UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form N-CSR
CERTIFIED SHAREHOLDER REPORT OF
REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number: 811-08319
Voya Partners, Inc.
(Exact name of registrant as specified in charter)
7337 East Doubletree Ranch Road, Suite 100, Scottsdale, AZ | 85258 |
(Address of principal executive offices) | (Zip code) |
The Corporation Trust Company, 1209 Orange Street, Wilmington, DE 19801
(Name and address of agent for service)
Registrant’s telephone number, including area code: 1-800-262-3862
Date of fiscal year end: December 31
Date of reporting period: January 1, 2021 to June 30, 2021
Item 1. Reports to Stockholders.
The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1):
Voya Investment Management
Semi-Annual Report
June 30, 2021
Classes ADV, I, R6, S and S2
Voya Partners, Inc.
◼ Voya Global Bond Portfolio
◼ Voya International High Dividend Low Volatility Portfolio
◼ VY® American Century Small-Mid Cap Value Portfolio
◼ VY® Baron Growth Portfolio
◼ VY® Columbia Contrarian Core Portfolio
◼ VY® Columbia Small Cap Value II Portfolio
◼ VY® Invesco Comstock Portfolio
◼ VY® Invesco Equity and Income Portfolio
◼ VY® Invesco Global Portfolio (formerly VY® Invesco Oppenheimer Global Portfolio)
◼ VY® JPMorgan Mid Cap Value Portfolio
◼ VY® T. Rowe Price Diversified Mid Cap Growth Portfolio
◼ VY® T. Rowe Price Growth Equity Portfolio
As permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each portfolio's annual and semi-annual shareholder reports, like this semi-annual report, are not sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report.
If you already elected to receive shareholder reports electronically, you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly.
You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-866-345-5954. Your election to receive reports in paper will apply to all the funds in which you invest.
This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds' investment objectives, risks, charges, expenses and other information. This information should be read carefully.
INVESTMENT MANAGEMENT
voyainvestments.com
TABLE OF CONTENTS
President's Letter | 1 | ||||||
Shareholder Expense Examples | 2 | ||||||
Statements of Assets and Liabilities | 5 | ||||||
Statements of Operations | 11 | ||||||
Statements of Changes in Net Assets | 14 | ||||||
Financial Highlights | 20 | ||||||
Notes to Financial Statements | 28 | ||||||
Portfolios of Investments | 52 |
PROXY VOTING INFORMATION
A description of the policies and procedures that the Portfolios use to determine how to vote proxies related to portfolio securities is available: (1) without charge, upon request, by calling Shareholder Services toll-free at (800) 992-0180; (2) on the Portfolios' website at www.voyainvestments.com; and (3) on the U.S. Securities and Exchange Commission's ("SEC's") website at www.sec.gov. Information regarding how the Portfolios voted proxies related to portfolio securities during the most recent 12-month period ended June 30 is available without charge on the Portfolios' website at www.voyainvestments.com and on the SEC's website at www.sec.gov.
QUARTERLY PORTFOLIO HOLDINGS
The Portfolios file their complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form NPORT-P. The Portfolios' Forms NPORT-P are available on the SEC's website at www.sec.gov. Each Portfolio's complete schedule of portfolio holdings is available at: www.voyainvestments.com and without charge upon request from the Portfolio by calling Shareholder Services toll-free at (800) 992-0180.
PRESIDENT'S LETTER
Global Economy Still on Road to Recovery
Dear Shareholder,
The reporting period covered in this report roughly coincides with the progress made in fighting the COVID-19 pandemic. With the development of vaccines in the fall of 2020, the world began to turn the tables on the virus. It became possible to relax the aggressive countermeasures that shut down the global economy and turned so many lives inside out. Economic progress in 2021 has closely paralleled progress in getting populations vaccinated. Although infection from new viral variants remains a threat, many nations including the United States have not reimposed lockdowns, and global economic momentum is continuing. Broadening business activity has intensified supply and demand imbalances, pressuring prices higher. While we're likely to see a higher base rate of inflation, we do not believe that the U.S. Federal Reserve Board will have to dramatically raise interest rates to stave it off.
While the economy and financial markets appear to be upholding their recent strength and in our opinion are expected to continue doing so this year, it's always possible that something unexpected could crop up. Therefore, in our view, it bears repeating that one should invest to achieve one's long-term goals, and not seek to beat the market today, this week, this month or this year. Keep focused on your long-term goals and don't get distracted by short-term news, however compelling the headlines. Should your long-term goals change, discuss the situation thoroughly with your investment advisor before making any changes to your investment portfolio.
Regardless of events, at Voya we believe that we remain well prepared for and fully committed to serving our clients without disruption. We appreciate your continued confidence in us, and we look forward to serving your investment needs in the future.
Dina Santoro
President
Voya Family of Funds
July 22, 2021
The views expressed in the President's Letter reflect those of the President as of the date of the letter. Any such views are subject to change at any time based upon market or other conditions and the Voya mutual funds disclaim any responsibility to update such views. These views may not be relied on as investment advice and because investment decisions for a Voya mutual fund are based on numerous factors, may not be relied on as an indication of investment intent on behalf of any Voya mutual fund. Reference to specific company securities should not be construed as recommendations or investment advice.
International investing poses special risks including currency fluctuation, economic and political risks not found in investments that are solely domestic.
1
SHAREHOLDER EXPENSE EXAMPLES (UNAUDITED)
Shareholder Expense ExamplesAs a shareholder of a Portfolio, you incur two types of costs: (1) transaction costs, including redemption fees and exchange fees; and (2) ongoing costs, including management fees, distribution and/or service (12b-1) fees, and other Portfolio expenses. These Examples are intended to help you understand your ongoing costs (in dollars) of investing in a Portfolio and to compare these costs with the ongoing costs of investing in other mutual funds.
The Examples are based on an investment of $1,000 invested at the beginning of the period and held for the entire period from January 1, 2021 to June 30, 2021. The Portfolios' expenses are shown without the imposition of any charges which are, or may be, imposed under your variable annuity contract, variable life insurance policy, qualified pension, or retirement plan. Expenses would have been higher if such charges were included.
Actual Expenses
The left section of the table shown below, "Actual Portfolio Return," provides information about actual account values and actual expenses. You may use the information in this section, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the first section under the heading entitled "Expenses Paid During the Period" to estimate the expenses you paid on your account during this period.
Hypothetical Example for Comparison Purposes
The right section of the table shown below, "Hypothetical (5% return before expenses)," provides information about hypothetical account values and hypothetical expenses based on a Portfolio's actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not a Portfolio's actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in a Portfolio and other mutual funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other mutual funds.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as redemption fees or exchange fees. Therefore, the hypothetical section of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different mutual funds. In addition, if these transactional costs were included, your costs would have been higher.
Actual Portfolio Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
Voya Global Bond Portfolio | Beginning Account Value January 1, 2021 | Ending Account Value June 30, 2021 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2021* | Beginning Account Value January 1, 2021 | Ending Account Value June 30, 2021 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2021* | |||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 969.00 | 1.17 | % | $ | 5.71 | $ | 1,000.00 | $ | 1,018.99 | 1.17 | % | $ | 5.86 | |||||||||||||||||||
Class I | 1,000.00 | 970.40 | 0.67 | 3.27 | 1,000.00 | 1,021.47 | 0.67 | 3.36 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 970.00 | 0.92 | 4.49 | 1,000.00 | 1,020.23 | 0.92 | 4.61 | |||||||||||||||||||||||||||
Voya International High Dividend Low Volatility Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,090.10 | 1.25 | % | $ | 6.48 | $ | 1,000.00 | $ | 1,018.60 | 1.25 | % | $ | 6.26 | |||||||||||||||||||
Class I | 1,000.00 | 1,092.20 | 0.75 | 3.89 | 1,000.00 | 1,021.08 | 0.75 | 3.76 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,091.90 | 1.00 | 5.19 | 1,000.00 | 1,019.84 | 1.00 | 5.01 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,091.00 | 1.15 | 5.96 | 1,000.00 | 1,019.09 | 1.15 | 5.76 | |||||||||||||||||||||||||||
VY® American Century Small-Mid Cap Value Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,204.10 | 1.35 | % | $ | 7.38 | $ | 1,000.00 | $ | 1,018.10 | 1.35 | % | $ | 6.76 | |||||||||||||||||||
Class I | 1,000.00 | 1,207.20 | 0.85 | 4.65 | 1,000.00 | 1,020.58 | 0.85 | 4.26 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,205.90 | 1.10 | 6.02 | 1,000.00 | 1,019.34 | 1.10 | 5.51 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,205.20 | 1.25 | 6.83 | 1,000.00 | 1,018.60 | 1.25 | 6.26 |
2
SHAREHOLDER EXPENSE EXAMPLES (UNAUDITED) (CONTINUED)
Actual Portfolio Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
VY® Baron Growth Portfolio | Beginning Account Value January 1, 2021 | Ending Account Value June 30, 2021 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2021* | Beginning Account Value January 1, 2021 | Ending Account Value June 30, 2021 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2021* | |||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,084.30 | 1.49 | % | $ | 7.70 | $ | 1,000.00 | $ | 1,017.41 | 1.49 | % | $ | 7.45 | |||||||||||||||||||
Class I | 1,000.00 | 1,087.00 | 0.99 | 5.12 | 1,000.00 | 1,019.89 | 0.99 | 4.96 | |||||||||||||||||||||||||||
Class R6 | 1,000.00 | 1,087.20 | 0.98 | 5.07 | 1,000.00 | 1,019.93 | 0.98 | 4.91 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,085.60 | 1.24 | 6.41 | 1,000.00 | 1,018.65 | 1.24 | 6.21 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,085.00 | 1.39 | 7.19 | 1,000.00 | 1,017.90 | 1.39 | 6.95 | |||||||||||||||||||||||||||
VY® Columbia Contrarian Core Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,156.00 | 1.23 | % | $ | 6.58 | $ | 1,000.00 | $ | 1,018.70 | 1.23 | % | $ | 6.16 | |||||||||||||||||||
Class I | 1,000.00 | 1,159.00 | 0.73 | 3.91 | 1,000.00 | 1,021.17 | 0.73 | 3.66 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,158.10 | 0.98 | 5.24 | 1,000.00 | 1,019.93 | 0.98 | 4.91 | |||||||||||||||||||||||||||
VY® Columbia Small Cap Value II Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,268.40 | 1.42 | % | $ | 7.99 | $ | 1,000.00 | $ | 1,017.75 | 1.42 | % | $ | 7.10 | |||||||||||||||||||
Class I | 1,000.00 | 1,271.70 | 0.92 | 5.18 | 1,000.00 | 1,020.23 | 0.92 | 4.61 | |||||||||||||||||||||||||||
Class R6 | 1,000.00 | 1,271.90 | 0.86 | 4.84 | 1,000.00 | 1,020.53 | 0.86 | 4.31 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,270.40 | 1.17 | 6.59 | 1,000.00 | 1,018.99 | 1.17 | 5.86 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,269.00 | 1.32 | 7.43 | 1,000.00 | 1,018.25 | 1.32 | 6.61 | |||||||||||||||||||||||||||
VY® Invesco Comstock Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,236.80 | 1.20 | % | $ | 6.66 | $ | 1,000.00 | $ | 1,018.84 | 1.20 | % | $ | 6.01 | |||||||||||||||||||
Class I | 1,000.00 | 1,240.10 | 0.70 | 3.89 | 1,000.00 | 1,021.32 | 0.70 | 3.51 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,237.80 | 0.95 | 5.27 | 1,000.00 | 1,020.08 | 0.95 | 4.76 | |||||||||||||||||||||||||||
VY® Invesco Equity and Income Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,130.50 | 1.14 | % | $ | 6.02 | $ | 1,000.00 | $ | 1,019.14 | 1.14 | % | $ | 5.71 | |||||||||||||||||||
Class I | 1,000.00 | 1,133.20 | 0.64 | 3.39 | 1,000.00 | 1,021.62 | 0.64 | 3.21 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,131.70 | 0.89 | 4.70 | 1,000.00 | 1,020.38 | 0.89 | 4.46 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,131.20 | 1.02 | 5.39 | 1,000.00 | 1,019.74 | 1.02 | 5.11 | |||||||||||||||||||||||||||
VY® Invesco Global Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,113.00 | 1.31 | % | $ | 6.86 | $ | 1,000.00 | $ | 1,018.30 | 1.31 | % | $ | 6.56 | |||||||||||||||||||
Class I | 1,000.00 | 1,116.00 | 0.81 | 4.25 | 1,000.00 | 1,020.78 | 0.81 | 4.06 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,114.80 | 1.06 | 5.56 | 1,000.00 | 1,019.54 | 1.06 | 5.31 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,113.60 | 1.21 | 6.34 | 1,000.00 | 1,018.79 | 1.21 | 6.06 | |||||||||||||||||||||||||||
VY® JPMorgan Mid Cap Value Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,214.10 | 1.38 | % | $ | 7.58 | $ | 1,000.00 | $ | 1,017.95 | 1.38 | % | $ | 6.90 | |||||||||||||||||||
Class I | 1,000.00 | 1,217.50 | 0.88 | 4.84 | 1,000.00 | 1,020.43 | 0.88 | 4.41 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,215.50 | 1.13 | 6.21 | 1,000.00 | 1,019.19 | 1.13 | 5.66 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,214.60 | 1.28 | 7.03 | 1,000.00 | 1,018.45 | 1.28 | 6.41 |
3
SHAREHOLDER EXPENSE EXAMPLES (UNAUDITED) (CONTINUED)
Actual Portfolio Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio | Beginning Account Value January 1, 2021 | Ending Account Value June 30, 2021 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2021* | Beginning Account Value January 1, 2021 | Ending Account Value June 30, 2021 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2021* | |||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,091.90 | 1.30 | % | $ | 6.74 | $ | 1,000.00 | $ | 1,018.35 | 1.30 | % | $ | 6.51 | |||||||||||||||||||
Class I | 1,000.00 | 1,094.70 | 0.80 | 4.15 | 1,000.00 | 1,020.83 | 0.80 | 4.01 | |||||||||||||||||||||||||||
Class R6 | 1,000.00 | 1,094.60 | 0.77 | 4.00 | 1,000.00 | 1,020.98 | 0.77 | 3.86 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,093.80 | 1.05 | 5.45 | 1,000.00 | 1,019.59 | 1.05 | 5.26 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,091.90 | 1.20 | 6.22 | 1,000.00 | 1,018.84 | 1.20 | 6.01 | |||||||||||||||||||||||||||
VY® T. Rowe Price Growth Equity Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,152.80 | 1.23 | % | $ | 6.57 | $ | 1,000.00 | $ | 1,018.70 | 1.23 | % | $ | 6.16 | |||||||||||||||||||
Class I | 1,000.00 | 1,155.80 | 0.73 | 3.90 | 1,000.00 | 1,021.17 | 0.73 | 3.66 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,154.30 | 0.98 | 5.23 | 1,000.00 | 1,019.93 | 0.98 | 4.91 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,153.50 | 1.13 | 6.03 | 1,000.00 | 1,019.19 | 1.13 | 5.66 |
* Expenses are equal to each Portfolio's respective annualized expense ratios multiplied by the average account value over the period, multiplied by 181/365 to reflect the most recent fiscal half-year.
4
STATEMENTS OF ASSETS AND LIABILITIES AS OF JUNE 30, 2021 (UNAUDITED)
Voya Global Bond Portfolio | Voya International High Dividend Low Volatility Portfolio | VY® American Century Small-Mid Cap Value Portfolio | VY® Baron Growth Portfolio | ||||||||||||||||
ASSETS: | |||||||||||||||||||
Investments in securities at fair value+* | $ | 137,040,191 | $ | 422,067,977 | $ | 399,740,045 | $ | 612,556,848 | |||||||||||
Investments in affiliates at fair value** | 40,095,901 | — | — | — | |||||||||||||||
Short-term investments at fair value† | 1,190,615 | 18,198,793 | 6,476,495 | 4,779,012 | |||||||||||||||
Cash | 2,100 | 613,640 | — | — | |||||||||||||||
Cash collateral for futures contracts | 820,000 | — | — | — | |||||||||||||||
Cash pledged for centrally cleared swaps (Note 2) | 1,555,000 | — | — | — | |||||||||||||||
Cash pledged as collateral for OTC derivatives (Note 2) | 1,570,000 | — | — | — | |||||||||||||||
Foreign currencies at value‡ | 217,492 | 351,215 | 344,875 | — | |||||||||||||||
Receivables: | |||||||||||||||||||
Investment securities and currencies sold | 202,195 | 365,203 | 870,321 | 1,403,874 | |||||||||||||||
Investment securities sold on a delayed-delivery or when-issued basis | 3,652,244 | — | — | — | |||||||||||||||
Fund shares sold | 245,455 | 1,094,467 | 17,621 | 24,788 | |||||||||||||||
Dividends | 5,001 | 796,346 | 682,876 | 218,453 | |||||||||||||||
Interest | 933,506 | — | — | 29,956 | |||||||||||||||
Foreign tax reclaims | 5,272 | 1,677,410 | 6,263 | — | |||||||||||||||
Variation margin on futures contracts | 60,703 | — | — | — | |||||||||||||||
Unrealized appreciation on forward foreign currency contracts | 1,300,012 | — | 94,400 | — | |||||||||||||||
Unrealized appreciation on OTC swap agreements | 39,226 | — | — | — | |||||||||||||||
Prepaid expenses | 49 | 115 | 97 | 162 | |||||||||||||||
Reimbursement due from Investment Adviser | 19,148 | — | 99,340 | 45,667 | |||||||||||||||
Other assets | 13,232 | 47,684 | 12,582 | 32,526 | |||||||||||||||
Total assets | 188,967,342 | 445,212,850 | 408,344,915 | 619,091,286 | |||||||||||||||
LIABILITIES: | |||||||||||||||||||
Payable for investment securities and currencies purchased | 249,920 | 363,926 | 530,634 | — | |||||||||||||||
Payable for investment securities purchased on a delayed-delivery or when-issued basis | 16,741,576 | — | — | 4,715,750 | |||||||||||||||
Payable for fund shares redeemed | 108,950 | 4,034 | 84,552 | 205,477 | |||||||||||||||
Payable upon receipt of securities loaned | 414,615 | 18,198,793 | 4,690,735 | — | |||||||||||||||
Unrealized depreciation on forward foreign currency contracts | 3,159,837 | — | 2,085 | — | |||||||||||||||
Unrealized depreciation on OTC swap agreements | 9,709 | — | — | — | |||||||||||||||
Variation margin payable on centrally cleared swaps | 41,015 | — | — | — | |||||||||||||||
Payable for investment management fees | 83,080 | 214,362 | 307,162 | 474,818 | |||||||||||||||
Payable for distribution and shareholder service fees | 14,587 | 68,226 | 68,397 | 107,907 | |||||||||||||||
Payable to custodian due to bank overdraft | — | — | 256,688 | — | |||||||||||||||
Payable for directors fees | 860 | 2,131 | 1,942 | 3,003 | |||||||||||||||
Payable to directors under the deferred compensation plan (Note 6) | 13,232 | 47,684 | 12,582 | 32,526 | |||||||||||||||
Other accrued expenses and liabilities | 65,175 | 200,378 | 153,325 | 221,354 | |||||||||||||||
Written options, at fair value^ | 121,751 | — | — | — | |||||||||||||||
Total liabilities | 21,024,307 | 19,099,534 | 6,108,102 | 5,760,835 | |||||||||||||||
NET ASSETS | $ | 167,943,035 | $ | 426,113,316 | $ | 402,236,813 | $ | 613,330,451 | |||||||||||
NET ASSETS WERE COMPRISED OF: | |||||||||||||||||||
Paid-in capital | $ | 165,372,713 | $ | 372,577,372 | $ | 291,856,115 | $ | 42,848,325 | |||||||||||
Total distributable earnings | 2,570,322 | 53,535,944 | 110,380,698 | 570,482,126 | |||||||||||||||
NET ASSETS | $ | 167,943,035 | $ | 426,113,316 | $ | 402,236,813 | $ | 613,330,451 | |||||||||||
+ Including securities loaned at value | $ | 406,289 | $ | 17,099,189 | $ | 4,509,034 | $ | — | |||||||||||
* Cost of investments in securities | $ | 131,419,062 | $ | 367,520,913 | $ | 323,520,721 | $ | 119,172,806 | |||||||||||
** Cost of investments in affiliates | $ | 40,233,856 | $ | — | $ | — | $ | — | |||||||||||
† Cost of short-term investments | $ | 1,190,615 | $ | 18,198,793 | $ | 6,476,495 | $ | 4,779,012 | |||||||||||
‡ Cost of foreign currencies | $ | 218,418 | $ | 351,425 | $ | 344,875 | $ | — | |||||||||||
^ Premiums received on written options | $ | 193,885 | $ | — | $ | — | $ | — |
See Accompanying Notes to Financial Statements
5
STATEMENTS OF ASSETS AND LIABILITIES AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Voya Global Bond Portfolio | Voya International High Dividend Low Volatility Portfolio | VY® American Century Small-Mid Cap Value Portfolio | VY® Baron Growth Portfolio | ||||||||||||||||
Class ADV: | |||||||||||||||||||
Net assets | $ | 20,033,599 | $ | 27,464,758 | $ | 112,338,129 | $ | 129,856,758 | |||||||||||
Shares authorized | 100,000,000 | 100,000,000 | 100,000,000 | 100,000,000 | |||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||
Shares outstanding | 1,855,389 | 2,672,314 | 8,279,110 | 4,609,560 | |||||||||||||||
Net asset value and redemption price per share | $ | 10.80 | $ | 10.28 | $ | 13.57 | $ | 28.17 | |||||||||||
Class I: | |||||||||||||||||||
Net assets | $ | 117,206,768 | $ | 128,224,023 | $ | 188,307,075 | $ | 168,330,374 | |||||||||||
Shares authorized | 100,000,000 | 100,000,000 | 100,000,000 | 100,000,000 | |||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||
Shares outstanding | 10,661,860 | 12,299,852 | 12,829,029 | 4,917,003 | |||||||||||||||
Net asset value and redemption price per share | $ | 10.99 | $ | 10.42 | $ | 14.68 | $ | 34.23 | |||||||||||
Class R6: | |||||||||||||||||||
Net assets | n/a | n/a | n/a | $ | 46,261,262 | ||||||||||||||
Shares authorized | n/a | n/a | n/a | 100,000,000 | |||||||||||||||
Par value | n/a | n/a | n/a | $ | 0.001 | ||||||||||||||
Shares outstanding | n/a | n/a | n/a | 1,349,941 | |||||||||||||||
Net asset value and redemption price per share | n/a | n/a | n/a | $ | 34.27 | ||||||||||||||
Class S: | |||||||||||||||||||
Net assets | $ | 30,702,668 | $ | 270,050,120 | $ | 98,442,193 | $ | 266,386,921 | |||||||||||
Shares authorized | 100,000,000 | 100,000,000 | 100,000,000 | 100,000,000 | |||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||
Shares outstanding | 2,796,374 | 26,121,905 | 6,830,565 | 8,504,401 | |||||||||||||||
Net asset value and redemption price per share | $ | 10.98 | $ | 10.34 | $ | 14.41 | $ | 31.32 | |||||||||||
Class S2: | |||||||||||||||||||
Net assets | n/a | $ | 374,415 | $ | 3,149,416 | $ | 2,495,136 | ||||||||||||
Shares authorized | n/a | 100,000,000 | 100,000,000 | 100,000,000 | |||||||||||||||
Par value | n/a | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||||
Shares outstanding | n/a | 35,905 | 232,123 | 86,840 | |||||||||||||||
Net asset value and redemption price per share | n/a | $ | 10.43 | $ | 13.57 | $ | 28.73 |
See Accompanying Notes to Financial Statements
6
STATEMENTS OF ASSETS AND LIABILITIES AS OF JUNE 30, 2021 (UNAUDITED)
VY® Columbia Contrarian Core Portfolio | VY® Columbia Small Cap Value II Portfolio | VY® Invesco Comstock Portfolio | VY® Invesco Equity and Income Portfolio | ||||||||||||||||
ASSETS: | |||||||||||||||||||
Investments in securities at fair value+* | $ | 189,035,142 | $ | 195,748,470 | $ | 247,720,584 | $ | 1,289,213,494 | |||||||||||
Short-term investments at fair value† | 2,886,206 | 6,665,977 | 6,748,890 | 66,057,547 | |||||||||||||||
Foreign currencies at value‡ | — | — | 21,487 | 726 | |||||||||||||||
Receivables: | |||||||||||||||||||
Investment securities and currencies sold | 388,399 | — | 582,177 | 4,921,399 | |||||||||||||||
Fund shares sold | 77,342 | 103,198 | 1,470,771 | 45,856 | |||||||||||||||
Dividends | 139,573 | 201,425 | 334,504 | 1,155,102 | |||||||||||||||
Interest | — | — | — | 1,978,044 | |||||||||||||||
Foreign tax reclaims | 15,936 | — | 27,853 | 250,612 | |||||||||||||||
Unrealized appreciation on forward foreign currency contracts | — | — | 43,956 | 133,403 | |||||||||||||||
Prepaid expenses | 48 | 44 | 59 | 348 | |||||||||||||||
Reimbursement due from Investment Adviser | 39,331 | 5,692 | 21,289 | 63,336 | |||||||||||||||
Other assets | 13,357 | 9,020 | 23,167 | 80,691 | |||||||||||||||
Total assets | 192,595,334 | 202,733,826 | 256,994,737 | 1,363,900,558 | |||||||||||||||
LIABILITIES: | |||||||||||||||||||
Payable for investment securities and currencies purchased | 505,133 | 52,030 | 446,076 | 10,622,429 | |||||||||||||||
Payable for fund shares redeemed | 430,179 | 1,118,540 | 62,162 | 629,286 | |||||||||||||||
Payable upon receipt of securities loaned | — | — | — | 17,304,447 | |||||||||||||||
Unrealized depreciation on forward foreign currency contracts | — | — | 30 | 11,398 | |||||||||||||||
Payable for investment management fees | 137,082 | 137,286 | 146,835 | 691,618 | |||||||||||||||
Payable for distribution and shareholder service fees | 16,950 | 37,954 | 30,417 | 216,356 | |||||||||||||||
Payable for directors fees | 927 | 926 | 1,141 | 6,600 | |||||||||||||||
Payable to directors under the deferred compensation plan (Note 6) | 13,357 | 9,020 | 23,167 | 80,691 | |||||||||||||||
Other accrued expenses and liabilities | 120,878 | 58,667 | 123,878 | 178,355 | |||||||||||||||
Total liabilities | 1,224,506 | 1,414,423 | 833,706 | 29,741,180 | |||||||||||||||
NET ASSETS | $ | 191,370,828 | $ | 201,319,403 | $ | 256,161,031 | $ | 1,334,159,378 | |||||||||||
NET ASSETS WERE COMPRISED OF: | |||||||||||||||||||
Paid-in capital | $ | 103,741,604 | $ | 126,256,212 | $ | 202,818,357 | $ | 932,348,465 | |||||||||||
Total distributable earnings | 87,629,224 | 75,063,191 | 53,342,674 | 401,810,913 | |||||||||||||||
NET ASSETS | $ | 191,370,828 | $ | 201,319,403 | $ | 256,161,031 | $ | 1,334,159,378 | |||||||||||
+ Including securities loaned at value | $ | — | $ | — | $ | — | $ | 16,933,278 | |||||||||||
* Cost of investments in securities | $ | 136,065,611 | $ | 136,585,242 | $ | 178,040,628 | $ | 996,654,773 | |||||||||||
† Cost of short-term investments | $ | 2,886,206 | $ | 6,665,977 | $ | 6,748,890 | $ | 66,057,547 | |||||||||||
‡ Cost of foreign currencies | $ | — | $ | — | $ | 21,479 | $ | 723 |
See Accompanying Notes to Financial Statements
7
STATEMENTS OF ASSETS AND LIABILITIES AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
VY® Columbia Contrarian Core Portfolio | VY® Columbia Small Cap Value II Portfolio | VY® Invesco Comstock Portfolio | VY® Invesco Equity and Income Portfolio | ||||||||||||||||
Class ADV: | |||||||||||||||||||
Net assets | $ | 30,025,471 | $ | 39,424,693 | $ | 34,940,929 | $ | 47,999,264 | |||||||||||
Shares authorized | 100,000,000 | 100,000,000 | 100,000,000 | 100,000,000 | |||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||
Shares outstanding | 1,350,466 | 1,986,169 | 1,760,081 | 948,654 | |||||||||||||||
Net asset value and redemption price per share | $ | 22.23 | $ | 19.85 | $ | 19.85 | $ | 50.60 | |||||||||||
Class I: | |||||||||||||||||||
Net assets | $ | 138,393,035 | $ | 48,743,961 | $ | 143,243,213 | $ | 507,039,613 | |||||||||||
Shares authorized | 100,000,000 | 100,000,000 | 100,000,000 | 100,000,000 | |||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||
Shares outstanding | 5,717,622 | 2,356,170 | 7,131,766 | 9,816,907 | |||||||||||||||
Net asset value and redemption price per share | $ | 24.20 | $ | 20.69 | $ | 20.09 | $ | 51.65 | |||||||||||
Class R6: | |||||||||||||||||||
Net assets | n/a | $ | 10,851,246 | n/a | n/a | ||||||||||||||
Shares authorized | n/a | 100,000,000 | n/a | n/a | |||||||||||||||
Par value | n/a | $ | 0.001 | n/a | n/a | ||||||||||||||
Shares outstanding | n/a | 523,716 | n/a | n/a | |||||||||||||||
Net asset value and redemption price per share | n/a | $ | 20.72 | n/a | n/a | ||||||||||||||
Class S: | |||||||||||||||||||
Net assets | $ | 22,952,322 | $ | 100,547,112 | $ | 77,976,889 | $ | 453,591,892 | |||||||||||
Shares authorized | 100,000,000 | 100,000,000 | 100,000,000 | 100,000,000 | |||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||
Shares outstanding | 979,201 | 4,886,145 | 3,880,472 | 8,858,991 | |||||||||||||||
Net asset value and redemption price per share | $ | 23.44 | $ | 20.58 | $ | 20.09 | $ | 51.20 | |||||||||||
Class S2: | |||||||||||||||||||
Net assets | n/a | $ | 1,752,391 | n/a | $ | 325,528,609 | |||||||||||||
Shares authorized | n/a | 100,000,000 | n/a | 100,000,000 | |||||||||||||||
Par value | n/a | $ | 0.001 | n/a | $ | 0.001 | |||||||||||||
Shares outstanding | n/a | 88,255 | n/a | 6,464,631 | |||||||||||||||
Net asset value and redemption price per share | n/a | $ | 19.86 | n/a | $ | 50.36 |
See Accompanying Notes to Financial Statements
8
STATEMENTS OF ASSETS AND LIABILITIES AS OF JUNE 30, 2021 (UNAUDITED)
VY® Invesco Global Portfolio | VY® JPMorgan Mid Cap Value Portfolio | VY® T. Rowe Price Diversified Mid Cap Growth Portfolio | VY® T. Rowe Price Growth Equity Portfolio | ||||||||||||||||
ASSETS: | |||||||||||||||||||
Investments in securities at fair value+* | $ | 1,723,273,439 | $ | 422,335,593 | $ | 1,504,678,648 | $ | 2,160,774,676 | |||||||||||
Short-term investments at fair value† | 11,542,759 | 6,691,475 | 44,864,811 | 64,377,668 | |||||||||||||||
Cash | — | — | 3,948,208 | 1,857,799 | |||||||||||||||
Foreign currencies at value‡ | 197,636 | — | — | — | |||||||||||||||
Receivables: | |||||||||||||||||||
Investment securities and currencies sold | 6,362,670 | 492,035 | 21,912,621 | 1,119,376 | |||||||||||||||
Fund shares sold | 86,466 | 82,980 | 96,879 | 1,380,946 | |||||||||||||||
Dividends | 10,377 | 800,141 | 268,676 | 205,162 | |||||||||||||||
Foreign tax reclaims | 2,280,745 | — | — | 1,872 | |||||||||||||||
Prepaid expenses | 453 | 105 | 393 | 533 | |||||||||||||||
Reimbursement due from Investment Adviser | 41,220 | 42,262 | 55,649 | 80,425 | |||||||||||||||
Other assets | 74,768 | 21,053 | 42,970 | 69,945 | |||||||||||||||
Total assets | 1,743,870,533 | 430,465,644 | 1,575,868,855 | 2,229,868,402 | |||||||||||||||
LIABILITIES: | |||||||||||||||||||
Payable for investment securities and currencies purchased | 2,237,209 | 367,462 | 23,374,549 | 10,805,939 | |||||||||||||||
Payable for investment securities purchased on a delayed-delivery or when-issued basis | — | — | 2,119,830 | — | |||||||||||||||
Payable for fund shares redeemed | 1,277,900 | 307,045 | 1,188,163 | 3,661,441 | |||||||||||||||
Payable upon receipt of securities loaned | — | — | 43,822,009 | 50,513,619 | |||||||||||||||
Payable for investment management fees | 994,440 | 303,635 | 884,830 | 1,170,887 | |||||||||||||||
Payable for distribution and shareholder service fees | 99,489 | 79,817 | 40,811 | 173,869 | |||||||||||||||
Payable for directors fees | 8,416 | 2,078 | 7,161 | 10,108 | |||||||||||||||
Payable to directors under the deferred compensation plan (Note 6) | 74,768 | 21,053 | 42,970 | 69,945 | |||||||||||||||
Payable for foreign capital gains tax | 850,643 | — | — | — | |||||||||||||||
Other accrued expenses and liabilities | 504,554 | 75,802 | 345,361 | 500,300 | |||||||||||||||
Total liabilities | 6,047,419 | 1,156,892 | 71,825,684 | 66,906,108 | |||||||||||||||
NET ASSETS | $ | 1,737,823,114 | $ | 429,308,752 | $ | 1,504,043,171 | $ | 2,162,962,294 | |||||||||||
NET ASSETS WERE COMPRISED OF: | |||||||||||||||||||
Paid-in capital | $ | 441,677,919 | $ | 244,869,113 | $ | 635,683,005 | $ | 855,739,681 | |||||||||||
Total distributable earnings | 1,296,145,195 | 184,439,639 | 868,360,166 | 1,307,222,613 | |||||||||||||||
NET ASSETS | $ | 1,737,823,114 | $ | 429,308,752 | $ | 1,504,043,171 | $ | 2,162,962,294 | |||||||||||
+ Including securities loaned at value | $ | — | $ | — | $ | 42,885,668 | $ | 49,290,793 | |||||||||||
* Cost of investments in securities | $ | 598,071,693 | $ | 285,953,541 | $ | 987,696,103 | $ | 1,173,730,522 | |||||||||||
† Cost of short-term investments | $ | 11,542,759 | $ | 6,691,475 | $ | 44,864,811 | $ | 64,377,668 | |||||||||||
‡ Cost of foreign currencies | $ | 197,792 | $ | — | $ | — | $ | — |
See Accompanying Notes to Financial Statements
9
STATEMENTS OF ASSETS AND LIABILITIES AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
VY® Invesco Global Portfolio | VY® JPMorgan Mid Cap Value Portfolio | VY® T. Rowe Price Diversified Mid Cap Growth Portfolio | VY® T. Rowe Price Growth Equity Portfolio | ||||||||||||||||
Class ADV: | |||||||||||||||||||
Net assets | $ | 144,721,428 | $ | 94,533,076 | $ | 72,914,382 | $ | 394,945,267 | |||||||||||
Shares authorized | 100,000,000 | 100,000,000 | 100,000,000 | 100,000,000 | |||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||
Shares outstanding | 5,809,780 | 5,020,566 | 5,073,918 | 3,653,998 | |||||||||||||||
Net asset value and redemption price per share | $ | 24.91 | $ | 18.83 | $ | 14.37 | $ | 108.09 | |||||||||||
Class I: | |||||||||||||||||||
Net assets | $ | 1,398,308,530 | $ | 139,766,219 | $ | 1,230,140,250 | $ | 1,688,008,198 | |||||||||||
Shares authorized | 250,000,000 | 100,000,000 | 250,000,000 | 100,000,000 | |||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||
Shares outstanding | 52,854,876 | 7,135,405 | 73,917,250 | 13,616,744 | |||||||||||||||
Net asset value and redemption price per share | $ | 26.46 | $ | 19.59 | $ | 16.64 | $ | 123.97 | |||||||||||
Class R6: | |||||||||||||||||||
Net assets | n/a | n/a | $ | 145,858,981 | n/a | ||||||||||||||
Shares authorized | n/a | n/a | 100,000,000 | n/a | |||||||||||||||
Par value | n/a | n/a | $ | 0.001 | n/a | ||||||||||||||
Shares outstanding | n/a | n/a | 8,755,841 | n/a | |||||||||||||||
Net asset value and redemption price per share | n/a | n/a | $ | 16.66 | n/a | ||||||||||||||
Class S: | |||||||||||||||||||
Net assets | $ | 190,554,781 | $ | 193,865,340 | $ | 47,932,280 | $ | 73,491,512 | |||||||||||
Shares authorized | 100,000,000 | 100,000,000 | 100,000,000 | �� | 100,000,000 | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||
Shares outstanding | 7,576,737 | 10,047,722 | 3,043,566 | 632,422 | |||||||||||||||
Net asset value and redemption price per share | $ | 25.15 | $ | 19.29 | $ | 15.75 | $ | 116.21 | |||||||||||
Class S2: | |||||||||||||||||||
Net assets | $ | 4,238,375 | $ | 1,144,117 | $ | 7,197,278 | $ | 6,517,317 | |||||||||||
Shares authorized | 100,000,000 | 100,000,000 | 100,000,000 | 100,000,000 | |||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||
Shares outstanding | 174,988 | 60,895 | 496,248 | 58,864 | |||||||||||||||
Net asset value and redemption price per share | $ | 24.22 | $ | 18.79 | $ | 14.50 | $ | 110.72 |
See Accompanying Notes to Financial Statements
10
STATEMENTS OF OPERATIONS FOR THE SIX MONTHS ENDED JUNE 30, 2021 (UNAUDITED)
Voya Global Bond Portfolio | Voya International High Dividend Low Volatility Portfolio | VY® American Century Small-Mid Cap Value Portfolio | VY® Baron Growth Portfolio | ||||||||||||||||
INVESTMENT INCOME: | |||||||||||||||||||
Dividends, net of foreign taxes withheld* | $ | 5,365 | $ | 9,571,793 | $ | 3,797,829 | $ | 1,671,009 | |||||||||||
Dividends from affiliated underlying funds | 942,396 | — | — | — | |||||||||||||||
Interest, net of foreign taxes withheld* | 2,216,572 | — | — | 19,376 | |||||||||||||||
Securities lending income, net | 1,826 | 58,104 | 7,596 | — | |||||||||||||||
Total investment income | 3,166,159 | 9,629,897 | 3,805,425 | 1,690,385 | |||||||||||||||
EXPENSES: | |||||||||||||||||||
Investment management fees | 511,720 | 1,268,079 | 2,084,546 | 2,829,187 | |||||||||||||||
Distribution and shareholder service fees: | 88,436 | 405,597 | 393,294 | 641,154 | |||||||||||||||
Class ADV | 50,352 | 67,635 | 268,939 | 313,594 | |||||||||||||||
Class S | 38,084 | 337,244 | 117,010 | 321,779 | |||||||||||||||
Class S2 | — | 718 | 7,345 | 5,781 | |||||||||||||||
Transfer agent fees: | 103,238 | 152,911 | 378,606 | 332,997 | |||||||||||||||
Class ADV | 12,191 | 9,788 | 105,721 | 75,786 | |||||||||||||||
Class I | 72,607 | 45,394 | 177,281 | 99,761 | |||||||||||||||
Class R6 | — | — | — | 38 | |||||||||||||||
Class S | 18,440 | 97,599 | 91,993 | 155,658 | |||||||||||||||
Class S2 | — | 130 | 3,611 | 1,754 | |||||||||||||||
Shareholder reporting expense | 14,317 | 27,150 | 18,643 | 28,417 | |||||||||||||||
Professional fees | 9,412 | 19,910 | 14,661 | 17,549 | |||||||||||||||
Custody and accounting expense | 38,320 | 46,698 | 36,499 | 25,146 | |||||||||||||||
Directors fees | 3,440 | 8,524 | 7,769 | 12,011 | |||||||||||||||
Shareholder notification costs (Note 6) | — | 31,995 | — | — | |||||||||||||||
Miscellaneous expense | 7,728 | 27,214 | 6,573 | 9,717 | |||||||||||||||
Interest expense | — | 386 | 128 | 3,601 | |||||||||||||||
Total expenses | 776,611 | 1,988,464 | 2,940,719 | 3,899,779 | |||||||||||||||
Waived and reimbursed fees | (116,565 | ) | — | (895,714 | ) | (302,255 | ) | ||||||||||||
Net expenses | 660,046 | 1,988,464 | 2,045,005 | 3,597,524 | |||||||||||||||
Net investment income (loss) | 2,506,113 | 7,641,433 | 1,760,420 | (1,907,139 | ) | ||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||||||||||||||||
Net realized gain (loss) on: | |||||||||||||||||||
Investments | (1,010,647 | ) | 15,609,937 | 37,811,639 | 34,251,432 | ||||||||||||||
Forward foreign currency contracts | (449,234 | ) | (1,753 | ) | 54,856 | — | |||||||||||||
Foreign currency related transactions | (51,240 | ) | 21,611 | 943 | (1,101 | ) | |||||||||||||
Futures | 365,210 | — | — | — | |||||||||||||||
Swaps | (1,399,490 | ) | — | — | — | ||||||||||||||
Written options | 923,527 | — | — | — | |||||||||||||||
Net realized gain (loss) | (1,621,874 | ) | 15,629,795 | 37,867,438 | 34,250,331 | ||||||||||||||
Net change in unrealized appreciation (depreciation) on: | |||||||||||||||||||
Investments | (2,288,285 | ) | 14,059,979 | 29,982,243 | 17,161,270 | ||||||||||||||
Affiliated underlying funds | (902,258 | ) | — | — | — | ||||||||||||||
Forward foreign currency contracts | (2,598,215 | ) | (10 | ) | 212,380 | — | |||||||||||||
Foreign currency related transactions | (177,229 | ) | (76,620 | ) | (346 | ) | — | ||||||||||||
Futures | (275,596 | ) | — | — | — | ||||||||||||||
Swaps | 64,313 | — | — | — | |||||||||||||||
Written options | 41,892 | — | — | — | |||||||||||||||
Net change in unrealized appreciation (depreciation) | (6,135,378 | ) | 13,983,349 | 30,194,277 | 17,161,270 | ||||||||||||||
Net realized and unrealized gain (loss) | (7,757,252 | ) | 29,613,144 | 68,061,715 | 51,411,601 | ||||||||||||||
Increase (decrease) in net assets resulting from operations | $ | (5,251,139 | ) | $ | 37,254,577 | $ | 69,822,135 | $ | 49,504,462 | ||||||||||
*Foreign taxes withheld | $ | 614 | $ | 877,619 | $ | 36,990 | $ | 6,804 |
See Accompanying Notes to Financial Statements
11
STATEMENTS OF OPERATIONS FOR THE SIX MONTHS ENDED JUNE 30, 2021 (UNAUDITED)
VY® Columbia Contrarian Core Portfolio | VY® Columbia Small Cap Value II Portfolio | VY® Invesco Comstock Portfolio | VY® Invesco Equity and Income Portfolio | ||||||||||||||||
INVESTMENT INCOME: | |||||||||||||||||||
Dividends, net of foreign taxes withheld* | $ | 1,155,321 | $ | 1,040,139 | $ | 2,546,847 | $ | 9,008,384 | |||||||||||
Interest | — | — | — | 3,497,398 | |||||||||||||||
Securities lending income, net | — | — | 13,762 | 82,969 | |||||||||||||||
Total investment income | 1,155,321 | 1,040,139 | 2,560,609 | 12,588,751 | |||||||||||||||
EXPENSES: | |||||||||||||||||||
Investment management fees | 827,336 | 780,422 | 792,156 | 4,166,168 | |||||||||||||||
Distribution and shareholder service fees: | 97,089 | 205,454 | 169,227 | 1,319,045 | |||||||||||||||
Class ADV | 70,260 | 81,656 | 80,154 | 112,776 | |||||||||||||||
Class S | 26,829 | 120,072 | 89,073 | 563,767 | |||||||||||||||
Class S2 | — | 3,726 | — | 642,502 | |||||||||||||||
Transfer agent fees: | 51,041 | 89,467 | 65,358 | 308,989 | |||||||||||||||
Class ADV | 7,802 | 16,773 | 9,258 | 10,647 | |||||||||||||||
Class I | 37,281 | 22,396 | 35,523 | 116,055 | |||||||||||||||
Class R6 | — | 15 | — | — | |||||||||||||||
Class S | 5,958 | 49,327 | 20,577 | 106,458 | |||||||||||||||
Class S2 | — | 956 | — | 75,829 | |||||||||||||||
Shareholder reporting expense | 14,242 | 9,231 | 21,100 | 48,870 | |||||||||||||||
Professional fees | 8,618 | 6,022 | 7,860 | 36,200 | |||||||||||||||
Custody and accounting expense | 14,800 | 10,255 | 18,136 | 36,726 | |||||||||||||||
Directors fees | 3,708 | 3,703 | 4,564 | 26,398 | |||||||||||||||
Miscellaneous expense | 7,030 | 5,421 | 6,704 | 24,231 | |||||||||||||||
Total expenses | 1,023,864 | 1,109,975 | 1,085,105 | 5,966,627 | |||||||||||||||
Waived and reimbursed fees | (255,729 | ) | (58,220 | ) | (120,317 | ) | (474,990 | ) | |||||||||||
Brokerage commission recapture | (4,049 | ) | (904 | ) | — | — | |||||||||||||
Net expenses | 764,086 | 1,050,851 | 964,788 | 5,491,637 | |||||||||||||||
Net investment income (loss) | 391,235 | (10,712 | ) | 1,595,821 | 7,097,114 | ||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||||||||||||||||
Net realized gain (loss) on: | |||||||||||||||||||
Investments | 13,217,370 | 15,195,168 | 7,466,247 | 91,413,558 | |||||||||||||||
Forward foreign currency contracts | — | — | (161,127 | ) | (357,707 | ) | |||||||||||||
Foreign currency related transactions | — | — | 42,997 | 35,811 | |||||||||||||||
Net realized gain | 13,217,370 | 15,195,168 | 7,348,117 | 91,091,662 | |||||||||||||||
Net change in unrealized appreciation (depreciation) on: | |||||||||||||||||||
Investments | 13,717,092 | 25,634,772 | 37,009,291 | 63,331,773 | |||||||||||||||
Forward foreign currency contracts | — | — | 133,173 | 580,851 | |||||||||||||||
Foreign currency related transactions | — | — | (1,858 | ) | (24,680 | ) | |||||||||||||
Net change in unrealized appreciation (depreciation) | 13,717,092 | 25,634,772 | 37,140,606 | 63,887,944 | |||||||||||||||
Net realized and unrealized gain | 26,934,462 | 40,829,940 | 44,488,723 | 154,979,606 | |||||||||||||||
Increase in net assets resulting from operations | $ | 27,325,697 | $ | 40,819,228 | $ | 46,084,544 | $ | 162,076,720 | |||||||||||
*Foreign taxes withheld | $ | 7,945 | $ | 1,768 | $ | 39,782 | $ | 144,448 |
See Accompanying Notes to Financial Statements
12
STATEMENTS OF OPERATIONS FOR THE SIX MONTHS ENDED JUNE 30, 2021 (UNAUDITED)
VY® Invesco Global Portfolio | VY® JPMorgan Mid Cap Value Portfolio | VY® T. Rowe Price Diversified Mid Cap Growth Portfolio | VY® T. Rowe Price Growth Equity Portfolio | ||||||||||||||||
INVESTMENT INCOME: | |||||||||||||||||||
Dividends, net of foreign taxes withheld* | $ | 4,911,162 | $ | 3,541,219 | $ | 2,241,459 | $ | 3,704,876 | |||||||||||
Securities lending income, net | 41,260 | 1,219 | 63,542 | 45,015 | |||||||||||||||
Total investment income | 4,952,422 | 3,542,438 | 2,305,001 | 3,749,891 | |||||||||||||||
EXPENSES: | |||||||||||||||||||
Investment management fees | 5,842,800 | 1,751,864 | 5,255,688 | 7,017,267 | |||||||||||||||
Distribution and shareholder service fees: | 578,600 | 455,044 | 242,150 | 1,018,662 | |||||||||||||||
Class ADV | 339,308 | 219,533 | 168,137 | 921,174 | |||||||||||||||
Class S | 230,842 | 232,943 | 60,157 | 85,976 | |||||||||||||||
Class S2 | 8,450 | 2,568 | 13,856 | 11,512 | |||||||||||||||
Transfer agent fees: | 843,770 | 240,240 | 573,124 | 703,214 | |||||||||||||||
Class ADV | 68,559 | 51,180 | 29,637 | 129,240 | |||||||||||||||
Class I | 679,686 | 79,701 | 519,148 | 547,832 | |||||||||||||||
Class R6 | — | — | 77 | — | |||||||||||||||
Class S | 93,388 | 108,612 | 21,208 | 24,125 | |||||||||||||||
Class S2 | 2,137 | 747 | 3,054 | 2,017 | |||||||||||||||
Shareholder reporting expense | 66,970 | 23,711 | 48,310 | 70,590 | |||||||||||||||
Professional fees | 51,044 | 10,561 | 38,702 | 57,739 | |||||||||||||||
Custody and accounting expense | 126,577 | 19,773 | 54,916 | 89,237 | |||||||||||||||
Directors fees | 33,664 | 8,312 | 28,645 | 40,431 | |||||||||||||||
Miscellaneous expense | 43,249 | 8,660 | 15,412 | 35,848 | |||||||||||||||
Interest expense | 2,729 | — | 284 | — | |||||||||||||||
Total expenses | 7,589,403 | 2,518,165 | 6,257,231 | 9,032,988 | |||||||||||||||
Waived and reimbursed fees | (292,285 | ) | (244,429 | ) | (337,642 | ) | (660,919 | ) | |||||||||||
Brokerage commission recapture | — | (3,337 | ) | — | — | ||||||||||||||
Net expenses | 7,297,118 | 2,270,399 | 5,919,589 | 8,372,069 | |||||||||||||||
Net investment income (loss) | (2,344,696 | ) | 1,272,039 | (3,614,588 | ) | (4,622,178 | ) | ||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||||||||||||||||
Net realized gain (loss) on: | |||||||||||||||||||
Investments | 104,618,890 | 34,109,740 | 133,717,185 | 156,635,855 | |||||||||||||||
Forward foreign currency contracts | (12,126 | ) | — | — | (12,038 | ) | |||||||||||||
Foreign currency related transactions | (5,609 | ) | — | — | 275 | ||||||||||||||
Net realized gain | 104,601,155 | 34,109,740 | 133,717,185 | 156,624,092 | |||||||||||||||
Net change in unrealized appreciation (depreciation) on: | |||||||||||||||||||
Investments (net of foreign capital gains taxes accrued#) | 82,673,007 | 43,466,507 | (500,653 | ) | 142,307,316 | ||||||||||||||
Forward foreign currency contracts | 4,449 | — | — | — | |||||||||||||||
Foreign currency related transactions | (68,894 | ) | — | — | 102 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | 82,608,562 | 43,466,507 | (500,653 | ) | 142,307,418 | ||||||||||||||
Net realized and unrealized gain | 187,209,717 | 77,576,247 | 133,216,532 | 298,931,510 | |||||||||||||||
Increase in net assets resulting from operations | $ | 184,865,021 | $ | 78,848,286 | $ | 129,601,944 | $ | 294,309,332 | |||||||||||
* Foreign taxes withheld | $ | 581,190 | $ | — | $ | 8,270 | $ | 53,468 | |||||||||||
# Foreign capital gains taxes accrued | $ | 850,643 | $ | — | $ | — | $ | — |
See Accompanying Notes to Financial Statements
13
STATEMENTS OF CHANGES IN NET ASSETS
Voya Global Bond Portfolio | Voya International High Dividend Low Volatility Portfolio | ||||||||||||||||||
Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 2,506,113 | $ | 5,671,017 | $ | 7,641,433 | $ | 8,705,812 | |||||||||||
Net realized gain (loss) | (1,621,874 | ) | 4,861,124 | 15,629,795 | (31,060,166 | ) | |||||||||||||
Net change in unrealized appreciation (depreciation) | (6,135,378 | ) | 6,090,949 | 13,983,349 | 12,103,137 | ||||||||||||||
Increase (decrease) in net assets resulting from operations | (5,251,139 | ) | 16,623,090 | 37,254,577 | (10,251,217 | ) | |||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Total distributions (excluding return of capital): | |||||||||||||||||||
Class ADV | (242,172 | ) | (499,001 | ) | — | (3,998,093 | ) | ||||||||||||
Class I | (1,742,765 | ) | (4,117,554 | ) | — | (18,958,530 | ) | ||||||||||||
Class S | (404,482 | ) | (856,131 | ) | — | (41,156,670 | ) | ||||||||||||
Class S2 | — | — | — | (73,179 | ) | ||||||||||||||
Total distributions | (2,389,419 | ) | (5,472,686 | ) | — | (64,186,472 | ) | ||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 6,050,670 | 17,959,104 | 3,882,751 | 20,855,018 | |||||||||||||||
Reinvestment of distributions | 2,389,419 | 5,472,686 | — | 64,186,472 | |||||||||||||||
8,440,089 | 23,431,790 | 3,882,751 | 85,041,490 | ||||||||||||||||
Cost of shares redeemed | (12,380,378 | ) | (56,396,854 | ) | (32,542,289 | ) | (71,367,998 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (3,940,289 | ) | (32,965,064 | ) | (28,659,538 | ) | 13,673,492 | ||||||||||||
Net increase (decrease) in net assets | (11,580,847 | ) | (21,814,660 | ) | 8,595,039 | (60,764,197 | ) | ||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 179,523,882 | 201,338,542 | 417,518,277 | 478,282,474 | |||||||||||||||
End of year or period | $ | 167,943,035 | $ | 179,523,882 | $ | 426,113,316 | $ | 417,518,277 |
See Accompanying Notes to Financial Statements
14
STATEMENTS OF CHANGES IN NET ASSETS
VY® American Century Small-Mid Cap Value Portfolio | VY® Baron Growth Portfolio | ||||||||||||||||||
Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income (loss) | $ | 1,760,420 | $ | 3,845,487 | $ | (1,907,139 | ) | $ | (2,566,484 | ) | |||||||||
Net realized gain (loss) | 37,867,438 | (2,741,117 | ) | 34,250,331 | 47,657,871 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | 30,194,277 | 6,978,194 | 17,161,270 | 104,781,202 | |||||||||||||||
Increase in net assets resulting from operations | 69,822,135 | 8,082,564 | 49,504,462 | 149,872,589 | |||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Total distributions (excluding return of capital): | |||||||||||||||||||
Class ADV | — | (1,711,366 | ) | — | — | ||||||||||||||
Class I | — | (3,371,776 | ) | — | — | ||||||||||||||
Class S | — | (1,584,274 | ) | — | — | ||||||||||||||
Class S2 | — | (59,796 | ) | — | — | ||||||||||||||
Total distributions | — | (6,727,212 | ) | — | — | ||||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 20,619,679 | 20,389,448 | 14,356,308 | 43,933,495 | |||||||||||||||
Reinvestment of distributions | — | 6,727,212 | — | — | |||||||||||||||
20,619,679 | 27,116,660 | 14,356,308 | 43,933,495 | ||||||||||||||||
Cost of shares redeemed | (35,245,423 | ) | (62,309,206 | ) | (46,422,143 | ) | (114,832,332 | ) | |||||||||||
Net decrease in net assets resulting from capital share transactions | (14,625,744 | ) | (35,192,546 | ) | (32,065,835 | ) | (70,898,837 | ) | |||||||||||
Net increase (decrease) in net assets | 55,196,391 | (33,837,194 | ) | 17,438,627 | 78,973,752 | ||||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 347,040,422 | 380,877,616 | 595,891,824 | 516,918,072 | |||||||||||||||
End of year or period | $ | 402,236,813 | $ | 347,040,422 | $ | 613,330,451 | $ | 595,891,824 |
See Accompanying Notes to Financial Statements
15
STATEMENTS OF CHANGES IN NET ASSETS
VY® Columbia Contrarian Core Portfolio | VY® Columbia Small Cap Value II Portfolio | ||||||||||||||||||
Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income (loss) | $ | 391,235 | $ | 995,168 | $ | (10,712 | ) | $ | 564,427 | ||||||||||
Net realized gain | 13,217,370 | 20,183,714 | 15,195,168 | 160,673 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | 13,717,092 | 29,571,634 | 25,634,772 | 9,456,557 | |||||||||||||||
Increase in net assets resulting from operations | 27,325,697 | 50,750,516 | 40,819,228 | 10,181,657 | |||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Total distributions (excluding return of capital): | |||||||||||||||||||
Class ADV | — | (743,213 | ) | — | (972,185 | ) | |||||||||||||
Class I | — | (4,445,739 | ) | — | (1,435,739 | ) | |||||||||||||
Class R6 | — | — | — | (255,902 | ) | ||||||||||||||
Class S | — | (552,006 | ) | — | (3,428,166 | ) | |||||||||||||
Class S2 | — | — | — | (55,992 | ) | ||||||||||||||
Total distributions | — | (5,740,958 | ) | — | (6,147,984 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 8,504,307 | 141,807,257 | 37,926,440 | 12,993,038 | |||||||||||||||
Reinvestment of distributions | — | 5,740,958 | — | 6,147,984 | |||||||||||||||
8,504,307 | 147,548,215 | 37,926,440 | 19,141,022 | ||||||||||||||||
Cost of shares redeemed | (20,323,965 | ) | (67,475,819 | ) | (26,731,804 | ) | (33,759,350 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (11,819,658 | ) | 80,072,396 | 11,194,636 | (14,618,328 | ) | |||||||||||||
Net increase (decrease) in net assets | 15,506,039 | 125,081,954 | 52,013,864 | (10,584,655 | ) | ||||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 175,864,789 | 50,782,835 | 149,305,539 | 159,890,194 | |||||||||||||||
End of year or period | $ | 191,370,828 | $ | 175,864,789 | $ | 201,319,403 | $ | 149,305,539 |
See Accompanying Notes to Financial Statements
16
STATEMENTS OF CHANGES IN NET ASSETS
VY® Invesco Comstock Portfolio | VY® Invesco Equity and Income Portfolio | ||||||||||||||||||
Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 1,595,821 | $ | 4,842,340 | $ | 7,097,114 | $ | 19,246,602 | |||||||||||
Net realized gain (loss) | 7,348,117 | (23,108,052 | ) | 91,091,662 | 9,602,771 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | 37,140,606 | (10,389,112 | ) | 63,887,944 | 74,680,078 | ||||||||||||||
Increase (decrease) in net assets resulting from operations | 46,084,544 | (28,654,824 | ) | 162,076,720 | 103,529,451 | ||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Total distributions (excluding return of capital): | |||||||||||||||||||
Class ADV | — | (1,304,497 | ) | — | (2,330,514 | ) | |||||||||||||
Class I | — | (6,426,417 | ) | — | (27,058,975 | ) | |||||||||||||
Class S | — | (3,064,953 | ) | — | (24,794,296 | ) | |||||||||||||
Class S2 | — | — | — | (17,171,131 | ) | ||||||||||||||
Total distributions | — | (10,795,867 | ) | — | (71,354,916 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 50,835,900 | 89,543,749 | 12,810,078 | 13,882,671 | |||||||||||||||
Reinvestment of distributions | — | 10,795,867 | — | 71,354,916 | |||||||||||||||
50,835,900 | 100,339,616 | 12,810,078 | 85,237,587 | ||||||||||||||||
Cost of shares redeemed | (47,082,298 | ) | (162,953,033 | ) | (96,448,628 | ) | (193,635,444 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | 3,753,602 | (62,613,417 | ) | (83,638,550 | ) | (108,397,857 | ) | ||||||||||||
Net increase (decrease) in net assets | 49,838,146 | (102,064,108 | ) | 78,438,170 | (76,223,322 | ) | |||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 206,322,885 | 308,386,993 | 1,255,721,208 | 1,331,944,530 | |||||||||||||||
End of year or period | $ | 256,161,031 | $ | 206,322,885 | $ | 1,334,159,378 | $ | 1,255,721,208 |
See Accompanying Notes to Financial Statements
17
STATEMENTS OF CHANGES IN NET ASSETS
VY® Invesco Global Portfolio | VY® JPMorgan Mid Cap Value Portfolio | ||||||||||||||||||
Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income (loss) | $ | (2,344,696 | ) | $ | (1,449,121 | ) | $ | 1,272,039 | $ | 3,038,963 | |||||||||
Net realized gain | 104,601,155 | 84,593,469 | 34,109,740 | 14,330,361 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | 82,608,562 | 279,045,095 | 43,466,507 | (24,564,419 | ) | ||||||||||||||
Increase (decrease) in net assets resulting from operations | 184,865,021 | 362,189,443 | 78,848,286 | (7,195,095 | ) | ||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Total distributions (excluding return of capital): | |||||||||||||||||||
Class ADV | — | (4,996,181 | ) | — | (6,939,506 | ) | |||||||||||||
Class I | — | (53,910,828 | ) | — | (11,193,835 | ) | |||||||||||||
Class S | — | (7,716,024 | ) | — | (15,047,063 | ) | |||||||||||||
Class S2 | — | (149,769 | ) | — | (138,167 | ) | |||||||||||||
Total distributions | — | (66,772,802 | ) | — | (33,318,571 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 16,509,528 | 19,464,266 | 21,696,547 | 16,958,254 | |||||||||||||||
Reinvestment of distributions | — | 66,772,802 | — | 33,318,571 | |||||||||||||||
16,509,528 | 86,237,068 | 21,696,547 | 50,276,825 | ||||||||||||||||
Cost of shares redeemed | (121,498,551 | ) | (258,026,375 | ) | (46,049,320 | ) | (77,538,133 | ) | |||||||||||
Net decrease in net assets resulting from capital share transactions | (104,989,023 | ) | (171,789,307 | ) | (24,352,773 | ) | (27,261,308 | ) | |||||||||||
Net increase (decrease) in net assets | 79,875,998 | 123,627,334 | 54,495,513 | (67,774,974 | ) | ||||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 1,657,947,116 | 1,534,319,782 | 374,813,239 | 442,588,213 | |||||||||||||||
End of year or period | $ | 1,737,823,114 | $ | 1,657,947,116 | $ | 429,308,752 | $ | 374,813,239 |
See Accompanying Notes to Financial Statements
18
STATEMENTS OF CHANGES IN NET ASSETS
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio | VY® T. Rowe Price Growth Equity Portfolio | ||||||||||||||||||
Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | Six Months Ended June 30, 2021 (Unaudited) | Year Ended December 31, 2020 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment (loss) | $ | (3,614,588 | ) | $ | (1,252,109 | ) | $ | (4,622,178 | ) | $ | (6,118,962 | ) | |||||||
Net realized gain | 133,717,185 | 225,120,348 | 156,624,092 | 178,779,501 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | (500,653 | ) | 127,862,938 | 142,307,418 | 378,276,668 | ||||||||||||||
Increase in net assets resulting from operations | 129,601,944 | 351,731,177 | 294,309,332 | 550,937,207 | |||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Total distributions (excluding return of capital): | |||||||||||||||||||
Class ADV | — | (4,946,458 | ) | — | (13,600,775 | ) | |||||||||||||
Class I | — | (86,073,841 | ) | — | (50,553,168 | ) | |||||||||||||
Class R6 | — | (2,931,489 | ) | — | — | ||||||||||||||
Class S | — | (3,459,838 | ) | — | (2,861,917 | ) | |||||||||||||
Class S2 | — | (490,552 | ) | — | (415,290 | ) | |||||||||||||
Total distributions | — | (97,902,178 | ) | — | (67,431,150 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 51,979,544 | 203,466,649 | 95,417,063 | 174,272,043 | |||||||||||||||
Reinvestment of distributions | — | 97,902,178 | — | 67,431,150 | |||||||||||||||
51,979,544 | 301,368,827 | 95,417,063 | 241,703,193 | ||||||||||||||||
Cost of shares redeemed | (87,573,447 | ) | (304,349,380 | ) | (176,255,780 | ) | (443,066,547 | ) | |||||||||||
Net decrease in net assets resulting from capital share transactions | (35,593,903 | ) | (2,980,553 | ) | (80,838,717 | ) | (201,363,354 | ) | |||||||||||
Net increase in net assets | 94,008,041 | 250,848,446 | 213,470,615 | 282,142,703 | |||||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 1,410,035,130 | 1,159,186,684 | 1,949,491,679 | 1,667,348,976 | |||||||||||||||
End of year or period | $ | 1,504,043,171 | $ | 1,410,035,130 | $ | 2,162,962,294 | $ | 1,949,491,679 |
See Accompanying Notes to Financial Statements
19
FINANCIAL HIGHLIGHTS
Selected data for a share of beneficial interest outstanding throughout each year or period.
Income (loss) from investment operations | Less distributions | Ratios to average net assets | Supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net asset value, beginning of year or period | Net investment income (loss) | Net realized and unrealized gain (loss) | Total from investment operations | From net investment income | From net realized gains | From return of capital | Total distributions | Payment by affiliate | Net asset value, end of year or period | Total Return(1) | Expenses before reductions/additions(2)(3)(4) | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | Expenses net of all reductions/additions(2)(3)(4) | Net investment income (loss)(2)(3) | Net assets, end of year or period | Portfolio turnover rate | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | (%) | (%) | (%) | (%) | (%) | ($000's) | (%) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Global Bond Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 11.28 | 0.14 | • | (0.49 | ) | (0.35 | ) | 0.13 | — | — | 0.13 | — | 10.80 | (3.10 | ) | 1.31 | 1.17 | 1.17 | 2.54 | 20,034 | 72 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 10.64 | 0.28 | 0.62 | 0.90 | 0.26 | — | — | 0.26 | — | 11.28 | 8.58 | 1.28 | 1.17 | 1.17 | 2.50 | 21,097 | 150 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 10.33 | 0.27 | • | 0.48 | 0.75 | 0.44 | — | — | 0.44 | — | 10.64 | 7.36 | 1.16 | 1.16 | 1.16 | 2.58 | 21,661 | 228 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 10.94 | 0.29 | • | (0.55 | ) | (0.26 | ) | 0.35 | — | — | 0.35 | — | 10.33 | (2.40 | ) | 1.17 | 1.15 | 1.15 | 2.71 | 22,161 | 119 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 10.24 | 0.26 | • | 0.66 | 0.92 | 0.22 | — | — | 0.22 | — | 10.94 | 9.05 | 1.17 | 1.10 | 1.10 | 2.48 | 24,922 | 127 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 9.81 | 0.24 | • | 0.33 | 0.57 | 0.06 | — | 0.08 | 0.14 | — | 10.24 | 5.82 | 1.16 | 1.10 | 1.10 | 2.27 | 24,365 | 214 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 11.49 | 0.17 | • | (0.51 | ) | (0.34 | ) | 0.16 | — | — | 0.16 | — | 10.99 | (2.96 | ) | 0.81 | 0.67 | 0.67 | 3.04 | 117,207 | 72 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 10.83 | 0.33 | • | 0.64 | 0.97 | 0.31 | — | — | 0.31 | — | 11.49 | 9.20 | 0.78 | 0.67 | 0.67 | 3.00 | 125,244 | 150 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 10.51 | 0.33 | • | 0.49 | 0.82 | 0.50 | — | — | 0.50 | — | 10.83 | 7.90 | 0.66 | 0.66 | 0.66 | 3.08 | 146,354 | 228 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 11.14 | 0.35 | • | (0.57 | ) | (0.22 | ) | 0.41 | — | — | 0.41 | — | 10.51 | (2.01 | ) | 0.67 | 0.65 | 0.65 | 3.21 | 146,473 | 119 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 10.42 | 0.32 | • | 0.68 | 1.00 | 0.28 | — | — | 0.28 | — | 11.14 | 9.67 | 0.67 | 0.60 | 0.60 | 2.98 | 161,715 | 127 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 9.97 | 0.30 | • | 0.33 | 0.63 | 0.10 | — | 0.08 | 0.18 | — | 10.42 | 6.30 | 0.66 | 0.60 | 0.60 | 2.78 | 163,397 | 214 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 11.47 | 0.15 | • | (0.49 | ) | (0.34 | ) | 0.15 | — | — | 0.15 | — | 10.98 | (3.00 | ) | 1.06 | 0.92 | 0.92 | 2.79 | 30,703 | 72 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 10.82 | 0.31 | 0.63 | 0.94 | 0.29 | — | — | 0.29 | — | 11.47 | 8.85 | 1.03 | 0.92 | 0.92 | 2.75 | 33,183 | 150 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 10.50 | 0.31 | • | 0.48 | 0.79 | 0.47 | — | — | 0.47 | — | 10.82 | 7.64 | 0.91 | 0.91 | 0.91 | 2.83 | 33,323 | 228 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 11.12 | 0.32 | • | (0.56 | ) | (0.24 | ) | 0.38 | — | — | 0.38 | — | 10.50 | (2.17 | ) | 0.92 | 0.90 | 0.90 | 2.97 | 35,849 | 119 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 10.41 | 0.30 | • | 0.66 | 0.96 | 0.25 | — | — | 0.25 | — | 11.12 | 9.31 | 0.92 | 0.85 | 0.85 | 2.73 | 41,785 | 127 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 9.97 | 0.27 | 0.33 | 0.60 | 0.08 | — | 0.08 | 0.16 | — | 10.41 | 6.03 | 0.91 | 0.85 | 0.85 | 2.53 | 40,635 | 214 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Voya International High Dividend Low Volatility Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 9.43 | 0.16 | • | 0.69 | 0.85 | — | — | — | — | — | 10.28 | 9.01 | 1.25 | 1.25 | 1.25 | 3.31 | 27,465 | 37 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 11.36 | 0.19 | (0.49 | ) | (0.30 | ) | 0.32 | 1.31 | — | 1.63 | — | 9.43 | (1.17 | ) | 1.24 | 1.24 | 1.24 | 1.86 | 26,702 | 74 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 10.88 | 0.27 | • | 1.38 | 1.65 | 0.19 | 0.98 | — | 1.17 | — | 11.36 | 16.13 | 1.30 | 1.26 | 1.25 | 2.36 | 29,900 | 143 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 13.06 | 0.16 | • | (2.13 | ) | (1.97 | ) | 0.21 | — | — | 0.21 | — | 10.88 | (15.32 | ) | 1.47 | 1.40 | 1.40 | 1.26 | 30,149 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 10.90 | 0.19 | 2.16 | 2.35 | 0.19 | — | — | 0.19 | — | 13.06 | 21.66 | (a) | 1.46 | 1.40 | 1.40 | 1.50 | 37,898 | 14 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.08 | 0.20 | • | (0.07 | ) | 0.13 | 0.31 | — | — | 0.31 | — | 10.90 | 1.33 | 1.46 | 1.41 | 1.41 | 1.84 | 31,937 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 9.54 | 0.19 | • | 0.69 | 0.88 | — | — | — | — | — | 10.42 | 9.22 | 0.75 | 0.75 | 0.75 | 3.82 | 128,224 | 37 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 11.49 | 0.25 | (0.51 | ) | (0.26 | ) | 0.38 | 1.31 | — | 1.69 | — | 9.54 | (0.71 | ) | 0.74 | 0.74 | 0.74 | 2.37 | 122,082 | 74 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 11.00 | 0.33 | • | 1.40 | 1.73 | 0.26 | 0.98 | — | 1.24 | — | 11.49 | 16.75 | 0.80 | 0.76 | 0.75 | 2.86 | 139,862 | 143 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 13.21 | 0.23 | • | (2.17 | ) | (1.94 | ) | 0.27 | — | — | 0.27 | — | 11.00 | (14.95 | ) | 0.97 | 0.90 | 0.90 | 1.77 | 135,229 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 11.01 | 0.25 | • | 2.20 | 2.45 | 0.25 | — | — | 0.25 | — | 13.21 | 22.35 | (a) | 0.96 | 0.90 | 0.90 | 2.00 | 183,905 | 14 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.20 | 0.25 | • | (0.06 | ) | 0.19 | 0.38 | — | — | 0.38 | — | 11.01 | 1.85 | 0.96 | 0.91 | 0.91 | 2.33 | 170,231 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 9.47 | 0.18 | • | 0.69 | 0.87 | — | — | — | — | — | 10.34 | 9.19 | 1.00 | 1.00 | 1.00 | 3.55 | 270,050 | 37 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 11.41 | 0.22 | (0.50 | ) | (0.28 | ) | 0.35 | 1.31 | — | 1.66 | — | 9.47 | (0.94 | ) | 0.99 | 0.99 | 0.99 | 2.12 | 268,402 | 74 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 10.93 | 0.30 | • | 1.38 | 1.68 | 0.22 | 0.98 | — | 1.20 | — | 11.41 | 16.40 | 1.05 | 1.01 | 1.00 | 2.61 | 308,132 | 143 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 13.12 | 0.19 | • | (2.15 | ) | (1.96 | ) | 0.23 | — | — | 0.23 | — | 10.93 | (15.15 | ) | 1.22 | 1.15 | 1.15 | 1.52 | 309,059 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 10.94 | 0.22 | • | 2.18 | 2.40 | 0.22 | — | — | 0.22 | — | 13.12 | 22.00 | (a) | 1.21 | 1.15 | 1.15 | 1.76 | 404,801 | 14 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.12 | 0.22 | • | (0.05 | ) | 0.17 | 0.35 | — | — | 0.35 | — | 10.94 | 1.63 | 1.21 | 1.16 | 1.16 | 2.09 | 423,390 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 9.56 | 0.17 | • | 0.70 | 0.87 | — | — | — | — | — | 10.43 | 9.10 | 1.15 | 1.15 | 1.15 | 3.40 | 374 | 37 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 11.52 | 0.18 | • | (0.48 | ) | (0.30 | ) | 0.35 | 1.31 | — | 1.66 | — | 9.56 | (1.15 | ) | 1.14 | 1.14 | 1.14 | 1.92 | 334 | 74 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 10.99 | 0.27 | • | 1.41 | 1.68 | 0.17 | 0.98 | — | 1.15 | — | 11.52 | 16.28 | 1.20 | 1.16 | 1.15 | 2.39 | 389 | 143 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 13.05 | 0.18 | • | (2.16 | ) | (1.98 | ) | 0.08 | — | — | 0.08 | — | 10.99 | (15.26 | ) | 1.37 | 1.30 | 1.30 | 1.41 | 397 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 10.86 | 0.19 | • | 2.18 | 2.37 | 0.18 | — | — | 0.18 | — | 13.05 | 21.90 | (a) | 1.36 | 1.30 | 1.30 | 1.57 | 999 | 14 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.06 | 0.22 | (0.08 | ) | 0.14 | 0.34 | — | — | 0.34 | — | 10.86 | 1.39 | 1.39 | 1.31 | 1.31 | 1.94 | 2,321 | 15 |
See Accompanying Notes to Financial Statements
20
FINANCIAL HIGHLIGHTS (CONTINUED)
Selected data for a share of beneficial interest outstanding throughout each year or period.
Income (loss) from investment operations | Less distributions | Ratios to average net assets | Supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net asset value, beginning of year or period | Net investment income (loss) | Net realized and unrealized gain (loss) | Total from investment operations | From net investment income | From net realized gains | From return of capital | Total distributions | Payment by affiliate | Net asset value, end of year or period | Total Return(1) | Expenses before reductions/additions(2)(3)(4) | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | Expenses net of all reductions/additions(2)(3)(4) | Net investment income (loss)(2)(3) | Net assets, end of year or period | Portfolio turnover rate | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | (%) | (%) | (%) | (%) | (%) | ($000's) | (%) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® American Century Small-Mid Cap Value Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 11.27 | 0.04 | • | 2.26 | 2.30 | — | — | — | — | — | 13.57 | 20.41 | 1.82 | 1.35 | 1.35 | 0.62 | 112,338 | 36 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 11.12 | 0.11 | 0.22 | 0.33 | 0.12 | 0.06 | — | 0.18 | — | 11.27 | 3.35 | 1.86 | 1.35 | 1.35 | 0.92 | 96,609 | 70 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 9.64 | 0.11 | 2.66 | 2.77 | 0.12 | 1.17 | — | 1.29 | — | 11.12 | 30.17 | 1.66 | 1.34 | 1.34 | 0.99 | 108,460 | 52 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 12.66 | 0.09 | (1.67 | ) | (1.58 | ) | 0.10 | 1.34 | — | 1.44 | — | 9.64 | (14.49 | ) | 1.65 | 1.36 | 1.36 | 0.77 | 91,283 | 76 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 12.03 | 0.11 | 1.16 | 1.27 | 0.12 | 0.52 | — | 0.64 | — | 12.66 | 10.90 | 1.65 | 1.36 | 1.36 | 0.95 | 115,235 | 57 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 10.80 | 0.08 | 2.34 | 2.42 | 0.14 | 1.05 | — | 1.19 | — | 12.03 | 23.69 | 1.65 | 1.36 | 1.36 | 0.78 | 101,948 | 68 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 12.16 | 0.08 | • | 2.44 | 2.52 | — | — | — | — | — | 14.68 | 20.72 | 1.32 | 0.85 | 0.85 | 1.12 | 188,307 | 36 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 11.99 | 0.16 | 0.25 | 0.41 | 0.18 | 0.06 | — | 0.24 | — | 12.16 | 3.84 | 1.36 | 0.85 | 0.85 | 1.42 | 161,201 | 70 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 10.30 | 0.17 | 2.87 | 3.04 | 0.18 | 1.17 | — | 1.35 | — | 11.99 | 30.96 | 1.16 | 0.84 | 0.84 | 1.49 | 175,917 | 52 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 13.44 | 0.17 | • | (1.81 | ) | (1.64 | ) | 0.16 | 1.34 | — | 1.50 | — | 10.30 | (14.15 | ) | 1.15 | 0.86 | 0.86 | 1.30 | 142,379 | 76 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 12.72 | 0.19 | • | 1.22 | 1.41 | 0.17 | 0.52 | — | 0.69 | — | 13.44 | 11.44 | 1.15 | 0.86 | 0.86 | 1.44 | 151,054 | 57 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.35 | 0.15 | • | 2.47 | 2.62 | 0.20 | 1.05 | — | 1.25 | — | 12.72 | 24.38 | 1.15 | 0.86 | 0.86 | 1.28 | 156,657 | 68 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 11.95 | 0.06 | • | 2.40 | 2.46 | — | — | — | — | — | 14.41 | 20.59 | 1.57 | 1.10 | 1.10 | 0.87 | 98,442 | 36 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 11.79 | 0.13 | 0.24 | 0.37 | 0.15 | 0.06 | — | 0.21 | — | 11.95 | 3.52 | 1.61 | 1.10 | 1.10 | 1.17 | 85,902 | 70 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 10.14 | 0.15 | 2.81 | 2.96 | 0.14 | 1.17 | — | 1.31 | — | 11.79 | 30.67 | 1.41 | 1.09 | 1.09 | 1.24 | 93,230 | 52 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 13.25 | 0.13 | • | (1.77 | ) | (1.64 | ) | 0.13 | 1.34 | — | 1.47 | — | 10.14 | (14.34 | ) | 1.40 | 1.11 | 1.11 | 1.02 | 79,986 | 76 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 12.56 | 0.16 | 1.19 | 1.35 | 0.14 | 0.52 | — | 0.66 | — | 13.25 | 11.12 | 1.40 | 1.11 | 1.11 | 1.20 | 106,501 | 57 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.22 | 0.11 | 2.44 | 2.55 | 0.16 | 1.05 | — | 1.21 | — | 12.56 | 24.06 | 1.40 | 1.11 | 1.11 | 1.03 | 99,089 | 68 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 11.26 | 0.05 | • | 2.26 | 2.31 | — | — | — | — | — | 13.57 | 20.52 | 1.72 | 1.25 | 1.25 | 0.71 | 3,149 | 36 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 11.12 | 0.10 | • | 0.23 | 0.33 | 0.13 | 0.06 | — | 0.19 | — | 11.26 | 3.40 | 1.76 | 1.25 | 1.25 | 1.02 | 3,328 | 70 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 9.62 | 0.12 | • | 2.67 | 2.79 | 0.12 | 1.17 | — | 1.29 | — | 11.12 | 30.42 | 1.56 | 1.24 | 1.24 | 1.07 | 3,271 | 52 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 12.64 | 0.10 | • | (1.67 | ) | (1.57 | ) | 0.11 | 1.34 | — | 1.45 | — | 9.62 | (14.48 | ) | 1.55 | 1.26 | 1.26 | 0.84 | 2,891 | 76 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 12.01 | 0.12 | • | 1.15 | 1.27 | 0.12 | 0.52 | — | 0.64 | — | 12.64 | 10.96 | 1.55 | 1.26 | 1.26 | 1.01 | 4,627 | 57 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 10.78 | 0.09 | 2.35 | 2.44 | 0.16 | 1.05 | — | 1.21 | — | 12.01 | 23.92 | 1.58 | 1.26 | 1.26 | 0.90 | 4,881 | 68 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Baron Growth Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 25.98 | (0.12 | )• | 2.31 | 2.19 | — | — | — | — | — | 28.17 | 8.43 | 1.60 | 1.49 | 1.49 | (0.92 | ) | 129,857 | 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 19.55 | (0.17 | ) | 6.60 | 6.43 | — | — | — | — | — | 25.98 | 32.89 | 1.64 | 1.49 | 1.49 | (0.80 | ) | 122,298 | 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 24.63 | (0.07 | ) | 9.03 | 8.96 | — | 13.89 | 0.15 | 14.04 | — | 19.55 | 38.24 | 1.49 | 1.49 | 1.49 | (0.40 | ) | 105,271 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 27.88 | (0.09 | ) | 0.00 | * | (0.09 | ) | — | 3.16 | — | 3.16 | — | 24.63 | (2.15 | ) | 1.49 | 1.49 | 1.49 | (0.32 | ) | 82,126 | 4 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 24.82 | (0.10 | )• | 6.72 | 6.62 | 0.16 | 3.40 | — | 3.56 | — | 27.88 | 27.86 | 1.49 | 1.49 | 1.49 | (0.38 | ) | 88,499 | 3 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 26.58 | (0.11 | ) | 1.50 | 1.39 | — | 3.15 | — | 3.15 | — | 24.82 | 5.06 | 1.48 | 1.48 | 1.48 | (0.41 | ) | 77,655 | 4 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 31.49 | (0.07 | )• | 2.81 | 2.74 | — | — | — | — | — | 34.23 | 8.70 | 1.10 | 0.99 | 0.99 | (0.43 | ) | 168,330 | 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 23.58 | (0.08 | ) | 7.99 | 7.91 | — | — | — | — | — | 31.49 | 33.55 | 1.14 | 0.99 | 0.99 | (0.30 | ) | 164,347 | 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 27.41 | 0.01 | 10.20 | 10.21 | — | 13.89 | 0.15 | 14.04 | — | 23.58 | 38.97 | 0.99 | 0.99 | 0.99 | 0.04 | 147,370 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 30.58 | 0.05 | (0.06 | ) | (0.01 | ) | — | 3.16 | — | 3.16 | — | 27.41 | (1.68 | ) | 0.99 | 0.99 | 0.99 | 0.17 | 118,743 | 4 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 26.92 | 0.03 | • | 7.34 | 7.37 | 0.31 | 3.40 | — | 3.71 | — | 30.58 | 28.52 | 0.99 | 0.99 | 0.99 | 0.11 | 145,389 | 3 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 28.45 | 0.04 | 1.58 | 1.62 | — | 3.15 | — | 3.15 | — | 26.92 | 5.57 | 0.98 | 0.98 | 0.98 | 0.12 | 150,672 | 4 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 31.52 | (0.07 | )• | 2.82 | 2.75 | — | — | — | — | — | 34.27 | 8.72 | 0.98 | 0.98 | 0.98 | (0.42 | ) | 46,261 | 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 23.60 | (0.07 | ) | 7.99 | 7.92 | — | — | — | — | — | 31.52 | 33.56 | 0.99 | 0.99 | 0.99 | (0.30 | ) | 44,926 | 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 27.43 | 0.04 | 10.17 | 10.21 | — | 13.89 | 0.15 | 14.04 | — | 23.60 | 38.94 | 0.99 | 0.99 | 0.99 | 0.20 | 33,764 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 30.59 | 0.06 | (0.06 | ) | 0.00 | * | — | 3.16 | — | 3.16 | — | 27.43 | (1.64 | ) | 0.99 | 0.99 | 0.99 | 0.23 | 15,007 | 4 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 26.93 | 0.13 | • | 7.24 | 7.37 | 0.31 | 3.40 | — | 3.71 | — | 30.59 | 28.51 | 0.99 | 0.99 | 0.99 | 0.43 | 11,442 | 3 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
05-03-16(5)-12-31-16 | 28.86 | 0.23 | • | 0.99 | 1.22 | — | 3.15 | — | 3.15 | — | 26.93 | 4.10 | 0.98 | 0.98 | 0.98 | 1.39 | 879 | 4 |
See Accompanying Notes to Financial Statements
21
FINANCIAL HIGHLIGHTS (CONTINUED)
Selected data for a share of beneficial interest outstanding throughout each year or period.
Income (loss) from investment operations | Less distributions | Ratios to average net assets | Supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net asset value, beginning of year or period | Net investment income (loss) | Net realized and unrealized gain (loss) | Total from investment operations | From net investment income | From net realized gains | From return of capital | Total distributions | Payment by affiliate | Net asset value, end of year or period | Total Return(1) | Expenses before reductions/additions(2)(3)(4) | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | Expenses net of all reductions/additions(2)(3)(4) | Net investment income (loss)(2)(3) | Net assets, end of year or period | Portfolio turnover rate | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | (%) | (%) | (%) | (%) | (%) | ($000's) | (%) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Baron Growth Portfolio (continued) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 28.85 | (0.10 | )• | 2.57 | 2.47 | — | — | — | — | — | 31.32 | 8.56 | 1.35 | 1.24 | 1.24 | (0.68 | ) | 266,387 | 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 21.65 | (0.13 | ) | 7.33 | 7.20 | — | — | — | — | — | 28.85 | 33.26 | 1.39 | 1.24 | 1.24 | (0.55 | ) | 261,358 | 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 26.10 | (0.03 | )• | 9.62 | 9.59 | — | 13.89 | 0.15 | 14.04 | — | 21.65 | 38.52 | 1.24 | 1.24 | 1.24 | (0.10 | ) | 228,141 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 29.31 | (0.02 | ) | (0.03 | ) | (0.05 | ) | — | 3.16 | — | 3.16 | — | 26.10 | (1.89 | ) | 1.24 | 1.24 | 1.24 | (0.08 | ) | 451,687 | 4 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 25.93 | (0.04 | )• | 7.05 | 7.01 | 0.23 | 3.40 | — | 3.63 | — | 29.31 | 28.20 | 1.24 | 1.24 | 1.24 | (0.13 | ) | 512,397 | 3 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 27.57 | (0.05 | ) | 1.56 | 1.51 | — | 3.15 | — | 3.15 | — | 25.93 | 5.33 | 1.23 | 1.23 | 1.23 | (0.17 | ) | 478,020 | 4 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 26.48 | (0.11 | )• | 2.36 | 2.25 | — | — | — | — | — | 28.73 | 8.50 | 1.50 | 1.39 | 1.39 | (0.84 | ) | 2,495 | 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 19.91 | (0.15 | ) | 6.72 | 6.57 | — | — | — | — | — | 26.48 | 33.00 | 1.54 | 1.39 | 1.39 | (0.69 | ) | 2,963 | 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 24.87 | (0.45 | )• | 9.53 | 9.08 | — | 13.89 | 0.15 | 14.04 | — | 19.91 | 38.37 | 1.39 | 1.39 | 1.39 | (1.58 | ) | 2,373 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 28.10 | (0.08 | ) | 0.01 | (0.07 | ) | — | 3.16 | — | 3.16 | — | 24.87 | (2.05 | ) | 1.39 | 1.39 | 1.39 | (0.25 | ) | 1,625 | 4 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 24.92 | (0.09 | )• | 6.78 | 6.69 | 0.11 | 3.40 | — | 3.51 | — | 28.10 | 28.02 | 1.39 | 1.39 | 1.39 | (0.32 | ) | 1,835 | 3 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 26.65 | (0.10 | )• | 1.52 | 1.42 | — | 3.15 | — | 3.15 | — | 24.92 | 5.17 | 1.42 | 1.38 | 1.38 | (0.38 | ) | 2,609 | 4 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Columbia Contrarian Core Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 19.23 | 0.00 | *• | 3.00 | 3.00 | — | — | — | — | — | 22.23 | 15.60 | 1.51 | 1.23 | 1.23 | 0.03 | 30,025 | 22 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 16.38 | 0.06 | 3.33 | 3.39 | — | 0.54 | — | 0.54 | — | 19.23 | 21.22 | 1.54 | 1.23 | 1.22 | 0.36 | 26,173 | 91 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 18.94 | 0.13 | • | 5.51 | 5.64 | 0.29 | 7.91 | — | 8.20 | — | 16.38 | 32.41 | 1.46 | 1.23 | 1.23 | 0.64 | 23,961 | 45 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 23.40 | 0.14 | • | (1.97 | ) | (1.83 | ) | 0.15 | 2.48 | — | 2.63 | — | 18.94 | (9.23 | ) | 1.44 | 1.22 | 1.21 | 0.61 | 21,088 | 64 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 20.66 | 0.13 | 4.17 | 4.30 | 0.20 | 1.36 | — | 1.56 | — | 23.40 | 21.32 | 1.44 | 1.21 | 1.20 | 0.58 | 29,515 | 45 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 21.73 | 0.15 | • | 1.55 | 1.70 | 0.74 | 2.03 | — | 2.77 | — | 20.66 | 8.12 | 1.44 | 1.20 | 1.19 | 0.71 | 25,432 | 53 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 20.88 | 0.06 | • | 3.26 | 3.32 | — | — | — | — | — | 24.20 | 15.90 | 1.01 | 0.73 | 0.73 | 0.53 | 138,393 | 22 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 17.67 | 0.15 | • | 3.61 | 3.76 | 0.01 | 0.54 | — | 0.55 | — | 20.88 | 21.79 | 1.04 | 0.73 | 0.72 | 0.80 | 129,553 | 91 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 20.01 | 0.25 | • | 5.84 | 6.09 | 0.52 | 7.91 | — | 8.43 | — | 17.67 | 33.05 | 0.96 | 0.73 | 0.73 | 1.14 | 8,548 | 45 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 24.58 | 0.26 | • | (2.07 | ) | (1.81 | ) | 0.28 | 2.48 | — | 2.76 | — | 20.01 | (8.77 | ) | 0.94 | 0.72 | 0.71 | 1.11 | 7,982 | 64 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 21.61 | 0.25 | • | 4.37 | 4.62 | 0.29 | 1.36 | — | 1.65 | — | 24.58 | 21.96 | 0.94 | 0.71 | 0.70 | 1.08 | 10,099 | 45 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 22.59 | 0.27 | • | 1.62 | 1.89 | 0.84 | 2.03 | — | 2.87 | — | 21.61 | 8.64 | 0.94 | 0.70 | 0.69 | 1.21 | 10,629 | 53 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 20.24 | 0.03 | • | 3.17 | 3.20 | — | — | — | — | — | 23.44 | 15.81 | 1.26 | 0.98 | 0.98 | 0.28 | 22,952 | 22 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 17.18 | 0.11 | 3.49 | 3.60 | — | 0.54 | — | 0.54 | — | 20.24 | 21.45 | 1.29 | 0.98 | 0.97 | 0.61 | 20,139 | 91 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 19.56 | 0.20 | • | 5.73 | 5.93 | 0.40 | 7.91 | — | 8.31 | — | 17.18 | 33.06 | 1.19 | 0.96 | 0.96 | 0.92 | 18,274 | 45 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 24.08 | 0.20 | • | (2.03 | ) | (1.83 | ) | 0.21 | 2.48 | — | 2.69 | — | 19.56 | (8.99 | ) | 1.19 | 0.97 | 0.96 | 0.86 | 222,203 | 64 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 21.21 | 0.19 | • | 4.27 | 4.46 | 0.23 | 1.36 | — | 1.59 | — | 24.08 | 21.58 | 1.19 | 0.96 | 0.95 | 0.83 | 285,025 | 45 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 22.21 | 0.21 | • | 1.59 | 1.80 | 0.77 | 2.03 | — | 2.80 | — | 21.21 | 8.41 | 1.19 | 0.95 | 0.94 | 0.96 | 289,864 | 53 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Columbia Small Cap Value II Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 15.65 | (0.03 | )• | 4.23 | 4.20 | — | — | — | — | — | 19.85 | 26.84 | 1.49 | 1.42 | 1.42 | (0.27 | ) | 39,425 | 32 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 15.06 | 0.03 | 1.17 | 1.20 | 0.05 | 0.56 | — | 0.61 | — | 15.65 | 9.28 | 1.51 | 1.42 | 1.41 | 0.18 | 24,162 | 47 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 14.42 | 0.05 | 2.67 | 2.72 | 0.01 | 2.07 | — | 2.08 | — | 15.06 | 19.88 | 1.41 | 1.38 | 1.37 | 0.27 | 25,615 | 25 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 19.57 | 0.00 | * | (3.06 | ) | (3.06 | ) | 0.00 | * | 2.09 | — | 2.09 | — | 14.42 | (17.96 | ) | 1.40 | 1.37 | 1.36 | 0.02 | 27,725 | 41 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 18.50 | 0.00 | *• | 1.89 | 1.89 | 0.03 | 0.79 | — | 0.82 | — | 19.57 | 10.65 | 1.40 | 1.37 | 1.36 | 0.01 | 37,004 | 44 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 15.67 | 0.01 | 3.55 | 3.56 | 0.01 | 0.72 | — | 0.73 | — | 18.50 | 23.41 | 1.39 | 1.36 | 1.34 | 0.10 | 36,304 | 61 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 16.27 | 0.02 | • | 4.40 | 4.42 | — | — | — | — | — | 20.69 | 27.17 | 0.99 | 0.92 | 0.92 | 0.21 | 48,744 | 32 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 15.65 | 0.10 | 1.22 | 1.32 | 0.14 | 0.56 | — | 0.70 | — | 16.27 | 9.89 | 1.01 | 0.92 | 0.91 | 0.68 | 34,277 | 47 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 14.94 | 0.13 | 2.76 | 2.89 | 0.11 | 2.07 | — | 2.18 | — | 15.65 | 20.42 | 0.91 | 0.88 | 0.87 | 0.79 | 36,201 | 25 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 20.20 | 0.10 | • | (3.16 | ) | (3.06 | ) | 0.11 | 2.09 | — | 2.20 | — | 14.94 | (17.53 | ) | 0.90 | 0.87 | 0.86 | 0.53 | 33,887 | 41 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 19.05 | 0.10 | • | 1.95 | 2.05 | 0.11 | 0.79 | — | 0.90 | — | 20.20 | 11.21 | 0.90 | 0.87 | 0.86 | 0.50 | 43,897 | 44 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 16.12 | 0.10 | 3.64 | 3.74 | 0.09 | 0.72 | — | 0.81 | — | 19.05 | 24.00 | 0.89 | 0.86 | 0.84 | 0.59 | 49,625 | 61 |
See Accompanying Notes to Financial Statements
22
FINANCIAL HIGHLIGHTS (CONTINUED)
Selected data for a share of beneficial interest outstanding throughout each year or period.
Income (loss) from investment operations | Less distributions | Ratios to average net assets | Supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net asset value, beginning of year or period | Net investment income (loss) | Net realized and unrealized gain (loss) | Total from investment operations | From net investment income | From net realized gains | From return of capital | Total distributions | Payment by affiliate | Net asset value, end of year or period | Total Return(1) | Expenses before reductions/additions(2)(3)(4) | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | Expenses net of all reductions/additions(2)(3)(4) | Net investment income (loss)(2)(3) | Net assets, end of year or period | Portfolio turnover rate | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | (%) | (%) | (%) | (%) | (%) | ($000's) | (%) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Columbia Small Cap Value II Portfolio (continued) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 16.29 | 0.03 | • | 4.40 | 4.43 | — | — | — | — | — | 20.72 | 27.19 | 0.89 | 0.86 | 0.86 | 0.28 | 10,851 | 32 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 15.66 | 0.10 | 1.23 | 1.33 | 0.14 | 0.56 | — | 0.70 | — | 16.29 | 9.94 | 0.91 | 0.88 | 0.87 | 0.71 | 6,983 | 47 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 14.94 | 0.12 | 2.78 | 2.90 | 0.11 | 2.07 | — | 2.18 | — | 15.66 | 20.48 | 0.91 | 0.88 | 0.87 | 0.81 | 6,701 | 25 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 20.21 | 0.09 | (3.16 | ) | (3.07 | ) | 0.11 | 2.09 | — | 2.20 | — | 14.94 | (17.57 | ) | 0.90 | 0.87 | 0.86 | 0.56 | 5,349 | 41 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 19.06 | 0.13 | • | 1.92 | 2.05 | 0.11 | 0.79 | — | 0.90 | — | 20.21 | 11.20 | 0.90 | 0.87 | 0.86 | 0.69 | 4,389 | 44 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
05-03-16(5)-12-31-16 | 16.28 | 0.19 | • | 3.40 | 3.59 | 0.09 | 0.72 | — | 0.81 | — | 19.06 | 22.85 | 0.89 | 0.86 | 0.84 | 1.57 | 402 | 61 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 16.20 | (0.00 | )*• | 4.38 | 4.38 | — | — | — | — | — | 20.58 | 27.04 | 1.24 | 1.17 | 1.17 | (0.05 | ) | 100,547 | 32 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 15.58 | 0.07 | 1.20 | 1.27 | 0.09 | 0.56 | — | 0.65 | — | 16.20 | 9.54 | 1.26 | 1.17 | 1.16 | 0.42 | 82,438 | 47 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 14.86 | 0.09 | 2.76 | 2.85 | 0.06 | 2.07 | — | 2.13 | — | 15.58 | 20.21 | 1.16 | 1.13 | 1.12 | 0.53 | 89,702 | 25 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 20.10 | 0.05 | (3.15 | ) | (3.10 | ) | 0.05 | 2.09 | — | 2.14 | — | 14.86 | (17.76 | ) | 1.15 | 1.12 | 1.11 | 0.26 | 89,274 | 41 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 18.96 | 0.05 | • | 1.94 | 1.99 | 0.06 | 0.79 | — | 0.85 | — | 20.10 | 10.92 | 1.15 | 1.12 | 1.11 | 0.25 | 124,984 | 44 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 16.04 | 0.06 | 3.63 | 3.69 | 0.05 | 0.72 | — | 0.77 | — | 18.96 | 23.70 | 1.14 | 1.11 | 1.09 | 0.33 | 145,816 | 61 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 15.65 | (0.02 | )• | 4.23 | 4.21 | — | — | — | — | — | 19.86 | 26.90 | 1.39 | 1.32 | 1.32 | (0.17 | ) | 1,752 | 32 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 15.02 | 0.05 | 1.18 | 1.23 | 0.04 | 0.56 | — | 0.60 | — | 15.65 | 9.45 | 1.41 | 1.32 | 1.31 | 0.27 | 1,446 | 47 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 14.40 | 0.05 | • | 2.67 | 2.72 | 0.03 | 2.07 | — | 2.10 | — | 15.02 | 19.95 | 1.31 | 1.28 | 1.27 | 0.34 | 1,671 | 25 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 19.52 | 0.02 | (3.05 | ) | (3.03 | ) | — | 2.09 | — | 2.09 | — | 14.40 | (17.87 | ) | 1.30 | 1.27 | 1.26 | 0.11 | 2,431 | 41 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 18.44 | 0.01 | • | 1.90 | 1.91 | 0.04 | 0.79 | — | 0.83 | — | 19.52 | 10.77 | 1.30 | 1.27 | 1.26 | 0.06 | 3,431 | 44 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 15.62 | 0.03 | 3.54 | 3.57 | 0.03 | 0.72 | — | 0.75 | — | 18.44 | 23.57 | 1.32 | 1.26 | 1.24 | 0.18 | 5,849 | 61 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Invesco Comstock Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 16.05 | 0.10 | • | 3.70 | 3.80 | — | — | — | — | — | 19.85 | 23.68 | 1.31 | 1.20 | 1.20 | 1.05 | 34,941 | 17 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 17.01 | 0.25 | (0.46 | ) | (0.21 | ) | 0.30 | 0.45 | — | 0.75 | — | 16.05 | (0.74 | ) | 1.33 | 1.27 | 1.27 | 1.71 | 28,434 | 64 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 17.39 | 0.30 | • | 3.74 | 4.04 | 0.41 | 4.01 | — | 4.42 | — | 17.01 | 24.86 | 1.25 | 1.23 | 1.23 | 1.60 | 31,202 | 25 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 20.14 | 0.24 | • | (2.77 | ) | (2.53 | ) | 0.22 | — | — | 0.22 | — | 17.39 | (12.56 | ) | 1.25 | 1.23 | 1.23 | 1.16 | 28,006 | 29 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 17.33 | 0.19 | 2.80 | 2.99 | 0.18 | — | — | 0.18 | — | 20.14 | 17.31 | 1.25 | 1.23 | 1.23 | 1.00 | 36,178 | 14 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 15.07 | 0.28 | 2.35 | 2.63 | 0.37 | — | — | 0.37 | — | 17.33 | 17.51 | 1.25 | 1.23 | 1.23 | 1.66 | 34,490 | 18 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 16.20 | 0.15 | • | 3.74 | 3.89 | — | — | — | — | — | 20.09 | 24.01 | 0.81 | 0.70 | 0.70 | 1.56 | 143,243 | 17 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 17.19 | 0.32 | • | (0.46 | ) | (0.14 | ) | 0.40 | 0.45 | — | 0.85 | — | 16.20 | (0.22 | ) | 0.83 | 0.77 | 0.77 | 2.25 | 114,569 | 64 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 17.52 | 0.40 | • | 3.78 | 4.18 | 0.50 | 4.01 | — | 4.51 | — | 17.19 | 25.51 | 0.75 | 0.73 | 0.73 | 2.09 | 203,510 | 25 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 20.32 | 0.33 | (2.80 | ) | (2.47 | ) | 0.33 | — | — | 0.33 | — | 17.52 | (12.16 | ) | 0.75 | 0.73 | 0.73 | 1.72 | 219,086 | 29 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 17.47 | 0.28 | • | 2.85 | 3.13 | 0.28 | — | — | 0.28 | — | 20.32 | 17.95 | 0.75 | 0.73 | 0.73 | 1.50 | 188,040 | 14 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 15.18 | 0.34 | • | 2.41 | 2.75 | 0.46 | — | — | 0.46 | — | 17.47 | 18.13 | 0.75 | 0.73 | 0.73 | 2.16 | 194,504 | 18 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 16.23 | 0.12 | • | 3.74 | 3.86 | — | — | — | — | — | 20.09 | 23.78 | 1.06 | 0.95 | 0.95 | 1.30 | 77,977 | 17 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 17.18 | 0.31 | (0.48 | ) | (0.17 | ) | 0.33 | 0.45 | — | 0.78 | — | 16.23 | (0.47 | ) | 1.08 | 1.02 | 1.02 | 1.97 | 63,320 | 64 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 17.51 | 0.36 | • | 3.77 | 4.13 | 0.45 | 4.01 | — | 4.46 | — | 17.18 | 25.24 | 1.00 | 0.98 | 0.98 | 1.88 | 73,675 | 25 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 20.30 | 0.29 | • | (2.81 | ) | (2.52 | ) | 0.27 | — | — | 0.27 | — | 17.51 | (12.39 | ) | 1.00 | 0.98 | 0.98 | 1.41 | 215,609 | 29 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 17.45 | 0.23 | • | 2.85 | 3.08 | 0.23 | — | — | 0.23 | — | 20.30 | 17.68 | 1.00 | 0.98 | 0.98 | 1.25 | 274,498 | 14 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 15.17 | 0.30 | • | 2.39 | 2.69 | 0.41 | — | — | 0.41 | — | 17.45 | 17.79 | 1.00 | 0.98 | 0.98 | 1.91 | 291,208 | 18 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Invesco Equity and Income Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 44.76 | 0.19 | • | 5.65 | 5.84 | — | — | — | — | — | 50.60 | 13.05 | 1.21 | 1.14 | 1.14 | 0.79 | 47,999 | 64 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 43.36 | 0.58 | 3.25 | 3.83 | 0.59 | 1.84 | — | 2.43 | — | 44.76 | 9.62 | 1.21 | 1.14 | 1.14 | 1.34 | 42,053 | 90 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 38.95 | 0.62 | • | 6.82 | 7.44 | 0.68 | 2.35 | — | 3.03 | — | 43.36 | 19.50 | 1.17 | 1.14 | 1.14 | 1.47 | 44,825 | 143 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 46.81 | 0.64 | • | (4.95 | ) | (4.31 | ) | 0.66 | 2.89 | — | 3.55 | — | 38.95 | (9.90 | ) | 1.17 | 1.14 | 1.14 | 1.40 | 43,200 | 161 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 44.06 | 0.65 | 3.84 | 4.49 | 0.61 | 1.13 | — | 1.74 | — | 46.81 | 10.32 | 1.17 | 1.14 | 1.14 | 1.43 | 54,583 | 134 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 40.80 | 0.53 | 5.28 | 5.81 | 0.68 | 1.87 | — | 2.55 | — | 44.06 | 14.69 | 1.17 | 1.14 | 1.14 | 1.24 | 49,628 | 134 |
See Accompanying Notes to Financial Statements
23
FINANCIAL HIGHLIGHTS (CONTINUED)
Selected data for a share of beneficial interest outstanding throughout each year or period.
