VY® American Century Small-Mid Cap Value Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: 96.1% | |||||
Communication Services: 1.4% | |||||
1,984 | Electronic Arts, Inc. | $ | 229,569 | 0.1 | |
145,961 | Entravision Communications Corp. | 579,465 | 0.2 | ||
119,141 | Fox Corp. - Class B | 3,395,518 | 1.1 | ||
15,295 | (1) | Townsquare Media, Inc. | 111,042 | 0.0 | |
4,315,594 | 1.4 | ||||
Consumer Discretionary: 8.7% | |||||
76,567 | (1) | Accel Entertainment, Inc. | 597,988 | 0.2 | |
23,580 | Advance Auto Parts, Inc. | 3,686,497 | 1.2 | ||
8,241 | (1) | Aptiv PLC | 644,529 | 0.2 | |
108,548 | BorgWarner, Inc. | 3,408,407 | 1.1 | ||
8,437 | Boyd Gaming Corp. | 402,023 | 0.1 | ||
25,532 | Brunswick Corp. | 1,671,069 | 0.5 | ||
52,373 | Cie Generale des Etablissements Michelin SCA | 1,173,449 | 0.4 | ||
23,041 | (1) | Dave & Buster's Entertainment, Inc. | 714,962 | 0.2 | |
25,955 | (1) | Dollar Tree, Inc. | 3,532,476 | 1.1 | |
19,347 | (1) | Malibu Boats, Inc. | 928,463 | 0.3 | |
28,932 | (1) | MarineMax, Inc. | 861,884 | 0.3 | |
5,947 | (1) | Mohawk Industries, Inc. | 542,307 | 0.2 | |
26,227 | (1) | OneWater Marine, Inc. | 789,695 | 0.2 | |
13,863 | (1) | Penn Entertainment, Inc. | 381,371 | 0.1 | |
16,325 | Penske Auto Group, Inc. | 1,606,870 | 0.5 | ||
2,450 | Polaris, Inc. | 234,343 | 0.1 | ||
30,991 | (1) | Red Robin Gourmet Burgers, Inc. | 208,569 | 0.1 | |
2,111 | (1) | RH | 519,454 | 0.2 | |
31,351 | (1) | Skyline Champion Corp. | 1,657,527 | 0.5 | |
27,110 | Sodexo SA | 2,035,964 | 0.6 | ||
43,505 | (1),(2) | Solo Brands, Inc. | 165,319 | 0.0 | |
61,835 | Tapestry, Inc. | 1,757,969 | 0.5 | ||
19,684 | (1) | Vizio Holding Corp. | 172,038 | 0.1 | |
27,693,173 | 8.7 | ||||
Consumer Staples: 5.9% | |||||
126,662 | Conagra Brands, Inc. | 4,132,981 | 1.3 | ||
47,748 | Edgewell Personal Care Co. | 1,785,775 | 0.6 | ||
24,270 | JM Smucker Co. | 3,334,941 | 1.0 | ||
30,053 | Kimberly-Clark Corp. | 3,382,164 | 1.1 | ||
159,966 | Koninklijke Ahold Delhaize NV | 4,074,550 | 1.3 | ||
90,687 | Orkla ASA | 659,232 | 0.2 | ||
37,155 | Spectrum Brands Holdings, Inc. | 1,450,160 | 0.4 | ||
18,819,803 | 5.9 | ||||
Energy: 3.9% | |||||
73,829 | Baker Hughes Co. | 1,547,456 | 0.5 | ||
75,353 | ChampionX Corp. | 1,474,658 | 0.5 | ||
22,305 | Devon Energy Corp. | 1,341,200 | 0.4 | ||
13,864 | Diamondback Energy, Inc. | 1,670,057 | 0.5 | ||
18,049 | (1),(2) | Earthstone Energy, Inc. | 222,364 | 0.1 | |
108,566 | (3) | Enterprise Products Partners L.P. | 2,581,699 | 0.8 | |
11,414 | Enviva, Inc. | 685,525 | 0.2 | ||
26,109 | EQT Corp. | 1,063,942 | 0.3 | ||
1,117 | (1) | NCS Multistage Holdings, Inc. | 24,295 | 0.0 | |
13,862 | Phillips 66 | 1,118,940 | 0.3 | ||
3,779 | Pioneer Natural Resources Co. | 818,267 | 0.3 | ||
12,548,403 | 3.9 | ||||
Financials: 23.5% | |||||
40,101 | Aflac, Inc. | 2,253,676 | 0.7 | ||
40,127 | Allstate Corp. | 4,997,015 | 1.6 | ||
