Date: 11/22/2022 01:20 PM | Project: Form Type: | |||||
Client: __ | File: tm2230778-56_lrgcapvluprtfo.htm Type: Pg: 1 of 4 | |||||
Voya Large Cap Value Portfolio | PORTFOLIO OF INVESTMENTS |
As of September 30, 2022 (Unaudited) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: 98.9% | |||||
Communication Services: 8.6% | |||||
1,186,366 | AT&T, Inc. | $ | 18,198,854 | 4.1 | |
191,669 | Fox Corp. - Class A | 5,880,405 | 1.3 | ||
218,381 | (1) | Paramount Global - Class B | 4,157,974 | 0.9 | |
110,917 | (2) | Walt Disney Co. | 10,462,801 | 2.3 | |
38,700,034 | 8.6 | ||||
Consumer Discretionary: 6.1% | |||||
68,950 | (2) | Aptiv PLC | 5,392,579 | 1.2 | |
133,799 | (2) | Caesars Entertainment, Inc. | 4,316,356 | 1.0 | |
48,046 | (2) | Expedia Group, Inc. | 4,501,430 | 1.0 | |
29,585 | McDonald's Corp. | 6,826,443 | 1.5 | ||
77,079 | Ralph Lauren Corp. | 6,546,319 | 1.4 | ||
27,583,127 | 6.1 | ||||
Consumer Staples: 5.9% | |||||
99,647 | Coca-Cola Co. | 5,582,225 | 1.2 | ||
210,318 | Kraft Heinz Co. | 7,014,105 | 1.6 | ||
167,343 | Philip Morris International, Inc. | 13,891,143 | 3.1 | ||
26,487,473 | 5.9 | ||||
Energy: 8.3% | |||||
319,970 | BP PLC ADR | 9,135,144 | 2.0 | ||
30,551 | Chevron Corp. | 4,389,262 | 1.0 | ||
108,188 | ConocoPhillips | 11,071,960 | 2.5 | ||
50,351 | Diamondback Energy, Inc. | 6,065,281 | 1.3 | ||
63,706 | Valero Energy Corp. | 6,806,986 | 1.5 | ||
37,468,633 | 8.3 | ||||
Financials: 19.0% | |||||
202,177 | Apollo Global Management, Inc. | 9,401,231 | 2.1 | ||
51,029 | Arthur J. Gallagher & Co. | 8,737,185 | 1.9 | ||
47,195 | Assurant, Inc. | 6,856,018 | 1.5 | ||
206,627 | Bank of New York Mellon Corp. | 7,959,272 | 1.8 | ||
372,014 | Equitable Holdings, Inc. | 9,802,569 | 2.2 | ||
61,684 | First Republic Bank | 8,052,846 | 1.8 | ||
174,511 | JPMorgan Chase & Co. | 18,236,400 | 4.0 | ||
88,390 | Nasdaq, Inc. | 5,009,945 | 1.1 | ||
264,795 | Truist Financial Corp. | 11,529,174 | 2.6 | ||
85,584,640 | 19.0 | ||||
Health Care: 16.2% | |||||
66,239 | (1) | Alcon, Inc. | 3,853,785 | 0.8 | |
229,846 | (2) | Boston Scientific Corp. | 8,901,935 | 2.0 | |
209,931 | Bristol-Myers Squibb Co. | 14,923,995 | 3.3 | ||
22,651 | Eli Lilly & Co. | 7,324,201 | 1.6 | ||
19,698 | Humana, Inc. | 9,557,273 | 2.1 | ||
24,807 | McKesson Corp. | 8,431,155 | 1.9 | ||
20,216 | Thermo Fisher Scientific, Inc. | 10,253,353 | 2.3 | ||
21,707 | (2) | Vertex Pharmaceuticals, Inc. | 6,285,045 | 1.4 | |
23,642 | Zoetis, Inc. | 3,505,872 | 0.8 | ||
73,036,614 | 16.2 | ||||
Industrials: 9.9% | |||||
53,864 | Booz Allen Hamilton Holding Corp. | 4,974,340 | 1.1 | ||
327,749 | Howmet Aerospace, Inc. | 10,137,277 | 2.2 | ||
255,142 | nVent Electric PLC | 8,065,039 | 1.8 | ||
143,001 | Raytheon Technologies Corp. | 11,706,062 | 2.6 | ||
36,511 | (2) | United Rentals, Inc. | 9,862,351 | 2.2 | |
44,745,069 | 9.9 | ||||
Information Technology: 10.0% | |||||
32,895 | Analog Devices, Inc. | 4,583,589 | 1.0 | ||
15,945 | Broadcom, Inc. | 7,079,740 | 1.6 | ||
3,430 | Constellation Software, Inc./Canada | 4,772,700 | 1.1 | ||
88,748 | Dolby Laboratories, Inc. | 5,781,932 | 1.3 | ||
22,292 | Motorola Solutions, Inc. | 4,992,739 | 1.1 | ||
83,401 | (2) | PayPal Holdings, Inc. | 7,178,324 | 1.6 | |
9,069 | Roper Technologies, Inc. | 3,261,575 | 0.7 | ||
51,081 | (2) | Salesforce, Inc. | 7,347,491 | 1.6 | |
44,998,090 | 10.0 | ||||
Materials: 4.8% | |||||