Income (loss) from investment operations | Less distributions | Ratios to average net assets | Supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net asset value, beginning of year or period | Net investment income (loss) | Net realized and unrealized gain (loss) | Total from investment operations | From net investment income | From net realized gains | From return of capital | Total distributions | Payment by affiliate | Net asset value, end of year or period | Total Return(1) | Expenses before reductions/additions(2)(3)(4) | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | Expenses net of all reductions/additions(2)(3)(4) | Net investment income (loss)(2)(3) | Net assets, end of year or period | Portfolio turnover rate | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | (%) | (%) | (%) | (%) | (%) | ($000's) | (%) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Invesco Equity and Income Portfolio (continued) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 45.58 | 0.31 | • | 5.76 | 6.07 | — | — | — | — | — | 51.65 | 13.32 | 0.71 | 0.64 | 0.64 | 1.28 | 507,040 | 64 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 44.08 | 0.80 | 3.34 | 4.14 | 0.80 | 1.84 | — | 2.64 | — | 45.58 | 10.18 | 0.71 | 0.64 | 0.64 | 1.84 | 467,994 | 90 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 39.54 | 0.85 | • | 6.94 | 7.79 | 0.90 | 2.35 | — | 3.25 | — | 44.08 | 20.10 | 0.67 | 0.64 | 0.64 | 1.97 | 484,839 | 143 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 47.51 | 0.88 | • | (5.06 | ) | (4.18 | ) | 0.90 | 2.89 | — | 3.79 | — | 39.54 | (9.46 | ) | 0.67 | 0.64 | 0.64 | 1.90 | 468,289 | 161 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 44.86 | 0.89 | • | 3.93 | 4.82 | 1.04 | 1.13 | — | 2.17 | — | 47.51 | 10.90 | 0.67 | 0.64 | 0.64 | 1.92 | 594,834 | 134 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 41.47 | 0.74 | • | 5.41 | 6.15 | 0.89 | 1.87 | — | 2.76 | — | 44.86 | 15.28 | 0.67 | 0.64 | 0.64 | 1.74 | 594,456 | 134 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 45.24 | 0.25 | • | 5.71 | 5.96 | — | — | — | — | — | 51.20 | 13.17 | 0.96 | 0.89 | 0.89 | 1.03 | 453,592 | 64 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 43.79 | 0.70 | 3.28 | 3.98 | 0.69 | 1.84 | — | 2.53 | — | 45.24 | 9.88 | 0.96 | 0.89 | 0.89 | 1.59 | 436,888 | 90 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 39.30 | 0.74 | • | 6.88 | 7.62 | 0.78 | 2.35 | — | 3.13 | — | 43.79 | 19.80 | 0.92 | 0.89 | 0.89 | 1.72 | 473,465 | 143 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 47.22 | 0.76 | • | (5.01 | ) | (4.25 | ) | 0.78 | 2.89 | — | 3.67 | — | 39.30 | (9.67 | ) | 0.92 | 0.89 | 0.89 | 1.65 | 463,989 | 161 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 44.48 | 0.77 | • | 3.89 | 4.66 | 0.79 | 1.13 | — | 1.92 | — | 47.22 | 10.62 | 0.92 | 0.89 | 0.89 | 1.67 | 606,503 | 134 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 41.14 | 0.62 | • | 5.37 | 5.99 | 0.78 | 1.87 | — | 2.65 | — | 44.48 | 15.00 | 0.92 | 0.89 | 0.89 | 1.49 | 682,465 | 134 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 44.52 | 0.22 | • | 5.62 | 5.84 | — | — | — | — | — | 50.36 | 13.12 | 1.11 | 1.02 | 1.02 | 0.90 | 325,529 | 64 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 43.13 | 0.63 | 3.23 | 3.86 | 0.63 | 1.84 | — | 2.47 | — | 44.52 | 9.76 | 1.11 | 1.02 | 1.02 | 1.46 | 308,786 | 90 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 38.75 | 0.67 | • | 6.78 | 7.45 | 0.72 | 2.35 | — | 3.07 | — | 43.13 | 19.63 | 1.07 | 1.02 | 1.02 | 1.59 | 328,815 | 143 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 46.59 | 0.69 | • | (4.93 | ) | (4.24 | ) | 0.71 | 2.89 | — | 3.60 | — | 38.75 | (9.79 | ) | 1.07 | 1.02 | 1.02 | 1.52 | 321,618 | 161 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 43.85 | 0.70 | • | 3.83 | 4.53 | 0.66 | 1.13 | — | 1.79 | — | 46.59 | 10.48 | 1.07 | 1.02 | 1.02 | 1.54 | 420,527 | 134 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 40.60 | 0.56 | • | 5.28 | 5.84 | 0.72 | 1.87 | — | 2.59 | — | 43.85 | 14.84 | 1.10 | 1.02 | 1.02 | 1.36 | 446,998 | 134 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Invesco Global Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 22.38 | (0.08 | )• | 2.61 | 2.53 | — | — | — | — | — | 24.91 | 11.30 | 1.34 | 1.31 | 1.31 | (0.71 | ) | 144,721 | 4 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 18.41 | (0.10 | )• | 4.91 | 4.81 | 0.13 | 0.71 | — | 0.84 | — | 22.38 | 27.19 | 1.35 | 1.30 | 1.30 | (0.53 | ) | 131,946 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 17.06 | 0.04 | 4.89 | 4.93 | — | 3.58 | — | 3.58 | — | 18.41 | 31.10 | 1.25 | 1.25 | 1.25 | 0.26 | 123,467 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 21.42 | 0.04 | (2.66 | ) | (2.62 | ) | 0.25 | 1.49 | — | 1.74 | — | 17.06 | (13.62 | ) | 1.25 | 1.25 | 1.25 | 0.22 | 101,759 | 17 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 15.90 | 0.04 | 5.64 | 5.68 | 0.13 | 0.03 | — | 0.16 | — | 21.42 | 35.82 | 1.25 | 1.25 | 1.25 | 0.17 | 120,344 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 17.30 | 0.09 | • | (0.17 | ) | (0.08 | ) | 0.12 | 1.20 | — | 1.32 | — | 15.90 | (0.29 | ) | 1.25 | 1.25 | 1.25 | 0.58 | 90,660 | 6 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 23.71 | (0.03 | )• | 2.78 | 2.75 | — | — | — | — | — | 26.46 | 11.60 | 0.84 | 0.81 | 0.81 | (0.21 | ) | 1,398,309 | 4 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 19.46 | (0.01 | )• | 5.20 | 5.19 | 0.23 | 0.71 | — | 0.94 | — | 23.71 | 27.78 | 0.85 | 0.80 | 0.80 | (0.03 | ) | 1,332,750 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 17.86 | 0.15 | 5.13 | 5.28 | 0.10 | 3.58 | — | 3.68 | — | 19.46 | 31.80 | 0.75 | 0.75 | 0.75 | 0.76 | 1,225,197 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 22.33 | 0.16 | • | (2.80 | ) | (2.64 | ) | 0.34 | 1.49 | — | 1.83 | — | 17.86 | (13.19 | ) | 0.75 | 0.75 | 0.75 | 0.72 | 1,061,448 | 17 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 16.56 | 0.15 | 5.87 | 6.02 | 0.22 | 0.03 | — | 0.25 | — | 22.33 | 36.49 | 0.75 | 0.75 | 0.75 | 0.68 | 1,384,452 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 17.97 | 0.20 | (0.20 | ) | 0.00 | * | 0.21 | 1.20 | — | 1.41 | — | 16.56 | 0.22 | 0.75 | 0.75 | 0.75 | 1.07 | 1,091,478 | 6 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 22.56 | (0.05 | )• | 2.64 | 2.59 | — | — | — | — | — | 25.15 | 11.48 | 1.09 | 1.06 | 1.06 | (0.46 | ) | 190,555 | 4 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 18.56 | (0.05 | )• | 4.94 | 4.89 | 0.18 | 0.71 | — | 0.89 | — | 22.56 | 27.43 | 1.10 | 1.05 | 1.05 | (0.28 | ) | 188,985 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 17.17 | 0.10 | 4.91 | 5.01 | 0.04 | 3.58 | — | 3.62 | — | 18.56 | 31.44 | 1.00 | 1.00 | 1.00 | 0.52 | 181,045 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 21.53 | 0.10 | • | (2.68 | ) | (2.58 | ) | 0.29 | 1.49 | — | 1.78 | — | 17.17 | (13.39 | ) | 1.00 | 1.00 | 1.00 | 0.49 | 167,520 | 17 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 15.98 | 0.08 | 5.67 | 5.75 | 0.17 | 0.03 | — | 0.20 | — | 21.53 | 36.13 | 1.00 | 1.00 | 1.00 | 0.41 | 238,436 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 17.38 | 0.13 | • | (0.17 | ) | (0.04 | ) | 0.16 | 1.20 | — | 1.36 | — | 15.98 | (0.04 | ) | 1.00 | 1.00 | 1.00 | 0.82 | 174,417 | 6 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 21.75 | (0.07 | )• | 2.54 | 2.47 | — | — | — | — | — | 24.22 | 11.36 | 1.24 | 1.21 | 1.21 | (0.61 | ) | 4,238 | 4 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 17.89 | (0.07 | )• | 4.77 | 4.70 | 0.13 | 0.71 | — | 0.84 | — | 21.75 | 27.33 | 1.25 | 1.20 | 1.20 | (0.42 | ) | 4,266 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 16.67 | 0.06 | 4.77 | 4.83 | 0.03 | 3.58 | — | 3.61 | — | 17.89 | 31.26 | 1.15 | 1.15 | 1.15 | 0.37 | 4,611 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 20.97 | 0.06 | • | (2.60 | ) | (2.54 | ) | 0.27 | 1.49 | — | 1.76 | — | 16.67 | (13.56 | ) | 1.15 | 1.15 | 1.15 | 0.30 | 3,963 | 17 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 15.58 | 0.05 | 5.53 | 5.58 | 0.16 | 0.03 | — | 0.19 | — | 20.97 | 35.92 | 1.15 | 1.15 | 1.15 | 0.27 | 4,030 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 16.97 | 0.10 | • | (0.17 | ) | (0.07 | ) | 0.12 | 1.20 | — | 1.32 | — | 15.58 | (0.20 | ) | 1.18 | 1.15 | 1.15 | 0.66 | 3,415 | 6 |
See Accompanying Notes to Financial Statements
24
FINANCIAL HIGHLIGHTS (CONTINUED)
Selected data for a share of beneficial interest outstanding throughout each year or period.
Income (loss) from investment operations | Less distributions | Ratios to average net assets | Supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net asset value, beginning of year or period | Net investment income (loss) | Net realized and unrealized gain (loss) | Total from investment operations | From net investment income | From net realized gains | From return of capital | Total distributions | Payment by affiliate | Net asset value, end of year or period | Total Return(1) | Expenses before reductions/additions(2)(3)(4) | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | Expenses net of all reductions/additions(2)(3)(4) | Net investment income (loss)(2)(3) | Net assets, end of year or period | Portfolio turnover rate | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | (%) | (%) | (%) | (%) | (%) | ($000's) | (%) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® JPMorgan Mid Cap Value Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 15.51 | 0.03 | • | 3.29 | 3.32 | — | — | — | — | — | 18.83 | 21.41 | 1.50 | 1.38 | 1.38 | 0.34 | 94,533 | 14 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 17.15 | 0.09 | (0.33 | ) | (0.24 | ) | 0.11 | 1.29 | — | 1.40 | — | 15.51 | 0.08 | 1.51 | 1.38 | 1.38 | 0.58 | 79,036 | 18 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 15.74 | 0.12 | 3.74 | 3.86 | 0.12 | 2.33 | — | 2.45 | — | 17.15 | 25.81 | 1.39 | 1.39 | 1.39 | 0.71 | 89,967 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 19.78 | 0.15 | (2.35 | ) | (2.20 | ) | 0.16 | 1.68 | — | 1.84 | — | 15.74 | (12.37 | ) | 1.38 | 1.38 | 1.38 | 0.79 | 80,243 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 19.31 | 0.07 | 2.41 | 2.48 | 0.07 | 1.94 | — | 2.01 | — | 19.78 | 13.41 | 1.37 | 1.37 | 1.37 | 0.37 | 99,801 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 18.66 | 0.08 | 2.50 | 2.58 | 0.08 | 1.85 | — | 1.93 | — | 19.31 | 14.42 | 1.37 | 1.37 | 1.37 | 0.42 | 98,003 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 16.09 | 0.08 | • | 3.42 | 3.50 | — | — | — | — | — | 19.59 | 21.75 | 1.00 | 0.88 | 0.88 | 0.83 | 139,766 | 14 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 17.72 | 0.17 | (0.33 | ) | (0.16 | ) | 0.18 | 1.29 | — | 1.47 | — | 16.09 | 0.55 | 1.01 | 0.88 | 0.88 | 1.08 | 124,709 | 18 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 16.18 | 0.22 | 3.86 | 4.08 | 0.21 | 2.33 | — | 2.54 | — | 17.72 | 26.46 | 0.89 | 0.89 | 0.89 | 1.21 | 150,535 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 20.30 | 0.25 | • | (2.43 | ) | (2.18 | ) | 0.26 | 1.68 | — | 1.94 | — | 16.18 | (11.96 | ) | 0.88 | 0.88 | 0.88 | 1.28 | 144,880 | 12 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 19.75 | 0.18 | • | 2.48 | 2.66 | 0.17 | 1.94 | — | 2.11 | — | 20.30 | 14.04 | 0.87 | 0.87 | 0.87 | 0.87 | 210,989 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 19.04 | 0.18 | 2.56 | 2.74 | 0.18 | 1.85 | — | 2.03 | — | 19.75 | 14.94 | 0.87 | 0.87 | 0.87 | 0.92 | 215,892 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 15.87 | 0.05 | • | 3.37 | 3.42 | — | — | — | — | — | 19.29 | 21.55 | 1.25 | 1.13 | 1.13 | 0.59 | 193,865 | 14 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 17.51 | 0.13 | (0.33 | ) | (0.20 | ) | 0.15 | 1.29 | — | 1.44 | — | 15.87 | 0.28 | 1.26 | 1.13 | 1.13 | 0.83 | 169,728 | 18 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 16.01 | 0.17 | 3.82 | 3.99 | 0.16 | 2.33 | — | 2.49 | — | 17.51 | 26.21 | 1.14 | 1.14 | 1.14 | 0.96 | 200,304 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 20.10 | 0.20 | • | (2.40 | ) | (2.20 | ) | 0.21 | 1.68 | — | 1.89 | — | 16.01 | (12.19 | ) | 1.13 | 1.13 | 1.13 | 1.03 | 187,165 | 12 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 19.58 | 0.12 | • | 2.46 | 2.58 | 0.12 | 1.94 | — | 2.06 | — | 20.10 | 13.72 | 1.12 | 1.12 | 1.12 | 0.61 | 256,845 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 18.89 | 0.13 | 2.54 | 2.67 | 0.13 | 1.85 | — | 1.98 | — | 19.58 | 14.69 | 1.12 | 1.12 | 1.12 | 0.67 | 291,725 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 15.47 | 0.04 | • | 3.28 | 3.32 | — | — | — | — | — | 18.79 | 21.46 | 1.40 | 1.28 | 1.28 | 0.42 | 1,144 | 14 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 17.10 | 0.11 | (0.33 | ) | (0.22 | ) | 0.12 | 1.29 | — | 1.41 | — | 15.47 | 0.18 | 1.41 | 1.28 | 1.28 | 0.69 | 1,340 | 18 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 15.69 | 0.14 | • | 3.73 | 3.87 | 0.13 | 2.33 | — | 2.46 | — | 17.10 | 25.96 | 1.29 | 1.29 | 1.29 | 0.81 | 1,782 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 19.72 | 0.16 | • | (2.33 | ) | (2.17 | ) | 0.18 | 1.68 | — | 1.86 | — | 15.69 | (12.30 | ) | 1.28 | 1.28 | 1.28 | 0.86 | 2,116 | 12 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 19.25 | 0.09 | • | 2.41 | 2.50 | 0.09 | 1.94 | — | 2.03 | — | 19.72 | 13.52 | 1.27 | 1.27 | 1.27 | 0.45 | 3,382 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 18.60 | 0.10 | 2.50 | 2.60 | 0.10 | 1.85 | — | 1.95 | — | 19.25 | 14.56 | 1.30 | 1.27 | 1.27 | 0.52 | 3,810 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 13.16 | (0.07 | )• | 1.28 | 1.21 | — | — | — | — | — | 14.37 | 9.19 | 1.35 | 1.30 | 1.30 | (0.98 | ) | 72,914 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 11.00 | (0.05 | ) | 3.27 | 3.22 | 0.01 | 1.05 | — | 1.06 | — | 13.16 | 31.26 | 1.37 | 1.30 | 1.30 | (0.49 | ) | 64,622 | 53 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 9.08 | (0.03 | ) | 3.26 | 3.23 | 0.03 | 1.28 | — | 1.31 | — | 11.00 | 36.56 | 1.27 | 1.27 | 1.27 | (0.28 | ) | 90,526 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 10.50 | (0.02 | ) | (0.24 | ) | (0.26 | ) | — | 1.16 | — | 1.16 | — | 9.08 | (3.77 | ) | 1.27 | 1.27 | 1.27 | (0.14 | ) | 61,179 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 9.19 | (0.03 | ) | 2.17 | 2.14 | 0.03 | 0.80 | — | 0.83 | — | 10.50 | 24.12 | 1.27 | 1.27 | 1.27 | (0.32 | ) | 62,022 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 9.83 | (0.01 | )• | 0.68 | 0.67 | 0.00 | * | 1.31 | — | 1.31 | — | 9.19 | 6.93 | 1.27 | 1.27 | 1.27 | (0.15 | ) | 49,418 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 15.20 | (0.04 | )• | 1.48 | 1.44 | — | — | — | — | — | 16.64 | 9.47 | 0.85 | 0.80 | 0.80 | (0.48 | ) | 1,230,140 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 12.50 | (0.01 | ) | 3.77 | 3.76 | 0.01 | 1.05 | — | 1.06 | — | 15.20 | 31.84 | 0.87 | 0.80 | 0.80 | (0.07 | ) | 1,179,581 | 53 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 10.14 | 0.03 | 3.65 | 3.68 | 0.04 | 1.28 | — | 1.32 | — | 12.50 | 37.20 | 0.77 | 0.77 | 0.77 | 0.21 | 985,213 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 11.56 | 0.04 | (0.28 | ) | (0.24 | ) | 0.02 | 1.16 | — | 1.18 | — | 10.14 | (3.23 | ) | 0.77 | 0.77 | 0.77 | 0.36 | 763,686 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 10.03 | 0.02 | 2.38 | 2.40 | 0.07 | 0.80 | — | 0.87 | — | 11.56 | 24.81 | 0.77 | 0.77 | 0.77 | 0.18 | 879,678 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 10.60 | 0.04 | 0.73 | 0.77 | 0.03 | 1.31 | — | 1.34 | — | 10.03 | 7.41 | 0.77 | 0.77 | 0.77 | 0.34 | 737,054 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 15.22 | (0.03 | )• | 1.47 | 1.44 | — | — | — | — | — | 16.66 | 9.46 | 0.77 | 0.77 | 0.77 | (0.44 | ) | 145,859 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 12.51 | (0.01 | ) | 3.78 | 3.77 | 0.01 | 1.05 | — | 1.06 | — | 15.22 | 31.90 | 0.77 | 0.77 | 0.77 | (0.13 | ) | 109,585 | 53 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 10.14 | 0.02 | 3.67 | 3.69 | 0.04 | 1.28 | — | 1.32 | — | 12.51 | 37.31 | 0.77 | 0.77 | 0.77 | 0.24 | 30,761 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 11.56 | 0.03 | (0.27 | ) | (0.24 | ) | 0.02 | 1.16 | — | 1.18 | — | 10.14 | (3.24 | ) | 0.77 | 0.77 | 0.77 | 0.38 | 15,642 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 10.03 | 0.02 | • | 2.38 | 2.40 | 0.07 | 0.80 | — | 0.87 | — | 11.56 | 24.81 | 0.77 | 0.77 | 0.77 | 0.18 | 9,313 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
05-03-16(5)-12-31-16 | 10.58 | 0.03 | • | 0.76 | 0.79 | 0.03 | 1.31 | — | 1.34 | — | 10.03 | 7.62 | 0.77 | 0.77 | 0.77 | 0.53 | 1,084 | 26 |
See Accompanying Notes to Financial Statements
25
FINANCIAL HIGHLIGHTS (CONTINUED)
Selected data for a share of beneficial interest outstanding throughout each year or period.
Income (loss) from investment operations | Less distributions | Ratios to average net assets | Supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net asset value, beginning of year or period | Net investment income (loss) | Net realized and unrealized gain (loss) | Total from investment operations | From net investment income | From net realized gains | From return of capital | Total distributions | Payment by affiliate | Net asset value, end of year or period | Total Return(1) | Expenses before reductions/additions(2)(3)(4) | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | Expenses net of all reductions/additions(2)(3)(4) | Net investment income (loss)(2)(3) | Net assets, end of year or period | Portfolio turnover rate | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | (%) | (%) | (%) | (%) | (%) | ($000's) | (%) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio (continued) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 14.40 | (0.05 | )• | 1.40 | 1.35 | — | — | — | — | — | 15.75 | 9.38 | 1.10 | 1.05 | 1.05 | (0.73 | ) | 47,932 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 11.93 | (0.03 | ) | 3.56 | 3.53 | 0.01 | 1.05 | — | 1.06 | — | 14.40 | 31.42 | 1.12 | 1.05 | 1.05 | (0.30 | ) | 49,415 | 53 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 9.74 | (0.00 | )* | 3.50 | 3.50 | 0.03 | 1.28 | — | 1.31 | — | 11.93 | 36.88 | 1.02 | 1.02 | 1.02 | (0.04 | ) | 47,101 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 11.15 | 0.02 | (0.27 | ) | (0.25 | ) | — | 1.16 | — | 1.16 | — | 9.74 | (3.44 | ) | 1.02 | 1.02 | 1.02 | 0.11 | 42,403 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 9.71 | (0.01 | )• | 2.30 | 2.29 | 0.05 | 0.80 | — | 0.85 | — | 11.15 | 24.46 | 1.02 | 1.02 | 1.02 | (0.07 | ) | 55,222 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 10.30 | 0.01 | • | 0.72 | 0.73 | 0.01 | 1.31 | — | 1.32 | — | 9.71 | 7.19 | 1.02 | 1.02 | 1.02 | 0.12 | 56,578 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 13.28 | (0.06 | )• | 1.28 | 1.22 | — | — | — | — | — | 14.50 | 9.19 | 1.25 | 1.20 | 1.20 | (0.88 | ) | 7,197 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 11.08 | (0.05 | ) | 3.31 | 3.26 | 0.01 | 1.05 | — | 1.06 | — | 13.28 | 31.40 | 1.27 | 1.20 | 1.20 | (0.46 | ) | 6,833 | 53 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 9.13 | (0.02 | ) | 3.28 | 3.26 | 0.03 | 1.28 | — | 1.31 | — | 11.08 | 36.69 | 1.17 | 1.17 | 1.17 | (0.18 | ) | 5,586 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 10.54 | (0.01 | ) | (0.24 | ) | (0.25 | ) | — | 1.16 | — | 1.16 | — | 9.13 | (3.65 | ) | 1.17 | 1.17 | 1.17 | (0.03 | ) | 4,094 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 9.22 | (0.02 | ) | 2.18 | 2.16 | 0.04 | 0.80 | — | 0.84 | — | 10.54 | 24.28 | 1.17 | 1.17 | 1.17 | (0.21 | ) | 4,103 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 9.85 | (0.01 | ) | 0.69 | 0.68 | — | 1.31 | — | 1.31 | — | 9.22 | 6.99 | 1.20 | 1.17 | 1.17 | (0.06 | ) | 4,451 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Growth Equity Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 93.76 | (0.42 | )• | 14.75 | 14.33 | — | — | — | — | — | 108.09 | 15.28 | 1.30 | 1.23 | 1.23 | (0.86 | ) | 394,945 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 71.90 | (0.61 | ) | 25.93 | 25.32 | — | 3.46 | — | 3.46 | — | 93.76 | 36.00 | 1.31 | 1.23 | 1.23 | (0.75 | ) | 362,950 | 36 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 70.96 | (0.31 | ) | 20.51 | 20.20 | — | 19.26 | — | 19.26 | — | 71.90 | 30.15 | 1.23 | 1.21 | 1.21 | (0.43 | ) | 302,258 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 86.22 | (0.20 | )• | 0.81 | 0.61 | — | 15.87 | — | 15.87 | — | 70.96 | (1.57 | ) | 1.23 | 1.21 | 1.21 | (0.24 | ) | 239,404 | 47 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 72.53 | (0.23 | ) | 23.41 | 23.18 | — | 9.49 | — | 9.49 | — | 86.22 | 32.91 | 1.24 | 1.23 | 1.23 | (0.29 | ) | 248,624 | 51 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 81.69 | (0.25 | ) | 0.93 | 0.68 | — | 9.84 | — | 9.84 | — | 72.53 | 1.01 | 1.24 | 1.23 | 1.23 | (0.34 | ) | 192,546 | 40 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 107.26 | (0.20 | )• | 16.91 | 16.71 | — | — | — | — | — | 123.97 | 15.58 | 0.80 | 0.73 | 0.73 | (0.36 | ) | 1,688,008 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 81.43 | (0.24 | ) | 29.53 | 29.29 | — | 3.46 | — | 3.46 | — | 107.26 | 36.68 | 0.81 | 0.73 | 0.73 | (0.25 | ) | 1,506,472 | 36 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 78.04 | 0.07 | 22.75 | 22.82 | 0.17 | 19.26 | — | 19.43 | — | 81.43 | 30.83 | 0.73 | 0.71 | 0.71 | 0.07 | 1,290,657 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 93.19 | 0.24 | 0.71 | 0.95 | 0.23 | 15.87 | — | 16.10 | — | 78.04 | (1.09 | ) | 0.73 | 0.71 | 0.71 | 0.27 | 1,092,998 | 47 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 77.44 | 0.19 | 25.10 | 25.29 | 0.05 | 9.49 | — | 9.54 | — | 93.19 | 33.58 | 0.74 | 0.73 | 0.73 | 0.21 | 1,101,965 | 51 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 86.14 | 0.13 | 1.01 | 1.14 | — | 9.84 | — | 9.84 | — | 77.44 | 1.51 | 0.74 | 0.73 | 0.73 | 0.16 | 989,826 | 40 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 100.68 | (0.32 | )• | 15.85 | 15.53 | — | — | — | — | — | 116.21 | 15.43 | 1.05 | 0.98 | 0.98 | (0.61 | ) | 73,492 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 76.79 | (0.42 | )• | 27.77 | 27.35 | — | 3.46 | — | 3.46 | — | 100.68 | 36.36 | 1.06 | 0.98 | 0.98 | (0.50 | ) | 74,335 | 36 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 74.54 | (0.15 | )• | 21.66 | 21.51 | — | 19.26 | — | 19.26 | — | 76.79 | 30.47 | 0.98 | 0.96 | 0.96 | (0.18 | ) | 65,359 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 89.69 | 0.00 | * | 0.76 | 0.76 | 0.04 | 15.87 | — | 15.91 | — | 74.54 | (1.33 | ) | 0.98 | 0.96 | 0.96 | 0.01 | 329,427 | 47 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 74.96 | (0.03 | ) | 24.25 | 24.22 | — | 9.49 | — | 9.49 | — | 89.69 | 33.25 | 0.99 | 0.98 | 0.98 | (0.04 | ) | 379,473 | 51 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 83.90 | (0.08 | ) | 0.98 | 0.90 | — | 9.84 | — | 9.84 | — | 74.96 | 1.26 | 0.99 | 0.98 | 0.98 | (0.10 | ) | 336,810 | 40 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-21+ | 95.99 | (0.38 | )• | 15.11 | 14.73 | — | — | — | — | — | 110.72 | 15.35 | 1.20 | 1.13 | 1.13 | (0.76 | ) | 6,517 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-20 | 73.47 | (0.51 | )• | 26.49 | 25.98 | — | 3.46 | — | 3.46 | — | 95.99 | 36.13 | 1.21 | 1.13 | 1.13 | (0.64 | ) | 5,735 | 36 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 72.10 | (0.27 | )• | 20.90 | 20.63 | — | 19.26 | — | 19.26 | — | 73.47 | 30.27 | 1.13 | 1.11 | 1.11 | (0.33 | ) | 9,074 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 87.30 | (0.12 | )• | 0.79 | 0.67 | — | 15.87 | — | 15.87 | — | 72.10 | (1.47 | ) | 1.13 | 1.11 | 1.11 | (0.14 | ) | 8,564 | 47 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 73.27 | (0.16 | )• | 23.68 | 23.52 | — | 9.49 | — | 9.49 | — | 87.30 | 33.06 | 1.14 | 1.13 | 1.13 | (0.19 | ) | 9,014 | 51 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 82.35 | (0.17 | )• | 0.93 | 0.76 | — | 9.84 | — | 9.84 | — | 73.27 | 1.10 | 1.17 | 1.13 | 1.13 | (0.23 | ) | 8,597 | 40 |
See Accompanying Notes to Financial Statements
26
FINANCIAL HIGHLIGHTS (CONTINUED)
(1) Total return is calculated assuming reinvestment of all dividends, capital gain distributions and return of capital distributions, if any, at net asset value and does not reflect the effect of insurance contract charges. Total return for periods less than one year is not annualized.
(2) Annualized for periods less than one year.
(3) Ratios reflect operating expenses of a Portfolio. Expenses before reductions/additions do not reflect amounts reimbursed or recouped by the Investment Adviser and/or Distributor or reductions from brokerage service arrangements or other expense offset arrangements and do not represent the amount paid by a Portfolio during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the Investment Adviser and/or Distributor or recoupment of previously reimbursed fees by the Investment Adviser, but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions/additions represent the net expenses paid by a Portfolio. Net investment income (loss) is net of all such additions or reductions.
(4) Ratios do not include fees and expenses charged under the variable annuity contract or variable life insurance policy.
(5) Commencement of operations.
(a) Excluding amounts from foreign withholding tax claims received in the year ended December 31, 2017, total return for Voya International High Dividend Low Volatility Portfolio would have been 21.38%, 21.98%, 21.63%, and 21.53% for Classes ADV, I, S, and S2, respectively.
+ Unaudited.
• Calculated using average number of shares outstanding throughout the year or period.
* Amount is less than $0.005 or 0.005% or more than $(0.005) or (0.005)%.
See Accompanying Notes to Financial Statements
27
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2021 (UNAUDITED)
NOTE 1 — ORGANIZATION
Voya Partners, Inc. (the "Company") is an open-end management investment company registered under the Investment Company Act of 1940, as amended (the "1940 Act"). It was incorporated under the laws of Maryland on May 7, 1997. The Articles of Incorporation permit the Company to offer separate series, each of which has its own investment objective, policies and restrictions. The Company currently consists of thirty-seven active separate investment series. The twelve series (each, a "Portfolio" and collectively, the "Portfolios") included in this report are: Voya Global Bond Portfolio ("Global Bond"), Voya International High Dividend Low Volatility Portfolio ("International High Dividend Low Volatility"), VY® American Century Small-Mid Cap Value Portfolio ("American Century Small-Mid Cap Value"), VY® Baron Growth Portfolio ("Baron Growth"), VY® Columbia Contrarian Core Portfolio ("Columbia Contrarian Core"), VY® Columbia Small Cap Value II Portfolio ("Columbia Small Cap Value II"), VY® Invesco Comstock Portfolio ("Invesco Comstock"), VY® Invesco Equity and Income Portfolio ("Invesco Equity and Income"), VY® Invesco Global Portfolio ("Invesco Global"), VY® JPMorgan Mid Cap Value Portfolio ("JPMorgan Mid Cap Value"), VY® T. Rowe Price Diversified Mid Cap Growth Portfolio ("T. Rowe Price Diversified Mid Cap Growth") and VY® T. Rowe Price Growth Equity Portfolio ("T. Rowe Price Growth Equity"), each a diversified series of the Company. Prior to May 1, 2021, VY® Invesco Global was known as VY® Invesco Oppenheimer Global Portfolio. The investment objective of the Portfolios is described in the respective Portfolio's Prospectus.
The classes of shares included in this report are: Adviser ("Class ADV"), Initial ("Class I"), Class R6, Service ("Class S") and Service 2 ("Class S2"); however, each Portfolio may not offer all share classes. Shares of the Portfolios may be offered to separate accounts ("Separate Accounts") of insurance companies as investment options in connection with variable annuity contracts and variable life insurance policies ("Variable Contracts") and to certain of the Portfolios' investment advisers and their affiliates. In the future, shares may also be offered to qualified pension and retirement plans ("Qualified Plans") outside the Separate Account context. With the exception of class specific matters, each class has equal voting rights as to voting privileges. For class specific proposals, only the applicable class would have voting privileges. The classes differ principally in the applicable distribution and shareholder service fees, as well as differences in the amount of waiver of fees and reimbursement of expenses, if any. Generally, shareholders of each class also bear certain expenses that pertain to that particular class. All shareholders are
allocated the common expenses of a portfolio and earn income and realized gains/losses from a portfolio pro rata based on the daily ending net assets of each class, without distinction between share classes. Distributions are determined separately for each class based on income and expenses allocated to each class. Expenses that are specific to a portfolio or a class are charged directly to that portfolio or class. Other operating expenses shared by several portfolios are generally allocated among those portfolios based on average net assets. Realized gain distributions are allocated to each class pro rata based on the shares outstanding of each class on the date of distribution. Differences in per share dividend rates generally result from differences in separate class expenses, including distribution and shareholder service fees, if any, as well as differences in the amount of waiver of fees and reimbursement of expenses between the separate classes, if any.
Voya Investments, LLC ("Voya Investments" or the "Investment Adviser"), an Arizona limited liability company, serves as the Investment Adviser to the Portfolios. Voya Investment Management Co. LLC ("Voya IM"), a Delaware limited liability company, serves as the sub-adviser to Global Bond and International High Dividend Low Volatility. Voya Investments Distributor, LLC ("VID" or the "Distributor"), a Delaware limited liability company, serves as the principal underwriter to the Portfolios.
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES
The following significant accounting policies are consistently followed by the Portfolios in the preparation of their financial statements. Each Portfolio is considered an investment company under U.S. generally accepted accounting principles ("GAAP") and follows the accounting and reporting guidance applicable to investment companies.
A. Security Valuation. Each Portfolio is open for business every day the New York Stock Exchange ("NYSE") opens for regular trading (each such day, a "Business Day"). The net asset value ("NAV") per share for each class of each Portfolio is determined each Business Day as of the close of the regular trading session ("Market Close"), as determined by the Consolidated Tape Association ("CTA"), the central distributor of transaction prices for exchange-traded securities (normally 4:00 p.m. Eastern time unless otherwise designated by the CTA). The data reflected on the consolidated tape provided by the CTA is generated by various market centers, including all securities exchanges, electronic communications networks, and third-market broker-dealers. The NAV per share of each
28
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
class of each Portfolio is calculated by taking the value of the Portfolio's assets attributable to that class, subtracting the Portfolio's liabilities attributable to that class, and dividing by the number of shares of that class that are outstanding. On days when a Portfolio is closed for business, Portfolio shares will not be priced and a Portfolio does not transact purchase and redemption orders. To the extent a Portfolio's assets are traded in other markets on days when a Portfolio does not price its shares, the value of a Portfolio's assets will likely change and you will not be able to purchase or redeem shares of a Portfolio.
Assets for which market quotations are readily available are valued at market value. A security listed or traded on an exchange is valued at its last sales price or official closing price as of the close of the regular trading session on the exchange where the security is principally traded or, if such price is not available, at the last sale price as of the Market Close for such security provided by the CTA. Bank loans are valued at the average of the averages of the bid and ask prices provided to an independent loan pricing service by brokers. Futures contracts are valued at the final settlement price set by an exchange on which they are principally traded. Listed options are valued at the mean between the last bid and ask prices from the exchange on which they are principally traded. Investments in open-end registered investment companies that do not trade on an exchange are valued at the end of day NAV per share. Investments in registered investment companies that trade on an exchange are valued at the last sales price or official closing price as of the close of the regular trading session on the exchange where the security is principally traded.
When a market quotation is not readily available or is deemed unreliable, each Portfolio will determine a fair value for the relevant asset in accordance with procedures adopted by the Portfolios' Board of Directors ("Board"). Such procedures provide, for example, that: (a) Exchange-traded securities are valued at the mean of the closing bid and ask; (b) Debt obligations are valued using an evaluated price provided by an independent pricing service. Evaluated prices provided by the pricing service may be determined without exclusive reliance on quoted prices, and may reflect factors such as institution-size trading in similar groups of securities, developments related to specific securities, benchmark yield, quality, type of issue, coupon rate, maturity, individual trading characteristics and other market data; (c) Securities traded in the over-the-counter ("OTC") market are valued
based on prices provided by independent pricing services or market makers; (d) Options not listed on an exchange are valued by an independent source using an industry accepted model, such as Black-Scholes; (e) Centrally cleared swap agreements are valued using a price provided by an independent pricing service; (f) OTC swap agreements are valued using a price provided by an independent pricing service; (g) Forward foreign currency exchange contracts are valued utilizing current and forward rates obtained from an independent pricing service. Such prices from the third party pricing service are for specific settlement periods and each Portfolio's forward foreign currency exchange contracts are valued at an interpolated rate between the closest preceding and subsequent period reported by the independent pricing service; and (h) Securities for which market prices are not provided by any of the above methods may be valued based upon quotes furnished by brokers.
The prospectuses of the open-end registered investment companies in which each Portfolio may invest explain the circumstances under which they will use fair value pricing and the effects of using fair value pricing.
Foreign securities' (including forward foreign currency exchange contracts) prices are converted into U.S. dollar amounts using the applicable exchange rates as of Market Close. If market quotations are available and believed to be reliable for foreign exchange-traded equity securities, the securities will be valued at the market quotations. Because trading hours for certain foreign securities end before Market Close, closing market quotations may become unreliable. An independent pricing service determines the degree of certainty, based on historical data, that the closing price in the principal market where a foreign security trades is not the current value as of Market Close. Foreign securities' prices meeting the approved degree of certainty that the price is not reflective of current value will be valued by the independent pricing service using pricing models designed to estimate likely changes in the values of those securities between the times in which the trading in those securities is substantially completed and Market Close. Multiple factors may be considered by the independent pricing service in determining the value of such securities and may include information relating to sector indices, American Depositary Receipts and domestic and foreign index futures.
All other assets for which market quotations are not readily available or became unreliable (or if the above fair valuation methods are unavailable or determined to be unreliable) are valued at fair value as determined in good faith by or under the supervision of the Board following procedures approved by the Board. The Board has
29
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
delegated to the Investment Adviser responsibility for overseeing the implementation of the Portfolios' valuation procedures; a "Pricing Committee" comprised of employees of the Investment Adviser or its affiliates has responsibility for applying the fair valuation methods set forth in the procedures and, if a fair valuation cannot be determined pursuant to the fair valuation methods, determining the fair value of assets held by the Portfolios. Issuer specific events, transaction price, position size, nature and duration of restrictions on disposition of the security, market trends, bid/ask quotes of brokers and other market data may be reviewed in the course of making a good faith determination of a security's fair value. Valuations change in response to many factors including the historical and prospective earnings of the issuer, the value of the issuer's assets, general economic conditions, interest rates, investor perceptions and market liquidity. Because of the inherent uncertainties of fair valuation, the values used to determine each Portfolio's NAV may materially differ from the value received upon actual sale of those investments. Thus, fair valuation may have an unintended dilutive or accretive effect on the value of shareholders' investments in each Portfolio.
Each investment asset or liability of the Portfolios is assigned a level at measurement date based on the significance and source of the inputs to its valuation. Quoted prices in active markets for identical securities are classified as "Level 1," inputs other than quoted prices for an asset or liability that are observable are classified as "Level 2" and significant unobservable inputs, including the sub-advisers' or Pricing Committee's judgment about the assumptions that a market participant would use in pricing an asset or liability are classified as "Level 3." The inputs used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Short-term securities of sufficient credit quality are generally considered to be Level 2 securities under applicable accounting rules. A table summarizing the Portfolios' investments under these levels of classification is included within the Summary Portfolio of Investments.
GAAP requires a reconciliation of the beginning to ending balances for reported fair values that presents changes attributable to total realized and unrealized gains or losses, purchases and sales, and transfers in or out of the Level 3 category during the period. A reconciliation of Level 3 investments within the Summary Portfolio of Investments is presented only when a Portfolio has a significant amount of Level 3 investments.
B. Securities Transactions and Revenue Recognition. Securities transactions are accounted for on the trade date. Realized gains and losses are reported on the basis of identified cost of securities sold. Interest income is recorded on an accrual basis. Dividend income is recorded on the ex-dividend date, or for certain foreign securities, when the information becomes available to the Portfolios. Premium amortization and discount accretion are determined by the effective yield method.
C. Foreign Currency Translation. The books and records of the Portfolios are maintained in U.S. dollars. Any foreign currency amounts are translated into U.S. dollars on the following basis:
(1) Market value of investment securities, other assets and liabilities — at the exchange rates prevailing at Market Close.
(2) Purchases and sales of investment securities, income and expenses — at the rates of exchange prevailing on the respective dates of such transactions.
Although the net assets and the market values are presented at the foreign exchange rates at Market Close, the Portfolios do not isolate the portion of the results of operations resulting from changes in foreign exchange rates on investments from the fluctuations arising from changes in market prices of securities held. Such fluctuations are included with the net realized and unrealized gains or losses from investments. For securities, which are subject to foreign withholding tax upon disposition, liabilities are recorded on the Statements of Assets and Liabilities for the estimated tax withholding based on the securities' current market value. Upon disposition, realized gains or losses on such securities are recorded net of foreign withholding tax.
Reported net realized foreign exchange gains or losses arise from sales of foreign currencies, currency gains or losses realized between the trade and settlement dates on securities transactions, the difference between the amounts of dividends, interest, and foreign withholding tax reclaims recorded on each Portfolio's books, and the U.S. dollar equivalent of the amounts actually received or paid. Net unrealized foreign exchange gains and losses arise from changes in the value of assets and liabilities other than investments in securities, resulting from changes in the exchange rate. Foreign security and currency transactions may involve certain considerations and risks not typically associated with investing in U.S. companies and U.S. government securities. These risks include, but are not limited to, revaluation of currencies and future adverse political and economic developments, which could cause securities and their markets to be less
30
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
liquid and prices more volatile than those of comparable U.S. companies and U.S. government securities. The foregoing risks are even greater with respect to securities of issuers in emerging markets.
D. Distributions to Shareholders. The Portfolios record distributions to their shareholders on the ex-dividend date. Dividends from net investment income, if any, are declared daily and paid monthly and net capital gains distributions, if any, are declared and paid annually by Global Bond. Dividends from net investment income, if any, are declared and paid semi-annually and net capital gains distributions, if any, are declared and paid annually by Invesco Comstock, Invesco Equity and Income, JPMorgan Mid Cap Value, T. Rowe Price Diversified Mid Cap Growth and T. Rowe Price Growth Equity. For all other Portfolios, dividends from net investment income and net capital gain distributions, if any, are declared and paid annually. The Portfolios may make distributions on a more frequent basis to comply with the distribution requirements of subchapter M of the Internal Revenue Code. The characteristics of income and gains to be distributed are determined in accordance with income tax regulations, which may differ from GAAP for investment companies.
E. Federal Income Taxes. It is the policy of each Portfolio to comply with the requirements of subchapter M of the Internal Revenue Code that are applicable to regulated investment companies and to distribute substantially all of its net investment income and any net realized capital gains to its shareholders. Therefore, a federal income tax or excise tax provision is not required. Management has considered the sustainability of the Portfolios' tax positions taken on federal income tax returns for all open tax years in making this determination. No capital gain distributions shall be made until the capital loss carryforwards have been fully utilized.
The Portfolios may utilize equalization accounting for tax purposes, whereby a portion of redemption payments are treated as distributions of income or gain.
F. Use of Estimates. Management of the Portfolios has made certain estimates and assumptions relating to the reporting of assets, liabilities, income, and expenses to prepare these financial statements in conformity with GAAP for investment companies. Actual results could differ from these estimates.
G. Risk Exposures and the Use of Derivative Instruments. The Portfolios' investment strategies permit the Portfolios to enter into various types of derivatives contracts, including, but not limited to, futures contracts, forward foreign currency exchange contracts, credit default swaps, interest rate swaps, total return swaps, and purchased and written options. In doing so, a Portfolio will employ strategies in differing combinations to permit it to increase or decrease the level of risk, or change the level or types of exposure to risk factors. This may allow a Portfolio to pursue its objectives more quickly, and efficiently than if it were to make direct purchases or sales of securities capable of affecting a similar response to market or credit factors.
In pursuit of its investment objectives, a Portfolio may seek to increase or decrease its exposure to the following market or credit risk factors:
Credit Risk. The price of a bond or other debt instrument is likely to fall if the issuer's actual or perceived financial health deteriorates, whether because of broad economic or issuer-specific reasons. In certain cases, the issuer could be late in paying interest or principal, or could fail to pay its financial obligations altogether.
Equity Risk. Stock prices may be volatile or have reduced liquidity in response to real or perceived impacts of factors including, but not limited to, economic conditions, changes in market interest rates, and political events. Stock markets tend to be cyclical, with periods when stock prices generally rise and periods when stock prices generally decline. Any given stock market segment may remain out of favor with investors for a short or long period of time, and stocks as an asset class may underperform bonds or other asset classes during some periods. Additionally, legislative, regulatory or tax policies or developments in these areas may adversely impact the investment techniques available to a manager, add to costs and impair the ability of a Portfolio to achieve its investment objectives.
Foreign Exchange Rate Risk. To the extent that a Portfolio invests directly in foreign (non-U.S.) currencies or in securities denominated in, or that trade in, foreign (non-U.S.) currencies, it is subject to the risk that those foreign (non-U.S.) currencies will decline in value relative to the U.S. dollar or, in the case of hedging positions, that the U.S. dollar will decline in value relative to the currency being hedged by a Portfolio through foreign currency exchange transactions.
Currency rates may fluctuate significantly over short periods of time. Currency rates may be affected by changes in market interest rates, intervention (or the
31
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
failure to intervene) by U.S. or foreign governments, central banks or supranational entities such as the International Monetary Fund, by the imposition of currency controls, or other political or economic developments in the United States or abroad.
Interest Rate Risk. With bonds and other fixed rate debt instruments, a rise in market interest rates generally causes values to fall; conversely, values generally rise as market interest rates fall. The higher the credit quality of the instrument, and the longer its maturity or duration, the more sensitive it is likely to be to interest rate risk. In the case of inverse securities, the interest rate paid by the securities is a floating rate, which generally will decrease when the market rate of interest to which the inverse security is indexed increases and will increase when the market rate of interest to which the inverse security is indexed decreases. As of the date of this report, the United States experiences a low interest rate environment, which may increase a Portfolio's exposure to risks associated with rising market interest rates. Rising market interest rates could have unpredictable effects on the markets and may expose fixed-income and related markets to heightened volatility. For a fund that invests in fixed-income securities, an increase in market interest rates may lead to increased redemptions and increased portfolio turnover, which could reduce liquidity for certain investments, adversely affect values, and increase costs. If dealer capacity in fixed-income markets is insufficient for market conditions, it may further inhibit liquidity and increase volatility in the fixed-income markets. Further, recent and potential changes in government policy may affect interest rates.
Risks of Investing in Derivatives. A Portfolio's use of derivatives can result in losses due to unanticipated changes in the market or credit risk factors and the overall market. In instances where a Portfolio is using derivatives to decrease, or hedge, exposures to market or credit risk factors for securities held by a Portfolio, there are also risks that those derivatives may not perform as expected resulting in losses for the combined or hedged positions.
Derivative instruments are subject to a number of risks, including the risk of changes in the market price of the underlying securities, credit risk with respect to the counterparty, risk of loss due to changes in market interest rates and liquidity and volatility risk. The amounts required to purchase certain derivatives may be small relative to the magnitude of exposure assumed by a Portfolio. Therefore, the purchase of certain derivatives may have an economic leveraging effect on a Portfolio
and exaggerate any increase or decrease in the NAV. Derivatives may not perform as expected, so a Portfolio may not realize the intended benefits. When used for hedging purposes, the change in value of a derivative may not correlate as expected with the currency, security or other risk being hedged. When used as an alternative or substitute for direct cash investments, the return provided by the derivative may not provide the same return as direct cash investment. In addition, given their complexity, derivatives expose a Portfolio to the risk of improper valuation.
Generally, derivatives are sophisticated financial instruments whose performance is derived, at least in part, from the performance of an underlying asset or assets. Derivatives include, among other things, swap agreements, options, forwards and futures. Investments in derivatives are generally negotiated OTC with a single counterparty and as a result are subject to credit risks related to the counterparty's ability or willingness to perform its obligations; any deterioration in the counterparty's creditworthiness could adversely affect the value of the derivative. In addition, derivatives and their underlying securities may experience periods of illiquidity which could cause a Portfolio to hold a security it might otherwise sell, or to sell a security it otherwise might hold at inopportune times or at an unanticipated price. A manager might imperfectly judge the direction of the market. For instance, if a derivative is used as a hedge to offset investment risk in another security, the hedge might not correlate to the market's movements and may have unexpected or undesired results such as a loss or a reduction in gains.
Counterparty Credit Risk and Credit Related Contingent Features. Certain derivative positions are subject to counterparty credit risk, which is the risk that the counterparty will not fulfill its obligation to a Portfolio. Each Portfolio's derivative counterparties are financial institutions who are subject to market conditions that may weaken their financial position. A Portfolio intends to enter into financial transactions with counterparties it believes to be creditworthy at the time of the transaction. To reduce this risk, a Portfolio has entered into master netting arrangements, established within each Portfolio's International Swap and Derivatives Association, Inc. ("ISDA") Master Agreements ("Master Agreements"). These Master Agreements are with select counterparties and they govern transactions, including certain OTC derivative and forward foreign currency contracts, entered into by a Portfolio and the counterparty. The Master Agreements maintain provisions for general obligations, representations, agreements, collateral, and events of default or termination. The occurrence of a
32
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
specified event of termination may give a counterparty the right to terminate all of its contracts and affect settlement of all outstanding transactions under the applicable Master Agreement.
A Portfolio may also enter into collateral agreements with certain counterparties to further mitigate counterparty credit risk on OTC derivative and forward foreign currency contracts. Subject to established minimum levels, collateral is generally determined based on the net aggregate unrealized gain or loss on contracts with a certain counterparty. Collateral pledged to or from a Portfolio is held in a segregated account by a third-party agent and can be in the form of cash or debt securities issued by the U.S. government or related agencies.
As of June 30, 2021, the maximum amount of loss that Global Bond, Invesco Comstock, and Invesco Equity and Income would incur if the counterparties to their derivative transactions failed to perform would be $1,407,924, $43,956 and $133,403, respectively, which represent the gross payments to be received by the Portfolios on open forward foreign currency contracts, purchased options and OTC total return swaps were they to be unwound as of June 30, 2021. There was no cash collateral received by any Portfolios at June 30, 2021.
Each Portfolio has credit related contingent features that if triggered would allow its derivative counterparties to close out and demand payment or additional collateral to cover their exposure from a Portfolio. Credit related contingent features are established between each Portfolio and their derivatives counterparties to reduce the risk that a Portfolio will not fulfill its payment obligations to its counterparties. These triggering features include, but are not limited to, a percentage decrease in a Portfolio's net assets and/or a percentage decrease in a Portfolio's NAV, which could cause a Portfolio to accelerate payment of any net liability owed to the counterparty. The contingent features are established within each Portfolio's Master Agreements.
As of June 30, 2021, Global Bond, Invesco Comstock, and Invesco Equity and Income had a liability position of $3,291,297, $30, and $11,398, respectively, on open forward foreign currency contracts, OTC written options and OTC total return swaps with credit related contingent features. If a contingent feature would have been triggered as of June 30, 2021, the Portfolios could have been required to pay this amount in cash to its counterparties. As of June 30, 2021, Global Bond had pledged $1,570,000 in cash collateral for open OTC derivatives transactions with its respective
counterparties. There was no cash collateral pledged by any other Portfolio at June 30, 2021.
As of June 30, 2021, American Century Small-Mid Cap Value had not entered into any Master Agreements.
H. Forward Foreign Currency Contracts. Certain Portfolios may enter into forward foreign currency contracts primarily to hedge against foreign currency exchange rate risks on their non-U.S. dollar denominated investment securities. When entering into a forward currency contract, a Portfolio agrees to receive or deliver a fixed quantity of foreign currency for an agreed-upon price on an agreed future date. These contracts are valued daily and a Portfolio's net equity therein, representing unrealized gain or loss on the contracts as measured by the difference between the forward foreign exchange rates at the dates of entry into the contracts and the forward rates at the reporting date, is included in the Statement of Assets and Liabilities. Realized and unrealized gains and losses are included in the Statement of Operations. These instruments involve market and/or credit risk in excess of the amount recognized in the Statement of Assets and Liabilities. Risks arise from the possible inability of counterparties to meet the terms of their contracts and from movement in currency and securities values and interest rates. Open forward foreign currency contracts are presented following the Summary Portfolio of Investments.
During the period ended June 30, 2021, the following Portfolios had average contract amounts on forward foreign currency contracts purchased and sold as disclosed below:
Purchased | Sold | ||||||||||
Global Bond* | $ | 146,717,032 | $ | 76,703,609 | |||||||
International High Dividend Low Volatility** | — | 132,867 | |||||||||
American Century Small-Mid Cap Value** | 487,370 | 19,015,015 | |||||||||
Invesco Comstock** | 602,930 | 6,447,174 | |||||||||
Invesco Equity and Income** | 1,893,885 | 43,375,472 | |||||||||
Invesco Global** | — | 1,599,586 | |||||||||
T. Rowe Price Growth Equity** | — | 192,640 |
* For the period ended June 30, 2021, the Portfolio used forward foreign currency contracts primarily to protect any non-U.S. dollar-denominated holdings from adverse currency movements and to gain exposure to currencies for the purposes of risk management or enhanced return. Please refer to the tables within the Portfolio of Investments for open forward foreign currency contracts at June 30, 2021.
** For the period ended June 30, 2021, the Portfolios used forward foreign currency contracts primarily to protect any non-U.S. dollar-denominated holdings from adverse currency movements. Please refer to the tables within each respective Portfolio of Investments for open forward foreign currency contracts at June 30, 2021. International High Dividend Low Volatility, Invesco Global, and T.Rowe Price Growth Equity did not have any open forward foreign currency contracts at June 30, 2021.
33
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
I. Futures Contracts. Certain Portfolios may enter into futures contracts involving foreign currency, interest rates, securities and security indices. A futures contract is a commitment to buy or sell a specific amount of a financial instrument at a negotiated price on a stipulated future date. A Portfolio may buy and sell futures contracts. Futures contracts traded on a commodities or futures exchange will be valued at the final settlement price or official closing price on the principal exchange as reported by such principal exchange at its trading session ending at, or most recently prior to, the time when each Portfolio's assets are valued.
Upon entering into a futures contract, a Portfolio is required to deposit either cash or securities (initial margin) in an amount equal to a certain percentage of the contract value. Subsequent payments (variation margin) are made or received by a Portfolio each day. The variation margin payments are equal to the daily changes in the contract value and are recorded as unrealized gains and losses and, if any, shown as variation margin receivable or payable on futures contracts on the Statement of Assets and Liabilities. Open futures contracts are reported on a table following each Portfolio's Summary Portfolio of Investments. Securities held in collateralized accounts to cover initial margin requirements on open futures contracts are footnoted in the Summary Portfolio of Investments. Cash collateral held by the broker to cover initial margin requirements on open futures contracts are noted in the Statements of Assets and Liabilities. The net change in unrealized appreciation and depreciation is reported in the Statements of Operations. Realized gains (losses) are reported in the Statements of Operations at the closing or expiration of futures contracts.
Futures contracts are exposed to the market risk factor of the underlying financial instrument. During the period ended June 30, 2021, Global Bond had purchased and sold futures contracts on various notes and bonds as part of their respective duration strategy. Additional associated risks of entering into futures contracts include the possibility that there may be an illiquid market where each Portfolio is unable to liquidate the contract or enter into an offsetting position and, if used for hedging purposes, the risk that the price of the contract will correlate imperfectly with the prices of each Portfolios' securities. With futures, there is minimal counterparty credit risk to the Portfolios since futures are exchange traded and the exchange's clearinghouse, as counterparty to all exchange traded futures, guarantees the futures against default.
During the period ended June 30, 2021, Global Bond had an average notional value of $46,578,766 and $34,740,715 on futures contracts purchased and sold, respectively. Please refer to the table within the Portfolio of Investments for open futures contracts at June 30, 2021.
J. Securities Lending. Each Portfolio may temporarily loan up to 331/3% of its total assets to brokers, dealers or other financial institutions in exchange for a negotiated lender's fee. Securities lending involves two primary risks: "investment risk" and "borrower default risk." When lending securities, the Portfolios will receive cash or U.S. government securities as collateral. Investment risk is the risk that the Portfolios will lose money from the investment of the cash collateral received from the borrower. Borrower default risk is the risk that the Portfolios will lose money due to the failure of a borrower to return a borrowed security. Loans are subject to termination at the option of the borrower or the Portfolios. Securities lending may result in leverage. The use of leverage may exaggerate any increase or decrease in the NAV, causing the Portfolios to be more volatile. The use of leverage may increase expenses and increase the impact of the Portfolios' other risks.
K. Restricted Securities. The Portfolios may invest in restricted securities which include those sold under Rule 144A of the Securities Act of 1933, as amended ("1933 Act") or securities offered pursuant to Section 4(a)(2) of the 1933 Act, and/or are subject to legal or contractual restrictions on resale and may not be publicly sold without registration under the 1933 Act. Restricted securities are fair valued using market quotations when readily available. In the absence of market quotations, the securities are valued based upon their fair value determined in good faith under procedures approved by the Board.
Securities that are not registered for sale to the public under the 1933 Act are referred to as "restricted securities." These securities may be sold in private placement transactions between issuers and their purchasers and may be neither listed on an exchange nor traded in other established markets. Many times these securities are subject to legal or contractual restrictions on resale. As a result of the absence of a public trading market, the prices of these securities may be more volatile, less liquid and more difficult to value than publicly traded securities. The price realized from the sale of these securities could be less than the amount originally paid or less than their fair value if they are resold in privately negotiated transactions. In addition, these securities may not be subject to disclosure and other investment protection requirements that are afforded to publicly traded securities. Certain investments may
34
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
include investment in smaller, less seasoned issuers, which may involve greater risk.
L. Delayed-Delivery and When-Issued Transactions. Certain Portfolios may purchase or sell securities on a when-issued or forward commitment basis. The price of the underlying securities and date when the securities will be delivered and paid for are fixed at the time the transaction is negotiated. The fair value of such is identified in the Portfolios' Summary Portfolio of Investments. Losses may arise due to changes in the fair value of the securities or from the inability of counterparties to meet the terms of the contract. In connection with such purchases, the Portfolios are required to hold liquid assets as collateral with the Portfolios' custodian sufficient to cover the purchase price.
To mitigate counterparty risk, certain Portfolios have entered into Master Securities Forward Transaction Agreements ("MSFTA") with their respective counterparties that provide for collateral and the right to offset amounts due to or from those counterparties under specified conditions. Subject to minimum transfer amounts, collateral requirements are determined and transfers made based on the net aggregate unrealized gain or loss on all the when-issued or delayed-delivery transactions with a particular counterparty. Cash collateral, if any, is presented on the Statement of Assets and Liabilities as an asset (Cash pledged as collateral for delayed-delivery or when-issued securities) and a liability (Cash received as collateral for delayed-delivery or when-issued securities). At June 30, 2021, there was no cash collateral pledged to or received by any Portfolio.
M. Mortgage Dollar Roll Transactions. Certain Portfolios may engage in dollar roll transactions with respect to mortgage-backed securities issued by Government National Mortgage Association, Federal National Mortgage Association and Federal Home Loan Mortgage Corp. In a dollar roll transaction, a Portfolio sells a mortgage-backed security to a financial institution, such as a bank or broker/dealer, and simultaneously agrees to repurchase a substantially similar (i.e., same type, coupon, and maturity) security from the institution on a delayed delivery basis at an agreed upon price. The mortgage-backed securities that are repurchased will bear the same interest rate as those sold, but generally will be collateralized by different pools of mortgages with different prepayment histories. The Portfolios account for dollar roll transactions as purchases and sales. For fee
based dollar roll transactions, the fee is recorded as income.
N. Options Contracts. Certain Portfolios may purchase put and call options and may write (sell) put options and covered call options on futures, swaps ("swaptions"), securities, commodities or foreign currencies. The Portfolios may engage in option transactions as a hedge against adverse movements in the value of portfolio holdings or to increase market exposure. Option contracts are valued daily and unrealized gains or losses are recorded based upon the last sales price on the principal exchange on which the options are traded. An amount equal to the proceeds of the premium received by the Portfolios upon the writing of a put or call option is included in the Statements of Assets and Liabilities as an asset and equivalent liability which is subsequently marked-to-market until it is exercised or closed, or it expires. Forward premium swaptions include premiums that have extended settlement dates. The delayed settlement of the premiums is factored into the daily valuation of the option contracts. Premiums received from writing options which expire are treated as realized gains. The Portfolios will realize a gain or loss upon the expiration or closing of the option contract. When an option is exercised, the proceeds on sales of the underlying security for a written call option, the purchase cost of the security for a written put option, or the cost of the security for a purchased put or call option is adjusted by the amount of premium received or paid. Realized and unrealized gains or losses on option contracts are reflected in the accompanying financial statements. The risk in writing a covered call option is that the Portfolios give up the opportunity for profit if the market price of the security increases and the option is exercised. The risk in writing a put option is that the Portfolios may incur a loss if the market price of the security decreases and the option is exercised. The risk in buying an option is that the Portfolios pay a premium whether or not the option is exercised. Risks may also arise from an illiquid secondary market or from the inability of counterparties to meet the terms of the contract.
During the period ended June 30, 2021, Global Bond had written interest rate swaptions with an average notional value of $20,725,000 to generate income. Please refer to the tables within the Portfolio of Investments for open written interest swaptions at June 30, 2021.
During the period ended June 30, 2021, Global Bond had purchased and written foreign currency options with an average notional value of $8,177,667 and $4,816,667, respectively, to gain exposure to foreign currencies and to generate income. Please refer to the tables within the
35
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
Portfolio of Investments for open purchased and written foreign currency options at June 30, 2021.
During the period ended June 30, 2021, Global Bond had purchased credit default swaptions with an average notional value of $2,015,500 to gain exposure to certain credit markets. There were no open purchased credit default swaptions at June 30, 2021.
O. Swap Agreements. Certain Portfolios may enter into swap agreements. A swap is an agreement between two parties pursuant to which each party agrees to make one or more payments to the other at specified future intervals based on the return of an asset (such as a stock, bond or currency) or non-asset reference (such as an interest rate or index). Swap agreements are privately negotiated in the OTC market and may be executed in a multilateral or other trade facility platform, such as a registered commodities exchange ("centrally cleared swaps").
The swap agreement will specify the "notional" amount of the asset or non-asset reference to which the contract relates. Subsequent changes in fair value, if any, are calculated based upon changes in the performance of the asset or non-asset reference multiplied by the notional value of the contract. A Portfolio may enter into credit default, interest rate, total return and currency swaps to manage its exposure to credit, currency and interest rate risk. All outstanding swap agreements are reported following each Portfolio's Summary Portfolio of Investments.
Swaps are marked to market daily using quotations primarily from third party pricing services, registered commodities exchange(s), counterparties or brokers. The fair value of an OTC swap contract is recorded on each Portfolio's Statements of Assets and Liabilities. Daily changes in the value of centrally cleared swaps, if any, are recorded as variation margin receivable or payable on the Statement of Assets and Liabilities. During the term of the swap, changes in the value of the swap, if any, are recorded as unrealized gains or losses on the Statements of Operations. Upfront payments paid or received on OTC swaps by a Portfolio when entering into the agreements are reported on the Statements of Assets and Liabilities and as a component of the changes in unrealized gains or losses on the Statements of Operations. These upfront payments represent the amounts paid or received when initially entering into the swap agreement to compensate for differences between the stated terms of the swap agreement and the prevailing market conditions. The upfront payments are
included as a component in the realized gains or losses on each Portfolio's Statement of Operations upon termination or maturity of the swap. A Portfolio also records net periodic payments paid or received on the swap contract as a realized gain or loss on the Statements of Operations.
In a centrally cleared swap, immediately following execution of the swap agreement, the swap agreement is novated to a central counterparty (the "CCP") and the Portfolio's counterparty on the swap agreement becomes the CCP. The Portfolios are required to interface with the CCP through a broker. Upon entering into a centrally cleared swap, the Portfolios are required to deposit initial margin with the broker in the form of cash or securities in an amount that varies depending on the size and risk profile of the particular swap. Securities deposited as initial margin are footnoted as pledged on the Portfolio of Investments and cash deposited is recorded on the Statements of Assets and Liabilities as cash pledged for centrally cleared swaps. The daily change in valuation of centrally cleared swaps is recorded as a receivable or payable for variation margin in the Statements of Assets and Liabilities. Payments received from (paid to) the counterparty, including at termination, are recorded as realized gain (loss) on the Statements of Operations.
Entering into swap agreements involves the risk that the maximum potential loss of an investment exceeds the current value of the investment as reported on each Portfolio's Statements of Assets and Liabilities. Other risks involve the possibility that the counterparty to the agreements may default on its obligation to perform, that there will be no liquid market for these investments and that unfavorable changes in the market will have a negative impact on the value of the index or securities underlying the respective swap agreement.
Credit Default Swap Contracts. A credit default swap is a bilateral agreement between counterparties in which the buyer of the protection agrees to make a stream of periodic payments to the seller of protection in exchange for the right to receive a specified return in the event of a default or other credit event for a referenced entity, obligation or index. As a seller of protection on credit default swaps, a Portfolio will generally receive from the buyer a fixed payment stream based on the notional amount of the swap contract. This fixed payment stream will continue until the swap contract expires or a defined credit event occurs.
A Portfolio is subject to credit risk in the normal course of pursuing its investment objectives. As a seller of protection in a credit default swap, a Portfolio may execute these contracts to manage its exposure to the
36
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
market or certain sectors of the market. Certain Portfolios may also enter into credit default swaps to speculate on changes in an issuer's credit quality, to take advantage of perceived spread advantages, or to offset an existing short equivalent (i.e. buying protection on an equivalent reference entity).
Certain Portfolios may sell credit default swaps which expose these Portfolios to the risk of loss from credit risk- related events specified in the contract. Although contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. If a Portfolio is a seller of protection, and a credit event occurs, as defined under the terms of that particular swap agreement, a Portfolio will generally either (i) pay to the buyer an amount equal to the notional amount of the swap and take delivery of the referenced obligation, other deliverable obligations, or underlying securities comprising a referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising a referenced index. If a Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, a Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation, other deliverable obligations or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. Recovery values are assumed by market makers considering either industry standard recovery rates or entity specific factors and considerations until a credit event occurs. If a credit event has occurred, the recovery value is determined by a facilitated auction whereby a minimum number of allowable broker bids, together with a specified valuation method, are used to calculate the settlement value.
Implied credit spreads, represented in absolute terms, utilized in determining the fair value of credit default swap agreements on corporate issues or sovereign issues are disclosed in each Portfolio's Portfolio of Investments and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront
payments required to be made to enter into the agreement. For credit default swaps on asset-backed securities or credit indices, the quoted market prices and resulting fair values serve as the indicator of the current status of the payment/performance risk. Wider credit spreads and increasing fair values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.
The maximum amount of future payments (undiscounted) that a Portfolio as seller of protection could be required to make under a credit default swap agreement would be an amount equal to the notional amount of the agreement. These potential amounts would be partially offset by any recovery values of the respective referenced obligations, upfront payments received upon entering into the agreements, or net amounts received from the settlement of buy protection credit default swap agreements entered into by a Portfolio for the same referenced entity or entities.
During the period ended June 30, 2021, Global Bond did not enter into any credit default swaps.
Interest Rate Swap Contracts. An interest rate swap involves the agreement between counterparties to exchange periodic payments based on interest rates. One payment will be based on a floating rate of a specified interest rate while the other will be a fixed rate. Risks involve the future fluctuations of interest rates in which a Portfolio may make payments that are greater than what a Portfolio received from the counterparty. Other risks include credit, liquidity and market risk.
For the period ended June 30, 2021, Global Bond had entered into interest rate swaps in which it pays a floating interest rate and receives a fixed interest rate ("Long interest rate swap") in order to increase exposure to interest rate risk. Average notional amounts on long interest rate swaps was $18,777,781.
For the period ended June 30, 2021, Global Bond had entered into interest rate swaps in which it pays a fixed interest rate and receives a floating interest rate ("Short interest rate swap") in order to decrease exposure to interest rate risk. Average notional amounts on short interest rate swaps was $64,767,338.
Global Bond entered into interest rate swaps to adjust interest rate and yield curve exposures and to substitute for physical fixed-income securities. Please refer to the tables within the Portfolio of Investments for Global Bond for open centrally cleared interest rate swaps at June 30, 2021.
37
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
At June 30, 2021, Global Bond had pledged $1,555,000 in cash collateral for open centrally cleared swaps.
Total Return Swap Contracts. Certain Portfolios may enter into total return swaps. Total return swaps are entered into to gain or mitigate exposure to the underlying reference asset. Total return swap agreements involve commitments where single or multiple cash flows are exchanged based on the price of an underlying reference asset and on a fixed or variable interest rate. Total return swap agreements may involve commitments to pay interest in exchange for a market-linked return. One counterparty pays out the total return of a specific underlying reference asset, which may include a single security, a basket of securities, or an index, and in return receives a fixed or variable rate. At the maturity date, a net cash flow is exchanged where the total return is equivalent to the return of the underlying reference asset less a financing rate, if any. As a receiver, a Portfolio would receive payments based on any net positive total return and would owe payments in the event of a net negative total return. As the payer, a Portfolio would owe payments on any net positive total return, and would receive payments in the event of a net negative total return. A Portfolio's use of a total return swap exposes the Portfolio to credit loss in the event of nonperformance by the swap counterparty. Risk may also arise from the unanticipated movements in value of exchange rates, interest rates, securities, or the index.
For the period ended June 30, 2021, Global Bond entered into receiver total return swaps on sovereign bonds with an average notional amount of $19,235,910. Please refer to the Portfolio of Investments for open total return swaps at June 30, 2021.
P. Equity-Linked Notes. Invesco Equity and Income invests in equity-linked notes. Equity-linked notes are hybrid financial instruments that generally combine both debt and equity characteristics into a single note form. Income earned from equity-linked notes is recorded as Interest income in the Statements of Operations and may be based on the performance of an underlying equity security, an equity index, or an option position. The Portfolio records the net change in the fair value of the equity-linked note on the accompanying Statements of Operations as a change in unrealized appreciation or depreciation on investments. The Portfolio records a realized gain or loss on the Statements of Operations upon the sale or maturity of the equity-linked note. The risks of investing in equity-linked notes include unfavorable price movements in the underlying security
and the credit risk of the issuing financial institution. There may be no guarantee of a return of principal with equity- linked notes and the appreciation potential may be limited. Equity-linked notes may be more volatile and less liquid than other investments held by the Portfolio. Please refer to the Portfolio of Investments for open equity-linked notes at June 30, 2021.
Q. Structured Notes. Global Bond and Invesco Equity and Income invest in structured notes whose principal payments or interest payments are linked to the performance of underlying foreign currencies, interest rate spreads, stock market indices, prices of individual securities, commodities or other financial instruments or the occurrence of other specific events. The terms and conditions of these notes may be 'structured' by the purchaser (a Portfolio) and the borrower issuing the note. The market value of these notes will increase or decrease based on the performance of the underlying asset or reference. A Portfolio records the net change in the market value of the structured note on the accompanying Statements of Operations as a change in unrealized appreciation or depreciation on investments. A Portfolio records a realized gain or loss on the Statements of Operations upon the sale or maturity of the structured note. Please refer to the Portfolio of Investments for structured notes held by Global Bond and Invesco Equity and Income at June 30, 2021.
R. Private Investments Issued by Special Purpose Acquisition Companies. Special purpose acquisition companies ("SPACs") are shell companies that have no operations but are formed to raise capital with the intention of merging with or acquiring a company with the proceeds of the SPAC's initial public offering ("IPO"). Certain Portfolios may enter into a contingent commitment with a SPAC to purchase private investments in public equity ("PIPE") if and when the SPAC completes its merger or acquisition. The Portfolios maintain liquid assets sufficient to settle their commitment to purchase such PIPE. However, if the commitment expires, then no shares are purchased. Purchased PIPE shares will be restricted from trading until the registration statement for the shares is declared effective. Upon registration, the shares can be freely sold; however, in certain circumstances, the issuer may have the right to temporarily suspend trading of the shares in the first year after the merger or acquisition. The securities issued by a SPAC may be considered illiquid, more difficult to value, and/or be subject to restrictions on resale. Please refer to the Portfolio of Investments for PIPE commitments held by Baron Growth at June 30, 2021.
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NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
S. Indemnifications. In the normal course of business, the Company may enter into contracts that provide certain indemnifications. The Company's maximum exposure under these arrangements is dependent on future claims that may be made against the Portfolios and, therefore, cannot be estimated; however, based on experience, management considers the risk of loss from such claims remote.
NOTE 3 — INVESTMENT TRANSACTIONS
For the period ended June 30, 2021, the cost of purchases and the proceeds from the sales of securities, excluding U.S. government and short-term securities were as follows:
Purchases | Sales | ||||||||||
Global Bond | $ | 33,037,078 | $ | 24,952,344 | |||||||
International High Dividend Low Volatility | 153,629,140 | 168,915,281 | |||||||||
American Century Small-Mid Cap Value | 136,686,818 | 146,926,553 | |||||||||
Baron Growth | 7,193,487 | 42,088,983 | |||||||||
Columbia Contrarian Core | 39,956,680 | 51,979,581 | |||||||||
Columbia Small Cap Value II | 62,320,601 | 55,938,150 | |||||||||
Invesco Comstock | 40,356,329 | 37,781,046 | |||||||||
Invesco Equity and Income | 173,358,016 | 332,713,598 | |||||||||
Invesco Global | 68,113,507 | 192,700,665 | |||||||||
JPMorgan Mid Cap Value | 56,357,967 | 83,858,997 | |||||||||
T. Rowe Price Diversified Mid Cap Growth | 268,616,384 | 308,263,320 | |||||||||
T. Rowe Price Growth Equity | 293,483,385 | 377,717,388 |
U.S. government securities not included above were as follows:
Purchases | Sales | ||||||||||
Global Bond | $ | 95,729,982 | $ | 103,040,142 | |||||||
Invesco Equity and Income | 625,731,709 | 538,303,878 |
NOTE 4 — INVESTMENT MANAGEMENT FEES
The Portfolios have entered into an investment management agreement ("Management Agreement") with the Investment Adviser. The Investment Adviser has overall responsibility for the management of the Portfolios. The Investment Adviser oversees all investment management and portfolio management services for the Portfolios and assists in managing and supervising all aspects of the general day-to-day business activities and operations of the Portfolios, including custodial, transfer agency, dividend disbursing, accounting, auditing, compliance and related services. This Management Agreement compensates the Investment Adviser with a management fee, computed
daily and payable monthly, based on the average daily net assets of each Portfolio, at the following annual rates:
Portfolio | Fee | ||||||
Global Bond(1) | 0.600% on the first $4 billion; | ||||||
0.575% on the next $1 billion; | |||||||
0.550% on the next $1 billion; | |||||||
0.530% on assets over $6 billion | |||||||
International High Dividend Low Volatility | 0.60% on all assets | ||||||
American Century Small-Mid Cap Value(1) | 1.10% on the first $250 million; | ||||||
1.05% on the next $250 million; | |||||||
1.00% on assets over $500 million | |||||||
Baron Growth | 0.950% on the first $1 billion; | ||||||
0.925% on the next $1 billion; | |||||||
0.900% on assets over $2 billion | |||||||
Columbia Contrarian Core(1) | 0.90% on the first $500 million; | ||||||
0.85% on the next $500 million; | |||||||
0.80% on assets over $1 billion | |||||||
Columbia Small Cap Value II(1) | 0.85% on all assets | ||||||
Invesco Comstock(2) | 0.70% on all assets | ||||||
Invesco Equity and Income(1) | 0.65% on the first $750 million; | ||||||
0.63% on the next $250 million; | |||||||
0.61% on assets over $1 billion | |||||||
Invesco Global | 0.70% on the first $3 billion; | ||||||
0.68% on the next $1 billion; | |||||||
0.67% on the next $4 billion; | |||||||
0.66% on assets over $8 billion | |||||||
JPMorgan Mid Cap Value | 0.85% on the first $500 million; | ||||||
0.75% on the next $500 million; | |||||||
0.70% on assets over $1 billion | |||||||
T. Rowe Price Diversified Mid Cap Growth | 0.74% on all assets | ||||||
T. Rowe Price Growth Equity(1) | 0.70% on all assets |
(1) The Investment Adviser is contractually obligated to waive 0.003%, 0.165%, 0.023%, 0.027%, 0.01% and 0.019% of the management fee for Global Bond, American Century Small-Mid Cap Value, Columbia Contrarian Core, Columbia Small Cap Value II, Invesco Equity and Income, and T. Rowe Price Growth Equity, respectively. Any fees waived or reimbursed are not eligible for recoupment. Termination or modification of this obligation requires approval by the Board.
(2) Prior to January 1, 2021, the Investment Adviser was contractually obligated to waive 0.017% of the management fee for Invesco Comstock. Any fees waived or reimbursed were not eligible for recoupment. Termination of this obligation was approved by the Board.
The Investment Adviser has entered into a sub-advisory agreement with each respective sub-adviser. These sub-advisers provide investment advice for certain Portfolios and are paid by the Investment Adviser based on the average daily net assets of the respective Portfolios. Subject to such policies as the Board or the Investment Adviser may determine, the sub-advisers manage each respective Portfolio's assets in accordance with the Portfolio's investment objectives, policies, and limitations.
39
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
NOTE 4 — INVESTMENT MANAGEMENT FEES (continued)
The sub-advisers of the Portfolios are as follows (*denotes an affiliated sub-adviser):
Portfolio | Sub-Adviser | ||||||
Global Bond | Voya Investment Management Co. LLC* | ||||||
International High Dividend Low Volatility | Voya Investment Management Co. LLC* | ||||||
American Century Small-Mid Cap Value | American Century Investment Management, Inc. | ||||||
Baron Growth | BAMCO, Inc. | ||||||
Columbia Contrarian Core & Columbia Small Cap Value II | Columbia Management Investment Advisers, LLC | ||||||
Invesco Comstock, Invesco Equity and Income & Invesco Global | Invesco Advisers, Inc. | ||||||
JPMorgan Mid Cap Value | J.P. Morgan Investment Management Inc. | ||||||
T. Rowe Price Diversified Mid Cap Growth & T. Rowe Price Growth Equity | T. Rowe Price Associates, Inc. |
NOTE 5 — DISTRIBUTION AND SERVICE FEES
Class ADV and Class S2 shares of each respective Portfolio have a plan of distribution (the "Plan"), whereby the Distributor is reimbursed or compensated by the Portfolios for expenses incurred in the distribution of each Portfolio's shares. The Distributor may pay, on behalf of each Portfolio, out of its distribution fee, compensation to certain financial institutions for providing distribution assistance. Under the Plan, a Portfolio makes payments at an annual rate of 0.25% of the Portfolio's average daily net assets attributable to its Class ADV shares and a Portfolio makes payments at an annual rate of 0.15% of the Portfolio's average daily net assets attributable to its Class S2 shares. The Distributor has contractually agreed to waive 0.02% of the distribution fee for Class S2 shares of Invesco Equity and Income. Termination or modification of this obligation requires approval by the Board.
Class ADV, Class S and Class S2 shares are further subject to a shareholder servicing fee payable to shareholder organizations pursuant to the shareholder servicing plan adopted for Class ADV, Class S and Class S2 shares which shall not exceed an annual rate of 0.25% of the average daily net assets of each class, respectively.
NOTE 6 — OTHER TRANSACTIONS WITH AFFILIATES AND RELATED PARTIES
During the period ended June 30, 2021, International High Dividend Low Volatility incurred $31,995 of shareholder notification costs associated with changes to the Portfolio's principal investment strategies.
At June 30, 2021, the following direct or indirect, wholly-owned subsidiaries of Voya Financial, Inc. or affiliated investment companies owned more than 5% of the following Portfolios:
Subsidiary/Affiliated Investment Company | Portfolio | Percentage | |||||||||
ReliaStar Life Insurance Company | Invesco Comstock | 6.14 | % | ||||||||
Invesco Global | 6.93 | ||||||||||
T. Rowe Price Diversified Mid Cap Growth | 10.83 | ||||||||||
Security Life of Denver Insurance Company | Global Bond | 8.09 | |||||||||
Columbia Small Cap Value II | 5.95 | ||||||||||
Invesco Comstock | 5.18 | ||||||||||
Voya Institutional Trust Company | Global Bond | 13.61 | |||||||||
American Century Small-Mid Cap Value | 53.50 | ||||||||||
Baron Growth | 32.02 | ||||||||||
Columbia Contrarian Core | 16.32 | ||||||||||
Columbia Small Cap Value II | 22.44 | ||||||||||
Invesco Comstock | 13.64 | ||||||||||
Invesco Global | 14.70 | ||||||||||
JPMorgan Mid Cap Value | 29.72 | ||||||||||
T. Rowe Price Diversified Mid Cap Growth | 14.02 | ||||||||||
T. Rowe Price Growth Equity | 29.42 | ||||||||||
Voya Retirement Insurance and Annuity Company | Global Bond | 71.19 | |||||||||
International High Dividend Low Volatility | 24.89 | ||||||||||
American Century Small-Mid Cap Value | 44.11 | ||||||||||
Baron Growth | 61.86 | ||||||||||
Columbia Contrarian Core | 15.07 | ||||||||||
Columbia Small Cap Value II | 29.00 | ||||||||||
Invesco Comstock | 34.55 | ||||||||||
Invesco Equity and Income | 36.46 | ||||||||||
Invesco Global | 67.48 | ||||||||||
JPMorgan Mid Cap Value | 40.54 | ||||||||||
T. Rowe Price Diversified Mid Cap Growth | 63.10 | ||||||||||
T. Rowe Price Growth Equity | 57.45 | ||||||||||
Voya Solution 2035 Portfolio | Columbia Contrarian Core | 17.67 | |||||||||
Invesco Comstock | 5.40 | ||||||||||
Voya Solution 2045 Portfolio | Columbia Contrarian Core | 18.98 | |||||||||
Invesco Comstock | 5.75 | ||||||||||
Voya Solution 2055 Portfolio | Columbia Contrarian Core | 6.81 | |||||||||
Voya Solution Moderately Aggressive Portfolio | Columbia Contrarian Core | 16.43 | |||||||||
Invesco Comstock | 6.00 |
The Investment Adviser may direct the Portfolios' sub-advisers to use their best efforts (subject to obtaining best execution of each transaction) to allocate a Portfolio's equity security transactions through certain designated broker-dealers. The designated
40
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
NOTE 6 — OTHER TRANSACTIONS WITH AFFILIATES AND RELATED PARTIES (continued)
broker-dealer, in turn, will reimburse a portion of the brokerage commissions to pay certain expenses of that Portfolio. Any amounts credited to the Portfolios are reflected as brokerage commission recapture on the accompanying Statements of Operations.
The Portfolios have adopted a deferred compensation plan (the "DC Plan"), which allows eligible independent directors, as described in the DC Plan, to defer the receipt of all or a portion of the directors' fees that they are entitled to receive from the Portfolios. For purposes of determining the amount owed to the director under the DC Plan, the amounts deferred are invested in shares of the funds selected by the director (the "Notional Funds"). When the Portfolios purchase shares of the Notional Funds, which are all advised by Voya Investments, in amounts equal to the directors' deferred fees, this results in a Portfolio asset equal to the deferred compensation liability. Such assets, if applicable, are included as a component of "Other assets" on the accompanying Statements of Assets and Liabilities. Deferral of directors' fees under the DC Plan will not affect net assets of the Portfolios, and will not materially affect the Portfolios' assets, liabilities or net investment income per share. Amounts will be deferred until distributed in accordance with the DC Plan.
The Portfolios may pay per account fees to affiliates of Voya Investments for recordkeeping services provided on certain assets. For the period ended June 30, 2021, the per account fees for affiliated recordkeeping services paid by each Portfolio were as follows:
Portfolio | Amount | ||||||
Global Bond | $ | 103,076 | |||||
International High Dividend Low Volatility | 152,416 | ||||||
American Century Small-Mid Cap Value | 378,046 | ||||||
Baron Growth | 332,477 | ||||||
Columbia Contrarian Core | 50,558 | ||||||
Columbia Small Cap Value II | 89,145 | ||||||
Invesco Comstock | 64,775 | ||||||
Invesco Equity and Income | 308,160 | ||||||
Invesco Global | 842,743 | ||||||
JPMorgan Mid Cap Value | 239,651 | ||||||
T. Rowe Price Diversified Mid Cap Growth | 572,202 | ||||||
T. Rowe Price Growth Equity | 701,723 |
NOTE 7 — EXPENSE LIMITATION AGREEMENTS
The Investment Adviser has entered into a written expense limitation agreement ("Expense Limitation Agreement") with the following Portfolios, whereby the Investment Adviser has agreed to limit expenses, excluding interest, taxes, investment-related costs, leverage expenses, extraordinary expenses, and
acquired fund fees and expenses to the levels listed below:
Portfolio | Class ADV | Class I | Class R6 | Class S | Class S2 | ||||||||||||||||||
Global Bond | 1.17 | % | 0.67 | % | N/A | 0.92 | % | N/A | |||||||||||||||
International High Dividend Low Volatility | 1.25 | % | 0.75 | % | N/A | 1.00 | % | 1.15 | % | ||||||||||||||
American Century Small-Mid Cap Value | 1.52 | % | 1.02 | % | N/A | 1.27 | % | 1.42 | % | ||||||||||||||
Baron Growth | 1.49 | % | 0.99 | % | 0.99 | % | 1.24 | % | 1.39 | % | |||||||||||||
Columbia Contrarian Core(1) | N/A | N/A | N/A | N/A | N/A | ||||||||||||||||||
Columbia Small Cap Value II | 1.45 | % | 0.95 | % | 0.95 | % | 1.20 | % | 1.35 | % | |||||||||||||
Invesco Comstock(2) | N/A | N/A | N/A | N/A | N/A | ||||||||||||||||||
Invesco Equity and Income | 1.15 | % | 0.65 | % | N/A | 0.90 | % | 1.05 | % | ||||||||||||||
Invesco Global | 1.30 | % | 0.80 | % | N/A | 1.05 | % | 1.20 | % | ||||||||||||||
JPMorgan Mid Cap Value | 1.38 | % | 0.88 | % | N/A | 1.13 | % | 1.28 | % | ||||||||||||||
T. Rowe Price Diversified Mid Cap Growth | 1.30 | % | 0.80 | % | 0.80 | % | 1.05 | % | 1.20 | % | |||||||||||||
T. Rowe Price Growth Equity | 1.25 | % | 0.75 | % | N/A | 1.00 | % | 1.15 | % |
(1) Pursuant to a side letter agreement, through May 1, 2022, the Investment Adviser has agreed to waive all or a portion of the management fee and/or reimburse expenses so that the expense limits are 1.25%, 0.75% and 1.00% for Class ADV, Class I and Class S, respectively. Termination or modification of this obligation requires approval by the Board. Any fees waived pursuant to the side letter agreement shall not be eligible for recoupment.
(2) Effective January 1, 2021, pursuant to a side letter agreement, through May 1, 2022, the Investment Adviser has agreed to waive all or a portion of the management fee and/or reimburse expenses so that the expense limits are 1.20%, 0.70%, 0.70%, 0.95%, and 1.10% for Class ADV, Class I, Class R6, Class S, and Class S2, respectively. Any fees waived pursuant to the side letter agreement shall not be eligible for recoupment. Termination or modification of this obligation requires approval by the Board. Prior to January 1, 2021, pursuant to a side letter agreement, the Investment Adviser had agreed to waive all or a portion of the management fee and/or reimburse expenses so that the expense limits were 1.29%, 0.79%, 0.79%, 1.04% and 1.19% for Class ADV, Class I, Class R6, Class S and Class S2, respectively. Any fees waived pursuant to the side letter agreement were not be eligible for recoupment.
Unless otherwise specified above and with the exception of the non-recoupable management fee waivers for certain Portfolios, the Investment Adviser may, at a later date, recoup from a Portfolio for fees waived and/or other expenses reimbursed by the Investment Adviser during the previous 36 months, but only if, after such recoupment, a Portfolio's expense ratio does not exceed the percentage described above. Waived and reimbursed fees net of any recoupment by the Investment Adviser of such waived and reimbursed fees are reflected on the accompanying Statements of Operations. Amounts payable by the Investment Adviser are reflected on the accompanying Statements of Assets and Liabilities.
41
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
NOTE 7 — EXPENSE LIMITATION AGREEMENTS (continued)
At June 30, 2021, the amounts of waived and/or reimbursed fees that are subject to possible recoupment by the Investment Adviser and the related expiration dates are as follows:
June 30, | |||||||||||||||||||
2022 | 2023 | 2024 | Total | ||||||||||||||||
Global Bond | $ | — | $ | 88,738 | $ | 234,432 | $ | 323,170 | |||||||||||
American Century Small-Mid Cap Value | 486,883 | 784,413 | 1,131,819 | 2,403,115 | |||||||||||||||
Baron Growth | — | 2,722 | — | 2,722 | |||||||||||||||
Invesco Equity and Income | 350,296 | 476,420 | 746,768 | 1,573,484 | |||||||||||||||
Invesco Global | — | 328,720 | 658,532 | 987,252 | |||||||||||||||
JPMorgan Mid Cap Value | — | 227,449 | 465,758 | 693,207 | |||||||||||||||
T. Rowe Price Growth Equity | — | 508,899 | 1,068,227 | 1,577,126 |
In addition to the above waived and/or reimbursed fees, the amount of class specific fees waived or reimbursed that are subject to possible recoupment by the Investment Adviser, and the related expiration dates, as of June 30, 2021, are as follows:
June 30, | |||||||||||||||||||
2022 | 2023 | 2024 | Total | ||||||||||||||||
Baron Growth | |||||||||||||||||||
Class ADV | $ | — | $ | 66,257 | $ | 152,449 | $ | 218,706 | |||||||||||
Class I | — | 93,054 | 207,747 | 300,801 | |||||||||||||||
Class S | — | 143,130 | 319,018 | 462,148 | |||||||||||||||
Class S2 | — | 1,573 | 3,581 | 5,154 | |||||||||||||||
Columbia Small Cap Value II | |||||||||||||||||||
Class ADV | — | 6,218 | 12,639 | 18,857 | |||||||||||||||
Class I | — | 8,298 | 17,003 | 25,301 | |||||||||||||||
Class S | — | 21,115 | 39,581 | 60,696 | |||||||||||||||
Class S2 | — | 367 | 738 | 1,105 | |||||||||||||||
T. Rowe Price Diversified Mid Cap Growth | |||||||||||||||||||
Class ADV | — | 20,877 | 37,703 | 58,580 | |||||||||||||||
Class I | — | 319,074 | 695,917 | 1,014,991 | |||||||||||||||
Class S | — | 13,669 | 27,766 | 41,435 | |||||||||||||||
Class S2 | — | 1,737 | 3,860 | 5,597 |
The Expense Limitation Agreement is contractual through May 1, 2022 and shall renew automatically for one-year terms. Termination or modification of this obligation requires approval by the Board.
NOTE 8 — LINE OF CREDIT
Effective June 14, 2021, the Portfolios, in addition to certain other funds managed by the Investment Adviser, entered into a 364-day unsecured committed revolving line of credit agreement (the "Credit Agreement") with The Bank of New York Mellon ("BNY") for an aggregate amount of $400,000,000 through June 13, 2022. The proceeds may be used only to finance temporarily: (1) the purchase or sale of investment securities; or (2) the repurchase or redemption of shares of a Portfolio or certain other funds managed by the Investment Adviser. The funds to which the line of credit is available pay a commitment fee equal to 0.15% per annum on the daily unused portion of the committed line amount payable quarterly in arrears. Prior to June 14, 2021, the predecessor line of credit was for an aggregate amount of $400,000,000 and the funds to which the line of credit was available paid a commitment fee equal to 0.15% per annum on the daily unused portion of the committed line amount through June 14, 2021.
Borrowings under the Credit Agreement accrue interest at the federal funds rate plus a specified margin. Repayments generally must be made within 60 days after the date of a revolving credit advance.
The below Portfolios utilized the line of credit during the six months ended June 30, 2021 as follows:
Portfolio | Days Utilized | Approximate Average Daily Balance For Days Utilized | Approximate Weighted Average Interest Rate For Days Utilized | ||||||||||||
International High Dividend Low Volatility | 6 | $ | 1,840,000 | 1.26 | % | ||||||||||
American Century Small-Mid Cap Value | 5 | 712,200 | 1.29 | ||||||||||||
Baron Growth | 34 | 2,955,588 | 1.29 | ||||||||||||
Invesco Global | 18 | 4,264,111 | 1.28 | ||||||||||||
T. Rowe Price Diversified Mid Cap Growth | 9 | 879,222 | 1.29 |
42
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
NOTE 9 — CAPITAL SHARES
Transactions in capital shares and dollars were as follows:
Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | ||||||||||||||||||||||||||||||||||
Year or period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
Global Bond | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 71,719 | — | 22,221 | (108,525 | ) | (14,585 | ) | 778,756 | — | 242,172 | (1,185,673 | ) | (164,745 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 151,522 | — | 46,784 | (363,955 | ) | (165,649 | ) | 1,614,012 | — | 499,001 | (3,837,787 | ) | (1,724,774 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 291,878 | — | 157,101 | (690,748 | ) | (241,769 | ) | 3,280,080 | — | 1,742,765 | (7,665,530 | ) | (2,642,685 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 1,071,924 | — | 379,018 | (4,056,693 | ) | (2,605,751 | ) | 11,625,495 | — | 4,117,554 | (44,941,232 | ) | (29,198,183 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 180,417 | — | 36,497 | (312,976 | ) | (96,062 | ) | 1,991,834 | — | 404,482 | (3,529,175 | ) | (1,132,859 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 437,512 | — | 78,922 | (703,803 | ) | (187,369 | ) | 4,719,597 | — | 856,131 | (7,617,835 | ) | (2,042,107 | ) | |||||||||||||||||||||||||||||
International High Dividend Low Volatility | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 45,462 | — | — | (205,358 | ) | (159,896 | ) | 454,348 | — | — | (2,027,811 | ) | (1,573,463 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 231,631 | — | 468,161 | (499,287 | ) | 200,505 | 2,179,892 | — | 3,998,093 | (4,695,750 | ) | 1,482,235 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 194,364 | — | — | (692,211 | ) | (497,847 | ) | 1,990,077 | — | — | (6,959,854 | ) | (4,969,777 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 635,652 | — | 2,196,817 | (2,209,074 | ) | 623,395 | 5,913,333 | — | 18,958,530 | (20,893,043 | ) | 3,978,820 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 138,834 | — | — | (2,354,355 | ) | (2,215,521 | ) | 1,421,906 | — | — | (23,548,527 | ) | (22,126,621 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 1,333,822 | — | 4,802,412 | (4,796,011 | ) | 1,340,223 | 12,622,870 | — | 41,156,670 | (45,576,239 | ) | 8,203,301 | |||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 1,614 | — | — | (597 | ) | 1,017 | 16,420 | — | — | (6,097 | ) | 10,323 | |||||||||||||||||||||||||||||||
12/31/2020 | 13,983 | — | 8,450 | (21,300 | ) | 1,133 | 138,923 | — | 73,179 | (202,966 | ) | 9,136 | |||||||||||||||||||||||||||||||
American Century Small-Mid Cap Value | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 467,653 | — | — | (761,656 | ) | (294,003 | ) | 6,186,084 | — | — | (9,779,242 | ) | (3,593,158 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 609,735 | — | 184,018 | (1,972,522 | ) | (1,178,769 | ) | 5,290,505 | — | 1,711,366 | (19,033,186 | ) | (12,031,315 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 762,562 | — | — | (1,190,306 | ) | (427,744 | ) | 10,743,412 | — | — | (16,517,301 | ) | (5,773,889 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 1,093,595 | — | 336,841 | (2,845,523 | ) | (1,415,087 | ) | 10,880,226 | — | 3,371,776 | (29,671,861 | ) | (15,419,859 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 226,413 | — | — | (581,782 | ) | (355,369 | ) | 3,213,990 | — | — | (7,619,745 | ) | (4,405,755 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 373,825 | — | 160,840 | (1,258,367 | ) | (723,702 | ) | 3,687,266 | — | 1,584,274 | (12,976,185 | ) | (7,704,645 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 37,529 | — | — | (100,939 | ) | (63,410 | ) | 476,193 | — | — | (1,329,135 | ) | (852,942 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 56,480 | — | 6,436 | (61,500 | ) | 1,416 | 531,451 | — | 59,796 | (627,974 | ) | (36,727 | ) | ||||||||||||||||||||||||||||||
Baron Growth | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 146,624 | — | — | (244,880 | ) | (98,256 | ) | 3,935,883 | — | — | (6,635,413 | ) | (2,699,530 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 385,123 | — | — | (1,063,153 | ) | (678,030 | ) | 7,667,594 | — | — | (21,036,151 | ) | (13,368,557 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 160,242 | — | — | (462,169 | ) | (301,927 | ) | 5,229,943 | — | — | (15,063,903 | ) | (9,833,960 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 992,333 | — | — | (2,024,333 | ) | (1,032,000 | ) | 24,933,092 | — | — | (50,380,515 | ) | (25,447,423 | ) | |||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 72,622 | — | — | (147,970 | ) | (75,348 | ) | 2,348,126 | — | — | (4,826,086 | ) | (2,477,960 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 305,059 | — | — | (310,598 | ) | (5,539 | ) | 7,457,909 | — | — | (7,433,159 | ) | 24,750 | ||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 87,478 | — | — | (642,696 | ) | (555,218 | ) | 2,650,245 | — | — | (18,994,701 | ) | (16,344,456 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 137,540 | — | — | (1,614,638 | ) | (1,477,098 | ) | 2,983,204 | — | — | (35,003,201 | ) | (32,019,997 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 7,013 | — | — | (32,046 | ) | (25,033 | ) | 192,111 | — | — | (902,040 | ) | (709,929 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 42,355 | — | — | (49,702 | ) | (7,347 | ) | 891,696 | — | — | (979,306 | ) | (87,610 | ) | |||||||||||||||||||||||||||||
Columbia Contrarian Core | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 90,298 | — | — | (101,207 | ) | (10,909 | ) | 1,850,873 | — | — | (2,101,599 | ) | (250,726 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 157,408 | — | 44,611 | (303,254 | ) | (101,235 | ) | 2,566,533 | — | 743,213 | (4,812,920 | ) | (1,503,174 | ) |
43
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
NOTE 9 — CAPITAL SHARES (continued)
Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | ||||||||||||||||||||||||||||||||||
Year or period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
Columbia Contrarian Core (continued) | |||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 259,217 | — | — | (746,743 | ) | (487,526 | ) | 5,779,788 | — | — | (17,000,775 | ) | (11,220,987 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 8,464,802 | — | 246,165 | (2,989,447 | ) | 5,721,520 | 137,733,870 | — | 4,445,739 | (59,332,213 | ) | 82,847,396 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 40,001 | — | — | (55,618 | ) | (15,617 | ) | 873,646 | — | — | (1,221,591 | ) | (347,945 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 89,490 | — | 31,489 | (189,843 | ) | (68,864 | ) | 1,506,854 | — | 552,006 | (3,330,686 | ) | (1,271,826 | ) | |||||||||||||||||||||||||||||
Columbia Small Cap Value II | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 687,800 | — | — | (245,504 | ) | 442,296 | 13,037,877 | — | — | (4,683,838 | ) | 8,354,039 | |||||||||||||||||||||||||||||||
12/31/2020 | 217,420 | — | 82,110 | (457,014 | ) | (157,484 | ) | 2,610,253 | — | 972,185 | (5,746,042 | ) | (2,163,604 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 608,638 | — | — | (359,086 | ) | 249,552 | 11,898,112 | — | — | (7,094,751 | ) | 4,803,361 | |||||||||||||||||||||||||||||||
12/31/2020 | 331,812 | — | 116,917 | (654,816 | ) | (206,087 | ) | 4,350,521 | — | 1,435,739 | (8,830,432 | ) | (3,044,172 | ) | |||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 152,794 | — | — | (57,697 | ) | 95,097 | 3,013,250 | — | — | (1,153,069 | ) | 1,860,181 | |||||||||||||||||||||||||||||||
12/31/2020 | 190,128 | — | 20,805 | (210,151 | ) | 782 | 2,655,126 | — | 255,902 | (2,766,895 | ) | 144,133 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 474,800 | — | — | (675,962 | ) | (201,162 | ) | 9,343,059 | — | — | (13,072,622 | ) | (3,729,563 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 273,276 | — | 279,850 | (1,224,385 | ) | (671,259 | ) | 3,238,618 | — | 3,428,166 | (15,939,137 | ) | (9,272,353 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 32,921 | — | — | (37,086 | ) | (4,165 | ) | 634,142 | — | — | (727,524 | ) | (93,382 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 11,681 | — | 4,733 | (35,205 | ) | (18,791 | ) | 138,520 | — | 55,992 | (476,844 | ) | (282,332 | ) | |||||||||||||||||||||||||||||
Invesco Comstock | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 120,493 | — | — | (131,501 | ) | (11,008 | ) | 2,323,935 | — | — | (2,416,555 | ) | (92,620 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 116,617 | — | 90,354 | (269,952 | ) | (62,981 | ) | 1,500,720 | — | 1,304,497 | (3,764,154 | ) | (958,937 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 2,268,066 | — | — | (2,207,079 | ) | 60,987 | 43,696,479 | — | — | (39,786,196 | ) | 3,910,283 | |||||||||||||||||||||||||||||||
12/31/2020 | 5,954,266 | — | 441,015 | (11,162,406 | ) | (4,767,125 | ) | 86,529,706 | — | 6,426,417 | (149,060,396 | ) | (56,104,273 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 246,169 | — | — | (267,031 | ) | (20,862 | ) | 4,815,486 | — | — | (4,879,547 | ) | (64,061 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 104,843 | — | 209,474 | (701,229 | ) | (386,912 | ) | 1,513,323 | — | 3,064,953 | (10,128,483 | ) | (5,550,207 | ) | |||||||||||||||||||||||||||||
Invesco Equity and Income | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 62,766 | — | — | (53,644 | ) | 9,122 | 3,090,845 | — | — | (2,579,608 | ) | 511,237 | |||||||||||||||||||||||||||||||
12/31/2020 | 75,973 | — | 58,895 | (229,092 | ) | (94,224 | ) | 3,056,251 | — | 2,330,514 | (9,024,067 | ) | (3,637,302 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 94,505 | — | — | (545,763 | ) | (451,258 | ) | 4,721,581 | — | — | (26,814,171 | ) | (22,092,590 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 117,159 | — | 664,170 | (1,511,062 | ) | (729,733 | ) | 4,802,008 | — | 27,058,975 | (61,781,862 | ) | (29,920,879 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 59,964 | — | — | (858,604 | ) | (798,640 | ) | 3,023,813 | — | — | (42,273,196 | ) | (39,249,383 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 90,613 | — | 616,561 | (1,862,782 | ) | (1,155,608 | ) | 3,561,494 | — | 24,794,296 | (75,496,740 | ) | (47,140,950 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 41,990 | — | — | (513,437 | ) | (471,447 | ) | 1,973,839 | — | — | (24,781,653 | ) | (22,807,814 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 64,773 | — | 435,036 | (1,186,931 | ) | (687,122 | ) | 2,462,918 | — | 17,171,131 | (47,332,775 | ) | (27,698,726 | ) | |||||||||||||||||||||||||||||
Invesco Global | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 177,310 | — | — | (264,424 | ) | (87,114 | ) | 4,125,245 | — | — | (6,183,938 | ) | (2,058,693 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 199,176 | — | 272,420 | (1,280,327 | ) | (808,731 | ) | 3,733,927 | — | 4,996,181 | (23,092,469 | ) | (14,362,361 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 367,549 | — | — | (3,734,705 | ) | (3,367,156 | ) | 9,055,500 | — | — | (92,758,195 | ) | (83,702,695 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 485,441 | — | 2,780,342 | (10,017,159 | ) | (6,751,376 | ) | 9,491,825 | — | 53,910,828 | (194,533,543 | ) | (131,130,890 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 127,067 | — | — | (926,168 | ) | (799,101 | ) | 2,957,853 | — | — | (21,699,884 | ) | (18,742,031 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 314,509 | — | 417,760 | (2,112,243 | ) | (1,379,974 | ) | 5,696,566 | — | 7,716,024 | (38,768,097 | ) | (25,355,507 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 16,244 | — | — | (37,410 | ) | (21,166 | ) | 370,930 | — | — | (856,534 | ) | (485,604 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 29,719 | — | 8,405 | (99,655 | ) | (61,531 | ) | 541,948 | — | 149,769 | (1,632,266 | ) | (940,549 | ) |
44
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
NOTE 9 — CAPITAL SHARES (continued)
Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | ||||||||||||||||||||||||||||||||||
Year or period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
JPMorgan Mid Cap Value | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 366,234 | — | — | (441,964 | ) | (75,730 | ) | 6,707,162 | — | — | (7,698,375 | ) | (991,213 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 348,762 | — | 525,236 | (1,023,700 | ) | (149,702 | ) | 4,557,818 | — | 6,939,506 | (14,379,457 | ) | (2,882,133 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 562,580 | — | — | (1,176,451 | ) | (613,871 | ) | 10,573,500 | — | — | (22,034,942 | ) | (11,461,442 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 579,873 | — | 809,416 | (2,135,388 | ) | (746,099 | ) | 8,343,245 | — | 11,193,835 | (31,410,219 | ) | (11,873,139 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 221,050 | — | — | (866,889 | ) | (645,839 | ) | 4,096,308 | — | — | (15,547,448 | ) | (11,451,140 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 283,193 | — | 1,107,872 | (2,140,089 | ) | (749,024 | ) | 3,937,227 | — | 15,047,063 | (31,257,437 | ) | (12,273,147 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 17,277 | — | — | (43,025 | ) | (25,748 | ) | 319,577 | — | — | (768,555 | ) | (448,978 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 8,116 | — | 10,496 | (36,180 | ) | (17,568 | ) | 119,964 | — | 138,167 | (491,020 | ) | (232,889 | ) | |||||||||||||||||||||||||||||
T. Rowe Price Diversified Mid Cap Growth | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 509,732 | — | — | (346,284 | ) | 163,448 | 6,927,458 | — | — | (4,694,351 | ) | 2,233,107 | |||||||||||||||||||||||||||||||
12/31/2020 | 642,178 | — | 450,087 | (4,408,208 | ) | (3,315,943 | ) | 7,184,265 | — | 4,946,458 | (41,263,880 | ) | (29,133,157 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 208,834 | — | — | (3,881,088 | ) | (3,672,254 | ) | 3,296,084 | — | — | (60,738,842 | ) | (57,442,758 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 8,861,288 | — | 6,793,515 | (16,857,282 | ) | (1,202,479 | ) | 98,888,405 | — | 86,073,841 | (219,582,198 | ) | (34,619,952 | ) | |||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 2,459,636 | — | — | (906,137 | ) | 1,553,499 | 39,918,597 | — | — | (14,151,412 | ) | 25,767,185 | |||||||||||||||||||||||||||||||
12/31/2020 | 6,492,519 | — | 231,190 | (1,980,280 | ) | 4,743,429 | 90,808,349 | — | 2,931,489 | (28,259,378 | ) | 65,480,460 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 112,636 | — | — | (499,551 | ) | (386,915 | ) | 1,657,033 | — | — | (7,535,652 | ) | (5,878,619 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 495,351 | — | 287,840 | (1,301,795 | ) | (518,604 | ) | 5,989,623 | — | 3,459,838 | (14,276,367 | ) | (4,826,906 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 13,288 | — | — | (31,767 | ) | (18,479 | ) | 180,372 | — | — | (453,190 | ) | (272,818 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 54,706 | — | 44,274 | (88,181 | ) | 10,799 | 596,007 | — | 490,552 | (967,557 | ) | 119,002 | |||||||||||||||||||||||||||||||
T. Rowe Price Growth Equity | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 89,016 | — | — | (306,220 | ) | (217,204 | ) | 8,943,076 | — | — | (30,168,140 | ) | (21,225,064 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 255,157 | — | 168,681 | (756,738 | ) | (332,900 | ) | 19,352,797 | — | 13,600,775 | (57,164,784 | ) | (24,211,212 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 724,919 | — | — | (1,152,620 | ) | (427,701 | ) | 82,035,708 | — | — | (130,758,450 | ) | (48,722,742 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 1,715,903 | — | 549,133 | (4,071,203 | ) | (1,806,167 | ) | 144,464,162 | — | 50,553,168 | (356,716,718 | ) | (161,699,388 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 30,539 | — | — | (136,483 | ) | (105,944 | ) | 3,249,457 | — | — | (14,103,401 | ) | (10,853,944 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 90,994 | — | 33,086 | (236,804 | ) | (112,724 | ) | 7,559,513 | — | 2,861,917 | (20,218,396 | ) | (9,796,966 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | 11,192 | — | — | (12,073 | ) | (881 | ) | 1,188,822 | — | — | (1,225,789 | ) | (36,967 | ) | |||||||||||||||||||||||||||||
12/31/2020 | 37,006 | — | 5,032 | (105,797 | ) | (63,759 | ) | 2,895,571 | — | 415,290 | (8,966,649 | ) | (5,655,788 | ) |
NOTE 10 — SECURITIES LENDING
Under a Master Securities Lending Agreement (the "Agreement") with BNY, the Portfolios can lend their securities to approved brokers, dealers and other financial institutions. Loans are collateralized by cash and U.S. government securities. The collateral is equal to at least 105% of the market value of non-U.S. securities loaned and 102% of the market value of U.S. securities loaned. The market value of the loaned securities is determined at Market Close of the Portfolios at their last sale price or official closing price on the principal exchange or system on which they are traded and any additional collateral is delivered to the Portfolios on the
next business day. The cash collateral received is invested in approved investments as defined in the Agreement with BNY. The Portfolios bear the risk of loss with respect to the investment of collateral with the following exception: BNY provides the Portfolios indemnification from loss with respect to the investment of collateral to the extent the cash collateral is invested in overnight repurchase agreements.
