VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2023 (Unaudited) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: 96.2% | |||||
Communication Services: 1.2% | |||||
25,677 | (1) | EchoStar Corp. | $ | 469,632 | 0.1 |
12,567 | (1) | Gogo, Inc. | 182,222 | 0.0 | |
17,245 | Gray Television, Inc. | 150,376 | 0.0 | ||
4,128 | (1) | IDT Corp. | 140,682 | 0.0 | |
5,000 | Iridium Communications, Inc. | 309,650 | 0.1 | ||
9,084 | John Wiley & Sons, Inc. | 352,187 | 0.1 | ||
65,604 | (1) | Liberty Latin America Ltd. | 541,889 | 0.1 | |
24,379 | (1) | Liberty Latin America Ltd. - Class A | 202,589 | 0.0 | |
47,622 | (1) | Lions Gate Entertainment Corp. - Class A | 527,176 | 0.1 | |
22,989 | (1) | Magnite, Inc. | 212,878 | 0.1 | |
37,287 | (1) | Ooma, Inc. | 466,460 | 0.1 | |
20,300 | (1) | QuinStreet, Inc. | 322,161 | 0.1 | |
11,820 | Shutterstock, Inc. | 858,132 | 0.2 | ||
18,214 | (1) | Thryv Holdings, Inc. | 420,015 | 0.1 | |
17,753 | (1) | Yelp, Inc. | 545,017 | 0.1 | |
5,701,066 | 1.2 | ||||
Consumer Discretionary: 10.3% | |||||
35,544 | (1) | 2U, Inc. | 243,476 | 0.1 | |
3,650 | Aaron's Co., Inc./The | 35,259 | 0.0 | ||
25,235 | (1) | Abercrombie & Fitch Co. - Class A | 700,271 | 0.2 | |
13,304 | Academy Sports & Outdoors, Inc. | 868,086 | 0.2 | ||
42,614 | Acushnet Holdings Corp. | 2,170,757 | 0.5 | ||
41,974 | (1) | American Axle & Manufacturing Holdings, Inc. | 327,817 | 0.1 | |
26,748 | Bloomin Brands, Inc. | 686,086 | 0.1 | ||
18,029 | Bluegreen Vacations Holding Corp. | 493,634 | 0.1 | ||
11,488 | (1) | Boot Barn Holdings, Inc. | 880,440 | 0.2 | |
3,706 | Boyd Gaming Corp. | 237,629 | 0.1 | ||
39,304 | (1) | Bright Horizons Family Solutions, Inc. | 3,026,015 | 0.7 | |
1,900 | (1) | Brinker International, Inc. | 72,200 | 0.0 | |
39,031 | Brunswick Corp. | 3,200,542 | 0.7 | ||
22,522 | Carter's, Inc. | 1,619,782 | 0.3 | ||
68,123 | (1) | Chegg, Inc. | 1,110,405 | 0.2 | |
12,663 | (1) | CROCS, Inc. | 1,601,110 | 0.3 | |
5,551 | (1) | Deckers Outdoor Corp. | 2,495,452 | 0.5 | |
3,102 | (2) | Dillards, Inc. | 954,423 | 0.2 | |
13,372 | Dine Brands Global, Inc. | 904,482 | 0.2 | ||
30,440 | (1) | Everi Holdings, Inc. | 522,046 | 0.1 | |
2,094 | (1) | Genesco, Inc. | 77,227 | 0.0 | |
3,126 | (1) | G-III Apparel Group Ltd. | 48,609 | 0.0 | |
32,094 | (1) | Goodyear Tire & Rubber Co. | 353,676 | 0.1 | |
6,954 | (1) | Helen of Troy Ltd. | 661,812 | 0.1 | |
8,625 | Hibbett, Inc. | 508,703 | 0.1 | ||
13,157 | (1) | Hilton Grand Vacations, Inc. | 584,566 | 0.1 | |
22,335 | LCI Industries | 2,453,946 | 0.5 | ||
168,116 | (1) | Leslie's, Inc. | 1,850,957 | 0.4 | |
5,090 | Marriott Vacations Worldwide Corp. | 686,437 | 0.2 | ||
2,994 | Meritage Homes Corp. | 349,579 | 0.1 | ||
20,540 | Monarch Casino & Resort, Inc. | 1,523,041 | 0.3 | ||
41,228 | (1) | National Vision Holdings, Inc. | 776,736 | 0.2 | |
3,341 | (1) | ODP Corp./The | 150,278 | 0.0 | |
2,365 | (1) | Overstock.com, Inc. | 47,939 | 0.0 | |
5,454 | Patrick Industries, Inc. | 375,290 | 0.1 | ||
36,483 | (1) | Planet Fitness, Inc. | 2,833,635 | 0.6 | |
2,044 | RCI Hospitality Holdings, Inc. | 159,780 | 0.0 | ||
28,229 | (1) | SeaWorld Entertainment, Inc. | 1,730,720 | 0.4 | |
13,874 | Signet Jewelers Ltd. | 1,079,120 | 0.2 | ||
124,049 | (1) | Sonos, Inc. | 2,433,841 | 0.5 | |
44,570 | (1) | Taylor Morrison Home Corp. | 1,705,248 | 0.4 | |
6,603 | Thor Industries, Inc. | 525,863 | 0.1 | ||
34,023 | (1) | Tri Pointe Homes, Inc. | 861,462 | 0.2 | |
29,112 | Upbound Group, Inc. | 713,535 | 0.2 | ||
129,373 | Wendy's Company | 2,817,744 | 0.6 | ||
4,763 | (1) | XPEL, Inc. | 323,646 | 0.1 | |
9,713 | (1) | Zumiez, Inc. | 179,108 | 0.0 | |
47,962,410 | 10.3 | ||||
Consumer Staples: 5.7% | |||||
10,288 | Andersons, Inc. | 425,100 | 0.1 | ||
58,036 | (1) | BJ's Wholesale Club Holdings, Inc. | 4,414,798 | 1.0 | |
9,567 | Casey's General Stores, Inc. | 2,070,873 | 0.4 | ||
29,054 | (1) | Central Garden & Pet Co. - Class A - CENTA | 1,135,140 | 0.2 | |
600 | Coca-Cola Consolidated, Inc. | 321,048 | 0.1 | ||
7,002 | (1) | Darling Ingredients, Inc. | 408,917 | 0.1 | |
21,271 | Edgewell Personal Care Co. | 902,316 | 0.2 | ||
18,586 | (1) | elf Beauty, Inc. | 1,530,557 | 0.3 | |
27,610 | (1),(2) | Freshpet, Inc. | 1,827,506 | 0.4 | |
67,163 | (1) | Herbalife Nutrition Ltd. | 1,081,324 | 0.2 | |
559 | (1) | Hostess Brands, Inc. | 13,918 | 0.0 | |
223 | (1) | John B Sanfilippo & Son, Inc. | 21,617 | 0.0 | |
360 | (1) | Lancaster Colony Corp. | 73,043 | 0.0 | |
10,029 | Medifast, Inc. | 1,039,706 | 0.2 | ||
56,661 | (1) | Performance Food Group Co. | 3,418,925 | 0.7 | |