24,165 | A-Mark Precious Metals, Inc. | 686,044 | 0.2 | ||
8,157 | Ameriprise Financial, Inc. | 2,055,156 | 0.7 | ||
31,638 | Ameris Bancorp. | 1,414,535 | 0.4 | ||
31,411 | Axis Capital Holdings Ltd. | 1,543,851 | 0.5 | ||
149,874 | Bank of New York Mellon Corp. | 5,773,146 | 1.8 | ||
37,373 | BankUnited, Inc. | 1,277,035 | 0.4 | ||
115,672 | Capitol Federal Financial, Inc. | 960,078 | 0.3 | ||
6,107 | Chubb Ltd. | 1,110,741 | 0.4 | ||
89,237 | (3) | Compass Diversified Holdings | 1,611,620 | 0.5 | |
21,387 | ConnectOne Bancorp, Inc. | 493,184 | 0.2 | ||
28,949 | (1) | Donnelley Financial Solutions, Inc. | 1,070,245 | 0.3 | |
6,236 | (2) | Enact Holdings, Inc. | 138,252 | 0.0 | |
157,265 | First BanCorp. Puerto Rico | 2,151,385 | 0.7 | ||
146,735 | First Hawaiian, Inc. | 3,614,083 | 1.1 | ||
16,212 | First Interstate Bancsystem, Inc. | 654,154 | 0.2 | ||
9,873 | First Merchants Corp. | 381,888 | 0.1 | ||
5,688 | First Mid Bancshares, Inc. | 181,845 | 0.1 | ||
167,853 | FNB Corp. | 1,947,095 | 0.6 | ||
14,668 | Hanover Insurance Group, Inc. | 1,879,558 | 0.6 | ||
68,671 | Home Bancshares, Inc./Conway AR | 1,545,784 | 0.5 | ||
2,535 | Independent Bank Corp. | 188,934 | 0.1 | ||
17,877 | Independent Bank Group, Inc. | 1,097,469 | 0.3 | ||
69,943 | Northern Trust Corp. | 5,984,323 | 1.9 | ||
129,897 | Old National Bancorp. | 2,139,404 | 0.7 | ||
13,254 | Origin Bancorp, Inc. | 509,881 | 0.2 | ||
42,007 | Pacific Premier Bancorp, Inc. | 1,300,537 | 0.4 | ||
14,650 | PacWest Bancorp | 331,090 | 0.1 | ||
21,757 | Patria Investments Ltd. | 283,929 | 0.1 | ||
13,949 | Premier Financial Corp. | 358,489 | 0.1 | ||
21,969 | ProAssurance Corp. | 428,615 | 0.1 | ||
45,120 | Prosperity Bancshares, Inc. | 3,008,602 | 0.9 | ||
23,442 | Provident Financial Services, Inc. | 457,119 | 0.1 | ||
7,969 | QCR Holdings, Inc. | 405,941 | 0.1 | ||
25,856 | Reinsurance Group of America, Inc. | 3,252,943 | 1.0 | ||
25,858 | SouthState Corp. | 2,045,885 | 0.6 | ||
35,599 | T. Rowe Price Group, Inc. | 3,738,251 | 1.2 |
VY® American Century Small-Mid Cap Value Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: (continued) | |||||
Financials: (continued) | |||||
19,050 | TowneBank/Portsmouth VA | $ | 511,111 | 0.2 | |
85,977 | Truist Financial Corp. | 3,743,439 | 1.2 | ||
22,450 | UMB Financial Corp. | 1,892,311 | 0.6 | ||
37,021 | US Bancorp | 1,492,687 | 0.5 | ||
141,894 | Valley National Bancorp | 1,532,455 | 0.5 | ||
37,423 | Veritex Holdings, Inc. | 995,078 | 0.3 | ||
26,984 | Westamerica Bancorp. | 1,410,993 | 0.4 | ||
74,849,856 | 23.5 | ||||
Health Care: 10.8% | |||||
25,906 | AmerisourceBergen Corp. | 3,505,859 | 1.1 | ||
3,973 | (1) | AMN Healthcare Services, Inc. | 420,979 | 0.1 | |
24,488 | Baxter International, Inc. | 1,318,924 | 0.4 | ||
5,120 | Becton Dickinson & Co. | 1,140,890 | 0.4 | ||
17,984 | Cardinal Health, Inc. | 1,199,173 | 0.4 | ||
51,712 | Dentsply Sirona, Inc. | 1,466,035 | 0.5 | ||