Cash collateral received in connection with securities lending is invested in cash equivalents, money market funds, repurchase agreements with maturities of not more than 99 days that are collateralized with U.S. Government securities, or certain short-term investments
45
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
NOTE 10 — SECURITIES LENDING (continued)
that have a remaining maturity of 190 days or less ("Permitted Investments"). Short-term investments include: securities, units, shares or other participations in short-term investment funds, pools or trusts; commercial paper, notes, bonds or other debt obligations, certificates of deposit, time deposits and other bank obligations and asset-backed commercial paper backed by diversified receivables and repurchase-backed programs. Permitted Investments are subject to certain guidelines established by the Adviser regarding liquidity, diversification, credit quality and average credit life/duration requirements. The securities purchased with cash collateral received are reflected in the Portfolio of Investments under Short-Term Investments.
Generally, in the event of counterparty default, the Portfolios have the right to use the collateral to offset losses incurred. The Agreement contains certain guarantees by BNY in the event of counterparty default and/or a borrower's failure to return a loaned security; however, there would be a potential loss to the Portfolios in the event the Portfolios are delayed or prevented from exercising their right to dispose of the collateral. Engaging in securities lending could have a leveraging effect, which may intensify the credit, market and other risks associated with investing in a Portfolio.
The following is a summary of each respective Portfolio's securities lending agreements by counterparty which are subject to offset under the Agreement as of June 30, 2021:
Global Bond
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||
Deutsche Bank Securities Inc. | $ | 85,619 | $ | (85,619 | ) | $ | — | ||||||||
Goldman, Sachs & Co. LLC | 2,149 | (2,149 | ) | — | |||||||||||
J.P. Morgan Securities LLC | 233,641 | (233,641 | ) | — | |||||||||||
Morgan Stanley & Co. LLC | 84,880 | (84,880 | ) | — | |||||||||||
Total | $ | 406,289 | $ | (406,289 | ) | $ | — |
(1) Cash collateral with a fair value of $414,615 has been received in connection with the above securities lending transactions. Excess cash collateral received from the individual counterparty is not shown for financial reporting purposes.
International High Dividend Low Volatility
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||
BMO Capital Markets Corp | $ | 1,678,266 | $ | (1,678,266 | ) | $ | — | ||||||||
HSBC Bank PLC | 1,400,679 | (1,400,679 | ) | — | |||||||||||
Jefferies LLC | 1,819,529 | (1,819,529 | ) | — | |||||||||||
JP Morgan Securities, Plc. | 3,113,311 | (3,113,311 | ) | — | |||||||||||
Nomura Securities International, Inc. | 1,060,854 | (1,060,854 | ) | — | |||||||||||
UBS AG | 6,892,195 | (6,892,195 | ) | — | |||||||||||
UBS Securities LLC. | 1,134,355 | (1,134,355 | ) | — | |||||||||||
Total | $ | 17,099,189 | $ | (17,099,189 | ) | $ | — |
(1) Cash collateral with a fair value of $18,198,793 has been received in connection with the above securities lending transactions. Excess cash collateral received from the individual counterparty is not shown for financial reporting purposes.
American Century Small-Mid Cap Value
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||
Barclays Capital Inc. | $ | 1,160,990 | $ | (1,160,990 | ) | $ | — | ||||||||
BMO Capital Markets Corp | 291,954 | (291,954 | ) | — | |||||||||||
BNP Paribas Securities Corp. | 1,544,231 | (1,544,231 | ) | — | |||||||||||
BNP Paribas Prime Brokerage Intl Ltd | 5,257 | (5,257 | ) | — | |||||||||||
BofA Securities Inc | 29,040 | (29,040 | ) | — | |||||||||||
J.P. Morgan Securities LLC | 250,723 | (250,723 | ) | — | |||||||||||
Nomura Securities International, Inc. | 20,660 | (20,660 | ) | — | |||||||||||
SG Americas Securities, LLC | 3,153 | (3,153 | ) | — | |||||||||||
UBS AG | 16,259 | (16,259 | ) | — | |||||||||||
Wells Fargo Securities LLC | 11,132 | (11,132 | ) | — | |||||||||||
Nomura International PLC | 1,175,635 | (1,175,635 | ) | — | |||||||||||
Total | $ | 4,509,034 | $ | (4,509,034 | ) | $ | — |
(1) Cash collateral with a fair value of $4,690,735 has been received in connection with the above securities lending transactions. Excess cash collateral received from the individual counterparty is not shown for financial reporting purposes.
Invesco Equity and Income
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||
BNP Paribas | $ | 588,817 | $ | (588,817 | ) | $ | — | ||||||||
Citadel Clearing LLC | 59,188 | (59,188 | ) | — | |||||||||||
Morgan Stanley & Co. LLC | 1,599,193 | (1,599,193 | ) | — | |||||||||||
National Bank Financial INC | 32,963 | (32,963 | ) | — | |||||||||||
Scotia Capital (USA) INC | 50,998 | (50,998 | ) | — | |||||||||||
Societe Generale | 12,293,286 | (12,293,286 | ) | — | |||||||||||
UBS Securities LLC. | 1,484,483 | (1,484,483 | ) | — | |||||||||||
Wells Fargo Bank NA | 824,350 | (824,350 | ) | — | |||||||||||
Total | $ | 16,933,278 | $ | (16,933,278 | ) | $ | — |
(1) Cash collateral with a fair value of $17,304,447 has been received in connection with the above securities lending transactions. Excess cash collateral received from the individual counterparty is not shown for financial reporting purposes.
46
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
NOTE 10 — SECURITIES LENDING (continued)
T. Rowe Price Diversified Mid Cap Growth
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||
Barclays Capital Inc. | $ | 63,602 | $ | (63,602 | ) | $ | — | ||||||||
BNP Paribas Securities Corp. | 3,657,141 | (3,657,141 | ) | — | |||||||||||
BNP Paribas Prime Brokerage Intl Ltd | 80,242 | (80,242 | ) | — | |||||||||||
BofA Securities Inc | 389,553 | (389,553 | ) | — | |||||||||||
Citigroup Global Markets Inc. | 538,947 | (538,947 | ) | — | |||||||||||
Cowen Execution Services LLC | 430,027 | (430,027 | ) | — | |||||||||||
Deutsche Bank Securities Inc. | 47,028 | (47,028 | ) | — | |||||||||||
Goldman, Sachs & Co. LLC | 2,985,547 | (2,985,547 | ) | — | |||||||||||
Janney Montgomery Scott LLC | 39,411 | (39,411 | ) | — | |||||||||||
J.P. Morgan Securities LLC | 6,610,417 | (6,610,417 | ) | — | |||||||||||
Mirae Asset Securities (USA) INC. | 1,607,842 | (1,607,842 | ) | — | |||||||||||
Mizuho Securities USA LLC. | 576,026 | (576,026 | ) | — | |||||||||||
Morgan Stanley & Co. LLC | 1,807,872 | (1,807,872 | ) | — | |||||||||||
National Financial Services LLC | 3,309,912 | (3,309,912 | ) | — | |||||||||||
Natixis Securities America LLC | 2,889,260 | (2,889,260 | ) | — | |||||||||||
National Bank of Canada Financial INC | 1,492,964 | (1,492,964 | ) | — | |||||||||||
Nomura Securities International, Inc. | 423,961 | (423,961 | ) | — | |||||||||||
Scotia Capital (USA) INC | 441,792 | (441,792 | ) | — | |||||||||||
State Street Bank and Trust Company | 2,943,103 | (2,943,103 | ) | — | |||||||||||
TD Prime Services LLC | 311,125 | (311,125 | ) | — | |||||||||||
UBS AG | 3,346,132 | (3,346,132 | ) | — | |||||||||||
UBS Securities LLC. | 318,568 | (318,568 | ) | — | |||||||||||
Wells Fargo Bank NA | 4,755,554 | (4,755,554 | ) | — | |||||||||||
Wells Fargo Securities LLC | 3,819,642 | (3,819,642 | ) | — | |||||||||||
Total | $ | 42,885,668 | $ | (42,885,668 | ) | $ | — |
(1) Cash collateral with a fair value of $43,822,009 has been received in connection with the above securities lending transactions. Excess cash collateral received from the individual counterparty is not shown for financial reporting purposes.
T. Rowe Price Growth Equity
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||
Barclays Bank PLC | $ | 1,968,205 | $ | (1,968,205 | ) | $ | — | ||||||||
Barclays Capital Inc. | 203,440 | (203,440 | ) | — | |||||||||||
BofA Securities Inc | 75,888 | (75,888 | ) | — | |||||||||||
Citigroup Global Markets Inc. | 8,149,360 | (8,149,360 | ) | — | |||||||||||
Cowen Execution services LLC | 551,222 | (551,222 | ) | — | |||||||||||
Goldman, Sachs & Co. LLC | 2,100,622 | (2,100,622 | ) | — | |||||||||||
Jefferies LLC | 1,196,718 | (1,196,718 | ) | — | |||||||||||
J.P. Morgan Securities LLC | 20,519,502 | (20,519,502 | ) | — | |||||||||||
Mirae Asset Securities(USA) INC. | 523,526 | (523,526 | ) | — | |||||||||||
Morgan Stanley & Co. LLC | 1,981,274 | (1,981,274 | ) | — | |||||||||||
National Financial Services LLC | 6,662,138 | (6,662,138 | ) | — | |||||||||||
SG Americas Securities, LLC | 310,273 | (310,273 | ) | — | |||||||||||
State Street Bank and Trust Company | 4,544,059 | (4,544,059 | ) | — | |||||||||||
Wells Fargo Securities LLC | 504,566 | (504,566 | ) | — | |||||||||||
Total | $ | 49,290,793 | $ | (49,290,793 | ) | $ | — |
(1) Cash collateral with a fair value of $50,513,619 has been received in connection with the above securities lending transactions. Excess cash collateral received from the individual counterparty is not shown for financial reporting purposes.
NOTE 11 — FEDERAL INCOME TAXES
The amount of distributions from net investment income and net realized capital gains are determined in accordance with federal income tax regulations, which may differ from GAAP for investment companies. These book/tax differences may be either temporary or permanent. Permanent differences are reclassified within the capital accounts based on their federal tax-basis treatment; temporary differences are not reclassified. Key differences include the treatment of foreign currency transactions, futures contracts, capital loss carryforwards, income from passive foreign investment companies (PFICs), paydowns, straddle loss deferrals and wash sale deferrals.
Dividends paid by the Portfolios from net investment income and distributions of net realized short-term capital gains are, for federal income tax purposes, taxable as ordinary income to shareholders.
The tax composition of dividends and distributions to shareholders was as follows:
Year Ended December 31, 2020 | Year Ended December 31, 2019 | ||||||||||||||||||||||
Ordinary Income | Long-term Capital Gains | Ordinary Income | Long-term Capital Gains | Return of Capital | |||||||||||||||||||
Global Bond | $ | 5,472,686 | $ | — | $ | 9,152,687 | $ | — | $ | — | |||||||||||||
International High Dividend Low Volatility | 13,890,705 | 50,295,767 | 9,130,872 | 38,959,190 | — | ||||||||||||||||||
American Century Small-Mid Cap Value | 6,727,212 | — | 13,787,968 | 26,390,436 | — | ||||||||||||||||||
Baron Growth | — | — | — | 347,944,282 | 3,765,921 | ||||||||||||||||||
Columbia Contrarian Core | 5,740,958 | — | 8,509,463 | 94,000,420 | — | ||||||||||||||||||
Columbia Small Cap Value II | 909,064 | 5,238,920 | 587,957 | 20,244,186 | — | ||||||||||||||||||
Invesco Comstock | 6,123,894 | 4,671,973 | 12,865,602 | 90,933,278 | — | ||||||||||||||||||
Invesco Equity and Income | 23,558,242 | 47,796,674 | 24,218,223 | 70,723,269 | — |
47
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
NOTE 11 — FEDERAL INCOME TAXES (continued)
Year Ended December 31, 2020 | Year Ended December 31, 2019 | ||||||||||||||||||||||
Ordinary Income | Long-term Capital Gains | Ordinary Income | Long-term Capital Gains | Return of Capital | |||||||||||||||||||
Invesco Global | $ | 15,525,835 | $ | 51,246,967 | $ | 7,804,476 | $ | 247,084,828 | $ | — | |||||||||||||
JPMorgan Mid Cap Value | 3,665,483 | 29,653,088 | 6,411,421 | 52,232,524 | — | ||||||||||||||||||
T. Rowe Price Diversified Mid Cap Growth | 3,687,499 | 94,214,679 | 6,834,529 | 106,411,255 | — | ||||||||||||||||||
T. Rowe Price Growth Equity | — | 67,431,150 | 2,350,307 | 418,893,692 | — |
The tax-basis components of distributable earnings and the capital loss carryforwards which may be used to offset future realized capital gains for federal income tax purposes as of December 31, 2020 were:
Undistributed | Undistributed Long-term | Unrealized Appreciation/ | Capital Loss Carryforwards | ||||||||||||||||||||||||
Ordinary Income | Capital Gains | (Depreciation) | Amount | Character | Expiration | ||||||||||||||||||||||
Global Bond | $ | 8,265,790 | $ | — | $ | 7,629,943 | $ | (5,669,741 | ) | Long-term | None | ||||||||||||||||
International High Dividend Low Volatility | 9,435,980 | — | 38,550,210 | (16,216,513 | ) | Short-term | None | ||||||||||||||||||||
(15,456,597 | ) | Long-term | None | ||||||||||||||||||||||||
$ | (31,673,110 | ) | |||||||||||||||||||||||||
American Century Small-Mid Cap Value | 3,324,265 | — | 38,137,271 | (895,895 | ) | Long-term | None | ||||||||||||||||||||
Baron Growth | — | 47,198,896 | 473,805,404 | — | — | — | |||||||||||||||||||||
Columbia Contrarian Core | 10,411,431 | 11,113,544 | 38,786,563 | — | — | — | |||||||||||||||||||||
Columbia Small Cap Value II | 562,736 | 705,018 | 32,981,475 | — | — | — | |||||||||||||||||||||
Invesco Comstock | 823,460 | — | 25,499,424 | (4,480,309 | ) | Short-term | None | ||||||||||||||||||||
(14,569,775 | ) | Long-term | None | ||||||||||||||||||||||||
$ | (19,050,084 | ) | |||||||||||||||||||||||||
Invesco Equity and Income | 16,713,132 | 681,008 | 222,389,863 | — | — | — | |||||||||||||||||||||
Invesco Global | — | 75,568,570 | 1,035,860,837 | — | — | — | |||||||||||||||||||||
JPMorgan Mid Cap Value | — | 14,717,739 | 90,885,659 | — | — | — | |||||||||||||||||||||
T. Rowe Price Diversified Mid Cap Growth | 16,416,974 | 205,616,744 | 516,750,198 | — | — | — | |||||||||||||||||||||
T. Rowe Price Growth Equity | 27,342,397 | 148,631,320 | 836,980,513 | — | — | — |
The Portfolios' major tax jurisdictions are U.S. federal and Arizona state.
As of June 30, 2021, no provision for income tax is required in the Portfolios' financial statements as a result of tax positions taken on federal and state income tax returns for open tax years. The Portfolios' federal and state income and federal excise tax returns for tax years for which the applicable statutes of limitations have not expired are subject to examination by the Internal Revenue Service and state department of revenue. Generally, the preceding four tax years remain subject to examination by these jurisdictions.
NOTE 12 — LONDON INTERBANK OFFERED RATE ("LIBOR")
The U.K. Financial Conduct Authority has announced that it intends to stop persuading or compelling banks to submit LIBOR rates after 2021, and it remains unclear whether LIBOR will continue to exist after that date and, if so, in what form. Actions by regulators have resulted in the establishment of alternative reference rates to LIBOR
in many major currencies. The U.S. Federal Reserve Board, based on the recommendations of the New York Federal Reserve's Alternative Reference Rate Committee (comprised of major derivative market participants and their regulators), has begun publishing a Secured Overnight Funding Rate ("SOFR") that is intended to replace U.S. dollar LIBOR. Proposals for alternative reference rates for other currencies have also been announced or have already begun publication.
Discontinuance of LIBOR and adoption/implementation of alternative rates pose a number of risks, including among others whether any substitute rate will experience the market participation and liquidity necessary to provide a workable substitute for LIBOR; the effect on parties' existing contractual arrangements, hedging transactions, and investment strategies generally from a conversion from LIBOR to alternative rates; the effect on a Portfolio's existing investments (including, for example, fixed-income investments; senior loans; CLOs and CDOs; and derivatives transactions), including the possibility that some of those investments may terminate or their terms may be adjusted to the disadvantage of a Portfolio; and the risk of general market disruption during the period of
48
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
NOTE 12 — LONDON INTERBANK OFFERED RATE ("LIBOR") (continued)
the conversion. It is difficult to predict at this time the likely impact of the transition away from LIBOR on a Portfolio. On November 30, 2020, the administrator of LIBOR announced a delay in the phase out of a majority of the U.S. dollar LIBOR publications until June 30, 2023, with the remainder of LIBOR publications to still end at the end of 2021.
NOTE 13 — LIQUIDITY
Consistent with Rule 22e-4 under the 1940 Act, the Portfolios have established a liquidity risk management program to govern their approach to managing liquidity risk (the "Program"). The Board has approved the designation of the Portfolios' Investment Adviser, Voya Investments, as the program administrator (the "Program Administrator"). The Program Administrator is responsible for implementing and monitoring the Program and has formed a Liquidity Risk Management Committee (the "Committee") to assess and review, on an ongoing basis, each Portfolio's liquidity risk.
The Program includes a number of elements that support the management and assessment of liquidity risk, including an annual assessment of liquidity risk factors and the periodic classification (or re-classification, as necessary) of a Portfolio's investments into buckets (highly liquid, moderately liquid, less liquid and illiquid) that reflect the Committee's assessment of the investments' liquidity under current market conditions. The Committee also utilizes Portfolio-specific data, including information regarding a Portfolio's shareholder base, characteristics of its investments, access to borrowing arrangements and historical redemptions to determine whether a Portfolio will be able to meet its redemption obligations in a timely manner.
During the period covered by the annual assessment, January 1, 2020 through December 31, 2020, the Program supported the Portfolios' ability to honor redemption requests in a timely manner and the Program Administrator's management of each Portfolio's liquidity risk, including during any periods of market volatility and net redemptions.
There can be no assurance that the Program will achieve its objectives under all circumstances in the future. Please refer to each Portfolio's prospectus for more information regarding each Portfolio's exposure to liquidity risk and other risks.
NOTE 14 — MARKET DISRUPTION
A Portfolio is subject to the risk that geopolitical events will disrupt securities markets and adversely affect global economies and markets. Due to the increasing interdependence among global economies and markets, conditions in one country, market, or region might adversely impact markets, issuers and/or foreign exchange rates in other countries, including the United States. War, terrorism, global health crises and pandemics, and other geopolitical events have led, and in the future may lead, to increased market volatility and may have adverse short- or long-term effects on U.S. and world economies and markets generally. For example, the COVID-19 pandemic has resulted, and may continue to result, in significant market volatility, exchange trading suspensions and closures, declines in global financial markets, higher default rates, and a substantial economic downturn in economies throughout the world. Natural and environmental disasters and systemic market dislocations are also highly disruptive to economies and markets. Those events as well as other changes in non-U.S. and domestic economic, social, and political conditions also could adversely affect individual issuers or related groups of issuers, securities markets, interest rates, credit ratings, inflation, investor sentiment, and other factors affecting the value of the investments of the portfolio and of the Portfolios. Any of these occurrences could disrupt the operations of a Portfolio and of the Portfolios' service providers.
NOTE 15 — OTHER ACCOUNTING PRONOUNCEMENTS
In March 2020, the Financial Accounting Standards Board issued Accounting Standards Update No. 2020-04 ("ASU 2020-04"), Reference Rate Reform (Topic 848) — Facilitation of the Effects of Reference Rate Reform on Financial Reporting. The amendments in ASU 2020-04 provide optional temporary financial reporting relief from the effect of certain types of contract modifications due to the planned discontinuation of LIBOR and other interbank-offered based reference rates as of the end of 2021. ASU 2020-04 is effective for certain reference rate-related contract modifications that occur during the period March 12, 2020 through December 31, 2022. Management is currently evaluating the impact, if any, of applying ASU 2020-04.
49
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
NOTE 16 — SUBSEQUENT EVENTS
Dividends: Subsequent to June 30, 2021, the following Portfolios declared dividends and distributions of:
Per Share Amounts | |||||||||||||||||||||||
Net Investment Income | Short-term Capital Gains | Long-term Capital Gains | Payable Date | Record Date | |||||||||||||||||||
Global Bond | |||||||||||||||||||||||
Class ADV | $ | 0.0220 | $ | — | $ | — | August 2, 2021 | Daily | |||||||||||||||
Class I | $ | 0.0271 | $ | — | $ | — | August 2, 2021 | Daily | |||||||||||||||
Class S | $ | 0.0247 | $ | — | $ | — | August 2, 2021 | Daily | |||||||||||||||
International High Dividend Low Volatility | |||||||||||||||||||||||
Class ADV | $ | 0.2042 | $ | — | $ | — | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class I | $ | 0.2515 | $ | — | $ | — | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class S | $ | 0.2264 | $ | — | $ | — | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class S2 | $ | 0.2049 | $ | — | $ | — | August 4, 2021 | August 2, 2021 | |||||||||||||||
American Century Small-Mid Cap Value | |||||||||||||||||||||||
Class ADV | $ | 0.0911 | $ | — | $ | — | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class I | $ | 0.1443 | $ | — | $ | — | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class S | $ | 0.1165 | $ | — | $ | — | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class S2 | $ | 0.0882 | $ | — | $ | — | August 4, 2021 | August 2, 2021 | |||||||||||||||
Baron Growth | |||||||||||||||||||||||
Class ADV | $ | — | $ | — | $ | 2.4373 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class I | $ | — | $ | — | $ | 2.4373 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class R6 | $ | — | $ | — | $ | 2.4373 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class S | $ | — | $ | — | $ | 2.4373 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class S2 | $ | — | $ | — | $ | 2.4373 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Columbia Contrarian Core | |||||||||||||||||||||||
Class ADV | $ | 0.0519 | $ | 1.1377 | $ | 1.3423 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class I | $ | 0.1398 | $ | 1.1377 | $ | 1.3423 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class S | $ | 0.0911 | $ | 1.1377 | $ | 1.3423 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Columbia Small Cap Value II | |||||||||||||||||||||||
Class ADV | $ | 0.0345 | $ | — | $ | 0.0734 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class I | $ | 0.0873 | $ | — | $ | 0.0734 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class R6 | $ | 0.0926 | $ | — | $ | 0.0734 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class S | $ | 0.0495 | $ | — | $ | 0.0734 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class S2 | $ | 0.0313 | $ | — | $ | 0.0734 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Invesco Comstock | |||||||||||||||||||||||
Class ADV | $ | 0.0599 | $ | — | $ | — | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class I | $ | 0.0599 | $ | — | $ | — | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class S | $ | 0.0599 | $ | — | $ | — | August 4, 2021 | August 2, 2021 | |||||||||||||||
Invesco Equity and Income | |||||||||||||||||||||||
Class ADV | $ | 0.0754 | $ | 0.5731 | $ | 0.0265 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class I | $ | 0.0754 | $ | 0.5731 | $ | 0.0265 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class S | $ | 0.0754 | $ | 0.5731 | $ | 0.0265 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class S2 | $ | 0.0754 | $ | 0.5731 | $ | 0.0265 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Invesco Global | |||||||||||||||||||||||
Class ADV | $ | — | $ | — | $ | 1.1471 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class I | $ | — | $ | — | $ | 1.1471 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class S | $ | — | $ | — | $ | 1.1471 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class S2 | $ | — | $ | — | $ | 1.1471 | August 4, 2021 | August 2, 2021 | |||||||||||||||
JPMorgan Mid Cap Value | |||||||||||||||||||||||
Class ADV | $ | — | $ | — | $ | 0.6725 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class I | $ | — | $ | — | $ | 0.6725 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class S | $ | — | $ | — | $ | 0.6725 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class S2 | $ | — | $ | — | $ | 0.6725 | August 4, 2021 | August 2, 2021 |
50
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
NOTE 16 — SUBSEQUENT EVENTS (continued)
Per Share Amounts | |||||||||||||||||||||||
Net Investment Income | Short-term Capital Gains | Long-term Capital Gains | Payable Date | Record Date | |||||||||||||||||||
T. Rowe Price Diversified Mid Cap Growth | |||||||||||||||||||||||
Class ADV | $ | — | $ | 0.1808 | $ | 2.2679 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class I | $ | 0.0006 | $ | 0.1808 | $ | 2.2679 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class R6 | $ | 0.0011 | $ | 0.1808 | $ | 2.2679 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class S | $ | — | $ | 0.1808 | $ | 2.2679 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class S2 | $ | — | $ | 0.1808 | $ | 2.2679 | August 4, 2021 | August 2, 2021 | |||||||||||||||
T. Rowe Price Growth Equity | |||||||||||||||||||||||
Class ADV | $ | — | $ | 1.4833 | $ | 8.0628 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class I | $ | — | $ | 1.4833 | $ | 8.0628 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class S | $ | — | $ | 1.4833 | $ | 8.0628 | August 4, 2021 | August 2, 2021 | |||||||||||||||
Class S2 | $ | — | $ | 1.4833 | $ | 8.0628 | August 4, 2021 | August 2, 2021 |
The Portfolios have evaluated events occurring after the Statements of Assets and Liabilities date through the date that the financial statements were issued ("subsequent events") to determine whether any subsequent events necessitated adjustment to or disclosure in the financial statements. Other than above, no such subsequent events were identified.
51
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
CORPORATE BONDS/NOTES: 21.3% | |||||||||||||||||||
Australia: 0.2% | |||||||||||||||||||
325,000 | (1 | ) | Santos Finance Ltd., 3.649%, 04/29/2031 | $ | 333,054 | 0.2 | |||||||||||||
Bermuda: 0.1% | |||||||||||||||||||
150,000 | (1 | ) | Triton Container International Ltd., 3.150%, 06/15/2031 | 151,006 | 0.1 | ||||||||||||||
Canada: 0.1% | |||||||||||||||||||
186,000 | Fortis, Inc./ Canada, 3.055%, 10/04/2026 | 199,716 | 0.1 | ||||||||||||||||
France: 0.7% | |||||||||||||||||||
572,000 | (1 | ) | BNP Paribas SA, 3.500%, 03/01/2023 | 600,208 | 0.3 | ||||||||||||||
265,000 | (1 | ) | BPCE SA, 2.700%, 10/01/2029 | 277,100 | 0.2 | ||||||||||||||
287,000 | (1 | ) | BPCE SA, 5.150%, 07/21/2024 | 319,905 | 0.2 | ||||||||||||||
1,197,213 | 0.7 | ||||||||||||||||||
Ireland: 0.1% | |||||||||||||||||||
225,000 | STERIS Irish FinCo UnLtd. Co., 2.700%, 03/15/2031 | 229,402 | 0.1 | ||||||||||||||||
Japan: 0.7% | |||||||||||||||||||
200,000 | (1 | ) | Mizuho Bank Ltd., 3.200%, 03/26/2025 | 215,108 | 0.2 | ||||||||||||||
200,000 | Sumitomo Mitsui Financial Group, Inc., 2.448%, 09/27/2024 | 209,935 | 0.1 | ||||||||||||||||
639,000 | Sumitomo Mitsui Financial Group, Inc., 3.784%, 03/09/2026 | 711,688 | 0.4 | ||||||||||||||||
1,136,731 | 0.7 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Mexico: 0.0% | |||||||||||||||||||
MXN | 1,007,437 | (2 | ),(3) | Banco Invex SA / Hipotecaria Credito y Casa SA de CV, 6.450%, 03/13/2034 | $ | — | — | ||||||||||||
MXN | 42,274 | (2 | ) | JP Morgan / Hipotecaria su Casita, 6.100%, 09/25/2035 | 2,119 | 0.0 | |||||||||||||
2,119 | 0.0 | ||||||||||||||||||
Netherlands: 0.6% | |||||||||||||||||||
490,000 | Shell International Finance BV, 3.250%, 05/11/2025 | 532,060 | 0.3 | ||||||||||||||||
100,000 | Shell International Finance BV, 4.000%, 05/10/2046 | 117,293 | 0.1 | ||||||||||||||||
300,000 | (1 | ) | Siemens Financieringsmaatschappij NV, 2.350%, 10/15/2026 | 315,326 | 0.2 | ||||||||||||||
964,679 | 0.6 | ||||||||||||||||||
Norway: 0.0% | |||||||||||||||||||
41,000 | Equinor ASA, 3.125%, 04/06/2030 | 44,682 | 0.0 | ||||||||||||||||
South Africa: 0.1% | |||||||||||||||||||
ZAR | 1,000,000 | Transnet SOC Ltd., 10.800%, 11/06/2023 | 75,481 | 0.1 | |||||||||||||||
Switzerland: 0.4% | |||||||||||||||||||
400,000 | (1 | ) | Credit Suisse AG, 6.500%, 08/08/2023 | 442,820 | 0.3 | ||||||||||||||
250,000 | UBS AG/ Stamford CT, 7.625%, 08/17/2022 | 269,007 | 0.1 | ||||||||||||||||
711,827 | 0.4 |
See Accompanying Notes to Financial Statements
52
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United Kingdom: 0.5% | |||||||||||||||||||
405,000 | (4 | ) | HSBC Holdings PLC, 3.973%, 05/22/2030 | $ | 453,674 | 0.3 | |||||||||||||
200,000 | (1 | ) | LSEGA Financing PLC, 3.200%, 04/06/2041 | 209,986 | 0.1 | ||||||||||||||
200,000 | (1 | ) | Reckitt Benckiser Treasury Services PLC, 3.000%, 06/26/2027 | 216,611 | 0.1 | ||||||||||||||
880,271 | 0.5 | ||||||||||||||||||
United States: 17.8% | |||||||||||||||||||
185,000 | AbbVie, Inc., 3.200%, 11/21/2029 | 201,073 | 0.1 | ||||||||||||||||
154,000 | AbbVie, Inc., 3.800%, 03/15/2025 | 168,537 | 0.1 | ||||||||||||||||
174,000 | AbbVie, Inc., 4.050%, 11/21/2039 | 202,371 | 0.1 | ||||||||||||||||
321,000 | AbbVie, Inc., 4.300%, 05/14/2036 | 381,842 | 0.2 | ||||||||||||||||
100,000 | Advance Auto Parts, Inc., 3.900%, 04/15/2030 | 111,734 | 0.1 | ||||||||||||||||
153,000 | (1 | ) | AEP Texas, Inc., 3.850%, 10/01/2025 | 167,618 | 0.1 | ||||||||||||||
53,000 | Aetna, Inc., 2.800%, 06/15/2023 | 55,181 | 0.0 | ||||||||||||||||
175,000 | Altria Group, Inc., 4.500%, 05/02/2043 | 188,510 | 0.1 | ||||||||||||||||
92,000 | Altria Group, Inc., 4.800%, 02/14/2029 | 106,729 | 0.1 | ||||||||||||||||
156,000 | Amazon.com, Inc., 2.100%, 05/12/2031 | 158,726 | 0.1 | ||||||||||||||||
171,000 | Amazon.com, Inc., 2.875%, 05/12/2041 | 176,646 | 0.1 | ||||||||||||||||
67,000 | American Electric Power Co., Inc., 3.250%, 03/01/2050 | 67,602 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
59,000 | American International Group, Inc., 4.250%, 03/15/2029 | $ | 68,023 | 0.0 | |||||||||||||||
174,000 | American International Group, Inc., 4.500%, 07/16/2044 | 211,498 | 0.1 | ||||||||||||||||
59,000 | American International Group, Inc., 4.750%, 04/01/2048 | 75,158 | 0.0 | ||||||||||||||||
450,000 | American Tower Corp., 2.750%, 01/15/2027 | 476,646 | 0.3 | ||||||||||||||||
300,000 | Amgen, Inc., 3.200%, 11/02/2027 | 327,928 | 0.2 | ||||||||||||||||
170,000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | 215,554 | 0.1 | ||||||||||||||||
130,000 | Anheuser-Busch InBev Worldwide, Inc., 4.750%, 01/23/2029 | 154,999 | 0.1 | ||||||||||||||||
80,000 | Apple, Inc., 2.650%, 02/08/2051 | 78,372 | 0.0 | ||||||||||||||||
146,000 | Assurant, Inc., 2.650%, 01/15/2032 | 145,918 | 0.1 | ||||||||||||||||
148,000 | (1 | ) | AT&T, Inc., 3.650%, 09/15/2059 | 150,312 | 0.1 | ||||||||||||||
301,000 | AT&T, Inc., 4.300%, 02/15/2030 | 348,178 | 0.2 | ||||||||||||||||
210,000 | (4 | ) | Bank of America Corp., 1.734%, 07/22/2027 | 211,729 | 0.1 | ||||||||||||||
145,000 | (4 | ) | Bank of America Corp., 1.898%, 07/23/2031 | 141,097 | 0.1 | ||||||||||||||
59,000 | (4 | ) | Bank of America Corp., 2.496%, 02/13/2031 | 60,303 | 0.0 |
See Accompanying Notes to Financial Statements
53
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
409,000 | (4 | ) | Bank of America Corp., 2.687%, 04/22/2032 | $ | 421,052 | 0.3 | |||||||||||||
106,000 | (4 | ) | Bank of America Corp., 3.311%, 04/22/2042 | 112,275 | 0.1 | ||||||||||||||
72,000 | (4 | ) | Bank of America Corp., 3.419%, 12/20/2028 | 78,468 | 0.0 | ||||||||||||||
400,000 | (4 | ) | Bank of America Corp., 3.864%, 07/23/2024 | 426,594 | 0.3 | ||||||||||||||
233,000 | Bank of America Corp., 4.183%, 11/25/2027 | 261,185 | 0.2 | ||||||||||||||||
258,000 | (4 | ) | Bank of America Corp., 4.330%, 03/15/2050 | 318,184 | 0.2 | ||||||||||||||
137,000 | BAT Capital Corp., 2.259%, 03/25/2028 | 136,119 | 0.1 | ||||||||||||||||
241,000 | (1 | ) | Berry Global, Inc., 1.650%, 01/15/2027 | 239,214 | 0.1 | ||||||||||||||
250,000 | Boeing Co/The, 3.625%, 02/01/2031 | 269,149 | 0.2 | ||||||||||||||||
74,000 | Boeing Co/The, 5.150%, 05/01/2030 | 87,698 | 0.1 | ||||||||||||||||
59,000 | Boston Scientific Corp., 4.000%, 03/01/2029 | 67,172 | 0.0 | ||||||||||||||||
41,000 | BP Capital Markets America, Inc., 3.000%, 02/24/2050 | 39,716 | 0.0 | ||||||||||||||||
126,000 | Bristol-Myers Squibb Co., 3.875%, 08/15/2025 | 140,364 | 0.1 | ||||||||||||||||
80,000 | Brookfield Finance LLC, 3.450%, 04/15/2050 | 82,772 | 0.1 | ||||||||||||||||
150,000 | Bunge Ltd. Finance Corp., 2.750%, 05/14/2031 | 151,759 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
35,000 | Carrier Global Corp., 2.722%, 02/15/2030 | $ | 36,317 | 0.0 | |||||||||||||||
150,000 | CBRE Services, Inc., 2.500%, 04/01/2031 | 152,064 | 0.1 | ||||||||||||||||
135,000 | Cigna Corp., 3.200%, 03/15/2040 | 140,344 | 0.1 | ||||||||||||||||
59,000 | Cigna Corp., 3.400%, 03/15/2050 | 61,578 | 0.0 | ||||||||||||||||
579,000 | Citigroup, Inc., 4.000%, 08/05/2024 | 630,882 | 0.4 | ||||||||||||||||
469,000 | Citigroup, Inc., 5.500%, 09/13/2025 | 546,593 | 0.3 | ||||||||||||||||
278,000 | (1 | ) | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | 297,650 | 0.2 | ||||||||||||||
165,000 | Comcast Corp., 2.350%, 01/15/2027 | 173,218 | 0.1 | ||||||||||||||||
310,000 | Comcast Corp., 4.150%, 10/15/2028 | 359,085 | 0.2 | ||||||||||||||||
110,000 | Comcast Corp., 4.250%, 01/15/2033 | 131,370 | 0.1 | ||||||||||||||||
80,000 | Comcast Corp., 5.650%, 06/15/2035 | 108,469 | 0.1 | ||||||||||||||||
65,000 | CSX Corp., 4.500%, 08/01/2054 | 82,044 | 0.1 | ||||||||||||||||
510,000 | CVS Health Corp., 4.300%, 03/25/2028 | 586,362 | 0.4 | ||||||||||||||||
313,000 | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 375,935 | 0.2 | ||||||||||||||||
101,209 | Delta Air Lines 2015-1 Class B Pass Through Trust, 4.250%, 01/30/2025 | 103,330 | 0.1 | ||||||||||||||||
80,000 | (1 | ) | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | 86,007 | 0.1 |
See Accompanying Notes to Financial Statements
54
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
135,000 | Discovery Communications LLC, 5.300%, 05/15/2049 | $ | 171,121 | 0.1 | |||||||||||||||
26,000 | Dollar General Corp., 3.500%, 04/03/2030 | 28,592 | 0.0 | ||||||||||||||||
120,000 | (4 | ) | Dominion Energy, Inc., 4.650%, 12/31/2199 | 127,800 | 0.1 | ||||||||||||||
325,000 | (5 | ) | Dow Chemical Co/The, 2.100%, 11/15/2030 | 321,308 | 0.2 | ||||||||||||||
108,000 | DTE Electric Co., 4.300%, 07/01/2044 | 132,617 | 0.1 | ||||||||||||||||
125,000 | Duke Energy Carolinas LLC, 3.200%, 08/15/2049 | 131,327 | 0.1 | ||||||||||||||||
85,000 | Duke Energy Indiana LLC, 3.250%, 10/01/2049 | 90,173 | 0.1 | ||||||||||||||||
85,000 | Duke Energy Indiana LLC, 3.750%, 05/15/2046 | 95,624 | 0.1 | ||||||||||||||||
280,000 | Energy Transfer L.P. / Regency Energy Finance Corp., 4.500%, 11/01/2023 | 300,675 | 0.2 | ||||||||||||||||
104,000 | Energy Transfer L.P., 4.250%, 04/01/2024 | 112,206 | 0.1 | ||||||||||||||||
1,026,000 | Energy Transfer L.P., 4.900%, 02/01/2024 | 1,116,634 | 0.7 | ||||||||||||||||
100,000 | Energy Transfer L.P., 5.400%, 10/01/2047 | 118,761 | 0.1 | ||||||||||||||||
36,000 | Entergy Louisiana LLC, 2.900%, 03/15/2051 | 35,570 | 0.0 | ||||||||||||||||
200,000 | Entergy Louisiana LLC, 4.200%, 04/01/2050 | 245,624 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
112,000 | Essential Utilities, Inc., 2.704%, 04/15/2030 | $ | 116,410 | 0.1 | |||||||||||||||
111,000 | Evergy Kansas Central, Inc., 3.250%, 09/01/2049 | 117,824 | 0.1 | ||||||||||||||||
72,000 | Evergy Kansas Central, Inc., 4.125%, 03/01/2042 | 85,068 | 0.1 | ||||||||||||||||
100,000 | Exxon Mobil Corp., 2.610%, 10/15/2030 | 105,486 | 0.1 | ||||||||||||||||
57,000 | Exxon Mobil Corp., 2.995%, 08/16/2039 | 58,605 | 0.0 | ||||||||||||||||
58,000 | Exxon Mobil Corp., 3.095%, 08/16/2049 | 59,131 | 0.0 | ||||||||||||||||
147,000 | Exxon Mobil Corp., 3.452%, 04/15/2051 | 160,325 | 0.1 | ||||||||||||||||
77,000 | FedEx Corp., 4.050%, 02/15/2048 | 88,597 | 0.1 | ||||||||||||||||
59,000 | FedEx Corp., 5.250%, 05/15/2050 | 80,222 | 0.0 | ||||||||||||||||
532,000 | FirstEnergy Corp., 4.750%, 03/15/2023 | 561,752 | 0.3 | ||||||||||||||||
233,000 | Fiserv, Inc., 3.200%, 07/01/2026 | 252,363 | 0.2 | ||||||||||||||||
90,000 | Florida Power & Light Co., 4.125%, 02/01/2042 | 110,333 | 0.1 | ||||||||||||||||
200,000 | General Dynamics Corp., 3.500%, 04/01/2027 | 222,115 | 0.1 | ||||||||||||||||
144,000 | General Electric Co., 3.625%, 05/01/2030 | 160,719 | 0.1 | ||||||||||||||||
205,000 | General Electric Co., 6.750%, 03/15/2032 | 284,371 | 0.2 | ||||||||||||||||
100,000 | General Mills, Inc., 2.875%, 04/15/2030 | 106,036 | 0.1 | ||||||||||||||||
224,000 | General Motors Financial Co., Inc., 4.300%, 07/13/2025 | 247,690 | 0.1 |
See Accompanying Notes to Financial Statements
55
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
260,000 | HCA, Inc., 4.125%, 06/15/2029 | $ | 292,992 | 0.2 | |||||||||||||||
130,000 | Healthpeak Properties, Inc., 3.000%, 01/15/2030 | 138,052 | 0.1 | ||||||||||||||||
150,000 | Hess Corp., 5.600%, 02/15/2041 | 187,500 | 0.1 | ||||||||||||||||
215,000 | Hormel Foods Corp., 1.700%, 06/03/2028 | 216,426 | 0.1 | ||||||||||||||||
270,000 | Intel Corp., 3.250%, 11/15/2049 | 287,975 | 0.2 | ||||||||||||||||
59,000 | Intel Corp., 4.750%, 03/25/2050 | 78,528 | 0.0 | ||||||||||||||||
55,000 | Intercontinental Exchange, Inc., 3.000%, 06/15/2050 | 54,390 | 0.0 | ||||||||||||||||
50,000 | Johnson & Johnson, 3.625%, 03/03/2037 | 58,442 | 0.0 | ||||||||||||||||
210,000 | (4 | ) | JPMorgan Chase & Co., 1.578%, 04/22/2027 | 211,186 | 0.1 | ||||||||||||||
225,000 | (4 | ) | JPMorgan Chase & Co., 2.522%, 04/22/2031 | 231,722 | 0.1 | ||||||||||||||
72,000 | (4 | ) | JPMorgan Chase & Co., 3.157%, 04/22/2042 | 75,030 | 0.0 | ||||||||||||||
96,000 | (4 | ) | JPMorgan Chase & Co., 3.964%, 11/15/2048 | 112,874 | 0.1 | ||||||||||||||
59,000 | (4 | ) | JPMorgan Chase & Co., 4.493%, 03/24/2031 | 69,935 | 0.0 | ||||||||||||||
478,000 | (4 | ) | JPMorgan Chase & Co., 6.000%, 12/31/2199 | 508,473 | 0.3 | ||||||||||||||
222,000 | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/2024 | 244,216 | 0.1 | ||||||||||||||||
162,000 | Kroger Co/The, 4.650%, 01/15/2048 | 200,098 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
380,000 | (1 | ) | Metropolitan Edison Co., 4.000%, 04/15/2025 | $ | 403,010 | 0.2 | |||||||||||||
170,000 | Mississippi Power Co., 4.250%, 03/15/2042 | 201,262 | 0.1 | ||||||||||||||||
100,000 | Mondelez International, Inc., 2.750%, 04/13/2030 | 105,430 | 0.1 | ||||||||||||||||
338,000 | (4 | ) | Morgan Stanley, 1.593%, 05/04/2027 | 340,539 | 0.2 | ||||||||||||||
303,000 | (4 | ) | Morgan Stanley, 3.622%, 04/01/2031 | 338,539 | 0.2 | ||||||||||||||
372,000 | Morgan Stanley, 3.750%, 02/25/2023 | 392,111 | 0.2 | ||||||||||||||||
618,000 | Morgan Stanley, 4.100%, 05/22/2023 | 658,212 | 0.4 | ||||||||||||||||
150,000 | Mosaic Co/The, 3.250%, 11/15/2022 | 155,334 | 0.1 | ||||||||||||||||
280,000 | National Rural Utilities Cooperative Finance Corp., 3.900%, 11/01/2028 | 317,655 | 0.2 | ||||||||||||||||
43,000 | Newmont Corp., 3.700%, 03/15/2023 | 44,911 | 0.0 | ||||||||||||||||
143,000 | Northern States Power Co/MN, 3.600%, 09/15/2047 | 162,385 | 0.1 | ||||||||||||||||
214,000 | NVIDIA Corp., 1.550%, 06/15/2028 | 213,338 | 0.1 | ||||||||||||||||
39,000 | ONEOK, Inc., 3.100%, 03/15/2030 | 40,815 | 0.0 | ||||||||||||||||
233,000 | Oracle Corp., 2.800%, 04/01/2027 | 247,250 | 0.1 | ||||||||||||||||
54,000 | Oracle Corp., 3.950%, 03/25/2051 | 59,011 | 0.0 | ||||||||||||||||
48,000 | O'Reilly Automotive, Inc., 3.600%, 09/01/2027 | 53,779 | 0.0 | ||||||||||||||||
95,000 | O'Reilly Automotive, Inc., 4.350%, 06/01/2028 | 110,038 | 0.1 |
See Accompanying Notes to Financial Statements
56
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
115,000 | Owl Rock Capital Corp., 3.400%, 07/15/2026 | $ | 119,968 | 0.1 | |||||||||||||||
26,000 | Pacific Gas and Electric Co., 4.250%, 03/15/2046 | 24,842 | 0.0 | ||||||||||||||||
21,000 | Pacific Gas and Electric Co., 4.300%, 03/15/2045 | 20,236 | 0.0 | ||||||||||||||||
33,000 | Pacific Gas and Electric Co., 4.450%, 04/15/2042 | 32,761 | 0.0 | ||||||||||||||||
140,000 | PayPal Holdings, Inc., 2.850%, 10/01/2029 | 151,172 | 0.1 | ||||||||||||||||
168,000 | PECO Energy Co., 4.150%, 10/01/2044 | 204,520 | 0.1 | ||||||||||||||||
63,000 | Phillips 66, 3.850%, 04/09/2025 | 69,379 | 0.0 | ||||||||||||||||
175,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 3.800%, 09/15/2030 | 187,503 | 0.1 | ||||||||||||||||
200,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.900%, 02/15/2045 | 217,840 | 0.1 | ||||||||||||||||
45,000 | Puget Sound Energy, Inc., 3.250%, 09/15/2049 | 48,090 | 0.0 | ||||||||||||||||
160,000 | Raytheon Technologies Corp., 4.500%, 06/01/2042 | 199,487 | 0.1 | ||||||||||||||||
175,000 | Regeneron Pharmaceuticals, Inc., 1.750%, 09/15/2030 | 166,042 | 0.1 | ||||||||||||||||
75,000 | Reynolds American, Inc., 5.850%, 08/15/2045 | 91,978 | 0.1 | ||||||||||||||||
272,000 | Reynolds American, Inc., 6.150%, 09/15/2043 | 341,181 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
25,000 | Ross Stores, Inc., 4.700%, 04/15/2027 | $ | 28,954 | 0.0 | |||||||||||||||
116,000 | salesforce.com, Inc., 1.950%, 07/15/2031 | 116,279 | 0.1 | ||||||||||||||||
135,000 | salesforce.com, Inc., 2.700%, 07/15/2041 | 136,071 | 0.1 | ||||||||||||||||
370,000 | Shire Acquisitions Investments Ireland DAC, 3.200%, 09/23/2026 | 402,022 | 0.2 | ||||||||||||||||
35,000 | Southern California Edison Co., 3.650%, 02/01/2050 | 35,068 | 0.0 | ||||||||||||||||
272,000 | Time Warner Cable LLC, 5.875%, 11/15/2040 | 352,864 | 0.2 | ||||||||||||||||
225,000 | T-Mobile USA, Inc., 3.000%, 02/15/2041 | 222,788 | 0.1 | ||||||||||||||||
233,000 | T-Mobile USA, Inc., 3.750%, 04/15/2027 | 258,021 | 0.2 | ||||||||||||||||
59,000 | T-Mobile USA, Inc., 3.875%, 04/15/2030 | 66,154 | 0.0 | ||||||||||||||||
287,000 | UnitedHealth Group, Inc., 2.300%, 05/15/2031 | 294,128 | 0.2 | ||||||||||||||||
143,000 | UnitedHealth Group, Inc., 3.050%, 05/15/2041 | 149,928 | 0.1 | ||||||||||||||||
72,010 | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | 75,370 | 0.0 | ||||||||||||||||
86,000 | Verizon Communications, Inc., 3.400%, 03/22/2041 | 91,086 | 0.1 | ||||||||||||||||
86,000 | Verizon Communications, Inc., 3.550%, 03/22/2051 | 92,007 | 0.1 | ||||||||||||||||
230,000 | Verizon Communications, Inc., 4.125%, 03/16/2027 | 262,108 | 0.2 | ||||||||||||||||
365,000 | Verizon Communications, Inc., 4.125%, 08/15/2046 | 431,770 | 0.3 |
See Accompanying Notes to Financial Statements
57
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
216,000 | ViacomCBS, Inc., 3.700%, 08/15/2024 | $ | 233,431 | 0.1 | |||||||||||||||
100,000 | Walmart, Inc., 3.700%, 06/26/2028 | 113,908 | 0.1 | ||||||||||||||||
240,000 | (4 | ) | Wells Fargo & Co., 2.406%, 10/30/2025 | 251,219 | 0.2 | ||||||||||||||
327,000 | Wells Fargo & Co., 3.000%, 10/23/2026 | 352,968 | 0.2 | ||||||||||||||||
29,852,933 | 17.8 | ||||||||||||||||||
Total Corporate Bonds/Notes (Cost $33,895,436) | 35,779,114 | 21.3 | |||||||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 17.5% | |||||||||||||||||||
United States: 17.5% | |||||||||||||||||||
170,940 | (4 | ) | Adjustable Rate Mortgage Trust 2006-2 1A1, 3.226%, 05/25/2036 | 166,797 | 0.1 | ||||||||||||||
181,647 | Alternative Loan Trust 2005-51 3A2A, 1.406%, (12MTA + 1.290%), 11/20/2035 | 171,189 | 0.1 | ||||||||||||||||
63,643 | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | 43,054 | 0.0 | ||||||||||||||||
307,269 | Banc of America Funding 2005-1 Trust 1A1, 5.500%, 02/25/2035 | 317,258 | 0.2 | ||||||||||||||||
26,808 | CHL Mortgage Pass-Through Trust 2005-17 1A8, 5.500%, 09/25/2035 | 26,950 | 0.0 | ||||||||||||||||
33,584 | CHL Mortgage Pass-Through Trust 2005-J4 A7, 5.500%, 11/25/2035 | 33,288 | 0.0 | ||||||||||||||||
210,867 | CHL Mortgage Pass-Through Trust 2007-7 A7, 5.750%, 06/25/2037 | 154,135 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
43,439 | (4 | ) | Citigroup Mortgage Loan Trust, Inc. 2005-2 1A3, 2.815%, 05/25/2035 | $ | 44,722 | 0.0 | |||||||||||||
215,117 | CitiMortgage Alternative Loan Trust Series 2006-A3 1A7, 6.000%, 07/25/2036 | 214,043 | 0.1 | ||||||||||||||||
43,082 | Countrywide Alternative Loan Trust 2005-53T2 2A6, 0.592%, (US0001M + 0.500%), 11/25/2035 | 23,798 | 0.0 | ||||||||||||||||
159,106 | Countrywide Asset-Backed Certificates 2005-IM1 M1, 0.812%, (US0001M + 0.720%), 11/25/2035 | 157,302 | 0.1 | ||||||||||||||||
180,991 | (1 | ),(4) | CSMC Trust 2015-3 B1, 3.866%, 03/25/2045 | 183,431 | 0.1 | ||||||||||||||
1,021 | (1 | ) | Deutsche ALT-A Securities, Inc. ALT2007-RS1 A2, 0.590%, (US0001M + 0.500%), 01/27/2037 | 1,070 | 0.0 | ||||||||||||||
442,109 | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 3.742%, (US0001M + 3.650%), 09/25/2029 | 458,536 | 0.3 | ||||||||||||||||
445,679 | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.092%, (US0001M + 3.000%), 10/25/2029 | 459,997 | 0.3 |
See Accompanying Notes to Financial Statements
58
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
361,049 | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 2.592%, (US0001M + 2.500%), 05/25/2030 | $ | 365,817 | 0.2 | |||||||||||||||
125,410 | (1 | ) | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.392%, (US0001M + 2.300%), 08/25/2031 | 126,365 | 0.1 | ||||||||||||||
44,342 | (1 | ) | Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 2.542%, (US0001M + 2.450%), 07/25/2031 | 44,620 | 0.0 | ||||||||||||||
42,777 | (6 | ) | Fannie Mae Interest Strip Series 254 2, 7.500%, 01/25/2024 | 2,732 | 0.0 | ||||||||||||||
12,445 | (6 | ) | Fannie Mae Interest Strip Series 294 2, 7.000%, 02/25/2028 | 2,112 | 0.0 | ||||||||||||||
112,802 | (6 | ) | Fannie Mae Interest Strip Series 319 2, 6.500%, 02/25/2032 | 22,801 | 0.0 | ||||||||||||||
39,777 | (6 | ) | Fannie Mae Interest Strip Series 328 2, 6.000%, 12/25/2032 | 8,142 | 0.0 | ||||||||||||||
17,712 | (6 | ) | Fannie Mae Interest Strip Series 331 5, 6.000%, 02/25/2033 | 3,584 | 0.0 | ||||||||||||||
21,482 | (6 | ) | Fannie Mae Interest Strip Series 332 2, 6.000%, 03/25/2033 | 4,606 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
17,118 | (6 | ) | Fannie Mae Interest Strip Series 334 12, 6.000%, 03/25/2033 | $ | 3,522 | 0.0 | |||||||||||||
20,669 | (6 | ) | Fannie Mae Interest Strip Series 338 2, 5.500%, 07/25/2033 | 3,611 | 0.0 | ||||||||||||||
9,005 | (6 | ) | Fannie Mae Interest Strip Series 356 10, 5.500%, 06/25/2035 | 1,873 | 0.0 | ||||||||||||||
9,870 | (6 | ) | Fannie Mae Interest Strip Series 364 15, 6.000%, 09/25/2035 | 2,004 | 0.0 | ||||||||||||||
311,873 | �� | (6 | ) | Fannie Mae Interest Strip Series 418 5, 3.500%, 08/25/2043 | 42,656 | 0.0 | |||||||||||||
441,473 | (4 | ),(6) | Fannie Mae Interest Strip Series 418 80, 3.500%, 08/25/2033 | 49,218 | 0.0 | ||||||||||||||
5,539 | Fannie Mae REMIC Trust 1999-14 MB, 6.500%, 04/25/2029 | 6,113 | 0.0 | ||||||||||||||||
7,863 | Fannie Mae REMIC Trust 2001-80 ZB, 6.000%, 01/25/2032 | 8,920 | 0.0 | ||||||||||||||||
40,498 | (6 | ) | Fannie Mae REMIC Trust 2002-12 SB, 7.659%, (-1.000* US0001M + 7.750%), 07/25/2031 | 9,240 | 0.0 | ||||||||||||||
25,156 | (6 | ) | Fannie Mae REMIC Trust 2002-2 SW, 7.659%, (-1.000* US0001M + 7.750%), 02/25/2032 | 5,948 | 0.0 | ||||||||||||||
10,409 | Fannie Mae REMIC Trust 2002-21 PE, 6.500%, 04/25/2032 | 12,232 | 0.0 |
See Accompanying Notes to Financial Statements
59
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
4,346 | Fannie Mae REMIC Trust 2002-29 F, 1.092%, (US0001M + 1.000%), 04/25/2032 | $ | 4,448 | 0.0 | |||||||||||||||
12,852 | (6 | ) | Fannie Mae REMIC Trust 2002-41 S, 7.859%, (-1.000* US0001M + 7.950%), 07/25/2032 | 2,462 | 0.0 | ||||||||||||||
1,338 | Fannie Mae REMIC Trust 2002-64 FJ, 1.092%, (US0001M + 1.000%), 04/25/2032 | 1,369 | 0.0 | ||||||||||||||||
2,928 | Fannie Mae REMIC Trust 2002-68 FH, 0.583%, (US0001M + 0.500%), 10/18/2032 | 2,947 | 0.0 | ||||||||||||||||
472,626 | (6 | ) | Fannie Mae REMIC Trust 2002-77 JS, 7.918%, (-1.000* US0001M + 8.000%), 12/18/2032 | 111,324 | 0.1 | ||||||||||||||
12,144 | Fannie Mae REMIC Trust 2002-84 FB, 1.092%, (US0001M + 1.000%), 12/25/2032 | 12,432 | 0.0 | ||||||||||||||||
12,143 | Fannie Mae REMIC Trust 2003-11 FA, 1.092%, (US0001M + 1.000%), 09/25/2032 | 12,317 | 0.0 | ||||||||||||||||
2,647 | Fannie Mae REMIC Trust 2003-116 FA, 0.492%, (US0001M + 0.400%), 11/25/2033 | 2,662 | 0.0 | ||||||||||||||||
16,787 | (6 | ) | Fannie Mae REMIC Trust 2003-13 IO, 7.000%, 03/25/2033 | 4,199 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
13,009 | (6 | ) | Fannie Mae REMIC Trust 2003-26 IK, 7.000%, 04/25/2033 | $ | 2,714 | 0.0 | |||||||||||||
1,506 | (6 | ) | Fannie Mae REMIC Trust 2003-52 NS, 7.009%, (-1.000* US0001M + 7.100%), 06/25/2023 | 29 | 0.0 | ||||||||||||||
302,040 | (6 | ) | Fannie Mae REMIC Trust 2004-56 SE, 7.459%, (-1.000* US0001M + 7.550%), 10/25/2033 | 65,273 | 0.0 | ||||||||||||||
19,165 | Fannie Mae REMIC Trust 2005-25 PS, 27.757%, (-4.400* US0001M + 28.160%), 04/25/2035 | 33,847 | 0.0 | ||||||||||||||||
7,966 | (6 | ) | Fannie Mae REMIC Trust 2005-40 SB, 6.659%, (-1.000* US0001M + 6.750%), 05/25/2035 | 1,196 | 0.0 | ||||||||||||||
15,931 | Fannie Mae REMIC Trust 2005-71 DB, 4.500%, 08/25/2025 | 16,416 | 0.0 | ||||||||||||||||
110,491 | Fannie Mae REMIC Trust 2005-74 DK, 23.634%, (-4.000* US0001M + 24.000%), 07/25/2035 | 168,646 | 0.1 | ||||||||||||||||
241,861 | Fannie Mae REMIC Trust 2005-87 SB, 23.498%, (-3.667* US0001M + 23.833%), 10/25/2035 | 378,844 | 0.2 |
See Accompanying Notes to Financial Statements
60
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
133,393 | Fannie Mae REMIC Trust 2006-104 ES, 32.993%, (-5.000* US0001M + 33.450%), 11/25/2036 | $ | 259,406 | 0.2 | |||||||||||||||
10,083 | Fannie Mae REMIC Trust 2006-11 PS, 24.231%, (-3.667* US0001M + 24.567%), 03/25/2036 | 16,792 | 0.0 | ||||||||||||||||
24,209 | Fannie Mae REMIC Trust 2006-46 SW, 23.864%, (-3.667* US0001M + 24.199%), 06/25/2036 | 37,208 | 0.0 | ||||||||||||||||
5,307,938 | (6 | ) | Fannie Mae REMIC Trust 2006-51 SA, 6.479%, (-1.000* US0001M + 6.570%), 06/25/2036 | 1,040,971 | 0.6 | ||||||||||||||
49,005 | (6 | ) | Fannie Mae REMIC Trust 2006-90 SX, 7.139%, (-1.000* US0001M + 7.230%), 09/25/2036 | 9,154 | 0.0 | ||||||||||||||
5,600,822 | (6 | ) | Fannie Mae REMIC Trust 2007-116 DI, 5.849%, (-1.000* US0001M + 5.940%), 01/25/2038 | 1,121,337 | 0.7 | ||||||||||||||
37,984 | (6 | ) | Fannie Mae REMIC Trust 2007-88 XI, 6.449%, (-1.000* US0001M + 6.540%), 06/25/2037 | 8,543 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
480,424 | (6 | ) | Fannie Mae REMIC Trust 2007-89 SB, 6.459%, (-1.000* US0001M + 6.550%), 09/25/2037 | $ | 74,268 | 0.1 | |||||||||||||
1,003,862 | (6 | ) | Fannie Mae REMIC Trust 2007-94 SG, 6.359%, (-1.000* US0001M + 6.450%), 10/25/2037 | 201,447 | 0.1 | ||||||||||||||
248,774 | Fannie Mae REMIC Trust 2010-109 SN, 24.539%, (-5.000* US0001M + 25.000%), 10/25/2040 | 678,064 | 0.4 | ||||||||||||||||
49,376 | Fannie Mae REMIC Trust 2010-155 PL, 5.000%, 07/25/2040 | 55,389 | 0.0 | ||||||||||||||||
2,077,444 | (6 | ) | Fannie Mae REMIC Trust 2011-55 SK, 6.469%, (-1.000* US0001M + 6.560%), 06/25/2041 | 475,833 | 0.3 | ||||||||||||||
1,566,083 | (6 | ) | Fannie Mae REMIC Trust 2011-86 NS, 5.859%, (-1.000* US0001M + 5.950%), 09/25/2041 | 272,060 | 0.2 | ||||||||||||||
378,916 | (6 | ) | Fannie Mae REMIC Trust 2012-10 US, 6.359%, (-1.000* US0001M + 6.450%), 02/25/2042 | 75,051 | 0.1 | ||||||||||||||
774,586 | (6 | ) | Fannie Mae REMIC Trust 2012-110 JI, 4.000%, 06/25/2042 | 105,486 | 0.1 |
See Accompanying Notes to Financial Statements
61
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
1,995,080 | (6 | ) | Fannie Mae REMIC Trust 2012-133 PS, 6.109%, (-1.000* US0001M + 6.200%), 03/25/2042 | $ | 230,949 | 0.1 | |||||||||||||
1,541,318 | (6 | ) | Fannie Mae REMIC Trust 2012-144 SB, 6.009%, (-1.000* US0001M + 6.100%), 01/25/2043 | 354,462 | 0.2 | ||||||||||||||
933,944 | (6 | ) | Fannie Mae REMIC Trust 2012-27 SB, 5.889%, (-1.000* US0001M + 5.980%), 11/25/2041 | 122,074 | 0.1 | ||||||||||||||
933,925 | (6 | ) | Fannie Mae REMIC Trust 2013-64 LI, 3.000%, 06/25/2033 | 93,870 | 0.1 | ||||||||||||||
4,408,334 | (6 | ) | Fannie Mae REMICS 2012-138 DI, 3.000%, 12/25/2027 | 233,467 | 0.2 | ||||||||||||||
14,235,326 | (6 | ) | Fannie Mae REMICS 2019-15 SA, 5.909%, (-1.000* US0001M + 6.000%), 04/25/2049 | 2,668,994 | 1.6 | ||||||||||||||
17,073,033 | (6 | ) | Fannie Mae REMICS 2021-4 IN, 2.500%, 02/25/2051 | 2,356,495 | 1.4 | ||||||||||||||
4,835,815 | (6 | ) | Freddie Mac 3502 DL, 5.927%, (-1.000* US0001M + 6.000%), 01/15/2039 | 993,530 | 0.6 | ||||||||||||||
179,203 | Freddie Mac REMIC Trust 1360 PZ, 7.500%, 09/15/2022 | 184,318 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
8,690 | Freddie Mac REMIC Trust 1674 Z, 6.750%, 02/15/2024 | $ | 9,171 | 0.0 | |||||||||||||||
20,375 | Freddie Mac REMIC Trust 1897 K, 7.000%, 09/15/2026 | 22,501 | 0.0 | ||||||||||||||||
5,035 | (6 | ) | Freddie Mac REMIC Trust 2035 PE, 7.000%, 03/15/2028 | 824 | 0.0 | ||||||||||||||
27,919 | (6 | ) | Freddie Mac REMIC Trust 2049 PL, 7.000%, 04/15/2028 | 4,527 | 0.0 | ||||||||||||||
13,377 | Freddie Mac REMIC Trust 2122 F, 0.523%, (US0001M + 0.450%), 02/15/2029 | 13,433 | 0.0 | ||||||||||||||||
37,710 | (6 | ) | Freddie Mac REMIC Trust 2134 SB, 7.627%, (-1.000* US0001M + 7.700%), 03/15/2029 | 5,000 | 0.0 | ||||||||||||||
43,503 | (6 | ) | Freddie Mac REMIC Trust 2136 SG, 7.577%, (-1.000* US0001M + 7.650%), 03/15/2029 | 7,337 | 0.0 | ||||||||||||||
53,691 | (6 | ) | Freddie Mac REMIC Trust 2177 SB, 8.877%, (-1.000* US0001M + 8.950%), 08/15/2029 | 10,415 | 0.0 | ||||||||||||||
7,414 | Freddie Mac REMIC Trust 2344 FP, 1.023%, (US0001M + 0.950%), 08/15/2031 | 7,598 | 0.0 |
See Accompanying Notes to Financial Statements
62
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
3,048 | Freddie Mac REMIC Trust 2412 GF, 1.023%, (US0001M + 0.950%), 02/15/2032 | $ | 3,119 | 0.0 | |||||||||||||||
27,561 | Freddie Mac REMIC Trust 2415 ZA, 6.500%, 02/15/2032 | 32,725 | 0.0 | ||||||||||||||||
3,999 | Freddie Mac REMIC Trust 2464 FI, 1.073%, (US0001M + 1.000%), 02/15/2032 | 4,092 | 0.0 | ||||||||||||||||
4,102 | Freddie Mac REMIC Trust 2470 LF, 1.073%, (US0001M + 1.000%), 02/15/2032 | 4,197 | 0.0 | ||||||||||||||||
5,704 | Freddie Mac REMIC Trust 2471 FD, 1.073%, (US0001M + 1.000%), 03/15/2032 | 5,836 | 0.0 | ||||||||||||||||
4,638 | Freddie Mac REMIC Trust 2504 FP, 0.573%, (US0001M + 0.500%), 03/15/2032 | 4,670 | 0.0 | ||||||||||||||||
15,900 | Freddie Mac REMIC Trust 2551 LF, 0.573%, (US0001M + 0.500%), 01/15/2033 | 16,137 | 0.0 | ||||||||||||||||
18,926 | Freddie Mac REMIC Trust 2676 KY, 5.000%, 09/15/2023 | 19,586 | 0.0 | ||||||||||||||||
208,188 | Freddie Mac REMIC Trust 2750 XG, 5.000%, 02/15/2034 | 238,774 | 0.2 | ||||||||||||||||
181,653 | Freddie Mac REMIC Trust 2890 PE, 5.000%, 11/15/2034 | 206,191 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
37,977 | Freddie Mac REMIC Trust 3001 HT, 8.000%, (-6.667* US0001M + 44.667%), 05/15/2035 | $ | 43,523 | 0.0 | |||||||||||||||
35,730 | (6 | ) | Freddie Mac REMIC Trust 3004 SB, 6.077%, (-1.000* US0001M + 6.150%), 07/15/2035 | 4,847 | 0.0 | ||||||||||||||
8,197 | Freddie Mac REMIC Trust 3025 SJ, 24.483%, (-3.667* US0001M + 24.750%), 08/15/2035 | 14,010 | 0.0 | ||||||||||||||||
553,804 | (6 | ) | Freddie Mac REMIC Trust 3223 S, 5.877%, (-1.000* US0001M + 5.950%), 10/15/2036 | 95,078 | 0.1 | ||||||||||||||
1,535,229 | (6 | ) | Freddie Mac REMIC Trust 3505 SA, 5.927%, (-1.000* US0001M + 6.000%), 01/15/2039 | 312,907 | 0.2 | ||||||||||||||
1,410,259 | (6 | ) | Freddie Mac REMIC Trust 3702 S, 4.377%, (-1.000* US0001M + 4.450%), 05/15/2036 | 175,757 | 0.1 | ||||||||||||||
995,734 | (6 | ) | Freddie Mac REMIC Trust 3925 SD, 5.977%, (-1.000* US0001M + 6.050%), 07/15/2040 | 104,940 | 0.1 |
See Accompanying Notes to Financial Statements
63
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
738,485 | (6 | ) | Freddie Mac REMIC Trust 4136 SW, 6.177%, (-1.000* US0001M + 6.250%), 11/15/2032 | $ | 113,190 | 0.1 | |||||||||||||
413,626 | (6 | ) | Freddie Mac REMIC Trust 4161 CI, 4.000%, 02/15/2043 | 65,136 | 0.0 | ||||||||||||||
5,474,893 | (6 | ) | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | 788,671 | 0.5 | ||||||||||||||
8,753,990 | (6 | ) | Freddie Mac REMICS 3582 SL, 6.077%, (-1.000* US0001M + 6.150%), 10/15/2039 | 1,761,086 | 1.1 | ||||||||||||||
633,904 | (6 | ) | Freddie Mac Series 4120 IK, 3.000%, 10/15/2032 | 61,718 | 0.0 | ||||||||||||||
212,768 | (1 | ) | Freddie Mac STACR 2019- HQA3 M2, 1.942%, (US0001M + 1.850%), 09/25/2049 | 213,796 | 0.1 | ||||||||||||||
800,000 | (1 | ) | Freddie Mac Stacr Remic Trust 2020-HQA2 M2, 3.192%, (US0001M + 3.100%), 03/25/2050 | 813,483 | 0.5 | ||||||||||||||
260,254 | (1 | ) | Freddie Mac STACR Trust 2019-DNA3 M2, 2.142%, (US0001M + 2.050%), 07/25/2049 | 262,809 | 0.2 | ||||||||||||||
361,960 | (1 | ) | Freddie Mac Stacr Trust 2019-HQA1 M2, 2.442%, (US0001M + 2.350%), 02/25/2049 | 366,038 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
139,144 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015- DNA2 M3, 3.992%, (US0001M + 3.900%), 12/25/2027 | $ | 141,551 | 0.1 | |||||||||||||||
303,804 | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA1 M3, 6.442%, (US0001M + 6.350%), 09/25/2028 | 323,656 | 0.2 | ||||||||||||||||
18,987 | (4 | ) | Freddie Mac Whole Loan Securities Trust 2016-SC02 M1, 3.625%, 10/25/2046 | 19,277 | 0.0 | ||||||||||||||
242,912 | Ginnie Mae Series 2007-8 SP, 21.746%, (-3.242* US0001M + 22.048%), 03/20/2037 | 391,395 | 0.2 | ||||||||||||||||
1,109,284 | (6 | ) | Ginnie Mae Series 2010-68 MS, 5.757%, (-1.000* US0001M + 5.850%), 06/20/2040 | 206,626 | 0.1 | ||||||||||||||
842,863 | (6 | ) | Ginnie Mae Series 2012-97 SC, 6.625%, (-1.000* US0001M + 6.700%), 07/16/2041 | 139,610 | 0.1 | ||||||||||||||
10,520,276 | (6 | ) | Ginnie Mae Series 2014-133 BS, 5.507%, (-1.000* US0001M + 5.600%), 09/20/2044 | 1,715,986 | 1.0 |
See Accompanying Notes to Financial Statements
64
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
163,997 | GreenPoint Mortgage Funding Trust 2006-AR3 4A1, 0.512%, (US0001M + 0.210%), 04/25/2036 | $ | 160,587 | 0.1 | |||||||||||||||
42,033 | (1 | ),(4) | GS Mortgage- Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | 42,279 | 0.0 | ||||||||||||||
42,775 | (1 | ),(4) | GS Mortgage- Backed Securities Corp. Trust 2019-PJ3 A1, 3.500%, 03/25/2050 | 43,443 | 0.0 | ||||||||||||||
487,520 | (1 | ),(4) | GS Mortgage- Backed Securities Corp. Trust 2020-PJ3 B1A, 3.459%, 10/25/2050 | 509,028 | 0.3 | ||||||||||||||
11,984 | (4 | ) | GSR Mortgage Loan Trust 2005-AR6 1A4, 2.793%, 09/25/2035 | 12,126 | 0.0 | ||||||||||||||
439,332 | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.512%, (US0001M + 0.420%), 04/25/2046 | 417,780 | 0.3 | ||||||||||||||||
547,937 | (4 | ) | JP Morgan Mortgage Trust 2005-A4 B1, 2.646%, 07/25/2035 | 549,712 | 0.3 | ||||||||||||||
45,577 | (4 | ) | JP Morgan Mortgage Trust 2007-A1 7A1, 2.664%, 07/25/2035 | 46,234 | 0.0 | ||||||||||||||
72,331 | (1 | ),(4) | JP Morgan Mortgage Trust 2017-3 1A13, 3.500%, 08/25/2047 | 73,509 | 0.1 | ||||||||||||||
269,552 | (1 | ),(4) | JP Morgan Mortgage Trust 2017-3 B1, 3.791%, 08/25/2047 | 278,845 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
500,000 | (1 | ),(4) | JP Morgan Mortgage Trust 2019-8 A5, 3.500%, 03/25/2050 | $ | 508,147 | 0.3 | |||||||||||||
88,403 | (1 | ),(4) | JP Morgan Mortgage Trust 2019- INV3 A15, 3.500%, 05/25/2050 | 90,130 | 0.1 | ||||||||||||||
51,174 | (1 | ),(4) | JP Morgan Mortgage Trust 2019- LTV2 A18, 4.000%, 12/25/2049 | 51,671 | 0.0 | ||||||||||||||
84,671 | (1 | ),(4) | JP Morgan Mortgage Trust 2019- LTV3 A15, 3.500%, 03/25/2050 | 85,891 | 0.1 | ||||||||||||||
138,105 | Lehman XS Trust Series 2005-5N 1A2, 0.452%, (US0001M + 0.360%), 11/25/2035 | 130,117 | 0.1 | ||||||||||||||||
46,400 | (4 | ) | MASTR Adjustable Rate Mortgages Trust 2006-2 1A1, 2.638%, 04/25/2036 | 46,576 | 0.0 | ||||||||||||||
198,492 | (1 | ),(4) | Morgan Stanley Residential Mortgage Loan Trust 2021-2 A9, 2.500%, 05/25/2051 | 200,482 | 0.1 | ||||||||||||||
1,688,984 | (4 | ),(6) | RALI Series Trust 2006-QO1 X2, 2.191%, 02/25/2046 | 158,425 | 0.1 | ||||||||||||||
18,999 | (1 | ),(4) | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | 19,269 | 0.0 | ||||||||||||||
4,493,607 | (4 | ),(6) | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 1.765%, 08/25/2045 | 189,946 | 0.1 |
See Accompanying Notes to Financial Statements
65
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
28,116 | (4 | ) | WaMu Mortgage Pass-Through Certificates Series 2006- AR12 1A1, 3.066%, 10/25/2036 | $ | 28,269 | 0.0 | |||||||||||||
479,471 | (4 | ) | WaMu Mortgage Pass-Through Certificates Series 2006- AR16 3A1, 3.103%, 12/25/2036 | 463,740 | 0.3 | ||||||||||||||
94,327 | (4 | ) | WaMu Mortgage Pass-Through Certificates Series 2006- AR8 1A4, 3.076%, 08/25/2046 | 93,904 | 0.1 | ||||||||||||||
209,802 | (4 | ) | WaMu Mortgage Pass-Through Certificates Series 2007- HY2 1A1, 3.050%, 12/25/2036 | 210,449 | 0.1 | ||||||||||||||
63,245 | (4 | ) | WaMu Mortgage Pass-Through Certificates Series 2007- HY4 1A1, 2.716%, 04/25/2037 | 60,190 | 0.0 | ||||||||||||||
56,408 | Wells Fargo Alternative Loan 2007- PA2 2A1, 0.522%, (US0001M + 0.430%), 06/25/2037 | 45,109 | 0.0 | ||||||||||||||||
263,113 | (1 | ),(4) | Wells Fargo Mortgage Backed Securities 2020-4 A17 Trust, 3.000%, 07/25/2050 | 267,214 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
135,799 | (1 | ),(4) | WinWater Mortgage Loan Trust 2015-5 B4, 3.760%, 08/20/2045 | $ | 135,837 | 0.1 | |||||||||||||
Total Collateralized Mortgage Obligations (Cost $26,858,364) | 29,342,111 | 17.5 | |||||||||||||||||
SOVEREIGN BONDS: 13.0% | |||||||||||||||||||
Australia: 0.2% | |||||||||||||||||||
AUD | 558,000 | (1 | ) | Queensland Treasury Corp., 1.750%, 07/20/2034 | 400,252 | 0.2 | |||||||||||||
China: 6.0% | |||||||||||||||||||
CNY | 13,660,000 | China Government Bond, 2.850%, 06/04/2027 | 2,091,699 | 1.2 | |||||||||||||||
CNY | 6,880,000 | China Government Bond, 3.250%, 06/06/2026 | 1,079,842 | 0.6 | |||||||||||||||
CNY | 29,640,000 | China Government Bond, 3.250%, 11/22/2028 | 4,637,900 | 2.8 | |||||||||||||||
CNY | 12,880,000 | China Government Bond, 3.290%, 05/23/2029 | 2,019,873 | 1.2 | |||||||||||||||
CNY | 1,780,000 | China Government Bond, 4.080%, 10/22/2048 | 295,627 | 0.2 | |||||||||||||||
10,124,941 | 6.0 | ||||||||||||||||||
Germany: 0.3% | |||||||||||||||||||
EUR | 30,000 | Bundesrepublik Deutschland Bundesanleihe, 0.500%, 02/15/2028 | 37,926 | 0.0 | |||||||||||||||
EUR | 200,000 | Bundesrepublik Deutschland Bundesanleihe, 1.250%, 08/15/2048 | 299,259 | 0.2 | |||||||||||||||
EUR | 10,000 | Bundesrepublik Deutschland Bundesanleihe, 2.000%, 08/15/2023 | 12,544 | 0.0 |
See Accompanying Notes to Financial Statements
66
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Germany (continued) | |||||||||||||||||||
EUR | 120,000 | Bundesrepublik Deutschland Bundesanleihe, 5.800%, 08/15/2026 | $ | 146,569 | 0.1 | ||||||||||||||
496,298 | 0.3 | ||||||||||||||||||
Indonesia: 0.3% | |||||||||||||||||||
IDR | 6,452,000,000 | Indonesia Treasury Bond, 8.375%, 04/15/2039 | 494,134 | 0.3 | |||||||||||||||
Italy: 0.9% | |||||||||||||||||||
EUR | 438,000 | (1 | ) | Italy Buoni Poliennali Del Tesoro, 3.850%, 09/01/2049 | 756,903 | 0.4 | |||||||||||||
EUR | 438,000 | (1 | ) | Italy Buoni Poliennali Del Tesoro, 5.000%, 08/01/2034 | 765,578 | 0.5 | |||||||||||||
1,522,481 | 0.9 | ||||||||||||||||||
Malaysia: 1.1% | |||||||||||||||||||
MYR | 7,864,000 | Malaysia Government Bond, 3.828%, 07/05/2034 | 1,888,096 | 1.1 | |||||||||||||||
Portugal: 1.0% | |||||||||||||||||||
EUR | 1,135,000 | (1 | ) | Portugal Obrigacoes do Tesouro OT, 2.250%, 04/18/2034 | 1,623,574 | 1.0 | |||||||||||||
Spain: 1.5% | |||||||||||||||||||
EUR | 870,000 | (1 | ) | Spain Government Bond, 1.450%, 04/30/2029 | 1,135,698 | 0.7 | |||||||||||||
EUR | 908,000 | (1 | ) | Spain Government Bond, 2.700%, 10/31/2048 | 1,413,707 | 0.8 | |||||||||||||
2,549,405 | 1.5 | ||||||||||||||||||
Thailand: 0.4% | |||||||||||||||||||
THB | 17,994,000 | Thailand Government Bond, 2.875%, 12/17/2028 | 621,395 | 0.4 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United Kingdom: 1.3% | |||||||||||||||||||
GBP | 1,500,000 | United Kingdom Gilt, 4.000%, 03/07/2022 | $ | 2,131,470 | 1.3 | ||||||||||||||
Total Sovereign Bonds (Cost $20,190,545) | 21,852,046 | 13.0 | |||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 9.6% | |||||||||||||||||||
Federal Home Loan Mortgage Corporation: 0.6%(7) | |||||||||||||||||||
500,655 | 3.500%, 01/01/2048 | 534,949 | 0.3 | ||||||||||||||||
127,382 | 4.000%, 09/01/2045 | 138,730 | 0.1 | ||||||||||||||||
74,442 | 4.000%, 09/01/2045 | 81,332 | 0.1 | ||||||||||||||||
62,112 | 4.000%, 09/01/2045 | 67,384 | 0.0 | ||||||||||||||||
47,091 | 4.000%, 09/01/2045 | 50,989 | 0.0 | ||||||||||||||||
84,015 | 4.000%, 05/01/2046 | 90,818 | 0.1 | ||||||||||||||||
7,552 | 5.000%, 12/01/2034 | 8,481 | 0.0 | ||||||||||||||||
21,050 | 6.000%, 02/01/2034 | 24,796 | 0.0 | ||||||||||||||||
406 | 6.500%, 02/01/2022 | 413 | 0.0 | ||||||||||||||||
764 | 6.500%, 09/01/2022 | 783 | 0.0 | ||||||||||||||||
1,717 | 6.500%, 08/01/2032 | 1,994 | 0.0 | ||||||||||||||||
5,646 | 6.500%, 07/01/2034 | 6,331 | 0.0 | ||||||||||||||||
4,248 | 6.500%, 07/01/2034 | 4,762 | 0.0 | ||||||||||||||||
1,011,762 | 0.6 | ||||||||||||||||||
Federal National Mortgage Association: 0.1%(7) | |||||||||||||||||||
60,050 | 2.263%, (US0012M + 1.777%), 10/01/2036 | 63,823 | 0.1 | ||||||||||||||||
Government National Mortgage Association: 2.1% | |||||||||||||||||||
468,000 | (8 | ) | 2.000%, 08/01/2051 | 475,806 | 0.3 | ||||||||||||||
863,000 | (8 | ) | 2.500%, 07/15/2051 | 893,138 | 0.5 | ||||||||||||||
309,834 | 3.000%, 07/20/2050 | 323,936 | 0.2 | ||||||||||||||||
1,760,000 | (8 | ) | 3.000%, 07/15/2051 | 1,836,484 | 1.1 | ||||||||||||||
21,412 | 5.000%, 04/15/2034 | 24,655 | 0.0 | ||||||||||||||||
9,851 | 6.500%, 02/20/2035 | 11,724 | 0.0 | ||||||||||||||||
3,565,743 | 2.1 |
See Accompanying Notes to Financial Statements
67
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Uniform Mortgage-Backed Securities: 6.8% | |||||||||||||||||||
3,147,000 | (8 | ) | 2.000%, 08/15/2051 | $ | 3,171,586 | 1.9 | |||||||||||||
46,607 | 2.500%, 06/01/2030 | 48,948 | 0.0 | ||||||||||||||||
33,926 | 2.500%, 06/01/2030 | 35,629 | 0.0 | ||||||||||||||||
19,428 | 2.500%, 07/01/2030 | 20,397 | 0.0 | ||||||||||||||||
3,715,000 | (8 | ) | 2.500%, 07/15/2051 | 3,842,703 | 2.3 | ||||||||||||||
845,000 | (8 | ) | 3.000%, 07/15/2051 | 880,863 | 0.5 | ||||||||||||||
1,900,000 | (8 | ) | 3.500%, 07/15/2051 | 2,000,084 | 1.2 | ||||||||||||||
58,762 | 4.000%, 05/01/2045 | 64,094 | 0.1 | ||||||||||||||||
994,667 | 4.000%, 04/01/2049 | 1,075,058 | 0.7 | ||||||||||||||||
48,910 | 5.000%, 06/01/2041 | 55,461 | 0.0 | ||||||||||||||||
7,630 | 5.500%, 09/01/2024 | 8,495 | 0.0 | ||||||||||||||||
45,771 | 6.000%, 11/01/2034 | 54,331 | 0.0 | ||||||||||||||||
76,086 | 6.000%, 04/01/2035 | 88,091 | 0.1 | ||||||||||||||||
32,599 | 6.500%, 12/01/2029 | 36,537 | 0.0 | ||||||||||||||||
14,024 | 6.500%, 01/01/2034 | 15,877 | 0.0 | ||||||||||||||||
218 | 7.000%, 04/01/2033 | 246 | 0.0 | ||||||||||||||||
11,722 | 7.500%, 09/01/2032 | 13,718 | 0.0 | ||||||||||||||||
25,696 | 7.500%, 01/01/2033 | 29,559 | 0.0 | ||||||||||||||||
11,441,677 | 6.8 | ||||||||||||||||||
Total U.S. Government Agency Obligations (Cost $16,002,021) | 16,083,005 | 9.6 | |||||||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 10.1% | |||||||||||||||||||
United States: 10.1% | |||||||||||||||||||
6,763,892 | (4 | ),(6) | BANK 2017-BNK5 XA, 1.195%, 06/15/2060 | 290,254 | 0.2 | ||||||||||||||
900,000 | (1 | ),(4) | BANK 2017-BNK6 E, 2.785%, 07/15/2060 | 522,876 | 0.3 | ||||||||||||||
1,948,000 | (1 | ),(4),(6) | BANK 2017-BNK6 XE, 1.500%, 07/15/2060 | 152,429 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
986,656 | (4 | ),(6) | BANK 2019-BNK16 XA, 1.119%, 02/15/2052 | $ | 58,845 | 0.0 | |||||||||||||
9,425,791 | (4 | ),(6) | BANK 2019-BNK21 XA, 0.992%, 10/17/2052 | 552,883 | 0.3 | ||||||||||||||
8,020,000 | (1 | ),(4),(6) | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/2033 | 195,763 | 0.1 | ||||||||||||||
210,000 | (1 | ) | Benchmark 2019-B9 D Mortgage Trust, 3.000%, 03/15/2052 | 197,109 | 0.1 | ||||||||||||||
1,190,196 | (4 | ),(6) | Benchmark 2019-B9 XA Mortgage Trust, 1.208%, 03/15/2052 | 80,676 | 0.0 | ||||||||||||||
180,000 | (1 | ) | Benchmark 2020-B18 AGNE Mortgage Trust, 3.759%, 07/15/2053 | 184,723 | 0.1 | ||||||||||||||
2,987,394 | (4 | ),(6) | Benchmark 2020-B18 XA Mortgage Trust, 1.919%, 07/15/2053 | 331,831 | 0.2 | ||||||||||||||
100,000 | (1 | ) | BX Commercial Mortgage Trust 2020- VKNG E, 2.173%, (US0001M + 2.100%), 10/15/2037 | 100,414 | 0.1 | ||||||||||||||
270,000 | (1 | ),(4) | BX Trust 2019-OC11 E, 4.076%, 12/09/2041 | 282,782 | 0.2 | ||||||||||||||
1,658,429 | (4 | ),(6) | CD 2016-CD1 Mortgage Trust XA, 1.527%, 08/10/2049 | 95,334 | 0.1 | ||||||||||||||
7,900,000 | (4 | ),(6) | Citigroup Commercial Mortgage Trust 2016-C2 XB, 0.988%, 08/10/2049 | 314,953 | 0.2 |
See Accompanying Notes to Financial Statements
68
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
3,068,351 | (4 | ),(6) | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.231%, 10/12/2050 | $ | 149,266 | 0.1 | |||||||||||||
8,960,618 | (1 | ),(4),(6) | COMM 2012-LTRT XA, 1.003%, 10/05/2030 | 59,182 | 0.0 | ||||||||||||||
110,000 | (1 | ),(4) | COMM 2013-CR10 E Mortgage Trust, 5.064%, 08/10/2046 | 108,570 | 0.1 | ||||||||||||||
10,700,216 | (4 | ),(6) | COMM 2014-CR16 XA, 1.127%, 04/10/2047 | 260,458 | 0.1 | ||||||||||||||
570,000 | (4 | ) | COMM 2016-COR1 C, 4.510%, 10/10/2049 | 617,402 | 0.4 | ||||||||||||||
4,054,695 | (4 | ),(6) | COMM 2016-CR28 XA, 0.781%, 02/10/2049 | 102,339 | 0.1 | ||||||||||||||
200,000 | (4 | ) | CSAIL 2015-C2 C Commercial Mortgage Trust, 4.327%, 06/15/2057 | 187,405 | 0.1 | ||||||||||||||
500,000 | CSAIL Commercial Mortgage Trust 2021-C20 A3, 2.805%, 03/15/2054 | 530,311 | 0.3 | ||||||||||||||||
281,458 | (1 | ) | DBUBS 2011-LC2A F Mortgage Trust, 3.742%, (US0001M + 3.650%), 07/10/2044 | 227,981 | 0.1 | ||||||||||||||
290,000 | (1 | ),(4) | DBJPM 16-C3 Mortgage Trust, 3.631%, 08/10/2049 | 247,271 | 0.1 | ||||||||||||||
270,000 | (1 | ),(4) | Fontainebleau Miami Beach Trust 2019-FBLU F, 4.095%, 12/10/2036 | 275,005 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
7,000,000 | (4 | ),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.849%, 12/25/2041 | $ | 259,798 | 0.1 | |||||||||||||
4,086,992 | (4 | ),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K122 X1, 0.974%, 11/25/2030 | 290,809 | 0.2 | ||||||||||||||
2,098,462 | (4 | ),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K-1517 X1, 1.447%, 07/25/2035 | 308,325 | 0.2 | ||||||||||||||
2,109,000 | (6 | ) | Freddie Mac Multifamily Structured Pass Through Certificates KL06 XFX, 1.364%, 12/25/2029 | 193,978 | 0.1 | ||||||||||||||
34,325,995 | (1 | ),(6) | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | 3,893 | 0.0 | ||||||||||||||
293,000 | (1 | ),(4) | Grace Trust 2020-GRCE E, 2.769%, 12/10/2040 | 281,170 | 0.2 | ||||||||||||||
500,000 | (1 | ) | Great Wolf Trust 2019-WOLF E, 2.805%, (US0001M + 2.732%), 12/15/2036 | 491,932 | 0.3 | ||||||||||||||
180,000 | (1 | ) | GS Mortgage Securities Trust 2013-GC16 G, 3.500%, 11/10/2046 | 99,101 | 0.1 | ||||||||||||||
3,760,773 | (4 | ),(6) | GS Mortgage Securities Trust 2013-GC16 XA, 1.193%, 11/10/2046 | 74,763 | 0.0 |
See Accompanying Notes to Financial Statements
69
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
2,294,487 | (4 | ),(6) | GS Mortgage Securities Trust 2017-GS6 XA, 1.176%, 05/10/2050 | $ | 121,777 | 0.1 | |||||||||||||
410,000 | (1 | ),(4) | GS Mortgage Securities Trust 2019-GC40 DBD, 3.668%, 07/10/2052 | 418,234 | 0.2 | ||||||||||||||
310,000 | (1 | ),(4) | GS Mortgage Securities Trust 2019-GC40 DBE, 3.668%, 07/10/2052 | 309,967 | 0.2 | ||||||||||||||
5,133,488 | (4 | ),(6) | GS Mortgage Securities Trust 2019-GC42 XA, 0.934%, 09/01/2052 | 287,254 | 0.2 | ||||||||||||||
861,478 | (4 | ),(6) | GS Mortgage Securities Trust 2020-GC47 XA, 1.247%, 05/12/2053 | 77,646 | 0.0 | ||||||||||||||
1,740,000 | (1 | ),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 E, 4.000%, 08/15/2046 | 1,302,034 | 0.8 | ||||||||||||||
3,681,299 | (4 | ),(6) | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.543%, 06/15/2045 | 14,363 | 0.0 | ||||||||||||||
269,944 | (1 | ) | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 A4A2, 3.538%, 07/15/2047 | 278,490 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
723,154 | (1 | ) | KKR Industrial Portfolio Trust 2020-AIP C, 1.706%, (US0001M + 1.633%), 03/15/2037 | $ | 725,201 | 0.4 | |||||||||||||
140,000 | (1 | ),(4) | LSTAR Commercial Mortgage Trust 2015-3 D, 3.367%, 04/20/2048 | 138,262 | 0.1 | ||||||||||||||
2,818,948 | (1 | ),(4),(6) | LSTAR Commercial Mortgage Trust 2017-5 X, 1.139%, 03/10/2050 | 77,480 | 0.0 | ||||||||||||||
1,090,000 | (1 | ),(4) | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 E, 4.755%, 11/15/2045 | 991,986 | 0.6 | ||||||||||||||
18,750,000 | (1 | ),(4),(6) | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XB, 0.591%, 12/15/2047 | 298,530 | 0.2 | ||||||||||||||
1,709,763 | (4 | ),(6) | Morgan Stanley Capital I Trust 2021-L5 XA, 1.425%, 05/15/2054 | 170,046 | 0.1 | ||||||||||||||
1,600,000 | (1 | ) | SFO Commercial Mortgage Trust 2021-555 A, 1.223%, (US0001M + 1.150%), 05/15/2038 | 1,605,958 | 1.0 | ||||||||||||||
700,000 | (1 | ) | SFO Commercial Mortgage Trust 2021-555 C, 1.873%, (US0001M + 1.800%), 05/15/2038 | 703,429 | 0.4 |
See Accompanying Notes to Financial Statements
70
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
6,674,175 | (4 | ),(6) | UBS Commercial Mortgage Trust 2018-C9 XA, 1.042%, 03/15/2051 | $ | 330,916 | 0.2 | |||||||||||||
330,000 | (1 | ),(4) | WFRBS Commercial Mortgage Trust 2013-C14 D, 4.102%, 06/15/2046 | 291,150 | 0.2 | ||||||||||||||
2,936,103 | (1 | ),(4),(6) | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.941%, 08/15/2045 | 30,068 | 0.0 | ||||||||||||||
550,000 | (1 | ),(4) | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.383%, 03/15/2045 | 428,816 | 0.3 | ||||||||||||||
8,666,409 | (4 | ),(6) | WFRBS Commercial Mortgage Trust 2014-C19 XA, 1.176%, 03/15/2047 | 171,377 | 0.1 | ||||||||||||||
Total Commercial Mortgage- Backed Securities (Cost $17,282,538) | 16,902,815 | 10.1 | |||||||||||||||||
ASSET-BACKED SECURITIES: 9.4% | |||||||||||||||||||
United States: 9.4% | |||||||||||||||||||
700,000 | (1 | ) | AGL CLO 11 Ltd. 2021-11A AJ, 1.526%, (US0003M + 1.350%), 04/15/2034 | 700,623 | 0.4 | ||||||||||||||
600,000 | (1 | ) | Allegro CLO IV Ltd. 2016-1A CR2, 2.146%, (US0003M + 2.000%), 01/15/2030 | 600,000 | 0.4 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
500,000 | (1 | ) | AMMC CLO 16 Ltd. 2015-16A CR2, 2.136%, (US0003M + 1.950%), 04/14/2029 | $ | 495,286 | 0.3 | |||||||||||||
350,000 | (1 | ) | Ares XXVIIIR CLO Ltd. 2018-28RA A2, 1.590%, (US0003M + 1.400%), 10/17/2030 | 350,030 | 0.2 | ||||||||||||||
500,000 | (1 | ) | Barings Clo Ltd. 2019-4A C, 2.984%, (US0003M + 2.800%), 01/15/2033 | 501,302 | 0.3 | ||||||||||||||
412,500 | (1 | ) | BlueMountain CLO 2013-2A CR, 2.134%, (US0003M + 1.950%), 10/22/2030 | 408,989 | 0.2 | ||||||||||||||
250,000 | (1 | ) | BlueMountain CLO Ltd. 2021-28A C, 2.163%, (US0003M + 2.000%), 04/15/2034 | 248,802 | 0.1 | ||||||||||||||
250,000 | (1 | ) | BlueMountain CLO XXXI Ltd. 2021-31A A2, 1.576%, (US0003M + 1.400%), 04/19/2034 | 250,223 | 0.2 | ||||||||||||||
300,000 | (1 | ) | BlueMountain Fuji US Clo I Ltd. 2017-1A CR, 2.438%, (US0003M + 2.250%), 07/20/2029 | 299,246 | 0.2 | ||||||||||||||
1,000,000 | (1 | ) | Carlyle Global Market Strategies CLO 2016-1 Ltd. 2016-1A A1R2, 1.300%, (US0003M + 1.140%), 04/20/2034 | 1,000,721 | 0.6 | ||||||||||||||
250,000 | (1 | ) | Carlyle US Clo 2017-2A CR Ltd., 1.594%, (US0003M + 1.400%), 07/20/2031 | 250,006 | 0.2 |
See Accompanying Notes to Financial Statements
71
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
400,000 | (1 | ) | CIFC Funding 2013-IA BR Ltd., 2.584%, (US0003M + 2.400%), 07/16/2030 | $ | 400,049 | 0.2 | |||||||||||||
500,000 | (1 | ) | CIFC Funding 2020-2A A1 Ltd., 1.838%, (US0003M + 1.650%), 08/24/2032 | 500,851 | 0.3 | ||||||||||||||
240,309 | (4 | ) | Citigroup Mortgage Loan Trust 2006-WF1 A2E, 4.846%, 03/25/2036 | 151,444 | 0.1 | ||||||||||||||
400,000 | (1 | ) | Clear Creek CLO 2015-1A CR, 2.138%, (US0003M + 1.950%), 10/20/2030 | 399,776 | 0.2 | ||||||||||||||
650,000 | (1 | ) | Elevation CLO 2014-2A A1R Ltd., 1.414%, (US0003M + 1.230%), 10/15/2029 | 650,020 | 0.4 | ||||||||||||||
500,000 | (1 | ) | Galaxy XV CLO Ltd. 2013-15A CRR, 1.938%, (US0003M + 1.850%), 10/15/2030 | 500,003 | 0.3 | ||||||||||||||
400,000 | (1 | ) | Galaxy XXI CLO Ltd. 2015-21A CR, 1.938%, (US0003M + 1.750%), 04/20/2031 | 397,653 | 0.2 | ||||||||||||||
500,000 | (1 | ) | Jay Park CLO Ltd. 2016-1A BR, 2.188%, (US0003M + 2.000%), 10/20/2027 | 499,376 | 0.3 | ||||||||||||||
250,000 | (1 | ) | LCM XIV L.P. 14A AR, 1.228%, (US0003M + 1.040%), 07/20/2031 | 250,106 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
250,000 | (1 | ) | Madison Park Funding XXVII Ltd. 2018-27A B, 1.988%, (US0003M + 1.800%), 04/20/2030 | $ | 248,563 | 0.1 | |||||||||||||
400,000 | (1 | ) | Madison Park Funding XXXI Ltd. 2018-31A C, 2.323%, (US0003M + 2.150%), 01/23/2031 | 400,025 | 0.2 | ||||||||||||||
250,000 | (1 | ) | Marble Point CLO XIV Ltd. 2018-2A A1R, 1.468%, (US0003M + 1.280%), 01/20/2032 | 250,074 | 0.2 | ||||||||||||||
200,000 | (1 | ),(4) | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | 210,929 | 0.1 | ||||||||||||||
250,000 | (1 | ) | Oak Hill Credit Partners 2021-8A C, 2.088%, (US0003M + 1.900%), 01/18/2034 | 249,600 | 0.2 | ||||||||||||||
500,000 | (1 | ) | OCP CLO 2014-5 A BR Ltd., 1.976%, (US0003M + 1.800%), 04/26/2031 | 496,461 | 0.3 | ||||||||||||||
250,000 | (1 | ) | Octagon Investment Partners 30 Ltd. 2017-1A BR, 2.138%, (US0003M + 1.950%), 03/17/2030 | 248,986 | 0.2 | ||||||||||||||
550,000 | (1 | ) | Octagon Investment Partners 31 Ltd. 2017-1A CR, 2.238%, (US0003M + 2.050%), 07/20/2030 | 549,440 | 0.3 |
See Accompanying Notes to Financial Statements
72
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
350,000 | (1 | ) | Octagon Investment Partners 32 Ltd. 2017-1A A2R, 1.384%, (US0003M + 1.200%), 07/15/2029 | $ | 350,007 | 0.2 | |||||||||||||
500,000 | (1 | ) | Palmer Square CLO 2020-2A A1A Ltd., 1.884%, (US0003M + 1.700%), 07/15/2031 | 500,142 | 0.3 | ||||||||||||||
1,200,000 | (1 | ) | Palmer Square CLO Ltd. 2021-2A A, 1.256%, (US0003M + 1.150%), 07/15/2034 | 1,201,219 | 0.7 | ||||||||||||||
440,000 | (1 | ) | Shackleton 2019-15A CR CLO Ltd., 2.334%, (US0003M + 2.150%), 01/15/2032 | 437,846 | 0.3 | ||||||||||||||
400,000 | (1 | ) | Sound Point Clo XIV Ltd. 2016-3A CR, 2.223%, (US0003M + 2.050%), 01/23/2029 | 398,710 | 0.2 | ||||||||||||||
400,000 | (1 | ) | Sound Point Clo XV Ltd. 2017-1A CR, 2.244%, (US0003M + 2.050%), 01/23/2029 | 400,010 | 0.2 | ||||||||||||||
250,000 | (1 | ) | THL Credit Wind River 2013-2A CR CLO Ltd., 2.190%, (US0003M + 2.000%), 10/18/2030 | 248,630 | 0.1 | ||||||||||||||
800,000 | (1 | ) | THL Credit Wind River 2019-1A AR CLO Ltd., 1.306%, (US0003M + 1.160%), 07/20/2034 | 800,084 | 0.5 | ||||||||||||||
Total Asset- Backed Securities (Cost $15,774,103) | 15,845,232 | 9.4 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
U.S. TREASURY OBLIGATIONS: 0.7% | |||||||||||||||||||
U.S. Treasury Bonds: 0.2% | |||||||||||||||||||
1,000 | 1.250%, 05/15/2050 | $ | 817 | 0.0 | |||||||||||||||
1,700 | 1.625%, 11/15/2050 | 1,527 | 0.0 | ||||||||||||||||
247,000 | 1.875%, 02/15/2051 | 235,808 | 0.2 | ||||||||||||||||
238,152 | 0.2 | ||||||||||||||||||
U.S. Treasury Notes: 0.5% | |||||||||||||||||||
102,000 | 0.125%, 05/31/2023 | 101,789 | 0.1 | ||||||||||||||||
1,000 | 0.125%, 10/15/2023 | 996 | 0.0 | ||||||||||||||||
237,000 | 0.250%, 06/15/2024 | 235,565 | 0.1 | ||||||||||||||||
39,000 | 0.375%, 09/30/2027 | 37,266 | 0.0 | ||||||||||||||||
162,000 | 0.875%, 06/30/2026 | 161,931 | 0.1 | ||||||||||||||||
88,200 | (5 | ) | 1.125%, 02/15/2031 | 85,637 | 0.1 | ||||||||||||||
152,000 | 1.250%, 06/30/2028 | 152,249 | 0.1 | ||||||||||||||||
83,600 | (5 | ) | 1.625%, 05/15/2031 | 84,893 | 0.0 | ||||||||||||||
860,326 | 0.5 | ||||||||||||||||||
Total U.S. Treasury Obligations (Cost $1,088,057) | 1,098,478 | 0.7 | |||||||||||||||||
STRUCTURED NOTES: —% | |||||||||||||||||||
Russia: —% | |||||||||||||||||||
RUB | 3,719,550 | (2 | ) | Morgan Stanley & Co. International PLC - EM Whole Loan SA / Russian Federation Total Return Linked Bonds, Series 007, Cl. VR, 5.000%, 08/22/2034 | — | — | |||||||||||||
Total Structured Notes (Cost $133,583) | — | — |
See Accompanying Notes to Financial Statements
73
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 0.0% | |||||||||||||||||||
United States: 0.0% | |||||||||||||||||||
2,149 | (2 | ),(5),(9) | American Media, Inc. | $ | — | — | |||||||||||||
18 | (9 | ) | Ingevity Corp. | 1,464 | 0.0 | ||||||||||||||
4,988 | Resolute Forest Products, Inc. | 60,854 | 0.0 | ||||||||||||||||
120 | WestRock Co. | 6,386 | 0.0 | ||||||||||||||||
Total Common Stock (Cost $131,025) | 68,704 | 0.0 | |||||||||||||||||
MUTUAL FUNDS: 23.9% | |||||||||||||||||||
United States: 23.9% | |||||||||||||||||||
752,146 | Voya Emerging Markets Corporate Debt Fund - Class P | 7,814,795 | 4.7 | ||||||||||||||||
1,410,245 | Voya Emerging Markets Hard Currency Debt Fund - Class P | 13,749,886 | 8.2 | ||||||||||||||||
1,127,336 | Voya Emerging Markets Local Currency Debt Fund - Class P | 7,553,150 | 4.5 | ||||||||||||||||
1,353,646 | Voya High Yield Bond Fund - Class P | 10,978,070 | 6.5 | ||||||||||||||||
Total Mutual Funds (Cost $40,233,856) | 40,095,901 | 23.9 | |||||||||||||||||
PURCHASED OPTIONS(10): 0.0% | |||||||||||||||||||
Total Purchased Options (Cost $63,390) | 68,686 | 0.0 | |||||||||||||||||
Total Long- Term Investments (Cost $171,652,918) | 177,136,092 | 105.5 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 0.7% | |||||||||||||||||||
Repurchase Agreements: 0.2% | |||||||||||||||||||
414,615 | (11 | ) | Daiwa Capital Markets, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $414,616, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $422,907, due 11/30/21- 07/01/51) (Cost $414,615) | $ | 414,615 | 0.2 | |||||||||||||
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Mutual Funds: 0.5% | |||||||||||||||||||
776,000 | (12 | ) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $776,000) | $ | 776,000 | 0.5 | |||||||||||||
Total Short- Term Investments (Cost $1,190,615) | 1,190,615 | 0.7 | |||||||||||||||||
Total Investments in Securities (Cost $172,843,533) | $ | 178,326,707 | 106.2 | ||||||||||||||||
Liabilities in Excess of Other Assets | (10,383,672 | ) | (6.2 | ) | |||||||||||||||
Net Assets | $ | 167,943,035 | 100.0 |
† Unless otherwise indicated, principal amount is shown in USD.