236,180 | Primo Water Corp. | 3,625,363 | 0.8 | ||
55,232 | SpartanNash Co. | 1,369,754 | 0.3 | ||
19,983 | (1) | Sprouts Farmers Market, Inc. | 700,004 | 0.2 | |
710 | (1) | TreeHouse Foods, Inc. | 35,615 | 0.0 | |
282 | (1) | USANA Health Sciences, Inc. | 17,743 | 0.0 | |
132,836 | Utz Brands, Inc. | 2,187,809 | 0.5 | ||
26,621,076 | 5.7 | ||||
Energy: 2.8% | |||||
4,355 | (2) | Arch Resources, Inc. | 572,508 | 0.1 | |
6,133 | Berry Corp. | 48,144 | 0.0 | ||
30,551 | ChampionX Corp. | 828,849 | 0.2 | ||
3,852 | Chord Energy Corp. | 518,479 | 0.1 | ||
10,404 | (1) | CNX Resources Corp. | 166,672 | 0.0 | |
1,594 | CONSOL Energy, Inc. | 92,882 | 0.0 | ||
9,297 | CVR Energy, Inc. | 304,756 | 0.1 | ||
5,317 | Delek US Holdings, Inc. | 122,025 | 0.0 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2023 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: (continued) | |||||
Energy: (continued) | |||||
31,651 | DT Midstream, Inc. | $ | 1,562,610 | 0.3 | |
13,927 | (1) | Green Plains, Inc. | 431,598 | 0.1 | |
2,700 | Helmerich & Payne, Inc. | 96,525 | 0.0 | ||
59,444 | Liberty Energy, Inc. | 761,478 | 0.2 | ||
24,613 | Magnolia Oil & Gas Corp. | 538,533 | 0.1 | ||
20,080 | Matador Resources Co. | 956,812 | 0.2 | ||
18,525 | Murphy Oil Corp. | 685,055 | 0.2 | ||
67,655 | (1) | NexTier Oilfield Solutions, Inc. | 537,857 | 0.1 | |
9,900 | (1) | Oceaneering International, Inc. | 174,537 | 0.1 | |
10,422 | (1) | Oil States International, Inc. | 86,815 | 0.0 | |
27,200 | Ovintiv, Inc. | 981,376 | 0.2 | ||
33,186 | Patterson-UTI Energy, Inc. | 388,276 | 0.1 | ||
10,604 | PBF Energy, Inc. | 459,789 | 0.1 | ||
15,363 | PDC Energy, Inc. | 985,997 | 0.2 | ||
4,783 | (1) | Peabody Energy Corp. | 122,445 | 0.0 | |
4,343 | (1) | REX American Resources Corp. | 124,166 | 0.0 | |
29,152 | Select Energy Services, Inc. | 202,898 | 0.1 | ||
28,524 | SM Energy Co. | 803,236 | 0.2 | ||
4,428 | Solaris Oilfield Infrastructure, Inc. | 37,815 | 0.0 | ||
24,244 | (1) | Southwestern Energy Co. | 121,220 | 0.0 | |
8,920 | (1) | Weatherford International PLC | 529,402 | 0.1 | |
13,242,755 | 2.8 | ||||
Financials: 15.8% | |||||
8,199 | American Equity Investment Life Holding Co. | 299,182 | 0.1 | ||
11,337 | Ameris Bancorp. | 414,708 | 0.1 | ||
3,900 | Amerisafe, Inc. | 190,905 | 0.0 | ||
17,590 | (2) | Ares Commercial Real Estate Corp. | 159,893 | 0.0 | |
68,787 | (1) | AssetMark Financial Holdings, Inc. | 2,163,351 | 0.5 | |
16,400 | Atlantic Union Bankshares Corp. | 574,820 | 0.1 | ||
29,958 | (1) | Avantax, Inc. | 788,495 | 0.2 | |
10,663 | (1) | Axos Financial, Inc. | 393,678 | 0.1 | |
4,763 | Banc of California, Inc. | 59,680 | 0.0 | ||
8,952 | (1) | Bancorp, Inc. | 249,313 | 0.1 | |
22,891 | Bank of NT Butterfield & Son Ltd. | 618,057 | 0.1 | ||
65,122 | BankUnited, Inc. | 1,470,455 | 0.3 | ||
8,800 | Banner Corp. | 478,456 | 0.1 | ||
21,100 | (2) | Blackstone Mortgage Trust, Inc. | 376,635 | 0.1 | |
9,083 | (1) | BRP Group, Inc. | 231,253 | 0.1 | |
12,791 | Business First Bancshares, Inc. | 219,110 | 0.1 | ||
16,741 | Byline Bancorp, Inc. | 361,940 | 0.1 | ||
1,863 | Capital Bancorp, Inc. | 31,000 | 0.0 | ||
8,347 | Capital City Bank Group, Inc. | 244,651 | 0.1 | ||
1,285 | Cathay General Bancorp. | 44,358 | 0.0 | ||
2,258 | Central Pacific Financial Corp. | 40,418 | 0.0 | ||
3,584 | (1) | Coastal Financial Corp./WA | 129,060 | 0.0 | |
10,162 | Columbia Banking System, Inc. | 217,670 | 0.1 | ||
28,066 | Commerce Bancshares, Inc. | 1,637,651 | 0.4 | ||
2,800 | Community Bank System, Inc. | 146,972 | 0.0 | ||
35,945 | ConnectOne Bancorp, Inc. | 635,508 | 0.1 | ||
17,648 | Cullen/Frost Bankers, Inc. | 1,859,040 | 0.4 | ||
32,255 | CVB Financial Corp. | 538,013 | 0.1 | ||
26,063 | (1) | Donnelley Financial Solutions, Inc. | 1,064,934 | 0.2 | |
19,835 | Dynex Capital, Inc. | 240,400 | 0.1 | ||
8,899 | Eastern Bankshares, Inc. | 112,305 | 0.0 | ||
5,355 | (2) | Ellington Financial, Inc. | 65,385 | 0.0 | |
10,210 | Employers Holdings, Inc. | 425,655 | 0.1 | ||
15,087 | (1) | Enova International, Inc. | 670,315 | 0.2 | |
13,892 | Enterprise Financial Services Corp. | 619,444 | 0.1 | ||
23,900 | Essent Group Ltd. | 957,195 | 0.2 | ||
22,528 | Evercore, Inc. | 2,599,281 | 0.6 | ||
6,136 | EVERTEC, Inc. | 207,090 | 0.1 | ||
2,552 | FB Financial Corp. | 79,316 | 0.0 | ||
10,900 | Federated Hermes, Inc. | 437,526 | 0.1 | ||
1,882 | Financial Institutions, Inc. | 36,285 | 0.0 | ||
17,572 | First BanCorp. Puerto Rico | 200,672 | 0.0 | ||
589 | First BanCorp. Southern Pines NC | 20,921 | 0.0 | ||