21,205 | Air Products & Chemicals, Inc. | 4,935,040 | 1.1 | ||
90,212 | Alcoa Corp. | 3,036,536 | 0.7 | ||
46,579 | CF Industries Holdings, Inc. | 4,483,229 | 1.0 | ||
76,823 | Eastman Chemical Co. | 5,458,274 | 1.2 | ||
20,967 | Reliance Steel & Aluminum Co. | 3,656,854 | 0.8 | ||
21,569,933 | 4.8 | ||||
Real Estate: 4.4% | |||||
55,809 | ProLogis, Inc. | 5,670,194 | 1.2 | ||
42,740 | Ryman Hospitality Properties | 3,145,237 | 0.7 | ||
114,496 | UDR, Inc. | 4,775,628 | 1.1 | ||
99,756 | Welltower, Inc. | 6,416,306 | 1.4 | ||
20,007,365 | 4.4 | ||||
Utilities: 5.7% | |||||
48,293 | Ameren Corp. | 3,890,001 | 0.9 | ||
51,596 | American Electric Power Co., Inc. | 4,460,474 | 1.0 | ||
56,452 | Entergy Corp. | 5,680,765 | 1.2 | ||
110,582 | Exelon Corp. | 4,142,402 | 0.9 | ||
95,869 | NextEra Energy, Inc. | 7,517,088 | 1.7 | ||
440,822 | (2),(3) | PRIME AET&D Holdings NO 1 | – | – | |
25,690,730 | 5.7 | ||||
Total Common Stock | |||||
(Cost $481,377,742) | 445,871,708 | 98.9 | |||
OTHER(4): –% | |||||
Communications: –% | |||||
32,517 | (3),(5) | Tribune Co. (Escrow) | – | – |
Date: 11/22/2022 01:20 PM | Project: Form Type: | |||||
Client: __ | File: tm2230778-56_lrgcapvluprtfo.htm Type: Pg: 2 of 4 | |||||
Voya Large Cap Value Portfolio | PORTFOLIO OF INVESTMENTS |
As of September 30, 2022 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | ||||
OTHER(4): (continued) | ||||||
Energy: –% | ||||||
1,685,000 | (3),(5) | Samson Investment Co. (Escrow) | $ | – | – | |
Total Other | ||||||
(Cost $30,842) | – | – | ||||
Principal Amount† | Value | Percentage of Net Assets | ||||
CORPORATE BONDS/NOTES: –% | ||||||
Financial: –% | ||||||
1,216,000 | (3),(6) | Tropicana Entertainment LLC / Tropicana Finance Corp., 9.625%, 12/15/2014 | – | – | ||
Total Corporate Bonds/Notes | ||||||
(Cost $787,908) | – | – | ||||
Total Long-Term Investments | ||||||
(Cost $482,196,492) | 445,871,708 | 98.9 | ||||
Principal Amount† | Value | Percentage of Net Assets | ||||
SHORT-TERM INVESTMENTS: 1.1% | ||||||
Repurchase Agreements: 1.1% | ||||||
1,141,844 | (7) | Bank of America Inc., Repurchase Agreement dated 09/30/22, 3.05%, due 10/03/22 (Repurchase Amount $1,142,130, collateralized by various U.S. Government Agency Obligations, 2.000%-6.000%, Market Value plus accrued interest $1,164,681, due 07/01/50-09/01/52) | 1,141,844 | 0.2 | ||
1,141,844 | (7) | Daiwa Capital Markets, Repurchase Agreement dated 09/30/22, 3.05%, due 10/03/22 (Repurchase Amount $1,142,130, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,164,681, due 10/04/22-09/20/52) | 1,141,844 | 0.3 | ||
1,141,844 | (7) | Jefferies LLC, Repurchase Agreement dated 09/30/22, 3.08%, due 10/03/22 (Repurchase Amount $1,142,133, collateralized by various U.S. Government Agency Obligations, 0.000%-6.625%, Market Value plus accrued interest $1,164,682, due 12/15/22-11/15/30) | 1,141,844 | 0.2 | ||
338,079 | (7) | JPMorgan Securities LLC, Repurchase Agreement dated 09/30/22, 2.97%, due 10/03/22 (Repurchase Amount $338,162, collateralized by various U.S. Government Securities, 0.250%-3.875%, Market Value plus accrued interest $344,841, due 09/30/23-09/30/29) | 338,079 | 0.1 | ||
1,141,844 | (7) | RBC Dominion Securities Inc., Repurchase Agreement dated 09/30/22, 3.04%, due 10/03/22 (Repurchase Amount $1,142,129, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $1,164,681, due 08/15/25-08/20/52) | 1,141,844 | 0.3 | ||