See Accompanying Notes to Financial Statements
74
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
(1) Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers.
(2) For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs.
(3) Defaulted security.
(4) Variable rate security. Rate shown is the rate in effect as of June 30, 2021.
(5) Security, or a portion of the security, is on loan.
(6) Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security.
(7) The Federal Housing Finance Agency ("FHFA") placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies.
(8) Represents or includes a TBA transaction.
(9) Non-income producing security.
(10) The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities.
(11) All or a portion of the security represents securities purchased with cash collateral received for securities on loan.
(12) Rate shown is the 7-day yield as of June 30, 2021.
Currency Abbreviations:
AUD Australian Dollar
CNY Chinese Yuan
EUR EU Euro
GBP British Pound
IDR Indonesian Rupiah
MXN Mexican Peso
MYR Malaysian Ringgit
RUB Russian Ruble
THB Thai Baht
ZAR South African Rand
Reference Rate Abbreviations:
12MTA 12-month Treasury Average
US0001M 1-month LIBOR
US0003M 3-month LIBOR
US0012M 12-month LIBOR
Geographic Diversification
as of June 30, 2021
(as a percentage of net assets)
United States(1) | 89.0 | % | |||||
China | 6.0 | % | |||||
United Kingdom | 1.8 | % | |||||
Spain | 1.5 | % | |||||
Malaysia | 1.1 | % | |||||
Portugal | 1.0 | % | |||||
Italy | 0.9 | % | |||||
France | 0.7 | % | |||||
Japan | 0.7 | % | |||||
Netherlands | 0.6 | % | |||||
Countries between 0.0% - 0.4%^ | 2.2 | % | |||||
Liabilities in Excess of Other Assets* | (5.5 | )% | |||||
Net Assets | 100.0 | % |
^ Includes 12 countries, which each represents 0.0% - 0.4% of net assets.
* Includes short-term investments and purchased options.
(1) Includes 23.9% total investment in Voya Emerging Markets Corporate Debt Fund, Voya Emerging Markets Hard Currency Debt Fund, Voya Emerging Markets Local Currency Debt Fund and Voya High Yield Bond Fund.
Portfolio holdings are subject to change daily.
Sector Diversification | Percentage of Net Assets | ||||||
Affiliated Investment Companies | 23.9 | % | |||||
Collateralized Mortgage Obligations | 17.5 | ||||||
Sovereign Bonds | 13.0 | ||||||
Commercial Mortgage-Backed Securities | 10.1 | ||||||
Other Asset-Backed Securities | 9.4 | ||||||
Financial | 7.1 | ||||||
Uniform Mortgage-Backed Securities | 6.8 | ||||||
Consumer, Non-cyclical | 3.8 | ||||||
U.S. Government Agency Obligations | 2.8 | ||||||
Energy | 2.4 | ||||||
Utilities | 2.4 | ||||||
Communications | 2.3 | ||||||
Industrial | 1.3 | ||||||
Technology | 1.1 | ||||||
U.S. Treasury Obligations | 0.7 | ||||||
Consumer, Cyclical | 0.6 | ||||||
Basic Materials | 0.3 | ||||||
Communication Services | 0.0 | ||||||
Materials | 0.0 | ||||||
Purchased Options | 0.0 | ||||||
Structured Notes | 0.0 | ||||||
Short-Term Investments | 0.7 | ||||||
Liabilities in Excess of Other Assets | (6.2 | ) | |||||
Net Assets | 100.0 | % |
See Accompanying Notes to Financial Statements
75
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 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 June 30, 2021 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
United States | $ | 68,704 | $ | — | $ | — | $ | 68,704 | |||||||||||
Total Common Stock | 68,704 | — | — | 68,704 | |||||||||||||||
Mutual Funds | 40,095,901 | — | — | 40,095,901 | |||||||||||||||
Purchased Options | — | 68,686 | — | 68,686 | |||||||||||||||
Corporate Bonds/Notes | — | 35,776,995 | 2,119 | 35,779,114 | |||||||||||||||
Collateralized Mortgage Obligations | — | 29,342,111 | — | 29,342,111 | |||||||||||||||
Asset-Backed Securities | — | 15,845,232 | — | 15,845,232 | |||||||||||||||
U.S. Government Agency Obligations | — | 16,083,005 | — | 16,083,005 | |||||||||||||||
Commercial Mortgage-Backed Securities | — | 16,902,815 | — | 16,902,815 | |||||||||||||||
Sovereign Bonds | — | 21,852,046 | — | 21,852,046 | |||||||||||||||
U.S. Treasury Obligations | — | 1,098,478 | — | 1,098,478 | |||||||||||||||
Structured Notes | — | — | — | — | |||||||||||||||
Short-Term Investments | 776,000 | 414,615 | — | 1,190,615 | |||||||||||||||
Total Investments, at fair value | $ | 40,940,605 | $ | 137,383,983 | $ | 2,119 | $ | 178,326,707 | |||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Centrally Cleared Swaps | — | 1,992,381 | — | 1,992,381 | |||||||||||||||
Forward Foreign Currency Contracts | — | 1,300,012 | — | 1,300,012 | |||||||||||||||
Futures | 115,767 | — | — | 115,767 | |||||||||||||||
OTC Swaps | — | 39,226 | — | 39,226 | |||||||||||||||
Total Assets | $ | 41,056,372 | $ | 140,715,602 | $ | 2,119 | $ | 181,774,093 | |||||||||||
Liabilities Table | |||||||||||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Centrally Cleared Swaps | $ | — | $ | (2,292,400 | ) | $ | — | $ | (2,292,400 | ) | |||||||||
Forward Foreign Currency Contracts | — | (3,159,837 | ) | — | (3,159,837 | ) | |||||||||||||
Futures | (308,561 | ) | — | — | (308,561 | ) | |||||||||||||
OTC Swaps | — | (9,709 | ) | — | (9,709 | ) | |||||||||||||
Written Options | — | (121,751 | ) | — | (121,751 | ) | |||||||||||||
Total Liabilities | $ | (308,561 | ) | $ | (5,583,697 | ) | $ | — | $ | (5,892,258 | ) |
^ See Note 2, "Significant Accounting Policies" in the Notes to Financial Statements for additional information.
+ 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.
See Accompanying Notes to Financial Statements
76
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Transactions with Affiliates
An investment of at least 5% of the voting securities of an issuer, or a company which is under common control with the issuer, results in that issuer becoming an affiliated person as defined by the 1940 Act.
The following table provides transactions during the period ended June 30, 2021, where the following issuers were considered an affiliate:
Issuer | Beginning Fair Value at 12/31/20 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/21 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | |||||||||||||||||||||||||||
Voya Emerging Markets Corporate Debt Fund — Class P | $ | 7,704,709 | $ | 175,895 | $ | — | $ | (65,809 | ) | $ | 7,814,795 | $ | 176,058 | $ | — | $ | — | ||||||||||||||||||
Voya Emerging Markets Hard Currency Debt Fund — Class P | 13,865,056 | 350,182 | 1 | (465,353 | ) | 13,749,886 | 350,323 | — | — | ||||||||||||||||||||||||||
Voya Emerging Markets Local Currency Debt Fund — Class P | 7,896,804 | 120,572 | — | (464,226 | ) | 7,553,150 | 120,572 | — | — | ||||||||||||||||||||||||||
Voya High Yield Bond Fund — Class P | 10,589,497 | 295,443 | — | 93,130 | 10,978,070 | 295,443 | — | — | |||||||||||||||||||||||||||
$ | 40,056,066 | $ | 942,092 | $ | 1 | $ | (902,258 | ) | $ | 40,095,901 | $ | 942,396 | $ | — | $ | — |
The financial statements for the above mutual fund[s] can be found at www.sec.gov.
At June 30, 2021, the following forward foreign currency contracts were outstanding for Voya Global Bond Portfolio:
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
USD | 587,719 | NOK | 4,860,540 | Barclays Bank PLC | 07/16/21 | $ | 23,165 | ||||||||||||||||||||
GBP | 164,815 | USD | 227,893 | Barclays Bank PLC | 07/16/21 | 105 | |||||||||||||||||||||
USD | 290,823 | NOK | 2,391,860 | Barclays Bank PLC | 07/16/21 | 13,007 | |||||||||||||||||||||
USD | 258,222 | MXN | 5,176,878 | Barclays Bank PLC | 07/23/21 | (791 | ) | ||||||||||||||||||||
KRW | 2,244,175,069 | USD | 2,007,671 | Barclays Bank PLC | 08/06/21 | (21,922 | ) | ||||||||||||||||||||
USD | 1,096,920 | NOK | 9,131,615 | BNP Paribas | 07/16/21 | 36,279 | |||||||||||||||||||||
AUD | 2,610,897 | USD | 2,022,558 | BNP Paribas | 07/16/21 | (64,368 | ) | ||||||||||||||||||||
USD | 1,631,040 | NZD | 2,311,179 | BNP Paribas | 07/16/21 | 15,573 | |||||||||||||||||||||
USD | 1,012,711 | SEK | 8,462,619 | BNP Paribas | 07/16/21 | 23,735 | |||||||||||||||||||||
USD | 3,334,459 | GBP | 2,393,416 | BNP Paribas | 07/16/21 | 23,502 | |||||||||||||||||||||
USD | 728,035 | CHF | 652,582 | BNP Paribas | 07/16/21 | 22,462 | |||||||||||||||||||||
EUR | 27,724,263 | USD | 33,747,636 | BNP Paribas | 07/16/21 | (863,837 | ) | ||||||||||||||||||||
USD | 758,715 | CHF | 680,317 | BNP Paribas | 07/16/21 | 23,154 | |||||||||||||||||||||
NZD | 6,151,301 | USD | 4,438,727 | BNP Paribas | 07/16/21 | (139,094 | ) | ||||||||||||||||||||
AUD | 3,601,969 | USD | 2,794,660 | BNP Paribas | 07/16/21 | (93,160 | ) | ||||||||||||||||||||
USD | 1,549,194 | NOK | 13,198,076 | BNP Paribas | 07/16/21 | 16,231 | |||||||||||||||||||||
AUD | 1,828,226 | USD | 1,378,821 | BNP Paribas | 07/16/21 | (7,639 | ) | ||||||||||||||||||||
CHF | 651,783 | USD | 727,997 | BNP Paribas | 07/16/21 | (23,287 | ) | ||||||||||||||||||||
USD | 711,701 | EUR | 583,557 | BNP Paribas | 07/16/21 | 19,542 | |||||||||||||||||||||
CAD | 555,438 | USD | 448,149 | BNP Paribas | 07/16/21 | (74 | ) | ||||||||||||||||||||
EUR | 1,171,399 | USD | 1,391,950 | BNP Paribas | 07/16/21 | (2,552 | ) | ||||||||||||||||||||
GBP | 2,105,397 | USD | 2,984,800 | BNP Paribas | 07/16/21 | (72,277 | ) | ||||||||||||||||||||
EUR | 2,613,544 | USD | 3,184,682 | BNP Paribas | 07/16/21 | (84,752 | ) | ||||||||||||||||||||
EUR | 918,838 | USD | 1,119,724 | BNP Paribas | 07/16/21 | (29,888 | ) | ||||||||||||||||||||
USD | 1,415,317 | AUD | 1,859,983 | BNP Paribas | 07/16/21 | 20,318 | |||||||||||||||||||||
USD | 4,177,042 | EUR | 3,479,578 | BNP Paribas | 07/16/21 | 49,908 | |||||||||||||||||||||
USD | 949,923 | GBP | 669,578 | BNP Paribas | 07/16/21 | 23,656 | |||||||||||||||||||||
CAD | 2,019,809 | USD | 1,673,830 | BNP Paribas | 07/16/21 | (44,438 | ) | ||||||||||||||||||||
USD | 2,415,689 | NOK | 20,648,389 | BNP Paribas | 07/16/21 | 17,369 | |||||||||||||||||||||
AUD | 886,202 | USD | 685,947 | BNP Paribas | 07/16/21 | (21,290 | ) | ||||||||||||||||||||
USD | 2,257,049 | NOK | 18,658,165 | BNP Paribas | 07/16/21 | 89,895 | |||||||||||||||||||||
USD | 824,040 | CAD | 994,843 | BNP Paribas | 07/16/21 | 21,494 | |||||||||||||||||||||
EUR | 1,270,148 | USD | 1,514,525 | BNP Paribas | 07/16/21 | (8,000 | ) | ||||||||||||||||||||
USD | 1,392,428 | NZD | 1,978,316 | BNP Paribas | 07/16/21 | 9,626 | |||||||||||||||||||||
AUD | 3,351,256 | USD | 2,543,560 | BNP Paribas | 07/16/21 | (30,096 | ) | ||||||||||||||||||||
USD | 87,544 | CZK | 1,836,117 | BNP Paribas | 08/06/21 | 2,187 | |||||||||||||||||||||
USD | 151,044 | HUF | 43,692,117 | BNP Paribas | 08/06/21 | 3,682 | |||||||||||||||||||||
USD | 480,775 | CAD | 580,651 | Brown Brothers Harriman & Co. | 07/16/21 | 12,361 | |||||||||||||||||||||
EUR | 361,619 | USD | 440,627 | Brown Brothers Harriman & Co. | 07/16/21 | (11,710 | ) | ||||||||||||||||||||
GBP | 676,298 | USD | 954,726 | Brown Brothers Harriman & Co. | 07/16/21 | (19,162 | ) | ||||||||||||||||||||
AUD | 1,879,950 | USD | 1,420,497 | Brown Brothers Harriman & Co. | 07/16/21 | (10,523 | ) | ||||||||||||||||||||
AUD | 889,987 | USD | 668,131 | Brown Brothers Harriman & Co. | 07/16/21 | (635 | ) | ||||||||||||||||||||
NOK | 2,753,512 | USD | 330,234 | Brown Brothers Harriman & Co. | 07/16/21 | (10,413 | ) | ||||||||||||||||||||
EUR | 921,229 | USD | 1,098,336 | Brown Brothers Harriman & Co. | 07/16/21 | (5,664 | ) | ||||||||||||||||||||
USD | 1,095,652 | AUD | 1,412,657 | Brown Brothers Harriman & Co. | 07/16/21 | 36,151 |
See Accompanying Notes to Financial Statements
77
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
USD | 600,103 | NZD | 858,397 | Brown Brothers Harriman & Co. | 07/16/21 | $ | 101 | ||||||||||||||||||||
EUR | 740,472 | USD | 885,134 | Brown Brothers Harriman & Co. | 07/16/21 | (6,859 | ) | ||||||||||||||||||||
AUD | 1,371,817 | USD | 1,037,515 | Brown Brothers Harriman & Co. | 07/16/21 | (8,643 | ) | ||||||||||||||||||||
CHF | 296,738 | USD | 328,770 | Brown Brothers Harriman & Co. | 07/16/21 | (7,936 | ) | ||||||||||||||||||||
USD | 1,061,440 | NZD | 1,509,850 | Brown Brothers Harriman & Co. | 07/16/21 | 6,086 | |||||||||||||||||||||
USD | 2,676,063 | EUR | 2,241,739 | Brown Brothers Harriman & Co. | 07/16/21 | 17,132 | |||||||||||||||||||||
DKK | 3,145,127 | USD | 514,764 | Brown Brothers Harriman & Co. | 07/16/21 | (13,113 | ) | ||||||||||||||||||||
USD | 338,242 | CHF | 302,408 | Brown Brothers Harriman & Co. | 07/16/21 | 11,278 | |||||||||||||||||||||
GBP | 1,009,010 | USD | 1,411,207 | Brown Brothers Harriman & Co. | 07/16/21 | (15,382 | ) | ||||||||||||||||||||
USD | 451,743 | NOK | 3,759,607 | Brown Brothers Harriman & Co. | 07/16/21 | 15,063 | |||||||||||||||||||||
JPY | 19,403 | USD | 177 | Brown Brothers Harriman & Co. | 07/16/21 | (3 | ) | ||||||||||||||||||||
USD | 3,251,974 | GBP | 2,288,015 | Brown Brothers Harriman & Co. | 07/16/21 | 86,824 | |||||||||||||||||||||
USD | 288,051 | JPY | 31,607,302 | Brown Brothers Harriman & Co. | 07/16/21 | 3,510 | |||||||||||||||||||||
USD | 1,963,962 | CHF | 1,759,936 | Brown Brothers Harriman & Co. | 07/16/21 | 61,113 | |||||||||||||||||||||
JPY | 237,547 | USD | 2,146 | Brown Brothers Harriman & Co. | 07/16/21 | (8 | ) | ||||||||||||||||||||
SEK | 2,807,478 | USD | 339,188 | Brown Brothers Harriman & Co. | 07/16/21 | (11,095 | ) | ||||||||||||||||||||
HKD | 379,429 | USD | 48,889 | Brown Brothers Harriman & Co. | 08/06/21 | (17 | ) | ||||||||||||||||||||
EUR | 541,529 | USD | 661,309 | Citibank N.A. | 07/16/21 | (19,000 | ) | ||||||||||||||||||||
USD | 3,151,744 | NOK | 27,308,603 | Citibank N.A. | 07/16/21 | (20,162 | ) | ||||||||||||||||||||
NOK | 20,745,701 | USD | 2,442,812 | Citibank N.A. | 07/16/21 | (33,190 | ) | ||||||||||||||||||||
USD | 703,436 | NZD | 1,004,028 | Citibank N.A. | 07/16/21 | 1,641 | |||||||||||||||||||||
NOK | 51,373,848 | USD | 6,059,716 | Citibank N.A. | 07/16/21 | (92,621 | ) | ||||||||||||||||||||
CAD | 1,198,085 | USD | 992,409 | Citibank N.A. | 07/16/21 | (25,907 | ) | ||||||||||||||||||||
USD | 431,296 | GBP | 304,560 | Citibank N.A. | 07/16/21 | 9,980 | |||||||||||||||||||||
USD | 1,386,677 | GBP | 979,969 | Citibank N.A. | 07/16/21 | 31,026 | |||||||||||||||||||||
USD | 2,763,618 | NZD | 3,841,052 | Citibank N.A. | 07/16/21 | 78,801 | |||||||||||||||||||||
USD | 2,601,820 | NOK | 22,324,475 | Citibank N.A. | 07/16/21 | 8,823 | |||||||||||||||||||||
SEK | 2,369,132 | USD | 287,063 | Citibank N.A. | 07/16/21 | (10,196 | ) | ||||||||||||||||||||
NZD | 526,595 | USD | 377,381 | Citibank N.A. | 07/16/21 | (9,302 | ) | ||||||||||||||||||||
SEK | 22,983,483 | USD | 2,780,689 | Citibank N.A. | 07/16/21 | (94,747 | ) | ||||||||||||||||||||
USD | 683,985 | AUD | 879,819 | Citibank N.A. | 07/16/21 | 24,115 | |||||||||||||||||||||
CAD | 3,681,946 | USD | 3,052,540 | Citibank N.A. | 07/16/21 | (82,292 | ) | ||||||||||||||||||||
USD | 581,837 | CAD | 705,711 | Citibank N.A. | 07/16/21 | 12,536 | |||||||||||||||||||||
NZD | 2,531,673 | USD | 1,825,437 | Citibank N.A. | 07/16/21 | (55,850 | ) | ||||||||||||||||||||
USD | 189,128 | COP | 703,004,542 | Citibank N.A. | 07/23/21 | 2,002 | |||||||||||||||||||||
CNY | 3,921,496 | USD | 610,363 | Citibank N.A. | 08/06/21 | (5,474 | ) | ||||||||||||||||||||
ILS | 792,296 | USD | 244,301 | Citibank N.A. | 08/06/21 | (1,202 | ) | ||||||||||||||||||||
USD | 121,735 | PEN | 450,981 | Credit Suisse International | 07/23/21 | 4,385 | |||||||||||||||||||||
USD | 121,735 | PEN | 450,981 | Credit Suisse International | 07/23/21 | 4,385 | |||||||||||||||||||||
JPY | 2,692,820 | USD | 24,462 | Deutsche Bank AG | 07/16/21 | (221 | ) | ||||||||||||||||||||
USD | 238,133 | EUR | 195,104 | Deutsche Bank AG | 07/16/21 | 6,720 | |||||||||||||||||||||
USD | 657,990 | BRL | 3,502,483 | Goldman Sachs International | 07/23/21 | (44,591 | ) | ||||||||||||||||||||
USD | 1,879,604 | MYR | 7,721,050 | Goldman Sachs International | 08/06/21 | 22,712 | |||||||||||||||||||||
USD | 20,077 | PHP | 966,184 | HSBC Bank USA N.A. | 08/06/21 | 348 | |||||||||||||||||||||
USD | 103,966 | TRY | 893,433 | HSBC Bank USA N.A. | 08/06/21 | 3,248 | |||||||||||||||||||||
JPY | 2,635,747 | USD | 23,914 | JPMorgan Chase Bank N.A. | 07/16/21 | (186 | ) | ||||||||||||||||||||
USD | 169,860 | CLP | 121,399,057 | JPMorgan Chase Bank N.A. | 07/23/21 | 4,641 | |||||||||||||||||||||
USD | 125,447 | RON | 509,854 | JPMorgan Chase Bank N.A. | 08/06/21 | 2,892 | |||||||||||||||||||||
NOK | 9,204,050 | USD | 1,110,091 | Morgan Stanley Capital Services LLC | 07/16/21 | (41,036 | ) | ||||||||||||||||||||
CHF | 1,842,536 | USD | 2,046,137 | Morgan Stanley Capital Services LLC | 07/16/21 | (53,981 | ) | ||||||||||||||||||||
GBP | 159,164 | USD | 221,715 | Morgan Stanley Capital Services LLC | 07/16/21 | (1,534 | ) | ||||||||||||||||||||
SEK | 1,998,134 | USD | 234,846 | Morgan Stanley Capital Services LLC | 07/16/21 | (1,336 | ) | ||||||||||||||||||||
JPY | 2,026,128,234 | USD | 18,575,803 | Morgan Stanley Capital Services LLC | 07/16/21 | (335,835 | ) | ||||||||||||||||||||
NOK | 29,044,457 | USD | 3,519,142 | Morgan Stanley Capital Services LLC | 07/16/21 | (145,616 | ) | ||||||||||||||||||||
AUD | 1,423,001 | USD | 1,079,439 | Morgan Stanley Capital Services LLC | 07/16/21 | (12,179 | ) | ||||||||||||||||||||
CHF | 1,005,293 | USD | 1,121,455 | Morgan Stanley Capital Services LLC | 07/16/21 | (34,529 | ) | ||||||||||||||||||||
USD | 810,549 | EUR | 662,909 | Morgan Stanley Capital Services LLC | 07/16/21 | 24,271 | |||||||||||||||||||||
USD | 2,351,117 | AUD | 3,032,289 | Morgan Stanley Capital Services LLC | 07/16/21 | 76,881 | |||||||||||||||||||||
USD | 652,839 | NOK | 5,394,743 | Morgan Stanley Capital Services LLC | 07/16/21 | 26,237 | |||||||||||||||||||||
USD | 2,620,966 | CHF | 2,349,109 | Morgan Stanley Capital Services LLC | 07/16/21 | 81,101 | |||||||||||||||||||||
SEK | 21,960,660 | USD | 2,656,489 | Morgan Stanley Capital Services LLC | 07/16/21 | (90,077 | ) | ||||||||||||||||||||
NOK | 6,619,998 | USD | 796,446 | Morgan Stanley Capital Services LLC | 07/16/21 | (27,530 | ) | ||||||||||||||||||||
USD | 747,877 | ZAR | 10,344,239 | Morgan Stanley Capital Services LLC | 08/06/21 | 26,729 | |||||||||||||||||||||
USD | 253,208 | PLN | 941,843 | Morgan Stanley Capital Services LLC | 08/06/21 | 6,158 | |||||||||||||||||||||
CAD | 703,818 | USD | 583,563 | Standard Chartered Bank | 07/16/21 | (15,789 | ) | ||||||||||||||||||||
CAD | 574,179 | USD | 465,219 | Standard Chartered Bank | 07/16/21 | (2,026 | ) | ||||||||||||||||||||
USD | 353,907 | NZD | 491,575 | Standard Chartered Bank | 07/16/21 | 10,306 | |||||||||||||||||||||
USD | 791,667 | IDR | 11,336,669,763 | Standard Chartered Bank | 08/06/21 | 16,477 | |||||||||||||||||||||
USD | 739,971 | THB | 23,053,643 | Standard Chartered Bank | 08/06/21 | 20,754 | |||||||||||||||||||||
SGD | 537,066 | USD | 404,916 | Standard Chartered Bank | 08/06/21 | (5,522 | ) | ||||||||||||||||||||
USD | 320,952 | RUB | 23,348,652 | Standard Chartered Bank | 08/06/21 | 3,560 |
See Accompanying Notes to Financial Statements
78
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
GBP | 2,539,423 | USD | 3,592,333 | State Street Bank and Trust Co. | 07/16/21 | $ | (79,395 | ) | |||||||||||||||||||
GBP | 635,138 | USD | 900,328 | State Street Bank and Trust Co. | 07/16/21 | (21,702 | ) | ||||||||||||||||||||
USD | 877,863 | NZD | 1,213,209 | State Street Bank and Trust Co. | 07/16/21 | 29,855 | |||||||||||||||||||||
SEK | 10,420,102 | USD | 1,252,095 | State Street Bank and Trust Co. | 07/16/21 | (34,360 | ) | ||||||||||||||||||||
NZD | 1,240,757 | USD | 893,323 | State Street Bank and Trust Co. | 07/16/21 | (26,059 | ) | ||||||||||||||||||||
AUD | 621,411 | USD | 482,831 | State Street Bank and Trust Co. | 07/16/21 | (16,769 | ) | ||||||||||||||||||||
USD | 776,796 | CAD | 957,246 | State Street Bank and Trust Co. | 07/16/21 | 4,580 | |||||||||||||||||||||
EUR | 2,360,913 | USD | 2,817,661 | State Street Bank and Trust Co. | 07/16/21 | (17,377 | ) | ||||||||||||||||||||
USD | 2,072,464 | NOK | 17,693,425 | State Street Bank and Trust Co. | 07/16/21 | 17,365 | |||||||||||||||||||||
USD | 1,098,046 | EUR | 902,091 | State Street Bank and Trust Co. | 07/16/21 | 28,075 | |||||||||||||||||||||
NZD | 855,288 | USD | 619,482 | State Street Bank and Trust Co. | 07/16/21 | (21,653 | ) | ||||||||||||||||||||
NOK | 2,771,009 | USD | 324,828 | State Street Bank and Trust Co. | 07/16/21 | (2,974 | ) | ||||||||||||||||||||
GBP | 343,547 | USD | 486,481 | State Street Bank and Trust Co. | 07/16/21 | (11,232 | ) | ||||||||||||||||||||
USD | 9,489 | JPY | 1,032,055 | State Street Bank and Trust Co. | 07/16/21 | 199 | |||||||||||||||||||||
USD | 433,769 | SEK | 3,671,520 | State Street Bank and Trust Co. | 07/16/21 | 4,700 | |||||||||||||||||||||
NZD | 1,218,672 | USD | 889,584 | State Street Bank and Trust Co. | 07/16/21 | (37,757 | ) | ||||||||||||||||||||
$ | (1,859,825 | ) |
At June 30, 2021, the following futures contracts were outstanding for Voya Global Bond Portfolio:
Description | Number of Contracts | Expiration Date | Notional Amount | Unrealized Appreciation/ (Depreciation) | |||||||||||||||
Long Contracts: | |||||||||||||||||||
Australia 10-Year Bond | 10 | 09/15/21 | $ | 1,058,849 | $ | 911 | |||||||||||||
Australia 3-Year Bond | 26 | 09/15/21 | 2,271,349 | (7,207 | ) | ||||||||||||||
Canada 10-Year Bond | 3 | 09/21/21 | 352,178 | 1,931 | |||||||||||||||
Euro-Bobl 5-Year | 60 | 09/08/21 | 9,544,080 | (3,569 | ) | ||||||||||||||
Euro-Buxl® 30-year German Government Bond | 12 | 09/08/21 | 2,891,895 | 36,176 | |||||||||||||||
Euro-OAT | 54 | 09/08/21 | 10,183,388 | 26,483 | |||||||||||||||
Euro-Schatz | 45 | 09/08/21 | 5,983,637 | (1,668 | ) | ||||||||||||||
Japanese Government Bonds 10-Year Mini | 46 | 09/10/21 | 6,283,775 | (869 | ) | ||||||||||||||
Long Gilt | 18 | 09/28/11 | 3,189,609 | 28,170 | |||||||||||||||
Long-Term Euro-BTP | 10 | 09/08/21 | 1,795,340 | 8,575 | |||||||||||||||
$ | 43,554,100 | $ | 88,933 | ||||||||||||||||
Short Contracts: | |||||||||||||||||||
Euro-Bund | (24 | ) | 09/08/21 | (4,912,124 | ) | (19,079 | ) | ||||||||||||
Japan 10-Year Bond (TSE) | (3 | ) | 09/13/21 | (4,096,224 | ) | (2,255 | ) | ||||||||||||
U.S. Treasury 10-Year Note | (38 | ) | 09/21/21 | (5,035,000 | ) | (6,683 | ) | ||||||||||||
U.S. Treasury 2-Year Note | (6 | ) | 09/30/21 | (1,321,922 | ) | (105 | ) | ||||||||||||
U.S. Treasury 5-Year Note | (47 | ) | 09/30/21 | (5,801,195 | ) | 13,521 | |||||||||||||
U.S. Treasury Long Bond | (10 | ) | 09/21/21 | (1,607,500 | ) | (33,771 | ) | ||||||||||||
U.S. Treasury Ultra 10-Year Note | (103 | ) | 09/21/21 | (15,161,922 | ) | (233,355 | ) | ||||||||||||
$ | (37,935,887 | ) | $ | (281,727 | ) |
At June 30, 2021, the following centrally cleared interest rate swaps were outstanding for Voya Global Bond Portfolio:
Pay/Receive Floating Rate | Floating Rate Index | Floating Rate Index Payment Frequency | Fixed Rate | Fixed Rate Payment Frequency | Maturity Date | Notional Amount | Fair Value | Unrealized Appreciation/ (Depreciation) | |||||||||||||||||||||||||||
Pay | 3-month CAD-CDOR | Semi-Annual | 1.283 | % | Semi-Annual | 04/14/30 | CAD | 2,300,000 | $ | (71,134 | ) | $ | (71,134 | ) | |||||||||||||||||||||
Pay | 3-month CAD-CDOR | Semi-Annual | 2.960 | Semi-Annual | 11/21/44 | CAD | 1,000,000 | 116,471 | 116,471 | ||||||||||||||||||||||||||
Pay | 6-month GBP-LIBOR | Semi-Annual | 0.490 | Semi-Annual | 04/02/23 | GBP | 900,000 | 3,614 | 3,614 | ||||||||||||||||||||||||||
Pay | 6-month GBP-LIBOR | Semi-Annual | 2.899 | Semi-Annual | 08/22/44 | GBP | 2,000,000 | 1,045,846 | 1,045,846 | ||||||||||||||||||||||||||
Pay | 6-month JPY-LIBOR | Semi-Annual | 0.147 | Semi-Annual | 12/07/35 | JPY | 40,000,000 | (3,131 | ) | (3,131 | ) | ||||||||||||||||||||||||
Pay | 6-month JPY-LIBOR | Semi-Annual | 0.583 | Semi-Annual | 02/13/44 | JPY | 277,200,000 | 101,557 | 101,557 | ||||||||||||||||||||||||||
Pay | 1-month USD-LIBOR | Monthly | 2.726 | Monthly | 12/27/28 | USD | 1,250,000 | 145,894 | 145,894 | ||||||||||||||||||||||||||
Pay | 1-month USD-LIBOR | Monthly | 2.466 | Monthly | 01/07/29 | USD | 584,000 | 57,145 | 57,145 | ||||||||||||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.997 | Semi-Annual | 06/25/29 | USD | 3,950,000 | 217,728 | 217,728 | ||||||||||||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.432 | Semi-Annual | 07/06/31 | USD | 2,263,400 | — | — | ||||||||||||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.442 | Semi-Annual | 07/06/31 | USD | 64,000 | 128 | 128 | ||||||||||||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.455 | Semi-Annual | 07/06/31 | USD | 1,308,700 | 4,231 | 4,231 | ||||||||||||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.459 | Semi-Annual | 07/06/31 | USD | 999,700 | 3,566 | 3,566 | ||||||||||||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.464 | Semi-Annual | 07/06/31 | USD | 420,500 | 1,705 | 1,705 | ||||||||||||||||||||||||||
Pay | 1-month USD-LIBOR | Monthly | 2.400 | Monthly | 10/27/32 | USD | 690,000 | 76,575 | 76,575 |
See Accompanying Notes to Financial Statements
79
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Pay/Receive Floating Rate | Floating Rate Index | Floating Rate Index Payment Frequency | Fixed Rate | Fixed Rate Payment Frequency | Maturity Date | Notional Amount | Fair Value | Unrealized Appreciation/ (Depreciation) | |||||||||||||||||||||||||||
Pay | 1-month USD-LIBOR | Monthly | 2.488 | % | Monthly | 10/27/47 | USD | 800,000 | $ | 155,676 | $ | 155,676 | |||||||||||||||||||||||
Receive | 6-month GBP-LIBOR | Semi-Annual | 0.581 | Semi-Annual | 04/02/50 | GBP | 200,000 | 36,838 | 36,838 | ||||||||||||||||||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 0.375 | Semi-Annual | 01/13/46 | JPY | 50,000,000 | 6,267 | 6,267 | ||||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 1.493 | Monthly | 09/12/21 | USD | 11,000,000 | (31,056 | ) | (31,056 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 1.983 | Monthly | 10/27/22 | USD | 23,590,000 | (569,912 | ) | (569,912 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.816 | Monthly | 06/19/23 | USD | 1,716,000 | (86,309 | ) | (86,309 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.514 | Monthly | 01/24/25 | USD | 1,210,000 | (82,175 | ) | (82,175 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.728 | Monthly | 03/01/25 | USD | 4,110,000 | (316,611 | ) | (316,611 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 0.801 | Monthly | 05/19/26 | USD | 16,000,000 | 19,150 | 19,140 | ||||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.210 | Monthly | 10/27/26 | USD | 3,590,000 | (249,185 | ) | (249,185 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.681 | Monthly | 02/02/28 | USD | 1,690,000 | (178,916 | ) | (178,916 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 1.115 | Monthly | 03/01/28 | USD | 2,000,000 | (8,744 | ) | (8,909 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.884 | Monthly | 06/19/28 | USD | 910,000 | (111,967 | ) | (111,967 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 3.099 | Monthly | 10/18/28 | USD | 780,000 | (110,504 | ) | (110,504 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 1.646 | Monthly | 10/30/29 | USD | 3,000,000 | (109,923 | ) | (109,923 | ) | ||||||||||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.807 | Semi-Annual | 12/18/29 | USD | 2,250,000 | (89,644 | ) | (89,644 | ) | ||||||||||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.461 | Semi-Annual | 07/06/31 | USD | 661,000 | (2,509 | ) | (2,509 | ) | ||||||||||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.472 | Semi-Annual | 07/06/31 | USD | 1,537,900 | (7,453 | ) | (7,453 | ) | ||||||||||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.508 | Semi-Annual | 07/06/31 | USD | 2,523,000 | (20,994 | ) | (20,994 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.390 | Monthly | 12/11/32 | USD | 400,000 | (44,160 | ) | (44,160 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.962 | Monthly | 04/30/33 | USD | 530,000 | (93,213 | ) | (93,213 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 3.148 | Monthly | 10/18/33 | USD | 520,000 | (104,696 | ) | (104,696 | ) | ||||||||||||||||||||||||
$ | (299,845 | ) | $ | (300,020 | ) |
At June 30, 2021, the following OTC total return swaps were outstanding for Voya Global Bond Portfolio:
Pay/Receive Total Return(1) | Reference Entity | Reference Entity Payment Frequency | (Pay)/ Receive Financing Rate | Floating Rate Payment Frequency | Counterparty | Termination Date | Notional Amount | Fair Value | Upfront Payments Paid/ (Received) | Unrealized Appreciation/ (Depreciation) | |||||||||||||||||||||||||||||||||
Receive | Japanese Government 20-year Issue | At Maturity | (0.06 | )% | At Maturity | BNP Paribas Bank | 09/10/21 | JPY | 50,000,000 | $ | 2,868 | $ | — | $ | 2,868 | ||||||||||||||||||||||||||||
Receive | Japanese Government 5-year Issue | At Maturity | (0.07 | )% | At Maturity | BNP Paribas Bank | 09/13/21 | JPY | 1,457,000,000 | 2,811 | — | 2,811 | |||||||||||||||||||||||||||||||
Receive | Japanese Government 20-year Issue | At Maturity | (0.03 | )% | At Maturity | Citibank N.A. | 07/15/21 | JPY | 345,000,000 | 33,547 | — | 33,547 | |||||||||||||||||||||||||||||||
Receive | Japanese Government 30-year Issue | At Maturity | (0.06 | )% | At Maturity | Nomura Global Financial Products Inc. | 08/20/21 | JPY | 230,000,000 | (9,709 | ) | — | (9,709 | ) | |||||||||||||||||||||||||||||
$ | 29,517 | $ | — | $ | 29,517 |
At June 30, 2021, the following OTC purchased foreign currency options were outstanding for Voya Global Bond Portfolio:
Description | Counterparty | Expiration Date | Exercise Price | Notional Amount | Cost | Fair Value | |||||||||||||||||||||
Put AUD vs. Call USD | Standard Chartered Bank | 09/17/21 | 0.733 | USD | 8,495,000 | $ | 63,390 | $ | 68,686 | ||||||||||||||||||
$ | 63,390 | $ | 68,686 |
At June 30, 2021, the following OTC written foreign currency options were outstanding for Voya Global Bond Portfolio:
Description | Counterparty | Expiration Date | Exercise Price | Notional Amount | Premiums Received | Fair Value | |||||||||||||||||||||
Put AUD vs. Call USD | Standard Chartered Bank | 07/19/21 | 0.751 | USD | 4,854,000 | $ | 33,755 | $ | (43,076 | ) | |||||||||||||||||
$ | 33,755 | $ | (43,076 | ) |
See Accompanying Notes to Financial Statements
80
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
At June 30, 2021, the following OTC written interest rate swaptions were outstanding for Voya Global Bond Portfolio:
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Premiums Received | Fair Value | |||||||||||||||||||||||||||
Call on 10-Year Interest Rate Swap(2) | BNP Paribas | Pay | 1.450% | 3-month USD-LIBOR | 07/01/21 | USD | 4,565,000 | $ | 18,488 | $ | (14,378 | ) | |||||||||||||||||||||||
Call on 10-Year Interest Rate Swap(2) | Morgan Stanley Capital Services LLC | Pay | 1.740% | 3-month USD-LIBOR | 09/23/21 | USD | 4,235,000 | 27,242 | (47,682 | ) | |||||||||||||||||||||||||
Call on 10-Year Interest Rate Swap(2) | Morgan Stanley Capital Services LLC | Pay | 1.420% | 3-month USD-LIBOR | 07/01/21 | USD | 4,565,000 | 24,309 | (5,889 | ) | |||||||||||||||||||||||||
Put on 10-Year Interest Rate Swap(3) | BNP Paribas | Receive | 1.450% | 3-month USD-LIBOR | 07/01/21 | USD | 4,565,000 | 18,488 | (1,843 | ) | |||||||||||||||||||||||||
Put on 10-Year Interest Rate Swap(3) | Morgan Stanley Capital Services LLC | Receive | 1.420% | 3-month USD-LIBOR | 07/01/21 | USD | 4,565,000 | 24,309 | (6,428 | ) | |||||||||||||||||||||||||
Put on 10-Year Interest Rate Swap(3) | Morgan Stanley Capital Services LLC | Receive | 2.740% | 3-month USD-LIBOR | 09/23/21 | USD | 4,235,000 | 47,294 | (2,455 | ) | |||||||||||||||||||||||||
$ | 160,130 | $ | (78,675 | ) |
(1) The Portfolio will pay or receive the total return of the reference entity depending on whether the return is positive or negative. Where the Portfolio has elected to receive the total return of the reference entity if positive, it will be responsible for paying the floating rate and the total return of the reference entity, if negative. If the Portfolio has elected to pay the total return of the reference entity if positive, it will receive the floating rate and the total return of the reference entity, if negative.
(2) Portfolio pays the exercise rate semi-annually and receives the floating rate index quarterly.
(3) Portfolio receives the exercise rate semi-annually and pays the floating rate index quarterly.
Currency Abbreviations
AUD — Australian Dollar
BRL — Brazilian Real
CAD — Canadian Dollar
CHF — Swiss Franc
CLP — Chilean Peso
COP — Colombian Peso
CNY — Chinese Yuan
CZK — Czech Koruna
DKK — Danish Krone
EUR — EU Euro
GBP — British Pound
HKD — Hong Kong Sar Dollar
HUF — Hungarian Forint
IDR — Indonesian Rupiah
ILS — Israeli New Shekel
JPY — Japanese Yen
KRW — South Korean Won
MXN — Mexican Peso
MYR — Malaysian Ringgit
NOK — Norwegian Krone
NZD — New Zealand Dollar
PEN — Peruvian Nuevo Sol
PHP — Philippine Peso
PLN — Polish Zloty
RON — Romanian New Leu
RUB — Russian Ruble
SEK — Swedish Krona
SGD — Singapore Dollar
THB — Thai Baht
TRY — Turkish Lira
USD — United States Dollar
ZAR — South African Rand
See Accompanying Notes to Financial Statements
81
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
A summary of derivative instruments by primary risk exposure is outlined in the following tables.
The fair value of derivative instruments as of June 30, 2021 was as follows:
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | |||||||||
Asset Derivatives | |||||||||||
Foreign exchange contracts | Investments in securities at value* | $ | 68,686 | ||||||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | 1,300,012 | |||||||||
Interest rate contracts | Variation margin receivable on futures contracts** | 115,767 | |||||||||
Interest rate contracts | Variation margin receivable on centrally cleared swaps** | 1,992,381 | |||||||||
Interest rate contracts | Unrealized appreciation on OTC swap agreements | 39,226 | |||||||||
Total Asset Derivatives | $ | 3,516,072 | |||||||||
Liability Derivatives | |||||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 3,159,837 | ||||||||
Interest rate contracts | Variation margin payable on futures contracts** | 308,561 | |||||||||
Interest rate contracts | Variation margin payable on centrally cleared swaps** | 2,292,400 | |||||||||
Interest rate contracts | Unrealized depreciation on OTC swap agreements | 9,709 | |||||||||
Interest rate contracts | Written options, at fair value | 78,675 | |||||||||
Foreign exchange contracts | Written options, at fair value | 43,076 | |||||||||
Total Liability Derivatives | $ | 5,892,258 |
* Includes purchased options.
** The fair value presented above represents the cumulative unrealized appreciation (depreciation) on futures contracts and centrally cleared swaps as reported in the tables within the Portfolio of Investments. In the Statement of Assets and Liabilities, only current day's unsettled variation margin is reported in receivables or payables on futures contracts and centrally cleared swaps and the net cumulative unrealized appreciation (depreciation) is included in total distributable earnings (loss).
The effect of derivative instruments on the Portfolio's Statement of Operations for the period ended June 30, 2021 was as follows:
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | |||||||||||||||||||||||||||
Derivatives not accounted for as hedging instruments | Investments* | Forward foreign currency contracts | Futures | Swaps | Written options | Total | |||||||||||||||||||||
Credit Contracts | $ | — | $ | — | $ | — | $ | (37,884 | ) | $ | — | $ | (37,884 | ) | |||||||||||||
Foreign exchange contracts | (132,345 | ) | (449,234 | ) | — | — | 87,234 | (494,345 | ) | ||||||||||||||||||
Interest rate contracts | 68,183 | — | 365,210 | (1,361,606 | ) | 836,293 | (91,920 | ) | |||||||||||||||||||
Total | $ | (64,162 | ) | $ | (449,234 | ) | $ | 365,210 | $ | (1,399,490 | ) | $ | 923,527 | $ | (624,149 | ) | |||||||||||
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | |||||||||||||||||||||||||||
Derivatives not accounted for as hedging instruments | Investments* | Forward foreign currency contracts | Futures | Swaps | Written options | Total | |||||||||||||||||||||
Equity contracts | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | |||||||||||||||
Credit contracts | (5,673 | ) | — | — | — | — | (5,673 | ) | |||||||||||||||||||
Foreign exchange contracts | 48,634 | (2,598,215 | ) | — | — | (39,563 | ) | (2,589,144 | ) | ||||||||||||||||||
Interest rate contracts | — | — | (275,596 | ) | 64,313 | 81,455 | (129,828 | ) | |||||||||||||||||||
Total | $ | 42,961 | $ | (2,598,215 | ) | $ | (275,596 | ) | $ | 64,313 | $ | 41,892 | $ | (2,724,645 | ) |
* Amounts recognized for purchased options are included in net realized gain (loss) on investments and net change in unrealized appreciation or depreciation on investments.
See Accompanying Notes to Financial Statements
82
PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
The following is a summary by counterparty of the fair value of OTC derivative instruments subject to Master Netting Agreements and collateral pledged (received), if any, at June 30, 2021:
Barclays Bank PLC | BNP Paribas | Brown Brothers Harriman & Co. | Citibank N.A. | Credit Suisse International | Deutsche Bank AG | Goldman Sachs International | HSBC Bank USA N.A. | JPMorgan Chase Bank N.A. | Morgan Stanley Capital Services LLC | Nomura Global Financial Products Inc. | Standard Chartered Bank | State Street Bank and Trust Co. | Totals | ||||||||||||||||||||||||||||||||||||||||||||||
Assets: | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Purchased options | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | 68,686 | $ | — | $ | 68,686 | |||||||||||||||||||||||||||||||
Forward foreign currency contracts | 36,277 | 418,613 | 249,619 | 168,924 | 8,770 | 6,720 | 22,712 | 3,596 | 7,533 | 241,377 | — | 51,097 | 84,774 | 1,300,012 | |||||||||||||||||||||||||||||||||||||||||||||
Total return swaps | — | 5,679 | — | 33,547 | — | — | — | — | — | — | — | — | — | 39,226 | |||||||||||||||||||||||||||||||||||||||||||||
Total Assets | $ | 36,277 | $ | 424,292 | $ | 249,619 | $ | 202,471 | $ | 8,770 | $ | 6,720 | $ | 22,712 | $ | 3,596 | $ | 7,533 | $ | 241,377 | $ | — | $ | 119,783 | $ | 84,774 | $ | 1,407,924 | |||||||||||||||||||||||||||||||
Liabilities: | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | 22,713 | $ | 1,484,752 | $ | 121,163 | $ | 449,943 | $ | — | $ | 221 | $ | 44,591 | $ | — | $ | 186 | $ | 743,653 | $ | — | $ | 23,337 | $ | 269,278 | $ | 3,159,837 | |||||||||||||||||||||||||||||||
Total return swaps | — | — | — | — | — | — | — | — | — | — | 9,709 | — | — | 9,709 | |||||||||||||||||||||||||||||||||||||||||||||
Written options | — | 16,221 | — | — | — | — | — | — | — | 62,454 | — | 43,076 | — | 121,751 | |||||||||||||||||||||||||||||||||||||||||||||
Total Liabilities | $ | 22,713 | $ | 1,500,973 | $ | 121,163 | $ | 449,943 | $ | — | $ | 221 | $ | 44,591 | $ | — | $ | 186 | $ | 806,107 | $ | 9,709 | $ | 66,413 | $ | 269,278 | $ | 3,291,297 | |||||||||||||||||||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | 13,564 | $ | (1,076,681 | ) | $ | 128,456 | $ | (247,472 | ) | $ | 8,770 | $ | 6,499 | $ | (21,879 | ) | $ | 3,596 | $ | 7,347 | $ | (564,730 | ) | $ | (9,709 | ) | $ | 53,370 | $ | (184,504 | ) | $ | (1,883,373 | ) | ||||||||||||||||||||||||
Total collateral pledged by the Portfolio/ (Received from counterparty) | $ | — | $ | 860,000 | $ | — | $ | 247,472 | $ | — | $ | — | $ | — | $ | — | $ | — | $ | 420,000 | $ | — | $ | — | $ | — | $ | 1,527,472 | |||||||||||||||||||||||||||||||
Net Exposure(1)(2) | $ | 13,564 | $ | (216,681 | ) | $ | 128,456 | $ | — | $ | 8,770 | $ | 6,499 | $ | (21,879 | ) | $ | 3,596 | $ | 7,347 | $ | (144,730 | ) | $ | (9,709 | ) | $ | 53,370 | $ | (184,504 | ) | $ | (355,901 | ) |
(1) Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Portfolio. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features.
(2) At June 30, 2021 the Portfolio had pledged $290,000 in cash collateral to Citibank N.A. Excess cash collateral is not shown for financial reporting purposes.
At June 30, 2021, 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 $174,550,837.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 10,630,391 | |||||
Gross Unrealized Depreciation | (9,135,826 | ) | |||||
Net Unrealized Appreciation | $ | 1,494,565 |
See Accompanying Notes to Financial Statements
83
VOYA INTERNATIONAL HIGH DIVIDEND PORTFOLIO OF INVESTMENTS
LOW VOLATILITY PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 97.7% | |||||||||||||||||||
Australia: 8.1% | |||||||||||||||||||
44,381 | ASX Ltd. | $ | 2,587,226 | 0.6 | |||||||||||||||
759,271 | Aurizon Holdings Ltd. | 2,114,837 | 0.5 | ||||||||||||||||
580,007 | AusNet Services Ltd. | 760,199 | 0.2 | ||||||||||||||||
250,061 | Australia & New Zealand Banking Group Ltd. | 5,278,274 | 1.2 | ||||||||||||||||
79,020 | BHP Group Ltd. | 2,874,777 | 0.7 | ||||||||||||||||
280,274 | Brambles Ltd. | 2,405,301 | 0.5 | ||||||||||||||||
8,110 | CSL Ltd. | 1,734,477 | 0.4 | ||||||||||||||||
199,519 | Fortescue Metals Group Ltd. | 3,485,389 | 0.8 | ||||||||||||||||
162,654 | Goodman Group | 2,574,114 | 0.6 | ||||||||||||||||
685,069 | Medibank Pvt Ltd. | 1,624,181 | 0.4 | ||||||||||||||||
67,519 | Rio Tinto Ltd. | 6,401,187 | 1.5 | ||||||||||||||||
155,964 | Telstra Corp., Ltd. | 439,880 | 0.1 | ||||||||||||||||
55,097 | Wesfarmers Ltd. | 2,442,623 | 0.6 | ||||||||||||||||
34,722,465 | 8.1 | ||||||||||||||||||
Austria: 0.4% | |||||||||||||||||||
27,389 | OMV AG | 1,563,019 | 0.4 | ||||||||||||||||
Belgium: 0.5% | |||||||||||||||||||
4,465 | Groupe Bruxelles Lambert S.A. | 499,951 | 0.1 | ||||||||||||||||
17,427 | UCB S.A. | 1,825,154 | 0.4 | ||||||||||||||||
2,325,105 | 0.5 | ||||||||||||||||||
China: 0.7% | |||||||||||||||||||
830,500 | BOC Hong Kong Holdings Ltd. | 2,814,823 | 0.7 | ||||||||||||||||
Denmark: 2.8% | |||||||||||||||||||
561 | AP Moller - Maersk A/S - Class B | 1,615,068 | 0.4 | ||||||||||||||||
132,189 | Danske Bank A/S | 2,327,970 | 0.6 | ||||||||||||||||
9,655 | DSV PANALPINA A/S | 2,253,844 | 0.5 | ||||||||||||||||
35,751 | Novozymes A/S | 2,697,400 | 0.6 | ||||||||||||||||
117,104 | Tryg A/S | 2,876,398 | 0.7 | ||||||||||||||||
11,770,680 | 2.8 | ||||||||||||||||||
Finland: 2.7% | |||||||||||||||||||
43,144 | Elisa OYJ | 2,574,638 | 0.6 | ||||||||||||||||
36,047 | Kone Oyj | 2,941,941 | 0.7 | ||||||||||||||||
378,998 | Nordea Bank Abp | 4,220,490 | 1.0 | ||||||||||||||||
39,085 | Orion Oyj | 1,680,435 | 0.4 | ||||||||||||||||
11,417,504 | 2.7 | ||||||||||||||||||
France: 8.6% | |||||||||||||||||||
25,513 | Air Liquide SA | 4,473,695 | 1.0 | ||||||||||||||||
45,173 | BNP Paribas | 2,835,035 | 0.7 | ||||||||||||||||
36,454 | Bouygues SA | 1,350,249 | 0.3 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
27,371 | (1 | ) | Bureau Veritas SA | $ | 866,660 | 0.2 | |||||||||||||
22,929 | Cie de Saint-Gobain | 1,513,215 | 0.4 | ||||||||||||||||
19,631 | Cie Generale des Etablissements Michelin SCA | 3,133,009 | 0.7 | ||||||||||||||||
10,403 | Dassault Systemes SE | 2,524,763 | 0.6 | ||||||||||||||||
160,859 | Engie SA | 2,205,787 | 0.5 | ||||||||||||||||
6,142 | (2 | ) | Iliad SA | 899,914 | 0.2 | ||||||||||||||
20,595 | Legrand S.A. | 2,182,722 | 0.5 | ||||||||||||||||
246,313 | Orange SA | 2,811,111 | 0.7 | ||||||||||||||||
51,930 | Sanofi | 5,455,888 | 1.3 | ||||||||||||||||
12,895 | Schneider Electric SE | 2,032,822 | 0.5 | ||||||||||||||||
51,434 | (1 | ) | SCOR SE | 1,637,405 | 0.4 | ||||||||||||||
8,049 | SEB SA | 1,456,088 | 0.3 | ||||||||||||||||
33,938 | (2 | ) | Vivendi SE | 1,140,285 | 0.3 | ||||||||||||||
36,518,648 | 8.6 | ||||||||||||||||||
Germany: 8.9% | |||||||||||||||||||
32,645 | Bayerische Motoren Werke AG | 3,460,869 | 0.8 | ||||||||||||||||
36,835 | Daimler AG | 3,291,518 | 0.8 | ||||||||||||||||
14,297 | Deutsche Boerse AG | 2,495,482 | 0.6 | ||||||||||||||||
83,513 | Deutsche Post AG | 5,687,617 | 1.3 | ||||||||||||||||
220,137 | Deutsche Telekom AG | 4,655,888 | 1.1 | ||||||||||||||||
35,154 | E.ON AG | 406,720 | 0.1 | ||||||||||||||||
16,882 | GEA Group AG | 684,060 | 0.2 | ||||||||||||||||
16,289 | Hannover Rueck SE | 2,726,903 | 0.6 | ||||||||||||||||
14,520 | LEG Immobilien SE | 2,090,248 | 0.5 | ||||||||||||||||
5,764 | Merck KGaA | 1,105,972 | 0.3 | ||||||||||||||||
6,638 | Muenchener Rueckversicherungs- Gesellschaft AG | 1,819,211 | 0.4 | ||||||||||||||||
40,494 | RWE AG | 1,468,196 | 0.3 | ||||||||||||||||
13,731 | Siemens AG | 2,180,187 | 0.5 | ||||||||||||||||
18,516 | Symrise AG | 2,580,325 | 0.6 | ||||||||||||||||
363,029 | Telefonica Deutschland Holding AG | 958,295 | 0.2 | ||||||||||||||||
39,384 | Vonovia SE | 2,545,206 | 0.6 | ||||||||||||||||
38,156,697 | 8.9 | ||||||||||||||||||
Hong Kong: 3.1% | |||||||||||||||||||
218,500 | CK Infrastructure Holdings Ltd. | 1,301,587 | 0.3 | ||||||||||||||||
306,500 | CLP Holdings Ltd. | 3,029,093 | 0.7 | ||||||||||||||||
437,500 | HK Electric Investments & HK Electric Investments Ltd. - Stapled Security | 443,332 | 0.1 | ||||||||||||||||
869,000 | HKT Trust & HKT Ltd. - Stapled Security | 1,183,644 | 0.3 |
See Accompanying Notes to Financial Statements
84
VOYA INTERNATIONAL HIGH DIVIDEND PORTFOLIO OF INVESTMENTS
LOW VOLATILITY PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Hong Kong (continued) | |||||||||||||||||||
34,800 | Hong Kong Exchanges and Clearing Ltd. | $ | 2,071,636 | 0.5 | |||||||||||||||
253,000 | Hongkong Land Holdings Ltd. - HKHGF | 1,204,896 | 0.3 | ||||||||||||||||
449,500 | Power Assets Holdings Ltd. | 2,758,160 | 0.6 | ||||||||||||||||
76,500 | Sun Hung Kai Properties Ltd. | 1,136,939 | 0.3 | ||||||||||||||||
13,129,287 | 3.1 | ||||||||||||||||||
Ireland: 0.6% | |||||||||||||||||||
34,217 | CRH PLC | 1,730,395 | 0.4 | ||||||||||||||||
16,703 | Smurfit Kappa PLC | 908,363 | 0.2 | ||||||||||||||||
2,638,758 | 0.6 | ||||||||||||||||||
Israel: 1.4% | |||||||||||||||||||
312,162 | (1 | ) | Bank Hapoalim BM | 2,506,230 | 0.6 | ||||||||||||||
342,734 | (1 | ) | Bank Leumi Le-Israel BM | 2,604,341 | 0.6 | ||||||||||||||
202,966 | (1 | ) | Israel Discount Bank Ltd. | 966,896 | 0.2 | ||||||||||||||
6,077,467 | 1.4 | ||||||||||||||||||
Italy: 5.7% | |||||||||||||||||||
171,802 | Assicurazioni Generali S.p.A. | 3,449,210 | 0.8 | ||||||||||||||||
103,329 | Enel S.p.A. | 960,222 | 0.2 | ||||||||||||||||
315,507 | ENI S.p.A. | 3,846,508 | 0.9 | ||||||||||||||||
139,177 | (1 | ) | FinecoBank Banca Fineco SpA | 2,428,817 | 0.6 | ||||||||||||||
1,605,065 | Intesa Sanpaolo SpA | 4,440,145 | 1.0 | ||||||||||||||||
191,251 | (3 | ) | Poste Italiane SpA | 2,531,308 | 0.6 | ||||||||||||||
28,131 | Recordati Industria Chimica e Farmaceutica SpA | 1,609,153 | 0.4 | ||||||||||||||||
421,544 | Snam SpA | 2,438,524 | 0.6 | ||||||||||||||||
376,601 | Terna SPA | 2,808,566 | 0.6 | ||||||||||||||||
24,512,453 | 5.7 | ||||||||||||||||||
Japan: 24.1% | |||||||||||||||||||
125,200 | Ajinomoto Co., Inc. | 3,252,650 | 0.8 | ||||||||||||||||
71,000 | Capcom Co., Ltd. | 2,075,233 | 0.5 | ||||||||||||||||
35,500 | Chubu Electric Power Co., Inc. | 434,330 | 0.1 | ||||||||||||||||
55,500 | Dai Nippon Printing Co., Ltd. | 1,174,461 | 0.3 | ||||||||||||||||
4,800 | Daito Trust Construction Co., Ltd. | 523,692 | 0.1 | ||||||||||||||||
56,500 | Daiwa House Industry Co., Ltd. | 1,698,870 | 0.4 | ||||||||||||||||
717,500 | ENEOS Holdings, Inc. | 3,006,901 | 0.7 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
55,500 | Honda Motor Co., Ltd. | $ | 1,785,060 | 0.4 | |||||||||||||||
17,800 | Hoya Corp. | 2,354,412 | 0.6 | ||||||||||||||||
109,300 | Idemitsu Kosan Co., Ltd. | 2,640,766 | 0.6 | ||||||||||||||||
103,200 | Itochu Corp. | 2,977,806 | 0.7 | ||||||||||||||||
217,900 | Japan Post Bank Co. Ltd. | 1,832,618 | 0.4 | ||||||||||||||||
165,600 | (2 | ) | Japan Tobacco, Inc. | 3,129,562 | 0.7 | ||||||||||||||
13,900 | KDDI Corp. | 433,064 | 0.1 | ||||||||||||||||
9,600 | Konami Holdings Corp. | 574,943 | 0.1 | ||||||||||||||||
25,300 | Lawson, Inc. | 1,171,809 | 0.3 | ||||||||||||||||
58,500 | Lixil Corp. | 1,513,826 | 0.4 | ||||||||||||||||
111,000 | Mitsubishi Corp. | 3,032,104 | 0.7 | ||||||||||||||||
1,047,000 | Mitsubishi UFJ Financial Group, Inc. | 5,639,412 | 1.3 | ||||||||||||||||
200,100 | Mizuho Financial Group, Inc. | 2,867,934 | 0.7 | ||||||||||||||||
52,900 | MS&AD Insurance Group Holdings, Inc. | 1,529,456 | 0.4 | ||||||||||||||||
24,000 | NEC Corp. | 1,234,905 | 0.3 | ||||||||||||||||
3,800 | Nintendo Co., Ltd. | 2,198,957 | 0.5 | ||||||||||||||||
7,100 | Nippon Shinyaku Co., Ltd. | 564,859 | 0.1 | ||||||||||||||||
151,200 | Nippon Telegraph & Telephone Corp. | 3,953,153 | 0.9 | ||||||||||||||||
11,600 | Nitori Co., Ltd. | 2,048,527 | 0.5 | ||||||||||||||||
17,300 | Nitto Denko Corp. | 1,288,339 | 0.3 | ||||||||||||||||
59,100 | Nomura Real Estate Holdings, Inc. | 1,496,933 | 0.4 | ||||||||||||||||
133,400 | Osaka Gas Co., Ltd. | 2,489,097 | 0.6 | ||||||||||||||||
42,600 | (2 | ) | Otsuka Holdings Co. Ltd. | 1,768,838 | 0.4 | ||||||||||||||
5,100 | Rohm Co., Ltd. | 469,342 | 0.1 | ||||||||||||||||
35,900 | Santen Pharmaceutical Co., Ltd. | 495,479 | 0.1 | ||||||||||||||||
33,500 | Secom Co., Ltd. | 2,553,390 | 0.6 | ||||||||||||||||
126,600 | Sekisui House Ltd. | 2,599,702 | 0.6 | ||||||||||||||||
2,800 | SMC Corp. | 1,656,465 | 0.4 | ||||||||||||||||
324,500 | SoftBank Corp. | 4,242,834 | 1.0 | ||||||||||||||||
27,200 | Sohgo Security Services Co., Ltd. | 1,239,252 | 0.3 | ||||||||||||||||
181,100 | Sumitomo Corp. | 2,428,268 | 0.6 | ||||||||||||||||
106,100 | Sumitomo Electric Industries Ltd. | 1,567,089 | 0.4 | ||||||||||||||||
129,300 | Sumitomo Mitsui Financial Group, Inc. | 4,457,226 | 1.1 | ||||||||||||||||
85,700 | Sumitomo Mitsui Trust Holdings, Inc. | 2,733,848 | 0.6 | ||||||||||||||||
98,800 | T&D Holdings, Inc. | 1,282,117 | 0.3 | ||||||||||||||||
131,600 | Tohoku Electric Power Co., Inc. | 1,031,799 | 0.2 | ||||||||||||||||
58,100 | Tokio Marine Holdings, Inc. | 2,676,102 | 0.6 |
See Accompanying Notes to Financial Statements
85
VOYA INTERNATIONAL HIGH DIVIDEND PORTFOLIO OF INVESTMENTS
LOW VOLATILITY PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Japan (continued) | |||||||||||||||||||
81,800 | Tokyo Gas Co., Ltd. | $ | 1,542,885 | 0.4 | |||||||||||||||
21,300 | Toyo Suisan Kaisha Ltd. | 820,956 | 0.2 | ||||||||||||||||
13,300 | Toyota Industries Corp. | 1,150,120 | 0.3 | ||||||||||||||||
48,400 | Trend Micro, Inc. | 2,534,394 | 0.6 | ||||||||||||||||
19,200 | Tsuruha Holdings, Inc. | 2,234,595 | 0.5 | ||||||||||||||||
56,200 | Welcia Holdings Co. Ltd. | 1,837,661 | 0.4 | ||||||||||||||||
98,100 | Yamada Holdings Co. Ltd. | 453,627 | 0.1 | ||||||||||||||||
65,400 | Yamato Holdings Co., Ltd. | 1,858,276 | 0.4 | ||||||||||||||||
102,557,944 | 24.1 | ||||||||||||||||||
Netherlands: 3.5% | |||||||||||||||||||
2,416 | ASM International NV | 796,861 | 0.2 | ||||||||||||||||
75,762 | Koninklijke Ahold Delhaize NV | 2,256,154 | 0.5 | ||||||||||||||||
12,577 | Koninklijke DSM NV | 2,351,052 | 0.6 | ||||||||||||||||
205,754 | Koninklijke KPN NV | 643,526 | 0.1 | ||||||||||||||||
41,534 | Koninklijke Philips NV | 2,061,502 | 0.5 | ||||||||||||||||
23,591 | Koninklijke Vopak NV | 1,072,393 | 0.2 | ||||||||||||||||
39,345 | Randstad NV | 3,016,191 | 0.7 | ||||||||||||||||
27,631 | Wolters Kluwer NV | 2,777,292 | 0.7 | ||||||||||||||||
14,974,971 | 3.5 | ||||||||||||||||||
New Zealand: 0.4% | |||||||||||||||||||
21,575 | Fisher & Paykel Healthcare Corp. Ltd. | 469,350 | 0.1 | ||||||||||||||||
367,340 | Spark New Zealand Ltd. | 1,233,044 | 0.3 | ||||||||||||||||
1,702,394 | 0.4 | ||||||||||||||||||
Norway: 0.7% | |||||||||||||||||||
23,191 | Gjensidige Forsikring ASA | 511,327 | 0.1 | ||||||||||||||||
139,467 | Orkla ASA | 1,421,328 | 0.3 | ||||||||||||||||
19,716 | Yara International ASA | 1,038,922 | 0.3 | ||||||||||||||||
2,971,577 | 0.7 | ||||||||||||||||||
Portugal: 0.2% | |||||||||||||||||||
60,675 | Galp Energia SGPS SA | 659,697 | 0.2 | ||||||||||||||||
Singapore: 1.4% | |||||||||||||||||||
341,400 | Mapletree Logistics Trust | 521,907 | 0.1 | ||||||||||||||||
134,400 | Oversea-Chinese Banking Corp., Ltd. | 1,197,738 | 0.3 | ||||||||||||||||
279,300 | Singapore Exchange Ltd. | 2,326,254 | 0.6 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
606,400 | Singapore Telecommunications Ltd. | $ | 1,034,589 | 0.2 | |||||||||||||||
21,500 | United Overseas Bank Ltd. | 414,034 | 0.1 | ||||||||||||||||
29,500 | Venture Corp. Ltd. | 422,025 | 0.1 | ||||||||||||||||
5,916,547 | 1.4 | ||||||||||||||||||
South Africa: 0.0% | |||||||||||||||||||
1,621 | (1 | ) | Thungela Resources Ltd. | 4,462 | 0.0 | ||||||||||||||
Spain: 1.6% | |||||||||||||||||||
69,554 | (2 | ) | Enagas | 1,607,594 | 0.4 | ||||||||||||||
103,362 | (2 | ) | Endesa S.A. | 2,509,189 | 0.6 | ||||||||||||||
95,613 | (2 | ) | Red Electrica Corp. SA | 1,775,165 | 0.4 | ||||||||||||||
88,433 | (2 | ) | Repsol SA | 1,110,945 | 0.2 | ||||||||||||||
7,002,893 | 1.6 | ||||||||||||||||||
Sweden: 1.3% | |||||||||||||||||||
18,779 | Epiroc AB | 427,888 | 0.1 | ||||||||||||||||
67,978 | (2 | ) | Lundin Energy AB | 2,409,990 | 0.6 | ||||||||||||||
146,170 | Swedish Match AB | 1,246,556 | 0.3 | ||||||||||||||||
72,689 | (2 | ) | Tele2 AB | 991,038 | 0.2 | ||||||||||||||
97,314 | Telia Co. AB | 432,216 | 0.1 | ||||||||||||||||
5,507,688 | 1.3 | ||||||||||||||||||
Switzerland: 4.9% | |||||||||||||||||||
2,158 | (1 | ) | EMS-Chemie Holding AG | 2,121,113 | 0.5 | ||||||||||||||
1,864 | Geberit AG - Reg | 1,400,183 | 0.3 | ||||||||||||||||
55,256 | Holcim Ltd. | 3,321,333 | 0.8 | ||||||||||||||||
18,585 | Nestle SA | 2,316,566 | 0.5 | ||||||||||||||||
44,317 | Novartis AG | 4,042,889 | 1.0 | ||||||||||||||||
6,722 | Roche Holding AG | 2,533,106 | 0.6 | ||||||||||||||||
12,985 | Zurich Insurance Group AG | 5,215,626 | 1.2 | ||||||||||||||||
20,950,816 | 4.9 | ||||||||||||||||||
United Kingdom: 16.1% | |||||||||||||||||||
146,221 | 3i Group PLC | 2,372,998 | 0.6 | ||||||||||||||||
46,764 | Admiral Group Plc | 2,034,800 | 0.5 | ||||||||||||||||
16,214 | Anglo American PLC | 645,222 | 0.1 | ||||||||||||||||
665,453 | Aviva PLC | 3,735,818 | 0.9 | ||||||||||||||||
233,489 | BAE Systems PLC | 1,687,194 | 0.4 | ||||||||||||||||
971,605 | Barclays PLC | 2,305,691 | 0.5 | ||||||||||||||||
1,012,200 | BP PLC | 4,438,891 | 1.0 | ||||||||||||||||
95,545 | British American Tobacco PLC | 3,709,586 | 0.9 | ||||||||||||||||
7,020 | Croda International PLC | 715,998 | 0.2 | ||||||||||||||||
490,042 | Direct Line Insurance Group PLC | 1,932,828 | 0.4 |
See Accompanying Notes to Financial Statements
86
VOYA INTERNATIONAL HIGH DIVIDEND PORTFOLIO OF INVESTMENTS
LOW VOLATILITY PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
United Kingdom (continued) | |||||||||||||||||||
60,855 | Evraz PLC | $ | 499,268 | 0.1 | |||||||||||||||
7,670 | Ferguson PLC | 1,067,105 | 0.2 | ||||||||||||||||
372,307 | GlaxoSmithKline PLC | 7,319,209 | 1.7 | ||||||||||||||||
18,997 | Hargreaves Lansdown PLC | 418,017 | 0.1 | ||||||||||||||||
46,106 | Hikma Pharmaceuticals PLC | 1,560,312 | 0.4 | ||||||||||||||||
160,366 | Imperial Brands PLC | 3,457,925 | 0.8 | ||||||||||||||||
660,050 | J Sainsbury Plc | 2,484,343 | 0.6 | ||||||||||||||||
17,849 | London Stock Exchange Group PLC | 1,972,499 | 0.5 | ||||||||||||||||
634,846 | M&G PLC | 2,011,129 | 0.5 | ||||||||||||||||
326,328 | Natwest Group PLC | 918,377 | 0.2 | ||||||||||||||||
70,797 | Persimmon PLC | 2,900,098 | 0.7 | ||||||||||||||||
147,867 | Phoenix Group Holdings PLC | 1,384,185 | 0.3 | ||||||||||||||||
37,956 | Reckitt Benckiser Group PLC | 3,353,416 | 0.8 | ||||||||||||||||
295,243 | Sage Group PLC/The | 2,796,609 | 0.6 | ||||||||||||||||
228,138 | Segro PLC | 3,453,612 | 0.8 | ||||||||||||||||
462,926 | Standard Chartered PLC | 2,954,299 | 0.7 | ||||||||||||||||
38,902 | Unilever PLC | 2,277,106 | 0.6 | ||||||||||||||||
50,742 | United Utilities Group PLC | 684,875 | 0.2 | ||||||||||||||||
1,987,685 | Vodafone Group PLC | 3,331,415 | 0.8 | ||||||||||||||||
68,422,825 | 16.1 | ||||||||||||||||||
Total Common Stock (Cost $361,762,052) | 416,318,720 | 97.7 | |||||||||||||||||
EXCHANGE-TRADED FUNDS: 0.9% | |||||||||||||||||||
78,940 | iShares MSCI EAFE Value Index ETF | 4,085,934 | 0.9 | ||||||||||||||||
Total Exchange- Traded Funds (Cost $4,164,549) | 4,085,934 | 0.9 | |||||||||||||||||
PREFERRED STOCK: 0.4% | |||||||||||||||||||
Germany: 0.4% | |||||||||||||||||||
11,457 | Fuchs Petrolub AG | 557,547 | 0.1 | ||||||||||||||||
10,470 | Henkel AG & Co. KGaA | 1,105,776 | 0.3 | ||||||||||||||||
Total Preferred Stock (Cost $1,594,312) | 1,663,323 | 0.4 | |||||||||||||||||
Total Long-Term Investments (Cost $367,520,913) | 422,067,977 | 99.0 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 4.3% | |||||||||||||||||||
Repurchase Agreements: 4.2% | |||||||||||||||||||
4,235,800 | (4 | ) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $4,235,806, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $4,320,516, due 07/25/21-05/20/71) | $ | 4,235,800 | 1.0 | |||||||||||||
1,389,882 | (4 | ) | Citigroup, Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $1,389,884, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,417,680, due 07/01/21-01/15/59) | 1,389,882 | 0.3 | ||||||||||||||
1,573,010 | (4 | ) | JVB Financial Group LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $1,573,014, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $1,604,470, due 08/01/21-06/01/51) | 1,573,010 | 0.4 |
See Accompanying Notes to Financial Statements
87
VOYA INTERNATIONAL HIGH DIVIDEND PORTFOLIO OF INVESTMENTS
LOW VOLATILITY PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Repurchase Agreements (continued) | |||||||||||||||||||
1,998,507 | (4 | ) | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $1,998,510, collateralized by various U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $2,038,480, due 05/01/24-04/20/71) | $ | 1,998,507 | 0.5 | |||||||||||||
4,235,800 | (4 | ) | Palafox Trading LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $4,235,810, collateralized by various U.S. Government Securities, 1.125%, Market Value plus accrued interest $4,320,528, due 02/28/27) | 4,235,800 | 1.0 | ||||||||||||||
3,118,737 | (4 | ) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/21, 0.11%, due 07/01/21 (Repurchase Amount $3,118,746, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $3,181,452, due 07/15/23-02/15/48) | 3,118,737 | 0.7 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
1,295,057 | (4 | ) | Stonex Financial Inc., Repurchase Agreement dated 06/30/21, 0.10%, due 07/01/21 (Repurchase Amount $1,295,061, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.320%-9.000%, Market Value plus accrued interest $1,320,958, due 12/01/21-05/20/71) | $ | 1,295,057 | 0.3 | |||||||||||||
Total Repurchase Agreements (Cost $17,846,793) | 17,846,793 | 4.2 | |||||||||||||||||
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Mutual Funds: 0.1% | |||||||||||||||||||
216,000 | (4 | ),(5) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% | $ | 216,000 | 0.1 | |||||||||||||
136,000 | (4 | ),(5) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.020% | 136,000 | 0.0 | ||||||||||||||
Total Mutual Funds (Cost $352,000) | 352,000 | 0.1 | |||||||||||||||||
Total Short-Term Investments (Cost $18,198,793) | 18,198,793 | 4.3 | |||||||||||||||||
Total Investments in Securities (Cost $385,719,706) | $ | 440,266,770 | 103.3 | ||||||||||||||||
Liabilities in Excess of Other Assets | (14,153,454 | ) | (3.3 | ) | |||||||||||||||
Net Assets | $ | 426,113,316 | 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) Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers.
(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 June 30, 2021.
See Accompanying Notes to Financial Statements
88
VOYA INTERNATIONAL HIGH DIVIDEND PORTFOLIO OF INVESTMENTS
LOW VOLATILITY PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Geographic Diversification
as of June 30, 2021
(as a percentage of net assets)
Japan | 24.1 | % | |||||
United Kingdom | 16.1 | % | |||||
Germany | 9.3 | % | |||||
France | 8.6 | % | |||||
Australia | 8.1 | % | |||||
Italy | 5.7 | % | |||||
Switzerland | 4.9 | % | |||||
Netherlands | 3.5 | % | |||||
Hong Kong | 3.1 | % | |||||
Denmark | 2.8 | % | |||||
Countries between 0.0% - 2.7%^ | 11.9 | % | |||||
Assets in Excess of Other Liabilities* | 1.9 | % | |||||
Net Assets | 100.0 | % |
^ Includes 13 countries, which each represents 0.0% - 2.7% of net assets.
* Includes short-term investments and exchange-traded funds.
Portfolio holdings are subject to change daily.
Sector Diversification | Percentage of Net Assets | ||||||
Financials | 25.7 | % | |||||
Industrials | 13.3 | ||||||
Materials | 8.8 | ||||||
Health Care | 8.6 | ||||||
Consumer Staples | 8.5 | ||||||
Communication Services | 8.4 | ||||||
Utilities | 7.2 | ||||||
Consumer Discretionary | 6.2 | ||||||
Energy | 4.9 | ||||||
Real Estate | 4.0 | ||||||
Information Technology | 2.5 | ||||||
Exchange-Traded Funds | 0.9 | ||||||
Short-Term Investments | 4.3 | ||||||
Liabilities in Excess of Other Assets | (3.3 | ) | |||||
Net Assets | 100.0 | % |
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 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 June 30, 2021 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Australia | $ | — | $ | 34,722,465 | $ | — | $ | 34,722,465 | |||||||||||
Austria | — | 1,563,019 | — | 1,563,019 | |||||||||||||||
Belgium | — | 2,325,105 | — | 2,325,105 | |||||||||||||||
China | — | 2,814,823 | — | 2,814,823 | |||||||||||||||
Denmark | — | 11,770,680 | — | 11,770,680 | |||||||||||||||
Finland | — | 11,417,504 | — | 11,417,504 | |||||||||||||||
France | — | 36,518,648 | — | 36,518,648 | |||||||||||||||
Germany | — | 38,156,697 | — | 38,156,697 | |||||||||||||||
Hong Kong | — | 13,129,287 | — | 13,129,287 | |||||||||||||||
Ireland | — | 2,638,758 | — | 2,638,758 | |||||||||||||||
Israel | — | 6,077,467 | — | 6,077,467 | |||||||||||||||
Italy | — | 24,512,453 | — | 24,512,453 | |||||||||||||||
Japan | — | 102,557,944 | — | 102,557,944 | |||||||||||||||
Netherlands | — | 14,974,971 | — | 14,974,971 | |||||||||||||||
New Zealand | — | 1,702,394 | — | 1,702,394 | |||||||||||||||
Norway | — | 2,971,577 | — | 2,971,577 | |||||||||||||||
Portugal | — | 659,697 | — | 659,697 | |||||||||||||||
Singapore | — | 5,916,547 | — | 5,916,547 | |||||||||||||||
South Africa | 4,462 | — | — | 4,462 | |||||||||||||||
Spain | — | 7,002,893 | — | 7,002,893 | |||||||||||||||
Sweden | 427,888 | 5,079,800 | — | 5,507,688 | |||||||||||||||
Switzerland | — | 20,950,816 | — | 20,950,816 | |||||||||||||||
United Kingdom | 2,277,106 | 66,145,719 | — | 68,422,825 | |||||||||||||||
Total Common Stock | 2,709,456 | 413,609,264 | — | 416,318,720 | |||||||||||||||
Exchange-Traded Funds | 4,085,934 | — | — | 4,085,934 | |||||||||||||||
Preferred Stock | — | 1,663,323 | — | 1,663,323 | |||||||||||||||
Short-Term Investments | 352,000 | 17,846,793 | — | 18,198,793 | |||||||||||||||
Total Investments, at fair value | $ | 7,147,390 | $ | 433,119,380 | $ | — | $ | 440,266,770 |
^ See Note 2, "Significant Accounting Policies" in the Notes to Financial Statements for additional information.
# 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.
See Accompanying Notes to Financial Statements
89
VOYA INTERNATIONAL HIGH DIVIDEND PORTFOLIO OF INVESTMENTS
LOW VOLATILITY PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
The effect of derivative instruments on the Portfolio's Statement of Operations for the period ended June 30, 2021 was as follows:
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | |||||||
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | ||||||
Foreign exchange contracts | $ | (1,753 | ) | ||||
Total | $ | (1,753 | ) | ||||
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | |||||||
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | ||||||
Foreign exchange contracts | $ | (10 | ) | ||||
Total | $ | (10 | ) |
At June 30, 2021, 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 $388,121,065.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 60,481,914 | |||||
Gross Unrealized Depreciation | (7,948,355 | ) | |||||
Net Unrealized Appreciation | $ | 52,533,559 |
See Accompanying Notes to Financial Statements
90
VY® AMERICAN CENTURY PORTFOLIO OF INVESTMENTS
SMALL-MID CAP VALUE PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 99.4% | |||||||||||||||||||
Communication Services: 1.3% | |||||||||||||||||||
164,223 | Entravision Communications Corp. | $ | 1,097,010 | 0.3 | |||||||||||||||
107,854 | Fox Corp. - Class B | 3,796,461 | 0.9 | ||||||||||||||||
14,491 | (1 | ) | Townsquare Media, Inc. | 184,760 | 0.1 | ||||||||||||||
5,078,231 | 1.3 | ||||||||||||||||||
Consumer Discretionary: 10.0% | |||||||||||||||||||
79,213 | (1 | ) | Accel Entertainment, Inc. | 940,258 | 0.2 | ||||||||||||||
27,162 | Advance Auto Parts, Inc. | 5,572,013 | 1.4 | ||||||||||||||||
10,174 | (1 | ) | BJ's Restaurants, Inc. | 499,951 | 0.1 | ||||||||||||||
64,250 | BorgWarner, Inc. | 3,118,695 | 0.8 | ||||||||||||||||
31,800 | (2 | ) | Bridgestone Corp. | 1,445,386 | 0.4 | ||||||||||||||
16,705 | Brunswick Corp. | 1,664,152 | 0.4 | ||||||||||||||||
30,318 | (1 | ) | Dave & Buster's Entertainment, Inc. | 1,230,911 | 0.3 | ||||||||||||||
38,130 | (1 | ) | Dollar Tree, Inc. | 3,793,935 | 0.9 | ||||||||||||||
8,590 | Genuine Parts Co. | 1,086,377 | 0.3 | ||||||||||||||||
39,551 | (1 | ),(2) | Hayward Holdings, Inc. | 1,029,117 | 0.3 | ||||||||||||||
90,082 | Honda Motor Co., Ltd. ADR | 2,898,839 | 0.7 | ||||||||||||||||
20,525 | (1 | ) | Malibu Boats, Inc. | 1,505,098 | 0.4 | ||||||||||||||
33,164 | (1 | ) | MarineMax, Inc. | 1,616,413 | 0.4 | ||||||||||||||
1,539 | (1 | ) | Mohawk Industries, Inc. | 295,781 | 0.1 | ||||||||||||||
26,844 | OneWater Marine, Inc. | 1,128,253 | 0.3 | ||||||||||||||||
34,198 | Penske Auto Group, Inc. | 2,581,607 | 0.6 | ||||||||||||||||
13,782 | Polaris, Inc. | 1,887,583 | 0.5 | ||||||||||||||||
39,855 | (1 | ) | Red Robin Gourmet Burgers, Inc. | 1,319,599 | 0.3 | ||||||||||||||
35,601 | (1 | ) | Skyline Champion Corp. | 1,897,533 | 0.5 | ||||||||||||||
30,963 | (1 | ) | Sodexo SA | 2,893,784 | 0.7 | ||||||||||||||
41,056 | (1 | ) | Tapestry, Inc. | 1,785,115 | 0.4 | ||||||||||||||
40,190,400 | 10.0 | ||||||||||||||||||
Consumer Staples: 7.0% | |||||||||||||||||||
150,089 | Conagra Brands, Inc. | 5,460,238 | 1.4 | ||||||||||||||||
49,286 | Edgewell Personal Care Co. | 2,163,655 | 0.5 | ||||||||||||||||
27,556 | General Mills, Inc. | 1,678,987 | 0.4 | ||||||||||||||||
15,261 | (1 | ),(2) | Honest Co., Inc./The | 247,076 | 0.1 | ||||||||||||||
18,124 | JM Smucker Co. | 2,348,327 | 0.6 | ||||||||||||||||
29,053 | Kellogg Co. | 1,868,979 | 0.5 | ||||||||||||||||
19,054 | Kimberly-Clark Corp. | 2,549,044 | 0.6 | ||||||||||||||||
171,474 | Koninklijke Ahold Delhaize NV | 5,106,410 | 1.3 | ||||||||||||||||
208,713 | Orkla ASA | 2,127,024 | 0.5 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
35,390 | Spectrum Brands Holdings, Inc. | $ | 3,009,566 | 0.7 | |||||||||||||||
19,848 | Sysco Corp. | 1,543,182 | 0.4 | ||||||||||||||||
28,102,488 | 7.0 | ||||||||||||||||||
Energy: 3.9% | |||||||||||||||||||
99,549 | Baker Hughes Co. | 2,276,686 | 0.6 | ||||||||||||||||
58,111 | (1 | ) | ChampionX Corp. | 1,490,547 | 0.4 | ||||||||||||||
18,707 | Cimarex Energy Co. | 1,355,322 | 0.3 | ||||||||||||||||
83,156 | ConocoPhillips | 5,064,200 | 1.2 | ||||||||||||||||
50,389 | Devon Energy Corp. | 1,470,855 | 0.4 | ||||||||||||||||
23,087 | (1 | ) | Earthstone Energy, Inc. | 255,573 | 0.0 | ||||||||||||||
21,500 | (2 | ),(3) | Enviva Partners L.P. | 1,126,815 | 0.3 | ||||||||||||||
1,538 | (1 | ),(2) | NCS Multistage Holdings, Inc. | 46,709 | 0.0 | ||||||||||||||
16,873 | Pioneer Natural Resources Co. | 2,742,200 | 0.7 | ||||||||||||||||
15,828,907 | 3.9 | ||||||||||||||||||
Financials: 21.4% | |||||||||||||||||||
81,972 | Aflac, Inc. | 4,398,618 | 1.1 | ||||||||||||||||
17,791 | Allstate Corp. | 2,320,658 | 0.6 | ||||||||||||||||
6,333 | A-Mark Precious Metals, Inc. | 294,484 | 0.1 | ||||||||||||||||
14,241 | Ameriprise Financial, Inc. | 3,544,300 | 0.9 | ||||||||||||||||
28,395 | Ameris Bancorp. | 1,437,639 | 0.4 | ||||||||||||||||
7,989 | Arthur J. Gallagher & Co. | 1,119,099 | 0.3 | ||||||||||||||||
41,419 | Axis Capital Holdings Ltd. | 2,029,945 | 0.5 | ||||||||||||||||
139,188 | Bank of New York Mellon Corp. | 7,130,601 | 1.8 | ||||||||||||||||
40,517 | BankUnited, Inc. | 1,729,671 | 0.4 | ||||||||||||||||
77,620 | Capitol Federal Financial, Inc. | 914,364 | 0.2 | ||||||||||||||||
35,638 | Chubb Ltd. | 5,664,304 | 1.4 | ||||||||||||||||
9,607 | Commerce Bancshares, Inc. | 716,298 | 0.2 | ||||||||||||||||
94,905 | (3 | ) | Compass Diversified Holdings | 2,420,077 | 0.6 | ||||||||||||||
65,753 | (1 | ) | Donnelley Financial Solutions, Inc. | 2,169,849 | 0.5 | ||||||||||||||
16,298 | Eastern Bankshares, Inc. | 335,250 | 0.1 | ||||||||||||||||
30,150 | First BanCorp. Puerto Rico | 359,388 | 0.1 | ||||||||||||||||
70,593 | First Hawaiian, Inc. | 2,000,606 | 0.5 | ||||||||||||||||
6,376 | First Mid Bancshares, Inc. | 258,292 | 0.1 | ||||||||||||||||
4,304 | (1 | ) | Five Star Bancorp | 103,942 | 0.0 | ||||||||||||||
110,995 | FNB Corp. | 1,368,568 | 0.3 | ||||||||||||||||
22,118 | Hartford Financial Services Group, Inc. | 1,370,652 | 0.3 |
See Accompanying Notes to Financial Statements
91
VY® AMERICAN CENTURY PORTFOLIO OF INVESTMENTS
SMALL-MID CAP VALUE PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Financials (continued) | |||||||||||||||||||
11,521 | Hilltop Holdings, Inc. | $ | 419,364 | 0.1 | |||||||||||||||
62,267 | Home Bancshares, Inc./Conway AR | 1,536,750 | 0.4 | ||||||||||||||||
7,843 | Independent Bank Corp. | 592,146 | 0.1 | ||||||||||||||||
23,909 | Independent Bank Group, Inc. | 1,768,788 | 0.4 | ||||||||||||||||
19,739 | James River Group Holdings Ltd. | 740,607 | 0.2 | ||||||||||||||||
18,959 | M&T Bank Corp. | 2,754,932 | 0.7 | ||||||||||||||||
53,383 | Northern Trust Corp. | 6,172,142 | 1.5 | ||||||||||||||||
75,833 | Old National Bancorp. | 1,335,419 | 0.3 | ||||||||||||||||
17,808 | Origin Bancorp, Inc. | 756,128 | 0.2 | ||||||||||||||||
37,707 | Pacific Premier Bancorp, Inc. | 1,594,629 | 0.4 | ||||||||||||||||
15,787 | Premier Financial Corp. | 448,509 | 0.1 | ||||||||||||||||
15,616 | ProAssurance Corp. | 355,264 | 0.1 | ||||||||||||||||
28,055 | (1 | ) | ProSight Global, Inc. | 357,982 | 0.1 | ||||||||||||||
21,455 | Prosperity Bancshares, Inc. | 1,540,469 | 0.4 | ||||||||||||||||
26,134 | Provident Financial Services, Inc. | 598,207 | 0.1 | ||||||||||||||||
7,426 | QCR Holdings, Inc. | 357,116 | 0.1 | ||||||||||||||||
37,572 | Reinsurance Group of America, Inc. | 4,283,208 | 1.1 | ||||||||||||||||
9,386 | Renasant Corp. | 375,440 | 0.1 | ||||||||||||||||
4,594 | Signature Bank | 1,128,516 | 0.3 | ||||||||||||||||
14,226 | South State Corp. | 1,163,118 | 0.3 | ||||||||||||||||
22,508 | State Street Corp. | 1,851,958 | 0.5 | ||||||||||||||||
16,701 | T. Rowe Price Group, Inc. | 3,306,297 | 0.8 | ||||||||||||||||
29,253 | TowneBank/ Portsmouth VA | 889,876 | 0.2 | ||||||||||||||||
67,157 | Truist Financial Corp. | 3,727,214 | 0.9 | ||||||||||||||||
25,928 | UMB Financial Corp. | 2,412,860 | 0.6 | ||||||||||||||||
180,527 | Valley National Bancorp | 2,424,478 | 0.6 | ||||||||||||||||
28,645 | Westamerica Bancorp. | 1,662,269 | 0.4 | ||||||||||||||||
86,240,291 | 21.4 | ||||||||||||||||||
Health Care: 11.9% | |||||||||||||||||||
22,111 | (1 | ) | Apria, Inc. | 619,108 | 0.2 | ||||||||||||||
18,756 | Baxter International, Inc. | 1,509,858 | 0.4 | ||||||||||||||||
12,447 | Becton Dickinson & Co. | 3,026,986 | 0.8 | ||||||||||||||||
80,231 | Cardinal Health, Inc. | 4,580,388 | 1.1 | ||||||||||||||||
28,739 | (1 | ) | Centene Corp. | 2,095,935 | 0.5 | ||||||||||||||
68,984 | Cerner Corp. | 5,391,789 | 1.3 | ||||||||||||||||
32,660 | (1 | ) | Envista Holdings Corp. | 1,411,239 | 0.4 | ||||||||||||||
56,545 | (1 | ) | Henry Schein, Inc. | 4,195,074 | 1.1 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
24,619 | Koninklijke Philips Electronics NV | $ | 1,223,564 | 0.3 | |||||||||||||||
17,719 | McKesson Corp. | 3,388,582 | 0.8 | ||||||||||||||||
7,606 | National Healthcare Corp. | 531,659 | 0.1 | ||||||||||||||||
17,390 | Premier, Inc. | 604,998 | 0.2 | ||||||||||||||||
40,540 | Quest Diagnostics, Inc. | 5,350,064 | 1.3 | ||||||||||||||||
36,262 | Universal Health Services, Inc. | 5,309,845 | 1.3 | ||||||||||||||||
52,898 | Zimmer Biomet Holdings, Inc. | 8,507,056 | 2.1 | ||||||||||||||||
47,746,145 | 11.9 | ||||||||||||||||||
Industrials: 18.9% | |||||||||||||||||||
12,627 | Albany International Corp. | 1,127,086 | 0.3 | ||||||||||||||||
14,589 | Arcosa, Inc. | 856,958 | 0.2 | ||||||||||||||||
410,823 | BAE Systems PLC | 2,968,612 | 0.7 | ||||||||||||||||
10,059 | Barrett Business Services, Inc. | 730,384 | 0.2 | ||||||||||||||||
42,536 | (1 | ) | Beacon Roofing Supply, Inc. | 2,265,042 | 0.6 | ||||||||||||||
30,180 | Brink's Co. | 2,319,031 | 0.6 | ||||||||||||||||
40,042 | (1 | ) | Ceco Environmental Corp. | 286,701 | 0.1 | ||||||||||||||
44,526 | (1 | ),(2) | Charah Solutions, Inc. | 224,856 | 0.0 | ||||||||||||||
40,644 | (1 | ) | Colfax Corp. | 1,861,902 | 0.5 | ||||||||||||||
47,410 | (1 | ) | Cornerstone Building Brands, Inc. | 861,914 | 0.2 | ||||||||||||||
18,881 | Crane Co. | 1,744,038 | 0.4 | ||||||||||||||||
5,914 | Cummins, Inc. | 1,441,892 | 0.4 | ||||||||||||||||
44,640 | Deluxe Corp. | 2,132,453 | 0.5 | ||||||||||||||||
67,583 | (1 | ),(2) | DIRTT Environmental Solutions | 288,917 | 0.1 | ||||||||||||||
27,462 | (1 | ) | DXP Enterprises, Inc. | 914,485 | 0.2 | ||||||||||||||
19,474 | (1 | ) | Dycom Industries, Inc. | 1,451,397 | 0.4 | ||||||||||||||
61,640 | Emerson Electric Co. | 5,932,234 | 1.5 | ||||||||||||||||
7,285 | EnPro Industries, Inc. | 707,738 | �� | 0.2 | |||||||||||||||
61,672 | (1 | ) | Gates Industrial Corp. PLC | 1,114,413 | 0.3 | ||||||||||||||
20,233 | General Dynamics Corp. | 3,809,065 | 0.9 | ||||||||||||||||
26,479 | (1 | ) | GMS, Inc. | 1,274,699 | 0.3 | ||||||||||||||
16,463 | Graham Corp. | 226,531 | 0.1 | ||||||||||||||||
17,343 | Healthcare Services Group, Inc. | 547,519 | 0.1 | ||||||||||||||||
110,552 | Heartland Express, Inc. | 1,893,756 | 0.5 | ||||||||||||||||
19,548 | Hubbell, Inc. | 3,652,348 | 0.9 | ||||||||||||||||
2,356 | Hurco Cos, Inc. | 82,460 | 0.0 | ||||||||||||||||
58,222 | IMI PLC | 1,385,260 | 0.3 | ||||||||||||||||
23,848 | Johnson Controls International plc | 1,636,688 | 0.4 |
See Accompanying Notes to Financial Statements
92
VY® AMERICAN CENTURY PORTFOLIO OF INVESTMENTS
SMALL-MID CAP VALUE PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Industrials (continued) | |||||||||||||||||||
96,744 | (1 | ) | KAR Auction Services, Inc. | $ | 1,697,857 | 0.4 | |||||||||||||
7,919 | (1 | ) | Karat Packaging, Inc. | 161,310 | 0.0 | ||||||||||||||
27,523 | KBR, Inc. | 1,050,002 | 0.3 | ||||||||||||||||
26,330 | Korn Ferry | 1,910,241 | 0.5 | ||||||||||||||||
31,232 | Loomis AB | 977,055 | 0.3 | ||||||||||||||||
17,300 | Luxfer Holdings PLC | 384,925 | 0.1 | ||||||||||||||||
455 | Luxfer Holdings PLC ADR | 10,124 | 0.0 | ||||||||||||||||
46,291 | MSC Industrial Direct Co. | 4,153,691 | 1.0 | ||||||||||||||||
9,328 | (1 | ) | NV5 Global, Inc. | 881,589 | 0.2 | ||||||||||||||
161,963 | nVent Electric PLC | 5,059,724 | 1.3 | ||||||||||||||||
19,606 | Oshkosh Corp. | 2,443,692 | 0.6 | ||||||||||||||||
22,914 | Paccar, Inc. | 2,045,074 | 0.5 | ||||||||||||||||
32,664 | Republic Services, Inc. | 3,593,367 | 0.9 | ||||||||||||||||
86,986 | (1 | ) | Southwest Airlines Co. | 4,618,087 | 1.1 | ||||||||||||||
37,041 | (2 | ) | Tecnoglass, Inc. | 792,677 | 0.2 | ||||||||||||||
13,768 | Textron, Inc. | 946,825 | 0.2 | ||||||||||||||||
21,235 | Timken Co. | 1,711,329 | 0.4 | ||||||||||||||||
76,175,948 | 18.9 | ||||||||||||||||||
Information Technology: 8.6% | |||||||||||||||||||
5,370 | Advanced Energy Industries, Inc. | 605,253 | 0.2 | ||||||||||||||||
20,946 | Amdocs Ltd. | 1,620,383 | 0.4 | ||||||||||||||||
44,949 | (1 | ) | Avaya Holdings Corp. | 1,209,128 | 0.3 | ||||||||||||||
53,088 | Avnet, Inc. | 2,127,767 | 0.5 | ||||||||||||||||
18,409 | Belden, Inc. | 930,943 | 0.2 | ||||||||||||||||
35,547 | CDK Global, Inc. | 1,766,331 | 0.4 | ||||||||||||||||
7,981 | (1 | ) | Coherent, Inc. | 2,109,698 | 0.5 | ||||||||||||||
8,899 | (1 | ) | Euronet Worldwide, Inc. | 1,204,480 | 0.3 | ||||||||||||||
51,806 | EVERTEC, Inc. | 2,261,332 | 0.6 | ||||||||||||||||
15,605 | (1 | ) | F5 Networks, Inc. | 2,912,829 | 0.7 | ||||||||||||||
108,344 | HP, Inc. | 3,270,905 | 0.8 | ||||||||||||||||
17,727 | (1 | ) | IBEX Holdings Ltd. | 346,031 | 0.1 | ||||||||||||||
43,319 | (1 | ) | II-VI, Inc. | 3,144,526 | 0.8 | ||||||||||||||
69,300 | Juniper Networks, Inc. | 1,895,355 | 0.5 | ||||||||||||||||
29,302 | Kulicke & Soffa Industries, Inc. | 1,793,282 | 0.4 | ||||||||||||||||
46,969 | Open Text Corp. | 2,386,025 | 0.6 | ||||||||||||||||
18,043 | (1 | ) | TaskUS, Inc. | 617,792 | 0.2 | ||||||||||||||
10,812 | TE Connectivity Ltd. | 1,461,891 | 0.4 | ||||||||||||||||
54,758 | (1 | ) | Teradata Corp. | 2,736,257 | 0.7 | ||||||||||||||
34,400,208 | 8.6 | ||||||||||||||||||
Materials: 5.3% | |||||||||||||||||||
126,587 | Amcor PLC | 1,450,687 | 0.4 | ||||||||||||||||
79,067 | (1 | ) | Axalta Coating Systems Ltd. | 2,410,753 | 0.6 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
180,854 | Graphic Packaging Holding Co. | $ | 3,280,692 | 0.8 | |||||||||||||||
17,635 | Minerals Technologies, Inc. | 1,387,345 | 0.3 | ||||||||||||||||
158,150 | Mondi PLC | 4,163,813 | 1.0 | ||||||||||||||||
13,891 | Packaging Corp. of America | 1,881,119 | 0.5 | ||||||||||||||||
109,620 | Pactiv Evergreen, Inc. | 1,651,973 | 0.4 | ||||||||||||||||
77,335 | Sonoco Products Co. | 5,173,712 | 1.3 | ||||||||||||||||
21,400,094 | 5.3 | ||||||||||||||||||
Real Estate: 5.6% | |||||||||||||||||||
99,848 | (2 | ) | Brandywine Realty Trust | 1,368,916 | 0.3 | ||||||||||||||
32,619 | Cousins Properties, Inc. | 1,199,727 | 0.3 | ||||||||||||||||
2,526 | Equinix, Inc. | 2,027,368 | 0.5 | ||||||||||||||||
8,653 | Essex Property Trust, Inc. | 2,595,987 | 0.6 | ||||||||||||||||
34,757 | Four Corners Property Trust, Inc. | 959,641 | 0.2 | ||||||||||||||||
18,792 | Getty Realty Corp. | 585,371 | 0.1 | ||||||||||||||||
11,702 | Healthcare Realty Trust, Inc. | 353,400 | 0.1 | ||||||||||||||||
86,912 | Healthcare Trust of America, Inc. | 2,320,550 | 0.6 | ||||||||||||||||
107,209 | Healthpeak Properties, Inc. | 3,568,988 | 0.9 | ||||||||||||||||
12,939 | Highwoods Properties, Inc. | 584,455 | 0.1 | ||||||||||||||||
32,612 | Kite Realty Group Trust | 717,790 | 0.2 | ||||||||||||||||
29,244 | Lexington Realty Trust | 349,466 | 0.1 | ||||||||||||||||
82,549 | MGM Growth Properties LLC | 3,022,944 | 0.8 | ||||||||||||||||
9,907 | National Health Investors, Inc. | 664,264 | 0.2 | ||||||||||||||||
10,753 | NETSTREIT Corp. | 247,964 | 0.1 | ||||||||||||||||
12,903 | Physicians Realty Trust | 238,318 | 0.1 | ||||||||||||||||
10,171 | Sabra Healthcare REIT, Inc. | 185,112 | 0.1 | ||||||||||||||||
34,993 | (1 | ) | Summit Hotel Properties, Inc. | 326,485 | 0.1 | ||||||||||||||
5,674 | Weingarten Realty Investors | 181,965 | 0.0 | ||||||||||||||||
26,024 | Weyerhaeuser Co. | 895,746 | 0.2 | ||||||||||||||||
22,394,457 | 5.6 | ||||||||||||||||||
Utilities: 5.5% | |||||||||||||||||||
22,998 | Atmos Energy Corp. | 2,210,338 | 0.6 | ||||||||||||||||
83,540 | Edison International | 4,830,283 | 1.2 | ||||||||||||||||
25,375 | Evergy, Inc. | 1,533,411 | 0.4 | ||||||||||||||||
20,715 | Eversource Energy | 1,662,172 | 0.4 | ||||||||||||||||
66,581 | NorthWestern Corp. | 4,009,508 | 1.0 |
See Accompanying Notes to Financial Statements
93
VY® AMERICAN CENTURY PORTFOLIO OF INVESTMENTS
SMALL-MID CAP VALUE PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Utilities (continued) | |||||||||||||||||||
54,983 | Pinnacle West Capital Corp. | $ | 4,506,956 | 1.1 | |||||||||||||||
20,396 | South Jersey Industries, Inc. | 528,868 | 0.1 | ||||||||||||||||
30,123 | Spire, Inc. | 2,176,989 | 0.5 | ||||||||||||||||
10,995 | Xcel Energy, Inc. | 724,351 | 0.2 | ||||||||||||||||
22,182,876 | 5.5 | ||||||||||||||||||
Total Common Stock (Cost $323,520,721) | 399,740,045 | 99.4 | |||||||||||||||||
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 1.6% | |||||||||||||||||||
Repurchase Agreements: 1.2% | |||||||||||||||||||
1,091,800 | (4 | ) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,091,801, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $1,113,636, due 07/25/21-05/20/71) | 1,091,800 | 0.3 | ||||||||||||||
1,091,771 | (4 | ) | Citigroup, Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $1,091,773, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,113,606, due 07/01/21-01/15/59) | 1,091,771 | 0.3 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
1,091,771 | (4 | ) | Daiwa Capital Markets, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,091,772, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,113,606, due 11/30/21-07/01/51) | $ | 1,091,771 | 0.2 | |||||||||||||
323,622 | (4 | ) | Deutsche Bank Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $323,622, collateralized by various U.S. Government Agency Obligations, 1.500%-5.500%, Market Value plus accrued interest $330,094, due 03/01/25-07/01/51) | 323,622 | 0.1 | ||||||||||||||
1,091,771 | (4 | ) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,091,772, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $1,113,606, due 08/01/21-04/15/62) | 1,091,771 | 0.3 | ||||||||||||||
Total Repurchase Agreements (Cost $4,690,735) | 4,690,735 | 1.2 |
See Accompanying Notes to Financial Statements
94
VY® AMERICAN CENTURY PORTFOLIO OF INVESTMENTS
SMALL-MID CAP VALUE PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Mutual Funds: 0.4% | |||||||||||||||||||
1,785,760 | (5 | ) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $1,785,760) | $ | 1,785,760 | 0.4 | |||||||||||||
Total Short-Term Investments (Cost $6,476,495) | 6,476,495 | 1.6 | |||||||||||||||||
Total Investments in Securities (Cost $329,997,216) | $ | 406,216,540 | 101.0 | ||||||||||||||||
Liabilities in Excess of Other Assets | (3,979,727 | ) | (1.0 | ) | |||||||||||||||
Net Assets | $ | 402,236,813 | 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) 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 June 30, 2021.