1,963 | First Bancshares, Inc./The | 50,704 | 0.0 | ||
2,169 | First Bank/Hamilton NJ | 21,907 | 0.0 | ||
342 | First Citizens BancShares, Inc. | 332,800 | 0.1 | ||
14,483 | First Commonwealth Financial Corp. | 180,024 | 0.0 | ||
90,761 | First Financial Bancorp. | 1,975,867 | 0.4 | ||
3,731 | First Financial Corp. | 139,838 | 0.0 | ||
5,241 | First Foundation, Inc. | 39,045 | 0.0 | ||
81,997 | First Hawaiian, Inc. | 1,691,598 | 0.4 | ||
4,397 | First Horizon Corp. | 78,179 | 0.0 | ||
73,060 | First Interstate Bancsystem, Inc. | 2,181,572 | 0.5 | ||
7,600 | First Merchants Corp. | 250,420 | 0.1 | ||
884 | (1) | First Western Financial, Inc. | 17,503 | 0.0 | |
9,037 | FirstCash Holdings, Inc. | 861,859 | 0.2 | ||
7,700 | FNB Corp. | 89,320 | 0.0 | ||
51,010 | (1) | Focus Financial Partners, Inc. | 2,645,889 | 0.6 | |
5,600 | Glacier Bancorp., Inc. | 235,256 | 0.1 | ||
12,495 | Hancock Whitney Corp. | 454,818 | 0.1 | ||
1,600 | (2) | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 45,760 | 0.0 | |
6,198 | HBT Financial, Inc. | 122,225 | 0.0 | ||
22,240 | Heritage Commerce Corp. | 185,259 | 0.0 | ||
5,057 | Home Bancshares, Inc./Conway AR | 109,788 | 0.0 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2023 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: (continued) | |||||
Financials: (continued) | |||||
4,321 | HomeTrust Bancshares, Inc. | $ | 106,253 | 0.0 | |
3,584 | Houlihan Lokey, Inc. | 313,564 | 0.1 | ||
1,494 | Independent Bank Corp. | 98,036 | 0.0 | ||
63,231 | (1) | International Money Express, Inc. | 1,630,095 | 0.4 | |
7,200 | Jackson Financial, Inc. | 269,352 | 0.1 | ||
3,731 | James River Group Holdings Ltd. | 77,045 | 0.0 | ||
6,237 | Kearny Financial Corp./MD | 50,644 | 0.0 | ||
9,673 | Kinsale Capital Group, Inc. | 2,903,351 | 0.6 | ||
7,835 | KKR Real Estate Finance Trust, Inc. | 89,241 | 0.0 | ||
59,700 | Ladder Capital Corp. | 564,165 | 0.1 | ||
1,326 | Mercantile Bank Corp. | 40,549 | 0.0 | ||
9,100 | Merchants Bancorp/IN | 236,964 | 0.1 | ||
1,746 | Mid Penn Bancorp, Inc. | 44,715 | 0.0 | ||
51,977 | Moelis & Co. | 1,997,996 | 0.4 | ||
11,633 | Morningstar, Inc. | 2,361,848 | 0.5 | ||
3,764 | (1) | Mr Cooper Group, Inc. | 154,211 | 0.0 | |
700 | MVB Financial Corp. | 14,448 | 0.0 | ||
4,763 | National Bank Holdings Corp. | 159,370 | 0.0 | ||
964 | Nelnet, Inc. | 88,582 | 0.0 | ||
19,160 | (1) | NMI Holdings, Inc. | 427,843 | 0.1 | |
99,466 | OceanFirst Financial Corp. | 1,838,132 | 0.4 | ||
32,697 | OFG Bancorp | 815,463 | 0.2 | ||
45,217 | Old National Bancorp. | 652,029 | 0.1 | ||
27,592 | Old Second Bancorp, Inc. | 387,944 | 0.1 | ||
2,115 | Origin Bancorp, Inc. | 67,997 | 0.0 | ||
8,292 | Peapack-Gladstone Financial Corp. | 245,609 | 0.1 | ||
2,552 | PennyMac Financial Services, Inc. | 152,125 | 0.0 | ||
2,552 | Peoples Bancorp., Inc. | 65,714 | 0.0 | ||
2,847 | Pinnacle Financial Partners, Inc. | 157,041 | 0.0 | ||
1,684 | Piper Sandler Cos | 233,419 | 0.1 | ||
12,078 | PJT Partners, Inc. | 871,911 | 0.2 | ||
16,298 | Popular, Inc. | 935,668 | 0.2 | ||
8,052 | QCR Holdings, Inc. | 353,563 | 0.1 | ||
37,777 | Radian Group, Inc. | 834,872 | 0.2 | ||
9,573 | (1) | Remitly Global, Inc. | 162,262 | 0.0 | |
46,001 | (1) | Repay Holdings Corp. | 302,227 | 0.1 | |
1,179 | Republic Bancorp., Inc. | 50,025 | 0.0 | ||
31,893 | RLI Corp. | 4,238,899 | 0.9 | ||
6,700 | Seacoast Banking Corp. of Florida | 158,790 | 0.0 | ||
2,300 | Selective Insurance Group | 219,259 | 0.1 | ||
37,513 | ServisFirst Bancshares, Inc. | 2,049,335 | 0.4 | ||
1,800 | Sierra Bancorp. | 30,996 | 0.0 | ||
4,400 | (1) | Skyward Specialty Insurance Group, Inc. | 96,228 | 0.0 | |
5,547 | SmartFinancial, Inc. | 128,358 | 0.0 | ||
1,000 | South Plains Financial, Inc. | 21,410 | 0.0 | ||
3,200 | Southside Bancshares, Inc. | 106,240 | 0.0 | ||
17,330 | SouthState Corp. | 1,234,936 | 0.3 | ||
100,116 | StepStone Group, Inc. | 2,429,815 | 0.5 | ||
1,802 | Stifel Financial Corp. | 106,480 | 0.0 | ||
3,731 | (1) | StoneX Group, Inc. | 386,270 | 0.1 | |
6,300 | TowneBank/Portsmouth VA | 167,895 | 0.0 | ||
10,500 | Trico Bancshares | 436,695 | 0.1 | ||
6,100 | United Community Banks, Inc./GA | 171,532 | 0.0 | ||
2,500 | Univest Financial Corp. | 59,350 | 0.0 | ||
20,877 | Veritex Holdings, Inc. | 381,214 | 0.1 | ||
5,400 | Victory Capital Holdings, Inc. | 158,058 | 0.0 | ||
775 | Virtus Investment Partners, Inc. | 147,552 | 0.0 | ||
13,451 | Washington Federal, Inc. | 405,144 | 0.1 | ||
2,600 | WesBanco, Inc. | 79,820 | 0.0 | ||
17,620 | (1) | WEX, Inc. | 3,240,142 | 0.7 | |
47,724 | Wintrust Financial Corp. | 3,481,466 | 0.8 | ||