Total Repurchase Agreements | ||||||
(Cost $4,905,455) | 4,905,455 | 1.1 | ||||
Shares | Value | Percentage of Net Assets | ||||
Mutual Funds: 0.0% | ||||||
148,000 | (8) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.930% | ||||
(Cost $148,000) | 148,000 | 0.0 | ||||
Total Short-Term Investments | ||||||
(Cost $5,053,455) | 5,053,455 | 1.1 | ||||
Total Investments in Securities (Cost $487,249,947) | $ | 450,925,163 | 100.0 | |||
Assets in Excess of Other Liabilities | 162,657 | 0.0 | ||||
Net Assets | $ | 451,087,820 | 100.0 |
Date: 11/22/2022 01:20 PM | Project: Form Type: | |||||
Client: __ | File: tm2230778-56_lrgcapvluprtfo.htm Type: Pg: 3 of 4 | |||||
Voya Large 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) | Security, or a portion of the security, is on loan. |
(2) | Non-income producing security. |
(3) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(4) | Represents an escrow position for future entitlements, if any, on the defaulted bond. The escrow position was received in exchange for the defaulted bond as part of the bankruptcy reorganization of the bond issuer. These holdings are non-income producing. |
(5) | Restricted security as to resale, excluding Rule 144A securities. As of September 30, 2022, the Portfolio held restricted securities with a fair value of $– or 0.0% of net assets. Please refer to the table below for additional details. |
(6) | Defaulted security. |
(7) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(8) | 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 | $ | 38,700,034 | $ | – | $ | – | $ | 38,700,034 | ||||||||
Consumer Discretionary | 27,583,127 | – | – | 27,583,127 | ||||||||||||
Consumer Staples | 26,487,473 | – | – | 26,487,473 | ||||||||||||
Energy | 37,468,633 | – | – | 37,468,633 | ||||||||||||
Financials | 85,584,640 | – | – | 85,584,640 | ||||||||||||
Health Care | 73,036,614 | – | �� | – | 73,036,614 | |||||||||||
Industrials | 44,745,069 | – | – | 44,745,069 | ||||||||||||
Information Technology | 44,998,090 | – | – | 44,998,090 | ||||||||||||
Materials | 21,569,933 | – | – | 21,569,933 | ||||||||||||
Real Estate | 20,007,365 | – | – | 20,007,365 | ||||||||||||
Utilities | 25,690,730 | – | – | 25,690,730 | ||||||||||||
Total Common Stock | 445,871,708 | – | – | 445,871,708 | ||||||||||||
Corporate Bonds/Notes | – | – | – | – | ||||||||||||
Other | – | – | - | - | ||||||||||||
Short-Term Investments | 148,000 | 4,905,455 | – | 5,053,455 | ||||||||||||
Total Investments, at fair value | $ | 446,019,708 | $ | 4,905,455 | $ | - | $ | 450,925,163 |
Date: 11/22/2022 01:20 PM | Project: Form Type: | |||||
Client: __ | File: tm2230778-56_lrgcapvluprtfo.htm Type: Pg: 4 of 4 | |||||
Voya Large Cap Value Portfolio | PORTFOLIO OF INVESTMENTS |
As of September 30, 2022 (Unaudited) (Continued) |
At September 30, 2022, Voya Large Cap Value Portfolio held the following restricted securities:
Security | Acquisition Date | Acquisition Cost | Fair Value | |||||
Samson Investment Co. (Escrow) | 6/28/2017 | $ | 30,842 | $ | – | |||
Tribune Co. (Escrow) | 8/16/2015 | – | – | |||||
$ | 30,842 | $ | – |
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 $490,449,910.
Net unrealized depreciation consisted of:
Gross Unrealized Appreciation | $ | 23,763,259 | ||
Gross Unrealized Depreciation | (63,172,381 | ) | ||
Net Unrealized Depreciation | $ | (39,409,122 | ) |