Sector Diversification
as of June 30, 2021
(as a percentage of net assets)
Financials | 21.4 | % | |||||
Industrials | 18.9 | % | |||||
Health Care | 11.9 | % | |||||
Consumer Discretionary | 10.0 | % | |||||
Information Technology | 8.6 | % | |||||
Consumer Staples | 7.0 | % | |||||
Real Estate | 5.6 | % | |||||
Utilities | 5.5 | % | |||||
Materials | 5.3 | % | |||||
Energy | 3.9 | % | |||||
Communication Services | 1.3 | % | |||||
Assets in Excess of Other Liabilities* | 0.6 | % | |||||
Net Assets | 100.0 | % |
* Includes short-term investments.
Portfolio holdings are subject to change daily.
See Accompanying Notes to Financial Statements
95
VY® AMERICAN CENTURY PORTFOLIO OF INVESTMENTS
SMALL-MID CAP VALUE PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 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 June 30, 2021 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Communication Services | $ | 5,078,231 | $ | — | $ | — | $ | 5,078,231 | |||||||||||
Consumer Discretionary | 35,851,230 | 4,339,170 | — | 40,190,400 | |||||||||||||||
Consumer Staples | 20,869,054 | 7,233,434 | — | 28,102,488 | |||||||||||||||
Energy | 15,828,907 | — | — | 15,828,907 | |||||||||||||||
Financials | 86,240,291 | — | — | 86,240,291 | |||||||||||||||
Health Care | 47,746,145 | — | — | 47,746,145 | |||||||||||||||
Industrials | 72,230,281 | 3,945,667 | — | 76,175,948 | |||||||||||||||
Information Technology | 34,400,208 | — | — | 34,400,208 | |||||||||||||||
Materials | 17,236,281 | 4,163,813 | — | 21,400,094 | |||||||||||||||
Real Estate | 22,394,457 | — | — | 22,394,457 | |||||||||||||||
Utilities | 22,182,876 | — | — | 22,182,876 | |||||||||||||||
Total Common Stock | 380,057,961 | 19,682,084 | — | 399,740,045 | |||||||||||||||
Short-Term Investments | 1,785,760 | 4,690,735 | — | 6,476,495 | |||||||||||||||
Total Investments, at fair value | $ | 381,843,721 | $ | 24,372,819 | $ | — | $ | 406,216,540 | |||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | — | 94,400 | — | 94,400 | |||||||||||||||
Total Assets | $ | 381,843,721 | $ | 24,467,219 | $ | — | $ | 406,310,940 | |||||||||||
Liabilities Table | |||||||||||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (2,085 | ) | $ | — | $ | (2,085 | ) | |||||||||
Total Liabilities | $ | — | $ | (2,085 | ) | $ | — | $ | (2,085 | ) |
^ See Note 2, "Significant Accounting Policies" in the Notes to Financial Statements for additional information.
+ 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.
At June 30, 2021, 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) | |||||||||||||||
USD | 2,647,757 | JPY | 292,836,647 | Bank of America N.A. | 09/30/21 | $ | 9,732 | ||||||||||||
USD | 7,647,693 | EUR | 6,411,815 | Credit Suisse AG | 09/30/21 | 30,267 | |||||||||||||
GBP | 135,211 | USD | 188,361 | JPMorgan Chase Bank N.A. | 09/30/21 | (1,285 | ) | ||||||||||||
USD | 7,577,247 | GBP | 5,443,659 | JPMorgan Chase Bank N.A. | 09/30/21 | 45,481 | |||||||||||||
NOK | 503,372 | USD | 59,282 | UBS AG | 09/30/21 | (800 | ) | ||||||||||||
USD | 845,325 | SEK | 7,196,946 | UBS AG | 09/30/21 | 3,635 | |||||||||||||
USD | 1,916,570 | NOK | 16,451,139 | UBS AG | 09/30/21 | 5,285 | |||||||||||||
$ | 92,315 |
Currency Abbreviations
EUR — EU Euro
GBP — British Pound
JPY — Japanese Yen
NOK — Norwegian Krone
SEK — Swedish Krona
USD — United States Dollar
See Accompanying Notes to Financial Statements
96
VY® AMERICAN CENTURY PORTFOLIO OF INVESTMENTS
SMALL-MID CAP VALUE PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
A summary of derivative instruments by primary risk exposure is outlined in the following tables.
The fair value of derivative instruments as of June 30, 2021 was as follows:
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | |||||||||
Asset Derivatives | |||||||||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | $ | 94,400 | ||||||||
Total Asset Derivatives | $ | 94,400 | |||||||||
Liability Derivatives | |||||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 2,085 | ||||||||
Total Liability Derivatives | $ | 2,085 |
The effect of derivative instruments on the Portfolio's Statement of Operations for the period ended June 30, 2021 was as follows:
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | |||||||
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | ||||||
Foreign exchange contracts | $ | 54,856 | |||||
Total | $ | 54,856 | |||||
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | |||||||
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | ||||||
Foreign exchange contracts | $ | 212,380 | |||||
Total | $ | 212,380 |
At June 30, 2021, 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 $338,323,424.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 78,839,848 | |||||
Gross Unrealized Depreciation | (10,509,259 | ) | |||||
Net Unrealized Appreciation | $ | 68,330,589 |
See Accompanying Notes to Financial Statements
97
PORTFOLIO OF INVESTMENTS
VY® BARON GROWTH PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 99.9% | |||||||||||||||||||
Communication Services: 3.8% | |||||||||||||||||||
511,000 | (1 | ) | Iridium Communications, Inc. | $ | 20,434,890 | 3.4 | |||||||||||||
170,000 | Manchester United PLC - Class A | 2,582,300 | 0.4 | ||||||||||||||||
23,017,190 | 3.8 | ||||||||||||||||||
Consumer Discretionary: 23.3% | |||||||||||||||||||
91,500 | (1 | ) | Bright Horizons Family Solutions, Inc. | 13,460,565 | 2.2 | ||||||||||||||
299,000 | Choice Hotels International, Inc. | 35,539,140 | 5.8 | ||||||||||||||||
84,900 | (1 | ) | Marriott Vacations Worldwide Corp. | 13,524,570 | 2.2 | ||||||||||||||
400,000 | (1 | ) | Penn National Gaming, Inc. | 30,596,000 | 5.0 | ||||||||||||||
82,500 | (1 | ) | Red Rock Resorts, Inc. | 3,506,250 | 0.6 | ||||||||||||||
146,647 | (1 | ) | Vail Resorts, Inc. | 46,416,708 | 7.5 | ||||||||||||||
143,043,233 | 23.3 | ||||||||||||||||||
Financials: 28.0% | |||||||||||||||||||
394,000 | (1 | ) | Arch Capital Group Ltd. | 15,342,360 | 2.5 | ||||||||||||||
130,000 | Carlyle Group, Inc./ The | 6,042,400 | 1.0 | ||||||||||||||||
139,000 | Cohen & Steers, Inc. | 11,410,510 | 1.9 | ||||||||||||||||
35,400 | Essent Group Ltd. | 1,591,230 | 0.3 | ||||||||||||||||
78,000 | Factset Research Systems, Inc. | 26,177,580 | 4.3 | ||||||||||||||||
30,325 | Houlihan Lokey, Inc. | 2,480,282 | 0.4 | ||||||||||||||||
72,130 | Kinsale Capital Group, Inc. | 11,884,860 | 1.9 | ||||||||||||||||
49,000 | Moelis & Co. | 2,787,610 | 0.4 | ||||||||||||||||
67,100 | Morningstar, Inc. | 17,252,081 | 2.8 | ||||||||||||||||
112,290 | MSCI, Inc. - Class A | 59,859,553 | 9.8 | ||||||||||||||||
110,200 | Primerica, Inc. | 16,876,028 | 2.7 | ||||||||||||||||
171,704,494 | 28.0 | ||||||||||||||||||
Health Care: 15.5% | |||||||||||||||||||
26,500 | (1 | ) | Adaptive Biotechnologies Corp. | 1,082,790 | 0.2 | ||||||||||||||
50,000 | Bio-Techne Corp. | 22,513,000 | 3.7 | ||||||||||||||||
110,800 | Dechra Pharmaceuticals PLC | 6,697,874 | 1.1 | ||||||||||||||||
49,295 | (1 | ) | Denali Therapeutics, Inc. | 3,866,700 | 0.6 | ||||||||||||||
50,500 | (1 | ) | Idexx Laboratories, Inc. | 31,893,275 | 5.2 | ||||||||||||||
6,100 | (1 | ) | Mettler Toledo International, Inc. | 8,450,574 | 1.4 | ||||||||||||||
83,100 | (1 | ) | Neogen Corp. | 3,825,924 | 0.6 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
56,000 | (1 | ) | Schrodinger, Inc./ United States | $ | 4,234,160 | 0.7 | |||||||||||||
35,000 | West Pharmaceutical Services, Inc. | 12,568,500 | 2.0 | ||||||||||||||||
95,132,797 | 15.5 | ||||||||||||||||||
Industrials: 9.1% | |||||||||||||||||||
32,784 | (1 | ) | ACV Auctions, Inc. | 840,254 | 0.1 | ||||||||||||||
49,890 | (1 | ) | BrightView Holdings, Inc. | 804,227 | 0.1 | ||||||||||||||
370,900 | (1 | ) | CoStar Group, Inc. | 30,717,938 | 5.0 | ||||||||||||||
90,000 | (1 | ) | Desktop Metal, Inc. | 1,035,000 | 0.2 | ||||||||||||||
191,696 | (1 | ),(2),(3) | GS Acquisition Holdings Corp II (Issuer) - Mirion Technologies (TopCo), Ltd. - PIPE | 1,946,654 | 0.3 | ||||||||||||||
223,212 | (1 | ),(2),(3) | Jaws Spitfire Acquisition Corp. (Issuer) - Velo3D Inc. - PIPE | 2,200,357 | 0.4 | ||||||||||||||
475,725 | (4 | ) | Marel HF | 3,305,565 | 0.5 | ||||||||||||||
4,129,898 | (1 | ),(2),(5) | Northvolt AB - Series E | 1,126,018 | 0.2 | ||||||||||||||
135,500 | (1 | ) | Trex Co., Inc. | 13,849,455 | 2.3 | ||||||||||||||
55,825,468 | 9.1 | ||||||||||||||||||
Information Technology: 13.7% | |||||||||||||||||||
53,870 | (1 | ) | Altair Engineering, Inc. | 3,715,414 | 0.6 | ||||||||||||||
82,500 | (1 | ) | ANSYS, Inc. | 28,632,450 | 4.7 | ||||||||||||||
56,667 | (1 | ),(2),(3) | Fifth Wall Acquisition Corp.(Issuer) - SmartRent.com, Inc. - PIPE | 673,158 | 0.1 | ||||||||||||||
109,000 | (1 | ) | Gartner, Inc. | 26,399,800 | 4.3 | ||||||||||||||
100,000 | (1 | ) | Guidewire Software, Inc. | 11,272,000 | 1.8 | ||||||||||||||
4,500 | Littelfuse, Inc. | 1,146,555 | 0.2 | ||||||||||||||||
150,000 | SS&C Technologies Holdings, Inc. | 10,809,000 | 1.8 | ||||||||||||||||
4,500 | (1 | ) | Wix.com Ltd. | 1,306,260 | 0.2 | ||||||||||||||
83,954,637 | 13.7 | ||||||||||||||||||
Materials: 0.5% | |||||||||||||||||||
75,568 | (1 | ) | Zymergen, Inc. | 3,023,462 | 0.5 | ||||||||||||||
Real Estate: 6.0% | |||||||||||||||||||
64,824 | Alexandria Real Estate Equities, Inc. | 11,794,079 | 1.9 | ||||||||||||||||
278,500 | Douglas Emmett, Inc. | 9,363,170 | 1.5 | ||||||||||||||||
338,837 | Gaming and Leisure Properties, Inc. | 15,698,318 | 2.6 | ||||||||||||||||
36,855,567 | 6.0 | ||||||||||||||||||
Total Common Stock (Cost $119,172,806) | 612,556,848 | 99.9 |
See Accompanying Notes to Financial Statements
98
PORTFOLIO OF INVESTMENTS
VY® BARON GROWTH PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 0.8% | |||||||||||||||||||
Mutual Funds: 0.8% | |||||||||||||||||||
4,779,012 | (6 | ) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $4,779,012) | $ | 4,779,012 | 0.8 | |||||||||||||
Total Short-Term Investments (Cost $4,779,012) | 4,779,012 | 0.8 | |||||||||||||||||
Total Investments in Securities (Cost $123,951,818) | $ | 617,335,860 | 100.7 | ||||||||||||||||
Liabilities in Excess of Other Assets | (4,005,409 | ) | (0.7 | ) | |||||||||||||||
Net Assets | $ | 613,330,451 | 100.0 |
(1) Non-income producing security.
(2) Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2021, the Portfolio held restricted securities with a fair value of $5,946,187 or 1.0% of net assets. Please refer to the table below for additional details.
(3) Represents the asset to be received in a PIPE commitment. As of June 30, 2021, the total related cost for PIPE commitments held was $4,715,750.
(4) Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers.
(5) For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs.
(6) Rate shown is the 7-day yield as of June 30, 2021.
Sector Diversification
as of June 30, 2021
(as a percentage of net assets)
Financials | 28.0 | % | |||||
Consumer Discretionary | 23.3 | % | |||||
Health Care | 15.5 | % | |||||
Information Technology | 13.7 | % | |||||
Industrials | 9.1 | % | |||||
Real Estate | 6.0 | % | |||||
Communication Services | 3.8 | % | |||||
Materials | 0.5 | % | |||||
Assets in Excess of Other Liabilities* | 0.1 | % | |||||
Net Assets | 100.0 | % |
* Includes short-term investments.
Portfolio holdings are subject to change daily.
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 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 June 30, 2021 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Communication Services | $ | 23,017,190 | $ | — | $ | — | $ | 23,017,190 | |||||||||||
Consumer Discretionary | 143,043,233 | — | — | 143,043,233 | |||||||||||||||
Financials | 171,704,494 | — | — | 171,704,494 | |||||||||||||||
Health Care | 95,132,797 | — | — | 95,132,797 | |||||||||||||||
Industrials | 50,552,439 | 4,147,011 | 1,126,018 | 55,825,468 | |||||||||||||||
Information Technology | 83,281,479 | 673,158 | — | 83,954,637 | |||||||||||||||
Materials | 3,023,462 | — | — | 3,023,462 | |||||||||||||||
Real Estate | 36,855,567 | — | — | 36,855,567 | |||||||||||||||
Total Common Stock | 606,610,661 | 4,820,169 | 1,126,018 | 612,556,848 | |||||||||||||||
Short-Term Investments | 4,779,012 | — | — | 4,779,012 | |||||||||||||||
Total Investments, at fair value | $ | 611,389,673 | $ | 4,820,169 | $ | 1,126,018 | $ | 617,335,860 |
^ See Note 2, "Significant Accounting Policies" in the Notes to Financial Statements for additional information.
# 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.
See Accompanying Notes to Financial Statements
99
PORTFOLIO OF INVESTMENTS
VY® BARON GROWTH PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
At June 30, 2021, VY® Baron Growth Portfolio held the following restricted securities:
Security | Acquisition Date | Acquisition Cost | Fair Value | ||||||||||||
Fifth Wall Acquisition Corp.(Issuer) - SmartRent.com, Inc. - PIPE | 5/27/2021 | $ | 566,670 | $ | 673,158 | ||||||||||
GS Acquisition Holdings Corp II (Issuer) - Mirion Technologies (TopCo), Ltd. - PIPE | 6/11/2021 | 1,916,960 | 1,946,654 | ||||||||||||
Jaws Spitfire Acquisition Corp. (Issuer) - Velo3D Inc. - PIPE | 4/30/2021 | 2,232,120 | 2,200,357 | ||||||||||||
Northvolt AB - Series E | 9/21/2020 | 651,737 | 1,126,018 | ||||||||||||
$ | 5,367,487 | $ | 5,946,187 |
At June 30, 2021, 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 $126,288,862.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 491,284,956 | |||||
Gross Unrealized Depreciation | (237,957 | ) | |||||
Net Unrealized Appreciation | $ | 491,046,999 |
See Accompanying Notes to Financial Statements
100
VY® COLUMBIA PORTFOLIO OF INVESTMENTS
CONTRARIAN CORE PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 98.8% | |||||||||||||||||||
Communication Services: 13.0% | |||||||||||||||||||
21,022 | Activision Blizzard, Inc. | $ | 2,006,340 | 1.0 | |||||||||||||||
1,702 | (1 | ) | Alphabet, Inc. - Class A | 4,155,926 | 2.2 | ||||||||||||||
1,971 | (1 | ) | Alphabet, Inc. - Class C | 4,939,957 | 2.6 | ||||||||||||||
66,357 | Comcast Corp. - Class A | 3,783,676 | 2.0 | ||||||||||||||||
14,455 | (1 | ) | Facebook, Inc. - Class A | 5,026,148 | 2.6 | ||||||||||||||
18,546 | (1 | ) | T-Mobile US, Inc. | 2,686,017 | 1.4 | ||||||||||||||
12,870 | (1 | ) | Walt Disney Co. | 2,262,160 | 1.2 | ||||||||||||||
24,860,224 | 13.0 | ||||||||||||||||||
Consumer Discretionary: 10.7% | |||||||||||||||||||
2,506 | (1 | ) | Amazon.com, Inc. | 8,621,041 | 4.5 | ||||||||||||||
4,263 | Darden Restaurants, Inc. | 622,355 | 0.3 | ||||||||||||||||
3,858 | (1 | ) | Dollar Tree, Inc. | 383,871 | 0.2 | ||||||||||||||
43,529 | eBay, Inc. | 3,056,171 | 1.6 | ||||||||||||||||
14,957 | Lowe's Cos, Inc. | 2,901,209 | 1.5 | ||||||||||||||||
9,038 | McDonald's Corp. | 2,087,688 | 1.1 | ||||||||||||||||
40,277 | (1 | ) | Tapestry, Inc. | 1,751,244 | 0.9 | ||||||||||||||
1,722 | (1 | ) | Ulta Beauty, Inc. | 595,416 | 0.3 | ||||||||||||||
21,977 | (1 | ) | Under Armour, Inc. - Class A | 464,814 | 0.3 | ||||||||||||||
20,483,809 | 10.7 | ||||||||||||||||||
Consumer Staples: 3.9% | |||||||||||||||||||
32,155 | Mondelez International, Inc. | 2,007,758 | 1.1 | ||||||||||||||||
29,002 | Philip Morris International, Inc. | 2,874,388 | 1.5 | ||||||||||||||||
32,755 | Sysco Corp. | 2,546,702 | 1.3 | ||||||||||||||||
7,428,848 | 3.9 | ||||||||||||||||||
Energy: 3.0% | |||||||||||||||||||
41,409 | Canadian Natural Resources Ltd. | 1,502,319 | 0.8 | ||||||||||||||||
22,696 | Chevron Corp. | 2,377,179 | 1.2 | ||||||||||||||||
21,953 | EOG Resources, Inc. | 1,831,758 | 1.0 | ||||||||||||||||
5,711,256 | 3.0 | ||||||||||||||||||
Financials: 11.6% | |||||||||||||||||||
18,034 | American Express Co. | 2,979,758 | 1.6 | ||||||||||||||||
7,736 | Aon PLC | 1,847,047 | 1.0 | ||||||||||||||||
78,401 | Bank of America Corp. | 3,232,473 | 1.7 | ||||||||||||||||
14,033 | (1 | ) | Berkshire Hathaway, Inc. - Class B | 3,900,051 | 2.0 | ||||||||||||||
2,849 | Blackrock, Inc. | 2,492,790 | 1.3 | ||||||||||||||||
19,902 | Citigroup, Inc. | 1,408,067 | 0.7 | ||||||||||||||||
15,845 | JPMorgan Chase & Co. | 2,464,531 | 1.3 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
26,253 | Morgan Stanley | $ | 2,407,138 | 1.3 | |||||||||||||||
17,200 | State Street Corp. | 1,415,216 | 0.7 | ||||||||||||||||
22,147,071 | 11.6 | ||||||||||||||||||
Health Care: 10.5% | |||||||||||||||||||
21,252 | Abbott Laboratories | 2,463,744 | 1.3 | ||||||||||||||||
2,424 | Anthem, Inc. | 925,483 | 0.5 | ||||||||||||||||
6,858 | Baxter International, Inc. | 552,069 | 0.3 | ||||||||||||||||
13,853 | (1 | ) | BioMarin Pharmaceutical, Inc. | 1,155,894 | 0.6 | ||||||||||||||
4,598 | Cigna Corp. | 1,090,048 | 0.6 | ||||||||||||||||
16,795 | CVS Health Corp. | 1,401,375 | 0.7 | ||||||||||||||||
22,339 | Dentsply Sirona, Inc. | 1,413,165 | 0.7 | ||||||||||||||||
11,228 | Eli Lilly & Co. | 2,577,051 | 1.3 | ||||||||||||||||
22,042 | Johnson & Johnson | 3,631,199 | 1.9 | ||||||||||||||||
21,692 | Medtronic PLC | 2,692,628 | 1.4 | ||||||||||||||||
2,238 | Stryker Corp. | 581,276 | 0.3 | ||||||||||||||||
8,473 | (1 | ) | Vertex Pharmaceuticals, Inc. | 1,708,411 | 0.9 | ||||||||||||||
20,192,343 | 10.5 | ||||||||||||||||||
Industrials: 9.2% | |||||||||||||||||||
42,492 | Carrier Global Corp. | 2,065,111 | 1.1 | ||||||||||||||||
10,127 | Honeywell International, Inc. | 2,221,357 | 1.1 | ||||||||||||||||
62,786 | Raytheon Technologies Corp. | 5,356,274 | 2.8 | ||||||||||||||||
11,999 | Stanley Black & Decker, Inc. | 2,459,675 | 1.3 | ||||||||||||||||
41,533 | (1 | ) | Uber Technologies, Inc. | 2,081,634 | 1.1 | ||||||||||||||
15,611 | Union Pacific Corp. | 3,433,327 | 1.8 | ||||||||||||||||
17,617,378 | 9.2 | ||||||||||||||||||
Information Technology: 29.4% | |||||||||||||||||||
4,500 | (1 | ) | Adobe, Inc. | 2,635,380 | 1.4 | ||||||||||||||
9,463 | (1 | ) | Akamai Technologies, Inc. | 1,103,386 | 0.6 | ||||||||||||||
71,124 | Apple, Inc. | 9,741,143 | 5.1 | ||||||||||||||||
6,547 | (1 | ) | Autodesk, Inc. | 1,911,069 | 1.0 | ||||||||||||||
22,586 | Cisco Systems, Inc. | 1,197,058 | 0.6 | ||||||||||||||||
12,921 | Fidelity National Information Services, Inc. | 1,830,518 | 0.9 | ||||||||||||||||
23,310 | (1 | ) | Fiserv, Inc. | 2,491,606 | 1.3 | ||||||||||||||
4,915 | Intuit, Inc. | 2,409,185 | 1.3 | ||||||||||||||||
2,814 | Lam Research Corp. | 1,831,070 | 1.0 | ||||||||||||||||
19,568 | Marvell Technology, Inc. | 1,141,401 | 0.6 | ||||||||||||||||
13,985 | Mastercard, Inc. - Class A | 5,105,784 | 2.7 | ||||||||||||||||
43,086 | Microsoft Corp. | 11,671,997 | 6.1 | ||||||||||||||||
3,826 | Nvidia Corp. | 3,061,183 | 1.6 | ||||||||||||||||
5,371 | (1 | ) | Palo Alto Networks, Inc. | 1,992,910 | 1.0 |
See Accompanying Notes to Financial Statements
101
VY® COLUMBIA PORTFOLIO OF INVESTMENTS
CONTRARIAN CORE PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Information Technology (continued) | |||||||||||||||||||
7,957 | (1 | ) | PayPal Holdings, Inc. | $ | 2,319,306 | 1.2 | |||||||||||||
6,662 | (1 | ) | Splunk, Inc. | 963,192 | 0.5 | ||||||||||||||
26,722 | TE Connectivity Ltd. | 3,613,082 | 1.9 | ||||||||||||||||
16,496 | (1 | ) | Western Digital Corp. | 1,174,020 | 0.6 | ||||||||||||||
56,193,290 | 29.4 | ||||||||||||||||||
Materials: 4.8% | |||||||||||||||||||
2,750 | Air Products & Chemicals, Inc. | 791,120 | 0.4 | ||||||||||||||||
39,143 | Corteva, Inc. | 1,735,992 | 0.9 | ||||||||||||||||
17,415 | International Flavors & Fragrances, Inc. | 2,601,801 | 1.4 | ||||||||||||||||
29,371 | Newmont Corp. | 1,861,534 | 1.0 | ||||||||||||||||
23,307 | Nutrien Ltd. | 1,412,637 | 0.7 | ||||||||||||||||
2,797 | Sherwin-Williams Co. | 762,043 | 0.4 | ||||||||||||||||
9,165,127 | 4.8 | ||||||||||||||||||
Real Estate: 1.6% | |||||||||||||||||||
11,289 | American Tower Corp. | 3,049,610 | 1.6 | ||||||||||||||||
Utilities: 1.1% | |||||||||||||||||||
15,135 | AES Corp. | 394,570 | 0.2 | ||||||||||||||||
21,180 | American Electric Power Co., Inc. | 1,791,616 | 0.9 | ||||||||||||||||
2,186,186 | 1.1 | ||||||||||||||||||
Total Common Stock (Cost $136,065,611) | 189,035,142 | 98.8 | |||||||||||||||||
OTHER(2): —% | |||||||||||||||||||
Materials: —% | |||||||||||||||||||
649,000 | (3 | ),(4) | SINO Forest Corp. (Escrow) | — | — | ||||||||||||||
Total Other (Cost $—) | — | — | |||||||||||||||||
Total Long-Term Investments (Cost $136,065,611) | 189,035,142 | 98.8 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 1.5% | |||||||||||||||||||
Mutual Funds: 1.5% | |||||||||||||||||||
2,886,206 | (5 | ) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $2,886,206) | 2,886,206 | 1.5 | ||||||||||||||
Total Short-Term Investments (Cost $2,886,206) | 2,886,206 | 1.5 | |||||||||||||||||
Total Investments in Securities (Cost $138,951,817) | $ | 191,921,348 | 100.3 | ||||||||||||||||
Liabilities in Excess of Other Assets | (550,520 | ) | (0.3 | ) | |||||||||||||||
Net Assets | $ | 191,370,828 | 100.0 |
(1) Non-income producing security.
(2) 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.
(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 June 30, 2021, 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) Rate shown is the 7-day yield as of June 30, 2021.
Sector Diversification
as of June 30, 2021
(as a percentage of net assets)
Information Technology | 29.4 | % | |||||
Communication Services | 13.0 | % | |||||
Financials | 11.6 | % | |||||
Consumer Discretionary | 10.7 | % | |||||
Health Care | 10.5 | % | |||||
Industrials | 9.2 | % | |||||
Materials | 4.8 | % | |||||
Consumer Staples | 3.9 | % | |||||
Energy | 3.0 | % | |||||
Real Estate | 1.6 | % | |||||
Utilities | 1.1 | % | |||||
Assets in Excess of Other Liabilities* | 1.2 | % | |||||
Net Assets | 100.0 | % |
* Includes short-term investments.
Portfolio holdings are subject to change daily.
See Accompanying Notes to Financial Statements
102
VY® COLUMBIA PORTFOLIO OF INVESTMENTS
CONTRARIAN CORE PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 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 June 30, 2021 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock* | $ | 189,035,142 | $ | — | $ | — | $ | 189,035,142 | |||||||||||
Other | — | — | — | — | |||||||||||||||
Short-Term Investments | 2,886,206 | — | — | 2,886,206 | |||||||||||||||
Total Investments, at fair value | $ | 191,921,348 | $ | — | $ | — | $ | 191,921,348 |
^ See Note 2, "Significant Accounting Policies" in the Notes to Financial Statements for additional information.
* For further breakdown of Common Stock by sector, please refer to the Portfolio of Investments.
At June 30, 2021, VY® Columbia Contrarian Core Portfolio held the following restricted securities:
Security | Acquisition Date | Acquisition Cost | Fair Value | ||||||||||||
SINO Forest Corp. (Escrow) | 3/1/2013 | $ | — | $ | — | ||||||||||
$ | — | $ | — |
At June 30, 2021, 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 $139,417,693.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 53,237,352 | |||||
Gross Unrealized Depreciation | (733,697 | ) | |||||
Net Unrealized Appreciation | $ | 52,503,655 |
See Accompanying Notes to Financial Statements
103
VY® COLUMBIA PORTFOLIO OF INVESTMENTS
SMALL CAP VALUE II PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 97.2% | |||||||||||||||||||
Communication Services: 1.1% | |||||||||||||||||||
13,900 | (1 | ) | Magnite, Inc. | $ | 470,376 | 0.2 | |||||||||||||
12,100 | Nexstar Media Group, Inc. | 1,789,348 | 0.9 | ||||||||||||||||
2,259,724 | 1.1 | ||||||||||||||||||
Consumer Discretionary: 13.5% | |||||||||||||||||||
32,400 | American Eagle Outfitters, Inc. | 1,215,972 | 0.6 | ||||||||||||||||
39,800 | (1 | ) | Bed Bath & Beyond, Inc. | 1,324,942 | 0.7 | ||||||||||||||
24,400 | (1 | ) | Childrens Place, Inc./The | 2,270,664 | 1.1 | ||||||||||||||
66,300 | Dana, Inc. | 1,575,288 | 0.8 | ||||||||||||||||
26,800 | (1 | ) | Dine Brands Global, Inc. | 2,391,900 | 1.2 | ||||||||||||||
29,100 | (1 | ) | Genesco, Inc. | 1,853,088 | 0.9 | ||||||||||||||
56,800 | (1 | ) | Green Brick Partners, Inc. | 1,291,632 | 0.6 | ||||||||||||||
84,900 | (1 | ) | International Game Technology PLC | 2,034,204 | 1.0 | ||||||||||||||
25,900 | KB Home | 1,054,648 | 0.5 | ||||||||||||||||
79,700 | (1 | ) | Macy's, Inc. | 1,511,112 | 0.8 | ||||||||||||||
10,687 | (1 | ) | Marriott Vacations Worldwide Corp. | 1,702,439 | 0.8 | ||||||||||||||
110,600 | (1 | ) | Petco Health & Wellness Co., Inc. | 2,478,546 | 1.2 | ||||||||||||||
28,800 | (1 | ) | Red Rock Resorts, Inc. | 1,224,000 | 0.6 | ||||||||||||||
23,400 | (1 | ) | Revolve Group, Inc. | 1,612,260 | 0.8 | ||||||||||||||
10,244 | Rocky Brands, Inc. | 569,567 | 0.3 | ||||||||||||||||
31,700 | (1 | ) | Six Flags Entertainment Corp. | 1,371,976 | 0.7 | ||||||||||||||
58,800 | (1 | ) | ThredUp, Inc. | 1,709,904 | 0.9 | ||||||||||||||
27,192,142 | 13.5 | ||||||||||||||||||
Consumer Staples: 3.1% | |||||||||||||||||||
33,500 | (1 | ) | BellRing Brands, Inc. | 1,049,890 | 0.5 | ||||||||||||||
29,800 | (1 | ) | BJ's Wholesale Club Holdings, Inc. | 1,417,884 | 0.7 | ||||||||||||||
39,300 | (1 | ) | Chefs' Warehouse Holdings, Inc. | 1,250,919 | 0.6 | ||||||||||||||
67,200 | (1 | ) | United Natural Foods, Inc. | 2,485,056 | 1.3 | ||||||||||||||
6,203,749 | 3.1 | ||||||||||||||||||
Energy: 6.9% | |||||||||||||||||||
35,600 | Cimarex Energy Co. | 2,579,220 | 1.3 | ||||||||||||||||
59,500 | Helmerich & Payne, Inc. | 1,941,485 | 1.0 | ||||||||||||||||
68,700 | Matador Resources Co. | 2,473,887 | 1.2 | ||||||||||||||||
107,900 | Ovintiv, Inc. | 3,395,613 | 1.7 | ||||||||||||||||
48,000 | PDC Energy, Inc. | 2,197,920 | 1.1 | ||||||||||||||||
81,693 | (1 | ) | Talos Energy, Inc. | 1,277,679 | 0.6 | ||||||||||||||
13,865,804 | 6.9 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Financials: 26.8% | |||||||||||||||||||
44,700 | Ameris Bancorp. | $ | 2,263,161 | 1.1 | |||||||||||||||
22,700 | Amerisafe, Inc. | 1,354,963 | 0.7 | ||||||||||||||||
38,200 | Argo Group International Holdings Ltd. | 1,979,906 | 1.0 | ||||||||||||||||
62,500 | Atlantic Union Bankshares Corp. | 2,263,750 | 1.1 | ||||||||||||||||
58,300 | (1 | ) | Axos Financial, Inc. | 2,704,537 | 1.3 | ||||||||||||||
99,500 | (1 | ) | Bancorp, Inc. | 2,289,495 | 1.1 | ||||||||||||||
56,000 | Blackstone Mortgage Trust, Inc. | 1,785,840 | 0.9 | ||||||||||||||||
53,600 | Cathay General Bancorp. | 2,109,696 | 1.0 | ||||||||||||||||
30,100 | Community Bank System, Inc. | 2,277,065 | 1.1 | ||||||||||||||||
36,500 | Cowen, Inc. | 1,498,325 | 0.7 | ||||||||||||||||
39,600 | (1 | ) | Focus Financial Partners, Inc. | 1,920,600 | 0.9 | ||||||||||||||
47,900 | Hancock Whitney Corp. | 2,128,676 | 1.1 | ||||||||||||||||
35,500 | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 1,993,325 | 1.0 | ||||||||||||||||
21,500 | Houlihan Lokey, Inc. | 1,758,485 | 0.9 | ||||||||||||||||
22,700 | Independent Bank Corp. | 1,713,850 | 0.8 | ||||||||||||||||
25,600 | Independent Bank Group, Inc. | 1,893,888 | 0.9 | ||||||||||||||||
127,700 | MGIC Investment Corp. | 1,736,720 | 0.9 | ||||||||||||||||
44,102 | Pacific Premier Bancorp, Inc. | 1,865,074 | 0.9 | ||||||||||||||||
27,000 | Popular, Inc. | 2,026,350 | 1.0 | ||||||||||||||||
59,800 | Radian Group, Inc. | 1,330,550 | 0.7 | ||||||||||||||||
46,300 | Renasant Corp. | 1,852,000 | 0.9 | ||||||||||||||||
57,400 | Sandy Spring Bancorp, Inc. | 2,533,062 | 1.3 | ||||||||||||||||
93,700 | SLM Corp. | 1,962,078 | 1.0 | ||||||||||||||||
54,600 | Starwood Property Trust, Inc. | 1,428,882 | 0.7 | ||||||||||||||||
17,250 | Stifel Financial Corp. | 1,118,835 | 0.6 | ||||||||||||||||
23,700 | (1 | ) | Triumph Bancorp, Inc. | 1,759,725 | 0.9 | ||||||||||||||
27,800 | UMB Financial Corp. | 2,587,068 | 1.3 | ||||||||||||||||
41,300 | WSFS Financial Corp. | 1,924,167 | 1.0 | ||||||||||||||||
54,060,073 | 26.8 | ||||||||||||||||||
Health Care: 4.2% | |||||||||||||||||||
12,300 | (1 | ) | Apellis Pharmaceuticals, Inc. | 777,360 | 0.4 | ||||||||||||||
18,400 | (1 | ) | Arcutis Biotherapeutics, Inc. | 502,136 | 0.3 | ||||||||||||||
13,000 | (1 | ) | Arena Pharmaceuticals, Inc. | 886,600 | 0.4 | ||||||||||||||
49,900 | (1 | ) | Community Health Systems, Inc. | 770,456 | 0.4 | ||||||||||||||
33,700 | (1 | ) | Iovance Biotherapeutics, Inc. | 876,874 | 0.4 |
See Accompanying Notes to Financial Statements
104
VY® COLUMBIA PORTFOLIO OF INVESTMENTS
SMALL CAP VALUE II PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Health Care (continued) | |||||||||||||||||||
32,100 | (1 | ) | Merit Medical Systems, Inc. | $ | 2,075,586 | 1.0 | |||||||||||||
18,338 | (1 | ) | Olema Pharmaceuticals, Inc. | 513,097 | 0.3 | ||||||||||||||
15,600 | (1 | ) | Silverback Therapeutics, Inc. | 481,884 | 0.2 | ||||||||||||||
23,600 | (1 | ) | Tenet Healthcare Corp. | 1,580,964 | 0.8 | ||||||||||||||
8,464,957 | 4.2 | ||||||||||||||||||
Industrials: 16.3% | |||||||||||||||||||
31,500 | Altra Industrial Motion Corp. | 2,048,130 | 1.0 | ||||||||||||||||
76,800 | (1 | ),(2) | API Group Corp. | 1,604,352 | 0.8 | ||||||||||||||
17,100 | ArcBest Corp. | 995,049 | 0.5 | ||||||||||||||||
27,300 | (1 | ) | Beacon Roofing Supply, Inc. | 1,453,725 | 0.7 | ||||||||||||||
63,200 | (1 | ) | Bloom Energy Corp. | 1,698,184 | 0.8 | ||||||||||||||
13,600 | Boise Cascade Co. | 793,560 | 0.4 | ||||||||||||||||
17,500 | EMCOR Group, Inc. | 2,155,825 | 1.1 | ||||||||||||||||
34,100 | (1 | ) | Evoqua Water Technologies Corp. | 1,151,898 | 0.6 | ||||||||||||||
24,700 | (1 | ) | Herc Holdings, Inc. | 2,768,129 | 1.4 | ||||||||||||||
22,400 | ICF International, Inc. | 1,968,064 | 1.0 | ||||||||||||||||
57,300 | KBR, Inc. | 2,185,995 | 1.1 | ||||||||||||||||
38,841 | Kforce, Inc. | 2,444,264 | 1.2 | ||||||||||||||||
11,900 | (1 | ) | Masonite International Corp. | 1,330,301 | 0.7 | ||||||||||||||
23,200 | (1 | ) | Mastec, Inc. | 2,461,520 | 1.2 | ||||||||||||||
20,400 | Moog, Inc. | 1,714,824 | 0.8 | ||||||||||||||||
13,600 | Science Applications International Corp. | 1,193,128 | 0.6 | ||||||||||||||||
35,000 | (1 | ) | Skywest, Inc. | 1,507,450 | 0.7 | ||||||||||||||
41,600 | Triton International Ltd. | 2,177,344 | 1.1 | ||||||||||||||||
58,800 | (1 | ) | Triumph Group, Inc. | 1,220,100 | 0.6 | ||||||||||||||
32,871,842 | 16.3 | ||||||||||||||||||
Information Technology: 7.1% | |||||||||||||||||||
8,000 | (1 | ) | Cerence, Inc. | 853,680 | 0.4 | ||||||||||||||
32,400 | (1 | ) | Cohu, Inc. | 1,191,996 | 0.6 | ||||||||||||||
26,100 | (1 | ) | Diodes, Inc. | 2,081,997 | 1.0 | ||||||||||||||
10,300 | (1 | ) | ExlService Holdings, Inc. | 1,094,478 | 0.6 | ||||||||||||||
22,100 | Kulicke & Soffa Industries, Inc. | 1,352,520 | 0.7 | ||||||||||||||||
80,300 | (1 | ) | Magnachip Semiconductor Corp. | 1,915,958 | 1.0 | ||||||||||||||
35,365 | (1 | ) | SMART Global Holdings, Inc. | 1,686,203 | 0.8 | ||||||||||||||
12,800 | (1 | ) | Synaptics, Inc. | 1,991,424 | 1.0 | ||||||||||||||
39,000 | (1 | ) | Ultra Clean Holdings, Inc. | 2,095,080 | 1.0 | ||||||||||||||
14,263,336 | 7.1 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Materials: 7.3% | |||||||||||||||||||
35,000 | (1 | ) | Alcoa Corp. | $ | 1,289,400 | 0.6 | |||||||||||||
48,800 | (1 | ) | Arconic Corp. | 1,738,256 | 0.9 | ||||||||||||||
91,200 | (1 | ) | Cleveland-Cliffs, Inc. | 1,966,272 | 1.0 | ||||||||||||||
87,500 | Hecla Mining Co. | 651,000 | 0.3 | ||||||||||||||||
40,400 | (1 | ) | Kraton Corp. | 1,304,516 | 0.7 | ||||||||||||||
60,800 | (1 | ) | Livent Corp. | 1,177,088 | 0.6 | ||||||||||||||
20,800 | Materion Corp. | 1,567,280 | 0.8 | ||||||||||||||||
82,800 | (1 | ) | Orion Engineered Carbons SA | 1,572,372 | 0.8 | ||||||||||||||
65,400 | (1 | ) | Summit Materials, Inc. | 2,279,190 | 1.1 | ||||||||||||||
45,900 | United States Steel Corp. | 1,101,600 | 0.5 | ||||||||||||||||
14,646,974 | 7.3 | ||||||||||||||||||
Real Estate: 6.7% | |||||||||||||||||||
47,600 | American Assets Trust, Inc. | 1,775,004 | 0.9 | ||||||||||||||||
21,100 | Centerspace | 1,664,790 | 0.8 | ||||||||||||||||
48,800 | First Industrial Realty Trust, Inc. | 2,548,824 | 1.3 | ||||||||||||||||
39,000 | Hudson Pacific Properties, Inc. | 1,084,980 | 0.5 | ||||||||||||||||
10,900 | PS Business Parks, Inc. | 1,614,072 | 0.8 | ||||||||||||||||
164,200 | (1 | ) | Sunstone Hotel Investors, Inc. | 2,039,364 | 1.0 | ||||||||||||||
144,600 | Tanger Factory Outlet Centers, Inc. | 2,725,710 | 1.4 | ||||||||||||||||
13,452,744 | 6.7 | ||||||||||||||||||
Utilities: 4.2% | |||||||||||||||||||
31,500 | Clearway Energy, Inc. - Class C | 834,120 | 0.4 | ||||||||||||||||
30,500 | New Jersey Resources Corp. | 1,206,885 | 0.6 | ||||||||||||||||
16,500 | ONE Gas, Inc. | 1,222,980 | 0.6 | ||||||||||||||||
35,200 | Portland General Electric Co. | 1,622,016 | 0.8 | ||||||||||||||||
63,165 | South Jersey Industries, Inc. | 1,637,868 | 0.8 | ||||||||||||||||
51,600 | (1 | ) | Sunnova Energy International, Inc. | 1,943,256 | 1.0 | ||||||||||||||
8,467,125 | 4.2 | ||||||||||||||||||
Total Common Stock (Cost $136,585,242) | 195,748,470 | 97.2 |
See Accompanying Notes to Financial Statements
105
VY® COLUMBIA PORTFOLIO OF INVESTMENTS
SMALL CAP VALUE II PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 3.3% | |||||||||||||||||||
Mutual Funds: 3.3% | |||||||||||||||||||
6,665,977 | (3 | ) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $6,665,977) | $ | 6,665,977 | 3.3 | |||||||||||||
Total Short-Term Investments (Cost $6,665,977) | 6,665,977 | 3.3 | |||||||||||||||||
Total Investments in Securities (Cost $143,251,219) | $ | 202,414,447 | 100.5 | ||||||||||||||||
Liabilities in Excess of Other Assets | (1,095,044 | ) | (0.5 | ) | |||||||||||||||
Net Assets | $ | 201,319,403 | 100.0 |
(1) Non-income producing security.
(2) Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers.
(3) Rate shown is the 7-day yield as of June 30, 2021.
Sector Diversification
as of June 30, 2021
(as a percentage of net assets)
Financials | 26.8 | % | |||||
Industrials | 16.3 | % | |||||
Consumer Discretionary | 13.5 | % | |||||
Materials | 7.3 | % | |||||
Information Technology | 7.1 | % | |||||
Energy | 6.9 | % | |||||
Real Estate | 6.7 | % | |||||
Utilities | 4.2 | % | |||||
Health Care | 4.2 | % | |||||
Consumer Staples | 3.1 | % | |||||
Communication Services | 1.1 | % | |||||
Assets in Excess of Other Liabilities* | 2.8 | % | |||||
Net Assets | 100.0 | % |
* Includes short-term investments.
Portfolio holdings are subject to change daily.
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 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 June 30, 2021 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock* | $ | 195,748,470 | $ | — | $ | — | $ | 195,748,470 | |||||||||||
Short-Term Investments | 6,665,977 | — | — | 6,665,977 | |||||||||||||||
Total Investments, at fair value | $ | 202,414,447 | $ | — | $ | — | $ | 202,414,447 |
^ See Note 2, "Significant Accounting Policies" in the Notes to Financial Statements for additional information.
* For further breakdown of Common Stock by sector, please refer to the Portfolio of Investments.
At June 30, 2021, 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 $143,790,090.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 60,319,328 | |||||
Gross Unrealized Depreciation | (1,694,972 | ) | |||||
Net Unrealized Appreciation | $ | 58,624,356 |
See Accompanying Notes to Financial Statements
106
PORTFOLIO OF INVESTMENTS
VY® INVESCO COMSTOCK PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 96.7% | |||||||||||||||||||
Communication Services: 2.3% | |||||||||||||||||||
67,629 | AT&T, Inc. | $ | 1,946,363 | 0.7 | |||||||||||||||
70,574 | Comcast Corp. - Class A | 4,024,129 | 1.6 | ||||||||||||||||
5,970,492 | 2.3 | ||||||||||||||||||
Consumer Discretionary: 4.5% | |||||||||||||||||||
1,017 | (1 | ) | Booking Holdings, Inc. | 2,225,288 | 0.9 | ||||||||||||||
24,820 | eBay, Inc. | 1,742,612 | 0.7 | ||||||||||||||||
91,011 | (1 | ) | General Motors Co. | 5,385,121 | 2.1 | ||||||||||||||
41,009 | (1 | ) | Las Vegas Sands Corp. | 2,160,764 | 0.8 | ||||||||||||||
11,513,785 | 4.5 | ||||||||||||||||||
Consumer Staples: 7.6% | |||||||||||||||||||
76,616 | Altria Group, Inc. | 3,653,051 | 1.4 | ||||||||||||||||
84,900 | Coca-Cola Co. | 4,593,939 | 1.8 | ||||||||||||||||
46,716 | Kraft Heinz Co. | 1,905,079 | 0.7 | ||||||||||||||||
77,540 | Philip Morris International, Inc. | 7,684,989 | 3.0 | ||||||||||||||||
23,184 | Tyson Foods, Inc. | 1,710,052 | 0.7 | ||||||||||||||||
19,547,110 | 7.6 | ||||||||||||||||||
Energy: 10.9% | |||||||||||||||||||
81,058 | Canadian Natural Resources Ltd. | 2,942,570 | 1.1 | ||||||||||||||||
43,796 | Chevron Corp. | 4,587,193 | 1.8 | ||||||||||||||||
32,623 | ConocoPhillips | 1,986,741 | 0.8 | ||||||||||||||||
124,381 | Devon Energy Corp. | 3,630,681 | 1.4 | ||||||||||||||||
40,167 | Hess Corp. | 3,507,382 | 1.4 | ||||||||||||||||
291,814 | Marathon Oil Corp. | 3,974,507 | 1.6 | ||||||||||||||||
24,248 | Pioneer Natural Resources Co. | 3,940,785 | 1.5 | ||||||||||||||||
142,161 | Suncor Energy, Inc. | 3,407,599 | 1.3 | ||||||||||||||||
27,977,458 | 10.9 | ||||||||||||||||||
Financials: 24.7% | |||||||||||||||||||
23,334 | Allstate Corp. | 3,043,687 | 1.2 | ||||||||||||||||
127,282 | American International Group, Inc. | 6,058,623 | 2.4 | ||||||||||||||||
213,018 | Bank of America Corp. | 8,782,732 | 3.4 | ||||||||||||||||
82,140 | Bank of New York Mellon Corp. | 4,208,032 | 1.6 | ||||||||||||||||
7,379 | Capital One Financial Corp. | 1,141,458 | 0.5 | ||||||||||||||||
126,777 | Citigroup, Inc. | 8,969,473 | 3.5 | ||||||||||||||||
77,559 | Citizens Financial Group, Inc. | 3,557,631 | 1.4 | ||||||||||||||||
83,518 | Fifth Third Bancorp | 3,192,893 | 1.3 | ||||||||||||||||
11,869 | Goldman Sachs Group, Inc. | 4,504,642 | 1.8 | ||||||||||||||||
54,490 | Huntington Bancshares, Inc. | 777,572 | 0.3 | ||||||||||||||||
21,480 | JPMorgan Chase & Co. | 3,340,999 | 1.3 | ||||||||||||||||
39,416 | Metlife, Inc. | 2,359,048 | 0.9 | ||||||||||||||||
55,712 | Morgan Stanley | 5,108,233 | 2.0 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
22,949 | State Street Corp. | $ | 1,888,244 | 0.7 | |||||||||||||||
136,044 | Wells Fargo & Co. | 6,161,433 | 2.4 | ||||||||||||||||
63,094,700 | 24.7 | ||||||||||||||||||
Health Care: 14.7% | |||||||||||||||||||
14,281 | Anthem, Inc. | 5,452,486 | 2.1 | ||||||||||||||||
15,762 | Baxter International, Inc. | 1,268,841 | 0.5 | ||||||||||||||||
38,881 | Bristol-Myers Squibb Co. | 2,598,028 | 1.0 | ||||||||||||||||
40,231 | CVS Health Corp. | 3,356,874 | 1.3 | ||||||||||||||||
29,730 | Dentsply Sirona, Inc. | 1,880,720 | 0.7 | ||||||||||||||||
26,459 | HCA Healthcare, Inc. | 5,470,134 | 2.2 | ||||||||||||||||
33,815 | (1 | ) | Henry Schein, Inc. | 2,508,735 | 1.0 | ||||||||||||||
26,207 | Johnson & Johnson | 4,317,341 | 1.7 | ||||||||||||||||
16,049 | McKesson Corp. | 3,069,211 | 1.2 | ||||||||||||||||
73,138 | Sanofi ADR | 3,851,447 | 1.5 | ||||||||||||||||
2,711 | UnitedHealth Group, Inc. | 1,085,593 | 0.4 | ||||||||||||||||
19,383 | Universal Health Services, Inc. | 2,838,253 | 1.1 | ||||||||||||||||
37,697,663 | 14.7 | ||||||||||||||||||
Industrials: 12.9% | |||||||||||||||||||
22,374 | Caterpillar, Inc. | 4,869,254 | 1.9 | ||||||||||||||||
34,462 | Eaton Corp. PLC | 5,106,579 | 2.0 | ||||||||||||||||
49,125 | Emerson Electric Co. | 4,727,790 | 1.9 | ||||||||||||||||
13,057 | FedEx Corp. | 3,895,295 | 1.5 | ||||||||||||||||
267,925 | General Electric Co. | 3,606,270 | 1.4 | ||||||||||||||||
73,626 | Johnson Controls International plc | 5,052,952 | 2.0 | ||||||||||||||||
60,602 | Textron, Inc. | 4,167,600 | 1.6 | ||||||||||||||||
8,915 | Trane Technologies PLC | 1,641,608 | 0.6 | ||||||||||||||||
33,067,348 | 12.9 | ||||||||||||||||||
Information Technology: 11.5% | |||||||||||||||||||
55,632 | CDK Global, Inc. | 2,764,354 | 1.1 | ||||||||||||||||
99,603 | Cisco Systems, Inc. | 5,278,959 | 2.1 | ||||||||||||||||
62,493 | Cognizant Technology Solutions Corp. | 4,328,265 | 1.7 | ||||||||||||||||
34,912 | (1 | ) | DXC Technology Co. | 1,359,473 | 0.5 | ||||||||||||||
63,436 | Intel Corp. | 3,561,297 | 1.4 | ||||||||||||||||
15,116 | Microsoft Corp. | 4,094,925 | 1.6 | ||||||||||||||||
21,824 | NXP Semiconductor NV - NXPI - US | 4,489,633 | 1.7 | ||||||||||||||||
24,948 | Qualcomm, Inc. | 3,565,818 | 1.4 | ||||||||||||||||
29,442,724 | 11.5 | ||||||||||||||||||
Materials: 4.8% | |||||||||||||||||||
70,695 | CF Industries Holdings, Inc. | 3,637,258 | 1.4 | ||||||||||||||||
62,330 | Corteva, Inc. | 2,764,335 | 1.1 | ||||||||||||||||
20,559 | DuPont de Nemours, Inc. | 1,591,472 | 0.6 | ||||||||||||||||
68,748 | International Paper Co. | 4,214,940 | 1.7 | ||||||||||||||||
12,208,005 | 4.8 |
See Accompanying Notes to Financial Statements
107
PORTFOLIO OF INVESTMENTS
VY® INVESCO COMSTOCK PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Real Estate: 1.4% | |||||||||||||||||||
130,722 | (1 | ) | Host Hotels & Resorts, Inc. | $ | 2,234,039 | 0.9 | |||||||||||||
6,830 | (1 | ) | Jones Lang LaSalle, Inc. | 1,334,992 | 0.5 | ||||||||||||||
3,569,031 | 1.4 | ||||||||||||||||||
Utilities: 1.4% | |||||||||||||||||||
81,974 | Exelon Corp. | 3,632,268 | 1.4 | ||||||||||||||||
Total Common Stock (Cost $178,040,628) | 247,720,584 | 96.7 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 2.6% | |||||||||||||||||||
Mutual Funds: 2.6% | |||||||||||||||||||
6,748,890 | (2 | ) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $6,748,890) | 6,748,890 | 2.6 | ||||||||||||||
Total Short-Term Investments (Cost $6,748,890) | 6,748,890 | 2.6 | |||||||||||||||||
Total Investments in Securities (Cost $184,789,518) | $ | 254,469,474 | 99.3 | ||||||||||||||||
Assets in Excess of Other Liabilities | 1,691,557 | 0.7 | |||||||||||||||||
Net Assets | $ | 256,161,031 | 100.0 |
ADR American Depositary Receipt
(1) Non-income producing security.
(2) Rate shown is the 7-day yield as of June 30, 2021.
Sector Diversification
as of June 30, 2021
(as a percentage of net assets)
Financials | 24.7 | % | |||||
Health Care | 14.7 | % | |||||
Industrials | 12.9 | % | |||||
Information Technology | 11.5 | % | |||||
Energy | 10.9 | % | |||||
Consumer Staples | 7.6 | % | |||||
Materials | 4.8 | % | |||||
Consumer Discretionary | 4.5 | % | |||||
Communication Services | 2.3 | % | |||||
Utilities | 1.4 | % | |||||
Real Estate | 1.4 | % | |||||
Assets in Excess of Other Liabilities* | 3.3 | % | |||||
Net Assets | 100.0 | % |
* Includes short-term investments.
Portfolio holdings are subject to change daily.
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 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 June 30, 2021 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock* | $ | 247,720,584 | $ | — | $ | — | $ | 247,720,584 | |||||||||||
Short-Term Investments | 6,748,890 | — | — | 6,748,890 | |||||||||||||||
Total Investments, at fair value | $ | 254,469,474 | $ | — | $ | — | $ | 254,469,474 | |||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | — | 43,956 | — | 43,956 | |||||||||||||||
Total Assets | $ | 254,469,474 | $ | 43,956 | $ | — | $ | 254,513,430 | |||||||||||
Liabilities Table | |||||||||||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (30 | ) | $ | — | $ | (30 | ) | |||||||||
Total Liabilities | $ | — | $ | (30 | ) | $ | — | $ | (30 | ) |
^ See Note 2, "Significant Accounting Policies" in the Notes to Financial Statements for additional information.
+ 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.
See Accompanying Notes to Financial Statements
108
PORTFOLIO OF INVESTMENTS
VY® INVESCO COMSTOCK PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
At June 30, 2021, the following forward foreign currency contracts were outstanding for VY® Invesco Comstock Portfolio:
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||||||||||
USD | 3,252,264 | CAD | 3,997,946 | CIBC World Markets Corp. | 07/30/21 | $ | 27,123 | ||||||||||||
USD | 1,917,638 | EUR | 1,602,086 | CIBC World Markets Corp. | 07/30/21 | 16,833 | |||||||||||||
CAD | 115,282 | USD | 93,028 | RBC Capital Markets Corp. | 07/30/21 | (30 | ) | ||||||||||||
$ | 43,926 |
Currency Abbreviations
CAD — Canadian Dollar
EUR — EU Euro
USD — United States Dollar
A summary of derivative instruments by primary risk exposure is outlined in the following tables.
The fair value of derivative instruments as of June 30, 2021 was as follows:
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | |||||||||
Asset Derivatives | |||||||||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | $ | 43,956 | ||||||||
Total Asset Derivatives | $ | 43,956 | |||||||||
Liability Derivatives | |||||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 30 | ||||||||
Total Liability Derivatives | $ | 30 |
The effect of derivative instruments on the Portfolio's Statement of Operations for the period ended June 30, 2021 was as follows:
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | |||||||
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | ||||||
Foreign exchange contracts | $ | (161,127 | ) | ||||
Total | $ | (161,127 | ) | ||||
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | |||||||
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | ||||||
Foreign exchange contracts | $ | 133,173 | |||||
Total | $ | 133,173 |
The following is a summary by counterparty of the fair value of OTC derivative instruments subject to Master Netting Agreements and collateral pledged (received), if any, at June 30, 2021:
CIBC World Markets Corp. | RBC Capital Markets Corp. | Totals | |||||||||||||
Assets: | |||||||||||||||
Forward foreign currency contracts | $ | 43,956 | $ | 43,956 | |||||||||||
Total Assets | $ | 43,956 | $ | — | $ | 43,956 | |||||||||
Liabilities: | |||||||||||||||
Forward foreign currency contracts | $ | 30 | $ | 30 | |||||||||||
Total Liabilities | $ | — | $ | 30 | $ | 30 | |||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | 43,956 | $ | (30 | ) | 43,926 | |||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | |||||||||
Net Exposure(1) | $ | 43,956 | $ | (30 | ) | $ | 43,926 |
(1) Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Portfolio. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features.
See Accompanying Notes to Financial Statements
109
PORTFOLIO OF INVESTMENTS
VY® INVESCO COMSTOCK PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
At June 30, 2021, 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 $191,896,827.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 70,175,879 | |||||
Gross Unrealized Depreciation | (7,535,849 | ) | |||||
Net Unrealized Appreciation | $ | 62,640,030 |
See Accompanying Notes to Financial Statements
110
VY® INVESCO PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 63.0% | |||||||||||||||||||
Communication Services: 4.1% | |||||||||||||||||||
16,188 | (1 | ) | Charter Communications, Inc. | $ | 11,678,832 | 0.9 | |||||||||||||
192,332 | Comcast Corp. - Class A | 10,966,771 | 0.8 | ||||||||||||||||
18,790 | (1 | ) | NetFlix, Inc. | 9,925,066 | 0.7 | ||||||||||||||
3,518,366 | Vodafone Group PLC | 5,896,878 | 0.4 | ||||||||||||||||
95,982 | (1 | ) | Walt Disney Co. | 16,870,756 | 1.3 | ||||||||||||||
55,338,303 | 4.1 | ||||||||||||||||||
Consumer Discretionary: 4.8% | |||||||||||||||||||
5,241 | (1 | ) | Booking Holdings, Inc. | 11,467,780 | 0.8 | ||||||||||||||
533,021 | (1 | ) | General Motors Co. | 31,538,852 | 2.4 | ||||||||||||||
1,426,081 | Kingfisher PLC | 7,197,558 | 0.5 | ||||||||||||||||
209,923 | TJX Cos., Inc. | 14,153,009 | 1.1 | ||||||||||||||||
64,357,199 | 4.8 | ||||||||||||||||||
Consumer Staples: 3.4% | |||||||||||||||||||
108,419 | Diageo PLC | 5,196,356 | 0.4 | ||||||||||||||||
206,295 | Philip Morris International, Inc. | 20,445,897 | 1.5 | ||||||||||||||||
135,783 | Sysco Corp. | 10,557,128 | 0.8 | ||||||||||||||||
232,858 | (1 | ) | US Foods Holding Corp. | 8,932,433 | 0.7 | ||||||||||||||
45,131,814 | 3.4 | ||||||||||||||||||
Energy: 4.1% | |||||||||||||||||||
221,998 | Canadian Natural Resources Ltd. | 8,058,979 | 0.6 | ||||||||||||||||
114,807 | Chevron Corp. | 12,024,885 | 0.9 | ||||||||||||||||
237,642 | ConocoPhillips | 14,472,398 | 1.1 | ||||||||||||||||
382,480 | Devon Energy Corp. | 11,164,591 | 0.8 | ||||||||||||||||
58,780 | Pioneer Natural Resources Co. | 9,552,926 | 0.7 | ||||||||||||||||
55,273,779 | 4.1 | ||||||||||||||||||
Financials: 15.7% | |||||||||||||||||||
78,863 | American Express Co. | 13,030,534 | 1.0 | ||||||||||||||||
415,043 | American International Group, Inc. | 19,756,047 | 1.5 | ||||||||||||||||
773,541 | Bank of America Corp. | 31,893,095 | 2.4 | ||||||||||||||||
159,512 | Charles Schwab Corp. | 11,614,069 | 0.9 | ||||||||||||||||
420,682 | Citizens Financial Group, Inc. | 19,296,683 | 1.4 | ||||||||||||||||
60,582 | Goldman Sachs Group, Inc. | 22,992,687 | 1.7 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
237,415 | Morgan Stanley | $ | 21,768,581 | 1.6 | |||||||||||||||
88,617 | PNC Financial Services Group, Inc. | 16,904,579 | 1.3 | ||||||||||||||||
279,036 | Truist Financial Corp. | 15,486,498 | 1.2 | ||||||||||||||||
653,339 | Wells Fargo & Co. | 29,589,723 | 2.2 | ||||||||||||||||
28,447 | Willis Towers Watson PLC | 6,543,379 | 0.5 | ||||||||||||||||
208,875,875 | 15.7 | ||||||||||||||||||
Health Care: 9.3% | |||||||||||||||||||
29,549 | Alcon, Inc. | 2,072,494 | 0.2 | ||||||||||||||||
28,144 | Anthem, Inc. | 10,745,379 | 0.8 | ||||||||||||||||
207,424 | Bristol-Myers Squibb Co. | 13,860,072 | 1.0 | ||||||||||||||||
51,212 | Cigna Corp. | 12,140,829 | 0.9 | ||||||||||||||||
110,531 | CVS Health Corp. | 9,222,707 | 0.7 | ||||||||||||||||
350,238 | GlaxoSmithKline PLC | 6,885,353 | 0.5 | ||||||||||||||||
39,855 | Johnson & Johnson | 6,565,713 | 0.5 | ||||||||||||||||
56,829 | McKesson Corp. | 10,867,978 | 0.8 | ||||||||||||||||
105,950 | Medtronic PLC | 13,151,573 | 1.0 | ||||||||||||||||
94,248 | Merck & Co., Inc. | 7,329,667 | 0.6 | ||||||||||||||||
156,947 | Pfizer, Inc. | 6,146,045 | 0.5 | ||||||||||||||||
116,578 | Sanofi | 12,247,960 | 0.9 | ||||||||||||||||
39,073 | Universal Health Services, Inc. | 5,721,459 | 0.4 | ||||||||||||||||
42,888 | Zimmer Biomet Holdings, Inc. | 6,897,248 | 0.5 | ||||||||||||||||
123,854,477 | 9.3 | ||||||||||||||||||
Industrials: 8.2% | |||||||||||||||||||
79,369 | Adecco Group AG | 5,400,409 | 0.4 | ||||||||||||||||
550,755 | CSX Corp. | 17,668,220 | 1.3 | ||||||||||||||||
84,173 | Emerson Electric Co. | 8,100,809 | 0.6 | ||||||||||||||||
61,433 | General Dynamics Corp. | 11,565,377 | 0.9 | ||||||||||||||||
323,760 | Johnson Controls International plc | 22,219,649 | 1.7 | ||||||||||||||||
2,879 | (1 | ) | Parker Hannifin Corp. | 881,586 | 0.1 | ||||||||||||||
91,858 | Quanta Services, Inc. | 8,319,579 | 0.6 | ||||||||||||||||
235,425 | Raytheon Technologies Corp. | 20,084,107 | 1.5 | ||||||||||||||||
217,419 | Textron, Inc. | 14,951,905 | 1.1 | ||||||||||||||||
109,191,641 | 8.2 | ||||||||||||||||||
Information Technology: 7.7% | |||||||||||||||||||
299,315 | Cognizant Technology Solutions Corp. | 20,730,557 | 1.6 |
See Accompanying Notes to Financial Statements
111
VY® INVESCO PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Information Technology (continued) | |||||||||||||||||||
192,260 | Corning, Inc. | $ | 7,863,434 | 0.6 | |||||||||||||||
65,878 | (1 | ) | Fiserv, Inc. | 7,041,700 | 0.5 | ||||||||||||||
279,538 | Intel Corp. | 15,693,263 | 1.2 | ||||||||||||||||
85,835 | (1 | ) | Micron Technology, Inc. | 7,294,258 | 0.6 | ||||||||||||||
54,133 | NXP Semiconductor NV - NXPI - US | 11,136,241 | 0.8 | ||||||||||||||||
171,910 | Oracle Corp. | 13,381,475 | 1.0 | ||||||||||||||||
77,280 | Qualcomm, Inc. | 11,045,630 | 0.8 | ||||||||||||||||
62,839 | TE Connectivity Ltd. | 8,496,461 | 0.6 | ||||||||||||||||
102,683,019 | 7.7 | ||||||||||||||||||
Materials: 2.5% | |||||||||||||||||||
211,400 | (1 | ) | Axalta Coating Systems Ltd. | 6,445,586 | 0.5 | ||||||||||||||
311,419 | Barrick Gold Corp. | 6,440,145 | 0.5 | ||||||||||||||||
285,001 | Corteva, Inc. | 12,639,794 | 0.9 | ||||||||||||||||
120,481 | Dow, Inc. | 7,624,038 | 0.6 | ||||||||||||||||
33,149,563 | 2.5 | ||||||||||||||||||
Real Estate: 1.6% | |||||||||||||||||||
244,473 | (1 | ) | CBRE Group, Inc. | 20,958,670 | 1.6 | ||||||||||||||
Utilities: 1.6% | |||||||||||||||||||
55,287 | Duke Energy Corp. | 5,457,933 | 0.4 | ||||||||||||||||
165,095 | Exelon Corp. | 7,315,359 | 0.6 | ||||||||||||||||
225,848 | FirstEnergy Corp. | 8,403,804 | 0.6 | ||||||||||||||||
21,177,096 | 1.6 | ||||||||||||||||||
Total Common Stock (Cost $587,338,464) | 839,991,436 | 63.0 | |||||||||||||||||
PREFERRED STOCK: 0.9% | |||||||||||||||||||
Energy: 0.5% | |||||||||||||||||||
140,612 | (1 | ),(2) | El Paso Energy Capital Trust I | 7,065,753 | 0.5 | ||||||||||||||
Financials: 0.4% | |||||||||||||||||||
75,900 | (1 | ) | AMG Capital Trust II | 4,553,241 | 0.4 | ||||||||||||||
4,000 | (1 | ),(2),(3) | Wells Fargo & Co. | 110,200 | 0.0 | ||||||||||||||
4,663,441 | 0.4 | ||||||||||||||||||
Total Preferred Stock (Cost $10,847,296) | 11,729,194 | 0.9 | |||||||||||||||||
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
CORPORATE BONDS/NOTES: 12.6% | |||||||||||||||||||
Basic Materials: 0.1% | |||||||||||||||||||
441,000 | (4 | ) | LYB Finance Co. BV, 8.100%, 03/15/2027 | 588,024 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
195,000 | International Paper Co., 6.000%, 11/15/2041 | $ | 277,573 | 0.0 | |||||||||||||||
150,000 | Rio Tinto Finance USA Ltd., 7.125%, 07/15/2028 | 203,285 | 0.0 | ||||||||||||||||
211,000 | Sherwin-Williams Co/The, 4.500%, 06/01/2047 | 264,393 | 0.0 | ||||||||||||||||
1,333,275 | 0.1 | ||||||||||||||||||
Communications: 1.5% | |||||||||||||||||||
2,307,000 | Amazon.com, Inc., 2.875%, 05/12/2041 | 2,383,165 | 0.2 | ||||||||||||||||
455,000 | America Movil SAB de CV, 4.375%, 07/16/2042 | 547,653 | 0.0 | ||||||||||||||||
837,000 | AT&T, Inc., 3.000%, 06/30/2022 | 855,981 | 0.1 | ||||||||||||||||
125,000 | (4 | ) | AT&T, Inc., 3.500%, 09/15/2053 | 125,773 | 0.0 | ||||||||||||||
334,000 | (4 | ) | AT&T, Inc., 3.550%, 09/15/2055 | 335,606 | 0.0 | ||||||||||||||
533,000 | AT&T, Inc., 4.300%, 02/15/2030 | 616,541 | 0.1 | ||||||||||||||||
747,000 | AT&T, Inc., 4.500%, 05/15/2035 | 877,967 | 0.1 | ||||||||||||||||
958,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.850%, 04/01/2061 | 942,601 | 0.1 | ||||||||||||||||
1,635,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | 1,692,915 | 0.1 | ||||||||||||||||
1,495,000 | Cisco Systems, Inc., 1.850%, 09/20/2021 | 1,498,479 | 0.1 | ||||||||||||||||
910,000 | Comcast Corp., 3.900%, 03/01/2038 | 1,048,670 | 0.1 | ||||||||||||||||
1,055,000 | Comcast Corp., 4.150%, 10/15/2028 | 1,222,047 | 0.1 | ||||||||||||||||
135,000 | Comcast Corp., 6.450%, 03/15/2037 | 196,218 | 0.0 |
See Accompanying Notes to Financial Statements
112
VY® INVESCO PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Communications (continued) | |||||||||||||||||||
188,000 | (4 | ) | Cox Communications, Inc., 2.950%, 10/01/2050 | $ | 178,514 | 0.0 | |||||||||||||
210,000 | NBCUniversal Media LLC, 5.950%, 04/01/2041 | 303,073 | 0.0 | ||||||||||||||||
910,000 | Rogers Communications, Inc., 4.300%, 02/15/2048 | 1,052,662 | 0.1 | ||||||||||||||||
415,000 | (5 | ) | Rogers Communications, Inc., 4.500%, 03/15/2043 | 486,857 | 0.0 | ||||||||||||||
390,000 | Telefonica Emisiones SAU, 4.665%, 03/06/2038 | 460,058 | 0.0 | ||||||||||||||||
860,000 | Telefonica Emisiones SAU, 5.213%, 03/08/2047 | 1,075,705 | 0.1 | ||||||||||||||||
539,000 | Verizon Communications, Inc., 3.400%, 03/22/2041 | 570,875 | 0.0 | ||||||||||||||||
535,000 | Verizon Communications, Inc., 4.400%, 11/01/2034 | 638,052 | 0.1 | ||||||||||||||||
833,000 | Verizon Communications, Inc., 4.812%, 03/15/2039 | 1,056,696 | 0.1 | ||||||||||||||||
1,350,000 | Walt Disney Co/The, 3.000%, 09/15/2022 | 1,393,993 | 0.1 | ||||||||||||||||
19,560,101 | 1.5 | ||||||||||||||||||
Consumer, Cyclical: 0.8% | |||||||||||||||||||
491,469 | American Airlines 2014-1 Class A Pass Through Trust, 3.700%, 04/01/2028 | 500,676 | 0.0 | ||||||||||||||||
595,000 | Dollar General Corp., 3.250%, 04/15/2023 | 621,113 | 0.0 | ||||||||||||||||
563,000 | General Motors Co., 6.600%, 04/01/2036 | 773,777 | 0.1 | ||||||||||||||||
713,000 | General Motors Financial Co., Inc., 5.250%, 03/01/2026 | 823,904 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
1,920,000 | Home Depot, Inc./The, 2.625%, 06/01/2022 | $ | 1,959,686 | 0.1 | |||||||||||||||
740,000 | Starbucks Corp., 3.550%, 08/15/2029 | 827,745 | 0.1 | ||||||||||||||||
2,400,000 | Toyota Motor Credit Corp., 2.600%, 01/11/2022 | 2,430,073 | 0.2 | ||||||||||||||||
242,500 | United Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | 257,945 | 0.0 | ||||||||||||||||
611,048 | United Airlines 2014-2 Class A Pass Through Trust, 3.750%, 03/03/2028 | 647,195 | 0.0 | ||||||||||||||||
530,077 | United Airlines 2018-1 Class AA Pass Through Trust, 3.500%, 09/01/2031 | 556,201 | 0.0 | ||||||||||||||||
1,000,000 | Walgreens Boots Alliance, Inc., 3.300%, 11/18/2021 | 1,006,217 | 0.1 | ||||||||||||||||
737,000 | Walgreens Boots Alliance, Inc., 4.500%, 11/18/2034 | 859,785 | 0.1 | ||||||||||||||||
11,264,317 | 0.8 | ||||||||||||||||||
Consumer, Non-cyclical: 2.1% | |||||||||||||||||||
1,299,000 | AbbVie, Inc., 4.050%, 11/21/2039 | 1,510,801 | 0.1 | ||||||||||||||||
1,137,000 | AbbVie, Inc., 4.500%, 05/14/2035 | 1,371,284 | 0.1 | ||||||||||||||||
185,000 | AbbVie, Inc., 4.850%, 06/15/2044 | 235,890 | 0.0 | ||||||||||||||||
1,273,000 | Altria Group, Inc., 5.800%, 02/14/2039 | 1,574,797 | 0.1 | ||||||||||||||||
1,475,000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | 1,811,894 | 0.1 | ||||||||||||||||
216,000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | 273,881 | 0.0 |
See Accompanying Notes to Financial Statements
113
VY® INVESCO PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Consumer, Non-cyclical (continued) | |||||||||||||||||||
2,770,000 | AstraZeneca PLC, 2.375%, 06/12/2022 | $ | 2,821,993 | 0.2 | |||||||||||||||
498,000 | (4 | ) | Bayer US Finance II LLC, 4.375%, 12/15/2028 | 571,097 | 0.1 | ||||||||||||||
981,000 | (4 | ) | Bayer US Finance LLC, 3.000%, 10/08/2021 | 988,034 | 0.1 | ||||||||||||||
218,000 | Becton Dickinson & Co., 4.875%, 05/15/2044 | 258,970 | 0.0 | ||||||||||||||||
654,000 | Bristol-Myers Squibb Co., 4.125%, 06/15/2039 | 790,942 | 0.1 | ||||||||||||||||
107,000 | Cigna Corp., 4.800%, 08/15/2038 | 133,414 | 0.0 | ||||||||||||||||
620,000 | CVS Health Corp., 3.375%, 08/12/2024 | 666,736 | 0.1 | ||||||||||||||||
416,589 | CVS Pass-Through Trust, 6.036%, 12/10/2028 | 488,062 | 0.0 | ||||||||||||||||
1,975,000 | Gilead Sciences, Inc., 3.250%, 09/01/2022 | 2,031,853 | 0.2 | ||||||||||||||||
755,000 | Gilead Sciences, Inc., 4.400%, 12/01/2021 | 760,093 | 0.1 | ||||||||||||||||
80,000 | GlaxoSmithKline Capital, Inc., 6.375%, 05/15/2038 | 120,040 | 0.0 | ||||||||||||||||
1,232,000 | (4 | ) | Heineken NV, 3.500%, 01/29/2028 | 1,362,755 | 0.1 | ||||||||||||||
240,000 | Ingredion, Inc., 6.625%, 04/15/2037 | 334,398 | 0.0 | ||||||||||||||||
423,000 | Laboratory Corp. of America Holdings, 4.700%, 02/01/2045 | 508,603 | 0.0 | ||||||||||||||||
92,000 | Mead Johnson Nutrition Co., 4.125%, 11/15/2025 | 103,541 | 0.0 | ||||||||||||||||
413,000 | Medtronic, Inc., 4.375%, 03/15/2035 | 514,466 | 0.0 | ||||||||||||||||
513,000 | Molson Coors Beverage Co., 4.200%, 07/15/2046 | 572,891 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
3,220,000 | (4 | ) | Nestle Holdings, Inc., 3.100%, 09/24/2021 | $ | 3,233,858 | 0.3 | |||||||||||||
1,245,000 | PepsiCo, Inc., 3.000%, 08/25/2021 | 1,250,214 | 0.1 | ||||||||||||||||
555,000 | Pfizer, Inc., 2.200%, 12/15/2021 | 560,022 | 0.0 | ||||||||||||||||
1,730,000 | Pfizer, Inc., 3.000%, 09/15/2021 | 1,740,136 | 0.1 | ||||||||||||||||
275,000 | Philip Morris International, Inc., 3.600%, 11/15/2023 | 296,269 | 0.0 | ||||||||||||||||
820,000 | Philip Morris International, Inc., 4.875%, 11/15/2043 | 1,027,209 | 0.1 | ||||||||||||||||
155,000 | UnitedHealth Group, Inc., 3.500%, 08/15/2039 | 173,470 | 0.0 | ||||||||||||||||
79,000 | Zoetis, Inc., 4.700%, 02/01/2043 | 101,872 | 0.0 | ||||||||||||||||
28,189,485 | 2.1 | ||||||||||||||||||
Energy: 1.1% | |||||||||||||||||||
927,000 | BP Capital Markets America, Inc., 2.939%, 06/04/2051 | 889,757 | 0.1 | ||||||||||||||||
612,000 | (4 | ) | Cameron LNG LLC, 3.701%, 01/15/2039 | 683,524 | 0.0 | ||||||||||||||
1,275,000 | Chevron Corp., 2.498%, 03/03/2022 | 1,292,050 | 0.1 | ||||||||||||||||
570,000 | Chevron USA, Inc., 5.250%, 11/15/2043 | 775,925 | 0.1 | ||||||||||||||||
392,000 | ConocoPhillips Co., 4.150%, 11/15/2034 | 456,555 | 0.0 | ||||||||||||||||
182,000 | Energy Transfer L.P., 4.200%, 09/15/2023 | 194,814 | 0.0 | ||||||||||||||||
570,000 | Energy Transfer L.P., 4.900%, 03/15/2035 | 660,967 | 0.0 | ||||||||||||||||
723,000 | Energy Transfer L.P., 5.000%, 05/15/2050 | 837,271 | 0.1 | ||||||||||||||||
835,000 | Energy Transfer L.P., 5.300%, 04/01/2044 | 965,824 | 0.1 |
See Accompanying Notes to Financial Statements
114
VY® INVESCO PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Energy (continued) | |||||||||||||||||||
833,000 | Enterprise Products Operating LLC, 4.250%, 02/15/2048 | $ | 955,651 | 0.1 | |||||||||||||||
250,000 | Cenovus Energy, Inc., 3.950%, 04/15/2022 | 254,505 | 0.0 | ||||||||||||||||
700,000 | Kinder Morgan, Inc., 5.300%, 12/01/2034 | 866,133 | 0.1 | ||||||||||||||||
2,340,000 | MPLX L.P., 4.500%, 07/15/2023 | 2,503,674 | 0.2 | ||||||||||||||||
973,000 | MPLX L.P., 4.500%, 04/15/2038 | 1,117,926 | 0.1 | ||||||||||||||||
295,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 3.650%, 06/01/2022 | 301,147 | 0.0 | ||||||||||||||||
858,000 | Spectra Energy Partners L.P., 4.500%, 03/15/2045 | 1,008,421 | 0.1 | ||||||||||||||||
544,000 | Suncor Energy, Inc., 3.600%, 12/01/2024 | 588,014 | 0.0 | ||||||||||||||||
215,000 | Texas Eastern Transmission L.P., 7.000%, 07/15/2032 | 298,480 | 0.0 | ||||||||||||||||
14,650,638 | 1.1 | ||||||||||||||||||
Financial: 4.2% | |||||||||||||||||||
231,000 | Air Lease Corp., 3.000%, 09/15/2023 | 241,565 | 0.0 | ||||||||||||||||
1,870,000 | Air Lease Corp., 4.250%, 09/15/2024 | 2,040,536 | 0.2 | ||||||||||||||||
885,000 | Aircastle Ltd., 4.400%, 09/25/2023 | 948,092 | 0.1 | ||||||||||||||||
410,000 | Allstate Corp./The, 3.280%, 12/15/2026 | 452,886 | 0.0 | ||||||||||||||||
393,000 | (5 | ) | American Equity Investment Life Holding Co., 5.000%, 06/15/2027 | 444,966 | 0.0 | ||||||||||||||
543,000 | American Express Co., 3.625%, 12/05/2024 | 593,987 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
1,140,000 | American International Group, Inc., 4.375%, 01/15/2055 | $ | 1,386,954 | 0.1 | |||||||||||||||
831,000 | American Tower Corp., 1.600%, 04/15/2026 | 840,342 | 0.1 | ||||||||||||||||
455,000 | (4 | ) | ANZ New Zealand Int'l Ltd./London, 2.875%, 01/25/2022 | 461,886 | 0.0 | ||||||||||||||
440,000 | (4 | ) | Apollo Management Holdings L.P., 4.000%, 05/30/2024 | 479,404 | 0.0 | ||||||||||||||
285,000 | (4 | ) | Athene Global Funding, 2.750%, 06/25/2024 | 299,040 | 0.0 | ||||||||||||||
1,555,000 | (4 | ) | Athene Global Funding, 4.000%, 01/25/2022 | 1,587,542 | 0.1 | ||||||||||||||
305,000 | (4 | ) | Aviation Capital Group LLC, 2.875%, 01/20/2022 | 308,139 | 0.0 | ||||||||||||||
1,095,000 | (4 | ) | Aviation Capital Group LLC, 4.875%, 10/01/2025 | 1,216,972 | 0.1 | ||||||||||||||
720,000 | Bank of America Corp., 3.248%, 10/21/2027 | 781,626 | 0.1 | ||||||||||||||||
725,000 | (4 | ) | BBVA Bancomer SA/Texas, 4.375%, 04/10/2024 | 789,463 | 0.1 | ||||||||||||||
765,000 | Brookfield Asset Management, Inc., 4.000%, 01/15/2025 | 837,501 | 0.1 | ||||||||||||||||
1,140,000 | Capital One Financial Corp., 3.200%, 01/30/2023 | 1,187,255 | 0.1 | ||||||||||||||||
130,000 | (4 | ) | Carlyle Holdings Finance LLC, 3.875%, 02/01/2023 | 136,413 | 0.0 | ||||||||||||||
630,000 | (3 | ) | Citigroup, Inc., 3.668%, 07/24/2028 | 695,461 | 0.1 | ||||||||||||||
1,930,000 | Citigroup, Inc., 4.000%, 08/05/2024 | 2,102,940 | 0.2 | ||||||||||||||||
520,000 | Citigroup, Inc., 4.750%, 05/18/2046 | 663,005 | 0.1 | ||||||||||||||||
260,000 | Citigroup, Inc., 5.300%, 05/06/2044 | 351,800 | 0.0 |
See Accompanying Notes to Financial Statements
115
VY® INVESCO PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Financial (continued) | |||||||||||||||||||
560,000 | Citigroup, Inc., 6.675%, 09/13/2043 | $ | 862,396 | 0.1 | |||||||||||||||
472,000 | (4 | ) | Credit Suisse AG, 6.500%, 08/08/2023 | 522,528 | 0.0 | ||||||||||||||
1,348,000 | Crown Castle International Corp., 2.500%, 07/15/2031 | 1,359,357 | 0.1 | ||||||||||||||||
60,000 | Crown Castle International Corp., 4.750%, 05/15/2047 | 73,373 | 0.0 | ||||||||||||||||
2,088,000 | (4 | ) | Delaware Life Global Funding, 2.662%, 06/29/2026 | 2,090,046 | 0.2 | ||||||||||||||
620,000 | Discover Bank, 3.350%, 02/06/2023 | 646,116 | 0.0 | ||||||||||||||||
2,275,000 | EPR Properties, 4.750%, 12/15/2026 | 2,469,113 | 0.2 | ||||||||||||||||
820,000 | Goldman Sachs Group, Inc., 4.250%, 10/21/2025 | 917,304 | 0.1 | ||||||||||||||||
355,000 | Goldman Sachs Group, Inc., 5.250%, 07/27/2021 | 356,239 | 0.0 | ||||||||||||||||
835,000 | Office Properties Income Trust, 4.000%, 07/15/2022 | 862,580 | 0.1 | ||||||||||||||||
755,000 | (4 | ) | Guardian Life Global Funding, 2.900%, 05/06/2024 | 801,100 | 0.1 | ||||||||||||||
240,000 | Service Properties Trust, 5.000%, 08/15/2022 | 243,000 | 0.0 | ||||||||||||||||
1,790,000 | (3 | ) | HSBC Holdings PLC, 2.633%, 11/07/2025 | 1,879,651 | 0.1 | ||||||||||||||
670,000 | (4 | ) | Jackson National Life Global Funding, 2.100%, 10/25/2021 | 673,938 | 0.1 | ||||||||||||||
620,000 | (4 | ) | Jackson National Life Global Funding, 3.250%, 01/30/2024 | 660,733 | 0.1 | ||||||||||||||
550,000 | JPMorgan Chase & Co., 3.200%, 06/15/2026 | 599,111 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
665,000 | (3 | ) | JPMorgan Chase & Co., 3.465%, 12/31/2199 | $ | 667,494 | 0.1 | |||||||||||||
1,270,000 | (3 | ) | JPMorgan Chase & Co., 3.509%, 01/23/2029 | 1,400,802 | 0.1 | ||||||||||||||
1,270,000 | (3 | ) | JPMorgan Chase & Co., 3.897%, 01/23/2049 | 1,480,649 | 0.1 | ||||||||||||||
675,000 | (3 | ) | JPMorgan Chase & Co., 4.260%, 02/22/2048 | 820,838 | 0.1 | ||||||||||||||
443,000 | (4 | ) | KKR Group Finance Co. III LLC, 5.125%, 06/01/2044 | 578,573 | 0.0 | ||||||||||||||
950,000 | (4 | ) | Liberty Mutual Group, Inc., 3.950%, 05/15/2060 | 1,045,952 | 0.1 | ||||||||||||||
587,000 | Lifestorage L.P./CA, 3.500%, 07/01/2026 | 642,552 | 0.0 | ||||||||||||||||
285,000 | Markel Corp., 5.000%, 03/30/2043 | 346,575 | 0.0 | ||||||||||||||||
525,000 | Markel Corp., 5.000%, 05/20/2049 | 682,252 | 0.1 | ||||||||||||||||
2,360,000 | (4 | ) | Mizuho Financial Group Cayman 3 Ltd., 4.600%, 03/27/2024 | 2,575,747 | 0.2 | ||||||||||||||
1,040,000 | Morgan Stanley, 4.000%, 07/23/2025 | 1,157,634 | 0.1 | ||||||||||||||||
1,230,000 | National Australia Bank Ltd./ New York, 1.875%, 07/12/2021 | 1,230,647 | 0.1 | ||||||||||||||||
1,000,000 | (4 | ) | Nationwide Financial Services, Inc., 5.300%, 11/18/2044 | 1,261,217 | 0.1 | ||||||||||||||
590,000 | PartnerRe Finance B LLC, 3.700%, 07/02/2029 | 656,324 | 0.0 | ||||||||||||||||
755,000 | PNC Financial Services Group, Inc./The, 3.450%, 04/23/2029 | 844,610 | 0.1 | ||||||||||||||||
200,000 | Regency Centers L.P., 2.950%, 09/15/2029 | 210,839 | 0.0 | ||||||||||||||||
300,000 | Regency Centers L.P., 4.650%, 03/15/2049 | 365,164 | 0.0 |
See Accompanying Notes to Financial Statements
116
VY® INVESCO PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Financial (continued) | |||||||||||||||||||
259,000 | Reinsurance Group of America, Inc., 4.700%, 09/15/2023 | $ | 281,677 | 0.0 | |||||||||||||||
805,000 | (4 | ) | Societe Generale SA, 5.000%, 01/17/2024 | 876,453 | 0.1 | ||||||||||||||
670,000 | Synchrony Financial, 3.950%, 12/01/2027 | 747,453 | 0.1 | ||||||||||||||||
445,000 | Travelers Cos, Inc., 4.600%, 08/01/2043 | 586,728 | 0.0 | ||||||||||||||||
585,000 | (4 | ) | UBS Group AG, 4.125%, 04/15/2026 | 656,397 | 0.0 | ||||||||||||||
410,000 | US Bancorp, 3.100%, 04/27/2026 | 446,332 | 0.0 | ||||||||||||||||
965,000 | Wells Fargo & Co., 3.550%, 09/29/2025 | 1,061,080 | 0.1 | ||||||||||||||||
470,000 | Wells Fargo & Co., 4.100%, 06/03/2026 | 528,297 | 0.0 | ||||||||||||||||
300,000 | Wells Fargo & Co., 4.650%, 11/04/2044 | 370,765 | 0.0 | ||||||||||||||||
315,000 | Willis North America, Inc., 3.600%, 05/15/2024 | 338,596 | 0.0 | ||||||||||||||||
350,000 | WR Berkley Corp., 4.625%, 03/15/2022 | 360,315 | 0.0 | ||||||||||||||||
56,086,322 | 4.2 | ||||||||||||||||||
Industrial: 1.1% | |||||||||||||||||||
970,000 | Avnet, Inc., 4.625%, 04/15/2026 | 1,092,013 | 0.1 | ||||||||||||||||
1,585,000 | Boeing Co/The, 5.805%, 05/01/2050 | 2,137,913 | 0.2 | ||||||||||||||||
735,000 | Caterpillar Financial Services Corp., 1.700%, 08/09/2021 | 736,234 | 0.1 | ||||||||||||||||
330,000 | CSX Corp., 5.500%, 04/15/2041 | 449,704 | 0.0 | ||||||||||||||||
1,015,000 | Deere & Co., 2.600%, 06/08/2022 | 1,031,966 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
295,000 | FedEx Corp., 4.900%, 01/15/2034 | $ | 368,691 | 0.0 | |||||||||||||||
1,620,000 | General Dynamics Corp., 3.875%, 07/15/2021 | 1,621,349 | 0.1 | ||||||||||||||||
620,000 | Honeywell International, Inc., 0.380%, (US0003M + 0.230%), 08/19/2022 | 620,212 | 0.1 | ||||||||||||||||
1,020,000 | Honeywell International, Inc., 0.483%, 08/19/2022 | 1,020,340 | 0.1 | ||||||||||||||||
459,000 | Norfolk Southern Corp., 3.400%, 11/01/2049 | 487,040 | 0.0 | ||||||||||||||||
703,000 | Packaging Corp. of America, 4.500%, 11/01/2023 | 760,044 | 0.1 | ||||||||||||||||
285,000 | Precision Castparts Corp., 2.500%, 01/15/2023 | 292,990 | 0.0 | ||||||||||||||||
345,000 | Raytheon Technologies Corp., 4.450%, 11/16/2038 | 418,667 | 0.0 | ||||||||||||||||
410,000 | (4 | ) | SMBC Aviation Capital Finance DAC, 2.650%, 07/15/2021 | 410,309 | 0.0 | ||||||||||||||
970,000 | Union Pacific Corp., 3.200%, 05/20/2041 | 1,030,522 | 0.1 | ||||||||||||||||
157,000 | Union Pacific Corp., 3.646%, 02/15/2024 | 168,453 | 0.0 | ||||||||||||||||
375,000 | Union Pacific Corp., 3.839%, 03/20/2060 | 428,130 | 0.0 | ||||||||||||||||
730,000 | Union Pacific Corp., 4.150%, 01/15/2045 | 845,661 | 0.1 | ||||||||||||||||
330,000 | United Parcel Service, Inc., 3.400%, 11/15/2046 | 371,536 | 0.0 | ||||||||||||||||
14,291,774 | 1.1 | ||||||||||||||||||
Technology: 1.1% | |||||||||||||||||||
1,146,000 | Apple, Inc., 2.150%, 02/09/2022 | 1,159,816 | 0.1 | ||||||||||||||||
435,000 | Apple, Inc., 3.350%, 02/09/2027 | 483,498 | 0.0 |
See Accompanying Notes to Financial Statements
117
VY® INVESCO PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Technology (continued) | |||||||||||||||||||
1,030,000 | (4 | ) | Broadcom, Inc., 3.469%, 04/15/2034 | $ | 1,090,543 | 0.1 | |||||||||||||
910,000 | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | 987,486 | 0.1 | ||||||||||||||||
35,000 | Dell International LLC / EMC Corp., 8.350%, 07/15/2046 | 57,334 | 0.0 | ||||||||||||||||
1,630,000 | Fiserv, Inc., 3.800%, 10/01/2023 | 1,745,177 | 0.1 | ||||||||||||||||
1,385,000 | International Business Machines Corp., 2.875%, 11/09/2022 | 1,433,776 | 0.1 | ||||||||||||||||
1,152,000 | (4 | ) | Marvell Technology, Inc., 2.450%, 04/15/2028 | 1,175,311 | 0.1 | ||||||||||||||
200,000 | Micron Technology, Inc., 4.663%, 02/15/2030 | 232,845 | 0.0 | ||||||||||||||||
649,000 | Microsoft Corp., 3.500%, 02/12/2035 | 754,586 | 0.1 | ||||||||||||||||
690,000 | NVIDIA Corp., 2.200%, 09/16/2021 | 691,695 | 0.0 | ||||||||||||||||
1,805,000 | (4 | ) | NXP BV / NXP Funding LLC, 3.875%, 09/01/2022 | 1,872,228 | 0.1 | ||||||||||||||
795,000 | (4 | ) | NXP BV / NXP Funding LLC, 5.350%, 03/01/2026 | 928,204 | 0.1 | ||||||||||||||
985,000 | Oracle Corp., 3.600%, 04/01/2040 | 1,040,568 | 0.1 | ||||||||||||||||
1,000,000 | salesforce.com, Inc., 2.700%, 07/15/2041 | 994,480 | 0.1 | ||||||||||||||||
285,000 | Texas Instruments, Inc., 2.625%, 05/15/2024 | 300,626 | 0.0 | ||||||||||||||||
14,948,173 | 1.1 | ||||||||||||||||||
Utilities: 0.6% | |||||||||||||||||||
620,000 | (4 | ) | Electricite de France SA, 4.875%, 01/22/2044 | 782,887 | 0.1 | ||||||||||||||
345,000 | Georgia Power Co., 3.700%, 01/30/2050 | 375,455 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
2,410,000 | NextEra Energy Capital Holdings, Inc., 0.650%, 03/01/2023 | $ | 2,420,422 | 0.2 | |||||||||||||||
703,000 | NextEra Energy Capital Holdings, Inc., 3.550%, 05/01/2027 | 777,418 | 0.1 | ||||||||||||||||
760,000 | NiSource, Inc., 4.375%, 05/15/2047 | 912,468 | 0.1 | ||||||||||||||||
605,000 | Oglethorpe Power Corp., 4.550%, 06/01/2044 | 695,768 | 0.0 | ||||||||||||||||
667,000 | Sempra Energy, 3.800%, 02/01/2038 | 742,456 | 0.1 | ||||||||||||||||
529,000 | Xcel Energy, Inc., 0.500%, 10/15/2023 | 529,209 | 0.0 | ||||||||||||||||
274,000 | Xcel Energy, Inc., 3.500%, 12/01/2049 | 296,965 | 0.0 | ||||||||||||||||
7,533,048 | 0.6 | ||||||||||||||||||
Total Corporate Bonds/Notes (Cost $153,937,445) | 167,857,133 | 12.6 | |||||||||||||||||
MUNICIPAL BONDS: 0.0% | |||||||||||||||||||
Georgia: 0.0% | |||||||||||||||||||
317,000 | Municipal Electric Authority of Georgia, 6.655%, 04/01/2057 | 488,847 | 0.0 | ||||||||||||||||
Total Municipal Bonds (Cost $317,000) | 488,847 | 0.0 | |||||||||||||||||
U.S. TREASURY OBLIGATIONS: 10.0% | |||||||||||||||||||
U.S. Treasury Bonds: 0.9% | |||||||||||||||||||
7,987,800 | 1.875%,02/15/2051 | 7,625,853 | 0.6 | ||||||||||||||||
3,083,700 | 2.250%,05/15/2041 | 3,209,457 | 0.2 | ||||||||||||||||
425,000 | (5 | ) | 4.500%,02/15/2036 | 583,578 | 0.1 | ||||||||||||||
11,418,888 | 0.9 | ||||||||||||||||||
U.S. Treasury Notes: 9.1% | |||||||||||||||||||
11,135,000 | 0.125%,06/30/2023 | 11,108,685 | 0.8 | ||||||||||||||||
26,887,000 | 0.250%,06/15/2024 | 26,724,207 | 2.0 | ||||||||||||||||
49,714,800 | 0.875%,06/30/2026 | 49,693,438 | 3.7 | ||||||||||||||||
22,156,000 | 1.250%,06/30/2028 | 22,192,350 | 1.7 | ||||||||||||||||
12,107,900 | (5 | ) | 1.625%,05/15/2031 | 12,295,194 | 0.9 | ||||||||||||||
122,013,874 | 9.1 | ||||||||||||||||||
Total U.S. Treasury Obligations (Cost $132,606,207) | 133,432,762 | 10.0 |
See Accompanying Notes to Financial Statements
118
VY® INVESCO PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
CONVERTIBLE BONDS/NOTES: 8.1% | |||||||||||||||||||
Communications: 4.6% | |||||||||||||||||||
438,000 | (5 | ) | Booking Holdings, Inc., 0.750%, 05/01/2025 | $ | 621,522 | 0.0 | |||||||||||||
1,490,000 | Booking Holdings, Inc., 0.900%, 09/15/2021 | 1,621,865 | 0.1 | ||||||||||||||||
1,283,000 | (4 | ) | Cable One, Inc., 1.125%, 03/15/2028 | 1,311,247 | 0.1 | ||||||||||||||
2,687,000 | (4 | ),(6) | Cable One, Inc., 0.000%, 03/15/2026 | 2,697,748 | 0.2 | ||||||||||||||
3,989,000 | Trip.com Group Ltd., 1.250%, 09/15/2022 | 3,803,106 | 0.3 | ||||||||||||||||
7,840,000 | DISH Network Corp., 3.375%, 08/15/2026 | 8,020,320 | 0.6 | ||||||||||||||||
1,319,000 | Finisar Corp., 0.500%, 12/15/2036 | 1,313,293 | 0.1 | ||||||||||||||||
2,501,000 | FireEye, Inc., 1.000%, 06/01/2035 | 2,472,628 | 0.2 | ||||||||||||||||
2,692,000 | FireEye, Inc., 1.625%, 06/01/2035 | 2,680,380 | 0.2 | ||||||||||||||||
2,642,000 | (4 | ) | Liberty Broadband Corp., 1.250%, 09/30/2050 | 2,672,383 | 0.2 | ||||||||||||||
2,950,000 | Liberty Latin America Ltd., 2.000%, 07/15/2024 | 3,019,568 | 0.2 | ||||||||||||||||
9,559,000 | Liberty Media Corp., 1.375%, 10/15/2023 | 12,749,207 | 1.0 | ||||||||||||||||
673,000 | Liberty Media Corp. - Liberty Formula One, 1.000%, 01/30/2023 | 917,888 | 0.1 | ||||||||||||||||
3,355,000 | (4 | ) | Match Group Financeco 3, Inc., 2.000%, 01/15/2030 | 6,833,799 | 0.5 | ||||||||||||||
3,000,000 | Shopify, Inc., 0.125%, 11/01/2025 | 3,921,000 | 0.3 | ||||||||||||||||
338,000 | (4 | ) | TripAdvisor, Inc., 0.250%, 04/01/2026 | 318,565 | 0.0 | ||||||||||||||
2,327,000 | Viavi Solutions, Inc., 1.000%, 03/01/2024 | 3,288,342 | 0.2 | ||||||||||||||||
2,486,000 | (5 | ) | Viavi Solutions, Inc., 1.750%, 06/01/2023 | 3,350,381 | 0.3 | ||||||||||||||
61,613,242 | 4.6 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Consumer, Cyclical: 0.4% | |||||||||||||||||||
1,697,000 | (4 | ) | JetBlue Airways Corp., 0.500%, 04/01/2026 | $ | 1,699,546 | 0.1 | |||||||||||||
2,264,000 | Live Nation Entertainment, Inc., 2.500%, 03/15/2023 | 3,172,543 | 0.2 | ||||||||||||||||
1,071,000 | Spirit Airlines, Inc., 1.000%, 05/15/2026 | 1,026,125 | 0.1 | ||||||||||||||||
5,898,214 | 0.4 | ||||||||||||||||||
Consumer, Non-cyclical: 1.3% | |||||||||||||||||||
704,000 | Dexcom, Inc., 0.750%, 12/01/2023 | 1,831,280 | 0.2 | ||||||||||||||||
2,041,000 | Integra LifeSciences Holdings Corp., 0.500%, 08/15/2025 | 2,263,265 | 0.2 | ||||||||||||||||
1,699,000 | Jazz Investments I Ltd., 2.000%, 06/15/2026 | 2,268,165 | 0.2 | ||||||||||||||||
2,257,000 | Neurocrine Biosciences, Inc., 2.250%, 05/15/2024 | 3,039,953 | 0.2 | ||||||||||||||||
936,000 | (4 | ) | Pacira BioSciences, Inc., 0.750%, 08/01/2025 | 1,030,770 | 0.1 | ||||||||||||||
263,000 | Pacira BioSciences, Inc., 2.375%, 04/01/2022 | 287,821 | 0.0 | ||||||||||||||||
1,323,000 | Supernus Pharmaceuticals, Inc., 0.625%, 04/01/2023 | 1,307,289 | 0.1 | ||||||||||||||||
380,000 | (4 | ) | Tandem Diabetes Care, Inc., 1.500%, 05/01/2025 | 433,694 | 0.0 | ||||||||||||||
3,735,000 | Teladoc Health, Inc., 1.250%, 06/01/2027 | 4,199,634 | 0.3 | ||||||||||||||||
16,661,871 | 1.3 | ||||||||||||||||||
Financial: 0.4% | |||||||||||||||||||
2,241,000 | BofA Finance LLC, 0.125%, 09/01/2022 | 2,722,815 | 0.2 | ||||||||||||||||
2,535,000 | (4 | ),(6) | Redfin Corp., 0.000%, 10/15/2025 | 2,855,678 | 0.2 | ||||||||||||||
5,578,493 | 0.4 |
See Accompanying Notes to Financial Statements
119
VY® INVESCO PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Technology: 1.4% | |||||||||||||||||||
1,509,000 | Cree, Inc., 0.875%, 09/01/2023 | $ | 2,520,124 | 0.2 | |||||||||||||||
1,076,000 | Cree, Inc., 1.750%, 05/01/2026 | 2,340,838 | 0.2 | ||||||||||||||||
4,780,000 | (5 | ) | Microchip Technology, Inc., 0.125%, 11/15/2024 | 5,401,400 | 0.4 | ||||||||||||||
2,444,000 | Western Digital Corp., 1.500%, 02/01/2024 | 2,622,718 | 0.2 | ||||||||||||||||
2,643,000 | Workday, Inc., 0.250%, 10/01/2022 | 4,382,358 | 0.3 | ||||||||||||||||
1,137,000 | (4 | ),(6) | Zynga, Inc., 0.000%, 12/15/2026 | 1,218,011 | 0.1 | ||||||||||||||
18,485,449 | 1.4 | ||||||||||||||||||
Total Convertible Bonds/Notes (Cost $87,054,354) | 108,237,269 | 8.1 | |||||||||||||||||
EQUITY-LINKED NOTES: 0.9% | |||||||||||||||||||
Financial: 0.9% | |||||||||||||||||||
4,397,000 | (4 | ),(7) | Credit Suisse AG, Convertible Basket (Basket of 5 Common Stocks), 0.500%, 06/24/2024 | 4,333,244 | 0.3 | ||||||||||||||
6,746,000 | (7 | ) | GS Finance Corp (Guarantor: The Goldman Sachs Group, Inc.), Exchangeable Basket (Basket of 5 Common Stocks), 0.250%, 07/08/2024 | 7,909,010 | 0.6 | ||||||||||||||
Total Equity- Linked Notes (Cost $11,143,000) | 12,242,254 | 0.9 | |||||||||||||||||
STRUCTURED NOTES: 1.0% | |||||||||||||||||||
Financial: 1.0% | |||||||||||||||||||
6,016,000 | (7 | ) | Wells Fargo Bank N.A., Convertible Trust - Energy Series 2019-1 (Linked to a basket of 4 Stocks), 0.330%, 09/19/2024 | 6,527,360 | 0.5 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
5,968,000 | (7 | ) | Wells Fargo Bank N.A., Convertible Trust - Media Series 2019-1 (Linked to a basked of 3 Stocks), 0.250%, 12/04/2024 | $ | 7,382,416 | 0.5 | |||||||||||||
Total Structured Notes (Cost $12,405,961) | 13,909,776 | 1.0 | |||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.1% | |||||||||||||||||||
Federal National Mortgage Association: 0.1%(8) | |||||||||||||||||||
915,000 | 6.625%,11/15/2030 | 1,324,823 | 0.1 | ||||||||||||||||
Total U.S. Government Agency Obligations (Cost $1,005,046) | 1,324,823 | 0.1 | |||||||||||||||||
Total Long-Term Investments (Cost $996,654,773) | 1,289,213,494 | 96.6 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 5.0% | |||||||||||||||||||
Repurchase Agreements: 1.3% | |||||||||||||||||||
4,027,600 | (9 | ) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $4,027,606, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $4,108,152, due 07/25/21- 05/20/71) | 4,027,600 | 0.3 |
See Accompanying Notes to Financial Statements
120
VY® INVESCO PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Repurchase Agreements (continued) | |||||||||||||||||||
1,067,574 | (9 | ) | Citigroup, Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $1,067,576, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,088,925, due 07/01/21- 01/15/59) | $ | 1,067,574 | 0.1 | |||||||||||||
1,419,577 | (9 | ) | JVB Financial Group LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $1,419,581, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $1,447,969, due 08/01/21- 06/01/51) | 1,419,577 | 0.1 | ||||||||||||||
1,803,568 | (9 | ) | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $1,803,571, collateralized by various U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,839,643, due 05/01/24-04/20/71) | 1,803,568 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
4,027,600 | (9 | ) | Palafox Trading LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $4,027,610, collateralized by various U.S. Government Securities, 1.125%, Market Value plus accrued interest $4,108,164, due 02/28/27) | $ | 4,027,600 | 0.3 | |||||||||||||
2,861,793 | (9 | ) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/21, 0.11%, due 07/01/21 (Repurchase Amount $2,861,802, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,919,341, due 07/15/23- 02/15/48) | 2,861,793 | 0.2 | ||||||||||||||
1,168,735 | (9 | ) | Stonex Financial Inc., Repurchase Agreement dated 06/30/21, 0.10%, due 07/01/21 (Repurchase Amount $1,168,738, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.320%-9.000%, Market Value plus accrued interest $1,192,110, due 12/01/21-05/20/71) | 1,168,735 | 0.1 | ||||||||||||||
Total Repurchase Agreements (Cost $16,376,447) | 16,376,447 | 1.3 |
See Accompanying Notes to Financial Statements
121
VY® INVESCO PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Mutual Funds: 3.7% | |||||||||||||||||||
49,118,100 | (9 | ),(10) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% | $ | 49,118,100 | 3.7 | |||||||||||||
198,000 | (9 | ),(10) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.020% | 198,000 | 0.0 | ||||||||||||||
365,000 | (9 | ),(10) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | 365,000 | 0.0 | ||||||||||||||
Total Mutual Funds (Cost $49,681,100) | 49,681,100 | 3.7 | |||||||||||||||||
Total Short-Term Investments (Cost $66,057,547) | 66,057,547 | 5.0 | |||||||||||||||||
Total Investments in Securities (Cost $1,062,712,320) | $ | 1,355,271,041 | 101.6 | ||||||||||||||||
Liabilities in Excess of Other Assets | (21,111,663 | ) | (1.6 | ) | |||||||||||||||
Net Assets | $ | 1,334,159,378 | 100.0 |
† Unless otherwise indicated, principal amount is shown in USD.