73,710,784 | 15.8 | ||||
Health Care: 13.7% | |||||
38,005 | (1) | 2seventy bio, Inc. | 387,651 | 0.1 | |
36,281 | (1) | Aclaris Therapeutics, Inc. | 293,513 | 0.1 | |
36,927 | (1) | AdaptHealth Corp. | 459,003 | 0.1 | |
4,362 | (1) | Adaptive Biotechnologies Corp. | 38,516 | 0.0 | |
136,509 | (1),(2) | Agiliti, Inc. | 2,181,414 | 0.5 | |
12,370 | (1) | Alector, Inc. | 76,570 | 0.0 | |
11,861 | (1),(2) | Allogene Therapeutics, Inc. | 58,593 | 0.0 | |
73,477 | (1) | Alphatec Holdings, Inc. | 1,146,241 | 0.2 | |
115,841 | (1) | Amicus Therapeutics, Inc. | 1,284,677 | 0.3 | |
32,541 | (1) | AnaptysBio, Inc. | 708,092 | 0.2 | |
9,231 | (1) | Apellis Pharmaceuticals, Inc. | 608,877 | 0.1 | |
13,170 | (1) | Arrowhead Pharmaceuticals, Inc. | 334,518 | 0.1 | |
14,235 | (1) | Arvinas, Inc. | 388,900 | 0.1 | |
2,314 | (1) | Atara Biotherapeutics, Inc. | 6,711 | 0.0 | |
31,176 | (1) | Axonics, Inc. | 1,700,963 | 0.4 | |
22,535 | (1),(2) | Axsome Therapeutics, Inc. | 1,389,959 | 0.3 | |
39,086 | (1) | Azenta, Inc. | 1,744,017 | 0.4 | |
8,494 | (1),(2) | Beam Therapeutics, Inc. | 260,086 | 0.1 | |
1,250 | (1) | Biohaven Ltd. | 17,075 | 0.0 | |
1,194 | (1) | Bluebird Bio, Inc. | 3,797 | 0.0 | |
5,426 | (1) | Blueprint Medicines Corp. | 244,116 | 0.1 | |
6,348 | (1) | Bridgebio Pharma, Inc. | 105,250 | 0.0 | |
6,704 | (1),(2) | Cara Therapeutics, Inc. | 32,917 | 0.0 | |
17,934 | (1) | CareDx, Inc. | 163,917 | 0.0 | |
52,886 | (1) | Catalyst Pharmaceuticals, Inc. | 876,850 | 0.2 | |
85,854 | (1) | Certara, Inc. | 2,069,940 | 0.4 | |
5,337 | Chemed Corp. | 2,869,972 | 0.6 | ||
16,179 | (1) | Chinook Therapeutics, Inc. | 374,544 | 0.1 | |
16,098 | (1) | Coherus Biosciences, Inc. | 110,110 | 0.0 | |
38,639 | (1) | Cross Country Healthcare, Inc. | 862,422 | 0.2 | |
35,553 | (1) | CTI BioPharma Corp. | 149,323 | 0.0 | |
5,828 | (1) | Cutera, Inc. | 137,657 | 0.0 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2023 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: (continued) | |||||
Health Care: (continued) | |||||
21,315 | (1) | Decibel Therapeutics, Inc. | $ | 64,371 | 0.0 |
108,370 | (1) | Definitive Healthcare Corp. | 1,119,462 | 0.2 | |
12,225 | (1) | Enanta Pharmaceuticals, Inc. | 494,379 | 0.1 | |
58,906 | Encompass Health Corp. | 3,186,815 | 0.7 | ||
59,000 | (1) | Envista Holdings Corp. | 2,411,920 | 0.5 | |
94,829 | (1) | Fate Therapeutics, Inc. | 540,525 | 0.1 | |
8,347 | (1),(2) | Fulgent Genetics, Inc. | 260,593 | 0.1 | |
95,050 | (1) | Health Catalyst, Inc. | 1,109,233 | 0.2 | |
64,908 | (1) | HealthEquity, Inc. | 3,810,749 | 0.8 | |
3,198 | (1) | Heska Corp. | 312,189 | 0.1 | |
17,729 | (1) | ICU Medical, Inc. | 2,924,576 | 0.6 | |
7,463 | (1) | Inari Medical, Inc. | 460,766 | 0.1 | |
1,797 | (1) | Inogen, Inc. | 22,427 | 0.0 | |
10,976 | (1) | Inspire Medical Systems, Inc. | 2,569,152 | 0.6 | |
10,604 | (1) | Intellia Therapeutics, Inc. | 395,211 | 0.1 | |
49,337 | (1) | Invivyd, Inc. | 59,204 | 0.0 | |
5,547 | (1) | iRhythm Technologies, Inc. | 687,994 | 0.1 | |
13,304 | (1) | Joint Corp./The | 223,906 | 0.1 | |
9,257 | (1) | Jounce Therapeutics, Inc. | 17,125 | 0.0 | |
16,735 | (1) | Kronos Bio, Inc. | 24,433 | 0.0 | |
44,143 | (1) | Kura Oncology, Inc. | 539,869 | 0.1 | |
16,546 | (1) | Kymera Therapeutics, Inc. | 490,258 | 0.1 | |
8,222 | (1) | MeiraGTx Holdings plc | 42,508 | 0.0 | |
5,343 | (1) | ModivCare, Inc. | 449,239 | 0.1 | |
5,787 | (1) | Natera, Inc. | 321,294 | 0.1 | |
3,778 | National Healthcare Corp. | 219,388 | 0.0 | ||
82,157 | (1) | Neogen Corp. | 1,521,548 | 0.3 | |
16,552 | (1) | NGM Biopharmaceuticals, Inc. | 67,532 | 0.0 | |
5,778 | (1) | Omnicell, Inc. | 338,995 | 0.1 | |
12,862 | (1) | OptimizeRx Corp. | 188,171 | 0.0 | |
34,323 | (1) | Option Care Health, Inc. | 1,090,442 | 0.2 | |
20,376 | (1) | Orthofix Medical, Inc. | 341,298 | 0.1 | |
3,958 | (1) | Outset Medical, Inc. | 72,827 | 0.0 | |
4,362 | Phibro Animal Health Corp. | 66,826 | 0.0 | ||
33,581 | (1) | PMV Pharmaceuticals, Inc. | 160,181 | 0.0 | |
90,451 | (1) | Progyny, Inc. | 2,905,286 | 0.6 | |
3,142 | (1) | Prothena Corp. PLC | 152,293 | 0.0 | |
9,424 | (1) | PTC Therapeutics, Inc. | 456,499 | 0.1 | |
7,636 | (1) | Quanterix Corp. | 86,058 | 0.0 | |
24,319 | (1) | QuidelOrtho Corp. | 2,166,580 | 0.5 | |
40,307 | (1) | Relay Therapeutics, Inc. | 663,856 | 0.1 | |
42,812 | (1) | Revance Therapeutics, Inc. | 1,378,974 | 0.3 | |
29,498 | (1) | REVOLUTION Medicines, Inc. | 638,927 | 0.1 | |
5,452 | (1) | Sage Therapeutics, Inc. | 228,766 | 0.1 | |
12,927 | (1) | Schrodinger, Inc./United States | 340,368 | 0.1 | |