88,504 | Embecta Corp. | 2,548,030 | 0.8 | ||
21,847 | (1) | Enovis Corp. | 1,006,491 | 0.3 | |
62,884 | (1) | Henry Schein, Inc. | 4,135,881 | 1.3 | |
18,233 | (1) | Hologic, Inc. | 1,176,393 | 0.4 | |
863 | National Healthcare Corp. | 54,663 | 0.0 | ||
41,899 | Patterson Cos., Inc. | 1,006,414 | 0.3 | ||
38,202 | Quest Diagnostics, Inc. | 4,687,003 | 1.5 | ||
39,460 | Universal Health Services, Inc. | 3,479,583 | 1.1 | ||
67,580 | Zimmer Biomet Holdings, Inc. | 7,065,489 | 2.2 | ||
14,668 | (1) | Zimvie, Inc. | 144,773 | 0.0 | |
34,356,580 | 10.8 | ||||
Industrials: 16.1% | |||||
13,417 | (1) | Atkore, Inc. | 1,043,977 | 0.3 | |
7,088 | Barrett Business Services, Inc. | 552,864 | 0.2 | ||
40,333 | (1) | Beacon Roofing Supply, Inc. | 2,207,022 | 0.7 | |
35,488 | Brink's Co. | 1,719,039 | 0.5 | ||
25,304 | (1) | Ceco Environmental Corp. | 223,940 | 0.1 | |
39,011 | (1) | Charah Solutions, Inc. | 71,390 | 0.0 | |
50,890 | Cie de Saint-Gobain | 1,819,596 | 0.6 | ||
10,460 | Cummins, Inc. | 2,128,715 | 0.7 | ||
42,918 | Deluxe Corp. | 714,585 | 0.2 | ||
79,057 | (1),(2) | DIRTT Environmental Solutions | 33,995 | 0.0 | |
16,890 | (1) | DXP Enterprises, Inc. | 399,955 | 0.1 | |
7,812 | (1) | Dycom Industries, Inc. | 746,280 | 0.2 | |
65,754 | Emerson Electric Co. | 4,814,508 | 1.5 | ||
16,335 | Esab Corp. | 544,936 | 0.2 | ||
108,169 | (1) | Gates Industrial Corp. PLC | 1,055,729 | 0.3 | |
27,137 | (1) | GMS, Inc. | 1,085,751 | 0.3 | |
13,541 | Graham Corp. | 119,025 | 0.0 | ||
57,200 | (1) | Hayward Holdings, Inc. | 507,364 | 0.2 | |
113,203 | Heartland Express, Inc. | 1,619,935 | 0.5 | ||
39,923 | (1) | Hillman Solutions Corp. | 301,019 | 0.1 | |
2,319 | Hubbell, Inc. | 517,137 | 0.2 | ||
11,609 | Huntington Ingalls Industries, Inc. | 2,571,393 | 0.8 | ||
87,316 | IMI PLC | 1,079,753 | 0.3 | ||
55,489 | (1) | KAR Auction Services, Inc. | 619,812 | 0.2 | |
7,309 | (1) | Karat Packaging, Inc. | 116,871 | 0.0 | |
31,699 | Korn Ferry | 1,488,268 | 0.5 | ||
28,275 | Loomis AB | 696,892 | 0.2 | ||
14,019 | Luxfer Holdings PLC | 203,276 | 0.1 | ||
455 | Luxfer Holdings PLC ADR | 6,598 | 0.0 | ||
46,595 | MSC Industrial Direct Co. | 3,392,582 | 1.1 | ||
117,102 | nVent Electric PLC | 3,701,594 | 1.2 | ||
50,957 | Oshkosh Corp. | 3,581,768 | 1.1 | ||
12,295 | Paccar, Inc. | 1,028,969 | 0.3 | ||
11,575 | (1) | RADA Electronic Industries Ltd. | 111,467 | 0.0 | |
8,729 | Republic Services, Inc. | 1,187,493 | 0.4 | ||
117,411 | (1) | Southwest Airlines Co. | 3,620,955 | 1.1 | |
10,097 | Stanley Black & Decker, Inc. | 759,395 | 0.2 | ||
41,857 | (2) | Tecnoglass, Inc. | 878,578 | 0.3 | |
37,471 | Timken Co. | 2,212,288 | 0.7 | ||
1,021 | Unifirst Corp. | 171,763 | 0.1 | ||
22,085 | Vinci SA | 1,785,804 | 0.6 | ||
51,442,281 | 16.1 | ||||
Information Technology: 8.0% | |||||
4,859 | Advanced Energy Industries, Inc. | 376,135 | 0.1 | ||
23,548 | Amdocs Ltd. | 1,870,889 | 0.6 | ||
10,901 | Applied Materials, Inc. | 893,119 | 0.3 | ||