(1) Non-income producing security.
(2) Preferred Stock may be called prior to convertible date.
(3) Variable rate security. Rate shown is the rate in effect as of June 30, 2021.
(4) Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers.
(5) Security, or a portion of the security, is on loan.
(6) Represents a zero coupon bond. Rate shown reflects the effective yield as of June 30, 2021.
(7) For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs.
(8) The Federal Housing Finance Agency ("FHFA") placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies.
(9) All or a portion of the security represents securities purchased with cash collateral received for securities on loan.
(10) Rate shown is the 7-day yield as of June 30, 2021.
Reference Rate Abbreviations:
US0003M 3-month LIBOR
Sector Diversification
as of June 30, 2021
(as a percentage of net assets)
Financials | 22.6 | % | |||||
Health Care | 9.3 | % | |||||
Industrials | 9.3 | % | |||||
U.S. Treasury Notes | 9.1 | % | |||||
Information Technology | 7.7 | % | |||||
Communications | 6.1 | % | |||||
Energy | 5.7 | % | |||||
Consumer Discretionary | 4.8 | % | |||||
Communication Services | 4.1 | % | |||||
Consumer Staples | 3.4 | % | |||||
Consumer, Non-cyclical | 3.4 | % | |||||
Technology | 2.5 | % | |||||
Materials | 2.5 | % | |||||
Utilities | 2.2 | % | |||||
Real Estate | 1.6 | % | |||||
Consumer, Cyclical | 1.2 | % | |||||
U.S. Treasury Bonds | 0.9 | % | |||||
Basic Materials | 0.1 | % | |||||
Federal National Mortgage Association | 0.1 | % | |||||
Municipal Bonds | 0.0 | %^ | |||||
Assets in Excess of Other Liabilities* | 3.4 | % | |||||
Net Assets | 100.0 | % |
^ Amount is less than 0.005%.
* Includes short-term investments.
Portfolio holdings are subject to change daily.
See Accompanying Notes to Financial Statements
122
VY® INVESCO PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 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 June 30, 2021 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Communication Services | $ | 49,441,425 | $ | 5,896,878 | $ | — | $ | 55,338,303 | |||||||||||
Consumer Discretionary | 57,159,641 | 7,197,558 | — | 64,357,199 | |||||||||||||||
Consumer Staples | 39,935,458 | 5,196,356 | — | 45,131,814 | |||||||||||||||
Energy | 55,273,779 | — | — | 55,273,779 | |||||||||||||||
Financials | 208,875,875 | — | — | 208,875,875 | |||||||||||||||
Health Care | 102,648,670 | 21,205,807 | — | 123,854,477 | |||||||||||||||
Industrials | 103,791,232 | 5,400,409 | — | 109,191,641 | |||||||||||||||
Information Technology | 102,683,019 | — | — | 102,683,019 | |||||||||||||||
Materials | 33,149,563 | — | — | 33,149,563 | |||||||||||||||
Real Estate | 20,958,670 | — | — | 20,958,670 | |||||||||||||||
Utilities | 21,177,096 | — | — | 21,177,096 | |||||||||||||||
Total Common Stock | 795,094,428 | 44,897,008 | — | 839,991,436 | |||||||||||||||
Preferred Stock | 7,175,953 | 4,553,241 | — | 11,729,194 | |||||||||||||||
Corporate Bonds/Notes | — | 167,857,133 | — | 167,857,133 | |||||||||||||||
Municipal Bonds | — | 488,847 | — | 488,847 | |||||||||||||||
Convertible Bonds/Notes | — | 108,237,269 | — | 108,237,269 | |||||||||||||||
Structured Notes | — | — | 13,909,776 | 13,909,776 | |||||||||||||||
Equity-Linked Notes | — | — | 12,242,254 | 12,242,254 | |||||||||||||||
U.S. Government Agency Obligations | — | 1,324,823 | — | 1,324,823 | |||||||||||||||
U.S. Treasury Obligations | — | 133,432,762 | — | 133,432,762 | |||||||||||||||
Short-Term Investments | 49,681,100 | 16,376,447 | — | 66,057,547 | |||||||||||||||
Total Investments, at fair value | $ | 851,951,481 | $ | 477,167,530 | $ | 26,152,030 | $ | 1,355,271,041 | |||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | 133,403 | $ | — | $ | 133,403 | |||||||||||
Total Assets | $ | 851,951,481 | $ | 477,300,933 | $ | 26,152,030 | $ | 1,355,404,444 | |||||||||||
Liabilities Table | |||||||||||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (11,398 | ) | $ | — | $ | (11,398 | ) | |||||||||
Total Liabilities | $ | — | $ | (11,398 | ) | $ | — | $ | (11,398 | ) |
^ See Note 2, "Significant Accounting Policies" in the Notes to Financial Statements for additional information.
+ 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.
See Accompanying Notes to Financial Statements
123
VY® INVESCO PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
At June 30, 2021, the following forward foreign currency contracts were outstanding for VY® Invesco Equity and Income Portfolio:
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||||||||||
CAD | 114,884 | USD | 92,699 | State Street Bank and Trust Co. | 07/30/21 | $ | (22 | ) | |||||||||||
USD | 451,707 | GBP | 326,134 | State Street Bank and Trust Co. | 07/30/21 | 526 | |||||||||||||
CHF | 318,300 | USD | 346,584 | State Street Bank and Trust Co. | 07/30/21 | (2,305 | ) | ||||||||||||
CHF | 420,276 | USD | 458,565 | State Street Bank and Trust Co. | 07/30/21 | (3,987 | ) | ||||||||||||
USD | 350,726 | GBP | 252,173 | State Street Bank and Trust Co. | 07/30/21 | 1,864 | |||||||||||||
CHF | 212,012 | USD | 231,058 | State Street Bank and Trust Co. | 07/30/21 | (1,742 | ) | ||||||||||||
USD | 955,630 | GBP | 686,843 | State Street Bank and Trust Co. | 07/30/21 | 5,435 | |||||||||||||
CHF | 310,065 | USD | 338,205 | State Street Bank and Trust Co. | 07/30/21 | (2,833 | ) | ||||||||||||
USD | 18,566 | GBP | 13,369 | State Street Bank and Trust Co. | 07/30/21 | 71 | |||||||||||||
USD | 7,119 | CHF | 6,547 | State Street Bank and Trust Co. | 07/30/21 | 37 | |||||||||||||
USD | 7,213,637 | CHF | 6,633,661 | State Street Bank and Trust Co. | 07/30/21 | 38,549 | |||||||||||||
USD | 244,969 | CAD | 303,755 | State Street Bank and Trust Co. | 07/30/21 | (69 | ) | ||||||||||||
USD | 16,748,291 | GBP | 12,062,972 | State Street Bank and Trust Co. | 07/30/21 | 60,097 | |||||||||||||
USD | 5,783,890 | CAD | 7,170,363 | State Street Bank and Trust Co. | 07/30/21 | (440 | ) | ||||||||||||
USD | 9,178,417 | EUR | 7,713,383 | The Bank of New York Mellon | 07/30/21 | 26,824 | |||||||||||||
$ | 122,005 |
Currency Abbreviations
CAD — Canadian Dollar
CHF — Swiss Franc
EUR — EU Euro
GBP — British Pound
USD — United States Dollar
A summary of derivative instruments by primary risk exposure is outlined in the following tables.
The fair value of derivative instruments as of June 30, 2021 was as follows:
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | |||||||||
Asset Derivatives | |||||||||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | $ | 133,403 | ||||||||
Total Asset Derivatives | $ | 133,403 | |||||||||
Liability Derivatives | |||||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 11,398 | ||||||||
Total Liability Derivatives | $ | 11,398 |
The effect of derivative instruments on the Portfolio's Statement of Operations for the period ended June 30, 2021 was as follows:
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | |||||||
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | ||||||
Foreign exchange contracts | $ | (357,707 | ) | ||||
Total | $ | (357,707 | ) | ||||
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | |||||||
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | ||||||
Foreign exchange contracts | $ | 580,851 | |||||
Total | $ | 580,851 |
See Accompanying Notes to Financial Statements
124
VY® INVESCO PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
The following is a summary by counterparty of the fair value of OTC derivative instruments subject to Master Netting Agreements and collateral pledged (received), if any, at June 30, 2021:
State Street Bank and Trust Co. | The Bank of New York Mellon | Totals | |||||||||||||
Assets: | |||||||||||||||
Forward foreign currency contracts | $ | 106,579 | $ | 26,824 | $ | 133,403 | |||||||||
Total Assets | $ | 106,579 | $ | 26,824 | $ | 133,403 | |||||||||
Liabilities: | |||||||||||||||
Forward foreign currency contracts | $ | 11,398 | $ | 11,398 | |||||||||||
Total Liabilities | $ | 11,398 | $ | — | $ | 11,398 | |||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | 95,181 | $ | 26,824 | $ | 122,005 | |||||||||
Total collateral pledged by the Portfolio/ (Received from counterparty) | $ | — | $ | — | $ | — | |||||||||
Net Exposure(1) | $ | 95,181 | $ | 26,824 | $ | 122,005 |
(1) Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Portfolio. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features.
The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio's assets and liabilities during the period ended June 30, 2021:
Equity-Linked Notes* | Structured Products* | Total | |||||||||||||
Assets: | |||||||||||||||
Beginning balance at December 31, 2020 | $ | 11,377,989 | $ | 21,388,478 | $ | 32,766,467 | |||||||||
Purchases | — | — | — | ||||||||||||
Sales | — | — | — | ||||||||||||
Accrued discounts/(premiums) | — | (63,778 | ) | (63,778 | ) | ||||||||||
Total realized gain (loss) | — | — | — | ||||||||||||
Net change in unrealized appreciation (depreciation)** | 864,265 | (406,641 | ) | 457,624 | |||||||||||
Transfers into Level 3 | — | — | — | ||||||||||||
Transfers out of Level 3 | — | (7,008,283 | ) | (7,008,283 | ) | ||||||||||
Ending balance at June 30, 2021 | $ | 12,242,254 | $ | 13,909,776 | $ | 26,152,030 | |||||||||
Net change in unrealized appreciation (depreciation) on Level 3 securities still held as of June 30, 2021** | $ | 864,265 | $ | (406,641 | ) | $ | 457,624 |
* Securities categorized as Level 3 were fair valued based on a single quotation obtained from a broker. The Portfolio does not have access to the unobservable inputs and therefore cannot disclose such inputs used in formulating such quotation.
** Any difference between net change in unrealized apprecation (depreciation) and net change in unrealized appreciation (depreciation) on Level 3 securities still held at June 30, 2021 may be due to securities no longer held or categorized as Level 3 at period end.
At June 30, 2021, 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 $1,069,118,603.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 295,367,261 | |||||
Gross Unrealized Depreciation | (9,089,454 | ) | |||||
Net Unrealized Appreciation | $ | 286,277,807 |
See Accompanying Notes to Financial Statements
125
VY® INVESCO PORTFOLIO OF INVESTMENTS
GLOBAL PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 99.1% | |||||||||||||||||||
Brazil: 0.8% | |||||||||||||||||||
216,978 | (1 | ) | StoneCo Ltd. | $ | 14,550,545 | 0.8 | |||||||||||||
China: 4.1% | |||||||||||||||||||
804,174 | (1 | ) | JD.com, Inc. ADR | 64,181,127 | 3.7 | ||||||||||||||
175,300 | (1 | ),(2) | Meituan Class B | 7,231,329 | 0.4 | ||||||||||||||
71,412,456 | 4.1 | ||||||||||||||||||
Denmark: 0.4% | |||||||||||||||||||
148,908 | Ambu A/S | 5,729,680 | 0.3 | ||||||||||||||||
6,574 | (1 | ) | Ascendis Pharma A/S ADR | 864,810 | 0.1 | ||||||||||||||
6,594,490 | 0.4 | ||||||||||||||||||
France: 8.4% | |||||||||||||||||||
22,587 | Dassault Systemes SE | 5,481,767 | 0.3 | ||||||||||||||||
61,315 | Kering SA | 53,725,171 | 3.1 | ||||||||||||||||
109,566 | LVMH Moet Hennessy Louis Vuitton SE | 86,190,666 | 5.0 | ||||||||||||||||
145,397,604 | 8.4 | ||||||||||||||||||
Germany: 2.5% | |||||||||||||||||||
304,601 | SAP SE | 42,784,086 | 2.5 | ||||||||||||||||
India: 3.4% | |||||||||||||||||||
8,911,196 | DLF Ltd. | 33,751,998 | 1.9 | ||||||||||||||||
1,507,825 | (1 | ) | ICICI Bank Ltd. ADR | 25,783,808 | 1.5 | ||||||||||||||
59,535,806 | 3.4 | ||||||||||||||||||
Italy: 0.3% | |||||||||||||||||||
97,923 | (1 | ) | Brunello Cucinelli SpA | 5,736,057 | 0.3 | ||||||||||||||
Japan: 12.7% | |||||||||||||||||||
301,300 | Capcom Co., Ltd. | 8,806,585 | 0.5 | ||||||||||||||||
75,800 | Fanuc Ltd. | 18,176,675 | 1.1 | ||||||||||||||||
83,104 | Keyence Corp. | 41,853,121 | 2.4 | ||||||||||||||||
548,500 | Murata Manufacturing Co., Ltd. | 41,781,922 | 2.4 | ||||||||||||||||
483,800 | Nidec Corp. | 55,632,276 | 3.2 | ||||||||||||||||
284,600 | Omron Corp. | 22,533,741 | 1.3 | ||||||||||||||||
206,541 | Takeda Pharmaceutical Co., Ltd. | 6,931,635 | 0.4 | ||||||||||||||||
201,000 | TDK Corp. | 24,331,993 | 1.4 | ||||||||||||||||
220,047,948 | 12.7 | ||||||||||||||||||
Netherlands: 3.6% | |||||||||||||||||||
396,330 | (1 | ) | Airbus SE | 51,068,132 | 2.9 | ||||||||||||||
16,097 | ASML Holding NV | 11,112,043 | 0.7 | ||||||||||||||||
62,180,175 | 3.6 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Spain: 1.1% | |||||||||||||||||||
564,628 | Industria de Diseno Textil SA | $ | 19,935,173 | 1.1 | |||||||||||||||
Sweden: 3.2% | |||||||||||||||||||
810,823 | Assa Abloy AB | 24,444,628 | 1.4 | ||||||||||||||||
506,504 | Atlas Copco AB - A Shares | 31,103,589 | 1.8 | ||||||||||||||||
55,548,217 | 3.2 | ||||||||||||||||||
Switzerland: 0.9% | |||||||||||||||||||
11,236 | Lonza Group AG | 7,965,838 | 0.4 | ||||||||||||||||
21,891 | (1 | ) | Zur Rose Group AG | 8,382,874 | 0.5 | ||||||||||||||
16,348,712 | 0.9 | ||||||||||||||||||
United Kingdom: 2.4% | |||||||||||||||||||
465,144 | (1 | ) | Farfetch Ltd. - Class A | 23,424,652 | 1.3 | ||||||||||||||
978,624 | Prudential PLC | 18,619,057 | 1.1 | ||||||||||||||||
42,043,709 | 2.4 | ||||||||||||||||||
United States: 55.3% | |||||||||||||||||||
131,339 | (1 | ) | Adobe, Inc. | 76,917,372 | 4.4 | ||||||||||||||
235,167 | Agilent Technologies, Inc. | 34,760,034 | 2.0 | ||||||||||||||||
74,390 | (1 | ) | Alphabet, Inc. - Class A | 181,644,758 | 10.5 | ||||||||||||||
4,647 | (1 | ) | Amazon.com, Inc. | 15,986,424 | 0.9 | ||||||||||||||
21,842 | Analog Devices, Inc. | 3,760,319 | 0.2 | ||||||||||||||||
744,036 | (1 | ) | Avantor, Inc. | 26,420,718 | 1.5 | ||||||||||||||
212,217 | (1 | ) | Boston Scientific Corp. | 9,074,399 | 0.5 | ||||||||||||||
51,528 | (1 | ) | Castle Biosciences, Inc. | 3,778,548 | 0.2 | ||||||||||||||
23,873 | (1 | ) | Charles River Laboratories International, Inc. | 8,831,100 | �� | 0.5 | |||||||||||||
127,047 | (1 | ) | Dun & Bradstreet Holdings, Inc. | 2,714,994 | 0.2 | ||||||||||||||
90,306 | Electronic Arts, Inc. | 12,988,712 | 0.7 | ||||||||||||||||
132,723 | Equifax, Inc. | 31,788,486 | 1.8 | ||||||||||||||||
259,694 | (1 | ) | Facebook, Inc. - Class A | 90,298,201 | 5.2 | ||||||||||||||
37,578 | (1 | ) | Fate Therapeutics, Inc. | 3,261,395 | 0.2 | ||||||||||||||
148,104 | Fidelity National Information Services, Inc. | 20,981,894 | 1.2 | ||||||||||||||||
28,328 | (1 | ) | Illumina, Inc. | 13,405,093 | 0.8 | ||||||||||||||
175,413 | Intuit, Inc. | 85,982,190 | 4.9 | ||||||||||||||||
8,519 | (1 | ) | Intuitive Surgical, Inc. | 7,834,413 | 0.5 | ||||||||||||||
45,144 | (1 | ) | IQVIA Holdings, Inc. | 10,939,294 | 0.6 |
See Accompanying Notes to Financial Statements
126
VY® INVESCO PORTFOLIO OF INVESTMENTS
GLOBAL PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
15,845 | (1 | ) | Marriott International, Inc. | $ | 2,163,159 | 0.1 | |||||||||||||
492,985 | Maxim Integrated Products | 51,940,900 | 3.0 | ||||||||||||||||
61,957 | Microsoft Corp. | 16,784,151 | 1.0 | ||||||||||||||||
164,223 | (1 | ) | PayPal Holdings, Inc. | 47,867,720 | 2.8 | ||||||||||||||
74,831 | Pegasystems, Inc. | 10,415,727 | 0.6 | ||||||||||||||||
142,290 | (1 | ) | Phathom Pharmaceuticals, Inc. | 4,816,516 | 0.3 | ||||||||||||||
75,758 | (1 | ) | Qualtrics International, Inc. | 2,897,744 | 0.2 | ||||||||||||||
192,476 | S&P Global, Inc. | 79,001,774 | 4.5 | ||||||||||||||||
7,366 | (1 | ) | Twist Bioscience Corp. | 981,520 | 0.1 | ||||||||||||||
130,700 | (1 | ) | Uniqure B.V. | 4,025,560 | 0.2 | ||||||||||||||
184,365 | United Parcel Service, Inc. - Class B | 38,342,389 | 2.2 | ||||||||||||||||
209,936 | (1 | ) | Veracyte, Inc. | 8,393,241 | 0.5 | ||||||||||||||
84,966 | Visa, Inc. - Class A | 19,866,750 | 1.1 | ||||||||||||||||
183,335 | (1 | ) | Walt Disney Co. | 32,224,793 | 1.9 | ||||||||||||||
961,090,288 | 55.3 | ||||||||||||||||||
Total Common Stock (Cost $597,736,278) | 1,723,205,266 | 99.1 | |||||||||||||||||
PREFERRED STOCK: 0.0% | |||||||||||||||||||
India: 0.0% | |||||||||||||||||||
2,598,630 | (1 | ) | Zee Entertainment Enterprises Ltd. | 68,173 | 0.0 | ||||||||||||||
Total Preferred Stock (Cost $335,415) | 68,173 | 0.0 | |||||||||||||||||
Total Long-Term Investments (Cost $598,071,693) | 1,723,273,439 | 99.1 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 0.7% | |||||||||||||||||||
Mutual Funds: 0.7% | |||||||||||||||||||
11,542,759 | (3 | ) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $11,542,759) | 11,542,759 | 0.7 | ||||||||||||||
Total Short-Term Investments (Cost $11,542,759) | 11,542,759 | 0.7 | |||||||||||||||||
Total Investments in Securities (Cost $609,614,452) | $ | 1,734,816,198 | 99.8 | ||||||||||||||||
Assets in Excess of Other Liabilities | 3,006,916 | 0.2 | |||||||||||||||||
Net Assets | $ | 1,737,823,114 | 100.0 |
ADR American Depositary Receipt
(1) Non-income producing security.
(2) Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers.
(3) Rate shown is the 7-day yield as of June 30, 2021.
Geographic Diversification
as of June 30, 2021
(as a percentage of net assets)
United States | 55.3 | % | |||||
Japan | 12.7 | % | |||||
France | 8.4 | % | |||||
China | 4.1 | % | |||||
Netherlands | 3.6 | % | |||||
India | 3.4 | % | |||||
Sweden | 3.2 | % | |||||
Germany | 2.5 | % | |||||
United Kingdom | 2.4 | % | |||||
Spain | 1.1 | % | |||||
Countries between 0.3% - 0.9%^ | 2.4 | % | |||||
Assets in Excess of Other Liabilities* | 0.9 | % | |||||
Net Assets | 100.0 | % |
^ Includes 4 countries, which each represents 0.3% - 0.9% of net assets.
* Includes short-term investments.
Portfolio holdings are subject to change daily.
Sector Diversification | Percentage of Net Assets | ||||||
Information Technology | 31.2 | % | |||||
Communication Services | 18.7 | ||||||
Consumer Discretionary | 16.0 | ||||||
Industrials | 14.6 | ||||||
Health Care | 9.1 | ||||||
Financials | 7.1 | ||||||
Real Estate | 1.9 | ||||||
Consumer Staples | 0.5 | ||||||
Short-Term Investments | 0.7 | ||||||
Assets in Excess of Other Liabilities | 0.2 | ||||||
Net Assets | 100.0 | % |
See Accompanying Notes to Financial Statements
127
VY® INVESCO PORTFOLIO OF INVESTMENTS
GLOBAL PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 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 June 30, 2021 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Brazil | $ | 14,550,545 | $ | — | $ | — | $ | 14,550,545 | |||||||||||
China | 64,181,127 | 7,231,329 | — | 71,412,456 | |||||||||||||||
Denmark | 864,810 | 5,729,680 | — | 6,594,490 | |||||||||||||||
France | — | 145,397,604 | — | 145,397,604 | |||||||||||||||
Germany | — | 42,784,086 | — | 42,784,086 | |||||||||||||||
India | 25,783,808 | 33,751,998 | — | 59,535,806 | |||||||||||||||
Italy | — | 5,736,057 | — | 5,736,057 | |||||||||||||||
Japan | — | 220,047,948 | — | 220,047,948 | |||||||||||||||
Netherlands | — | 62,180,175 | — | 62,180,175 | |||||||||||||||
Spain | — | 19,935,173 | — | 19,935,173 | |||||||||||||||
Sweden | — | 55,548,217 | — | 55,548,217 | |||||||||||||||
Switzerland | — | 16,348,712 | — | 16,348,712 | |||||||||||||||
United Kingdom | 23,424,652 | 18,619,057 | — | 42,043,709 | |||||||||||||||
United States | 961,090,288 | — | — | 961,090,288 | |||||||||||||||
Total Common Stock | 1,089,895,230 | 633,310,036 | — | 1,723,205,266 | |||||||||||||||
Preferred Stock | 68,173 | — | — | 68,173 | |||||||||||||||
Short-Term Investments | 11,542,759 | — | — | 11,542,759 | |||||||||||||||
Total Investments, at fair value | $ | 1,101,506,162 | $ | 633,310,036 | $ | — | $ | 1,734,816,198 |
^ See Note 2, "Significant Accounting Policies" in the Notes to Financial Statements for additional information.
# 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.
The effect of derivative instruments on the Portfolio's Statement of Operations for the period ended June 30, 2021 was as follows:
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | |||||||
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | ||||||
Foreign exchange contracts | $ | (12,126 | ) | ||||
Total | $ | (12,126 | ) | ||||
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | |||||||
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | ||||||
Foreign exchange contracts | $ | 4,449 | |||||
Total | $ | 4,449 |
At June 30, 2021, 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 $615,861,879.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 1,125,919,205 | |||||
Gross Unrealized Depreciation | (6,702,030 | ) | |||||
Net Unrealized Appreciation | $ | 1,119,217,175 |
See Accompanying Notes to Financial Statements
128
VY® JPMORGAN PORTFOLIO OF INVESTMENTS
MID CAP VALUE PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 98.3% | |||||||||||||||||||
Communication Services: 4.2% | |||||||||||||||||||
19,455 | (1 | ) | IAC/InterActiveCorp | $ | 2,999,378 | 0.7 | |||||||||||||
127,488 | (1 | ) | Liberty Media Corp. - Liberty SiriusXM C Tracking Stock | 5,914,168 | 1.4 | ||||||||||||||
40,280 | (1 | ) | Liberty Broadband Corp. - Series C | 6,995,025 | 1.6 | ||||||||||||||
199,130 | (1 | ) | Zynga, Inc. - Class A | 2,116,752 | 0.5 | ||||||||||||||
18,025,323 | 4.2 | ||||||||||||||||||
Consumer Discretionary: 11.3% | |||||||||||||||||||
4,260 | (1 | ) | Autozone, Inc. | 6,356,857 | 1.5 | ||||||||||||||
45,720 | Best Buy Co., Inc. | 5,256,886 | 1.2 | ||||||||||||||||
37,790 | Carter's, Inc. | 3,898,794 | 0.9 | ||||||||||||||||
14,440 | Darden Restaurants, Inc. | 2,108,096 | 0.5 | ||||||||||||||||
13,060 | (1 | ) | Expedia Group, Inc. | 2,138,053 | 0.5 | ||||||||||||||
128,570 | Gap, Inc. | 4,326,380 | 1.0 | ||||||||||||||||
20,330 | Genuine Parts Co. | 2,571,135 | 0.6 | ||||||||||||||||
57,841 | Kohl's Corp. | 3,187,618 | 0.7 | ||||||||||||||||
93,570 | (1 | ) | LKQ Corp. | 4,605,515 | 1.1 | ||||||||||||||
18,870 | (1 | ) | Mohawk Industries, Inc. | 3,626,625 | 0.8 | ||||||||||||||
199,566 | Newell Brands, Inc. | 5,482,078 | 1.3 | ||||||||||||||||
32,550 | Ralph Lauren Corp. | 3,834,716 | 0.9 | ||||||||||||||||
30,000 | (1 | ) | Tapestry, Inc. | 1,304,400 | 0.3 | ||||||||||||||
48,697,153 | 11.3 | ||||||||||||||||||
Consumer Staples: 4.1% | |||||||||||||||||||
15,040 | Constellation Brands, Inc. | 3,517,706 | 0.8 | ||||||||||||||||
52,062 | Energizer Holdings, Inc. | 2,237,625 | 0.5 | ||||||||||||||||
63,400 | Keurig Dr Pepper, Inc. | 2,234,216 | 0.5 | ||||||||||||||||
73,130 | Kroger Co. | 2,801,610 | 0.7 | ||||||||||||||||
34,060 | (1 | ) | Post Holdings, Inc. | 3,694,488 | 0.9 | ||||||||||||||
77,500 | (1 | ) | US Foods Holding Corp. | 2,972,900 | 0.7 | ||||||||||||||
17,458,545 | 4.1 | ||||||||||||||||||
Energy: 4.0% | |||||||||||||||||||
253,300 | Cabot Oil & Gas Corp. | 4,422,618 | 1.0 | ||||||||||||||||
65,204 | Diamondback Energy, Inc. | 6,122,004 | 1.4 | ||||||||||||||||
101,730 | (1 | ) | EQT Corp. | 2,264,510 | 0.5 | ||||||||||||||
169,310 | Williams Cos., Inc. | 4,495,180 | 1.1 | ||||||||||||||||
17,304,312 | 4.0 | ||||||||||||||||||
Financials: 21.9% | |||||||||||||||||||
3,463 | (1 | ) | Alleghany Corp. | 2,310,063 | 0.5 | ||||||||||||||
30,550 | Ameriprise Financial, Inc. | 7,603,284 | 1.8 | ||||||||||||||||
44,790 | (1 | ) | Arch Capital Group Ltd. | 1,744,123 | 0.4 | ||||||||||||||
116,910 | Citizens Financial Group, Inc. | 5,362,662 | 1.3 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
40,380 | Discover Financial Services | $ | 4,776,550 | 1.1 | |||||||||||||||
173,300 | Fifth Third Bancorp | 6,625,259 | 1.5 | ||||||||||||||||
63,560 | Hartford Financial Services Group, Inc. | 3,938,813 | 0.9 | ||||||||||||||||
490,245 | Huntington Bancshares, Inc. | 6,995,796 | 1.6 | ||||||||||||||||
50,160 | Lincoln National Corp. | 3,152,054 | 0.7 | ||||||||||||||||
119,812 | Loews Corp. | 6,547,726 | 1.5 | ||||||||||||||||
43,263 | M&T Bank Corp. | 6,286,546 | 1.5 | ||||||||||||||||
15,770 | Marsh & McLennan Cos., Inc. | 2,218,524 | 0.5 | ||||||||||||||||
123,350 | MGIC Investment Corp. | 1,677,560 | 0.4 | ||||||||||||||||
44,750 | Northern Trust Corp. | 5,173,995 | 1.2 | ||||||||||||||||
28,240 | Progressive Corp. | 2,773,450 | 0.7 | ||||||||||||||||
40,670 | Raymond James Financial, Inc. | 5,283,033 | 1.2 | ||||||||||||||||
253,660 | Regions Financial Corp. | 5,118,859 | 1.2 | ||||||||||||||||
11,580 | RenaissanceRe Holdings Ltd. | 1,723,336 | 0.4 | ||||||||||||||||
41,100 | State Street Corp. | 3,381,708 | 0.8 | ||||||||||||||||
27,270 | T. Rowe Price Group, Inc. | 5,398,642 | 1.3 | ||||||||||||||||
40,595 | WR Berkley Corp. | 3,021,486 | 0.7 | ||||||||||||||||
56,700 | Zions Bancorp NA | 2,997,162 | 0.7 | ||||||||||||||||
94,110,631 | 21.9 | ||||||||||||||||||
Health Care: 6.8% | |||||||||||||||||||
41,000 | AmerisourceBergen Corp. | 4,694,090 | 1.1 | ||||||||||||||||
46,540 | (1 | ) | Henry Schein, Inc. | 3,452,802 | 0.8 | ||||||||||||||
3,650 | Humana, Inc. | 1,615,928 | 0.4 | ||||||||||||||||
11,990 | (1 | ) | Jazz Pharmaceuticals PLC | 2,129,904 | 0.5 | ||||||||||||||
23,580 | (1 | ) | Laboratory Corp. of America Holdings | 6,504,543 | 1.5 | ||||||||||||||
33,750 | Universal Health Services, Inc. | 4,942,012 | 1.1 | ||||||||||||||||
36,680 | Zimmer Biomet Holdings, Inc. | 5,898,878 | 1.4 | ||||||||||||||||
29,238,157 | 6.8 | ||||||||||||||||||
Industrials: 13.9% | |||||||||||||||||||
29,291 | Acuity Brands, Inc. | 5,478,296 | 1.3 | ||||||||||||||||
33,000 | Ametek, Inc. | 4,405,500 | 1.0 | ||||||||||||||||
31,040 | Carlisle Cos., Inc. | 5,940,435 | 1.4 | ||||||||||||||||
58,210 | Fortune Brands Home & Security, Inc. | 5,798,298 | 1.3 | ||||||||||||||||
32,290 | Hubbell, Inc. | 6,033,064 | 1.4 | ||||||||||||||||
19,630 | IDEX Corp. | 4,319,581 | 1.0 | ||||||||||||||||
57,560 | ITT, Inc. | 5,271,920 | 1.2 | ||||||||||||||||
36,140 | Leidos Holdings, Inc. | 3,653,754 | 0.8 | ||||||||||||||||
37,960 | Lincoln Electric Holdings, Inc. | 4,999,712 | 1.2 | ||||||||||||||||
23,730 | (1 | ) | Middleby Corp. | 4,111,460 | 1.0 |
See Accompanying Notes to Financial Statements
129
VY® JPMORGAN PORTFOLIO OF INVESTMENTS
MID CAP VALUE PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Industrials (continued) | |||||||||||||||||||
17,451 | Snap-On, Inc. | $ | 3,899,077 | 0.9 | |||||||||||||||
38,470 | (1 | ) | Southwest Airlines Co. | 2,042,372 | 0.5 | ||||||||||||||
46,790 | Timken Co. | 3,770,806 | 0.9 | ||||||||||||||||
59,724,275 | 13.9 | ||||||||||||||||||
Information Technology: 8.5% | |||||||||||||||||||
74,080 | Amphenol Corp. | 5,067,813 | 1.2 | ||||||||||||||||
28,470 | Analog Devices, Inc. | 4,901,395 | 1.2 | ||||||||||||||||
19,170 | CDW Corp. | 3,348,040 | 0.8 | ||||||||||||||||
101,162 | (1 | ) | CommScope Holding Co., Inc. | 2,155,762 | 0.5 | ||||||||||||||
11,619 | (1 | ) | Keysight Technologies, Inc. | 1,794,090 | 0.4 | ||||||||||||||
31,540 | Motorola Solutions, Inc. | 6,839,449 | 1.6 | ||||||||||||||||
191,790 | NortonLifeLock, Inc. | 5,220,524 | 1.2 | ||||||||||||||||
46,620 | SYNNEX Corp. | 5,676,451 | 1.3 | ||||||||||||||||
4,750 | (1 | ) | Synopsys, Inc. | 1,310,003 | 0.3 | ||||||||||||||
36,313,527 | 8.5 | ||||||||||||||||||
Materials: 5.2% | |||||||||||||||||||
9,560 | Ball Corp. | 774,551 | 0.2 | ||||||||||||||||
24,290 | Celanese Corp. - Series A | 3,682,364 | 0.8 | ||||||||||||||||
97,110 | Freeport-McMoRan, Inc. | 3,603,752 | 0.8 | ||||||||||||||||
11,990 | Martin Marietta Materials, Inc. | 4,218,202 | 1.0 | ||||||||||||||||
23,090 | Packaging Corp. of America | 3,126,848 | 0.7 | ||||||||||||||||
90,030 | Silgan Holdings, Inc. | 3,736,245 | 0.9 | ||||||||||||||||
103,180 | Valvoline, Inc. | 3,349,223 | 0.8 | ||||||||||||||||
22,491,185 | 5.2 | ||||||||||||||||||
Real Estate: 10.7% | |||||||||||||||||||
99,070 | American Homes 4 Rent | 3,848,869 | 0.9 | ||||||||||||||||
16,710 | AvalonBay Communities, Inc. | 3,487,210 | 0.8 | ||||||||||||||||
31,950 | Boston Properties, Inc. | 3,661,150 | 0.9 | ||||||||||||||||
114,030 | Brixmor Property Group, Inc. | 2,610,147 | 0.6 | ||||||||||||||||
57,270 | (1 | ) | CBRE Group, Inc. | 4,909,757 | 1.1 | ||||||||||||||
8,020 | Essex Property Trust, Inc. | 2,406,080 | 0.6 | ||||||||||||||||
16,120 | Federal Realty Investment Trust | 1,888,780 | 0.4 | ||||||||||||||||
50,293 | JBG SMITH Properties | 1,584,732 | 0.4 | ||||||||||||||||
136,770 | Kimco Realty Corp. | 2,851,655 | 0.7 | ||||||||||||||||
11,560 | Mid-America Apartment Communities, Inc. | 1,946,935 | 0.5 | ||||||||||||||||
101,550 | Rayonier, Inc. | 3,648,692 | 0.8 | ||||||||||||||||
31,710 | Regency Centers Corp. | 2,031,660 | 0.5 | ||||||||||||||||
25,250 | Rexford Industrial Realty, Inc. | 1,437,988 | 0.3 | ||||||||||||||||
11,100 | Sun Communities, Inc. | 1,902,540 | 0.4 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
31,810 | Ventas, Inc. | $ | 1,816,351 | 0.4 | |||||||||||||||
109,550 | Weyerhaeuser Co. | 3,770,711 | 0.9 | ||||||||||||||||
28,660 | WP Carey, Inc. | 2,138,609 | 0.5 | ||||||||||||||||
45,941,866 | 10.7 | ||||||||||||||||||
Utilities: 7.7% | |||||||||||||||||||
87,160 | CMS Energy Corp. | 5,149,413 | 1.2 | ||||||||||||||||
69,620 | Edison International | 4,025,428 | 0.9 | ||||||||||||||||
46,670 | Entergy Corp. | 4,652,999 | 1.1 | ||||||||||||||||
96,165 | National Fuel Gas Co. | 5,024,621 | 1.2 | ||||||||||||||||
18,320 | Sempra Energy | 2,427,034 | 0.6 | ||||||||||||||||
58,460 | WEC Energy Group, Inc. | 5,200,017 | 1.2 | ||||||||||||||||
99,440 | Xcel Energy, Inc. | 6,551,107 | 1.5 | ||||||||||||||||
33,030,619 | 7.7 | ||||||||||||||||||
Total Common Stock (Cost $285,953,541) | 422,335,593 | 98.3 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 1.6% | |||||||||||||||||||
Mutual Funds: 1.6% | |||||||||||||||||||
6,691,475 | (2 | ) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $6,691,475) | 6,691,475 | 1.6 | ||||||||||||||
Total Short-Term Investments (Cost $6,691,475) | 6,691,475 | 1.6 | |||||||||||||||||
Total Investments in Securities (Cost $292,645,016) | $ | 429,027,068 | 99.9 | ||||||||||||||||
Assets in Excess of Other Liabilities | 281,684 | 0.1 | |||||||||||||||||
Net Assets | $ | 429,308,752 | 100.0 |
(1) Non-income producing security.
(2) Rate shown is the 7-day yield as of June 30, 2021.
Sector Diversification
as of June 30, 2021
(as a percentage of net assets)
Financials | 21.9 | % | |||||
Industrials | 13.9 | % | |||||
Consumer Discretionary | 11.3 | % | |||||
Real Estate | 10.7 | % | |||||
Information Technology | 8.5 | % | |||||
Utilities | 7.7 | % | |||||
Health Care | 6.8 | % | |||||
Materials | 5.2 | % | |||||
Communication Services | 4.2 | % | |||||
Consumer Staples | 4.1 | % | |||||
Energy | 4.0 | % | |||||
Assets in Excess of Other Liabilities* | 1.7 | % | |||||
Net Assets | 100.0 | % |
* Includes short-term investments.
Portfolio holdings are subject to change daily.
See Accompanying Notes to Financial Statements
130
VY® JPMORGAN PORTFOLIO OF INVESTMENTS
MID CAP VALUE PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 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 June 30, 2021 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock* | $ | 422,335,593 | $ | — | $ | — | $ | 422,335,593 | |||||||||||
Short-Term Investments | 6,691,475 | — | — | 6,691,475 | |||||||||||||||
Total Investments, at fair value | $ | 429,027,068 | $ | — | $ | — | $ | 429,027,068 |
^ See Note 2, "Significant Accounting Policies" in the Notes to Financial Statements for additional information.
* For further breakdown of Common Stock by sector, please refer to the Portfolio of Investments.
At June 30, 2021, 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 $294,674,902.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 140,640,698 | |||||
Gross Unrealized Depreciation | (6,288,532 | ) | |||||
Net Unrealized Appreciation | $ | 134,352,166 |
See Accompanying Notes to Financial Statements
131
VY® T. ROWE PRICE DIVERSIFIED PORTFOLIO OF INVESTMENTS
MID CAP GROWTH PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 99.2% | |||||||||||||||||||
Communication Services: 7.8% | |||||||||||||||||||
151,494 | (1 | ) | Altice USA, Inc. | $ | 5,172,005 | 0.3 | |||||||||||||
50,654 | (1 | ),(2) | Bumble, Inc. | 2,917,670 | 0.2 | ||||||||||||||
7,375 | Cable One, Inc. | 14,106,974 | 0.9 | ||||||||||||||||
15,700 | Electronic Arts, Inc. | 2,258,131 | 0.1 | ||||||||||||||||
34,900 | (1 | ) | IAC/InterActiveCorp | 5,380,533 | 0.4 | ||||||||||||||
103,331 | (1 | ),(2) | Match Group, Inc. | 16,662,124 | 1.1 | ||||||||||||||
173,700 | (1 | ) | Pinterest, Inc. | 13,713,615 | 0.9 | ||||||||||||||
42,300 | (1 | ) | Roku, Inc. | 19,426,275 | 1.3 | ||||||||||||||
44,605 | (1 | ) | Snap, Inc. | 3,039,385 | 0.2 | ||||||||||||||
59,800 | (1 | ) | Spotify Technology SA | 16,480,282 | 1.1 | ||||||||||||||
25,400 | (1 | ) | Take-Two Interactive Software, Inc. | 4,496,308 | 0.3 | ||||||||||||||
116,230 | (1 | ) | Vimeo, Inc. | 5,695,270 | 0.4 | ||||||||||||||
19,868 | (1 | ) | ZoomInfo Technologies, Inc. | 1,036,513 | 0.1 | ||||||||||||||
689,700 | (1 | ) | Zynga, Inc. - Class A | 7,331,511 | 0.5 | ||||||||||||||
117,716,596 | 7.8 | ||||||||||||||||||
Consumer Discretionary: 13.6% | |||||||||||||||||||
20,600 | (1 | ) | Aptiv PLC | 3,240,998 | 0.2 | ||||||||||||||
6,500 | (1 | ) | Autozone, Inc. | 9,699,430 | 0.7 | ||||||||||||||
24,700 | (1 | ) | Bright Horizons Family Solutions, Inc. | 3,633,617 | 0.2 | ||||||||||||||
28,600 | (1 | ) | Burlington Stores, Inc. | 9,208,914 | 0.6 | ||||||||||||||
37,600 | (1 | ) | Carmax, Inc. | 4,856,040 | 0.3 | ||||||||||||||
20,500 | (1 | ) | Carvana Co. | 6,187,310 | 0.4 | ||||||||||||||
42,519 | (1 | ),(2) | Chewy, Inc. | 3,389,189 | 0.2 | ||||||||||||||
13,100 | (1 | ) | Chipotle Mexican Grill, Inc. | 20,309,454 | 1.4 | ||||||||||||||
39,100 | (1 | ) | Dollar Tree, Inc. | 3,890,450 | 0.3 | ||||||||||||||
20,500 | Domino's Pizza, Inc. | 9,563,045 | 0.6 | ||||||||||||||||
61,600 | (1 | ) | Etsy, Inc. | 12,679,744 | 0.9 | ||||||||||||||
23,800 | (1 | ) | Five Below, Inc. | 4,599,826 | 0.3 | ||||||||||||||
12,500 | (1 | ) | Grand Canyon Education, Inc. | 1,124,625 | 0.1 | ||||||||||||||
50,800 | (1 | ) | Hilton Worldwide Holdings, Inc. | 6,127,496 | 0.4 | ||||||||||||||
2,810 | (1 | ),(3),(4) | JAND, Inc. (dba Warby Parker) - Class A | 68,931 | 0.0 | ||||||||||||||
50,100 | (1 | ) | Lululemon Athletica, Inc. | 18,284,997 | 1.2 | ||||||||||||||
235,700 | MGM Resorts International | 10,052,605 | 0.7 | ||||||||||||||||
1,210 | (1 | ) | NVR, Inc. | 6,017,693 | 0.4 | ||||||||||||||
89,400 | (1 | ),(2) | Ollie's Bargain Outlet Holdings, Inc. | 7,521,222 | 0.5 | ||||||||||||||
23,400 | (1 | ) | O'Reilly Automotive, Inc. | 13,249,314 | 0.9 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
15,500 | Papa Johns International, Inc. | $ | 1,618,820 | 0.1 | |||||||||||||||
4,200 | Pool Corp. | 1,926,372 | 0.1 | ||||||||||||||||
29,081 | Restaurant Brands International, Inc. | 1,873,980 | 0.1 | ||||||||||||||||
3,400 | (1 | ) | RH | 2,308,600 | 0.2 | ||||||||||||||
14,900 | Ross Stores, Inc. | 1,847,600 | 0.1 | ||||||||||||||||
25,700 | Service Corp. International | 1,377,263 | 0.1 | ||||||||||||||||
26,500 | (1 | ) | Terminix Global Holdings, Inc. | 1,264,315 | 0.1 | ||||||||||||||
65,700 | Tractor Supply Co. | 12,224,142 | 0.8 | ||||||||||||||||
22,721 | (1 | ) | Ulta Beauty, Inc. | 7,856,240 | 0.5 | ||||||||||||||
27,200 | (1 | ),(2) | Wayfair, Inc. | 8,587,312 | 0.6 | ||||||||||||||
20,900 | (2 | ) | Williams-Sonoma, Inc. | 3,336,685 | 0.2 | ||||||||||||||
27,400 | (1 | ) | Wynn Resorts Ltd. | 3,351,020 | 0.2 | ||||||||||||||
28,600 | Yum China Holdings, Inc. | 1,894,750 | 0.1 | ||||||||||||||||
15,600 | Yum! Brands, Inc. | 1,794,468 | 0.1 | ||||||||||||||||
204,966,467 | 13.6 | ||||||||||||||||||
Consumer Staples: 2.5% | |||||||||||||||||||
4,589 | (1 | ) | Boston Beer Co., Inc. | 4,684,451 | 0.3 | ||||||||||||||
78,275 | Brown-Forman Corp. - Class B | 5,865,928 | 0.4 | ||||||||||||||||
6,600 | Casey's General Stores, Inc. | 1,284,624 | 0.1 | ||||||||||||||||
50,000 | Church & Dwight Co., Inc. | 4,261,000 | 0.3 | ||||||||||||||||
16,000 | Clorox Co. | 2,878,560 | 0.2 | ||||||||||||||||
8,300 | Constellation Brands, Inc. | 1,941,287 | 0.1 | ||||||||||||||||
53,800 | (1 | ) | Darling Ingredients, Inc. | 3,631,500 | 0.2 | ||||||||||||||
49,200 | Hershey Co. | 8,569,656 | 0.6 | ||||||||||||||||
31,100 | McCormick & Co., Inc. | 2,746,752 | 0.2 | ||||||||||||||||
17,389 | Tyson Foods, Inc. | 1,282,613 | 0.1 | ||||||||||||||||
37,146,371 | 2.5 | ||||||||||||||||||
Consumer, Non-cyclical: 0.0% | |||||||||||||||||||
9,969 | Legalzoom.com, Inc. | 279,132 | 0.0 | ||||||||||||||||
Energy: 1.0% | |||||||||||||||||||
204,300 | Devon Energy Corp. | 5,963,517 | 0.4 | ||||||||||||||||
36,100 | Pioneer Natural Resources Co. | 5,866,972 | 0.4 | ||||||||||||||||
44 | (1 | ),(3),(4) | Venture Global LNG, Inc. - Series B | 201,964 | 0.0 | ||||||||||||||
560 | (1 | ),(3),(4) | Venture Global LNG, Inc. - Series C | 2,570,451 | 0.2 | ||||||||||||||
14,602,904 | 1.0 |
See Accompanying Notes to Financial Statements
132
VY® T. ROWE PRICE DIVERSIFIED PORTFOLIO OF INVESTMENTS
MID CAP GROWTH PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Financials: 3.0% | |||||||||||||||||||
11,500 | Assurant, Inc. | $ | 1,796,070 | 0.1 | |||||||||||||||
61,930 | (1 | ),(2) | Bright Health Group, Inc. | 1,062,719 | 0.1 | ||||||||||||||
16,133 | Cboe Global Markets, Inc. | 1,920,634 | 0.1 | ||||||||||||||||
4,300 | Factset Research Systems, Inc. | 1,443,123 | 0.1 | ||||||||||||||||
10,100 | First Republic Bank | 1,890,417 | 0.1 | ||||||||||||||||
23,900 | MarketAxess Holdings, Inc. | 11,079,801 | 0.8 | ||||||||||||||||
24,500 | MSCI, Inc. - Class A | 13,060,460 | 0.9 | ||||||||||||||||
11,400 | Nasdaq, Inc. | 2,004,120 | 0.1 | ||||||||||||||||
122,178 | (1 | ) | Selectquote, Inc. | 2,353,148 | 0.2 | ||||||||||||||
3,600 | (1 | ) | SVB Financial Group | 2,003,148 | 0.1 | ||||||||||||||
72,719 | Tradeweb Markets, Inc. | 6,149,119 | 0.4 | ||||||||||||||||
44,762,759 | 3.0 | ||||||||||||||||||
Health Care: 20.7% | |||||||||||||||||||
15,700 | (1 | ) | Abiomed, Inc. | 4,900,127 | 0.3 | ||||||||||||||
24,099 | (1 | ) | Acadia Healthcare Co., Inc. | 1,512,212 | 0.1 | ||||||||||||||
53,800 | (1 | ) | Acadia Pharmaceuticals, Inc. | 1,312,182 | 0.1 | ||||||||||||||
32,200 | (1 | ) | Acceleron Pharma, Inc. | 4,040,778 | 0.3 | ||||||||||||||
44,959 | (1 | ),(2) | Adaptive Biotechnologies Corp. | 1,837,025 | 0.1 | ||||||||||||||
41,400 | Agilent Technologies, Inc. | 6,119,334 | 0.4 | ||||||||||||||||
50,167 | (1 | ),(2) | agilon health, Inc. | 2,035,275 | 0.1 | ||||||||||||||
24,700 | (1 | ),(2) | Agios Pharmaceuticals, Inc. | 1,361,217 | 0.1 | ||||||||||||||
20,800 | (1 | ) | Align Technology, Inc. | 12,708,800 | 0.8 | ||||||||||||||
44,100 | (1 | ) | Alnylam Pharmaceuticals, Inc. | 7,475,832 | 0.5 | ||||||||||||||
18,200 | (1 | ) | Amedisys, Inc. | 4,457,726 | 0.3 | ||||||||||||||
13,385 | (1 | ),(2) | Argenx SE ADR | 4,029,822 | 0.3 | ||||||||||||||
15,600 | (1 | ) | Ascendis Pharma A/S ADR | 2,052,180 | 0.1 | ||||||||||||||
264,343 | (1 | ) | Avantor, Inc. | 9,386,820 | 0.6 | ||||||||||||||
50,700 | (1 | ) | BioMarin Pharmaceutical, Inc. | 4,230,408 | 0.3 | ||||||||||||||
36,700 | (1 | ) | BioNTech SE ADR | 8,216,396 | 0.6 | ||||||||||||||
10,400 | (1 | ) | Bio-Rad Laboratories, Inc. | 6,700,616 | 0.5 | ||||||||||||||
22,800 | (1 | ) | Blueprint Medicines Corp. | 2,005,488 | 0.1 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
29,600 | Bruker Corp. | $ | 2,249,008 | 0.2 | |||||||||||||||
57,684 | (1 | ) | Catalent, Inc. | 6,236,794 | 0.4 | ||||||||||||||
24,228 | (1 | ) | Centene Corp. | 1,766,948 | 0.1 | ||||||||||||||
11,700 | Cooper Cos., Inc. | 4,636,359 | 0.3 | ||||||||||||||||
11,400 | (1 | ) | CRISPR Therapeutics AG | 1,845,546 | 0.1 | ||||||||||||||
16,400 | (1 | ) | DaVita, Inc. | 1,975,052 | 0.1 | ||||||||||||||
16,044 | (1 | ) | Denali Therapeutics, Inc. | 1,258,492 | 0.1 | ||||||||||||||
14,600 | (1 | ) | DexCom, Inc. | 6,234,200 | 0.4 | ||||||||||||||
69,110 | (1 | ) | Elanco Animal Health, Inc. | 2,397,426 | 0.2 | ||||||||||||||
62,700 | (1 | ) | Exact Sciences Corp. | 7,794,237 | 0.5 | ||||||||||||||
110,500 | (1 | ) | Exelixis, Inc. | 2,013,310 | 0.1 | ||||||||||||||
16,500 | (1 | ) | Fate Therapeutics, Inc. | 1,432,035 | 0.1 | ||||||||||||||
158,200 | (1 | ) | Genmab A/S ADR | 6,459,306 | 0.4 | ||||||||||||||
93,900 | (1 | ) | Hologic, Inc. | 6,265,008 | 0.4 | ||||||||||||||
45,300 | (1 | ) | Horizon Therapeutics Plc | 4,241,892 | 0.3 | ||||||||||||||
5,775 | (1 | ) | ICU Medical, Inc. | 1,188,495 | 0.1 | ||||||||||||||
21,900 | (1 | ) | Idexx Laboratories, Inc. | 13,830,945 | 0.9 | ||||||||||||||
92,300 | (1 | ) | Incyte Corp., Ltd. | 7,765,199 | 0.5 | ||||||||||||||
31,200 | (1 | ),(2) | Ionis Pharmaceuticals, Inc. | 1,244,568 | 0.1 | ||||||||||||||
22,100 | (1 | ) | IQVIA Holdings, Inc. | 5,355,272 | 0.4 | ||||||||||||||
9,722 | (1 | ),(2) | Kodiak Sciences, Inc. | 904,146 | 0.1 | ||||||||||||||
108,491 | McKesson Corp. | 20,747,819 | 1.4 | ||||||||||||||||
7,600 | (1 | ) | Mettler Toledo International, Inc. | 10,528,584 | 0.7 | ||||||||||||||
6,400 | (1 | ) | Mirati Therapeutics, Inc. | 1,033,792 | 0.1 | ||||||||||||||
18,000 | (1 | ) | Molina Healthcare, Inc. | 4,555,080 | 0.3 | ||||||||||||||
183,000 | (1 | ),(2) | Multiplan Corp. | 1,742,160 | 0.1 | ||||||||||||||
25,700 | (1 | ) | Natera, Inc. | 2,917,721 | 0.2 | ||||||||||||||
45,179 | (1 | ) | Neurocrine Biosciences, Inc. | 4,396,820 | 0.3 | ||||||||||||||
48,600 | (1 | ) | Novocure Ltd. | 10,780,452 | 0.7 | ||||||||||||||
84,191 | (1 | ) | Ortho Clinical Diagnostics Holdings PLC | 1,802,529 | 0.1 | ||||||||||||||
46,700 | (1 | ) | Pacific Biosciences of California, Inc. | 1,633,099 | 0.1 | ||||||||||||||
17,000 | (1 | ),(2) | Penumbra, Inc. | 4,659,020 | 0.3 | ||||||||||||||
12,500 | (1 | ) | Quidel Corp. | 1,601,500 | 0.1 | ||||||||||||||
48,355 | (1 | ) | Repligen Corp. | 9,652,625 | 0.6 | ||||||||||||||
31,200 | Resmed, Inc. | 7,691,424 | 0.5 | ||||||||||||||||
35,088 | Royalty Pharma PLC | 1,438,257 | 0.1 | ||||||||||||||||
57,480 | (1 | ) | Seagen, Inc. | 9,074,943 | 0.6 |
See Accompanying Notes to Financial Statements
133
VY® T. ROWE PRICE DIVERSIFIED PORTFOLIO OF INVESTMENTS
MID CAP GROWTH PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Health Care (continued) | |||||||||||||||||||
7,700 | (1 | ) | Shockwave Medical, Inc. | $ | 1,460,921 | 0.1 | |||||||||||||
14,500 | STERIS Public Ltd. Co. | 2,991,350 | 0.2 | ||||||||||||||||
16,712 | (1 | ),(2) | Teladoc Health, Inc. | 2,779,039 | 0.2 | ||||||||||||||
14,600 | Teleflex, Inc. | 5,866,134 | 0.4 | ||||||||||||||||
19,994 | (1 | ),(2) | TG Therapeutics, Inc. | 775,567 | 0.1 | ||||||||||||||
19,692 | (1 | ) | Ultragenyx Pharmaceutical, Inc. | 1,877,632 | 0.1 | ||||||||||||||
9,000 | (1 | ) | United Therapeutics Corp. | 1,614,690 | 0.1 | ||||||||||||||
62,400 | (1 | ) | Veeva Systems, Inc. | 19,403,280 | 1.3 | ||||||||||||||
25,800 | West Pharmaceutical Services, Inc. | 9,264,780 | 0.6 | ||||||||||||||||
311,765,694 | 20.7 | ||||||||||||||||||
Industrials: 11.9% | |||||||||||||||||||
42,200 | (1 | ) | Alaska Air Group, Inc. | 2,545,082 | 0.2 | ||||||||||||||
11,500 | Allegion Public Ltd. | 1,601,950 | 0.1 | ||||||||||||||||
11,962 | Ametek, Inc. | 1,596,927 | 0.1 | ||||||||||||||||
24,700 | AO Smith Corp. | 1,779,882 | 0.1 | ||||||||||||||||
71,764 | Booz Allen Hamilton Holding Corp. | 6,112,858 | 0.4 | ||||||||||||||||
32,300 | BWX Technologies, Inc. | 1,877,276 | 0.1 | ||||||||||||||||
32,300 | Cintas Corp. | 12,338,600 | 0.8 | ||||||||||||||||
51,178 | (1 | ) | Clarivate PLC | 1,408,930 | 0.1 | ||||||||||||||
93,200 | (1 | ) | Copart, Inc. | 12,286,556 | 0.8 | ||||||||||||||
194,000 | (1 | ) | CoStar Group, Inc. | 16,067,080 | 1.1 | ||||||||||||||
39,087 | Equifax, Inc. | 9,361,727 | 0.6 | ||||||||||||||||
14,600 | Expeditors International Washington, Inc. | 1,848,360 | 0.1 | ||||||||||||||||
31,600 | Fastenal Co. | 1,643,200 | 0.1 | ||||||||||||||||
33,575 | Fortune Brands Home & Security, Inc. | 3,344,406 | 0.2 | ||||||||||||||||
27,100 | (1 | ) | Generac Holdings, Inc. | 11,250,565 | 0.8 | ||||||||||||||
18,000 | Graco, Inc. | 1,362,600 | 0.1 | ||||||||||||||||
21,700 | (1 | ),(2) | Hexcel Corp. | 1,354,080 | 0.1 | ||||||||||||||
8,300 | Hubbell, Inc. | 1,550,772 | 0.1 | ||||||||||||||||
6,300 | Huntington Ingalls Industries, Inc. | 1,327,725 | 0.1 | ||||||||||||||||
73,100 | (1 | ) | IAA, Inc. | 3,986,874 | 0.3 | ||||||||||||||
6,900 | IDEX Corp. | 1,518,345 | 0.1 | ||||||||||||||||
8,500 | JB Hunt Transport Services, Inc. | 1,385,075 | 0.1 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
11,300 | Landstar System, Inc. | $ | 1,785,626 | 0.1 | |||||||||||||||
21,800 | Leidos Holdings, Inc. | 2,203,980 | 0.1 | ||||||||||||||||
9,500 | (1 | ) | Middleby Corp. | 1,645,970 | 0.1 | ||||||||||||||
27,650 | Old Dominion Freight Line | 7,017,570 | 0.5 | ||||||||||||||||
27,000 | Otis Worldwide Corp. | 2,207,790 | 0.2 | ||||||||||||||||
21,600 | Paccar, Inc. | 1,927,800 | 0.1 | ||||||||||||||||
52,200 | Republic Services, Inc. | 5,742,522 | 0.4 | ||||||||||||||||
20,300 | Ritchie Bros Auctioneers, Inc. | 1,203,384 | 0.1 | ||||||||||||||||
22,200 | Rockwell Automation, Inc. | 6,349,644 | 0.4 | ||||||||||||||||
35,237 | Rollins, Inc. | 1,205,105 | 0.1 | ||||||||||||||||
47,198 | (1 | ),(2) | Shoals Technologies Group, Inc. | 1,675,529 | 0.1 | ||||||||||||||
48,700 | (1 | ) | Southwest Airlines Co. | 2,585,483 | 0.2 | ||||||||||||||
16,900 | Toro Co. | 1,856,972 | 0.1 | ||||||||||||||||
26,500 | Trane Technologies PLC | 4,879,710 | 0.3 | ||||||||||||||||
7,075 | (1 | ) | TransDigm Group, Inc. | 4,579,577 | 0.3 | ||||||||||||||
72,100 | TransUnion | 7,917,301 | 0.5 | ||||||||||||||||
10,500 | (1 | ) | United Rentals, Inc. | 3,349,605 | 0.2 | ||||||||||||||
39,600 | (1 | ) | Upwork, Inc. | 2,308,284 | 0.2 | ||||||||||||||
8,600 | Valmont Industries, Inc. | 2,030,030 | 0.1 | ||||||||||||||||
58,056 | Verisk Analytics, Inc. | 10,143,544 | 0.7 | ||||||||||||||||
49,950 | Waste Connections, Inc. | 5,965,529 | 0.4 | ||||||||||||||||
6,000 | Watsco, Inc. | 1,719,840 | 0.1 | ||||||||||||||||
12,600 | Woodward, Inc. | 1,548,288 | 0.1 | ||||||||||||||||
179,397,953 | 11.9 | ||||||||||||||||||
Information Technology: 35.4% | |||||||||||||||||||
6,159 | (1 | ),(2) | Affirm Holdings, Inc. | 414,809 | 0.0 | ||||||||||||||
50,500 | (1 | ) | Akamai Technologies, Inc. | 5,888,300 | 0.4 | ||||||||||||||
176,100 | Amphenol Corp. | 12,047,001 | 0.8 | ||||||||||||||||
87,200 | (1 | ) | Anaplan, Inc. | 4,647,760 | 0.3 | ||||||||||||||
21,100 | (1 | ) | ANSYS, Inc. | 7,322,966 | 0.5 | ||||||||||||||
28,199 | (1 | ) | Aspen Technology, Inc. | 3,878,490 | 0.3 | ||||||||||||||
41,400 | (1 | ) | Avalara, Inc. | 6,698,520 | 0.4 | ||||||||||||||
27,281 | (2 | ) | Bentley Systems, Inc. | 1,767,263 | 0.1 | ||||||||||||||
40,700 | (1 | ) | Bill.com Holdings, Inc. | 7,455,426 | 0.5 | ||||||||||||||
73,034 | (1 | ) | Black Knight, Inc. | 5,695,191 | 0.4 | ||||||||||||||
52,100 | Broadridge Financial Solutions, Inc. ADR | 8,415,713 | 0.6 | ||||||||||||||||
129,500 | (1 | ) | Cadence Design Systems, Inc. | 17,718,190 | 1.2 | ||||||||||||||
67,000 | CDW Corp. | 11,701,550 | 0.8 |
See Accompanying Notes to Financial Statements
134
VY® T. ROWE PRICE DIVERSIFIED PORTFOLIO OF INVESTMENTS
MID CAP GROWTH PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Information Technology (continued) | |||||||||||||||||||
52,003 | (1 | ) | Ceridian HCM Holding, Inc. | $ | 4,988,128 | 0.3 | |||||||||||||
23,200 | Citrix Systems, Inc. | 2,720,664 | 0.2 | ||||||||||||||||
47,900 | Cognex Corp. | 4,025,995 | 0.3 | ||||||||||||||||
18,248 | (1 | ) | Confluent, Inc. | 866,780 | 0.1 | ||||||||||||||
36,423 | (1 | ) | Coupa Software, Inc. | 9,546,833 | 0.6 | ||||||||||||||
53,397 | (1 | ) | Crowdstrike Holdings, Inc. | 13,419,200 | 0.9 | ||||||||||||||
11,320 | (1 | ),(3),(4) | Databricks, Inc. | 2,007,804 | 0.2 | ||||||||||||||
88,646 | (1 | ) | Datadog, Inc. | 9,226,276 | 0.6 | ||||||||||||||
74,053 | (1 | ) | DocuSign, Inc. | 20,702,997 | 1.4 | ||||||||||||||
37,600 | (1 | ) | DoubleVerify Holdings, Inc. | 1,591,984 | 0.1 | ||||||||||||||
46,036 | (1 | ),(4),(5) | Dragoneer Growth Opportunities Corp. (Issuer) - CCC Information Services, Inc. - PIPE | 412,667 | 0.0 | ||||||||||||||
40,237 | (1 | ) | Dynatrace, Inc. | 2,350,646 | 0.2 | ||||||||||||||
53,900 | (1 | ) | Enphase Energy, Inc. | 9,897,657 | 0.7 | ||||||||||||||
97,700 | Entegris, Inc. | 12,014,169 | 0.8 | ||||||||||||||||
26,200 | (1 | ) | EPAM Systems, Inc. | 13,387,152 | 0.9 | ||||||||||||||
13,600 | (1 | ) | Euronet Worldwide, Inc. | 1,840,760 | 0.1 | ||||||||||||||
34,795 | (1 | ) | Five9, Inc. | 6,381,055 | 0.4 | ||||||||||||||
40,400 | (1 | ) | FleetCor Technologies, Inc. | 10,344,824 | 0.7 | ||||||||||||||
71,100 | (1 | ) | Fortinet, Inc. | 16,935,309 | 1.1 | ||||||||||||||
30,800 | (1 | ) | Gartner, Inc. | 7,459,760 | 0.5 | ||||||||||||||
48,500 | Genpact Ltd. | 2,203,355 | 0.2 | ||||||||||||||||
34,129 | (1 | ),(3),(4) | Gitlab, Inc. Class B | 1,365,160 | 0.1 | ||||||||||||||
78,800 | (1 | ) | GoDaddy, Inc. | 6,852,448 | 0.5 | ||||||||||||||
12,300 | (1 | ) | Guidewire Software, Inc. | 1,386,456 | 0.1 | ||||||||||||||
23,200 | (1 | ) | HubSpot, Inc. | 13,519,104 | 0.9 | ||||||||||||||
6,400 | (1 | ) | IPG Photonics Corp. | 1,348,928 | 0.1 | ||||||||||||||
26,650 | (1 | ) | Keysight Technologies, Inc. | 4,115,026 | 0.3 | ||||||||||||||
35,200 | KLA Corp. | 11,412,192 | 0.8 | ||||||||||||||||
27,300 | (1 | ) | Lattice Semiconductor Corp. | 1,533,714 | 0.1 | ||||||||||||||
5,100 | Littelfuse, Inc. | 1,299,429 | 0.1 | ||||||||||||||||
34,600 | (1 | ) | Manhattan Associates, Inc. | 5,011,464 | 0.3 | ||||||||||||||
51,048 | Marvell Technology, Inc. | 2,977,630 | 0.2 | ||||||||||||||||
101,217 | Microchip Technology, Inc. | 15,156,234 | 1.0 | ||||||||||||||||
11,000 | MKS Instruments, Inc. | 1,957,450 | 0.1 | ||||||||||||||||
3,206 | (1 | ),(2) | Monday.com Ltd. | 716,830 | 0.1 | ||||||||||||||
23,639 | (1 | ) | MongoDB, Inc. | 8,545,971 | 0.6 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
28,300 | Monolithic Power Systems, Inc. | $ | 10,568,635 | 0.7 | |||||||||||||||
14,500 | Motorola Solutions, Inc. | 3,144,325 | 0.2 | ||||||||||||||||
67,682 | (1 | ),(2) | nCino, Inc. | 4,055,505 | 0.3 | ||||||||||||||
57,300 | (1 | ) | Okta, Inc. | 14,020,164 | 0.9 | ||||||||||||||
87,200 | (1 | ) | ON Semiconductor Corp. | 3,338,016 | 0.2 | ||||||||||||||
42,300 | (1 | ) | Palo Alto Networks, Inc. | 15,695,415 | 1.0 | ||||||||||||||
29,900 | Paychex, Inc. | 3,208,270 | 0.2 | ||||||||||||||||
28,000 | (1 | ) | Paycom Software, Inc. | 10,177,160 | 0.7 | ||||||||||||||
27,300 | (1 | ) | Paylocity Holding Corp. | 5,208,840 | 0.3 | ||||||||||||||
5,856 | (1 | ),(2) | Procore Technologies, Inc. | 556,027 | 0.0 | ||||||||||||||
10,680 | (1 | ),(4) | Procore Technologies, Inc., Lockup Shares | 963,363 | 0.1 | ||||||||||||||
55,475 | (1 | ) | PTC, Inc. | 7,836,398 | 0.5 | ||||||||||||||
48,969 | (1 | ) | Pure Storage, Inc. - Class A | 956,365 | 0.1 | ||||||||||||||
53,702 | (1 | ) | Qualtrics International, Inc. | 2,054,102 | 0.1 | ||||||||||||||
31,500 | (1 | ) | RingCentral, Inc. | 9,153,270 | 0.6 | ||||||||||||||
25,171 | SentinelOne, Inc. | 880,985 | 0.1 | ||||||||||||||||
10,300 | (1 | ) | Silicon Laboratories, Inc. | 1,578,475 | 0.1 | ||||||||||||||
30,900 | Skyworks Solutions, Inc. | 5,925,075 | 0.4 | ||||||||||||||||
58,300 | (1 | ) | Smartsheet, Inc. | 4,216,256 | 0.3 | ||||||||||||||
24,800 | (1 | ) | Splunk, Inc. | 3,585,584 | 0.2 | ||||||||||||||
10,188 | (1 | ) | Squarespace, Inc. | 605,269 | 0.0 | ||||||||||||||
46,035 | SS&C Technologies Holdings, Inc. | 3,317,282 | 0.2 | ||||||||||||||||
95,521 | (1 | ) | StoneCo Ltd. | 6,405,638 | 0.4 | ||||||||||||||
48,400 | (1 | ) | Synopsys, Inc. | 13,348,236 | 0.9 | ||||||||||||||
31,626 | (1 | ),(3),(4) | Tanium, Inc. Class B | 360,385 | 0.0 | ||||||||||||||
72,100 | Teradyne, Inc. | 9,658,516 | 0.6 | ||||||||||||||||
178,000 | (1 | ) | Trade Desk, Inc./The | 13,770,080 | 0.9 | ||||||||||||||
32,000 | (1 | ) | Twilio, Inc. | 12,613,120 | 0.8 | ||||||||||||||
17,300 | (1 | ) | Tyler Technologies, Inc. | 7,826,001 | 0.5 | ||||||||||||||
90,252 | (1 | ),(4) | UiPath Inc., Class A Lockup Shares | 6,069,510 | 0.4 | ||||||||||||||
3,009 | (1 | ),(2) | UiPath, Inc. | 204,401 | 0.0 | ||||||||||||||
17,900 | (1 | ) | VeriSign, Inc. | 4,075,651 | 0.3 | ||||||||||||||
9,899 | (1 | ) | WEX, Inc. | 1,919,416 | 0.1 | ||||||||||||||
9,553 | (1 | ) | Wix.com Ltd. | 2,773,045 | 0.2 | ||||||||||||||
16,300 | (1 | ) | Workiva, Inc. | 1,814,679 | 0.1 | ||||||||||||||
21,000 | (1 | ) | Zebra Technologies Corp. | 11,119,290 | 0.7 | ||||||||||||||
40,900 | (1 | ) | Zendesk, Inc. | 5,903,506 | 0.4 | ||||||||||||||
532,079,485 | 35.4 |
See Accompanying Notes to Financial Statements
135
VY® T. ROWE PRICE DIVERSIFIED PORTFOLIO OF INVESTMENTS
MID CAP GROWTH PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Materials: 2.2% | |||||||||||||||||||
9,700 | Albemarle Corp. | $ | 1,634,062 | 0.1 | |||||||||||||||
18,300 | Avery Dennison Corp. | 3,847,392 | 0.2 | ||||||||||||||||
69,880 | Ball Corp. | 5,661,678 | 0.4 | ||||||||||||||||
29,100 | (1 | ) | CF Industries Holdings, Inc. | 1,473,932 | 0.1 | ||||||||||||||
165,947 | (1 | ),(4),(5) | Gores Holdings V Inc. (Issuer) - Ardagh Group SA - PIPE | 1,508,458 | 0.1 | ||||||||||||||
32,500 | (2 | ) | Kirkland Lake Gold Ltd. | 1,252,225 | 0.1 | ||||||||||||||
42,500 | PPG Industries, Inc. | 7,215,225 | 0.5 | ||||||||||||||||
50,200 | RPM International, Inc. | 4,451,736 | 0.3 | ||||||||||||||||
34,000 | Sealed Air Corp. | 2,014,500 | 0.1 | ||||||||||||||||
22,800 | Steel Dynamics, Inc. | 1,358,880 | 0.1 | ||||||||||||||||
17,900 | Vulcan Materials Co. | 3,115,853 | 0.2 | ||||||||||||||||
33,533,941 | 2.2 | ||||||||||||||||||
Real Estate: 1.1% | |||||||||||||||||||
15,300 | Alexandria Real Estate Equities, Inc. | 2,783,681 | 0.2 | ||||||||||||||||
120,100 | CubeSmart | 5,563,032 | 0.4 | ||||||||||||||||
81,200 | Equity Lifestyle Properties, Inc. | 6,033,972 | 0.4 | ||||||||||||||||
4,500 | (1 | ) | SBA Communications Corp. | 1,439,694 | 0.1 | ||||||||||||||
541 | (1 | ),(4) | WeWork Companies, Inc. - Class A | 4,631 | 0.0 | ||||||||||||||
15,825,010 | 1.1 | ||||||||||||||||||
Total Common Stock (Cost $980,016,158) | 1,492,076,312 | 99.2 | |||||||||||||||||
PREFERRED STOCK: 0.8% | |||||||||||||||||||
Consumer Discretionary: 0.1% | |||||||||||||||||||
5,820 | (1 | ),(3),(4) | JAND, Inc. (dba Warby Parker) - Series AA | 142,768 | 0.0 | ||||||||||||||
8 | (1 | ),(3),(4) | JAND, Inc. (dba Warby Parker) - Series B | 196 | 0.0 | ||||||||||||||
32,438 | (1 | ),(3),(4) | Rappi, Inc. - Series E | 1,938,042 | 0.1 | ||||||||||||||
2,081,006 | 0.1 | ||||||||||||||||||
Health Care: 0.1% | |||||||||||||||||||
123,878 | (1 | ),(3),(4) | Caris Life Sciences, Inc. Series D | 1,003,412 | 0.1 | ||||||||||||||
Information Technology: 0.6% | |||||||||||||||||||
24,459 | (1 | ),(3),(4) | Databricks, Inc., Series F | 4,338,241 | 0.3 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
2,636 | (1 | ),(3),(4) | Databricks, Inc., Series G | $ | 467,542 | 0.0 | |||||||||||||
353,970 | (1 | ),(3),(4) | Tanium, Inc. - Series G | 4,033,559 | 0.3 | ||||||||||||||
8,839,342 | 0.6 | ||||||||||||||||||
Real Estate: 0.0% | |||||||||||||||||||
44,396 | (1 | ),(4) | WeWork Companies, Inc. - Series D-1 | 380,005 | 0.0 | ||||||||||||||
34,882 | (1 | ),(4) | WeWork Companies, Inc. - Series D-2 | 298,571 | 0.0 | ||||||||||||||
678,576 | 0.0 | ||||||||||||||||||
Total Preferred Stock (Cost $7,679,945) | 12,602,336 | 0.8 | |||||||||||||||||
Total Long-Term Investments (Cost $987,696,103) | 1,504,678,648 | 100.0 | |||||||||||||||||
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 3.0% | |||||||||||||||||||
Repurchase Agreements: 2.7% | |||||||||||||||||||
1,597,993 | (6 | ) | Bethesda Securities LLC, Repurchase Agreement dated 06/30/21, 0.08%, due 07/01/21 (Repurchase Amount $1,597,997, collateralized by various U.S. Government Agency Obligations, 1.500%-6.500%, Market Value plus accrued interest $1,629,953, due 01/01/25-04/01/51) | 1,597,993 | 0.1 |
See Accompanying Notes to Financial Statements
136
VY® T. ROWE PRICE DIVERSIFIED PORTFOLIO OF INVESTMENTS
MID CAP GROWTH PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Repurchase Agreements (continued) | |||||||||||||||||||
3,674,894 | (6 | ) | BNP Paribas S.A., Repurchase Agreement dated 06/30/21, 0.20%, due 07/01/21 (Repurchase Amount $3,674,914, collateralized by various U.S. Government Securities, 1.350%-9.150%, Market Value plus accrued interest $3,855,355, due 09/19/22-01/27/40) | $ | 3,674,894 | 0.2 | |||||||||||||
10,228,800 | (6 | ) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $10,228,814, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $10,433,376, due 07/25/21-05/20/71) | 10,228,800 | 0.7 | ||||||||||||||
4,511,152 | (6 | ) | Citadel Securities LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $4,511,163, collateralized by various U.S. Government Securities, 0.000%-8.125%, Market Value plus accrued interest $4,601,387, due 07/01/21-11/15/50) | 4,511,152 | 0.3 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
3,393,492 | (6 | ) | Citigroup, Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $3,393,498, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $3,461,362, due 07/01/21-01/15/59) | $ | 3,393,492 | 0.2 | |||||||||||||
1,269,024 | (6 | ) | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/21, 0.04%, due 07/01/21 (Repurchase Amount $1,269,025, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,294,404, due 07/07/21-11/01/49) | 1,269,024 | 0.1 | ||||||||||||||
2,995,288 | (6 | ) | JVB Financial Group LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $2,995,295, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $3,055,194, due 08/01/21-06/01/51) | 2,995,288 | 0.2 |
See Accompanying Notes to Financial Statements
137
VY® T. ROWE PRICE DIVERSIFIED PORTFOLIO OF INVESTMENTS
MID CAP GROWTH PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Repurchase Agreements (continued) | |||||||||||||||||||
3,805,507 | (6 | ) | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $3,805,513, collateralized by various U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $3,881,624, due 05/01/24-04/20/71) | $ | 3,805,507 | 0.3 | |||||||||||||
6,435,842 | (6 | ) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/21, 0.11%, due 07/01/21 (Repurchase Amount $6,435,861, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $6,565,260, due 07/15/23-02/15/48) | 6,435,842 | 0.4 | ||||||||||||||
2,466,017 | (6 | ) | Stonex Financial Inc., Repurchase Agreement dated 06/30/21, 0.10%, due 07/01/21 (Repurchase Amount $2,466,024, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.320%-9.000%, Market Value plus accrued interest $2,515,337, due 12/01/21-05/20/71) | 2,466,017 | 0.2 | ||||||||||||||
Total Repurchase Agreements (Cost $40,378,009) | 40,378,009 | 2.7 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Mutual Funds: 0.3% | |||||||||||||||||||
1,192,000 | (6 | ),(7) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% | $ | 1,192,000 | 0.1 | |||||||||||||
1,192,000 | (6 | ),(7) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.020% | 1,192,000 | 0.1 | ||||||||||||||
1,060,000 | (6 | ),(7) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | 1,060,000 | 0.1 | ||||||||||||||
1,042,802 | (7 | ) | T. Rowe Price Government Reserve Fund, 0.030% | 1,042,802 | 0.0 | ||||||||||||||
Total Mutual Funds (Cost $4,486,802) | 4,486,802 | 0.3 | |||||||||||||||||
Total Short-Term Investments (Cost $44,864,811) | 44,864,811 | 3.0 | |||||||||||||||||
Total Investments in Securities (Cost $1,032,560,914) | $ | 1,549,543,459 | 103.0 | ||||||||||||||||
Liabilities in Excess of Other Assets | (45,500,288 | ) | (3.0 | ) | |||||||||||||||
Net Assets | $ | 1,504,043,171 | 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) 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 June 30, 2021, the Portfolio held restricted securities with a fair value of $28,135,660 or 1.9% of net assets. Please refer to the table below for additional details.
(5) Represents the asset to be received in a PIPE commitment. As of June 30, 2021, the total related cost for PIPE commitments held was $2,119,830.
(6) All or a portion of the security represents securities purchased with cash collateral received for securities on loan.
(7) Rate shown is the 7-day yield as of June 30, 2021.
See Accompanying Notes to Financial Statements
138
VY® T. ROWE PRICE DIVERSIFIED PORTFOLIO OF INVESTMENTS
MID CAP GROWTH PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Sector Diversification
as of June 30, 2021
(as a percentage of net assets)
Information Technology | 36.0 | % | |||||
Health Care | 20.8 | % | |||||
Consumer Discretionary | 13.7 | % | |||||
Industrials | 11.9 | % | |||||
Communication Services | 7.8 | % | |||||
Financials | 3.0 | % | |||||
Consumer Staples | 2.5 | % | |||||
Materials | 2.2 | % | |||||
Real Estate | 1.1 | % | |||||
Energy | 1.0 | % | |||||
Consumer, Non-cyclical | 0.0 | %^ | |||||
Liabilities in Excess of Other Assets* | — | % | |||||
Net Assets | 100.0 | % |
^ Amount is less than 0.005%.
* Includes short-term investments.
Portfolio holdings are subject to change daily.
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 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 June 30, 2021 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Communication Services | $ | 117,716,596 | $ | — | $ | — | $ | 117,716,596 | |||||||||||
Consumer Discretionary | 204,897,536 | — | 68,931 | 204,966,467 | |||||||||||||||
Consumer Staples | 37,146,371 | — | — | 37,146,371 | |||||||||||||||
Consumer, Non-cyclical | 279,132 | — | — | 279,132 | |||||||||||||||
Energy | 11,830,489 | — | 2,772,415 | 14,602,904 | |||||||||||||||
Financials | 44,762,759 | — | — | 44,762,759 | |||||||||||||||
Health Care | 311,765,694 | — | — | 311,765,694 | |||||||||||||||
Industrials | 179,397,953 | — | — | 179,397,953 | |||||||||||||||
Information Technology | 520,900,596 | 7,445,540 | 3,733,349 | 532,079,485 | |||||||||||||||
Materials | 32,025,483 | 1,508,458 | — | 33,533,941 | |||||||||||||||
Real Estate | 15,820,379 | 4,631 | — | 15,825,010 | |||||||||||||||
Total Common Stock | 1,476,542,988 | 8,958,629 | 6,574,695 | 1,492,076,312 | |||||||||||||||
Preferred Stock | — | 678,576 | 11,923,760 | 12,602,336 | |||||||||||||||
Short-Term Investments | 4,486,802 | 40,378,009 | — | 44,864,811 | |||||||||||||||
Total Investments, at fair value | $ | 1,481,029,790 | $ | 50,015,214 | $ | 18,498,455 | $ | 1,549,543,459 |
^ See Note 2, "Significant Accounting Policies" in the Notes to Financial Statements for additional information.
# 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.
At June 30, 2021, VY® T. Rowe Price Diversified Mid Cap Growth Portfolio held the following restricted securities:
Security | Acquisition Date | Acquisition Cost | Fair Value | ||||||||||||
Caris Life Sciences, Inc. Series D | 5/11/2021 | $ | 1,003,412 | $ | 1,003,412 | ||||||||||
Databricks, Inc. | 7/24/2020 | 543,644 | 2,007,804 | ||||||||||||
Databricks, Inc., Series F | 10/22/2019 | 1,050,475 | 4,338,241 | ||||||||||||
Databricks, Inc., Series G | 2/1/2021 | 467,542 | 467,542 | ||||||||||||
Dragoneer Growth Opportunities Corp. (Issuer) - CCC Information Services, Inc. - PIPE | 3/15/2021 | 460,360 | 412,667 | ||||||||||||
Gitlab, Inc. Class B | 12/15/2020 | 1,375,398 | 1,365,160 | ||||||||||||
Gores Holdings V Inc. (Issuer) - Ardagh Group SA - PIPE | 3/15/2021 | 1,659,470 | 1,508,458 | ||||||||||||
JAND, Inc. (dba Warby Parker) - Class A | 11/19/2020 | 69,077 | 68,931 | ||||||||||||
JAND, Inc. (dba Warby Parker) - Series AA | 11/19/2020 | 142,994 | 142,768 | ||||||||||||
JAND, Inc. (dba Warby Parker) - Series B | 11/19/2020 | 197 | 196 | ||||||||||||
Procore Technologies, Inc., Lockup Shares | 7/15/2020 | 577,475 | 963,363 |
See Accompanying Notes to Financial Statements
139
VY® T. ROWE PRICE DIVERSIFIED PORTFOLIO OF INVESTMENTS
MID CAP GROWTH PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Security | Acquisition Date | Acquisition Cost | Fair Value | ||||||||||||
Rappi, Inc. - Series E | 9/8/2020 | $ | 1,938,042 | $ | 1,938,042 | ||||||||||
Tanium, Inc. - Series G | 8/26/2015 | 1,757,213 | 4,033,559 | ||||||||||||
Tanium, Inc. Class B | 9/24/2020 | 360,385 | 360,385 | ||||||||||||
UiPath Inc., Class A Lockup Shares | 4/26/2019 | 1,532,059 | 6,069,510 | ||||||||||||
Venture Global LNG, Inc. - Series B | 3/8/2018 | 132,880 | 201,964 | ||||||||||||
Venture Global LNG, Inc. - Series C | 10/16/2017 | 2,083,973 | 2,570,451 | ||||||||||||
WeWork Companies, Inc. - Class A | 6/23/2015 | 17,793 | 4,631 | ||||||||||||
WeWork Companies, Inc. - Series D-1 | 12/9/2014 | 739,245 | 380,005 | ||||||||||||
WeWork Companies, Inc. - Series D-2 | 12/9/2014 | 580,825 | 298,571 | ||||||||||||
$ | 16,492,459 | $ | 28,135,660 |
The following table presents additional information about valuation techniques and inputs used for investments that are measured at fair value and categorized within Level 3 at June 30, 2021:
Investments, at fair value | Fair Value at June 30, 2021 | Valuation Technique(s)* | Significant Unobservable Input(s) | Value or Range of Input(s) | Weighted Average of Inputs*** | Impact to Valuation from an Increase in Input**** | |||||||||||||||||||||
Common Stocks | $ | 6,574,695 | Market Approach | Recent Comparable Transaction Price(s) | — | ** | — | ** | — | ** | |||||||||||||||||
| Market Approach | Enterprise Value to EBITDA Multiple | 10.8 | x | 10.8 | x | Increase | ||||||||||||||||||||
| Market Approach | Projected Enterprise Value to EBITDA Multiple | 12.7 | x | 12.7 | x | Increase | ||||||||||||||||||||
| Market Approach | Discount Rate for Cost of Equity | 20 | % | 20 | % | Decrease | ||||||||||||||||||||
| Market Approach | Discount for lack of marketability | 10 | % | 10 | % | Decrease | ||||||||||||||||||||
Preferred Stocks | $ | 11,923,760 | Market Approach | Recent Comparable Transaction Price(s) | — | ** | — | ** | — | ** | |||||||||||||||||
Total Investments, at fair value | $ | 18,498,455 |
* Valuation techniques may change in order to reflect management's judgment of current market participant assumptions.
** No quantitative unobservable inputs significant to the valuation technique were created by the Portfolio's management.
*** Unobservable inputs were weighted by the relative fair value of the instruments.
**** Represents the directional change in the fair value of the Level 3 investment(s) that would result from an increase in the corresponding input. A decrease to the unobservable input would have the opposite effect. Significant increases and decreases in these inputs in isolation could result in signficantly higher or lower fair value measurements.
The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio's assets and liabilities during the period ended June 30, 2021:
Common Stocks | Preferred Stocks | Total | |||||||||||||
Assets: | |||||||||||||||
Beginning balance at December 31, 2021 | $ | 6,238,425 | $ | 9,847,301 | $ | 16,085,726 | |||||||||
Purchases | 1,173,818 | 1,900,407 | 3,074,225 | ||||||||||||
Sales | — | — | — | ||||||||||||
Total realized gain (loss) | — | — | — | ||||||||||||
Net change in unrealized appreciation (depreciation)***** | 875,424 | 3,164,210 | 4,039,634 | ||||||||||||
Transfers into Level 3 | — | — | — | ||||||||||||
Transfers out of Level 3 | (1,712,972 | ) | (2,988,158 | ) | (4,701,130 | ) | |||||||||
Ending balance at June 30, 2021 | $ | 6,574,695 | $ | 11,923,760 | $ | 18,498,455 | |||||||||
Net change in unrealized appreciation (depreciation) on Level 3 securities still held as of June 30, 2021***** | $ | 875,424 | $ | 3,164,210 | $ | 4,039,634 |
***** Any difference between net change in unrealized apprecation (depreciation) and net change in unrealized appreciation (depreciation) on Level 3 securities still held at June 30, 2021 may be due to securities no longer held or categorized as Level 3 at period end.