6,831 | (1) | Shockwave Medical, Inc. | 1,481,166 | 0.3 | |
15,895 | (1) | SI-BONE, Inc. | 312,655 | 0.1 | |
8,641 | (1) | SpringWorks Therapeutics, Inc. | 222,419 | 0.0 | |
2,726 | (1) | Sutro Biopharma, Inc. | 12,594 | 0.0 | |
33,139 | (1) | Syndax Pharmaceuticals, Inc. | 699,896 | 0.2 | |
47,711 | (1) | Syneos Health, Inc. | 1,699,466 | 0.4 | |
36,723 | (1) | Travere Therapeutics, Inc. | 825,900 | 0.2 | |
11,783 | (1) | Twist Bioscience Corp. | 177,688 | 0.0 | |
35,180 | (1) | Veradigm, Inc. | 459,099 | 0.1 | |
8,216 | (1) | Vericel Corp. | 240,893 | 0.1 | |
44,993 | (1) | Xencor, Inc. | 1,254,855 | 0.3 | |
1,283 | (1) | Y-mAbs Therapeutics, Inc. | 6,428 | 0.0 | |
64,102,263 | 13.7 | ||||
Industrials: 21.1% | |||||
40,957 | ABM Industries, Inc. | 1,840,608 | 0.4 | ||
31,287 | ACCO Brands Corp. | 166,447 | 0.0 | ||
44,256 | (1) | Alaska Air Group, Inc. | 1,856,982 | 0.4 | |
1,300 | Albany International Corp. | 116,168 | 0.0 | ||
4,909 | Apogee Enterprises, Inc. | 212,314 | 0.0 | ||
18,833 | Applied Industrial Technologies, Inc. | 2,676,734 | 0.6 | ||
13,456 | ArcBest Corp. | 1,243,603 | 0.3 | ||
25,061 | Argan, Inc. | 1,014,219 | 0.2 | ||
13,543 | (1) | Atkore, Inc. | 1,902,521 | 0.4 | |
69,278 | (1) | AZEK Co., Inc./The | 1,630,804 | 0.3 | |
8,908 | AZZ, Inc. | 367,366 | 0.1 | ||
25,747 | (1) | Beacon Roofing Supply, Inc. | 1,515,211 | 0.3 | |
16,651 | (1) | Bloom Energy Corp. | 331,854 | 0.1 | |
6,257 | (1) | BlueLinx Holdings, Inc. | 425,226 | 0.1 | |
4,254 | Boise Cascade Co. | 269,065 | 0.1 | ||
45,405 | Brady Corp. | 2,439,611 | 0.5 | ||
7,762 | Brink's Co. | 518,502 | 0.1 | ||
7,611 | (1) | Builders FirstSource, Inc. | 675,705 | 0.1 | |
34,800 | (1) | Casella Waste Systems, Inc. | 2,876,568 | 0.6 | |
11,432 | Comfort Systems USA, Inc. | 1,668,615 | 0.4 | ||
40,503 | Douglas Dynamics, Inc. | 1,291,641 | 0.3 | ||
104,749 | (1) | Driven Brands Holdings, Inc. | 3,174,942 | 0.7 | |
8,273 | Encore Wire Corp. | 1,533,235 | 0.3 | ||
155,281 | (1) | First Advantage Corp. | 2,167,723 | 0.5 | |
2,331 | Forward Air Corp. | 251,188 | 0.1 | ||
125,115 | (1) | Gates Industrial Corp. PLC | 1,737,847 | 0.4 | |
12,422 | (1) | Generac Holdings, Inc. | 1,341,700 | 0.3 | |
4,910 | (1) | Gibraltar Industries, Inc. | 238,135 | 0.1 | |
25,250 | (1) | GMS, Inc. | 1,461,722 | 0.3 | |
16,148 | (1) | Great Lakes Dredge & Dock Corp. | 87,684 | 0.0 | |
192,300 | (1) | Hayward Holdings, Inc. | 2,253,756 | 0.5 | |
10,458 | Heidrick & Struggles International, Inc. | 317,505 | 0.1 | ||
5,343 | Herc Holdings, Inc. | 608,568 | 0.1 | ||
13,304 | (1) | Heritage-Crystal Clean, Inc. | 473,755 | 0.1 | |
248,138 | (1) | Hillman Solutions Corp. | 2,089,322 | 0.4 | |
6,911 | HNI Corp. | 192,402 | 0.0 | ||
14,915 | (1) | HUB Group, Inc. | 1,251,965 | 0.3 | |
21,450 | KBR, Inc. | 1,180,822 | 0.3 | ||
44,080 | Kelly Services, Inc. | 731,287 | 0.2 | ||
8,339 | Kforce, Inc. | 527,358 | 0.1 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2023 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: (continued) | |||||
Industrials: (continued) | |||||
38,002 | Knight-Swift Transportation Holdings, Inc. | $ | 2,150,153 | 0.5 | |
20,980 | Korn Ferry | 1,085,505 | 0.2 | ||
14,388 | Landstar System, Inc. | 2,579,193 | 0.6 | ||
18,219 | (2) | Lincoln Electric Holdings, Inc. | 3,080,833 | 0.7 | |
5,842 | Luxfer Holdings PLC | 98,730 | 0.0 | ||
64,496 | (1) | Lyft, Inc. | 597,878 | 0.1 | |
10,482 | (1) | Mastec, Inc. | 989,920 | 0.2 | |
7,168 | Matson, Inc. | 427,715 | 0.1 | ||
62,715 | MillerKnoll, Inc. | 1,282,522 | 0.3 | ||
1,873 | Moog, Inc. | 188,705 | 0.0 | ||
48,493 | (1) | MRC Global, Inc. | 471,352 | 0.1 | |
27,379 | MSA Safety, Inc. | 3,655,096 | 0.8 | ||
10,106 | Mueller Industries, Inc. | 742,589 | 0.2 | ||
431 | (1) | MYR Group, Inc. | 54,325 | 0.0 | |
7,688 | (1) | NEXTracker, Inc. | 278,767 | 0.1 | |
100,548 | (1) | NOW, Inc. | 1,121,110 | 0.2 | |
16,630 | Primoris Services Corp. | 410,096 | 0.1 | ||
35,102 | (1) | Radiant Logistics, Inc. | 230,269 | 0.0 | |
13,275 | (1) | RBC Bearings, Inc. | 3,089,491 | 0.7 | |
12,720 | (1) | Resideo Technologies, Inc. | 232,522 | 0.0 | |
46,810 | Ritchie Bros Auctioneers, Inc. | 2,634,935 | 0.6 | ||
19,098 | Rush Enterprises, Inc. - Class A | 1,042,751 | 0.2 | ||
25,742 | Simpson Manufacturing Co., Inc. | 2,822,353 | 0.6 | ||
54,847 | (1) | Stericycle, Inc. | 2,391,878 | 0.5 | |
15,270 | (1) | Sterling Infrastructure, Inc. | 578,428 | 0.1 | |
18,795 | Terex Corp. | 909,302 | 0.2 | ||
8,789 | (1) | Titan Machinery, Inc. | 267,625 | 0.1 | |
20,269 | Toro Co. | 2,253,102 | 0.5 | ||