48,524 | Avnet, Inc. | 1,752,687 | 0.6 | ||
19,631 | Belden, Inc. | 1,178,253 | 0.4 | ||
59,554 | (1) | Coherent Corp. | 2,075,457 | 0.7 | |
31,981 | (1) | Cohu, Inc. | 824,470 | 0.3 | |
24,184 | (1) | Digital Turbine, Inc. | 348,492 | 0.1 | |
9,872 | (1) | Euronet Worldwide, Inc. | 747,903 | 0.2 | |
63,187 | EVERTEC, Inc. | 1,980,913 | 0.6 | ||
18,354 | (1) | F5, Inc. | 2,656,374 | 0.8 | |
76,422 | HP, Inc. | 1,904,436 | 0.6 | ||
15,727 | (1) | IBEX Holdings Ltd. | 292,050 | 0.1 | |
34,452 | Juniper Networks, Inc. | 899,886 | 0.3 | ||
44,804 | Kulicke & Soffa Industries, Inc. | 1,726,298 | 0.5 | ||
39,639 | Open Text Corp. | 1,048,055 | 0.3 | ||
19,316 | TE Connectivity Ltd. | 2,131,714 | 0.7 | ||
66,534 | (1) | Teradata Corp. | 2,066,546 | 0.6 | |
41,968 | Vontier Corp. | 701,285 | 0.2 | ||
25,474,962 | 8.0 | ||||
Materials: 4.8% | |||||
37,844 | Akzo Nobel NV | 2,144,610 | 0.7 | ||
123,506 | Amcor PLC | 1,325,219 | 0.4 | ||
93,250 | (1) | Axalta Coating Systems Ltd. | 1,963,845 | 0.6 | |
32,465 | Element Solutions, Inc. | 528,206 | 0.2 | ||
83,429 | Graphic Packaging Holding Co. | 1,646,888 | 0.5 | ||
18,538 | Minerals Technologies, Inc. | 915,963 | 0.3 | ||
69,545 | Mondi PLC | 1,068,376 | 0.3 | ||
31,057 | Packaging Corp. of America | 3,487,391 | 1.1 | ||
90,157 | Pactiv Evergreen, Inc. | 787,071 | 0.3 | ||
23,124 | Sonoco Products Co. | 1,311,824 | 0.4 | ||
15,179,393 | 4.8 |
VY® American Century Small-Mid Cap Value Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: (continued) | |||||
Real Estate: 7.7% | |||||
35,840 | CareTrust REIT, Inc. | $ | 649,063 | 0.2 | |
12,805 | Cousins Properties, Inc. | 298,997 | 0.1 | ||
20,852 | Easterly Government Properties, Inc. | 328,836 | 0.1 | ||
5,275 | Equinix, Inc. | 3,000,631 | 0.9 | ||
11,135 | Essex Property Trust, Inc. | 2,697,231 | 0.8 | ||
33,317 | Four Corners Property Trust, Inc. | 805,938 | 0.3 | ||
15,758 | Getty Realty Corp. | 423,733 | 0.1 | ||
27,493 | Healthcare Realty Trust, Inc. | 573,229 | 0.2 | ||
145,693 | Healthpeak Properties, Inc. | 3,339,284 | 1.1 | ||
13,132 | Highwoods Properties, Inc. | 354,039 | 0.1 | ||
40,424 | Kite Realty Group Trust | 696,101 | 0.2 | ||
11,381 | National Health Investors, Inc. | 643,368 | 0.2 | ||
13,162 | (2) | NETSTREIT Corp. | 234,415 | 0.1 | |
19,584 | Physicians Realty Trust | 294,543 | 0.1 | ||
4,790 | Public Storage, Inc. | 1,402,560 | 0.4 | ||
49,497 | Realty Income Corp. | 2,880,725 | 0.9 | ||
53,618 | Regency Centers Corp. | 2,887,329 | 0.9 | ||
21,606 | Sabra Healthcare REIT, Inc. | 283,471 | 0.1 | ||
53,313 | Summit Hotel Properties, Inc. | 358,263 | 0.1 | ||
24,198 | VICI Properties, Inc. | 722,310 | 0.2 | ||
22,493 | Weyerhaeuser Co. | 642,400 | 0.2 | ||
17,040 | WP Carey, Inc. | 1,189,392 | 0.4 | ||
24,705,858 | 7.7 | ||||
Utilities: 5.3% | |||||
7,057 | ALLETE, Inc. | 353,203 | 0.1 | ||
5,354 | Atmos Energy Corp. | 545,305 | 0.2 | ||