At June 30, 2021, 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 $1,033,293,914.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 529,645,998 | |||||
Gross Unrealized Depreciation | (13,396,453 | ) | |||||
Net Unrealized Appreciation | $ | 516,249,545 |
See Accompanying Notes to Financial Statements
140
VY® T. ROWE PRICE PORTFOLIO OF INVESTMENTS
GROWTH EQUITY PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 94.7% | |||||||||||||||||||
Communication Services: 21.8% | |||||||||||||||||||
32,709 | (1 | ) | Alphabet, Inc. - Class A | $ | 79,868,509 | 3.7 | |||||||||||||
27,835 | (1 | ) | Alphabet, Inc. - Class C | 69,763,417 | 3.2 | ||||||||||||||
5,531 | (1 | ),(2),(3) | Epic Games, Inc. | 4,894,935 | 0.2 | ||||||||||||||
362,375 | (1 | ) | Facebook, Inc. - Class A | 126,001,411 | 5.8 | ||||||||||||||
8,256 | (1 | ) | IAC/InterActiveCorp | 1,272,828 | 0.1 | ||||||||||||||
21,700 | (1 | ),(4),(5) | Kuaishou Technology | 545,739 | 0.0 | ||||||||||||||
94,581 | (1 | ),(4) | Match Group, Inc. | 15,251,186 | 0.7 | ||||||||||||||
73,096 | (1 | ) | NetFlix, Inc. | 38,610,038 | 1.8 | ||||||||||||||
157,284 | (1 | ) | Pinterest, Inc. | 12,417,572 | 0.6 | ||||||||||||||
36,726 | (1 | ) | Playtika Holding Corp. | 875,548 | 0.1 | ||||||||||||||
22,873 | (1 | ) | ROBLOX Corp. | 2,058,113 | 0.1 | ||||||||||||||
157,134 | (1 | ) | Sea Ltd. ADR | 43,148,997 | 2.0 | ||||||||||||||
645,545 | (1 | ) | Snap, Inc. | 43,987,436 | 2.0 | ||||||||||||||
40,146 | (1 | ) | Spotify Technology SA | 11,063,836 | 0.5 | ||||||||||||||
257,600 | Tencent Holdings Ltd. | 19,395,350 | 0.9 | ||||||||||||||||
46,876 | (1 | ) | Vimeo, Inc. | 2,296,924 | 0.1 | ||||||||||||||
471,451,839 | 21.8 | ||||||||||||||||||
Consumer Discretionary: 19.1% | |||||||||||||||||||
65,516 | (1 | ) | Airbnb, Inc. | 10,033,120 | 0.5 | ||||||||||||||
86,590 | (1 | ) | Alibaba Group Holding Ltd. BABA ADR | 19,636,880 | 0.9 | ||||||||||||||
61,734 | (1 | ) | Amazon.com, Inc. | 212,374,838 | 9.8 | ||||||||||||||
28,322 | (1 | ) | Aptiv PLC | 4,455,900 | 0.2 | ||||||||||||||
6,014 | (1 | ) | Booking Holdings, Inc. | 13,159,173 | 0.6 | ||||||||||||||
27,565 | (1 | ),(4) | Carvana Co. | 8,319,668 | 0.4 | ||||||||||||||
8,425 | (1 | ) | Chipotle Mexican Grill, Inc. | 13,061,615 | 0.6 | ||||||||||||||
149,010 | (1 | ),(4) | Coupang, Inc. | 6,231,598 | 0.3 | ||||||||||||||
55,806 | (1 | ),(4) | DoorDash, Inc. | 9,951,884 | 0.5 | ||||||||||||||
116,101 | (1 | ),(4) | DraftKings, Inc. - Class A | 6,056,989 | 0.3 | ||||||||||||||
232,444 | (1 | ) | Farfetch Ltd. - Class A | 11,705,880 | 0.5 | ||||||||||||||
75,102 | Ferrari NV | 15,474,767 | 0.7 | ||||||||||||||||
167,368 | (1 | ) | Las Vegas Sands Corp. | 8,818,620 | 0.4 | ||||||||||||||
43,994 | (1 | ) | Lululemon Athletica, Inc. | 16,056,490 | 0.7 | ||||||||||||||
87,918 | Nike, Inc. - Class B | 13,582,452 | 0.6 | ||||||||||||||||
239,856 | Ross Stores, Inc. | 29,742,144 | 1.4 | ||||||||||||||||
128,972 | (1 | ) | Wynn Resorts Ltd. | 15,773,276 | 0.7 | ||||||||||||||
414,435,294 | 19.1 | ||||||||||||||||||
Financials: 2.4% | |||||||||||||||||||
1,134,411 | (1 | ),(2),(3) | Ant International Co., Limited - Class C | 7,997,598 | 0.4 | ||||||||||||||
106,191 | (1 | ),(4) | Bright Health Group, Inc. | 1,822,238 | 0.1 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
12,749 | (1 | ),(2),(3) | Maplebear, Inc., dba Instacart | $ | 1,593,625 | 0.1 | |||||||||||||
666 | (1 | ),(2),(3) | Maplebear, Inc., dba Instacart - Non-Voting | 83,250 | 0.0 | ||||||||||||||
8,451 | MarketAxess Holdings, Inc. | 3,917,799 | 0.2 | ||||||||||||||||
9,327 | MSCI, Inc. - Class A | 4,972,037 | 0.2 | ||||||||||||||||
35,825 | S&P Global, Inc. | 14,704,371 | 0.7 | ||||||||||||||||
384,989 | (1 | ),(3) | SoFi Technologies, Inc., Lockup Shares | 7,011,227 | 0.3 | ||||||||||||||
48,106 | Tradeweb Markets, Inc. | 4,067,843 | 0.2 | ||||||||||||||||
124,842 | (1 | ) | XP, Inc. | 5,436,869 | 0.2 | ||||||||||||||
51,606,857 | 2.4 | ||||||||||||||||||
Health Care: 8.7% | |||||||||||||||||||
4,164 | (1 | ) | Align Technology, Inc. | 2,544,204 | 0.1 | ||||||||||||||
26,657 | Anthem, Inc. | 10,177,643 | 0.5 | ||||||||||||||||
13,672 | (1 | ),(4) | Argenx SE ADR | 4,116,229 | 0.2 | ||||||||||||||
102,075 | AstraZeneca PLC | 12,263,705 | 0.6 | ||||||||||||||||
227,787 | (1 | ) | Avantor, Inc. | 8,088,716 | 0.4 | ||||||||||||||
40,787 | Cigna Corp. | 9,669,374 | 0.4 | ||||||||||||||||
118,387 | Eli Lilly & Co. | 27,172,184 | 1.2 | ||||||||||||||||
79,992 | HCA Healthcare, Inc. | 16,537,546 | 0.8 | ||||||||||||||||
17,458 | Humana, Inc. | 7,729,006 | 0.4 | ||||||||||||||||
71,311 | (1 | ) | Incyte Corp., Ltd. | 5,999,394 | 0.3 | ||||||||||||||
32,176 | (1 | ) | Intuitive Surgical, Inc. | 29,590,337 | 1.4 | ||||||||||||||
95,840 | Stryker Corp. | 24,892,523 | 1.1 | ||||||||||||||||
32,649 | UnitedHealth Group, Inc. | 13,073,966 | 0.6 | ||||||||||||||||
79,329 | (1 | ) | Vertex Pharmaceuticals, Inc. | 15,995,106 | 0.7 | ||||||||||||||
187,849,933 | 8.7 | ||||||||||||||||||
Industrials: 6.6% | |||||||||||||||||||
114,310 | (1 | ) | Airbus SE | 14,729,135 | 0.7 | ||||||||||||||
37,606 | Cintas Corp. | 14,365,492 | 0.7 | ||||||||||||||||
144,283 | (1 | ) | Clarivate PLC | 3,972,111 | 0.2 | ||||||||||||||
31,779 | Cummins, Inc. | 7,748,038 | 0.4 | ||||||||||||||||
48,507 | (1 | ) | DiDi Global, Inc. ADR | 679,098 | 0.0 | ||||||||||||||
68,026 | (1 | ),(3) | Didi Global, Inc., Lockup Shares | 3,655,173 | 0.1 | ||||||||||||||
10,391 | Equifax, Inc. | 2,488,748 | 0.1 | ||||||||||||||||
69,464 | FedEx Corp. | 20,723,195 | 1.0 | ||||||||||||||||
21,207 | (1 | ) | Generac Holdings, Inc. | 8,804,086 | 0.4 | ||||||||||||||
18,916 | Norfolk Southern Corp. | 5,020,496 | 0.2 | ||||||||||||||||
56,073 | Roper Technologies, Inc. | 26,365,525 | 1.2 | ||||||||||||||||
105,500 | (1 | ) | Southwest Airlines Co. | 5,600,995 | 0.3 | ||||||||||||||
39,551 | (1 | ) | Teledyne Technologies, Inc. | 16,565,145 | 0.8 | ||||||||||||||
109,792 | TransUnion | 12,056,260 | 0.5 | ||||||||||||||||
142,773,497 | 6.6 |
See Accompanying Notes to Financial Statements
141
VY® T. ROWE PRICE PORTFOLIO OF INVESTMENTS
GROWTH EQUITY PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Information Technology: 35.8% | |||||||||||||||||||
160,470 | (1 | ) | Advanced Micro Devices, Inc. | $ | 15,072,947 | 0.7 | |||||||||||||
8,099 | (1 | ),(4) | Affirm Holdings, Inc. | 545,468 | 0.0 | ||||||||||||||
109,826 | (1 | ),(4) | Afterpay Ltd. | 9,748,195 | 0.5 | ||||||||||||||
763,057 | Apple, Inc. | 104,508,287 | 4.8 | ||||||||||||||||
41,570 | ASML Holding NV - NY Reg | 28,718,219 | 1.3 | ||||||||||||||||
41,640 | (1 | ) | Avalara, Inc. | 6,737,352 | 0.3 | ||||||||||||||
131,178 | (1 | ) | Black Knight, Inc. | 10,229,261 | 0.5 | ||||||||||||||
7,880 | (1 | ) | Coupa Software, Inc. | 2,065,427 | 0.1 | ||||||||||||||
76,274 | (1 | ) | Datadog, Inc. | 7,938,598 | 0.4 | ||||||||||||||
121,084 | Fidelity National Information Services, Inc. | 17,153,970 | 0.8 | ||||||||||||||||
185,042 | (1 | ) | Fiserv, Inc. | 19,779,139 | 0.9 | ||||||||||||||
93,909 | Global Payments, Inc. | 17,611,694 | 0.8 | ||||||||||||||||
85,921 | Intuit, Inc. | 42,115,897 | 1.9 | ||||||||||||||||
39,178 | (1 | ),(4) | Marqeta, Inc. | 1,099,727 | 0.1 | ||||||||||||||
139,082 | Mastercard, Inc. - Class A | 50,777,447 | 2.4 | ||||||||||||||||
678,533 | Microsoft Corp. | 183,814,590 | 8.5 | ||||||||||||||||
26,018 | (1 | ) | MongoDB, Inc. | 9,406,027 | 0.4 | ||||||||||||||
17,652 | Nvidia Corp. | 14,123,365 | 0.7 | ||||||||||||||||
11,462 | (1 | ) | Paycom Software, Inc. | 4,166,093 | 0.2 | ||||||||||||||
89,511 | (1 | ) | PayPal Holdings, Inc. | 26,090,666 | 1.2 | ||||||||||||||
99,933 | (1 | ) | Salesforce.com, Inc. | 24,410,634 | 1.1 | ||||||||||||||
42,180 | (1 | ) | ServiceNow, Inc. | 23,180,019 | 1.1 | ||||||||||||||
6,668 | (1 | ) | Shopify, Inc. | 9,741,815 | 0.5 | ||||||||||||||
3,374 | (1 | ) | Snowflake, Inc. - Class A | 815,833 | 0.0 | ||||||||||||||
107,219 | (1 | ) | Splunk, Inc. | 15,501,723 | 0.7 | ||||||||||||||
76,856 | (1 | ) | StoneCo Ltd. | 5,153,963 | 0.2 | ||||||||||||||
51,440 | (1 | ),(2),(3) | Stripe, Inc. - Class B | 2,064,030 | 0.1 | ||||||||||||||
122,893 | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 14,766,823 | 0.7 | ||||||||||||||||
220,672 | (1 | ),(3) | UiPath Inc., Class A Lockup Shares | 14,840,346 | 0.7 | ||||||||||||||
261,418 | Visa, Inc. - Class A | 61,124,757 | 2.8 | ||||||||||||||||
23,206 | (1 | ) | Workday, Inc. | 5,540,200 | 0.3 | ||||||||||||||
9,976 | (1 | ) | Zebra Technologies Corp. | 5,282,192 | 0.2 | ||||||||||||||
50,100 | (1 | ) | Zoom Video Communications, Inc. | 19,390,203 | 0.9 | ||||||||||||||
773,514,907 | 35.8 | ||||||||||||||||||
Materials: 0.3% | |||||||||||||||||||
24,785 | Linde Public Ltd. | 7,165,343 | 0.3 | ||||||||||||||||
Total Common Stock (Cost $1,135,219,244) | 2,048,797,670 | 94.7 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
PREFERRED STOCK: 5.2% | |||||||||||||||||||
Consumer Discretionary: 4.7% | |||||||||||||||||||
163,010 | (1 | ),(2),(3) | Aurora Innovation, Inc., - Series B | $ | 3,204,249 | 0.1 | |||||||||||||
38,487 | (1 | ),(2),(3) | Rappi, Inc. - Series E | 2,299,446 | 0.1 | ||||||||||||||
549,762 | (1 | ),(2),(3) | Rivian Automotive, Inc. - Series D | 38,516,326 | 1.8 | ||||||||||||||
659,827 | (1 | ),(2),(3) | Rivian Automotive, Inc. - Series E | 46,227,480 | 2.1 | ||||||||||||||
123,727 | (1 | ),(2),(3) | Rivian Automotive, Inc. - Series F | 8,668,313 | 0.4 | ||||||||||||||
37,201 | (1 | ),(2),(3) | Sila Nanotechnologies, Inc., Series F | 1,535,389 | 0.1 | ||||||||||||||
18,931 | (1 | ),(2),(3) | Waymo LLC., Series A-2 | 1,736,389 | 0.1 | ||||||||||||||
102,187,592 | 4.7 | ||||||||||||||||||
Financials: 0.2% | |||||||||||||||||||
1,855 | (1 | ),(2),(3) | Maplebear, Inc., dba Instacart - Series A | 231,875 | 0.0 | ||||||||||||||
26,036 | (1 | ),(2),(3) | Maplebear, Inc., dba Instacart - Series G | 3,254,500 | 0.2 | ||||||||||||||
3,486,375 | 0.2 | ||||||||||||||||||
Industrials: 0.3% | |||||||||||||||||||
159,700 | (1 | ),(2),(3) | GM Cruise Holdings, LLC - Class F | 4,208,095 | 0.2 | ||||||||||||||
132,943 | (1 | ),(2),(3) | Nuro, Inc. - Series C | 1,735,518 | 0.1 | ||||||||||||||
5,943,613 | 0.3 | ||||||||||||||||||
Information Technology: 0.0% | |||||||||||||||||||
93,459 | (1 | ),(2),(3) | Magic Leap, Inc. - Series C | 57,010 | 0.0 | ||||||||||||||
61,969 | (1 | ),(2),(3) | Magic Leap, Inc. - Series D | 37,801 | 0.0 | ||||||||||||||
94,811 | 0.0 | ||||||||||||||||||
Real Estate: 0.0% | |||||||||||||||||||
30,915 | (1 | ),(3) | WeWork Companies, Inc. - Series E | 264,615 | 0.0 | ||||||||||||||
Total Preferred Stock (Cost $38,511,278) | 111,977,006 | 5.2 | |||||||||||||||||
Total Long-Term Investments (Cost $1,173,730,522) | 2,160,774,676 | 99.9 |
See Accompanying Notes to Financial Statements
142
VY® T. ROWE PRICE PORTFOLIO OF INVESTMENTS
GROWTH EQUITY PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 3.0% | |||||||||||||||||||
Repurchase Agreements: 2.2% | |||||||||||||||||||
1,275,985 | (6 | ) | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $1,275,987, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,301,505, due 12/30/21-07/01/51) | $ | 1,275,985 | 0.1 | |||||||||||||
1,869,733 | (6 | ) | Bethesda Securities LLC, Repurchase Agreement dated 06/30/21, 0.08%, due 07/01/21 (Repurchase Amount $1,869,737, collateralized by various U.S. Government Agency Obligations, 1.500%-6.500%, Market Value plus accrued interest $1,907,128, due 01/01/25-04/01/51) | 1,869,733 | 0.1 | ||||||||||||||
4,273,277 | (6 | ) | BNP Paribas S.A., Repurchase Agreement dated 06/30/21, 0.20%, due 07/01/21 (Repurchase Amount $4,273,300, collateralized by various U.S. Government Securities, 1.350%-9.150%, Market Value plus accrued interest $4,483,123, due 09/19/22-01/27/40) | 4,273,277 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
11,757,100 | (6 | ) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $11,757,116, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $11,992,242, due 07/25/21-05/20/71) | $ | 11,757,100 | 0.5 | |||||||||||||
4,473,287 | (6 | ) | Citadel Securities LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $4,473,298, collateralized by various U.S. Government Securities, 0.000%-8.125%, Market Value plus accrued interest $4,562,764, due 07/01/21-11/15/50) | 4,473,287 | 0.2 | ||||||||||||||
3,628,948 | (6 | ) | Citigroup, Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $3,628,954, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $3,701,527, due 07/01/21-01/15/59) | 3,628,948 | 0.2 |
See Accompanying Notes to Financial Statements
143
VY® T. ROWE PRICE PORTFOLIO OF INVESTMENTS
GROWTH EQUITY PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Repurchase Agreements (continued) | |||||||||||||||||||
1,484,823 | (6 | ) | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/21, 0.04%, due 07/01/21 (Repurchase Amount $1,484,825, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,514,519, due 07/07/21-11/01/49) | $ | 1,484,823 | 0.1 | |||||||||||||
3,504,638 | (6 | ) | JVB Financial Group LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $3,504,647, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $3,574,731, due 08/01/21-06/01/51) | 3,504,638 | 0.2 | ||||||||||||||
4,452,636 | (6 | ) | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $4,452,643, collateralized by various U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $4,541,696, due 05/01/24-04/20/71) | 4,452,636 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
7,481,830 | (6 | ) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/21, 0.11%, due 07/01/21 (Repurchase Amount $7,481,853, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $7,632,282, due 07/15/23-02/15/48) | $ | 7,481,830 | 0.3 | |||||||||||||
2,885,362 | (6 | ) | Stonex Financial Inc., Repurchase Agreement dated 06/30/21, 0.10%, due 07/01/21 (Repurchase Amount $2,885,370, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.320%-9.000%, Market Value plus accrued interest $2,943,069, due 12/01/21-05/20/71) | 2,885,362 | 0.1 | ||||||||||||||
Total Repurchase Agreements (Cost $47,087,619) | 47,087,619 | 2.2 | |||||||||||||||||
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Mutual Funds: 0.8% | |||||||||||||||||||
1,173,000 | (6 | ),(7) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% | 1,173,000 | 0.1 | ||||||||||||||
1,173,000 | (6 | ),(7) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.020% | 1,173,000 | 0.1 | ||||||||||||||
1,080,000 | (6 | ),(7) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | 1,080,000 | 0.0 |
See Accompanying Notes to Financial Statements
144
VY® T. ROWE PRICE PORTFOLIO OF INVESTMENTS
GROWTH EQUITY PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Mutual Funds (continued) | |||||||||||||||||||
13,864,049 | (7 | ) | T. Rowe Price Government Reserve Fund, 0.030% | $ | 13,864,049 | 0.6 | |||||||||||||
Total Mutual Funds (Cost $17,290,049) | 17,290,049 | 0.8 | |||||||||||||||||
Total Short-Term Investments (Cost $64,377,668) | 64,377,668 | 3.0 | |||||||||||||||||
Total Investments in Securities (Cost $1,238,108,190) | $ | 2,225,152,344 | 102.9 | ||||||||||||||||
Liabilities in Excess of Other Assets | (62,190,050 | ) | (2.9 | ) | |||||||||||||||
Net Assets | $ | 2,162,962,294 | 100.0 |
† Unless otherwise indicated, principal amount is shown in USD.
ADR American Depositary Receipt
(1) Non-income producing security.
(2) For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs.
(3) Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2021, the Portfolio held restricted securities with a fair value of $154,117,190 or 7.1% of net assets. Please refer to the table below for additional details.
(4) Security, or a portion of the security, is on loan.
(5) Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers.
(6) All or a portion of the security represents securities purchased with cash collateral received for securities on loan.
(7) Rate shown is the 7-day yield as of June 30, 2021.
Sector Diversification
as of June 30, 2021
(as a percentage of net assets)
Information Technology | 35.8 | % | |||||
Consumer Discretionary | 23.8 | % | |||||
Communication Services | 21.8 | % | |||||
Health Care | 8.7 | % | |||||
Industrials | 6.9 | % | |||||
Financials | 2.6 | % | |||||
Materials | 0.3 | % | |||||
Real Estate | 0.0 | %^ | |||||
Assets in Excess of Other Liabilities* | 0.1 | % | |||||
Net Assets | 100.0 | % |
^ Amount is less than 0.005%.
* Includes short-term investments.
Portfolio holdings are subject to change daily.
See Accompanying Notes to Financial Statements
145
VY® T. ROWE PRICE PORTFOLIO OF INVESTMENTS
GROWTH EQUITY PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 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 June 30, 2021 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Communication Services | $ | 446,615,815 | $ | 19,941,089 | $ | 4,894,935 | $ | 471,451,839 | |||||||||||
Consumer Discretionary | 414,435,294 | — | — | 414,435,294 | |||||||||||||||
Financials | 34,921,157 | 7,011,227 | 9,674,473 | 51,606,857 | |||||||||||||||
Health Care | 175,586,228 | 12,263,705 | — | 187,849,933 | |||||||||||||||
Industrials | 124,389,189 | 18,384,308 | — | 142,773,497 | |||||||||||||||
Information Technology | 746,862,336 | 24,588,541 | 2,064,030 | 773,514,907 | |||||||||||||||
Materials | 7,165,343 | — | — | 7,165,343 | |||||||||||||||
Total Common Stock | 1,949,975,362 | 82,188,870 | 16,633,438 | 2,048,797,670 | |||||||||||||||
Preferred Stock | — | 264,615 | 111,712,391 | 111,977,006 | |||||||||||||||
Short-Term Investments | 17,290,049 | 47,087,619 | — | 64,377,668 | |||||||||||||||
Total Investments, at fair value | $ | 1,967,265,411 | $ | 129,541,104 | $ | 128,345,829 | $ | 2,225,152,344 |
^ See Note 2, "Significant Accounting Policies" in the Notes to Financial Statements for additional information.
# 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.
At June 30, 2021, VY® T. Rowe Price Growth Equity Portfolio held the following restricted securities:
Security | Acquisition Date | Acquisition Cost | Fair Value | ||||||||||||
Ant International Co., Limited - Class C | 6/7/2018 | $ | 6,364,046 | $ | 7,997,598 | ||||||||||
Aurora Innovation, Inc., - Series B | 3/1/2019 | 1,506,262 | 3,204,249 | ||||||||||||
Didi Global, Inc., Lockup Shares | 10/19/2015 | 1,865,695 | 3,655,173 | ||||||||||||
Epic Games, Inc. | 6/18/2020 | 3,180,325 | 4,894,935 | ||||||||||||
GM Cruise Holdings, LLC - Class F | 5/7/2019 | 2,914,525 | 4,208,095 | ||||||||||||
Magic Leap, Inc. - Series C | 1/20/2016 | 2,152,641 | 57,010 | ||||||||||||
Magic Leap, Inc. - Series D | 10/12/2017 | 1,673,163 | 37,801 | ||||||||||||
Maplebear, Inc., dba Instacart | 8/7/2020 | 590,711 | 1,593,625 | ||||||||||||
Maplebear, Inc., dba Instacart - Non-Voting | 8/7/2020 | 30,858 | 83,250 | ||||||||||||
Maplebear, Inc., dba Instacart - Series A | 11/18/2020 | 113,177 | 231,875 | ||||||||||||
Maplebear, Inc., dba Instacart - Series G | 7/2/2020 | 1,252,121 | 3,254,500 | ||||||||||||
Nuro, Inc. - Series C | 10/30/2020 | 1,735,518 | 1,735,518 | ||||||||||||
Rappi, Inc. - Series E | 9/8/2020 | 2,299,446 | 2,299,446 | ||||||||||||
Rivian Automotive, Inc. - Series D | 12/23/2019 | 5,906,643 | 38,516,326 | ||||||||||||
Rivian Automotive, Inc. - Series E | 7/10/2020 | 10,220,720 | 46,227,480 | ||||||||||||
Rivian Automotive, Inc. - Series F | 1/19/2021 | 4,559,340 | 8,668,313 | ||||||||||||
Sila Nanotechnologies, Inc., Series F | 1/7/2021 | 1,535,389 | 1,535,389 | ||||||||||||
SoFi Technologies, Inc., Lockup Shares | 12/30/2020 | 3,927,370 | 7,011,227 | ||||||||||||
Stripe, Inc. - Class B | 12/17/2019 | 807,094 | 2,064,030 | ||||||||||||
UiPath Inc., Class A Lockup Shares | 4/26/2019 | 3,188,024 | 14,840,346 | ||||||||||||
Waymo LLC., Series A-2 | 5/8/2020 | 1,625,552 | 1,736,389 | ||||||||||||
WeWork Companies, Inc. - Series E | 6/23/2015 | 1,016,781 | 264,615 | ||||||||||||
$ | 58,465,401 | $ | 154,117,190 |
See Accompanying Notes to Financial Statements
146
VY® T. ROWE PRICE PORTFOLIO OF INVESTMENTS
GROWTH EQUITY PORTFOLIO AS OF JUNE 30, 2021 (UNAUDITED) (CONTINUED)
The effect of derivative instruments on the Portfolio's Statement of Operations for the period ended June 30, 2021 was as follows:
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | |||||||
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | ||||||
Foreign exchange contracts | $ | (12,038 | ) | ||||
Total | $ | (12,038 | ) |
The following table presents additional information about valuation techniques and inputs used for investments that are measured at fair value and categorized within Level 3 at June 30, 2021:
Investments, at fair value | Fair Value at June 30, 2021 | Valuation Technique(s)* | Significant Unobservable Input(s) | Value or Range of Input(s) | Weighted Average of Input(s)*** | Impact to Valuation from an Increase in Input**** | |||||||||||||||||||||
Common Stocks | $ | 16,633,438 | Market Approach | Recent Comparable Transaction Price(s) | — | ** | — | ** | — | ** | |||||||||||||||||
| Market Approach | Discount for lack of marketability | 10 | % | 10 | % | Decrease | ||||||||||||||||||||
| Market Approach | Segment Based Price to Earnings Multiple | 11.5 | x - 36.4x | 11.5 | x - 36.4x | Increase | ||||||||||||||||||||
| Market Approach | Whole Company Price to Earnings Multiple | 21.3 | x | 21.3 | x | Increase | ||||||||||||||||||||
| Contractual | Rate of Return | 15 | % | 15 | % | Increase | ||||||||||||||||||||
Preferred Stocks | $ | 111,712,391 | Market Approach | Recent Comparable Transaction Price(s) | — | ** | — | ** | — | ** | |||||||||||||||||
| Market Approach | Discount for uncertainty | 10 | % | 10 | % | Decrease | ||||||||||||||||||||
Total Investments, at fair value | $ | 128,345,829 |
* Valuation techniques may change in order to reflect management's judgment of current market participant assumptions.
** No quantitative unobservable inputs significant to the valuation technique were created by the Portfolio's management.
*** Unobservable inputs were weighted by the relative fair value of the instruments.
**** Represents the directional change in the fair value of the Level 3 investment(s) that would result from an increase in the corresponding input. A decrease to the unobservable input would have the opposite effect. Significant increases and decreases in these inputs in isolation could result in signficantly higher or lower fair value measurements.
The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio's assets and liabilities during the period ended June 30, 2021:
Common Stocks | Preferred Stocks | Total | |||||||||||||
Assets: | |||||||||||||||
Beginning balance at December 31, 2020 | $ | 19,155,080 | $ | 41,961,073 | $ | 61,116,153 | |||||||||
Purchases | — | 6,094,729 | 6,094,729 | ||||||||||||
Sales | — | — | — | ||||||||||||
Total realized gain (loss) | — | — | — | ||||||||||||
Net change in unrealized appreciation (depreciation)***** | 1,904,669 | 72,434,604 | 74,339,273 | ||||||||||||
Transfers into Level 3 | — | — | — | ||||||||||||
Transfers out of Level 3 | (4,426,311 | ) | (8,778,015 | ) | (13,204,326 | ) | |||||||||
Ending balance at June 30, 2021 | $ | 16,633,438 | $ | 111,712,391 | $ | 128,345,829 | |||||||||
Net change in unrealized appreciation (depreciation) on Level 3 securities still held as of June 30, 2021***** | $ | 1,904,669 | $ | 72,434,604 | $ | 74,339,273 |
***** Any difference between net change in unrealized apprecation (depreciation) and net change in unrealized appreciation (depreciation) on Level 3 securities still held at June 30, 2021 may be due to securities no longer held or categorized as Level 3 at period end.
At June 30, 2021, 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 $1,245,864,572.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 995,778,325 | |||||
Gross Unrealized Depreciation | (16,490,394 | ) | |||||
Net Unrealized Appreciation | $ | 979,287,931 |
See Accompanying Notes to Financial Statements
147
Investment Adviser
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Distributor
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Transfer Agent
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
Custodian
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Legal Counsel
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
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President
Voya Family of Funds
July 22, 2021
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2021** | | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2021** | | ||||||||||||||||||||||||
Voya Solution Aggressive Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,132.30 | | | | | | 0.80% | | | | | $ | 4.23 | | | | | $ | 1,000.00 | | | | | $ | 1,020.83 | | | | | | 0.80% | | | | | $ | 4.01 | | |
Class I | | | | | 1,000.00 | | | | | | 1,135.10 | | | | | | 0.30 | | | | | | 1.59 | | | | | | 1,000.00 | | | | | | 1,023.31 | | | | | | 0.30 | | | | | | 1.51 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,135.10 | | | | | | 0.30 | | | | | | 1.59 | | | | | | 1,000.00 | | | | | | 1,023.31 | | | | | | 0.30 | | | | | | 1.51 | | |
Class S | | | | | 1,000.00 | | | | | | 1,133.30 | | | | | | 0.55 | | | | | | 2.91 | | | | | | 1,000.00 | | | | | | 1,022.07 | | | | | | 0.55 | | | | | | 2.76 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,132.50 | | | | | | 0.70 | | | | | | 3.70 | | | | | | 1,000.00 | | | | | | 1,021.32 | | | | | | 0.70 | | | | | | 3.51 | | |
Voya Solution Balanced Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,087.70 | | | | | | 0.80% | | | | | $ | 4.14 | | | | | $ | 1,000.00 | | | | | $ | 1,020.83 | | | | | | 0.80% | | | | | $ | 4.01 | | |
Class I | | | | | 1,000.00 | | | | | | 1,090.70 | | | | | | 0.30 | | | | | | 1.56 | | | | | | 1,000.00 | | | | | | 1,023.31 | | | | | | 0.30 | | | | | | 1.51 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,090.70 | | | | | | 0.30 | | | | | | 1.56 | | | | | | 1,000.00 | | | | | | 1,023.31 | | | | | | 0.30 | | | | | | 1.51 | | |
Class S | | | | | 1,000.00 | | | | | | 1,090.50 | | | | | | 0.55 | | | | | | 2.85 | | | | | | 1,000.00 | | | | | | 1,022.07 | | | | | | 0.55 | | | | | | 2.76 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,089.00 | | | | | | 0.70 | | | | | | 3.63 | | | | | | 1,000.00 | | | | | | 1,021.32 | | | | | | 0.70 | | | | | | 3.51 | | |
Voya Solution Conservative Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,034.70 | | | | | | 0.69% | | | | | $ | 3.48 | | | | | $ | 1,000.00 | | | | | $ | 1,021.37 | | | | | | 0.69% | | | | | $ | 3.46 | | |
Class I | | | | | 1,000.00 | | | | | | 1,037.80 | | | | | | 0.19 | | | | | | 0.96 | | | | | | 1,000.00 | | | | | | 1,023.85 | | | | | | 0.19 | | | | | | 0.95 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,036.90 | | | | | | 0.19 | | | | | | 0.96 | | | | | | 1,000.00 | | | | | | 1,023.85 | | | | | | 0.19 | | | | | | 0.95 | | |
Class S | | | | | 1,000.00 | | | | | | 1,036.20 | | | | | | 0.44 | | | | | | 2.22 | | | | | | 1,000.00 | | | | | | 1,022.61 | | | | | | 0.44 | | | | | | 2.21 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,035.00 | | | | | | 0.59 | | | | | | 2.98 | | | | | | 1,000.00 | | | | | | 1,021.87 | | | | | | 0.59 | | | | | | 2.96 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2021** | | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2021** | | ||||||||||||||||||||||||
Voya Solution Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,040.60 | | | | | | 0.72% | | | | | $ | 3.64 | | | | | $ | 1,000.00 | | | | | $ | 1,021.22 | | | | | | 0.72% | | | | | $ | 3.61 | | |
Class I | | | | | 1,000.00 | | | | | | 1,043.40 | | | | | | 0.22 | | | | | | 1.11 | | | | | | 1,000.00 | | | | | | 1,023.70 | | | | | | 0.22 | | | | | | 1.10 | | |
Class S | | | | | 1,000.00 | | | | | | 1,041.40 | | | | | | 0.47 | | | | | | 2.38 | | | | | | 1,000.00 | | | | | | 1,022.46 | | | | | | 0.47 | | | | | | 2.36 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,040.90 | | | | | | 0.62 | | | | | | 3.14 | | | | | | 1,000.00 | | | | | | 1,021.72 | | | | | | 0.62 | | | | | | 3.11 | | |
Class T | | | | | 1,000.00 | | | | | | 1,039.80 | | | | | | 0.92 | | | | | | 4.65 | | | | | | 1,000.00 | | | | | | 1,020.23 | | | | | | 0.92 | | | | | | 4.61 | | |
Voya Solution Moderately Aggressive Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,115.60 | | | | | | 0.81% | | | | | $ | 4.25 | | | | | $ | 1,000.00 | | | | | $ | 1,020.78 | | | | | | 0.81% | | | | | $ | 4.06 | | |
Class I | | | | | 1,000.00 | | | | | | 1,118.10 | | | | | | 0.31 | | | | | | 1.63 | | | | | | 1,000.00 | | | | | | 1,023.26 | | | | | | 0.31 | | | | | | 1.56 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,118.20 | | | | | | 0.30 | | | | | | 1.58 | | | | | | 1,000.00 | | | | | | 1,023.31 | | | | | | 0.30 | | | | | | 1.51 | | |
Class S | | | | | 1,000.00 | | | | | | 1,116.60 | | | | | | 0.56 | | | | | | 2.94 | | | | | | 1,000.00 | | | | | | 1,022.02 | | | | | | 0.56 | | | | | | 2.81 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,115.70 | | | | | | 0.71 | | | | | | 3.72 | | | | | | 1,000.00 | | | | | | 1,021.27 | | | | | | 0.71 | | | | | | 3.56 | | |
Voya Solution Moderately Conservative Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,060.80 | | | | | | 0.73% | | | | | $ | 3.73 | | | | | $ | 1,000.00 | | | | | $ | 1,021.17 | | | | | | 0.73% | | | | | $ | 3.66 | | |
Class I | | | | | 1,000.00 | | | | | | 1,062.60 | | | | | | 0.23 | | | | | | 1.18 | | | | | | 1,000.00 | | | | | | 1,023.65 | | | | | | 0.23 | | | | | | 1.15 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,062.60 | | | | | | 0.23 | | | | | | 1.18 | | | | | | 1,000.00 | | | | | | 1,023.65 | | | | | | 0.23 | | | | | | 1.15 | | |
Class S | | | | | 1,000.00 | | | | | | 1,061.40 | | | | | | 0.48 | | | | | | 2.45 | | | | | | 1,000.00 | | | | | | 1,022.41 | | | | | | 0.48 | | | | | | 2.41 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,060.60 | | | | | | 0.63 | | | | | | 3.22 | | | | | | 1,000.00 | | | | | | 1,021.67 | | | | | | 0.63 | | | | | | 3.16 | | |
Voya Solution 2025 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,071.80 | | | | | | 0.71% | | | | | $ | 3.65 | | | | | $ | 1,000.00 | | | | | $ | 1,021.27 | | | | | | 0.71% | | | | | $ | 3.56 | | |
Class I | | | | | 1,000.00 | | | | | | 1,075.20 | | | | | | 0.21 | | | | | | 1.08 | | | | | | 1,000.00 | | | | | | 1,023.75 | | | | | | 0.21 | | | | | | 1.05 | | |
Class S | | | | | 1,000.00 | | | | | | 1,072.90 | | | | | | 0.46 | | | | | | 2.36 | | | | | | 1,000.00 | | | | | | 1,022.51 | | | | | | 0.46 | | | | | | 2.31 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,072.70 | | | | | | 0.61 | | | | | | 3.13 | | | | | | 1,000.00 | | | | | | 1,021.77 | | | | | | 0.61 | | | | | | 3.06 | | |
Class T | | | | | 1,000.00 | | | | | | 1,070.90 | | | | | | 0.91 | | | | | | 4.67 | | | | | | 1,000.00 | | | | | | 1,020.28 | | | | | | 0.91 | | | | | | 4.56 | | |
Voya Solution 2030 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,083.80 | | | | | | 0.67% | | | | | $ | 3.46 | | | | | $ | 1,000.00 | | | | | $ | 1,021.47 | | | | | | 0.67% | | | | | $ | 3.36 | | |
Class I | | | | | 1,000.00 | | | | | | 1,086.40 | | | | | | 0.17 | | | | | | 0.88 | | | | | | 1,000.00 | | | | | | 1,023.95 | | | | | | 0.17 | | | | | | 0.85 | | |
Class S | | | | | 1,000.00 | | | | | | 1,084.70 | | | | | | 0.42 | | | | | | 2.17 | | | | | | 1,000.00 | | | | | | 1,022.71 | | | | | | 0.42 | | | | | | 2.11 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,084.00 | | | | | | 0.57 | | | | | | 2.95 | | | | | | 1,000.00 | | | | | | 1,021.97 | | | | | | 0.57 | | | | | | 2.86 | | |
Class T | | | | | 1,000.00 | | | | | | 1,082.70 | | | | | | 0.87 | | | | | | 4.49 | | | | | | 1,000.00 | | | | | | 1,020.48 | | | | | | 0.87 | | | | | | 4.36 | | |
Voya Solution 2035 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,096.70 | | | | | | 0.65% | | | | | $ | 3.38 | | | | | $ | 1,000.00 | | | | | $ | 1,021.57 | | | | | | 0.65% | | | | | $ | 3.26 | | |
Class I | | | | | 1,000.00 | | | | | | 1,099.30 | | | | | | 0.15 | | | | | | 0.78 | | | | | | 1,000.00 | | | | | | 1,024.05 | | | | | | 0.15 | | | | | | 0.75 | | |
Class S | | | | | 1,000.00 | | | | | | 1,097.30 | | | | | | 0.40 | | | | | | 2.08 | | | | | | 1,000.00 | | | | | | 1,022.81 | | | | | | 0.40 | | | | | | 2.01 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,096.80 | | | | | | 0.55 | | | | | | 2.86 | | | | | | 1,000.00 | | | | | | 1,022.07 | | | | | | 0.55 | | | | | | 2.76 | | |
Class T | | | | | 1,000.00 | | | | | | 1,095.10 | | | | | | 0.85 | | | | | | 4.42 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
Voya Solution 2040 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,111.60 | | | | | | 0.64% | | | | | $ | 3.35 | | | | | $ | 1,000.00 | | | | | $ | 1,021.62 | | | | | | 0.64% | | | | | $ | 3.21 | | |
Class I | | | | | 1,000.00 | | | | | | 1,114.00 | | | | | | 0.14 | | | | | | 0.73 | | | | | | 1,000.00 | | | | | | 1,024.10 | | | | | | 0.14 | | | | | | 0.70 | | |
Class S | | | | | 1,000.00 | | | | | | 1,112.90 | | | | | | 0.39 | | | | | | 2.04 | | | | | | 1,000.00 | | | | | | 1,022.86 | | | | | | 0.39 | | | | | | 1.96 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,112.10 | | | | | | 0.54 | | | | | | 2.83 | | | | | | 1,000.00 | | | | | | 1,022.12 | | | | | | 0.54 | | | | | | 2.71 | | |
Class T | | | | | 1,000.00 | | | | | | 1,110.20 | | | | | | 0.84 | | | | | | 4.39 | | | | | | 1,000.00 | | | | | | 1,020.63 | | | | | | 0.84 | | | | | | 4.21 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2021** | | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2021** | | ||||||||||||||||||||||||
Voya Solution 2045 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,119.60 | | | | | | 0.66% | | | | | $ | 3.47 | | | | | $ | 1,000.00 | | | | | $ | 1,021.52 | | | | | | 0.66% | | | | | $ | 3.31 | | |
Class I | | | | | 1,000.00 | | | | | | 1,122.60 | | | | | | 0.16 | | | | | | 0.84 | | | | | | 1,000.00 | | | | | | 1,024.00 | | | | | | 0.16 | | | | | | 0.80 | | |
Class S | | | | | 1,000.00 | | | | | | 1,120.80 | | | | | | 0.41 | | | | | | 2.16 | | | | | | 1,000.00 | | | | | | 1,022.76 | | | | | | 0.41 | | | | | | 2.06 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,120.30 | | | | | | 0.56 | | | | | | 2.94 | | | | | | 1,000.00 | | | | | | 1,022.02 | | | | | | 0.56 | | | | | | 2.81 | | |
Class T | | | | | 1,000.00 | | | | | | 1,118.30 | | | | | | 0.86 | | | | | | 4.52 | | | | | | 1,000.00 | | | | | | 1,020.53 | | | | | | 0.86 | | | | | | 4.31 | | |
Voya Solution 2050 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,119.70 | | | | | | 0.65% | | | | | $ | 3.42 | | | | | $ | 1,000.00 | | | | | $ | 1,021.57 | | | | | | 0.65% | | | | | $ | 3.26 | | |
Class I | | | | | 1,000.00 | | | | | | 1,122.70 | | | | | | 0.15 | | | | | | 0.79 | | | | | | 1,000.00 | | | | | | 1,024.05 | | | | | | 0.15 | | | | | | 0.75 | | |
Class S | | | | | 1,000.00 | | | | | | 1,121.10 | | | | | | 0.40 | | | | | | 2.10 | | | | | | 1,000.00 | | | | | | 1,022.81 | | | | | | 0.40 | | | | | | 2.01 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,120.00 | | | | | | 0.55 | | | | | | 2.89 | | | | | | 1,000.00 | | | | | | 1,022.07 | | | | | | 0.55 | | | | | | 2.76 | | |
Class T | | | | | 1,000.00 | | | | | | 1,118.40 | | | | | | 0.85 | | | | | | 4.46 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
Voya Solution 2055 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,122.10 | | | | | | 0.67% | | | | | $ | 3.53 | | | | | $ | 1,000.00 | | | | | $ | 1,021.47 | | | | | | 0.67% | | | | | $ | 3.36 | | |
Class I | | | | | 1,000.00 | | | | | | 1,124.30 | | | | | | 0.17 | | | | | | 0.90 | | | | | | 1,000.00 | | | | | | 1,023.95 | | | | | | 0.17 | | | | | | 0.85 | | |
Class S | | | | | 1,000.00 | | | | | | 1,123.40 | | | | | | 0.42 | | | | | | 2.21 | | | | | | 1,000.00 | | | | | | 1,022.71 | | | | | | 0.42 | | | | | | 2.11 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,122.60 | | | | | | 0.57 | | | | | | 3.00 | | | | | | 1,000.00 | | | | | | 1,021.97 | | | | | | 0.57 | | | | | | 2.86 | | |
Class T | | | | | 1,000.00 | | | | | | 1,120.90 | | | | | | 0.87 | | | | | | 4.58 | | | | | | 1,000.00 | | | | | | 1,020.48 | | | | | | 0.87 | | | | | | 4.36 | | |
Voya Solution 2060 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,120.10 | | | | | | 0.68% | | | | | $ | 3.57 | | | | | $ | 1,000.00 | | | | | $ | 1,021.42 | | | | | | 0.68% | | | | | $ | 3.41 | | |
Class I | | | | | 1,000.00 | | | | | | 1,123.80 | | | | | | 0.18 | | | | | | 0.95 | | | | | | 1,000.00 | | | | | | 1,023.90 | | | | | | 0.18 | | | | | | 0.90 | | |
Class S | | | | | 1,000.00 | | | | | | 1,121.90 | | | | | | 0.43 | | | | | | 2.26 | | | | | | 1,000.00 | | | | | | 1,022.66 | | | | | | 0.43 | | | | | | 2.16 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,121.30 | | | | | | 0.58 | | | | | | 3.05 | | | | | | 1,000.00 | | | | | | 1,021.92 | | | | | | 0.58 | | | | | | 2.91 | | |
Class T | | | | | 1,000.00 | | | | | | 1,118.80 | | | | | | 0.88 | | | | | | 4.62 | | | | | | 1,000.00 | | | | | | 1,020.43 | | | | | | 0.88 | | | | | | 4.41 | | |
Voya Solution 2065 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,121.20 | | | | | | 0.67% | | | | | $ | 3.52 | | | | | $ | 1,000.00 | | | | | $ | 1,021.47 | | | | | | 0.67% | | | | | $ | 3.36 | | |
Class I | | | | | 1,000.00 | | | | | | 1,123.70 | | | | | | 0.17 | | | | | | 0.90 | | | | | | 1,000.00 | | | | | | 1,023.95 | | | | | | 0.17 | | | | | | 0.85 | | |
Class S | | | | | 1,000.00 | | | | | | 1,122.00 | | | | | | 0.42 | | | | | | 2.21 | | | | | | 1,000.00 | | | | | | 1,022.71 | | | | | | 0.42 | | | | | | 2.11 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,121.10 | | | | | | 0.57 | | | | | | 3.00 | | | | | | 1,000.00 | | | | | | 1,021.97 | | | | | | 0.57 | | | | | | 2.86 | | |
Class T | | | | | 1,000.00 | | | | | | 1,119.40 | | | | | | 0.87 | | | | | | 4.57 | | | | | | 1,000.00 | | | | | | 1,020.48 | | | | | | 0.87 | | | | | | 4.36 | | |
| | | Voya Solution Aggressive Portfolio | | | Voya Solution Balanced Portfolio | | | Voya Solution Conservative Portfolio | | | Voya Solution Income Portfolio | | ||||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds at fair value* | | | | $ | 23,987,455 | | | | | $ | 54,454,906 | | | | | $ | 15,427,267 | | | | | $ | 270,992,356 | | |
Investments in unaffiliated underlying funds at fair value** | | | | | 4,861,709 | | | | | | 7,732,455 | | | | | | 891,658 | | | | | | 28,587,363 | | |
Cash | | | | | 26,138 | | | | | | 51,707 | | | | | | 14,581 | | | | | | 325,143 | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds sold | | | | | — | | | | | | — | | | | | | — | | | | | | 11,487 | | |
Investments in unaffiliated underlying funds sold | | | | | 7,989 | | | | | | 10,889 | | | | | | 557 | | | | | | 10,579 | | |
Fund shares sold | | | | | 25,064 | | | | | | 1,129,413 | | | | | | 8,205 | | | | | | 17,298 | | |
Prepaid expenses | | | | | 7 | | | | | | 15 | | | | | | 4 | | | | | | 84 | | |
Reimbursement due from Investment Adviser | | | | | 1,420 | | | | | | 1,912 | | | | | | 2,722 | | | | | | 34,630 | | |
Other assets | | | | | 380 | | | | | | 1,820 | | | | | | 555 | | | | | | 24,817 | | |
Total assets | | | | | 28,910,162 | | | | | | 63,383,117 | | | | | | 16,345,549 | | | | | | 300,003,757 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investments in affiliated underlying funds purchased | | | | | 22,231 | | | | | | 1,129,396 | | | | | | 8,193 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 2,820 | | | | | | — | | | | | | 2 | | | | | | 28,626 | | |
Payable for investment management fees | | | | | 5,549 | | | | | | 11,325 | | | | | | 2,826 | | | | | | 54,309 | | |
Payable for distribution and shareholder service fees | | | | | 2,994 | | | | | | 9,140 | | | | | | 2,455 | | | | | | 84,332 | | |
Payable for directors fees | | | | | 138 | | | | | | 294 | | | | | | 79 | | | | | | 1,517 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 380 | | | | | | 1,820 | | | | | | 555 | | | | | | 24,817 | | |
Other accrued expenses and liabilities | | | | | 10,972 | | | | | | 28,338 | | | | | | 6,942 | | | | | | 153,797 | | |
Total liabilities | | | | | 45,084 | | | | | | 1,180,313 | | | | | | 21,052 | | | | | | 347,398 | | |
NET ASSETS | | | | $ | 28,865,078 | | | | | $ | 62,202,804 | | | | | $ | 16,324,497 | | | | | $ | 299,656,359 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 22,163,266 | | | | | $ | 50,301,205 | | | | | $ | 14,074,962 | | | | | $ | 243,245,677 | | |
Total distributable earnings | | | | | 6,701,812 | | | | | | 11,901,599 | | | | | | 2,249,535 | | | | | | 56,410,682 | | |
NET ASSETS | | | | $ | 28,865,078 | | | | | $ | 62,202,804 | | | | | $ | 16,324,497 | | | | | $ | 299,656,359 | | |
* Cost of investments in affiliated underlying funds | | | | $ | 19,080,568 | | | | | $ | 46,349,470 | | | | | $ | 14,434,235 | | | | | $ | 242,681,968 | | |
** Cost of investments in unaffiliated underlying funds | | | | $ | 3,941,353 | | | | | $ | 6,129,910 | | | | | $ | 790,549 | | | | | $ | 26,379,672 | | |
| | | Voya Solution Aggressive Portfolio | | | Voya Solution Balanced Portfolio | | | Voya Solution Conservative Portfolio | | | Voya Solution Income Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 4,012,989 | | | | | $ | 9,942,700 | | | | | $ | 3,881,555 | | | | | $ | 148,370,605 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 254,821 | | | | | | 890,598 | | | | | | 317,910 | | | | | | 11,134,568 | | |
Net asset value and redemption price per share | | | | $ | 15.75 | | | | | $ | 11.16 | | | | | $ | 12.21 | | | | | $ | 13.33 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 370,378 | | | | | $ | 3,439,727 | | | | | $ | 805,597 | | | | | $ | 41,745,315 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 22,838 | | | | | | 294,752 | | | | | | 65,115 | | | | | | 3,047,664 | | |
Net asset value and redemption price per share | | | | $ | 16.22 | | | | | $ | 11.67 | | | | | $ | 12.37 | | | | | $ | 13.70 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 18,668,115 | | | | | $ | 23,578,597 | | | | | $ | 8,135,555 | | | | | | n/a | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | 1,150,876 | | | | | | 2,020,847 | | | | | | 657,636 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 16.22 | | | | | $ | 11.67 | | | | | $ | 12.37 | | | | | | n/a | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 4,482,779 | | | | | $ | 23,797,322 | | | | | $ | 2,221,448 | | | | | $ | 102,961,639 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 280,450 | | | | | | 2,101,240 | | | | | | 180,638 | | | | | | 7,587,138 | | |
Net asset value and redemption price per share | | | | $ | 15.98 | | | | | $ | 11.33 | | | | | $ | 12.30 | | | | | $ | 13.57 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,330,817 | | | | | $ | 1,444,458 | | | | | $ | 1,280,342 | | | | | $ | 6,465,916 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 85,080 | | | | | | 128,257 | | | | | | 105,488 | | | | | | 489,204 | | |
Net asset value and redemption price per share | | | | $ | 15.64 | | | | | $ | 11.26 | | | | | $ | 12.14 | | | | | $ | 13.22 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | $ | 112,884 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | | 7,860 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | $ | 14.36 | | |
| | | Voya Solution Moderately Aggressive Portfolio | | | Voya Solution Moderately Conservative Portfolio | | | Voya Solution 2025 Portfolio | | | Voya Solution 2030 Portfolio | | ||||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds at fair value* | | | | $ | 538,140,015 | | | | | $ | 39,457,394 | | | | | $ | 593,148,460 | | | | | $ | 52,460,397 | | |
Investments in unaffiliated underlying funds at fair value** | | | | | 95,003,197 | | | | | | 3,502,887 | | | | | | 41,258,617 | | | | | | 6,319,833 | | |
Cash | | | | | 518,992 | | | | | | 43,828 | | | | | | 556,347 | | | | | | 63,906 | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds sold | | | | | 434,541 | | | | | | — | | | | | | 2,101,756 | | | | | | 149,475 | | |
Investments in unaffiliated underlying funds sold | | | | | 127,381 | | | | | | 3,002 | | | | | | 1,531,160 | | | | | | 241,444 | | |
Fund shares sold | | | | | 45,815 | | | | | | 31,958 | | | | | | 165,400 | | | | | | 50,172 | | |
Prepaid expenses | | | | | 168 | | | | | | 11 | | | | | | 174 | | | | | | 16 | | |
Reimbursement due from Investment Adviser | | | | | — | | | | | | 6,698 | | | | | | 63,087 | | | | | | 11,326 | | |
Other assets | | | | | 35,124 | | | | | | 1,288 | | | | | | 39,659 | | | | | | 747 | | |
Total assets | | | | | 634,305,233 | | | | | | 43,047,066 | | | | | | 638,864,660 | | | | | | 59,297,316 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investments in affiliated underlying funds purchased | | | | | — | | | | | | 31,912 | | | | | | 3,907,189 | | | | | | 468,158 | | |
Payable for investments in unaffiliated underlying funds purchased | | | | | — | | | | | | — | | | | | | 43,194 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 480,211 | | | | | | 20 | | | | | | 26,378 | | | | | | 78 | | |
Payable for investment management fees | | | | | 146,367 | | | | | | 7,658 | | | | | | 111,713 | | | | | | 11,002 | | |
Payable for distribution and shareholder service fees | | | | | 129,016 | | | | | | 8,642 | | | | | | 168,480 | | | | | | 14,965 | | |
Payable for directors fees | | | | | 3,123 | | | | | | 211 | | | | | | 3,183 | | | | | | 288 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 35,124 | | | | | | 1,288 | | | | | | 39,659 | | | | | | 747 | | |
Other accrued expenses and liabilities | | | | | 95,300 | | | | | | 26,471 | | | | | | 191,528 | | | | | | 50,589 | | |
Total liabilities | | | | | 889,141 | | | | | | 76,202 | | | | | | 4,491,324 | | | | | | 545,827 | | |
NET ASSETS | | | | $ | 633,416,092 | | | | | $ | 42,970,864 | | | | | $ | 634,373,336 | | | | | $ | 58,751,489 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 493,187,717 | | | | | $ | 36,049,896 | | | | | $ | 480,141,571 | | | | | $ | 47,302,245 | | |
Total distributable earnings | | | | | 140,228,375 | | | | | | 6,920,968 | | | | | | 154,231,765 | | | | | | 11,449,244 | | |
NET ASSETS | | | | $ | 633,416,092 | | | | | $ | 42,970,864 | | | | | $ | 634,373,336 | | | | | $ | 58,751,489 | | |
* Cost of investments in affiliated underlying funds | | | | $ | 427,663,467 | | | | | $ | 35,144,448 | | | | | $ | 513,475,151 | | | | | $ | 45,008,161 | | |
** Cost of investments in unaffiliated underlying funds | | | | $ | 75,824,959 | | | | | $ | 3,040,062 | | | | | $ | 31,408,867 | | | | | $ | 5,434,131 | | |
| | | Voya Solution Moderately Aggressive Portfolio | | | Voya Solution Moderately Conservative Portfolio | | | Voya Solution 2025 Portfolio | | | Voya Solution 2030 Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 25,867,737 | | | | | $ | 6,224,258 | | | | | $ | 244,741,631 | | | | | $ | 24,415,753 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,786,262 | | | | | | 548,842 | | | | | | 18,835,672 | | | | | | 1,368,677 | | |
Net asset value and redemption price per share | | | | $ | 14.48 | | | | | $ | 11.34 | | | | | $ | 12.99 | | | | | $ | 17.84 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 5,454,001 | | | | | $ | 51,026 | | | | | $ | 65,278,774 | | | | | $ | 13,229,459 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 367,072 | | | | | | 4,294 | | | | | | 4,858,176 | | | | | | 715,493 | | |
Net asset value and redemption price per share | | | | $ | 14.86 | | | | | $ | 11.88 | | | | | $ | 13.44 | | | | | $ | 18.49 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 26,370,166 | | | | | $ | 10,102,859 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | n/a | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | 1,776,216 | | | | | | 850,233 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 14.85 | | | | | $ | 11.88 | | | | | | n/a | | | | | | n/a | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 573,962,038 | | | | | $ | 21,387,558 | | | | | $ | 312,568,454 | | | | | $ | 19,831,590 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 39,169,971 | | | | | | 1,846,706 | | | | | | 23,604,354 | | | | | | 1,082,499 | | |
Net asset value and redemption price per share | | | | $ | 14.65 | | | | | $ | 11.58 | | | | | $ | 13.24 | | | | | $ | 18.32 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,762,150 | | | | | $ | 5,205,163 | | | | | $ | 11,420,292 | | | | | $ | 1,224,251 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 120,162 | | | | | | 457,752 | | | | | | 889,461 | | | | | | 67,780 | | |
Net asset value and redemption price per share | | | | $ | 14.66 | | | | | $ | 11.37 | | | | | $ | 12.84 | | | | | $ | 18.06 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 364,185 | | | | | $ | 50,436 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 26,499 | | | | | | 2,832 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 13.74 | | | | | $ | 17.81 | | |
| | | Voya Solution 2035 Portfolio | | | Voya Solution 2040 Portfolio | | | Voya Solution 2045 Portfolio | | | Voya Solution 2050 Portfolio | | ||||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds at fair value* | | | | $ | 607,765,588 | | | | | $ | 37,989,501 | | | | | $ | 435,607,031 | | | | | $ | 30,325,360 | | |
Investments in unaffiliated underlying funds at fair value** | | | | | 79,069,510 | | | | | | 6,419,363 | | | | | | 87,134,836 | | | | | | 6,087,810 | | |
Cash | | | | | 822,929 | | | | | | 59,670 | | | | | | 766,781 | | | | | | 61,764 | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds sold | | | | | 4,586,323 | | | | | | — | | | | | | — | | | | | | 65,358 | | |
Investments in unaffiliated underlying funds sold | | | | | 275,594 | | | | | | 8,741 | | | | | | 126,467 | | | | | | 8,976 | | |
Fund shares sold | | | | | 342,641 | | | | | | 58,194 | | | | | | 130,810 | | | | | | 52,971 | | |
Prepaid expenses | | | | | 184 | | | | | | 11 | | | | | | 138 | | | | | | 9 | | |
Reimbursement due from Investment Adviser | | | | | 109,932 | | | | | | 10,444 | | | | | | 81,275 | | | | | | 9,809 | | |
Other assets | | | | | 36,937 | | | | | | 588 | | | | | | 25,861 | | | | | | 461 | | |
Total assets | | | | | 693,009,638 | | | | | | 44,546,512 | | | | | | 523,873,199 | | | | | | 36,612,518 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investments in affiliated underlying funds purchased | | | | | 5,364,039 | | | | | | 45,997 | | | | | | 112,680 | | | | | | — | | |
Payable for investments in unaffiliated underlying funds purchased | | | | | 199,682 | | | | | | — | | | | | | — | | | | | | — | | |
Payable for fund shares redeemed | | | | | 25,303 | | | | | | 12,170 | | | | | | 17,808 | | | | | | 118,301 | | |
Payable for investment management fees | | | | | 127,236 | | | | | | 8,430 | | | | | | 101,175 | | | | | | 7,117 | | |
Payable for distribution and shareholder service fees | | | | | 173,353 | | | | | | 10,368 | | | | | | 128,877 | | | | | | 8,887 | | |
Payable for directors fees | | | | | 3,415 | | | | | | 210 | | | | | | 2,589 | | | | | | 182 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 36,937 | | | | | | 588 | | | | | | 25,861 | | | | | | 461 | | |
Other accrued expenses and liabilities | | | | | 193,625 | | | | | | 24,140 | | | | | | 154,575 | | | | | | 22,158 | | |
Total liabilities | | | | | 6,123,590 | | | | | | 101,903 | | | | | | 543,565 | | | | | | 157,106 | | |
NET ASSETS | | | | $ | 686,886,048 | | | | | $ | 44,444,609 | | | | | $ | 523,329,634 | | | | | $ | 36,455,412 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 498,377,958 | | | | | $ | 34,332,518 | | | | | $ | 354,548,443 | | | | | $ | 27,247,711 | | |
Total distributable earnings | | | | | 188,508,090 | | | | | | 10,112,091 | | | | | | 168,781,191 | | | | | | 9,207,701 | | |
NET ASSETS | | | | $ | 686,886,048 | | | | | $ | 44,444,609 | | | | | $ | 523,329,634 | | | | | $ | 36,455,412 | | |
* Cost of investments in affiliated underlying funds | | | | $ | 501,831,319 | | | | | $ | 31,519,847 | | | | | $ | 348,958,738 | | | | | $ | 24,329,973 | | |
** Cost of investments in unaffiliated underlying funds | | | | $ | 60,725,114 | | | | | $ | 5,381,631 | | | | | $ | 68,469,034 | | | | | $ | 5,176,184 | | |
| | | Voya Solution 2035 Portfolio | | | Voya Solution 2040 Portfolio | | | Voya Solution 2045 Portfolio | | | Voya Solution 2050 Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 226,244,722 | | | | | $ | 16,950,965 | | | | | $ | 163,408,858 | | | | | $ | 15,777,897 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 16,908,203 | | | | | | 877,528 | | | | | | 11,877,476 | | | | | | 784,539 | | |
Net asset value and redemption price per share | | | | $ | 13.38 | | | | | $ | 19.32 | | | | | $ | 13.76 | | | | | $ | 20.11 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 76,966,213 | | | | | $ | 12,159,707 | | | | | $ | 64,894,945 | | | | | $ | 10,111,165 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 5,560,539 | | | | | | 606,746 | | | | | | 4,545,190 | | | | | | 482,652 | | |
Net asset value and redemption price per share | | | | $ | 13.84 | | | | | $ | 20.04 | | | | | $ | 14.28 | | | | | $ | 20.95 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 369,891,106 | | | | | $ | 13,532,951 | | | | | $ | 284,010,350 | | | | | $ | 9,589,251 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 27,108,603 | | | | | | 683,006 | | | | | | 20,267,587 | | | | | | 464,370 | | |
Net asset value and redemption price per share | | | | $ | 13.64 | | | | | $ | 19.81 | | | | | $ | 14.01 | | | | | $ | 20.65 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 13,749,223 | | | | | $ | 1,788,860 | | | | | $ | 10,839,765 | | | | | $ | 964,352 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,054,896 | | | | | | 92,020 | | | | | | 797,118 | | | | | | 47,401 | | |
Net asset value and redemption price per share | | | | $ | 13.03 | | | | | $ | 19.44 | | | | | $ | 13.60 | | | | | $ | 20.34 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 34,784 | | | | | $ | 12,126 | | | | | $ | 175,716 | | | | | $ | 12,747 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 2,457 | | | | | | 630 | | | | | | 12,151 | | | | | | 628 | | |
Net asset value and redemption price per share | | | | $ | 14.16 | | | | | $ | 19.24 | | | | | $ | 14.46 | | | | | $ | 20.31 | | |
| | | Voya Solution 2055 Portfolio | | | Voya Solution 2060 Portfolio | | | Voya Solution 2065 Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds at fair value* | | | | $ | 149,961,724 | | | | | $ | 21,391,647 | | | | | $ | 3,538,783 | | |
Investments in unaffiliated underlying funds at fair value** | | | | | 24,938,136 | | | | | | 3,753,130 | | | | | | 553,122 | | |
Cash | | | | | 248,658 | | | | | | 49,475 | | | | | | 10,169 | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investments in unaffiliated underlying funds sold | | | | | 32,224 | | | | | | 4,990 | | | | | | 736 | | |
Fund shares sold | | | | | 103,309 | | | | | | 50,817 | | | | | | 7,931 | | |
Prepaid expenses | | | | | 45 | | | | | | 7 | | | | | | — | | |
Prepaid offering expense | | | | | — | | | | | | — | | | | | | 1,054 | | |
Reimbursement due from Investment Adviser | | | | | 47,325 | | | | | | 15,630 | | | | | | 6,491 | | |
Other assets | | | | | 5,474 | | | | | | 250 | | | | | | 6 | | |
Total assets | | | | | 175,336,895 | | | | | | 25,265,946 | | | | | | 4,118,292 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Payable for investments in affiliated underlying funds purchased | | | | | 103,198 | | | | | | 50,800 | | | | | | 7,931 | | |
Payable for investment management fees | | | | | 33,032 | | | | | | 8,190 | | | | | | 765 | | |
Payable for distribution and shareholder service fees | | | | | 42,792 | | | | | | 5,939 | | | | | | 815 | | |
Payable for directors fees | | | | | 850 | | | | | | 124 | | | | | | 18 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 5,474 | | | | | | 250 | | | | | | 6 | | |
Other accrued expenses and liabilities | | | | | 122,516 | | | | | | 16,783 | | | | | | 11,294 | | |
Total liabilities | | | | | 307,862 | | | | | | 82,086 | | | | | | 20,829 | | |
NET ASSETS | | | | $ | 175,029,033 | | | | | $ | 25,183,860 | | | | | $ | 4,097,463 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 111,726,804 | | | | | $ | 18,704,211 | | | | | $ | 3,331,318 | | |
Total distributable earnings | | | | | 63,302,229 | | | | | | 6,479,649 | | | | | | 766,145 | | |
NET ASSETS | | | | $ | 175,029,033 | | | | | $ | 25,183,860 | | | | | $ | 4,097,463 | | |
* Cost of investments in affiliated underlying funds | | | | $ | 121,466,726 | | | | | $ | 17,401,196 | | | | | $ | 3,048,825 | | |
** Cost of investments in unaffiliated underlying funds | | | | $ | 20,593,928 | | | | | $ | 3,264,430 | | | | | $ | 488,522 | | |
| | | Voya Solution 2055 Portfolio | | | Voya Solution 2060 Portfolio | | | Voya Solution 2065 Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 58,591,346 | | | | | $ | 9,893,069 | | | | | $ | 1,249,851 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 3,483,692 | | | | | | 670,970 | | | | | | 96,511 | | |
Net asset value and redemption price per share | | | | $ | 16.82 | | | | | $ | 14.74 | | | | | $ | 12.95 | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 27,320,665 | | | | | $ | 6,540,440 | | | | | $ | 1,303,117 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,580,873 | | | | | | 434,129 | | | | | | 100,302 | | |
Net asset value and redemption price per share | | | | $ | 17.28 | | | | | $ | 15.07 | | | | | $ | 12.99 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 84,131,010 | | | | | $ | 7,706,431 | | | | | $ | 1,448,219 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | �� | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 4,943,564 | | | | | | 520,003 | | | | | | 111,648 | | |
Net asset value and redemption price per share | | | | $ | 17.02 | | | | | $ | 14.82 | | | | | $ | 12.97 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 4,964,500 | | | | | $ | 1,038,517 | | | | | $ | 92,334 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 293,072 | | | | | | 70,228 | | | | | | 7,122 | | |
Net asset value and redemption price per share | | | | $ | 16.94 | | | | | $ | 14.79 | | | | | $ | 12.96 | | |
Class T | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 21,512 | | | | | $ | 5,403 | | | | | $ | 3,942 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,247 | | | | | | 368 | | | | | | 305 | | |
Net asset value and redemption price per share | | | | $ | 17.25 | | | | | $ | 14.69 | | | | | $ | 12.94 | | |
| | | Voya Solution Aggressive Portfolio | | | Voya Solution Balanced Portfolio | | | Voya Solution Conservative Portfolio | | | Voya Solution Income Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends from affiliated underlying funds | | | | $ | 3,979 | | | | | $ | 220,649 | | | | | $ | 110,698 | | | | | $ | 1,652,158 | | |
Dividends from unaffiliated underlying funds | | | | | 38,287 | | | | | | 80,755 | | | | | | 12,517 | | | | | | 267,190 | | |
Total investment income | | | | | 42,266 | | | | | | 301,404 | | | | | | 123,215 | | | | | | 1,919,348 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 32,161 | | | | | | 67,189 | | | | | | 17,245 | | | | | | 332,558 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 9,902 | | | | | | 24,314 | | | | | | 10,143 | | | | | | 369,747 | | |
Class S | | | | | 5,048 | | | | | | 26,231 | | | | | | 2,669 | | | | | | 128,874 | | |
Class S2 | | | | | 3,301 | | | | | | 3,003 | | | | | | 2,569 | | | | | | 11,102 | | |
Class T | | | | | — | | | | | | — | | | | | | — | | | | | | 467 | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 2,340 | | | | | | 3,093 | | | | | | 1,370 | | | | | | 38,611 | | |
Class I | | | | | 193 | | | | | | 1,037 | | | | | | 132 | | | | | | 11,539 | | |
Class R6 | | | | | 242 | | | | | | 40 | | | | | | 83 | | | | | | — | | |
Class S | | | | | 2,386 | | | | | | 6,672 | | | | | | 723 | | | | | | 26,915 | | |
Class S2 | | | | | 974 | | | | | | 480 | | | | | | 434 | | | | | | 1,450 | | |
Class T | | | | | — | | | | | | — | | | | | | — | | | | | | 34 | | |
Shareholder reporting expense | | | | | 905 | | | | | | 3,982 | | | | | | 956 | | | | | | 9,774 | | |
Registration fees | | | | | 6 | | | | | | — | | | | | | — | | | | | | — | | |
Professional fees | | | | | 1,834 | | | | | | 4,344 | | | | | | 2,399 | | | | | | 17,344 | | |
Custody and accounting expense | | | | | 4,887 | | | | | | 5,973 | | | | | | 5,139 | | | | | | 10,860 | | |
Directors fees | | | | | 552 | | | | | | 1,176 | | | | | | 314 | | | | | | 6,068 | | |
Miscellaneous expense | | | | | 4,374 | | | | | | 9,924 | | | | | | 3,825 | | | | | | 20,579 | | |
Interest expense | | | | | — | | | | | | — | | | | | | — | | | | | | 51 | | |
Total expenses | | | | | 69,105 | | | | | | 157,458 | | | | | | 48,001 | | | | | | 985,973 | | |
Waived and reimbursed fees | | | | | (9,541) | | | | | | (16,590) | | | | | | (17,660) | | | | | | (143,953) | | |
Net expenses | | | | | 59,564 | | | | | | 140,868 | | | | | | 30,341 | | | | | | 842,020 | | |
Net investment income (loss) | | | | | (17,298) | | | | | | 160,536 | | | | | | 92,874 | | | | | | 1,077,328 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Sale of affiliated underlying funds | | | | | 1,087,506 | | | | | | 1,548,791 | | | | | | 381,493 | | | | | | 6,475,531 | | |
Sale of unaffiliated underlying funds | | | | | 582,673 | | | | | | 716,739 | | | | | | 189,247 | | | | | | 3,139,092 | | |
Capital gain distributions from affiliated underlying funds | | | | | 548 | | | | | | — | | | | | | 19 | | | | | | — | | |
Futures | | | | | — | | | | | | — | | | | | | — | | | | | | 608,427 | | |
Net realized gain | | | | | 1,670,727 | | | | | | 2,265,530 | | | | | | 570,759 | | | | | | 10,223,050 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Affiliated underlying funds | | | | | 1,734,442 | | | | | | 2,304,908 | | | | | | 16,761 | | | | | | 2,499,757 | | |
Unaffiliated underlying funds | | | | | 64,009 | | | | | | 310,650 | | | | | | (122,666) | | | | | | (1,423,903) | | |
Futures | | | | | — | | | | | | — | | | | | | — | | | | | | (88,218) | | |
Net change in unrealized appreciation (depreciation) | | | | | 1,798,451 | | | | | | 2,615,558 | | | | | | (105,905) | | | | | | 987,636 | | |
Net realized and unrealized gain | | | | | 3,469,178 | | | | | | 4,881,088 | | | | | | 464,854 | | | | | | 11,210,686 | | |
Increase in net assets resulting from operations | | | | $ | 3,451,880 | | | | | $ | 5,041,624 | | | | | $ | 557,728 | | | | | $ | 12,288,014 | | |
| | | Voya Solution Moderately Aggressive Portfolio | | | Voya Solution Moderately Conservative Portfolio | | | Voya Solution 2025 Portfolio | | | Voya Solution 2030 Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends from affiliated underlying funds | | | | $ | 1,223,958 | | | | | $ | 249,187 | | | | | $ | 2,465,503 | | | | | $ | 164,212 | | |
Dividends from unaffiliated underlying funds | | | | | 884,509 | | | | | | 39,395 | | | | | | 526,172 | | | | | | 63,916 | | |
Total investment income | | | | | 2,108,467 | | | | | | 288,582 | | | | | | 2,991,675 | | | | | | 228,128 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 716,744 | | | | | | 46,491 | | | | | | 698,734 | | | | | | 64,172 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 63,686 | | | | | | 16,339 | | | | | | 609,860 | | | | | | 59,718 | | |
Class S | | | | | 703,699 | | | | | | 25,652 | | | | | | 377,532 | | | | | | 23,289 | | |
Class S2 | | | | | 3,169 | | | | | | 10,366 | | | | | | 20,268 | | | | | | 1,732 | | |
Class T | | | | | — | | | | | | — | | | | | | 1,502 | | | | | | 170 | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 757 | | | | | | 2,868 | | | | | | 53,408 | | | | | | 10,006 | | |
Class I | | | | | 152 | | | | | | 21 | | | | | | 16,355 | | | | | | 5,758 | | |
Class R6 | | | | | 18 | | | | | | 14 | | | | | | — | | | | | | — | | |
Class S | | | | | 16,737 | | | | | | 9,003 | | | | | | 66,124 | | | | | | 7,805 | | |
Class S2 | | | | | 46 | | | | | | 2,273 | | | | | | 2,219 | | | | | | 365 | | |
Class T | | | | | — | | | | | | — | | | | | | 93 | | | | | | 20 | | |
Shareholder reporting expense | | | | | 11,959 | | | | | | 3,258 | | | | | | 13,400 | | | | | | 2,082 | | |
Registration fees | | | | | 10 | | | | | | 1 | | | | | | — | | | | | | 7 | | |
Professional fees | | | | | 23,651 | | | | | | 5,068 | | | | | | 32,976 | | | | | | 5,973 | | |
Custody and accounting expense | | | | | 16,449 | | | | | | 5,068 | | | | | | 13,650 | | | | | | 14,118 | | |
Directors fees | | | | | 12,494 | | | | | | 846 | | | | | | 12,729 | | | | | | 1,153 | | |
Miscellaneous expense | | | | | 61,379 | | | | | | 7,536 | | | | | | 90,779 | | | | | | 8,915 | | |
Interest expense | | | | | 139 | | | | | | — | | | | | | 284 | | | | | | — | | |
Total expenses | | | | | 1,631,089 | | | | | | 134,804 | | | | | | 2,009,913 | | | | | | 205,283 | | |
Recouped/(Waived and reimbursed fees) | | | | | 107,345 | | | | | | (34,349) | | | | | | (329,314) | | | | | | (71,387) | | |
Net expenses | | | | | 1,738,434 | | | | | | 100,455 | | | | | | 1,680,599 | | | | | | 133,896 | | |
Net investment income | | | | | 370,033 | | | | | | 188,127 | | | | | | 1,311,076 | | | | | | 94,232 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Sale of affiliated underlying funds | | | | | 15,801,047 | | | | | | 1,164,217 | | | | | | 15,280,353 | | | | | | 2,027,679 | | |
Sale of unaffiliated underlying funds | | | | | 6,950,646 | | | | | | 725,141 | | | | | | 11,996,887 | | | | | | 792,314 | | |
Futures | | | | | 995,028 | | | | | | — | | | | | | 980,271 | | | | | | — | | |
Net realized gain | | | | | 23,746,721 | | | | | | 1,889,358 | | | | | | 28,257,511 | | | | | | 2,819,993 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Affiliated underlying funds | | | | | 39,323,192 | | | | | | 733,434 | | | | | | 19,443,960 | | | | | | 1,852,521 | | |
Unaffiliated underlying funds | | | | | 5,607,940 | | | | | | (283,043) | | | | | | (4,007,464) | | | | | | (95,262) | | |
Futures | | | | | (154,350) | | | | | | — | | | | | | (134,978) | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 44,776,782 | | | | | | 450,391 | | | | | | 15,301,518 | | | | | | 1,757,259 | | |
Net realized and unrealized gain | | | | | 68,523,503 | | | | | | 2,339,749 | | | | | | 43,559,029 | | | | | | 4,577,252 | | |
Increase in net assets resulting from operations | | | | $ | 68,893,536 | | | | | $ | 2,527,876 | | | | | $ | 44,870,105 | | | | | $ | 4,671,484 | | |
| | | Voya Solution 2035 Portfolio | | | Voya Solution 2040 Portfolio | | | Voya Solution 2045 Portfolio | | | Voya Solution 2050 Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends from affiliated underlying funds | | | | $ | 1,399,755 | | | | | $ | 55,424 | | | | | $ | 339,039 | | | | | $ | 3,558 | | |
Dividends from unaffiliated underlying funds | | | | | 810,040 | | | | | | 57,958 | | | | | | 817,015 | | | | | | 52,441 | | |
Total investment income | | | | | 2,209,795 | | | | | | 113,382 | | | | | | 1,156,054 | | | | | | 55,999 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 772,288 | | | | | | 48,263 | | | | | | 605,068 | | | | | | 41,942 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 554,695 | | | | | | 41,194 | | | | | | 398,742 | | | | | | 39,492 | | |
Class S | | | | | 440,779 | | | | | | 14,376 | | | | | | 336,476 | | | | | | 11,067 | | |
Class S2 | | | | | 24,926 | | | | | | 2,790 | | | | | | 16,087 | | | | | | 1,238 | | |
Class T | | | | | 1,216 | | | | | | 126 | | | | | | 582 | | | | | | 43 | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 59,208 | | | | | | 9,894 | | | | | | 61,757 | | | | | | 12,733 | | |
Class I | | | | | 24,039 | | | | | | 7,357 | | | | | | 29,697 | | | | | | 8,720 | | |
Class S | | | | | 94,098 | | | | | | 6,907 | | | | | | 104,226 | | | | | | 7,116 | | |
Class S2 | | | | | 3,325 | | | | | | 837 | | | | | | 3,115 | | | | | | 490 | | |
Class T | | | | | 92 | | | | | | 22 | | | | | | 64 | | | | | | 10 | | |
Shareholder reporting expense | | | | | 19,448 | | | | | | 1,448 | | | | | | 16,290 | | | | | | 2,534 | | |
Registration fees | | | | | — | | | | | | 2 | | | | | | — | | | | | | — | | |
Professional fees | | | | | 43,039 | | | | | | 4,073 | | | | | | 32,268 | | | | | | 4,163 | | |
Custody and accounting expense | | | | | 26,145 | | | | | | 5,430 | | | | | | 20,827 | | | | | | 4,525 | | |
Directors fees | | | | | 13,660 | | | | | | 840 | | | | | | 10,357 | | | | | | 728 | | |
Miscellaneous expense | | | | | 97,148 | | | | | | 8,213 | | | | | | 74,064 | | | | | | 7,319 | | |
Interest expense | | | | | 686 | | | | | | 36 | | | | | | 357 | | | | | | 29 | | |
Total expenses | | | | | 2,174,792 | | | | | | 151,808 | | | | | | 1,709,977 | | | | | | 142,149 | | |
Waived and reimbursed fees | | | | | (637,901) | | | | | | (63,682) | | | | | | (541,230) | | | | | | (62,983) | | |
Net expenses | | | | | 1,536,891 | | | | | | 88,126 | | | | | | 1,168,747 | | | | | | 79,166 | | |
Net investment income (loss) | | | | | 672,904 | | | | | | 25,256 | | | | | | (12,693) | | | | | | (23,167) | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Sale of affiliated underlying funds | | | | | 20,948,230 | | | | | | 1,779,440 | | | | | | 12,946,131 | | | | | | 1,754,470 | | |
Sale of unaffiliated underlying funds | | | | | 8,749,252 | | | | | | 974,056 | | | | | | 9,707,819 | | | | | | 884,549 | | |
Futures | | | | | 687,881 | | | | | | — | | | | | | 2,245,433 | | | | | | — | | |
Net realized gain | | | | | 30,385,363 | | | | | | 2,753,496 | | | | | | 24,899,383 | | | | | | 2,639,019 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Affiliated underlying funds | | | | | 31,822,712 | | | | | | 1,805,553 | | | | | | 32,191,180 | | | | | | 1,696,959 | | |
Unaffiliated underlying funds | | | | | 580,709 | | | | | | (120,523) | | | | | | 1,898,641 | | | | | | (165,520) | | |
Futures | | | | | (12,373) | | | | | | — | | | | | | (227,219) | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 32,391,048 | | | | | | 1,685,030 | | | | | | 33,862,602 | | | | | | 1,531,439 | | |
Net realized and unrealized gain | | | | | 62,776,411 | | | | | | 4,438,526 | | | | | | 58,761,985 | | | | | | 4,170,458 | | |
Increase in net assets resulting from operations | | | | $ | 63,449,315 | | | | | $ | 4,463,782 | | | | | $ | 58,749,292 | | | | | $ | 4,147,291 | | |
| | | Voya Solution 2055 Portfolio | | | Voya Solution 2060 Portfolio | | | Voya Solution 2065 Portfolio | | |||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | |
Dividends from affiliated underlying funds | | | | $ | 21,017 | | | | | $ | — | | | | | $ | — | | |
Dividends from unaffiliated underlying funds | | | | | 232,466 | | | | | | 33,908 | | | | | | 4,911 | | |
Total investment income | | | | | 253,483 | | | | | | 33,908 | | | | | | 4,911 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 195,895 | | | | | | 28,451 | | | | | | 4,205 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 141,821 | | | | | | 23,769 | | | | | | 2,772 | | |
Class S | | | | | 98,033 | | | | | | 9,188 | | | | | | 1,480 | | |
Class S2 | | | | | 7,384 | | | | | | 1,316 | | | | | | 94 | | |
Class T | | | | | 96 | | | | | | 20 | | | | | | 14 | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 42,782 | | | | | | 11,900 | | | | | | 317 | | |
Class I | | | | | 22,447 | | | | | | 8,924 | | | | | | 354 | | |
Class S | | | | | 59,033 | | | | | | 9,201 | | | | | | 347 | | |
Class S2 | | | | | 2,749 | | | | | | 822 | | | | | | 17 | | |
Class T | | | | | 21 | | | | | | 7 | | | | | | 2 | | |
Shareholder reporting expense | | | | | 6,395 | | | | | | 1,267 | | | | | | — | | |
Registration fees | | | | | 2 | | | | | | 8 | | | | | | 1 | | |
Professional fees | | | | | 12,286 | | | | | | 2,542 | | | | | | 2,534 | | |
Custody and accounting expense | | | | | 8,890 | | | | | | 5,098 | | | | | | 2,870 | | |
Directors fees | | | | | 3,398 | | | | | | 497 | | | | | | 72 | | |
Offering expense | | | | | — | | | | | | — | | | | | | 6,570 | | |
Miscellaneous expense | | | | | 32,084 | | | | | | 6,283 | | | | | | 5,667 | | |
Interest expense | | | | | 242 | | | | | | — | | | | | | — | | |
Total expenses | | | | | 633,558 | | | | | | 109,293 | | | | | | 27,316 | | |
Waived and reimbursed fees | | | | | (241,189) | | | | | | (52,576) | | | | | | (19,908) | | |
Net expenses | | | | | 392,369 | | | | | | 56,717 | | | | | | 7,408 | | |
Net investment loss | | | | | (138,886) | | | | | | (22,809) | | | | | | (2,497) | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | |
Sale of affiliated underlying funds | | | | | 4,527,761 | | | | | | 1,393,665 | | | | | | 99,570 | | |
Sale of unaffiliated underlying funds | | | | | 4,731,106 | | | | | | 698,636 | | | | | | 65,293 | | |
Futures | | | | | 448,295 | | | | | | — | | | | | | — | | |
Net realized gain | | | | | 9,707,162 | | | | | | 2,092,301 | | | | | | 164,863 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Affiliated underlying funds | | | | | 11,354,649 | | | | | | 1,005,106 | | | | | | 244,835 | | |
Unaffiliated underlying funds | | | | | (1,260,422) | | | | | | (224,862) | | | | | | (262) | | |
Futures | | | | | (30,995) | | | | | | — | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 10,063,232 | | | | | | 780,244 | | | | | | 244,573 | | |
Net realized and unrealized gain | | | | | 19,770,394 | | | | | | 2,872,545 | | | | | | 409,436 | | |
Increase in net assets resulting from operations | | | | $ | 19,631,508 | | | | | $ | 2,849,736 | | | | | $ | 406,939 | | |
| | | Voya Solution Aggressive Portfolio | | | Voya Solution Balanced Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | | | $ | (17,298) | | | | | $ | 215,309 | | | | | $ | 160,536 | | | | | $ | 822,003 | | |
Net realized gain (loss) | | | | | 1,670,727 | | | | | | (484,560) | | | | | | 2,265,530 | | | | | | 303,108 | | |
Net change in unrealized appreciation (depreciation) | | | | | 1,798,451 | | | | | | 3,852,787 | | | | | | 2,615,558 | | | | | | 5,569,560 | | |
Increase in net assets resulting from operations | | | | | 3,451,880 | | | | | | 3,583,536 | | | | | | 5,041,624 | | | | | | 6,694,671 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (256,190) | | | | | | — | | | | | | (641,988) | | |
Class I | | | | | — | | | | | | (16,865) | | | | | | — | | | | | | (159,522) | | |
Class R6 | | | | | — | | | | | | (1,063,984) | | | | | | — | | | | | | (1,431,759) | | |
Class S | | | | | — | | | | | | (285,893) | | | | | | — | | | | | | (1,304,764) | | |
Class S2 | | | | | — | | | | | | (136,405) | | | | | | — | | | | | | (158,546) | | |
Total distributions | | | | | — | | | | | | (1,759,337) | | | | | | — | | | | | | (3,696,579) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 3,462,816 | | | | | | 6,686,500 | | | | | | 5,839,602 | | | | | | 8,281,566 | | |
Reinvestment of distributions | | | | | — | | | | | | 1,759,337 | | | | | | — | | | | | | 3,696,579 | | |
| | | | | 3,462,816 | | | | | | 8,445,837 | | | | | | 5,839,602 | | | | | | 11,978,145 | | |
Cost of shares redeemed | | | | | (3,979,778) | | | | | | (5,799,833) | | | | | | (5,200,084) | | | | | | (14,970,813) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (516,962) | | | | | | 2,646,004 | | | | | | 639,518 | | | | | | (2,992,668) | | |
Net increase in net assets | | | | | 2,934,918 | | | | | | 4,470,203 | | | | | | 5,681,142 | | | | | | 5,424 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 25,930,160 | | | | | | 21,459,957 | | | | | | 56,521,662 | | | | | | 56,516,238 | | |
End of year or period | | | | $ | 28,865,078 | | | | | $ | 25,930,160 | | | | | $ | 62,202,804 | | | | | $ | 56,521,662 | | |
| | | Voya Solution Conservative Portfolio | | | Voya Solution Income Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 92,874 | | | | | $ | 359,463 | | | | | $ | 1,077,328 | | | | | $ | 6,172,216 | | |
Net realized gain | | | | | 570,759 | | | | | | 420,995 | | | | | | 10,223,050 | | | | | | 14,295,401 | | |
Net change in unrealized appreciation (depreciation) | | | | | (105,905) | | | | | | 714,255 | | | | | | 987,636 | | | | | | 15,169,329 | | |
Increase in net assets resulting from operations | | | | | 557,728 | | | | | | 1,494,713 | | | | | | 12,288,014 | | | | | | 35,636,946 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (195,577) | | | | | | — | | | | | | (3,264,320) | | |
Class I | | | | | — | | | | | | (6,223) | | | | | | — | | | | | | (2,162,299) | | |
Class R6 | | | | | — | ��� | | | | | (354,405) | | | | | | — | | | | | | — | | |
Class S | | | | | — | | | | | | (110,012) | | | | | | — | | | | | | (2,446,178) | | |
Class S2 | | | | | — | | | | | | (56,750) | | | | | | — | | | | | | (107,658) | | |
Class T | | | | | — | | | | | | — | | | | | | — | | | | | | (1,483) | | |
Total distributions | | | | | — | | | | | | (722,967) | | | | | | — | | | | | | (7,981,938) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 2,279,983 | | | | | | 7,395,917 | | | | | | 13,050,428 | | | | | | 23,115,685 | | |
Proceeds from shares issued in merger (Note 11) | | | | | — | | | | | | — | | | | | | — | | | | | | 29,460,111 | | |
Reinvestment of distributions | | | | | — | | | | | | 722,967 | | | | | | — | | | | | | 7,981,938 | | |
| | | | | 2,279,983 | | | | | | 8,118,884 | | | | | | 13,050,428 | | | | | | 60,557,734 | | |
Cost of shares redeemed | | | | | (2,608,720) | | | | | | (10,386,426) | | | | | | (32,763,937) | | | | | | (111,500,211) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (328,737) | | | | | | (2,267,542) | | | | | | (19,713,509) | | | | | | (50,942,477) | | |
Net increase (decrease) in net assets | | | | | 228,991 | | | | | | (1,495,796) | | | | | | (7,425,495) | | | | | | (23,287,469) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 16,095,506 | | | | | | 17,591,302 | | | | | | 307,081,854 | | | | | | 330,369,323 | | |
End of year or period | | | | $ | 16,324,497 | | | | | $ | 16,095,506 | | | | | $ | 299,656,359 | | | | | $ | 307,081,854 | | |
| | | Voya Solution Moderately Aggressive Portfolio | | | Voya Solution Moderately Conservative Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 370,033 | | | | | $ | 7,018,765 | | | | | $ | 188,127 | | | | | $ | 776,907 | | |
Net realized gain (loss) | | | | | 23,746,721 | | | | | | (10,634,496) | | | | | | 1,889,358 | | | | | | 43,391 | | |
Net change in unrealized appreciation (depreciation) | | | | | 44,776,782 | | | | | | 75,482,179 | | | | | | 450,391 | | | | | | 3,248,340 | | |
Increase in net assets resulting from operations | | | | | 68,893,536 | | | | | | 71,866,448 | | | | | | 2,527,876 | | | | | | 4,068,638 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (1,962,248) | | | | | | — | | | | | | (314,149) | | |
Class I | | | | | — | | | | | | (378,760) | | | | | | — | | | | | | (959) | | |
Class R6 | | | | | — | | | | | | (1,857,459) | | | | | | — | | | | | | (381,248) | | |
Class S | | | | | — | | | | | | (45,876,550) | | | | | | — | | | | | | (939,184) | | |
Class S2 | | | | | — | | | | | | (85,953) | | | | | | — | | | | | | (250,747) | | |
Total distributions | | | | | — | | | | | | (50,160,970) | | | | | | — | | | | | | (1,886,287) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 5,877,529 | | | | | | 12,389,989 | | | | | | 2,815,370 | | | | | | 5,714,788 | | |
Reinvestment of distributions | | | | | — | | | | | | 50,160,970 | | | | | | — | | | | | | 1,886,287 | | |
| | | | | 5,877,529 | | | | | | 62,550,959 | | | | | | 2,815,370 | | | | | | 7,601,075 | | |
Cost of shares redeemed | | | | | (47,764,574) | | | | | | (82,894,066) | | | | | | (3,408,851) | | | | | | (7,155,969) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (41,887,045) | | | | | | (20,343,107) | | | | | | (593,481) | | | | | | 445,106 | | |
Net increase in net assets | | | | | 27,006,491 | | | | | | 1,362,371 | | | | | | 1,934,395 | | | | | | 2,627,457 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 606,409,601 | | | | | | 605,047,230 | | | | | | 41,036,469 | | | | | | 38,409,012 | | |
End of year or period | | | | $ | 633,416,092 | | | | | $ | 606,409,601 | | | | | $ | 42,970,864 | | | | | $ | 41,036,469 | | |
| | | Voya Solution 2025 Portfolio | | | Voya Solution 2030 Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 1,311,076 | | | | | $ | 12,392,851 | | | | | $ | 94,232 | | | | | $ | 665,627 | | |
Net realized gain | | | | | 28,257,511 | | | | | | 37,038,538 | | | | | | 2,819,993 | | | | | | 256,090 | | |
Net change in unrealized appreciation (depreciation) | | | | | 15,301,518 | | | | | | 47,926,409 | | | | | | 1,757,259 | | | | | | 5,589,011 | | |
Increase in net assets resulting from operations | | | | | 44,870,105 | | | | | | 97,357,798 | | | | | | 4,671,484 | | | | | | 6,510,728 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (14,227,528) | | | | | | — | | | | | | (1,092,015) | | |
Class I | | | | | — | | | | | | (16,158,946) | | | | | | — | | | | | | (721,318) | | |
Class S | | | | | — | | | | | | (17,355,345) | | | | | | — | | | | | | (801,977) | | |
Class S2 | | | | | — | | | | | | (543,386) | | | | | | — | | | | | | (27,984) | | |
Class T | | | | | — | | | | | | (21,508) | | | | | | — | | | | | | (2,121) | | |
Total distributions | | | | | — | | | | | | (48,306,713) | | | | | | — | | | | | | (2,645,415) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 24,283,004 | | | | | | 63,355,665 | | | | | | 8,031,717 | | | | | | 15,093,882 | | |
Reinvestment of distributions | | | | | — | | | | | | 48,306,713 | | | | | | — | | | | | | 2,645,155 | | |
| | | | | 24,283,004 | | | | | | 111,662,378 | | | | | | 8,031,717 | | | | | | 17,739,037 | | |
Cost of shares redeemed | | | | | (68,017,218) | | | | | | (359,854,136) | | | | | | (8,049,964) | | | | | | (14,119,348) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (43,734,214) | | | | | | (248,191,758) | | | | | | (18,247) | | | | | | 3,619,689 | | |
Net increase (decrease) in net assets | | | | | 1,135,891 | | | | | | (199,140,673) | | | | | | 4,653,237 | | | | | | 7,485,002 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 633,237,445 | | | | | | 832,378,118 | | | | | | 54,098,252 | | | | | | 46,613,250 | | |
End of year or period | | | | $ | 634,373,336 | | | | | $ | 633,237,445 | | | | | $ | 58,751,489 | | | | | $ | 54,098,252 | | |
| | | Voya Solution 2035 Portfolio | | | Voya Solution 2040 Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 672,904 | | | | | $ | 9,786,357 | | | | | $ | 25,256 | | | | | $ | 411,638 | | |
Net realized gain (loss) | | | | | 30,385,363 | | | | | | 36,410,535 | | | | | | 2,753,496 | | | | | | (154,313) | | |
Net change in unrealized appreciation (depreciation) | | | | | 32,391,048 | | | | | | 69,229,480 | | | | | | 1,685,030 | | | | | | 5,214,178 | | |
Increase in net assets resulting from operations | | | | | 63,449,315 | | | | | | 115,426,372 | | | | | | 4,463,782 | | | | | | 5,471,503 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (17,064,874) | | | | | | — | | | | | | (1,024,164) | | |
Class I | | | | | — | | | | | | (25,557,984) | | | | | | — | | | | | | (732,390) | | |
Class S | | | | | — | | | | | | (25,432,218) | | | | | | — | | | | | | (583,691) | | |
Class S2 | | | | | — | | | | | | (1,021,548) | | | | | | — | | | | | | (72,338) | | |
Class T | | | | | — | | | | | | (34,001) | | | | | | — | | | | | | (2,323) | | |
Total distributions | | | | | — | | | | | | (69,110,625) | | | | | | — | | | | | | (2,414,906) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 25,070,543 | | | | | | 65,367,566 | | | | | | 7,441,405 | | | | | | 10,906,398 | | |
Reinvestment of distributions | | | | | — | | | | | | 69,110,625 | | | | | | — | | | | | | 2,414,576 | | |
| | | | | 25,070,543 | | | | | | 134,478,191 | | | | | | 7,441,405 | | | | | | 13,320,974 | | |
Cost of shares redeemed | | | | | (69,722,471) | | | | | | (382,740,378) | | | | | | (7,607,814) | | | | | | (11,884,083) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (44,651,928) | | | | | | (248,262,187) | | | | | | (166,409) | | | | | | 1,436,891 | | |
Net increase (decrease) in net assets | | | | | 18,797,387 | | | | | | (201,946,440) | | | | | | 4,297,373 | | | | | | 4,493,488 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 668,088,661 | | | | | | 870,035,101 | | | | | | 40,147,236 | | | | | | 35,653,748 | | |
End of year or period | | | | $ | 686,886,048 | | | | | $ | 668,088,661 | | | | | $ | 44,444,609 | | | | | $ | 40,147,236 | | |
| | | Voya Solution 2045 Portfolio | | | Voya Solution 2050 Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | | | $ | (12,693) | | | | | $ | 6,024,492 | | | | | $ | (23,167) | | | | | $ | 306,781 | | |
Net realized gain (loss) | | | | | 24,899,383 | | | | | | 40,038,089 | | | | | | 2,639,019 | | | | | | (141,996) | | |
Net change in unrealized appreciation (depreciation) | | | | | 33,862,602 | | | | | | 57,354,060 | | | | | | 1,531,439 | | | | | | 4,935,252 | | |
Increase in net assets resulting from operations | | | | | 58,749,292 | | | | | | 103,416,641 | | | | | | 4,147,291 | | | | | | 5,100,037 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (10,669,545) | | | | | | — | | | | | | (884,091) | | |
Class I | | | | | — | | | | | | (21,965,537) | | | | | | — | | | | | | (652,158) | | |
Class S | | | | | — | | | | | | (17,862,735) | | | | | | — | | | | | | (478,997) | | |
Class S2 | | | | | — | | | | | | (477,241) | | | | | | — | | | | | | (23,826) | | |
Class T | | | | | — | | | | | | (9,066) | | | | | | — | | | | | | (627) | | |
Total distributions | | | | | — | | | | | | (50,984,124) | | | | | | — | | | | | | (2,039,699) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 23,789,335 | | | | | | 63,768,655 | | | | | | 4,887,830 | | | | | | 9,784,250 | | |
Reinvestment of distributions | | | | | — | | | | | | 50,984,123 | | | | | | — | | | | | | 2,039,405 | | |
| | | | | 23,789,335 | | | | | | 114,752,778 | | | | | | 4,887,830 | | | | | | 11,823,655 | | |
Cost of shares redeemed | | | | | (59,197,916) | | | | | | (331,891,640) | | | | | | (8,411,119) | | | | | | (10,741,819) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (35,408,581) | | | | | | (217,138,862) | | | | | | (3,523,289) | | | | | | 1,081,836 | | |
Net increase (decrease) in net assets | | | | | 23,340,711 | | | | | | (164,706,345) | | | | | | 624,002 | | | | | | 4,142,174 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 499,988,923 | | | | | | 664,695,268 | | | | | | 35,831,410 | | | | | | 31,689,236 | | |
End of year or period | | | | $ | 523,329,634 | | | | | $ | 499,988,923 | | | | | $ | 36,455,412 | | | | | $ | 35,831,410 | | |
| | | Voya Solution 2055 Portfolio | | | Voya Solution 2060 Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | | | $ | (138,886) | | | | | $ | 2,139,642 | | | | | $ | (22,809) | | | | | $ | 210,671 | | |
Net realized gain | | | | | 9,707,162 | | | | | | 21,239,174 | | | | | | 2,092,301 | | | | | | 43,428 | | |
Net change in unrealized appreciation (depreciation) | | | | | 10,063,232 | | | | | | 18,444,792 | | | | | | 780,244 | | | | | | 3,363,142 | | |
Increase in net assets resulting from operations | | | | | 19,631,508 | | | | | | 41,823,608 | | | | | | 2,849,736 | | | | | | 3,617,241 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (3,090,178) | | | | | | — | | | | | | (412,239) | | |
Class I | | | | | — | | | | | | (9,250,529) | | | | | | — | | | | | | (365,911) | | |
Class S | | | | | — | | | | | | (4,155,976) | | | | | | — | | | | | | (321,696) | | |
Class S2 | | | | | — | | | | | | (139,214) | | | | | | — | | | | | | (19,875) | | |
Class T | | | | | — | | | | | | (1,502) | | | | | | — | | | | | | (215) | | |
Total distributions | | | | | — | | | | | | (16,637,399) | | | | | | — | | | | | | (1,119,936) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 13,806,141 | | | | | | 52,513,500 | | | | | | 4,908,332 | | | | | | 9,090,858 | | |
Reinvestment of distributions | | | | | — | | | | | | 16,637,399 | | | | | | — | | | | | | 1,119,936 | | |
| | | | | 13,806,141 | | | | | | 69,150,900 | | | | | | 4,908,332 | | | | | | 10,210,794 | | |
Cost of shares redeemed | | | | | (23,705,945) | | | | | | (161,089,782) | | | | | | (6,884,721) | | | | | | (5,732,191) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (9,899,804) | | | | | | (91,938,883) | | | | | | (1,976,389) | | | | | | 4,478,603 | | |
Net increase (decrease) in net assets | | | | | 9,731,704 | | | | | | (66,752,674) | | | | | | 873,347 | | | | | | 6,975,908 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 165,297,329 | | | | | | 232,050,003 | | | | | | 24,310,513 | | | | | | 17,334,605 | | |
End of year or period | | | | $ | 175,029,033 | | | | | $ | 165,297,329 | | | | | $ | 25,183,860 | | | | | $ | 24,310,513 | | |
| | | Voya Solution 2065 Portfolio | | |||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | July 29, 2020(1) to December 31, 2020 | | ||||||
FROM OPERATIONS: | | | | | | | | | | | | | |
Net investment income (loss) | | | | $ | (2,497) | | | | | $ | 26,897 | | |
Net realized gain | | | | | 164,863 | | | | | | 71,335 | | |
Net change in unrealized appreciation (depreciation) | | | | | 244,573 | | | | | | 309,985 | | |
Increase in net assets resulting from operations | | | | | 406,939 | | | | | | 408,217 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (16,550) | | |
Class I | | | | | — | | | | | | (18,505) | | |
Class S | | | | | — | | | | | | (16,346) | | |
Class S2 | | | | | — | | | | | | (422) | | |
Class T | | | | | — | | | | | | (54) | | |
Total distributions | | | | | — | | | | | | (51,877) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 1,043,377 | | | | | | 2,795,806 | | |
Reinvestment of distributions | | | | | — | | | | | | 51,877 | | |
| | | | | 1,043,377 | | | | | | 2,847,683 | | |
Cost of shares redeemed | | | | | (394,259) | | | | | | (162,617) | | |
Net increase in net assets resulting from capital share transactions | | | | | 649,118 | | | | | | 2,685,066 | | |
Net increase in net assets | | | | | 1,056,057 | | | | | | 3,041,406 | | |
NET ASSETS: | | | | | | | | | | | | | |
Beginning of year or period | | | | | 3,041,406 | | | | | | — | | |
End of year or period | | | | $ | 4,097,463 | | | | | $ | 3,041,406 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution Aggressive Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.91 | | | | | | (0.04)• | | | | | | 1.88 | | | | | | 1.84 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.75 | | | | | | 13.23 | | | | | | 0.95 | | | | | | 0.80 | | | | | | 0.80 | | | | | | (0.50) | | | | | | 4,013 | | | | | | 26 | | |
12-31-20 | | | | | 13.08 | | | | | | 0.10 | | | | | | 1.76 | | | | | | 1.86 | | | | | | 0.15 | | | | | | 0.88 | | | | | | — | | | | | | 1.03 | | | | | | — | | | | | | 13.91 | | | | | | 15.53 | | | | | | 1.00 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 0.64 | | | | | | 3,744 | | | | | | 85 | | |
12-31-19 | | | | | 11.47 | | | | | | 0.11 | | | | | | 2.65 | | | | | | 2.76 | | | | | | 0.16 | | | | | | 0.99 | | | | | | — | | | | | | 1.15 | | | | | | — | | | | | | 13.08 | | | | | | 24.94 | | | | | | 0.92 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.96 | | | | | | 3,760 | | | | | | 85 | | |
12-31-18 | | | | | 13.56 | | | | | | 0.10 | | | | | | (1.53) | | | | | | (1.43) | | | | | | 0.11 | | | | | | 0.55 | | | | | | — | | | | | | 0.66 | | | | | | — | | | | | | 11.47 | | | | | | (11.18) | | | | | | 0.90 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 0.79 | | | | | | 3,159 | | | | | | 79 | | |
12-31-17 | | | | | 11.33 | | | | | | 0.11• | | | | | | 2.34 | | | | | | 2.45 | | | | | | 0.05 | | | | | | 0.17 | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 13.56 | | | | | | 21.71 | | | | | | 0.91 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.85 | | | | | | 3,467 | | | | | | 52 | | |
12-31-16 | | | | | 11.35 | | | | | | 0.08 | | | | | | 0.63 | | | | | | 0.71 | | | | | | 0.12 | | | | | | 0.61 | | | | | | — | | | | | | 0.73 | | | | | | — | | | | | | 11.33 | | | | | | 6.41 | | | | | | 1.04 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.77 | | | | | | 2,520 | | | | | | 61 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 14.29 | | | | | | 0.00*• | | | | | | 1.93 | | | | | | 1.93 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.22 | | | | | | 13.51 | | | | | | 0.45 | | | | | | 0.30 | | | | | | 0.30 | | | | | | 0.01 | | | | | | 370 | | | | | | 26 | | |
12-31-20 | | | | | 13.42 | | | | | | 0.12• | | | | | | 1.85 | | | | | | 1.97 | | | | | | 0.22 | | | | | | 0.88 | | | | | | — | | | | | | 1.10 | | | | | | — | | | | | | 14.29 | | | | | | 16.09 | | | | | | 0.50 | | | | | | 0.31 | | | | | | 0.31 | | | | | | 0.94 | | | | | | 294 | | | | | | 85 | | |
12-31-19 | | | | | 11.74 | | | | | | 0.22• | | | | | | 2.67 | | | | | | 2.89 | | | | | | 0.22 | | | | | | 0.99 | | | | | | — | | | | | | 1.21 | | | | | | — | | | | | | 13.42 | | | | | | 25.54 | | | | | | 0.42 | | | | | | 0.25 | | | | | | 0.25 | | | | | | 1.73 | | | | | | 600 | | | | | | 85 | | |
12-31-18 | | | | | 13.85 | | | | | | 0.16• | | | | | | (1.55) | | | | | | (1.39) | | | | | | 0.17 | | | | | | 0.55 | | | | | | — | | | | | | 0.72 | | | | | | — | | | | | | 11.74 | | | | | | (10.72) | | | | | | 0.40 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 1.17 | | | | | | 325 | | | | | | 79 | | |
12-31-17 | | | | | 11.56 | | | | | | 0.18• | | | | | | 2.38 | | | | | | 2.56 | | | | | | 0.10 | | | | | | 0.17 | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 13.85 | | | | | | 22.28 | | | | | | 0.41 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.41 | | | | | | 444 | | | | | | 52 | | |
12-31-16 | | | | | 11.57 | | | | | | 0.17• | | | | | | 0.61 | | | | | | 0.78 | | | | | | 0.18 | | | | | | 0.61 | | | | | | — | | | | | | 0.79 | | | | | | — | | | | | | 11.56 | | | | | | 6.93 | | | | | | 0.54 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 1.53 | | | | | | 258 | | | | | | 61 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 14.29 | | | | | | 0.00*• | | | | | | 1.93 | | | | | | 1.93 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.22 | | | | | | 13.51 | | | | | | 0.33 | | | | | | 0.30 | | | | | | 0.30 | | | | | | 0.01 | | | | | | 18,668 | | | | | | 26 | | |
12-31-20 | | | | | 13.41 | | | | | | 0.16• | | | | | | 1.82 | | | | | | 1.98 | | | | | | 0.22 | | | | | | 0.88 | | | | | | — | | | | | | 1.10 | | | | | | — | | | | | | 14.29 | | | | | | 16.19 | | | | | | 0.38 | | | | | | 0.31 | | | | | | 0.31 | | | | | | 1.23 | | | | | | 16,188 | | | | | | 85 | | |
12-31-19 | | | | | 11.74 | | | | | | 0.20• | | | | | | 2.68 | | | | | | 2.88 | | | | | | 0.22 | | | | | | 0.99 | | | | | | — | | | | | | 1.21 | | | | | | — | | | | | | 13.41 | | | | | | 25.45 | | | | | | 0.42 | | | | | | 0.25 | | | | | | 0.25 | | | | | | 1.57 | | | | | | 11,636 | | | | | | 85 | | |
12-31-18 | | | | | 13.85 | | | | | | 0.19• | | | | | | (1.58) | | | | | | (1.39) | | | | | | 0.17 | | | | | | 0.55 | | | | | | — | | | | | | 0.72 | | | | | | — | | | | | | 11.74 | | | | | | (10.72) | | | | | | 0.40 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 1.42 | | | | | | 7,177 | | | | | | 79 | | |
12-31-17 | | | | | 11.56 | | | | | | 0.24• | | | | | | 2.32 | | | | | | 2.56 | | | | | | 0.10 | | | | | | 0.17 | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 13.85 | | | | | | 22.28 | | | | | | 0.41 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.82 | | | | | | 5,015 | | | | | | 52 | | ��� |
05-02-16(5) - 12-31-16 | | | | | 11.66 | | | | | | 0.44• | | | | | | 0.25 | | | | | | 0.69 | | | | | | 0.18 | | | | | | 0.61 | | | | | | — | | | | | | 0.79 | | | | | | — | | | | | | 11.56 | | | | | | 6.11 | | | | | | 0.54 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 5.93 | | | | | | 659 | | | | | | 61 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 14.10 | | | | | | (0.02)• | | | | | | 1.90 | | | | | | 1.88 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.98 | | | | | | 13.33 | | | | | | 0.70 | | | | | | 0.55 | | | | | | 0.55 | | | | | | (0.24) | | | | | | 4,483 | | | | | | 26 | | |
12-31-20 | | | | | 13.25 | | | | | | 0.10• | | | | | | 1.82 | | | | | | 1.92 | | | | | | 0.19 | | | | | | 0.88 | | | | | | — | | | | | | 1.07 | | | | | | — | | | | | | 14.10 | | | | | | 15.83 | | | | | | 0.75 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 0.80 | | | | | | 3,666 | | | | | | 85 | | |
12-31-19 | | | | | 11.60 | | | | | | 0.15 | | | | | | 2.67 | | | | | | 2.82 | | | | | | 0.18 | | | | | | 0.99 | | | | | | — | | | | | | 1.17 | | | | | | — | | | | | | 13.25 | | | | | | 25.21 | | | | | | 0.67 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 1.27 | | | | | | 3,925 | | | | | | 85 | | |