14,421 | (1) | TriNet Group, Inc. | 1,162,477 | 0.2 | |
13,751 | TTEC Holdings, Inc. | 511,950 | 0.1 | ||
16,801 | UFP Industries, Inc. | 1,335,175 | 0.3 | ||
11,466 | Unifirst Corp. | 2,020,653 | 0.4 | ||
17,174 | (1) | V2X, Inc. | 682,151 | 0.1 | |
4,558 | Veritiv Corp. | 615,968 | 0.1 | ||
62,883 | (1) | Verra Mobility Corp. | 1,063,980 | 0.2 | |
8,347 | Watts Water Technologies, Inc. | 1,404,967 | 0.3 | ||
10,187 | Wesco International, Inc. | 1,574,299 | 0.3 | ||
82,815 | (1) | WillScot Mobile Mini Holdings Corp. | 3,882,367 | 0.8 | |
17,937 | Woodward, Inc. | 1,746,526 | 0.4 | ||
22,487 | (1) | Xometry, Inc. | 336,630 | 0.1 | |
98,664,968 | 21.1 | ||||
Information Technology: 12.5% | |||||
30,649 | Adeia, Inc. | 271,550 | 0.1 | ||
44,012 | (1) | Allegro MicroSystems, Inc. | 2,112,136 | 0.5 | |
17,334 | (1) | Alpha & Omega Co. | 467,151 | 0.1 | |
2,253 | (1) | Ambarella, Inc. | 174,427 | 0.0 | |
15,167 | (1) | Asana, Inc. | 320,479 | 0.1 | |
10,000 | (1) | Aviat Networks, Inc. | 344,600 | 0.1 | |
13,207 | (1) | Avid Technology, Inc. | 422,360 | 0.1 | |
19,494 | Badger Meter, Inc. | 2,374,759 | 0.5 | ||
7,905 | Belden, Inc. | 685,917 | 0.1 | ||
17,125 | Benchmark Electronics, Inc. | 405,691 | 0.1 | ||
2,651 | (1) | Blackline, Inc. | 178,015 | 0.0 | |
17,183 | (1) | Box, Inc. | 460,333 | 0.1 | |
18,362 | (1) | Calix, Inc. | 984,020 | 0.2 | |
3,417 | (1) | Cerence, Inc. | 95,984 | 0.0 | |
131,942 | (1) | Clearwater Analytics Holdings, Inc. | 2,105,794 | 0.4 | |
206,398 | (1) | CommScope Holding Co., Inc. | 1,314,755 | 0.3 | |
41,191 | (1) | Commvault Systems, Inc. | 2,337,177 | 0.5 | |
2,520 | (1) | Consensus Cloud Solutions, Inc. | 85,907 | 0.0 | |
8,177 | (1) | Digital Turbine, Inc. | 101,068 | 0.0 | |
18,226 | (1),(2) | DigitalOcean Holdings, Inc. | 713,912 | 0.2 | |
3,584 | (1) | Diodes, Inc. | 332,452 | 0.1 | |
110,024 | (1) | eGain Corp. | 835,082 | 0.2 | |
31,029 | (1) | Enfusion, Inc. | 325,805 | 0.1 | |
45,718 | (1) | Envestnet, Inc. | 2,682,275 | 0.6 | |
27,787 | (1) | EverCommerce, Inc. | 293,986 | 0.1 | |
2,620 | (1) | Fabrinet | 311,151 | 0.1 | |
28,243 | (1) | Guidewire Software, Inc. | 2,317,338 | 0.5 | |
134,767 | Information Services Group, Inc. | 685,964 | 0.1 | ||
58,227 | (1) | Knowles Corp. | 989,859 | 0.2 | |
34,689 | (1) | LiveRamp Holdings, Inc. | 760,730 | 0.2 | |
43,325 | (1) | MACOM Technology Solutions Holdings, Inc. | 3,069,143 | 0.7 | |
12,567 | (1),(2) | Marathon Digital Holdings, Inc. | 109,584 | 0.0 | |
7,020 | (1) | MaxLinear, Inc. | 247,174 | 0.1 | |
364 | (1) | MicroStrategy, Inc. | 106,405 | 0.0 | |
57,609 | (1) | nCino, Inc. | 1,427,551 | 0.3 | |
84,435 | (1) | nLight, Inc. | 859,548 | 0.2 | |
17,909 | (1) | Novanta, Inc. | 2,849,143 | 0.6 | |
20,130 | (1) | OSI Systems, Inc. | 2,060,507 | 0.4 | |
11,488 | (1) | PagerDuty, Inc. | 401,850 | 0.1 | |
94,324 | (1) | Paycor HCM, Inc. | 2,501,473 | 0.5 | |
6,547 | (1) | PDF Solutions, Inc. | 277,593 | 0.1 | |
5,547 | (1) | Perficient, Inc. | 400,438 | 0.1 | |
46,372 | Power Integrations, Inc. | 3,924,926 | 0.8 | ||
54,963 | (1) | Q2 Holdings, Inc. | 1,353,189 | 0.3 | |
6,431 | (1) | Qualys, Inc. | 836,159 | 0.2 | |
5,354 | (1) | Rambus, Inc. | 274,446 | 0.1 | |
28,229 | (1),(2) | Riot Platforms, Inc. | 282,008 | 0.1 | |
7,527 | (1) | Scansource, Inc. | 229,122 | 0.0 | |
7,022 | (1) | Semtech Corp. | 169,511 | 0.0 | |
19,246 | (1) | Silicon Laboratories, Inc. | 3,369,782 | 0.7 | |
28,085 | (1) | SMART Global Holdings, Inc. | 484,185 | 0.1 | |
7,121 | (1) | Sprout Social, Inc. | 433,527 | 0.1 | |
800 | (1) | SPS Commerce, Inc. | 121,840 | 0.0 | |
700 | (1) | Synaptics, Inc. | 77,805 | 0.0 | |
3,879 | (1) | Tenable Holdings, Inc. | 184,291 | 0.0 | |
76,099 | (1) | TTM Technologies, Inc. | 1,026,576 | 0.2 | |
10,121 | (1) | Ultra Clean Holdings, Inc. | 335,612 | 0.1 | |
23,284 | (1) | Unisys Corp. | 90,342 | 0.0 | |
27,198 | (1) | Upland Software, Inc. | 116,951 | 0.0 | |
46,885 | (1) | Verint Systems, Inc. | 1,745,997 | 0.4 | |
20,118 | (1) | Workiva, Inc. | 2,060,284 | 0.4 | |
12,249 | (1) | Xperi, Inc. | 133,882 | 0.0 | |
119,730 | (1) | Zuora, Inc. | 1,182,932 | 0.3 | |
58,234,453 | 12.5 | ||||
Materials: 4.5% | |||||
7,073 | AdvanSix, Inc. | 270,684 | 0.1 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2023 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | |||
COMMON STOCK: (continued) | |||||
Materials: (continued) | |||||
1,768 | Alpha Metallurgical Resources, Inc. | $ | 275,808 | 0.1 | |
30,365 | Aptargroup, Inc. | 3,588,839 | 0.8 | ||
16,841 | (1) | Arconic Corp. | 441,740 | 0.1 | |