63,914 | Edison International | 3,616,254 | 1.1 | ||
8,951 | Evergy, Inc. | 531,689 | 0.2 | ||
10,747 | Eversource Energy | 837,836 | 0.3 | ||
4,637 | Northwest Natural Holding Co. | 201,153 | 0.1 | ||
66,002 | NorthWestern Corp. | 3,252,579 | 1.0 | ||
40,559 | Pinnacle West Capital Corp. | 2,616,461 | 0.8 | ||
8,856 | PNM Resources, Inc. | 404,985 | 0.1 | ||
9,238 | Southwest Gas Holdings, Inc. | 644,350 | 0.2 | ||
61,951 | Spire, Inc. | 3,861,406 | 1.2 | ||
16,865,221 | 5.3 | ||||
Total Common Stock | |||||
(Cost $344,524,207) | 306,251,124 | 96.1 | |||
EXCHANGE-TRADED FUNDS: 1.2% | |||||
40,310 | iShares Russell Mid-Cap Value ETF | 3,871,775 | 1.2 | ||
Total Exchange-Traded Funds | |||||
(Cost $4,266,929) | 3,871,775 | 1.2 | |||
PREFERRED STOCK: 0.6% | |||||
Consumer Staples: 0.6% | |||||
34,170 | Henkel AG & Co. KGaA | 2,029,247 | 0.6 | ||
Total Preferred Stock | |||||
(Cost $2,214,531) | 2,029,247 | 0.6 | |||
Total Long-Term Investments | |||||
(Cost $351,005,667) | 312,152,146 | 97.9 |
Principal Amount† | Value | Percentage of Net Assets | |||
SHORT-TERM INVESTMENTS: 1.8% | |||||
Repurchase Agreements: 0.4% | |||||
366,808 | (4) | Citigroup, Inc., Repurchase Agreement dated 09/30/22, 2.98%, due 10/03/22 (Repurchase Amount $366,898, collateralized by various U.S. Government Securities, 0.000%-4.250%, Market Value plus accrued interest $374,144, due 01/26/23-05/15/48) | 366,808 | 0.1 | |
1,000,000 | (4) | RBC Dominion Securities Inc., Repurchase Agreement dated 09/30/22, 3.04%, due 10/03/22 (Repurchase Amount $1,000,250, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $1,020,000, due 08/15/25-08/20/52) | 1,000,000 | 0.3 | |
Total Repurchase Agreements | |||||
(Cost $1,366,808) | 1,366,808 | 0.4 |
Shares | Value | Percentage of Net Assets | ||||
Mutual Funds: 1.4% | ||||||
4,316,772 | (5) | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.760% | ||||
(Cost $4,316,772) | 4,316,772 | 1.4 | ||||
Total Short-Term Investments | ||||||
(Cost $5,683,580) | 5,683,580 | 1.8 | ||||
Total Investments in Securities (Cost $356,689,247) | $ | 317,835,726 | 99.7 | |||
Assets in Excess of Other Liabilities | 824,058 | 0.3 | ||||
Net Assets | $ | 318,659,784 | 100.0 |
VY® American Century Small-Mid Cap Value Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
† | 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) | Security is a Master Limited Partnership. |
(4) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(5) | 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 | ||||||||||||||||
Communication Services | $ | 4,315,594 | $ | – | $ | – | $ | 4,315,594 | ||||||||
Consumer Discretionary | 24,483,760 | 3,209,413 | – | 27,693,173 | ||||||||||||
Consumer Staples | 14,086,021 | 4,733,782 | – | 18,819,803 | ||||||||||||
Energy | 12,548,403 | – | – | 12,548,403 | ||||||||||||
Financials | 74,849,856 | – | – | 74,849,856 | ||||||||||||
Health Care | 34,356,580 | – | – | 34,356,580 | ||||||||||||
