ||
98,300 | (2) | Crown Holdings, Inc. | 7,965,249 | 0.9 | |
32,893,851 | 3.5 | ||||
Real Estate: 2.5% | |||||
163,961 | Equity Lifestyle Properties, Inc. | 10,303,309 | 1.1 | ||
47,786 | (2) | SBA Communications Corp. | 13,602,285 | 1.4 | |
23,905,594 | 2.5 | ||||
Total Common Stock | |||||
(Cost $985,672,196) | 907,404,966 | 97.1 |
Voya MidCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
As of September 30, 2022 (Unaudited) (Continued) |
Principal Amount† | Value | Percentage of Net Assets | |||
SHORT-TERM INVESTMENTS: 8.3% | |||||
Repurchase Agreements: 3.5% | |||||
7,231,782 | (3) | Cantor Fitzgerald Securities, Repurchase Agreement dated 09/30/22, 3.05%, due 10/03/22 (Repurchase Amount $7,233,595, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $7,376,418, due 11/01/22-08/20/72) | $ | 7,231,782 | 0.8 |
3,638,226 | (3) | Citadel Securities LLC, Repurchase Agreement dated 09/30/22, 3.06%, due 10/03/22 (Repurchase Amount $3,639,141, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $3,711,944, due 10/15/22-08/15/52) | 3,638,226 | 0.4 | |
4,412,137 | (3) | Citigroup, Inc., Repurchase Agreement dated 09/30/22, 2.98%, due 10/03/22 (Repurchase Amount $4,413,218, collateralized by various U.S. Government Securities, 0.000%-4.250%, Market Value plus accrued interest $4,500,380, due 01/26/23-05/15/48) | 4,412,137 | 0.5 | |
2,168,200 | (3) | Mirae Asset Securities USA Inc., Repurchase Agreement dated 09/30/22, 3.08%, due 10/03/22 (Repurchase Amount $2,168,749, collateralized by various U.S. Government Agency Obligations, 0.550%-8.000%, Market Value plus accrued interest $2,212,132, due 11/01/22-08/20/72) | 2,168,200 | 0.2 | |
10,076,780 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 09/30/22, 3.04%, due 10/03/22 (Repurchase Amount $10,079,298, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $10,278,316, due 08/15/25-08/20/52) | 10,076,780 | 1.1 | |
5,303,775 | (3) | State of Wisconsin Investment Board, Repurchase Agreement dated 09/30/22, 3.04%, due 10/03/22 (Repurchase Amount $5,305,100, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $5,409,982, due 10/15/24-02/15/51) | 5,303,775 | 0.5 | |
Total Repurchase Agreements | |||||
(Cost $32,830,900) | 32,830,900 | 3.5 | |||
Time Deposits: 1.1% | |||||
1,020,000 | (3) | Barclays Bank PLC, 3.090%, 10/03/2022 | 1,020,000 | 0.1 | |
830,000 | (3) | Canadian Imperial Bank of Commerce, 3.030%, 10/03/2022 | 830,000 | 0.1 | |
920,000 | (3) | Credit Agricole, 3.060%, 10/03/2022 | 920,000 | 0.1 | |
940,000 | (3) | Landesbank Baden-Wurttemberg, 3.070%, 10/03/2022 | 940,000 | 0.1 | |
930,000 | (3) | Mizuho Bank Ltd., 3.070%, 10/03/2022 | 930,000 | 0.1 | |
810,000 | (3) | National Australia Bank Ltd., 3.050%, 10/03/2022 | 810,000 | 0.1 | |
1,050,000 | (3) | Royal Bank of Canada, 3.070%, 10/03/2022 | 1,050,000 | 0.1 | |
1,050,000 | (3) | Skandinaviska Enskilda Banken AB, 3.050%, 10/03/2022 | 1,050,000 | 0.1 | |
840,000 | (3) | Societe Generale, 3.060%, 10/03/2022 | 840,000 | 0.1 | |
1,050,000 | (3) | Svenska Handelsbanken AB, 3.000%, 10/03/2022 | 1,050,000 | 0.1 | |
1,020,000 | (3) | Toronto-Dominion Bank, 3.060%, 10/03/2022 | 1,020,000 | 0.1 |
Voya MidCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
As of September 30, 2022 (Unaudited) (Continued) |
Principal Amount† | Value | Percentage of Net Assets | |||
SHORT-TERM INVESTMENTS: (continued) | |||||
Time Deposits (continued) | |||||
Total Time Deposits | |||||
(Cost $10,460,000) | $ | 10,460,000 | 1.1 | ||
Shares | Value | Percentage of Net Assets | |||
Mutual Funds: 3.7% | |||||
34,409,000 | (4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.930% | |||
(Cost $34,409,000) | 34,409,000 | 3.7 | |||
Total Short-Term Investments | |||||
(Cost $77,699,900) | 77,699,900 | 8.3 | |||
Total Investments in Securities (Cost $1,063,372,096) | $ | 985,104,866 | 105.4 | ||
Liabilities in Excess of Other Assets | (50,827,844) | (5.4) | |||
Net Assets | $ | 934,277,022 | 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, 2022. |
Fair Value Measurements | ||||||||||||||||
The following is a summary of the fair valuations according to the inputs used as of September 30, 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 September 30, 2022 | |||||||||||||
Asset Table | ||||||||||||||||
Investments, at fair value | ||||||||||||||||
Common Stock* | $ | 907,404,966 | $ | – | $ | – | $ | 907,404,966 | ||||||||
Short-Term Investments | 34,409,000 | 43,290,900 | – | 77,699,900 | ||||||||||||
Total Investments, at fair value | $ | 941,813,966 | $ | 43,290,900 | $ | – | $ | 985,104,866 |
* | For further breakdown of Common Stock by sector, please refer to the Portfolio of Investments. |
Voya MidCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS |
As of September 30, 2022 (Unaudited) (Continued) |
At September 30, 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 $1,066,423,177. | |||||
Net unrealized depreciation consisted of: | |||||
Gross Unrealized Appreciation | $ | 77,799,526 | |||
Gross Unrealized Depreciation | (159,117,837 | ) | |||
Net Unrealized Depreciation | $ | (81,318,311 | ) |