3,879 | (1) | ATI, Inc. | 153,065 | 0.0 | |
12,539 | Avient Corp. | 516,105 | 0.1 | ||
43,115 | (1) | Axalta Coating Systems Ltd. | 1,305,953 | 0.3 | |
11,046 | Cabot Corp. | 846,566 | 0.2 | ||
24,212 | Commercial Metals Co. | 1,183,967 | 0.3 | ||
27,934 | (1) | Constellium SE | 426,832 | 0.1 | |
80,014 | (1) | Diversey Holdings Ltd. | 647,313 | 0.1 | |
7,305 | (1) | Ecovyst, Inc. | 80,720 | 0.0 | |
3,142 | Greif, Inc. - Class A | 199,109 | 0.0 | ||
8,251 | HB Fuller Co. | 564,781 | 0.1 | ||
7,602 | (1) | Ingevity Corp. | 543,695 | 0.1 | |
7,610 | (1) | Livent Corp. | 165,289 | 0.0 | |
3,697 | Louisiana-Pacific Corp. | 200,414 | 0.1 | ||
2,877 | Minerals Technologies, Inc. | 173,828 | 0.0 | ||
15,514 | (1) | O-I Glass, Inc. | 352,323 | 0.1 | |
1,900 | Olympic Steel, Inc. | 99,199 | 0.0 | ||
55,379 | Orion Engineered Carbons SA | 1,444,838 | 0.3 | ||
178,340 | (1) | Perimeter Solutions SA | 1,440,987 | 0.3 | |
15,367 | Quaker Chemical Corp. | 3,041,898 | 0.7 | ||
4,910 | Schnitzer Steel Industries, Inc. | 152,701 | 0.0 | ||
8,106 | (1) | Summit Materials, Inc. | 230,940 | 0.1 | |
9,200 | SunCoke Energy, Inc. | 82,616 | 0.0 | ||
26,173 | Tronox Holdings PLC | 376,368 | 0.1 | ||
57,930 | Valvoline, Inc. | 2,024,074 | 0.4 | ||
20,830,652 | 4.5 | ||||
Real Estate: 6.0% | |||||
32,914 | Agree Realty Corp. | 2,258,230 | 0.5 | ||
11,038 | (1) | Anywhere Real Estate, Inc. | 58,281 | 0.0 | |
41,044 | Apple Hospitality REIT, Inc. | 637,003 | 0.1 | ||
6,432 | Armada Hoffler Properties, Inc. | 75,962 | 0.0 | ||
10,400 | Broadstone Net Lease, Inc. | 176,904 | 0.0 | ||
26,483 | CareTrust REIT, Inc. | 518,537 | 0.1 | ||
5,035 | Community Healthcare Trust, Inc. | 184,281 | 0.0 | ||
27,740 | Corporate Office Properties Trust SBI MD | 657,715 | 0.1 | ||
2,410 | CTO Realty Growth, Inc. | 41,597 | 0.0 | ||
59,093 | CubeSmart | 2,731,278 | 0.6 | ||
188,525 | (1) | Cushman & Wakefield PLC | 1,987,054 | 0.4 | |
34,383 | DiamondRock Hospitality Co. | 279,534 | 0.1 | ||
19,043 | EastGroup Properties, Inc. | 3,148,189 | 0.7 | ||
17,477 | Equity Commonwealth | 361,949 | 0.1 | ||
8,884 | Essential Properties Realty Trust, Inc. | 220,767 | 0.0 | ||
4,667 | First Industrial Realty Trust, Inc. | 248,284 | 0.1 | ||
3,778 | (2) | Getty Realty Corp. | 136,121 | 0.0 | |
4,963 | Global Medical REIT, Inc. | 45,213 | 0.0 | ||
15,862 | Healthcare Realty Trust, Inc. | 306,612 | 0.1 | ||
7,783 | Independence Realty Trust, Inc. | 124,761 | 0.0 | ||
4,247 | (2) | Innovative Industrial Properties, Inc. | 322,730 | 0.1 | |
29,974 | Kite Realty Group Trust | 627,056 | 0.1 | ||
8,836 | Macerich Co. | 93,662 | 0.0 | ||
47,781 | National Retail Properties, Inc. | 2,109,531 | 0.5 | ||
7,125 | National Storage Affiliates Trust | 297,682 | 0.1 | ||
4,988 | NETSTREIT Corp. | 91,181 | 0.0 | ||
135,278 | Outfront Media, Inc. | 2,195,562 | 0.5 | ||
21,300 | Phillips Edison & Co., Inc. | 694,806 | 0.2 | ||
58,745 | Physicians Realty Trust | 877,063 | 0.2 | ||
14,141 | Piedmont Office Realty Trust, Inc. | 103,229 | 0.0 | ||
3,236 | Plymouth Industrial REIT, Inc. | 67,988 | 0.0 | ||
14,593 | PotlatchDeltic Corp. | 722,354 | 0.2 | ||
34,171 | RLJ Lodging Trust | 362,213 | 0.1 | ||
1,855 | RMR Group, Inc. | 48,675 | 0.0 | ||
35,723 | Ryman Hospitality Properties | 3,205,425 | 0.7 | ||
35,504 | SITE Centers Corp. | 435,989 | 0.1 | ||
33,227 | STAG Industrial, Inc. | 1,123,737 | 0.2 | ||
884 | Terreno Realty Corp. | 57,106 | 0.0 | ||
24,681 | UMH Properties, Inc. | 365,032 | 0.1 | ||
3,133 | Xenia Hotels & Resorts, Inc. | 41,011 | 0.0 | ||
28,040,304 | 6.0 | ||||
Utilities: 2.6% | |||||
4,536 | Chesapeake Utilities Corp. | 580,563 | 0.1 | ||
13,864 | Clearway Energy, Inc.-Class A | 416,336 | 0.1 | ||
37,834 | Clearway Energy, Inc.-Class C | 1,185,339 | 0.2 | ||
5,035 | Idacorp, Inc. | 545,442 | 0.1 | ||
4,200 | MGE Energy, Inc. | 326,214 | 0.1 | ||
5,547 | New Jersey Resources Corp. | 295,100 | 0.1 | ||
7,757 | Northwest Natural Holding Co. | 368,923 | 0.1 | ||
49,147 | NorthWestern Corp. | 2,843,645 | 0.6 | ||
5,989 | ONE Gas, Inc. | 474,509 | 0.1 | ||
78,783 | Portland General Electric Co. | 3,851,701 | 0.8 | ||
7,020 | Southwest Gas Holdings, Inc. | 438,399 | 0.1 | ||
4,615 | Spire, Inc. | 323,696 | 0.1 | ||
8,936 | Unitil Corp. | 509,709 | 0.1 | ||
12,159,576 | 2.6 | ||||
Total Common Stock | |||||
(Cost $444,066,297) | 449,270,307 | 96.2 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2023 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | ||||
RIGHTS: –% | ||||||
Health Care: –% | ||||||
28,260 | (1),(3),(4) | Aduro Biotech, Inc. - CVR | $ | – | – | |