Industrials | 46,060,236 | 5,382,045 | – | 51,442,281 | ||||||||||||
Information Technology | 25,474,962 | – | – | 25,474,962 | ||||||||||||
Materials | 11,966,407 | 3,212,986 | – | 15,179,393 | ||||||||||||
Real Estate | 24,705,858 | – | – | 24,705,858 | ||||||||||||
Utilities | 16,865,221 | – | – | 16,865,221 | ||||||||||||
Total Common Stock | 289,712,898 | 16,538,226 | – | 306,251,124 | ||||||||||||
Exchange-Traded Funds | 3,871,775 | – | – | 3,871,775 | ||||||||||||
Preferred Stock | – | 2,029,247 | – | 2,029,247 | ||||||||||||
Short-Term Investments | 4,316,772 | 1,366,808 | – | 5,683,580 | ||||||||||||
Total Investments, at fair value | $ | 297,901,445 | $ | 19,934,281 | $ | – | $ | 317,835,726 | ||||||||
Other Financial Instruments+ | ||||||||||||||||
Forward Foreign Currency Contracts | – | 60,916 | – | 60,916 | ||||||||||||
Total Assets | $ | 297,901,445 | $ | 19,995,197 | $ | – | $ | 317,896,642 | ||||||||
Liabilities Table | ||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||
Forward Foreign Currency Contracts | $ | – | $ | (79,467 | ) | $ | – | $ | (79,467 | ) | ||||||
Total Liabilities | $ | – | $ | (79,467 | ) | $ | – | $ | (79,467 | ) |
+ | Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are fair valued at the unrealized appreciation (depreciation) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio's investments are categorized as Level 2 investments. |
VY® American Century Small-Mid Cap Value Portfolio | PORTFOLIO OF INVESTMENTS |
as of September 30, 2022 (Unaudited) (Continued) |
At September 30, 2022, the following forward foreign currency contracts were outstanding for VY® American Century Small-Mid Cap Value Portfolio: | ||||||||||
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||
GBP 52,591 | USD 56,248 | Bank of America N.A. | 12/30/22 | $ | 2,556 | |||||
USD 1,901,062 | GBP 1,682,393 | Bank of America N.A. | 12/30/22 | 19,877 | ||||||
EUR 479,831 | USD 464,320 | JPMorgan Chase Bank N.A. | 12/30/22 | 9,399 | ||||||
USD 13,488,881 | EUR 13,729,211 | JPMorgan Chase Bank N.A. | 12/30/22 | (65,452 | ) | |||||
NOK 374,351 | USD 34,985 | UBS AG | 12/30/22 | (524 | ) | |||||
SEK 182,656 | USD 16,349 | UBS AG | 12/30/22 | 211 | ||||||
NOK 170,970 | USD 15,794 | UBS AG | 12/30/22 | (55 | ) | |||||
USD 595,005 | SEK 6,705,416 | UBS AG | 12/30/22 | (12,936 | ) | |||||
NOK 196,497 | USD 18,588 | UBS AG | 12/30/22 | (500 | ) | |||||
USD 649,216 | NOK 6,738,950 | UBS AG | 12/30/22 | 28,873 | ||||||
$ | (18,551 | ) |
Currency Abbreviations | ||
EUR | - | EU Euro |
GBP | - | British Pound |
NOK | - | Norwegian Krone |
SEK | - | Swedish Krona |
USD | - | United States Dollar |
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 $361,881,971. | ||||
Net unrealized depreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 8,954,921 | ||
Gross Unrealized Depreciation | (52,901,799 | ) | ||
Net Unrealized Depreciation | $ | (43,946,878 | ) |