Total Rights | ||||||
(Cost $–) | – | – | ||||
Total Long-Term Investments | ||||||
(Cost $444,066,297) | 449,270,307 | 96.2 | ||||
Principal Amount† | Value | Percentage of Net Assets | ||||
SHORT-TERM INVESTMENTS: 4.4% | ||||||
Repurchase Agreements: 2.2% | ||||||
2,466,832 | (5) | Bank of America Inc., Repurchase Agreement dated 03/31/23, 4.82%, due 04/03/23 (Repurchase Amount $2,467,809, collateralized by various U.S. Government Agency Obligations, 1.500%-3.000%, Market Value plus accrued interest $2,516,169, due 11/01/49-02/01/51) | 2,466,832 | 0.5 | ||
452,757 | (5) | Citigroup, Inc., Repurchase Agreement dated 03/31/23, 4.81%, due 04/03/23 (Repurchase Amount $452,936, collateralized by various U.S. Government/U.S. Government Agency Obligations, 1.500%-7.000%, Market Value plus accrued interest $461,812, due 12/26/24-03/20/53) | 452,757 | 0.1 | ||
2,466,832 | (5) | HSBC Securities USA, Repurchase Agreement dated 03/31/23, 4.80%, due 04/03/23 (Repurchase Amount $2,467,805, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $2,516,169, due 06/15/24-02/15/53) | 2,466,832 | 0.6 | ||
2,466,832 | (5) | Jefferies LLC, Repurchase Agreement dated 03/31/23, 4.91%, due 04/03/23 (Repurchase Amount $2,467,828, collateralized by various U.S. Government Agency Obligations, 0.000%-5.750%, Market Value plus accrued interest $2,516,184, due 04/14/23-03/21/28) | 2,466,832 | 0.5 | ||
2,466,832 | (5) | RBC Dominion Securities Inc., Repurchase Agreement dated 03/31/23, 4.82%, due 04/03/23 (Repurchase Amount $2,467,809, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.375%, Market Value plus accrued interest $2,516,169, due 04/06/23-02/20/53) | 2,466,832 | 0.5 | ||
Total Repurchase Agreements | ||||||
(Cost $10,320,085) | 10,320,085 | 2.2 | ||||
Shares | Value | Percentage of Net Assets | ||||
Mutual Funds: 2.2% | ||||||
10,010,756 | (6) | BlackRock Liquidity Funds, FedFund, Institutional Class, 4.720% | ||||
(Cost $10,010,756) | 10,010,756 | 2.2 | ||||
Total Short-Term Investments | ||||||
(Cost $20,330,841) | 20,330,841 | 4.4 | ||||
Total Investments in Securities (Cost $464,397,138) | $ | 469,601,148 | 100.6 | |||
Liabilities in Excess of Other Assets | (2,569,085 | ) | (0.6) | |||
Net Assets | $ | 467,032,063 | 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) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(4) | Restricted security as to resale, excluding Rule 144A securities. As of March 31, 2023, 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. |
(5) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(6) | Rate shown is the 7-day yield as of March 31, 2023. |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS |
as of March 31, 2023 (Unaudited) (Continued) |
Fair Value Measurements
The following is a summary of the fair valuations according to the inputs used as of March 31, 2023 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, 2023 | |||||||||||||
Asset Table | ||||||||||||||||
Investments, at fair value | ||||||||||||||||
Common Stock* | $ | 449,270,307 | $ | – | $ | – | $ | 449,270,307 | ||||||||
Rights | – | – | – | – | ||||||||||||
Short-Term Investments | 10,010,756 | 10,320,085 | – | 20,330,841 | ||||||||||||
Total Investments, at fair value | $ | 459,281,063 | $ | 10,320,085 | $ | – | $ | 469,601,148 | ||||||||
Liabilities Table | ||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||
Futures | $ | (1,013) | $ | – | $ | – | $ | (1,013) | ||||||||
Total Liabilities | $ | (1,013) | $ | – | $ | – | $ | (1,013) |
+ | 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. |
* | For further breakdown of Common Stock by sector, please refer to the Portfolio of Investments. |
At March 31, 2023, VY® JPMorgan Small Cap Core Equity Portfolio held the following restricted securities:
Security | Acquisition Date | Acquisition Cost | Fair Value | |||||||
Aduro Biotech, Inc. - CVR | 10/6/2020 | $ | – | $ | – | |||||
$ | – | $ | – |
At March 31, 2023, the following futures contracts were outstanding for VY® JPMorgan Small Cap Core Equity Portfolio:
Description | Number of Contracts | Expiration Date | Notional Amount | Unrealized Appreciation/ (Depreciation) | ||||||||||
Long Contracts: | ||||||||||||||
E-mini Russell 2000® Index | 87 | 06/16/23 | $ | 7,888,725 | $ | (1,013) | ||||||||
$ | 7,888,725 | $ | (1,013) |
At March 31, 2023, 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 $469,204,277. | |||||||
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 60,817,945 | |||||
Gross Unrealized Depreciation | (60,422,087 | ) | |||||
Net Unrealized Appreciation | $ | 395,858 | |||||