12-31-18 | | | | | 13.69 | | | | | | 0.12• | | | | | | (1.52) | | | | | | (1.40) | | | | | | 0.14 | | | | | | 0.55 | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 11.60 | | | | | | (10.91) | | | | | | 0.65 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 0.93 | | | | | | 3,123 | | | | | | 79 | | |
12-31-17 | | | | | 11.44 | | | | | | 0.12• | | | | | | 2.37 | | | | | | 2.49 | | | | | | 0.07 | | | | | | 0.17 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 13.69 | | | | | | 21.92 | | | | | | 0.66 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 0.99 | | | | | | 4,300 | | | | | | 52 | | |
12-31-16 | | | | | 11.46 | | | | | | 0.12• | | | | | | 0.63 | | | | | | 0.75 | | | | | | 0.16 | | | | | | 0.61 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 11.44 | | | | | | 6.75 | | | | | | 0.79 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.08 | | | | | | 3,954 | | | | | | 61 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.81 | | | | | | (0.03)• | | | | | | 1.86 | | | | | | 1.83 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.64 | | | | | | 13.25 | | | | | | 0.85 | | | | | | 0.70 | | | | | | 0.70 | | | | | | (0.41) | | | | | | 1,331 | | | | | | 26 | | |
12-31-20 | | | | | 13.01 | | | | | | 0.10• | | | | | | 1.76 | | | | | | 1.86 | | | | | | 0.18 | | | | | | 0.88 | | | | | | — | | | | | | 1.06 | | | | | | — | | | | | | 13.81 | | | | | | 15.70 | | | | | | 0.90 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 0.80 | | | | | | 2,038 | | | | | | 85 | | |
12-31-19 | | | | | 11.43 | | | | | | 0.16• | | | | | | 2.60 | | | | | | 2.76 | | | | | | 0.19 | | | | | | 0.99 | | | | | | — | | | | | | 1.18 | | | | | | — | | | | | | 13.01 | | | | | | 25.05 | | | | | | 0.82 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.28 | | | | | | 1,539 | | | | | | 85 | | |
12-31-18 | | | | | 13.52 | | | | | | 0.13• | | | | | | (1.54) | | | | | | (1.41) | | | | | | 0.13 | | | | | | 0.55 | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 11.43 | | | | | | (11.08) | | | | | | 0.80 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 0.96 | | | | | | 800 | | | | | | 79 | | |
12-31-17 | | | | | 11.32 | | | | | | 0.12• | | | | | | 2.32 | | | | | | 2.44 | | | | | | 0.07 | | | | | | 0.17 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 13.52 | | | | | | 21.71 | | | | | | 0.81 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 0.99 | | | | | | 681 | | | | | | 52 | | |
12-31-16 | | | | | 11.36 | | | | | | 0.13• | | | | | | 0.60 | | | | | | 0.73 | | | | | | 0.16 | | | | | | 0.61 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 11.32 | | | | | | 6.57 | | | | | | 0.97 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.15 | | | | | | 422 | | | | | | 61 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution Balanced Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 10.26 | | | | | | 0.01• | | | | | | 0.89 | | | | | | 0.90 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.16 | | | | | | 8.77 | | | | | | 0.88 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.23 | | | | | | 9,943 | | | | | | 23 | | |
12-31-20 | | | | | 9.74 | | | | | | 0.11• | | | | | | 1.06 | | | | | | 1.17 | | | | | | 0.17 | | | | | | 0.48 | | | | | | — | | | | | | 0.65 | | | | | | — | | | | | | 10.26 | | | | | | 12.75 | | | | | | 0.89 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 1.22 | | | | | | 9,774 | | | | | | 79 | | |
12-31-19 | | | | | 8.89 | | | | | | 0.14• | | | | | | 1.51 | | | | | | 1.65 | | | | | | 0.19 | | | | | | 0.61 | | | | | | — | | | | | | 0.80 | | | | | | — | | | | | | 9.74 | | | | | | 19.13 | | | | | | 0.82 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 1.45 | | | | | | 10,913 | | | | | | 85 | | |
12-31-18 | | | | | 10.08 | | | | | | 0.14• | | | | | | (0.80) | | | | | | (0.66) | | | | | | 0.16 | | | | | | 0.37 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 8.89 | | | | | | (6.98) | | | | | | 0.80 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.39 | | | | | | 11,984 | | | | | | 60 | | |
12-31-17 | | | | | 9.06 | | | | | | 0.13• | | | | | | 1.16 | | | | | | 1.29 | | | | | | 0.11 | | | | | | 0.16 | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 10.08 | | | | | | 14.46 | | | | | | 0.78 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.32 | | | | | | 19,020 | | | | | | 48 | | |
12-31-16 | | | | | 9.39 | | | | | | 0.12• | | | | | | 0.44 | | | | | | 0.56 | | | | | | 0.20 | | | | | | 0.69 | | | | | | — | | | | | | 0.89 | | | | | | — | | | | | | 9.06 | | | | | | 6.08 | | | | | | 0.78 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.25 | | | | | | 18,215 | | | | | | 78 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 10.70 | | | | | | 0.04• | | | | | | 0.93 | | | | | | 0.97 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.67 | | | | | | 9.07 | | | | | | 0.38 | | | | | | 0.30 | | | | | | 0.30 | | | | | | 0.73 | | | | | | 3,440 | | | | | | 23 | | |
12-31-20 | | | | | 10.14 | | | | | | 0.18• | | | | | | 1.09 | | | | | | 1.27 | | | | | | 0.23 | | | | | | 0.48 | | | | | | — | | | | | | 0.71 | | | | | | — | | | | | | 10.70 | | | | | | 13.30 | | | | | | 0.39 | | | | | | 0.31 | | | | | | 0.31 | | | | | | 1.88 | | | | | | 3,224 | | | | | | 79 | | |
12-31-19 | | | | | 9.24 | | | | | | 0.18• | | | | | | 1.59 | | | | | | 1.77 | | | | | | 0.26 | | | | | | 0.61 | | | | | | — | | | | | | 0.87 | | | | | | — | | | | | | 10.14 | | | | | | 19.75 | | | | | | 0.32 | | | | | | 0.25 | | | | | | 0.25 | | | | | | 1.78 | | | | | | 2,482 | | | | | | 85 | | |
12-31-18 | | | | | 10.45 | | | | | | 0.20• | | | | | | (0.82) | | | | | | (0.62) | | | | | | 0.22 | | | | | | 0.37 | | | | | | — | | | | | | 0.59 | | | | | | — | | | | | | 9.24 | | | | | | (6.38) | | | | | | 0.30 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 1.97 | | | | | | 3,689 | | | | | | 60 | | |
12-31-17 | | | | | 9.40 | | | | | | 0.21• | | | | | | 1.17 | | | | | | 1.38 | | | | | | 0.17 | | | | | | 0.16 | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 10.45 | | | | | | 14.89 | | | | | | 0.28 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 2.06 | | | | | | 4,683 | | | | | | 48 | | |
12-31-16 | | | | | 9.72 | | | | | | 0.28• | | | | | | 0.35 | | | | | | 0.63 | | | | | | 0.26 | | | | | | 0.69 | | | | | | — | | | | | | 0.95 | | | | | | — | | | | | | 9.40 | | | | | | 6.69 | | | | | | 0.28 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 3.03 | | | | | | 2,092 | | | | | | 78 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 10.70 | | | | | | 0.04• | | | | | | 0.93 | | | | | | 0.97 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.67 | | | | | | 9.07 | | | | | | 0.32 | | | | | | 0.30 | | | | | | 0.30 | | | | | | 0.74 | | | | | | 23,579 | | | | | | 23 | | |
12-31-20 | | | | | 10.14 | | | | | | 0.17• | | | | | | 1.10 | | | | | | 1.27 | | | | | | 0.23 | | | | | | 0.48 | | | | | | — | | | | | | 0.71 | | | | | | — | | | | | | 10.70 | | | | | | 13.30 | | | | | | 0.32 | | | | | | 0.31 | | | | | | 0.31 | | | | | | 1.77 | | | | | | 22,189 | | | | | | 79 | | |
12-31-19 | | | | | 9.24 | | | | | | 0.21• | | | | | | 1.56 | | | | | | 1.77 | | | | | | 0.26 | | | | | | 0.61 | | | | | | — | | | | | | 0.87 | | | | | | — | | | | | | 10.14 | | | | | | 19.76 | | | | | | 0.32 | | | | | | 0.25 | | | | | | 0.25 | | | | | | 2.09 | | | | | | 20,185 | | | | | | 85 | | |
12-31-18 | | | | | 10.45 | | | | | | 0.18 | | | | | | (0.80) | | | | | | (0.62) | | | | | | 0.22 | | | | | | 0.37 | | | | | | — | | | | | | 0.59 | | | | | | — | | | | | | 9.24 | | | | | | (6.38) | | | | | | 0.30 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 2.00 | | | | | | 13,738 | | | | | | 60 | | |
12-31-17 | | | | | 9.39 | | | | | | 0.22• | | | | | | 1.17 | | | | | | 1.39 | | | | | | 0.17 | | | | | | 0.16 | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 10.45 | | | | | | 15.01 | | | | | | 0.28 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 2.20 | | | | | | 13,145 | | | | | | 48 | | |
05-02-16(5) - 12-31-16 | | | | | 9.89 | | | | | | 0.23• | | | | | | 0.22 | | | | | | 0.45 | | | | | | 0.26 | | | | | | 0.69 | | | | | | — | | | | | | 0.95 | | | | | | — | | | | | | 9.39 | | | | | | 4.75 | | | | | | 0.28 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 3.74 | | | | | | 2,412 | | | | | | 78 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 10.39 | | | | | | 0.03• | | | | | | 0.91 | | | | | | 0.94 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.33 | | | | | | 9.05 | | | | | | 0.63 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 0.49 | | | | | | 23,797 | | | | | | 23 | | |
12-31-20 | | | | | 9.87 | | | | | | 0.16 | | | | | | 1.04 | | | | | | 1.20 | | | | | | 0.20 | | | | | | 0.48 | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 10.39 | | | | | | 12.95 | | | | | | 0.64 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 1.49 | | | | | | 19,713 | | | | | | 79 | | |
12-31-19 | | | | | 9.01 | | | | | | 0.17• | | | | | | 1.53 | | | | | | 1.70 | | | | | | 0.23 | | | | | | 0.61 | | | | | | — | | | | | | 0.84 | | | | | | — | | | | | | 9.87 | | | | | | 19.47 | | | | | | 0.57 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 1.76 | | | | | | 20,388 | | | | | | 85 | | |
12-31-18 | | | | | 10.21 | | | | | | 0.17• | | | | | | (0.81) | | | | | | (0.64) | | | | | | 0.19 | | | | | | 0.37 | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 9.01 | | | | | | (6.70) | | | | | | 0.55 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.69 | | | | | | 19,594 | | | | | | 60 | | |
12-31-17 | | | | | 9.18 | | | | | | 0.15• | | | | | | 1.19 | | | | | | 1.34 | | | | | | 0.15 | | | | | | 0.16 | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 10.21 | | | | | | 14.75 | | | | | | 0.53 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.54 | | | | | | 23,906 | | | | | | 48 | | |
12-31-16 | | | | | 9.52 | | | | | | 0.16 | | | | | | 0.43 | | | | | | 0.59 | | | | | | 0.24 | | | | | | 0.69 | | | | | | — | | | | | | 0.93 | | | | | | — | | | | | | 9.18 | | | | | | 6.32 | | | | | | 0.53 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 1.63 | | | | | | 25,331 | | | | | | 78 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 10.34 | | | | | | 0.02• | | | | | | 0.90 | | | | | | 0.92 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.26 | | | | | | 8.90 | | | | | | 0.78 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.33 | | | | | | 1,444 | | | | | | 23 | | |
12-31-20 | | | | | 9.83 | | | | | | 0.11• | | | | | | 1.08 | | | | | | 1.19 | | | | | | 0.20 | | | | | | 0.48 | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 10.34 | | | | | | 12.81 | | | | | | 0.79 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.22 | | | | | | 1,621 | | | | | | 79 | | |
12-31-19 | | | | | 9.00 | | | | | | 0.18• | | | | | | 1.49 | | | | | | 1.67 | | | | | | 0.23 | | | | | | 0.61 | | | | | | — | | | | | | 0.84 | | | | | | — | | | | | | 9.83 | | | | | | 19.22 | | | | | | 0.72 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.90 | | | | | | 2,548 | | | | | | 85 | | |
12-31-18 | | | | | 10.17 | | | | | | 0.13• | | | | | | (0.79) | | | | | | (0.66) | | | | | | 0.14 | | | | | | 0.37 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 9.00 | | | | | | (6.89) | | | | | | 0.70 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 1.30 | | | | | | 856 | | | | | | 60 | | |
12-31-17 | | | | | 9.16 | | | | | | 0.14• | | | | | | 1.18 | | | | | | 1.32 | | | | | | 0.15 | | | | | | 0.16 | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 10.17 | | | | | | 14.63 | | | | | | 0.68 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 1.43 | | | | | | 2,004 | | | | | | 48 | | |
12-31-16 | | | | | 9.50 | | | | | | 0.18• | | | | | | 0.39 | | | | | | 0.57 | | | | | | 0.22 | | | | | | 0.69 | | | | | | — | | | | | | 0.91 | | | | | | — | | | | | | 9.16 | | | | | | 6.10 | | | | | | 0.71 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 1.96 | | | | | | 1,668 | | | | | | 78 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution Conservative Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.80 | | | | | | 0.05• | | | | | | 0.36 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.21 | | | | | | 3.47 | | | | | | 0.95 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 0.88 | | | | | | 3,882 | | | | | | 31 | | |
12-31-20 | | | | | 11.24 | | | | | | 0.21• | | | | | | 0.84 | | | | | | 1.05 | | | | | | 0.28 | | | | | | 0.21 | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 11.80 | | | | | | 9.59 | | | | | | 0.95 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 1.90 | | | | | | 4,658 | | | | | | 91 | | |
12-31-19 | | | | | 10.40 | | | | | | 0.24 | | | | | | 0.90 | | | | | | 1.14 | | | | | | 0.21 | | | | | | 0.09 | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 11.24 | | | | | | 10.99 | | | | | | 0.92 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 2.10 | | | | | | 8,336 | | | | | | 75 | | |
12-31-18 | | | | | 11.06 | | | | | | 0.22 | | | | | | (0.47) | | | | | | (0.25) | | | | | | 0.22 | | | | | | 0.19 | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 10.40 | | | | | | (2.39) | | | | | | 0.89 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.92 | | | | | | 7,912 | | | | | | 67 | | |
12-31-17 | | | | | 10.60 | | | | | | 0.20• | | | | | | 0.55 | | | | | | 0.75 | | | | | | 0.22 | | | | | | 0.07 | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 11.06 | | | | | | 7.06 | | | | | | 0.86 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.84 | | | | | | 8,486 | | | | | | 63 | | |
12-31-16 | | | | | 10.45 | | | | | | 0.20 | | | | | | 0.40 | | | | | | 0.60 | | | | | | 0.19 | | | | | | 0.26 | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 10.60 | | | | | | 5.76 | | | | | | 0.85 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.79 | | | | | | 8,524 | | | | | | 58 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.92 | | | | | | 0.09• | | | | | | 0.36 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.37 | | | | | | 3.78 | | | | | | 0.45 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 1.43 | | | | | | 806 | | | | | | 31 | | |
12-31-20 | | | | | 11.41 | | | | | | 0.24• | | | | | | 0.86 | | | | | | 1.10 | | | | | | 0.38 | | | | | | 0.21 | | | | | | — | | | | | | 0.59 | | | | | | — | | | | | | 11.92 | | | | | | 9.99 | | | | | | 0.45 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 2.17 | | | | | | 238 | | | | | | 91 | | |
12-31-19 | | | | | 10.54 | | | | | | 0.31• | | | | | | 0.91 | | | | | | 1.22 | | | | | | 0.26 | | | | | | 0.09 | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 11.41 | | | | | | 11.65 | | | | | | 0.42 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 2.82 | | | | | | 658 | | | | | | 75 | | |
12-31-18 | | | | | 11.21 | | | | | | 0.28• | | | | | | (0.49) | | | | | | (0.21) | | | | | | 0.27 | | | | | | 0.19 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 10.54 | | | | | | (1.94) | | | | | | 0.39 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 2.62 | | | | | | 274 | | | | | | 67 | | |
12-31-17 | | | | | 10.74 | | | | | | 0.25• | | | | | | 0.56 | | | | | | 0.81 | | | | | | 0.27 | | | | | | 0.07 | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 11.21 | | | | | | 7.60 | | | | | | 0.36 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 2.31 | | | | | | 90 | | | | | | 63 | | |
12-31-16 | | | | | 10.60 | | | | | | 0.29• | | | | | | 0.37 | | | | | | 0.66 | | | | | | 0.26 | | | | | | 0.26 | | | | | | — | | | | | | 0.52 | | | | | | — | | | | | | 10.74 | | | | | | 6.24 | | | | | | 0.35 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 2.67 | | | | | | 109 | | | | | | 58 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.93 | | | | | | 0.08• | | | | | | 0.36 | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.37 | | | | | | 3.69 | | | | | | 0.39 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 1.39 | | | | | | 8,136 | | | | | | 31 | | |
12-31-20 | | | | | 11.41 | | | | | | 0.28• | | | | | | 0.83 | | | | | | 1.11 | | | | | | 0.38 | | | | | | 0.21 | | | | | | — | | | | | | 0.59 | | | | | | — | | | | | | 11.93 | | | | | | 10.09 | | | | | | 0.39 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 2.46 | | | | | | 7,547 | | | | | | 91 | | |
12-31-19 | | | | | 10.54 | | | | | | 0.30 | | | | | | 0.92 | | | | | | 1.22 | | | | | | 0.26 | | | | | | 0.09 | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 11.41 | | | | | | 11.65 | | | | | | 0.42 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 2.61 | | | | | | 5,365 | | | | | | 75 | | |
12-31-18 | | | | | 11.21 | | | | | | 0.28• | | | | | | (0.49) | | | | | | (0.21) | | | | | | 0.27 | | | | | | 0.19 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 10.54 | | | | | | (1.94) | | | | | | 0.39 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 2.52 | | | | | | 5,056 | | | | | | 67 | | |
12-31-17 | | | | | 10.74 | | | | | | 0.27• | | | | | | 0.54 | | | | | | 0.81 | | | | | | 0.27 | | | | | | 0.07 | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 11.21 | | | | | | 7.60 | | | | | | 0.36 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 2.42 | | | | | | 3,439 | | | | | | 63 | | |
05-02-16(5) - 12-31-16 | | | | | 10.98 | | | | | | 0.20• | | | | | | 0.08 | | | | | | 0.28 | | | | | | 0.26 | | | | | | 0.26 | | | | | | — | | | | | | 0.52 | | | | | | — | | | | | | 10.74 | | | | | | 2.57 | | | | | | 0.35 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 2.81 | | | | | | 718 | | | | | | 58 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.87 | | | | | | 0.07• | | | | | | 0.36 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.30 | | | | | | 3.62 | | | | | | 0.70 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.14 | | | | | | 2,221 | | | | | | 31 | | |
12-31-20 | | | | | 11.34 | | | | | | 0.24• | | | | | | 0.84 | | | | | | 1.08 | | | | | | 0.34 | | | | | | 0.21 | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 11.87 | | | | | | 9.83 | | | | | | 0.70 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 2.14 | | | | | | 2,215 | | | | | | 91 | | |
12-31-19 | | | | | 10.48 | | | | | | 0.25• | | | | | | 0.93 | | | | | | 1.18 | | | | | | 0.23 | | | | | | 0.09 | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 11.34 | | | | | | 11.31 | | | | | | 0.67 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 2.30 | | | | | | 2,839 | | | | | | 75 | | |
12-31-18 | | | | | 11.13 | | | | | | 0.24• | | | | | | (0.47) | | | | | | (0.23) | | | | | | 0.23 | | | | | | 0.19 | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 10.48 | | | | | | (2.14) | | | | | | 0.64 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 2.16 | | | | | | 3,508 | | | | | | 67 | | |
12-31-17 | | | | | 10.66 | | | | | | 0.22• | | | | | | 0.56 | | | | | | 0.78 | | | | | | 0.24 | | | | | | 0.07 | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 11.13 | | | | | | 7.31 | | | | | | 0.61 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 2.04 | | | | | | 4,020 | | | | | | 63 | | |
12-31-16 | | | | | 10.52 | | | | | | 0.22• | | | | | | 0.41 | | | | | | 0.63 | | | | | | 0.23 | | | | | | 0.26 | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 10.66 | | | | | | 6.04 | | | | | | 0.60 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 2.02 | | | | | | 6,513 | | | | | | 58 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.73 | | | | | | 0.06• | | | | | | 0.35 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.14 | | | | | | 3.50 | | | | | | 0.85 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 0.99 | | | | | | 1,280 | | | | | | 31 | | |
12-31-20 | | | | | 11.25 | | | | | | 0.24• | | | | | | 0.82 | | | | | | 1.06 | | | | | | 0.37 | | | | | | 0.21 | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 11.73 | | | | | | 9.69 | | | | | | 0.85 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.19 | | | | | | 1,438 | | | | | | 91 | | |
12-31-19 | | | | | 10.39 | | | | | | 0.23• | | | | | | 0.93 | | | | | | 1.16 | | | | | | 0.21 | | | | | | 0.09 | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 11.25 | | | | | | 11.21 | | | | | | 0.82 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 2.14 | | | | | | 393 | | | | | | 75 | | |
12-31-18 | | | | | 11.04 | | | | | | 0.21• | | | | | | (0.46) | | | | | | (0.25) | | | | | | 0.21 | | | | | | 0.19 | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 10.39 | | | | | | (2.34) | | | | | | 0.79 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 1.97 | | | | | | 438 | | | | | | 67 | | |
12-31-17 | | | | | 10.59 | | | | | | 0.21• | | | | | | 0.55 | | | | | | 0.76 | | | | | | 0.24 | | | | | | 0.07 | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 11.04 | | | | | | 7.20 | | | | | | 0.76 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 1.92 | | | | | | 635 | | | | | | 63 | | |
12-31-16 | | | | | 10.46 | | | | | | 0.21• | | | | | | 0.40 | | | | | | 0.61 | | | | | | 0.22 | | | | | | 0.26 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 10.59 | | | | | | 5.90 | | | | | | 0.78 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 1.94 | | | | | | 506 | | | | | | 58 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 12.81 | | | | | | 0.04• | | | | | | 0.48 | | | | | | 0.52 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.33 | | | | | | 4.06 | | | | | | 0.82 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 0.56 | | | | | | 148,371 | | | | | | 12 | | |
12-31-20 | | | | | 11.76 | | | | | | 0.21• | | | | | | 1.13 | | | | | | 1.34 | | | | | | 0.26 | | | | | | 0.03 | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 12.81 | | | | | | 11.61 | | | | | | 0.81 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.75 | | | | | | 150,215 | | | | | | 50 | | |
12-31-19 | | | | | 10.92 | | | | | | 0.22• | | | | | | 1.17 | | | | | | 1.39 | | | | | | 0.31 | | | | | | 0.24 | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 11.76 | | | | | | 12.87 | | | | | | 0.76 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.88 | | | | | | 143,202 | | | | | | 39 | | |
12-31-18 | | | | | 11.85 | | | | | | 0.20• | | | | | | (0.57) | | | | | | (0.37) | | | | | | 0.26 | | | | | | 0.30 | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 10.92 | | | | | | (3.35) | | | | | | 0.75 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.77 | | | | | | 148,720 | | | | | | 38 | | |
12-31-17 | | | | | 11.11 | | | | | | 0.18• | | | | | | 0.83 | | | | | | 1.01 | | | | | | 0.23 | | | | | | 0.04 | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 11.85 | | | | | | 9.15 | | | | | | 0.75 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.59 | | | | | | 182,912 | | | | | | 36 | | |
12-31-16 | | | | | 10.88 | | | | | | 0.16• | | | | | | 0.31 | | | | | | 0.47 | | | | | | 0.11 | | | | | | 0.13 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 11.11 | | | | | | 4.26 | | | | | | 0.75 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.41 | | | | | | 205,103 | | | | | | 46 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.13 | | | | | | 0.07• | | | | | | 0.50 | | | | | | 0.57 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.70 | | | | | | 4.34 | | | | | | 0.32 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 1.05 | | | | | | 41,745 | | | | | | 12 | | |
12-31-20 | | | | | 12.05 | | | | | | 0.26• | | | | | | 1.18 | | | | | | 1.44 | | | | | | 0.33 | | | | | | 0.03 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 13.13 | | | | | | 12.18 | | | | | | 0.31 | | | | | | 0.21 | | | | | | 0.21 | | | | | | 2.15 | | | | | | 46,389 | | | | | | 50 | | |
12-31-19 | | | | | 11.19 | | | | | | 0.28• | | | | | | 1.19 | | | | | | 1.47 | | | | | | 0.37 | | | | | | 0.24 | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 12.05 | | | | | | 13.38 | | | | | | 0.26 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 2.41 | | | | | | 78,441 | | | | | | 39 | | |
12-31-18 | | | | | 12.13 | | | | | | 0.27• | | | | | | (0.59) | | | | | | (0.32) | | | | | | 0.32 | | | | | | 0.30 | | | | | | — | | | | | | 0.62 | | | | | | — | | | | | | 11.19 | | | | | | (2.80) | | | | | | 0.25 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 2.29 | | | | | | 75,592 | | | | | | 38 | | |
12-31-17 | | | | | 11.38 | | | | | | 0.25 | | | | | | 0.84 | | | | | | 1.09 | | | | | | 0.30 | | | | | | 0.04 | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 12.13 | | | | | | 9.66 | | | | | | 0.25 | | | | | | 0.11 | | | | | | 0.11 | | | | | | 2.09 | | | | | | 85,891 | | | | | | 36 | | |
12-31-16 | | | | | 11.12 | | | | | | 0.22• | | | | | | 0.31 | | | | | | 0.53 | | | | | | 0.14 | | | | | | 0.13 | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 11.38 | | | | | | 4.78 | | | | | | 0.25 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 1.91 | | | | | | 82,426 | | | | | | 46 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.03 | | | | | | 0.05• | | | | | | 0.49 | | | | | | 0.54 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.57 | | | | | | 4.14 | | | | | | 0.57 | | | | | | 0.47 | | | | | | 0.47 | | | | | �� | 0.81 | | | | | | 102,962 | | | | | | 12 | | |
12-31-20 | | | | | 11.95 | | | | | | 0.24• | | | | | | 1.16 | | | | | | 1.40 | | | | | | 0.29 | | | | | | 0.03 | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 13.03 | | | | | | 11.94 | | | | | | 0.56 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 2.00 | | | | | | 105,135 | | | | | | 50 | | |
12-31-19 | | | | | 11.09 | | | | | | 0.25• | | | | | | 1.18 | | | | | | 1.43 | | | | | | 0.33 | | | | | | 0.24 | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 11.95 | | | | | | 13.13 | | | | | | 0.51 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 2.10 | | | | | | 103,157 | | | | | | 39 | | |
12-31-18 | | | | | 12.03 | | | | | | 0.24• | | | | | | (0.59) | | | | | | (0.35) | | | | | | 0.29 | | | | | | 0.30 | | | | | | — | | | | | | 0.59 | | | | | | — | | | | | | 11.09 | | | | | | (3.14) | | | | | | 0.50 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 2.01 | | | | | | 118,451 | | | | | | 38 | | |
12-31-17 | | | | | 11.28 | | | | | | 0.21• | | | | | | 0.85 | | | | | | 1.06 | | | | | | 0.27 | | | | | | 0.04 | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 12.03 | | | | | | 9.41 | | | | | | 0.50 | | | | | | 0.36 | | | | | | 0.36 | | | | | | 1.83 | | | | | | 155,100 | | | | | | 36 | | |
12-31-16 | | | | | 11.04 | | | | | | 0.19• | | | | | | 0.31 | | | | | | 0.50 | | | | | | 0.13 | | | | | | 0.13 | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 11.28 | | | | | | 4.47 | | | | | | 0.50 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.66 | | | | | | 186,264 | | | | | | 46 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 12.70 | | | | | | 0.04• | | | | | | 0.48 | | | | | | 0.52 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.22 | | | | | | 4.09 | | | | | | 0.72 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 0.67 | | | | | | 6,466 | | | | | | 12 | | |
12-31-20 | | | | | 11.65 | | | | | | 0.22• | | | | | | 1.12 | | | | | | 1.34 | | | | | | 0.26 | | | | | | 0.03 | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 12.70 | | | | | | 11.74 | | | | | | 0.71 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.84 | | | | | | 5,194 | | | | | | 50 | | |
12-31-19 | | | | | 10.82 | | | | | | 0.22• | | | | | | 1.16 | | | | | | 1.38 | | | | | | 0.31 | | | | | | 0.24 | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 11.65 | | | | | | 12.96 | | | | | | 0.66 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 1.95 | | | | | | 5,310 | | | | | | 39 | | |
12-31-18 | | | | | 11.72 | | | | | | 0.21• | | | | | | (0.56) | | | | | | (0.35) | | | | | | 0.25 | | | | | | 0.30 | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 10.82 | | | | | | (3.21) | | | | | | 0.65 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 1.82 | | | | | | 6,111 | | | | | | 38 | | |
12-31-17 | | | | | 10.99 | | | | | | 0.19• | | | | | | 0.82 | | | | | | 1.01 | | | | | | 0.24 | | | | | | 0.04 | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 11.72 | | | | | | 9.23 | | | | | | 0.65 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.67 | | | | | | 9,533 | | | | | | 36 | | |
12-31-16 | | | | | 10.77 | | | | | | 0.16• | | | | | | 0.30 | | | | | | 0.46 | | | | | | 0.11 | | | | | | 0.13 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.99 | | | | | | 4.28 | | | | | | 0.68 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 1.49 | | | | | | 11,670 | | | | | | 46 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.81 | | | | | | 0.02• | | | | | | 0.53 | | | | | | 0.55 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.36 | | | | | | 3.98 | | | | | | 1.02 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 0.34 | | | | | | 113 | | | | | | 12 | | |
12-31-20 | | | | | 12.56 | | | | | | 0.18• | | | | | | 1.24 | | | | | | 1.42 | | | | | | 0.14 | | | | | | 0.03 | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 13.81 | | | | | | 11.39 | | | | | | 1.01 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 1.41 | | | | | | 148 | | | | | | 50 | | |
12-31-19 | | | | | 11.65 | | | | | | 0.20 | | | | | | 1.24 | | | | | | 1.44 | | | | | | 0.29 | | | | | | 0.24 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 12.56 | | | | | | 12.54 | | | | | | 0.96 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.74 | | | | | | 259 | | | | | | 39 | | |
12-31-18 | | | | | 12.60 | | | | | | 0.19 | | | | | | (0.60) | | | | | | (0.41) | | | | | | 0.24 | | | | | | 0.30 | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 11.65 | | | | | | (3.45) | | | | | | 0.95 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 1.62 | | | | | | 218 | | | | | | 38 | | |
12-31-17 | | | | | 11.73 | | | | | | 0.17 | | | | | | 0.87 | | | | | | 1.04 | | | | | | 0.13 | | | | | | 0.04 | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 12.60 | | | | | | 8.84 | | | | | | 0.95 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 1.40 | | | | | | 222 | | | | | | 36 | | |
12-31-16 | | | | | 11.39 | | | | | | 0.11• | | | | | | 0.36 | | | | | | 0.47 | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 11.73 | | | | | | 4.11 | | | | | | 0.97 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 0.92 | | | | | | 205 | | | | | | 46 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution Moderately Aggressive Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 12.98 | | | | | | (0.01)• | | | | | | 1.51 | | | | | | 1.50 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.48 | | | | | | 11.56 | | | | | | 0.78 | | | | | | 0.81 | | | | | | 0.81 | | | | | | (0.13) | | | | | | 25,868 | | | | | | 15 | | |
12-31-20 | | | | | 12.54 | | | | | | 0.14 | | | | | | 1.40 | | | | | | 1.54 | | | | | | 0.21 | | | | | | 0.89 | | | | | | — | | | | | | 1.10 | | | | | | — | | | | | | 12.98 | | | | | | 13.59 | | | | | | 0.77 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 1.03 | | | | | | 24,171 | | | | | | 47 | | |
12-31-19 | | | | | 11.39 | | | | | | 0.16 | | | | | | 2.28 | | | | | | 2.44 | | | | | | 0.26 | | | | | | 1.03 | | | | | | — | | | | | | 1.29 | | | | | | — | | | | | | 12.54 | | | | | | 22.32 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 1.28 | | | | | | 24,168 | | | | | | 55 | | |
12-31-18 | | | | | 13.39 | | | | | | 0.14• | | | | | | (1.32) | | | | | | (1.18) | | | | | | 0.20 | | | | | | 0.62 | | | | | | — | | | | | | 0.82 | | | | | | — | | | | | | 11.39 | | | | | | (9.44) | | | | | | 0.75 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.09 | | | | | | 21,418 | | | | | | 46 | | |
12-31-17 | | | | | 11.62 | | | | | | 0.13• | | | | | | 1.93 | | | | | | 2.06 | | | | | | 0.15 | | | | | | 0.14 | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 13.39 | | | | | | 17.89 | | | | | | 0.75 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.04 | | | | | | 27,468 | | | | | | 31 | | |
12-31-16 | | | | | 11.23 | | | | | | 0.11• | | | | | | 0.56 | | | | | | 0.67 | | | | | | 0.10 | | | | | | 0.18 | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 11.62 | | | | | | 6.00 | | | | | | 0.75 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.95 | | | | | | 24,645 | | | | | | 52 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.29 | | | | | | 0.03• | | | | | | 1.54 | | | | | | 1.57 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.86 | | | | | | 11.81 | | | | | | 0.28 | | | | | | 0.31 | | | | | | 0.31 | | | | | | 0.37 | | | | | | 5,454 | | | | | | 15 | | |
12-31-20 | | | | | 12.81 | | | | | | 0.18• | | | | | | 1.46 | | | | | | 1.64 | | | | | | 0.27 | | | | | | 0.89 | | | | | | — | | | | | | 1.16 | | | | | | — | | | | | | 13.29 | | | | | | 14.23 | | | | | | 0.27 | | | | | | 0.31 | | | | | | 0.31 | | | | | | 1.54 | | | | | | 4,726 | | | | | | 47 | | |
12-31-19 | | | | | 11.61 | | | | | | 0.22 | | | | | | 2.34 | | | | | | 2.56 | | | | | | 0.33 | | | | | | 1.03 | | | | | | — | | | | | | 1.36 | | | | | | — | | | | | | 12.81 | | | | | | 22.99 | | | | | | 0.26 | | | | | | 0.26 | | | | | | 0.26 | | | | | | 1.84 | | | | | | 4,862 | | | | | | 55 | | |
12-31-18 | | | | | 13.64 | | | | | | 0.21• | | | | | | (1.35) | | | | | | (1.14) | | | | | | 0.27 | | | | | | 0.62 | | | | | | — | | | | | | 0.89 | | | | | | — | | | | | | 11.61 | | | | | | (9.02) | | | | | | 0.25 | | | | | | 0.21 | | | | | | 0.21 | | | | | | 1.60 | | | | | | 3,898 | | | | | | 46 | | |
12-31-17 | | | | | 11.83 | | | | | | 0.21• | | | | | | 1.95 | | | | | | 2.16 | | | | | | 0.21 | | | | | | 0.14 | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 13.64 | | | | | | 18.50 | | | | | | 0.25 | | | | | | 0.21 | | | | | | 0.21 | | | | | | 1.62 | | | | | | 6,062 | | | | | | 31 | | |
12-31-16 | | | | | 11.44 | | | | | | 0.17 | | | | | | 0.55 | | | | | | 0.72 | | | | | | 0.15 | | | | | | 0.18 | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 11.83 | | | | | | 6.40 | | | | | | 0.25 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 1.55 | | | | | | 4,334 | | | | | | 52 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.28 | | | | | | 0.03• | | | | | | 1.54 | | | | | | 1.57 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.85 | | | | | | 11.82 | | | | | | 0.27 | | | | | | 0.30 | | | | | | 0.30 | | | | | | 0.39 | | | | | | 26,370 | | | | | | 15 | | |
12-31-20 | | | | | 12.80 | | | | | | 0.19• | | | | | | 1.45 | | | | | | 1.64 | | | | | | 0.27 | | | | | | 0.89 | | | | | | — | | | | | | 1.16 | | | | | | — | | | | | | 13.28 | | | | | | 14.24 | | | | | | 0.26 | | | | | | 0.30 | | | | | | 0.30 | | | | | | 1.58 | | | | | | 23,965 | | | | | | 47 | | |
12-31-19 | | | | | 11.61 | | | | | | 0.23• | | | | | | 2.32 | | | | | | 2.55 | | | | | | 0.33 | | | | | | 1.03 | | | | | | — | | | | | | 1.36 | | | | | | — | | | | | | 12.80 | | | | | | 22.91 | | | | | | 0.26 | | | | | | 0.26 | | | | | | 0.26 | | | | | | 1.87 | | | | | | 17,843 | | | | | | 55 | | |
12-31-18 | | | | | 13.63 | | | | | | 0.23• | | | | | | (1.36) | | | | | | (1.13) | | | | | | 0.27 | | | | | | 0.62 | | | | | | — | | | | | | 0.89 | | | | | | — | | | | | | 11.61 | | | | | | (8.94) | | | | | | 0.25 | | | | | | 0.21 | | | | | | 0.21 | | | | | | 1.76 | | | | | | 12,083 | | | | | | 46 | | |
12-31-17 | | | | | 11.82 | | | | | | 0.25• | | | | | | 1.91 | | | | | | 2.16 | | | | | | 0.21 | | | | | | 0.14 | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 13.63 | | | | | | 18.51 | | | | | | 0.25 | | | | | | 0.21 | | | | | | 0.21 | | | | | | 1.95 | | | | | | 8,217 | | | | | | 31 | | |
05-02-16(5) - 12-31-16 | | | | | 11.56 | | | | | | 0.39• | | | | | | 0.20 | | | | | | 0.59 | | | | | | 0.15 | | | | | | 0.18 | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 11.82 | | | | | | 5.21 | | | | | | 0.25 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 5.04 | | | | | | 1,287 | | | | | | 52 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.12 | | | | | | 0.01• | | | | | | 1.52 | | | | | | 1.53 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.65 | | | | | | 11.66 | | | | | | 0.53 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 0.12 | | | | | | 573,962 | | | | | | 15 | | |
12-31-20 | | | | | 12.66 | | | | | | 0.17 | | | | | | 1.42 | | | | | | 1.59 | | | | | | 0.24 | | | | | | 0.89 | | | | | | — | | | | | | 1.13 | | | | | | — | | | | | | 13.12 | | | | | | 13.92 | | | | | | 0.52 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 1.27 | | | | | | 552,268 | | | | | | 47 | | |
12-31-19 | | | | | 11.49 | | | | | | 0.19• | | | | | | 2.30 | | | | | | 2.49 | | | | | | 0.29 | | | | | | 1.03 | | | | | | — | | | | | | 1.32 | | | | | | — | | | | | | 12.66 | | | | | | 22.61 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.51 | | | | | | 557,294 | | | | | | 55 | | |
12-31-18 | | | | | 13.50 | | | | | | 0.18• | | | | | | (1.33) | | | | | | (1.15) | | | | | | 0.24 | | | | | | 0.62 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 11.49 | | | | | | (9.20) | | | | | | 0.50 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 1.34 | | | | | | 525,590 | | | | | | 46 | | |
12-31-17 | | | | | 11.71 | | | | | | 0.16• | | | | | | 1.95 | | | | | | 2.11 | | | | | | 0.18 | | | | | | 0.14 | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 13.50 | | | | | | 18.22 | | | | | | 0.50 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 1.28 | | | | | | 670,319 | | | | | | 31 | | |
12-31-16 | | | | | 11.34 | | | | | | 0.14• | | | | | | 0.55 | | | | | | 0.69 | | | | | | 0.14 | | | | | | 0.18 | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 11.71 | | | | | | 6.17 | | | | | | 0.50 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.25 | | | | | | 661,798 | | | | | | 52 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.14 | | | | | | (0.00)*• | | | | | | 1.52 | | | | | | 1.52 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.66 | | | | | | 11.57 | | | | | | 0.68 | | | | | | 0.71 | | | | | | 0.71 | | | | | | (0.01) | | | | | | 1,762 | | | | | | 15 | | |
12-31-20 | | | | | 12.69 | | | | | | 0.16• | | | | | | 1.41 | | | | | | 1.57 | | | | | | 0.23 | | | | | | 0.89 | | | | | | — | | | | | | 1.12 | | | | | | — | | | | | | 13.14 | | | | | | 13.70 | | | | | | 0.67 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.32 | | | | | | 1,280 | | | | | | 47 | | |
12-31-19 | | | | | 11.50 | | | | | | 0.17• | | | | | | 2.32 | | | | | | 2.49 | | | | | | 0.27 | | | | | | 1.03 | | | | | | — | | | | | | 1.30 | | | | | | — | | | | | | 12.69 | | | | | | 22.49 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.35 | | | | | | 879 | | | | | | 55 | | |
12-31-18 | | | | | 13.47 | | | | | | 0.15• | | | | | | (1.32) | | | | | | (1.17) | | | | | | 0.18 | | | | | | 0.62 | | | | | | — | | | | | | 0.80 | | | | | | — | | | | | | 11.50 | | | | | | (9.31) | | | | | | 0.65 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.10 | | | | | | 732 | | | | | | 46 | | |
12-31-17 | | | | | 11.70 | | | | | | 0.15• | | | | | | 1.94 | | | | | | 2.09 | | | | | | 0.18 | | | | | | 0.14 | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 13.47 | | | | | | 18.05 | | | | | | 0.65 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.20 | | | | | | 1,695 | | | | | | 31 | | |
12-31-16 | | | | | 11.32 | | | | | | 0.13 | | | | | | 0.54 | | | | | | 0.67 | | | | | | 0.11 | | | | | | 0.18 | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 11.70 | | | | | | 5.97 | | | | | | 0.68 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.14 | | | | | | 1,132 | | | | | | 52 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution Moderately Conservative Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 10.69 | | | | | | 0.04• | | | | | | 0.61 | | | | | | 0.65 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.34 | | | | | | 6.08 | | | | | | 0.91 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 0.64 | | | | | | 6,224 | | | | | | 23 | | |
12-31-20 | | | | | 10.09 | | | | | | 0.17• | | | | | | 0.90 | | | | | | 1.07 | | | | | | 0.19 | | | | | | 0.28 | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 10.69 | | | | | | 11.01 | | | | | | 0.92 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 1.76 | | | | | | 6,505 | | | | | | 72 | | |
12-31-19 | | | | | 9.13 | | | | | | 0.18• | | | | | | 1.14 | | | | | | 1.32 | | | | | | 0.16 | | | | | | 0.20 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 10.09 | | | | | | 14.61 | | | | | | 0.84 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 1.83 | | | | | | 7,507 | | | | | | 81 | | |
12-31-18 | | | | | 9.99 | | | | | | 0.17• | | | | | | (0.60) | | | | | | (0.43) | | | | | | 0.20 | | | | | | 0.23 | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 9.13 | | | | | | (4.52) | | | | | | 0.83 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.79 | | | | | | 9,033 | | | | | | 59 | | |
12-31-17 | | | | | 9.24 | | | | | | 0.15• | | | | | | 0.78 | | | | | | 0.93 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 9.99 | | | | | | 10.09 | | | | | | 0.83 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.57 | | | | | | 11,134 | | | | | | 47 | | |
12-31-16 | | | | | 9.51 | | | | | | 0.13• | | | | | | 0.40 | | | | | | 0.53 | | | | | | 0.20 | | | | | | 0.60 | | | | | | — | | | | | | 0.80 | | | | | | — | | | | | | 9.24 | | | | | | 5.64 | | | | | | 0.80 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.35 | | | | | | 13,487 | | | | | | 65 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.18 | | | | | | 0.07• | | | | | | 0.63 | | | | | | 0.70 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.88 | | | | | | 6.26 | | | | | | 0.41 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 1.15 | | | | | | 51 | | | | | | 23 | | |
12-31-20 | | | | | 10.55 | | | | | | 0.23• | | | | | | 0.93 | | | | | | 1.16 | | | | | | 0.25 | | | | | | 0.28 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 11.18 | | | | | | 11.50 | | | | | | 0.42 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 2.27 | | | | | | 43 | | | | | | 72 | | |
12-31-19 | | | | | 9.54 | | | | | | 0.29• | | | | | | 1.14 | | | | | | 1.43 | | | | | | 0.22 | | | | | | 0.20 | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 10.55 | | | | | | 15.17 | | | | | | 0.34 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 2.83 | | | | | | 69 | | | | | | 81 | | |
12-31-18 | | | | | 10.42 | | | | | | 0.24• | | | | | | (0.64) | | | | | | (0.40) | | | | | | 0.25 | | | | | | 0.23 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 9.54 | | | | | | (4.04) | | | | | | 0.33 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 2.35 | | | | | | 31 | | | | | | 59 | | |
12-31-17 | | | | | 9.65 | | | | | | 0.21• | | | | | | 0.82 | | | | | | 1.03 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 10.42 | | | | | | 10.73 | | | | | | 0.33 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.06 | | | | | | 27 | | | | | | 47 | | |
12-31-16 | | | | | 9.93 | | | | | | 0.19 | | | | | | 0.41 | | | | | | 0.60 | | | | | | 0.28 | | | | | | 0.60 | | | | | | — | | | | | | 0.88 | | | | | | — | | | | | | 9.65 | | | | | | 6.12 | | | | | | 0.30 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 1.93 | | | | | | 33 | | | | | | 65 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.18 | | | | | | 0.07• | | | | | | 0.63 | | | | | | 0.70 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.88 | | | | | | 6.26 | | | | | | 0.32 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 1.15 | | | | | | 10,103 | | | | | | 23 | | |
12-31-20 | | | | | 10.54 | | | | | | 0.25• | | | | | | 0.92 | | | | | | 1.17 | | | | | | 0.25 | | | | | | 0.28 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 11.18 | | | | | | 11.61 | | | | | | 0.33 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 2.38 | | | | | | 9,068 | | | | | | 72 | | |
12-31-19 | | | | | 9.53 | | | | | | 0.25• | | | | | | 1.18 | | | | | | 1.43 | | | | | | 0.22 | | | | | | 0.20 | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 10.54 | | | | | | 15.18 | | | | | | 0.34 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 2.47 | | | | | | 6,045 | | | | | | 81 | | |
12-31-18 | | | | | 10.41 | | | | | | 0.25• | | | | | | (0.65) | | | | | | (0.40) | | | | | | 0.25 | | | | | | 0.23 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 9.53 | | | | | | (4.05) | | | | | | 0.33 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 2.45 | | | | | | 3,780 | | | | | | 59 | | |
12-31-17 | | | | | 9.64 | | | | | | 0.24• | | | | | | 0.78 | | | | | | 1.02 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 10.41 | | | | | | 10.68 | | | | | | 0.33 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.37 | | | | | | 2,164 | | | | | | 47 | | |
05-02-16(5) - 12-31-16 | | | | | 10.17 | | | | | | 0.36• | | | | | | (0.01) | | | | | | 0.35 | | | | | | 0.28 | | | | | | 0.60 | | | | | | — | | | | | | 0.88 | | | | | | — | | | | | | 9.64 | | | | | | 3.52 | | | | | | 0.30 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 5.68 | | | | | | 287 | | | | | | 65 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 10.91 | | | | | | 0.05• | | | | | | 0.62 | | | | | | 0.67 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.58 | | | | | | 6.14 | | | | | | 0.66 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 0.89 | | | | | | 21,388 | | | | | | 23 | | |
12-31-20 | | | | | 10.30 | | | | | | 0.21 | | | | | | 0.91 | | | | | | 1.12 | | | | | | 0.23 | | | | | | 0.28 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 10.91 | | | | | | 11.33 | | | | | | 0.67 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 2.06 | | | | | | 20,347 | | | | | | 72 | | |
12-31-19 | | | | | 9.32 | | | | | | 0.22• | | | | | | 1.16 | | | | | | 1.38 | | | | | | 0.20 | | | | | | 0.20 | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 10.30 | | | | | | 14.96 | | | | | | 0.59 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 2.24 | | | | | | 19,349 | | | | | | 81 | | |
12-31-18 | | | | | 10.19 | | | | | | 0.20• | | | | | | (0.63) | | | | | | (0.43) | | | | | | 0.21 | | | | | | 0.23 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 9.32 | | | | | | (4.35) | | | | | | 0.58 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 2.05 | | | | | | 14,452 | | | | | | 59 | | |
12-31-17 | | | | | 9.44 | | | | | | 0.18• | | | | | | 0.79 | | | | | | 0.97 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.19 | | | | | | 10.40 | | | | | | 0.58 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.80 | | | | | | 17,134 | | | | | | 47 | | |
12-31-16 | | | | | 9.73 | | | | | | 0.17 | | | | | | 0.39 | | | | | | 0.56 | | | | | | 0.25 | | | | | | 0.60 | | | | | | — | | | | | | 0.85 | | | | | | — | | | | | | 9.44 | | | | | | 5.87 | | | | | | 0.55 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 1.74 | | | | | | 20,883 | | | | | | 65 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 10.72 | | | | | | 0.04• | | | | | | 0.61 | | | | | | 0.65 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.37 | | | | | | 6.06 | | | | | | 0.81 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 0.75 | | | | | | 5,205 | | | | | | 23 | | |
12-31-20 | | | | | 10.14 | | | | | | 0.19• | | | | | | 0.89 | | | | | | 1.08 | | | | | | 0.22 | | | | | | 0.28 | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 10.72 | | | | | | 11.13 | | | | | | 0.82 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.89 | | | | | | 5,074 | | | | | | 72 | | |
12-31-19 | | | | | 9.21 | | | | | | 0.24• | | | | | | 1.10 | | | | | | 1.34 | | | | | | 0.21 | | | | | | 0.20 | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 10.14 | | | | | | 14.74 | | | | | | 0.74 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.39 | | | | | | 5,439 | | | | | | 81 | | |
12-31-18 | | | | | 10.08 | | | | | | 0.18 | | | | | | (0.61) | | | | | | (0.43) | | | | | | 0.21 | | | | | | 0.23 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 9.21 | | | | | | (4.46) | | | | | | 0.73 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 1.96 | | | | | | 1,072 | | | | | | 59 | | |
12-31-17 | | | | | 9.34 | | | | | | 0.17• | | | | | | 0.79 | | | | | | 0.96 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.08 | | | | | | 10.33 | | | | | | 0.73 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 1.71 | | | | | | 1,021 | | | | | | 47 | | |
12-31-16 | | | | | 9.64 | | | | | | 0.14 | | | | | | 0.39 | | | | | | 0.53 | | | | | | 0.23 | | | | | | 0.60 | | | | | | — | | | | | | 0.83 | | | | | | — | | | | | | 9.34 | | | | | | 5.62 | | | | | | 0.73 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 1.61 | | | | | | 845 | | | | | | 65 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution 2025 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 12.12 | | | | | | 0.01• | | | | | | 0.86 | | | | | | 0.87 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.99 | | | | | | 7.18 | | | | | | 0.82 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 0.23 | | | | | | 244,742 | | | | | | 17 | | |
12-31-20 | | | | | 11.37 | | | | | | 0.15• | | | | | | 1.29 | | | | | | 1.44 | | | | | | 0.21 | | | | | | 0.48 | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 12.12 | | | | | | 13.30 | | | | | | 0.80 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.38 | | | | | | 246,302 | | | | | | 60 | | |
12-31-19 | | | | | 10.48 | | | | | | 0.18• | | | | | | 1.64 | | | | | | 1.82 | | | | | | 0.25 | | | | | | 0.68 | | | | | | — | | | | | | 0.93 | | | | | | — | | | | | | 11.37 | | | | | | 17.79 | | | | | | 0.75 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.59 | | | | | | 260,690 | | | | | | 44 | | |
12-31-18 | | | | | 11.72 | | | | | | 0.16• | | | | | | (0.82) | | | | | | (0.66) | | | | | | 0.21 | | | | | | 0.37 | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 10.48 | | | | | | (5.97) | | | | | | 0.74 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.38 | | | | | | 244,883 | | | | | | 47 | | |
12-31-17 | | | | | 10.66 | | | | | | 0.15• | | | | | | 1.42 | | | | | | 1.57 | | | | | | 0.19 | | | | | | 0.32 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 11.72 | | | | | | 15.02 | | | | | | 0.74 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.36 | | | | | | 300,453 | | | | | | 46 | | |
12-31-16 | | | | | 11.17 | | | | | | 0.14• | | | | | | 0.47 | | | | | | 0.61 | | | | | | 0.21 | | | | | | 0.91 | | | | | | — | | | | | | 1.12 | | | | | | — | | | | | | 10.66 | | | | | | 5.53 | | | | | | 0.74 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.31 | | | | | | 302,670 | | | | | | 43 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 12.50 | | | | | | 0.05• | | | | | | 0.89 | | | | | | 0.94 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.44 | | | | | | 7.52 | | | | | | 0.32 | | | | | | 0.21 | | | | | | 0.21 | | | | | | 0.73 | | | | | | 65,279 | | | | | | 17 | | |
12-31-20 | | | | | 11.71 | | | | | | 0.20• | | | | | | 1.34 | | | | | | 1.54 | | | | | | 0.27 | | | | | | 0.48 | | | | | | — | | | | | | 0.75 | | | | | | — | | | | | | 12.50 | | | | | | 13.85 | | | | | | 0.30 | | | | | | 0.21 | | | | | | 0.21 | | | | | | 1.71 | | | | | | 77,673 | | | | | | 60 | | |
12-31-19 | | | | | 10.78 | | | | | | 0.24 | | | | | | 1.68 | | | | | | 1.92 | | | | | | 0.31 | | | | | | 0.68 | | | | | | — | | | | | | 0.99 | | | | | | — | | | | | | 11.71 | | | | | | 18.33 | | | | | | 0.25 | | | | | | 0.21 | | | | | | 0.21 | | | | | | 2.14 | | | | | | 260,767 | | | | | | 44 | | |
12-31-18 | | | | | 12.04 | | | | | | 0.23• | | | | | | (0.85) | | | | | | (0.62) | | | | | | 0.27 | | | | | | 0.37 | | | | | | — | | | | | | 0.64 | | | | | | — | | | | | | 10.78 | | | | | | (5.48) | | | | | | 0.24 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 1.93 | | | | | | 219,811 | | | | | | 47 | | |
12-31-17 | | | | | 10.94 | | | | | | 0.22• | | | | | | 1.46 | | | | | | 1.68 | | | | | | 0.26 | | | | | | 0.32 | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 12.04 | | | | | | 15.62 | | | | | | 0.24 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.92 | | | | | | 243,053 | | | | | | 46 | | |
12-31-16 | | | | | 11.44 | | | | | | 0.21 | | | | | | 0.48 | | | | | | 0.69 | | | | | | 0.28 | | | | | | 0.91 | | | | | | — | | | | | | 1.19 | | | | | | — | | | | | | 10.94 | | | | | | 6.13 | | | | | | 0.24 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 1.84 | | | | | | 193,795 | | | | | | 43 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 12.34 | | | | | | 0.03• | | | | | | 0.87 | | | | | | 0.90 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.24 | | | | | | 7.29 | | | | | | 0.57 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 0.49 | | | | | | 312,568 | | | | | | 17 | | |
12-31-20 | | | | | 11.57 | | | | | | 0.21 | | | | | | 1.28 | | | | | | 1.49 | | | | | | 0.24 | | | | | | 0.48 | | | | | | — | | | | | | 0.72 | | | | | | — | | | | | | 12.34 | | | | | | 13.54 | | | | | | 0.55 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 1.65 | | | | | | 299,333 | | | | | | 60 | | |
12-31-19 | | | | | 10.65 | | | | | | 0.21• | | | | | | 1.67 | | | | | | 1.88 | | | | | | 0.28 | | | | | | 0.68 | | | | | | — | | | | | | 0.96 | | | | | | — | | | | | | 11.57 | | | | | | 18.12 | | | | | | 0.50 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 1.82 | | | | | | 299,655 | | | | | | 44 | | |
12-31-18 | | | | | 11.90 | | | | | | 0.19• | | | | | | (0.83) | | | | | | (0.64) | | | | | | 0.24 | | | | | | 0.37 | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 10.65 | | | | | | (5.73) | | | | | | 0.49 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 1.64 | | | | | | 294,102 | | | | | | 47 | | |
12-31-17 | | | | | 10.82 | | | | | | 0.18• | | | | | | 1.45 | | | | | | 1.63 | | | | | | 0.23 | | | | | | 0.32 | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 11.90 | | | | | | 15.29 | | | | | | 0.49 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.60 | | | | | | 359,764 | | | | | | 46 | | |
12-31-16 | | | | | 11.32 | | | | | | 0.17• | | | | | | 0.48 | | | | | | 0.65 | | | | | | 0.24 | | | | | | 0.91 | | | | | | — | | | | | | 1.15 | | | | | | — | | | | | | 10.82 | | | | | | 5.88 | | | | | | 0.49 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 1.58 | | | | | | 376,403 | | | | | | 43 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.97 | | | | | | 0.02• | | | | | | 0.85 | | | | | | 0.87 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.84 | | | | | | 7.27 | | | | | | 0.72 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 0.34 | | | | | | 11,420 | | | | | | 17 | | |
12-31-20 | | | | | 11.23 | | | | | | 0.16• | | | | | | 1.27 | | | | | | 1.43 | | | | | | 0.21 | | | | | | 0.48 | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 11.97 | | | | | | 13.42 | | | | | | 0.70 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.47 | | | | | | 9,493 | | | | | | 60 | | |
12-31-19 | | | | | 10.35 | | | | | | 0.18• | | | | | | 1.63 | | | | | | 1.81 | | | | | | 0.25 | | | | | | 0.68 | | | | | | — | | | | | | 0.93 | | | | | | — | | | | | | 11.23 | | | | | | 17.92 | | | | | | 0.65 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.63 | | | | | | 10,745 | | | | | | 44 | | |
12-31-18 | | | | | 11.56 | | | | | | 0.15• | | | | | | (0.79) | | | | | | (0.64) | | | | | | 0.20 | | | | | | 0.37 | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 10.35 | | | | | | (5.88) | | | | | | 0.64 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 1.34 | | | | | | 11,715 | | | | | | 47 | | |
12-31-17 | | | | | 10.52 | | | | | | 0.16• | | | | | | 1.40 | | | | | | 1.56 | | | | | | 0.20 | | | | | | 0.32 | | | | | | — | | | | | | 0.52 | | | | | | — | | | | | | 11.56 | | | | | | 15.07 | | | | | | 0.64 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 1.40 | | | | | | 16,911 | | | | | | 46 | | |
12-31-16 | | | | | 11.03 | | | | | | 0.15• | | | | | | 0.47 | | | | | | 0.62 | | | | | | 0.22 | | | | | | 0.91 | | | | | | — | | | | | | 1.13 | | | | | | — | | | | | | 10.52 | | | | | | 5.75 | | | | | | 0.67 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 1.39 | | | | | | 22,356 | | | | | | 43 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 12.83 | | | | | | 0.00*• | | | | | | 0.91 | | | | | | 0.91 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.74 | | | | | | 7.09 | | | | | | 1.02 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.05 | | | | | | 364 | | | | | | 17 | | |
12-31-20 | | | | | 11.98 | | | | | | 0.13• | | | | | | 1.36 | | | | | | 1.49 | | | | | | 0.16 | | | | | | 0.48 | | | | | | — | | | | | | 0.64 | | | | | | — | | | | | | 12.83 | | | | | | 13.02 | | | | | | 1.00 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 1.13 | | | | | | 436 | | | | | | 60 | | |
12-31-19 | | | | | 10.96 | | | | | | 0.16• | | | | | | 1.72 | | | | | | 1.88 | | | | | | 0.18 | | | | | | 0.68 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 11.98 | | | | | | 17.51 | | | | | | 0.95 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 1.36 | | | | | | 521 | | | | | | 44 | | |
12-31-18 | | | | | 12.23 | | | | | | 0.13• | | | | | | (0.84) | | | | | | (0.71) | | | | | | 0.19 | | | | | | 0.37 | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 10.96 | | | | | | (6.14) | | | | | | 0.94 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.11 | | | | | | 575 | | | | | | 47 | | |
12-31-17 | | | | | 11.10 | | | | | | 0.14• | | | | | | 1.48 | | | | | | 1.62 | | | | | | 0.17 | | | | | | 0.32 | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 12.23 | | | | | | 14.78 | | | | | | 0.94 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.18 | | | | | | 821 | | | | | | 46 | | |
12-31-16 | | | | | 11.58 | | | | | | 0.14 | | | | | | 0.48 | | | | | | 0.62 | | | | | | 0.19 | | | | | | 0.91 | | | | | | — | | | | | | 1.10 | | | | | | — | | | | | | 11.10 | | | | | | 5.43 | | | | | | 0.96 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 1.14 | | | | | | 806 | | | | | | 43 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution 2030 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 16.46 | | | | | | 0.01• | | | | | | 1.37 | | | | | | 1.38 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.84 | | | | | | 8.38 | | | | | | 0.92 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.13 | | | | | | 24,416 | | | | | | 25 | | |
12-31-20 | | | | | 15.30 | | | | | | 0.18• | | | | | | 1.86 | | | | | | 2.04 | | | | | | 0.23 | | | | | | 0.65 | | | | | | — | | | | | | 0.88 | | | | | | — | | | | | | 16.46 | | | | | | 13.99 | | | | | | 0.94 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.24 | | | | | | 22,015 | | | | | | 90 | | |
12-31-19 | | | | | 13.79 | | | | | | 0.23• | | | | | | 2.46 | | | | | | 2.69 | | | | | | 0.25 | | | | | | 0.93 | | | | | | — | | | | | | 1.18 | | | | | | — | | | | | | 15.30 | | | | | | 20.13 | | | | | | 0.83 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.55 | | | | | | 18,792 | | | | | | 79 | | |
12-31-18 | | | | | 15.96 | | | | | | 0.21 | | | | | | (1.31) | | | | | | (1.10) | | | | | | 0.23 | | | | | | 0.84 | | | | | | — | | | | | | 1.07 | | | | | | — | | | | | | 13.79 | | | | | | (7.47) | | | | | | 0.81 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.38 | | | | | | 12,630 | | | | | | 87 | | |
12-31-17 | | | | | 13.94 | | | | | | 0.23• | | | | | | 2.15 | | | | | | 2.38 | | | | | | 0.12 | | | | | | 0.24 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 15.96 | | | | | | 17.22 | | | | | | 0.83 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.50 | | | | | | 13,589 | | | | | | 63 | | |
12-31-16 | | | | | 13.24 | | | | | | 0.23• | | | | | | 0.57 | | | | | | 0.80 | | | | | | 0.04 | | | | | | 0.06 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 13.94 | | | | | | 6.09 | | | | | | 0.95 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.71 | | | | | | 6,623 | | | | | | 67 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 17.02 | | | | | | 0.05• | | | | | | 1.42 | | | | | | 1.47 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 18.49 | | | | | | 8.64 | | | | | | 0.42 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 0.62 | | | | | | 13,229 | | | | | | 25 | | |
12-31-20 | | | | | 15.77 | | | | | | 0.26• | | | | | | 1.93 | | | | | | 2.19 | | | | | | 0.29 | | | | | | 0.65 | | | | | | — | | | | | | 0.94 | | | | | | — | | | | | | 17.02 | | | | | | 14.61 | | | | | | 0.44 | | | | | | 0.21 | | | | | | 0.21 | | | | | | 1.69 | | | | | | 13,812 | | | | | | 90 | | |
12-31-19 | | | | | 14.18 | | | | | | 0.33• | | | | | | 2.51 | | | | | | 2.84 | | | | | | 0.32 | | | | | | 0.93 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 15.77 | | | | | | 20.65 | | | | | | 0.33 | | | | | | 0.21 | | | | | | 0.21 | | | | | | 2.18 | | | | | | 13,781 | | | | | | 79 | | |
12-31-18 | | | | | 16.36 | | | | | | 0.31• | | | | | | (1.36) | | | | | | (1.05) | | | | | | 0.29 | | | | | | 0.84 | | | | | | — | | | | | | 1.13 | | | | | | — | | | | | | 14.18 | | | | | | (6.98) | | | | | | 0.31 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.95 | | | | | | 7,333 | | | | | | 87 | | |
12-31-17 | | | | | 14.23 | | | | | | 0.32• | | | | | | 2.19 | | | | | | 2.51 | | | | | | 0.14 | | | | | | 0.24 | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 16.36 | | | | | | 17.86 | | | | | | 0.33 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 2.07 | | | | | | 8,625 | | | | | | 63 | | |
12-31-16 | | | | | 13.46 | | | | | | 0.35• | | | | | | 0.53 | | | | | | 0.88 | | | | | | 0.05 | | | | | | 0.06 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 14.23 | | | | | | 6.55 | | | | | | 0.45 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 2.54 | | | | | | 3,247 | | | | | | 67 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 16.89 | | | | | | 0.03• | | | | | | 1.40 | | | | | | 1.43 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 18.32 | | | | | | 8.47 | | | | | | 0.67 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 0.38 | | | | | | 19,832 | | | | | | 25 | | |
12-31-20 | | | | | 15.66 | | | | | | 0.23• | | | | | | 1.91 | | | | | | 2.14 | | | | | | 0.26 | | | | | | 0.65 | | | | | | — | | | | | | 0.91 | | | | | | — | | | | | | 16.89 | | | | | | 14.34 | | | | | | 0.69 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 1.54 | | | | | | 17,584 | | | | | | 90 | | |
12-31-19 | | | | | 14.09 | | | | | | 0.27• | | | | | | 2.51 | | | | | | 2.78 | | | | | | 0.28 | | | | | | 0.93 | | | | | | — | | | | | | 1.21 | | | | | | — | | | | | | 15.66 | | | | | | 20.36 | | | | | | 0.58 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 1.78 | | | | | | 13,558 | | | | | | 79 | | |
12-31-18 | | | | | 16.28 | | | | | | 0.28• | | | | | | (1.36) | | | | | | (1.08) | | | | | | 0.27 | | | | | | 0.84 | | | | | | — | | | | | | 1.11 | | | | | | — | | | | | | 14.09 | | | | | | (7.23) | | | | | | 0.56 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.81 | | | | | | 10,589 | | | | | | 87 | | |
12-31-17 | | | | | 14.18 | | | | | | 0.26• | | | | | | 2.21 | | | | | | 2.47 | | | | | | 0.13 | | | | | | 0.24 | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 16.28 | | | | | | 17.59 | | | | | | 0.58 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 1.72 | | | | | | 8,484 | | | | | | 63 | | |
12-31-16 | | | | | 13.44 | | | | | | 0.27• | | | | | | 0.58 | | | | | | 0.85 | | | | | | 0.05 | | | | | | 0.06 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 14.18 | | | | | | 6.32 | | | | | | 0.70 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 2.00 | | | | | | 4,770 | | | | | | 67 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 16.66 | | | | | | 0.02• | | | | | | 1.38 | | | | | | 1.40 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 18.06 | | | | | | 8.40 | | | | | | 0.82 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 0.26 | | | | | | 1,224 | | | | | | 25 | | |
12-31-20 | | | | | 15.46 | | | | | | 0.22• | | | | | | 1.87 | | | | | | 2.09 | | | | | | 0.24 | | | | | | 0.65 | | | | | | — | | | | | | 0.89 | | | | | | — | | | | | | 16.66 | | | | | | 14.17 | | | | | | 0.84 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.47 | | | | | | 642 | | | | | | 90 | | |
12-31-19 | | | | | 13.90 | | | | | | 0.25• | | | | | | 2.48 | | | | | | 2.73 | | | | | | 0.24 | | | | | | 0.93 | | | | | | — | | | | | | 1.17 | | | | | | — | | | | | | 15.46 | | | | | | 20.24 | | | | | | 0.73 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.66 | | | | | | 450 | | | | | | 79 | | |
12-31-18 | | | | | 16.08 | | | | | | 0.25• | | | | | | (1.35) | | | | | | (1.10) | | | | | | 0.24 | | | | | | 0.84 | | | | | | — | | | | | | 1.08 | | | | | | — | | | | | | 13.90 | | | | | | (7.40) | | | | | | 0.71 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 1.62 | | | | | | 439 | | | | | | 87 | | |
12-31-17 | | | | | 14.01 | | | | | | 0.21• | | | | | | 2.20 | | | | | | 2.41 | | | | | | 0.10 | | | | | | 0.24 | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 16.08 | | | | | | 17.38 | | | | | | 0.73 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 1.42 | | | | | | 588 | | | | | | 63 | | |
12-31-16 | | | | | 13.30 | | | | | | 0.18• | | | | | | 0.64 | | | | | | 0.82 | | | | | | 0.05 | | | | | | 0.06 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 14.01 | | | | | | 6.17 | | | | | | 0.88 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 1.30 | | | | | | 255 | | | | | | 67 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 16.45 | | | | | | (0.01)• | | | | | | 1.37 | | | | | | 1.36 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.81 | | | | | | 8.27 | | | | | | 1.12 | | | | | | 0.87 | | | | | | 0.87 | | | | | | (0.07) | | | | | | 50 | | | | | | 25 | | |
12-31-20 | | | | | 15.31 | | | | | | 0.16• | | | | | | 1.85 | | | | | | 2.01 | | | | | | 0.22 | | | | | | 0.65 | | | | | | — | | | | | | 0.87 | | | | | | — | | | | | | 16.45 | | | | | | 13.74 | | | | | | 1.14 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 1.10 | | | | | | 45 | | | | | | 90 | | |
12-31-19 | | | | | 13.82 | | | | | | 0.21• | | | | | | 2.45 | | | | | | 2.66 | | | | | | 0.24 | | | | | | 0.93 | | | | | | — | | | | | | 1.17 | | | | | | — | | | | | | 15.31 | | | | | | 19.86 | | | | | | 1.03 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 1.41 | | | | | | 32 | | | | | | 79 | | |
12-31-18 | | | | | 16.02 | | | | | | 0.22• | | | | | | (1.36) | | | | | | (1.14) | | | | | | 0.22 | | | | | | 0.84 | | | | | | — | | | | | | 1.06 | | | | | | — | | | | | | 13.82 | | | | | | (7.67) | | | | | | 1.01 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.44 | | | | | | 20 | | | | | | 87 | | |
12-31-17 | | | | | 13.98 | | | | | | 0.19• | | | | | | 2.17 | | | | | | 2.36 | | | | | | 0.08 | | | | | | 0.24 | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 16.02 | | | | | | 17.05 | | | | | | 1.03 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 1.23 | | | | | | 15 | | | | | | 63 | | |
12-31-16 | | | | | 13.27 | | | | | | 0.19• | | | | | | 0.58 | | | | | | 0.77 | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 13.98 | | | | | | 5.81 | | | | | | 1.17 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.43 | | | | | | 11 | | | | | | 67 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution 2035 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 12.20 | | | | | | (0.00)*• | | | | | | 1.18 | | | | | | 1.18 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.38 | | | | | | 9.67 | | | | | | 0.84 | | | | | | 0.65 | | | | | | 0.65 | | | | | | (0.00)* | | | | | | 226,245 | | | | | | 18 | | |
12-31-20 | | | | | 11.63 | | | | | | 0.13 | | | | | | 1.39 | | | | | | 1.52 | | | | | | 0.19 | | | | | | 0.76 | | | | | | — | | | | | | 0.95 | | | | | | — | | | | | | 12.20 | | | | | | 14.13 | | | | | | 0.81 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 0.96 | | | | | | 220,485 | | | | | | 65 | | |
12-31-19 | | | | | 10.60 | | | | | | 0.16• | | | | | | 2.04 | | | | | | 2.20 | | | | | | 0.24 | | | | | | 0.93 | | | | | | — | | | | | | 1.17 | | | | | | — | | | | | | 11.63 | | | | | | 21.53 | | | | | | 0.75 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.38 | | | | | | 226,096 | | | | | | 52 | | |
12-31-18 | | | | | 12.27 | | | | | | 0.14• | | | | | | (1.12) | | | | | | (0.98) | | | | | | 0.19 | | | | | | 0.50 | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 10.60 | | | | | | (8.54) | | | | | | 0.75 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.21 | | | | | | 212,084 | | | | | | 50 | | |
12-31-17 | | | | | 10.71 | | | | | | 0.13• | | | | | | 1.90 | | | | | | 2.03 | | | | | | 0.16 | | | | | | 0.31 | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 12.27 | | | | | | 19.22 | | | | | | 0.74 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.12 | | | | | | 267,229 | | | | | | 36 | | |
12-31-16 | | | | | 11.27 | | | | | | 0.12• | | | | | | 0.53 | | | | | | 0.65 | | | | | | 0.21 | | | | | | 1.00 | | | | | | — | | | | | | 1.21 | | | | | | — | | | | | | 10.71 | | | | | | 6.00 | | | | | | 0.74 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.11 | | | | | | 262,148 | | | | | | 44 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 12.59 | | | | | | 0.03• | | | | | | 1.22 | | | | | | 1.25 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.84 | | | | | | 9.93 | | | | | | 0.34 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 0.48 | | | | | | 76,966 | | | | | | 18 | | |
12-31-20 | | | | | 11.98 | | | | | | 0.15• | | | | | | 1.47 | | | | | | 1.62 | | | | | | 0.25 | | | | | | 0.76 | | | | | | — | | | | | | 1.01 | | | | | | — | | | | | | 12.59 | | | | | | 14.65 | | | | | | 0.31 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 1.30 | | | | | | 93,880 | | | | | | 65 | | |
12-31-19 | | | | | 10.89 | | | | | | 0.22 | | | | | | 2.10 | | | | | | 2.32 | | | | | | 0.30 | | | | | | 0.93 | | | | | | — | | | | | | 1.23 | | | | | | — | | | | | | 11.98 | | | | | | 22.22 | | | | | | 0.25 | | | | | | 0.21 | | | | | | 0.21 | | | | | | 1.97 | | | | | | 304,111 | | | | | | 52 | | |
12-31-18 | | | | | 12.59 | | | | | | 0.22 | | | | | | (1.17) | | | | | | (0.95) | | | | | | 0.25 | | | | | | 0.50 | | | | | | — | | | | | | 0.75 | | | | | | — | | | | | | 10.89 | | | | | | (8.09) | | | | | | 0.25 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 1.75 | | | | | | 247,475 | | | | | | 50 | | |
12-31-17 | | | | | 10.98 | | | | | | 0.20• | | | | | | 1.94 | | | | | | 2.14 | | | | | | 0.22 | | | | | | 0.31 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 12.59 | | | | | | 19.82 | | | | | | 0.24 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.69 | | | | | | 274,900 | | | | | | 36 | | |
12-31-16 | | | | | 11.54 | | | | | | 0.19 | | | | | | 0.53 | | | | | | 0.72 | | | | | | 0.28 | | | | | | 1.00 | | | | | | — | | | | | | 1.28 | | | | | | — | | | | | | 10.98 | | | | | | 6.49 | | | | | | 0.24 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.67 | | | | | | 210,863 | | | | | | 44 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 12.43 | | | | | | 0.02• | | | | | | 1.19 | | | | | | 1.21 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.64 | | | | | | 9.73 | | | | | | 0.59 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 0.25 | | | | | | 369,891 | | | | | | 18 | | |
12-31-20 | | | | | 11.83 | | | | | | 0.15 | | | | | | 1.43 | | | | | | 1.58 | | | | | | 0.22 | | | | | | 0.76 | | | | | | — | | | | | | 0.98 | | | | | | — | | | | | | 12.43 | | | | | | 14.46 | | | | | | 0.56 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.24 | | | | | | 341,146 | | | | | | 65 | | |
12-31-19 | | | | | 10.76 | | | | | | 0.19• | | | | | | 2.08 | | | | | | 2.27 | | | | | | 0.27 | | | | | | 0.93 | | | | | | — | | | | | | 1.20 | | | | | | — | | | | | | 11.83 | | | | | | 21.94 | | | | | | 0.50 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 1.64 | | | | | | 324,783 | | | | | | 52 | | |
12-31-18 | | | | | 12.45 | | | | | | 0.18• | | | | | | (1.15) | | | | | | (0.97) | | | | | | 0.22 | | | | | | 0.50 | | | | | | — | | | | | | 0.72 | | | | | | — | | | | | | 10.76 | | | | | | (8.34) | | | | | | 0.50 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.46 | | | | | | 297,721 | | | | | | 50 | | |
12-31-17 | | | | | 10.87 | | | | | | 0.16• | | | | | | 1.92 | | | | | | 2.08 | | | | | | 0.19 | | | | | | 0.31 | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 12.45 | | | | | | 19.44 | | | | | | 0.49 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.38 | | | | | | 368,554 | | | | | | 36 | | |
12-31-16 | | | | | 11.43 | | | | | | 0.16• | | | | | | 0.53 | | | | | | 0.69 | | | | | | 0.25 | | | | | | 1.00 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 10.87 | | | | | | 6.23 | | | | | | 0.49 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.41 | | | | | | 359,464 | | | | | | 44 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.88 | | | | | | 0.01• | | | | | | 1.14 | | | | | | 1.15 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.03 | | | | | | 9.68 | | | | | | 0.74 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 0.11 | | | | | | 13,749 | | | | | | 18 | | |
12-31-20 | | | | | 11.34 | | | | | | 0.11• | | | | | | 1.38 | | | | | | 1.49 | | | | | | 0.19 | | | | | | 0.76 | | | | | | — | | | | | | 0.95 | | | | | | — | | | | | | 11.88 | | | | | | 14.30 | | | | | | 0.71 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 1.01 | | | | | | 12,050 | | | | | | 65 | | |
12-31-19 | | | | | 10.36 | | | | | | 0.16• | | | | | | 1.99 | | | | | | 2.15 | | | | | | 0.24 | | | | | | 0.93 | | | | | | — | | | | | | 1.17 | | | | | | — | | | | | | 11.34 | | | | | | 21.63 | | | | | | 0.65 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.46 | | | | | | 14,599 | | | | | | 52 | | |
12-31-18 | | | | | 12.00 | | | | | | 0.15• | | | | | | (1.09) | | | | | | (0.94) | | | | | | 0.20 | | | | | | 0.50 | | | | | | — | | | | | | 0.70 | | | | | | — | | | | | | 10.36 | | | | | | (8.42) | | | | | | 0.65 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.28 | | | | | | 14,521 | | | | | | 50 | | |
12-31-17 | | | | | 10.49 | | | | | | 0.14• | | | | | | 1.85 | | | | | | 1.99 | | | | | | 0.17 | | | | | | 0.31 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 12.00 | | | | | | 19.28 | | | | | | 0.64 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 1.22 | | | | | | 19,146 | | | | | | 36 | | |
12-31-16 | | | | | 11.07 | | | | | | 0.14 | | | | | | 0.51 | | | | | | 0.65 | | | | | | 0.23 | | | | | | 1.00 | | | | | | — | | | | | | 1.23 | | | | | | — | | | | | | 10.49 | | | | | | 6.09 | | | | | | 0.67 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 1.24 | | | | | | 20,809 | | | | | | 44 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 12.93 | | | | | | (0.02)• | | | | | | 1.25 | | | | | | 1.23 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.16 | | | | | | 9.51 | | | | | | 1.04 | | | | | | 0.85 | | | | | | 0.85 | | | | | | (0.26) | | | | | | 35 | | | | | | 18 | | |
12-31-20 | | | | | 12.27 | | | | | | 0.10• | | | | | | 1.49 | | | | | | 1.59 | | | | | | 0.17 | | | | | | 0.76 | | | | | | — | | | | | | 0.93 | | | | | | — | | | | | | 12.93 | | | | | | 13.98 | | | | | | 1.01 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.83 | | | | | | 528 | | | | | | 65 | | |
12-31-19 | | | | | 11.07 | | | | | | 0.14 | | | | | | 2.15 | | | | | | 2.29 | | | | | | 0.16 | | | | | | 0.93 | | | | | | — | | | | | | 1.09 | | | | | | — | | | | | | 12.27 | | | | | | 21.36 | | | | | | 0.95 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 1.27 | | | | | | 447 | | | | | | 52 | | |
12-31-18 | | | | | 12.79 | | | | | | 0.10• | | | | | | (1.16) | | | | | | (1.06) | | | | | | 0.16 | | | | | | 0.50 | | | | | | — | | | | | | 0.66 | | | | | | — | | | | | | 11.07 | | | | | | (8.76) | | | | | | 0.95 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.77 | | | | | | 373 | | | | | | 50 | | |
12-31-17 | | | | | 11.14 | | | | | | 0.11• | | | | | | 1.98 | | | | | | 2.09 | | | | | | 0.13 | | | | | | 0.31 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 12.79 | | | | | | 19.03 | | | | | | 0.94 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.95 | | | | | | 700 | | | | | | 36 | | |
12-31-16 | | | | | 11.65 | | | | | | 0.09• | | | | | | 0.56 | | | | | | 0.65 | | | | | | 0.16 | | | | | | 1.00 | | | | | | — | | | | | | 1.16 | | | | | | — | | | | | | 11.14 | | | | �� | | 5.73 | | | | | | 0.96 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.83 | | | | | | 624 | | | | | | 44 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution 2040 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 17.38 | | | | | | (0.01)• | | | | | | 1.95 | | | | | | 1.94 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.32 | | | | | | 11.16 | | | | | | 0.95 | | | | | | 0.64 | | | | | | 0.64 | | | | | | (0.10) | | | | | | 16,951 | | | | | | 29 | | |
12-31-20 | | | | | 16.09 | | | | | | 0.15• | | | | | | 2.25 | | | | | | 2.40 | | | | | | 0.24 | | | | | | 0.87 | | | | | | — | | | | | | 1.11 | | | | | | — | | | | | | 17.38 | | | | | | 15.98 | | | | | | 0.96 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.95 | | | | | | 15,773 | | | | | | 91 | | |
12-31-19 | | | | | 14.26 | | | | | | 0.23• | | | | | | 2.92 | | | | | | 3.15 | | | | | | 0.26 | | | | | | 1.06 | | | | | | — | | | | | | 1.32 | | | | | | — | | | | | | 16.09 | | | | | | 22.82 | | | | | | 0.84 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 1.47 | | | | | | 14,324 | | | | | | 82 | | |
12-31-18 | | | | | 17.11 | | | | | | 0.20• | | | | | | (1.66) | | | | | | (1.46) | | | | | | 0.22 | | | | | | 1.17 | | | | | | — | | | | | | 1.39 | | | | | | — | | | | | | 14.26 | | | | | | (9.41) | | | | | | 0.84 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.19 | | | | | | 8,662 | | | | | | 81 | | |
12-31-17 | | | | | 14.55 | | | | | | 0.19• | | | | | | 2.73 | | | | | | 2.92 | | | | | | 0.08 | | | | | | 0.28 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 17.11 | | | | | | 20.23 | | | | | | 0.86 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.17 | | | | | | 8,696 | | | | | | 68 | | |
12-31-16 | | | | | 13.84 | | | | | | 0.19• | | | | | | 0.71 | | | | | | 0.90 | | | | | | 0.06 | | | | | | 0.13 | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 14.55 | | | | | | 6.48 | | | | | | 1.03 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.34 | | | | | | 4,897 | | | | | | 72 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 17.99 | | | | | | 0.04• | | | | | | 2.01 | | | | | | 2.05 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 20.04 | | | | | | 11.40 | | | | | | 0.45 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 0.39 | | | | | | 12,160 | | | | | | 29 | | |
12-31-20 | | | | | 16.60 | | | | | | 0.26 | | | | | | 2.31 | | | | | | 2.57 | | | | | | 0.31 | | | | | | 0.87 | | | | | | — | | | | | | 1.18 | | | | | | — | | | | | | 17.99 | | | | | | 16.55 | | | | | | 0.46 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 1.48 | | | | | | 12,621 | | | | | | 91 | | |
12-31-19 | | | | | 14.66 | | | | | | 0.32• | | | | | | 3.00 | | | | | | 3.32 | | | | | | 0.32 | | | | | | 1.06 | | | | | | — | | | | | | 1.38 | | | | | | — | | | | | | 16.60 | | | | | | 23.44 | | | | | | 0.34 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 1.97 | | | | | | 11,825 | | | | | | 82 | | |
12-31-18 | | | | | 17.53 | | | | | | 0.30• | | | | | | (1.72) | | | | | | (1.42) | | | | | | 0.28 | | | | | | 1.17 | | | | | | — | | | | | | 1.45 | | | | | | — | | | | | | 14.66 | | | | | | (8.95) | | | | | | 0.34 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.77 | | | | | | 7,134 | | | | | | 81 | | |
12-31-17 | | | | | 14.86 | | | | | | 0.29• | | | | | | 2.78 | | | | | | 3.07 | | | | | | 0.12 | | | | | | 0.28 | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 17.53 | | | | | | 20.85 | | | | | | 0.36 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 1.76 | | | | | | 7,753 | | | | | | 68 | | |
12-31-16 | | | | | 14.07 | | | | | | 0.31• | | | | | | 0.68 | | | | | | 0.99 | | | | | | 0.07 | | | | | | 0.13 | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 14.86 | | | | | | 7.06 | | | | | | 0.53 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 2.14 | | | | | | 2,887 | | | | | | 72 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 17.80 | | | | | | 0.02• | | | | | | 1.99 | | | | | | 2.01 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.81 | | | | | | 11.29 | | | | | | 0.70 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 0.17 | | | | | | 13,533 | | | | | | 29 | | |
12-31-20 | | | | | 16.44 | | | | | | 0.20• | | | | | | 2.29 | | | | | | 2.49 | | | | | | 0.26 | | | | | | 0.87 | | | | | | — | | | | | | 1.13 | | | | | | — | | | | | | 17.80 | | | | | | 16.23 | | | | | | 0.71 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.26 | | | | | | 10,486 | | | | | | 91 | | |
12-31-19 | | | | | 14.54 | | | | | | 0.23 | | | | | | 3.02 | | | | | | 3.25 | | | | | | 0.29 | | | | | | 1.06 | | | | | | — | | | | | | 1.35 | | | | | | — | | | | | | 16.44 | | | | | | 23.07 | | | | | | 0.59 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 1.44 | | | | | | 8,500 | | | | | | 82 | | |
12-31-18 | | | | | 17.40 | | | | | | 0.26• | | | | | | (1.70) | | | | | | (1.44) | | | | | | 0.25 | | | | | | 1.17 | | | | | | — | | | | | | 1.42 | | | | | | — | | | | | | 14.54 | | | | | | (9.13) | | | | | | 0.59 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.54 | | | | | | 7,641 | | | | | | 81 | | |
12-31-17 | | | | | 14.78 | | | | | | 0.23• | | | | | | 2.78 | | | | | | 3.01 | | | | | | 0.11 | | | | | | 0.28 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | �� | 17.40 | | | | | | 20.53 | | | | | | 0.61 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 1.45 | | | | | | 6,732 | | | | | | 68 | | |
12-31-16 | | | | | 14.03 | | | | | | 0.25• | | | | | | 0.70 | | | | | | 0.95 | | | | | | 0.07 | | | | | | 0.13 | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 14.78 | | | | | | 6.79 | | | | | | 0.78 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.75 | | | | | | 3,217 | | | | | | 72 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 17.48 | | | | | | 0.00*• | | | | | | 1.96 | | | | | | 1.96 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.44 | | | | | | 11.21 | | | | | | 0.85 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 0.02 | | | | | | 1,789 | | | | | | 29 | | |
12-31-20 | | | | | 16.17 | | | | | | 0.17• | | | | | | 2.26 | | | | | | 2.43 | | | | | | 0.25 | | | | | | 0.87 | | | | | | — | | | | | | 1.12 | | | | | | — | | | | | | 17.48 | | | | | | 16.07 | | | | | | 0.86 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.07 | | | | | | 1,219 | | | | | | 91 | | |
12-31-19 | | | | | 14.31 | | | | | | 0.25• | | | | | | 2.93 | | | | | | 3.18 | | | | | | 0.26 | | | | | | 1.06 | | | | | | — | | | | | | 1.32 | | | | | | — | | | | | | 16.17 | | | | | | 22.93 | | | | | | 0.74 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.57 | | | | | | 973 | | | | | | 82 | | |
12-31-18 | | | | | 17.18 | | | | | | 0.23• | | | | | | (1.68) | | | | | | (1.45) | | | | | | 0.25 | | | | | | 1.17 | | | | | | — | | | | | | 1.42 | | | | | | — | | | | | | 14.31 | | | | | | (9.30) | | | | | | 0.74 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 1.42 | | | | | | 939 | | | | | | 81 | | |
12-31-17 | | | | | 14.62 | | | | | | 0.26• | | | | | | 2.69 | | | | | | 2.95 | | | | | | 0.11 | | | | | | 0.28 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 17.18 | | | | | | 20.31 | | | | | | 0.76 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 1.61 | | | | | | 721 | | | | | | 68 | | |
12-31-16 | | | | | 13.90 | | | | | | 0.20• | | | | | | 0.72 | | | | | | 0.92 | | | | | | 0.07 | | | | | | 0.13 | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 14.62 | | | | | | 6.64 | | | | | | 0.96 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 1.41 | | | | | | 183 | | | | | | 72 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 17.33 | | | | | | (0.03)• | | | | | | 1.94 | | | | | | 1.91 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.24 | | | | | | 11.02 | | | | | | 1.15 | | | | | | 0.84 | | | | | | 0.84 | | | | | | (0.35) | | | | | | 12 | | | | | | 29 | | |
12-31-20 | | | | | 16.06 | | | | | | 0.15• | | | | | | 2.22 | | | | | | 2.37 | | | | | | 0.23 | | | | | | 0.87 | | | | | | — | | | | | | 1.10 | | | | | | — | | | | | | 17.33 | | | | | | 15.79 | | | | | | 1.16 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.95 | | | | | | 49 | | | | | | 91 | | |
12-31-19 | | | | | 14.22 | | | | | | 0.20• | | | | | | 2.90 | | | | | | 3.10 | | | | | | 0.20 | | | | | | 1.06 | | | | | | — | | | | | | 1.26 | | | | | | — | | | | | | 16.06 | | | | | | 22.50 | | | | | | 1.04 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 1.28 | | | | | | 32 | | | | | | 82 | | |
12-31-18 | | | | | 17.08 | | | | | | 0.15 | | | | | | (1.64) | | | | | | (1.49) | | | | | | 0.20 | | | | | | 1.17 | | | | | | — | | | | | | 1.37 | | | | | | — | | | | | | 14.22 | | | | | | (9.57) | | | | | | 1.04 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.00 | | | | | | 17 | | | | | | 81 | | |
12-31-17 | | | | | 14.53 | | | | | | 0.17• | | | | | | 2.72 | | | | | | 2.89 | | | | | | 0.06 | | | | | | 0.28 | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 17.08 | | | | | | 20.05 | | | | | | 1.06 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.08 | | | | | | 20 | | | | | | 68 | | |
12-31-16 | | | | | 13.81 | | | | | | 0.17• | | | | | | 0.70 | | | | | | 0.87 | | | | | | 0.02 | | | | | | 0.13 | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 14.53 | | | | | | 6.27 | | | | | | 1.25 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.19 | | | | | | 12 | | | | | | 72 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ��� | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution 2045 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 12.29 | | | | | | (0.01)• | | | | | | 1.48 | | | | | | 1.47 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.76 | | | | | | 11.96 | | | | | | 0.87 | | | | | | 0.66 | | | | | | 0.66 | | | | | | (0.21) | | | | | | 163,409 | | | | | | 15 | | |
12-31-20 | | | | | 11.47 | | | | | | 0.09 | | | | | | 1.61 | | | | | | 1.70 | | | | | | 0.16 | | | | | | 0.72 | | | | | | — | | | | | | 0.88 | | | | | | — | | | | | | 12.29 | | | | | | 16.07 | | | | | | 0.83 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.71 | | | | | | 155,503 | | | | | | 61 | | |
12-31-19 | | | | | 10.42 | | | | | | 0.15 | | | | | | 2.20 | | | | | | 2.35 | | | | | | 0.20 | | | | | | 1.10 | | | | | | — | | | | | | 1.30 | | | | | | — | | | | | | 11.47 | | | | | | 23.59 | | | | | | 0.75 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 1.26 | | | | | | 150,005 | | | | | | 67 | | |
12-31-18 | | | | | 12.40 | | | | | | 0.11• | | | | | | (1.33) | | | | | | (1.22) | | | | | | 0.15 | | | | | | 0.61 | | | | | | — | | | | | | 0.76 | | | | | | — | | | | | | 10.42 | | | | | | (10.53) | | | | | | 0.75 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 0.93 | | | | | | 134,754 | | | | | | 53 | | |
12-31-17 | | | | | 10.63 | | | | | | 0.10• | | | | | | 2.09 | | | | | | 2.19 | | | | | | 0.10 | | | | | | 0.32 | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 12.40 | | | | | | 20.92 | | | | | | 0.75 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.84 | | | | | | 177,624 | | | | | | 37 | | |
12-31-16 | | | | | 11.15 | | | | | | 0.09• | | | | | | 0.56 | | | | | | 0.65 | | | | | | 0.15 | | | | | | 1.02 | | | | | | — | | | | | | 1.17 | | | | | | — | | | | | | 10.63 | | | | | | 6.16 | | | | | | 0.75 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.86 | | | | | | 176,397 | | | | | | 45 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 12.72 | | | | | | 0.02• | | | | | | 1.54 | | | | | | 1.56 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.28 | | | | | | 12.26 | | | | | | 0.37 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 0.27 | | | | | | 64,895 | | | | | | 15 | | |
12-31-20 | | | | | 11.85 | | | | | | 0.12• | | | | | | 1.69 | | | | | | 1.81 | | | | | | 0.22 | | | | | | 0.72 | | | | | | — | | | | | | 0.94 | | | | | | — | | | | | | 12.72 | | | | | | 16.57 | | | | | | 0.33 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 1.06 | | | | | | 82,473 | | | | | | 61 | | |
12-31-19 | | | | | 10.73 | | | | | | 0.20 | | | | | | 2.29 | | | | | | 2.49 | | | | | | 0.27 | | | | | | 1.10 | | | | | | — | | | | | | 1.37 | | | | | | — | | | | | | 11.85 | | | | | | 24.29 | | | | | | 0.25 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 1.86 | | | | | | 269,670 | | | | | | 67 | | |
12-31-18 | | | | | 12.75 | | | | | | 0.18 | | | | | | (1.37) | | | | | | (1.19) | | | | | | 0.22 | | | | | | 0.61 | | | | | | — | | | | | | 0.83 | | | | | | — | | | | | | 10.73 | | | | | | (10.08) | | | | | | 0.25 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 1.49 | | | | | | 211,781 | | | | | | 53 | | |
12-31-17 | | | | | 10.92 | | | | | | 0.17• | | | | | | 2.14 | | | | | | 2.31 | | | | | | 0.16 | | | | | | 0.32 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 12.75 | | | | | | 21.53 | | | | | | 0.25 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 1.42 | | | | | | 235,122 | | | | | | 37 | | |
12-31-16 | | | | | 11.44 | | | | | | 0.15 | | | | | | 0.57 | | | | | | 0.72 | | | | | | 0.22 | | | | | | 1.02 | | | | | | — | | | | | | 1.24 | | | | | | — | | | | | | 10.92 | | | | | | 6.63 | | | | | | 0.25 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 1.41 | | | | | | 171,475 | | | | | | 45 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 12.50 | | | | | | 0.00*• | | | | | | 1.51 | | | | | | 1.51 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.01 | | | | | | 12.08 | | | | | | 0.62 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 0.04 | | | | | | 284,010 | | | | | | 15 | | |
12-31-20 | | | | | 11.66 | | | | | | 0.11 | | | | | | 1.64 | | | | | | 1.75 | | | | | | 0.19 | | | | | | 0.72 | | | | | | — | | | | | | 0.91 | | | | | | — | | | | | | 12.50 | | | | | | 16.29 | | | | | | 0.58 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 0.95 | | | | | | 254,990 | | | | | | 61 | | |
12-31-19 | | | | | 10.58 | | | | | | 0.18 | | | | | | 2.23 | | | | | | 2.41 | | | | | | 0.23 | | | | | | 1.10 | | | | | | — | | | | | | 1.33 | | | | | | — | | | | | | 11.66 | | | | | | 23.90 | | | | | | 0.50 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 1.51 | | | | | | 237,496 | | | | | | 67 | | |
12-31-18 | | | | | 12.57 | | | | | | 0.15• | | | | | | (1.35) | | | | | | (1.20) | | | | | | 0.18 | | | | | | 0.61 | | | | | | — | | | | | | 0.79 | | | | | | — | | | | | | 10.58 | | | | | | (10.23) | | | | | | 0.50 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.20 | | | | | | 209,647 | | | | | | 53 | | |
12-31-17 | | | | | 10.77 | | | | | | 0.13• | | | | | | 2.12 | | | | | | 2.25 | | | | | | 0.13 | | | | | | 0.32 | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 12.57 | | | | | | 21.25 | | | | | | 0.50 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 1.11 | | | | | | 269,521 | | | | | | 37 | | |
12-31-16 | | | | | 11.29 | | | | | | 0.14 | | | | | | 0.55 | | | | | | 0.69 | | | | | | 0.19 | | | | | | 1.02 | | | | | | — | | | | | | 1.21 | | | | | | — | | | | | | 10.77 | | | | | | 6.40 | | | | | | 0.50 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.14 | | | | | | 256,935 | | | | | | 45 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 12.14 | | | | | | (0.00)*• | | | | | | 1.46 | | | | | | 1.46 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.60 | | | | | | 12.03 | | | | | | 0.77 | | | | | | 0.56 | | | | | | 0.56 | | | | | | (0.07) | | | | | | 10,840 | | | | | | 15 | | |
12-31-20 | | | | | 11.34 | | | | | | 0.09• | | | | | | 1.60 | | | | | | 1.69 | | | | | | 0.17 | | | | | | 0.72 | | | | | | — | | | | | | 0.89 | | | | | | — | | | | | | 12.14 | | | | | | 16.13 | | | | | | 0.73 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.82 | | | | | | 6,867 | | | | | | 61 | | |
12-31-19 | | | | | 10.31 | | | | | | 0.15• | | | | | | 2.18 | | | | | | 2.33 | | | | | | 0.20 | | | | | | 1.10 | | | | | | — | | | | | | 1.30 | | | | | | — | | | | | | 11.34 | | | | | | 23.68 | | | | | | 0.65 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.31 | | | | | | 7,234 | | | | | | 67 | | |
12-31-18 | | | | | 12.25 | | | | | | 0.12• | | | | | | (1.30) | | | | | | (1.18) | | | | | | 0.15 | | | | | | 0.61 | | | | | | — | | | | | | 0.76 | | | | | | — | | | | | | 10.31 | | | | | | (10.34) | | | | | | 0.65 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 1.03 | | | | | | 7,504 | | | | | | 53 | | |
12-31-17 | | | | | 10.51 | | | | | | 0.09• | | | | | | 2.08 | | | | | | 2.17 | | | | | | 0.11 | | | | | | 0.32 | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 12.25 | | | | | | 21.02 | | | | | | 0.65 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 0.82 | | | | | | 9,902 | | | | | | 37 | | |
12-31-16 | | | | | 11.04 | | | | | | 0.11 | | | | | | 0.55 | | | | | | 0.66 | | | | | | 0.17 | | | | | | 1.02 | | | | | | — | | | | | | 1.19 | | | | | | — | | | | | | 10.51 | | | | | | 6.28 | | | | | | 0.68 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 0.96 | | | | | | 12,687 | | | | | | 45 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 12.93 | | | | | | (0.03)• | | | | | | 1.56 | | | | | | 1.53 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.46 | | | | | | 11.83 | | | | | | 1.07 | | | | | | 0.86 | | | | | | 0.86 | | | | | | (0.41) | | | | | | 176 | | | | | | 15 | | |
12-31-20 | | | | | 11.95 | | | | | | 0.03• | | | | | | 1.74 | | | | | | 1.77 | | | | | | 0.07 | | | | | | 0.72 | | | | | | — | | | | | | 0.79 | | | | | | — | | | | | | 12.93 | | | | | | 15.85 | | | | | | 1.03 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.29 | | | | | | 156 | | | | | | 61 | | |
12-31-19 | | | | | 10.74 | | | | | | 0.14• | | | | | | 2.26 | | | | | | 2.40 | | | | | | 0.09 | | | | | | 1.10 | | | | | | — | | | | | | 1.19 | | | | | | — | | | | | | 11.95 | | | | | | 23.31 | | | | | | 0.95 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 1.19 | | | | | | 290 | | | | | | 67 | | |
12-31-18 | | | | | 12.77 | | | | | | 0.06• | | | | | | (1.34) | | | | | | (1.28) | | | | | | 0.14 | | | | | | 0.61 | | | | | | — | | | | | | 0.75 | | | | | | — | | | | | | 10.74 | | | | | | (10.72) | | | | | | 0.95 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.44 | | | | | | 220 | | | | | | 53 | | |
12-31-17 | | | | | 10.95 | | | | | | 0.08 | | | | | | 2.15 | | | | | | 2.23 | | | | | | 0.09 | | | | | | 0.32 | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.77 | | | | | | 20.69 | | | | | | 0.95 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.70 | | | | | | 508 | | | | | | 37 | | |
12-31-16 | | | | | 11.46 | | | | | | 0.07 | | | | | | 0.58 | | | | | | 0.65 | | | | | | 0.14 | | | | | | 1.02 | | | | | | — | | | | | | 1.16 | | | | | | — | | | | | | 10.95 | | | | | | 5.94 | | | | | | 0.97 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.70 | | | | | | 418 | | | | | | 45 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution 2050 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 17.96 | | | | | | (0.03)• | | | | | | 2.18 | | | | | | 2.15 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 20.11 | | | | | | 11.97 | | | | | | 1.00 | | | | | | 0.65 | | | | | | 0.65 | | | | | | (0.34) | | | | | | 15,778 | | | | | | 27 | | |
12-31-20 | | | | | 16.63 | | | | | | 0.13• | | | | | | 2.32 | | | | | | 2.45 | | | | | | 0.23 | | | | | | 0.89 | | | | | | — | | | | | | 1.12 | | | | | | — | | | | | | 17.96 | | | | | | 15.79 | | | | | | 1.03 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 0.81 | | | | | | 15,402 | | | | | | 80 | | |
12-31-19 | | | | | 14.58 | | | | | | 0.23• | | | | | | 3.17 | | | | | | 3.40 | | | | | | 0.22 | | | | | | 1.13 | | | | | | — | | | | | | 1.35 | | | | | | — | | | | | | 16.63 | | | | | | 24.13 | | | | | | 0.86 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 1.45 | | | | | | 12,951 | | | | | | 84 | | |
12-31-18 | | | | | 17.33 | | | | | | 0.17• | | | | | | (1.93) | | | | | | (1.76) | | | | | | 0.16 | | | | | | 0.83 | | | | | | — | | | | | | 0.99 | | | | | | — | | | | | | 14.58 | | | | | | (10.82) | | | | | | 0.86 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.03 | | | | | | 8,144 | | | | | | 86 | | |
12-31-17 | | | | | 14.57 | | | | | | 0.18• | | | | | | 2.89 | | | | | | 3.07 | | | | | | 0.06 | | | | | | 0.25 | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 17.33 | | | | | | 21.30 | | | | | | 0.93 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.11 | | | | | | 6,983 | | | | | | 52 | | |
12-31-16 | | | | | 13.86 | | | | | | 0.18• | | | | | | 0.68 | | | | | | 0.86 | | | | | | 0.04 | | | | | | 0.11 | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 14.57 | | | | | | 6.27 | | | | | | 1.22 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.26 | | | | | | 3,184 | | | | | | 70 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 18.66 | | | | | | 0.01• | | | | | | 2.28 | | | | | | 2.29 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 20.95 | | | | | | 12.27 | | | | | | 0.50 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 10,111 | | | | | | 27 | | |
12-31-20 | | | | | 17.22 | | | | | | 0.24 | | | | | | 2.38 | | | | | | 2.62 | | | | | | 0.29 | | | | | | 0.89 | | | | | | — | | | | | | 1.18 | | | | | | — | | | | | | 18.66 | | | | | | 16.36 | | | | | | 0.53 | | | | | | 0.21 | | | | | | 0.21 | | | | | | 1.31 | | | | | | 11,647 | | | | | | 80 | | |
12-31-19 | | | | | 15.04 | | | | | | 0.34• | | | | | | 3.25 | | | | | | 3.59 | | | | | | 0.28 | | | | | | 1.13 | | | | | | — | | | | | | 1.41 | | | | | | — | | | | | | 17.22 | | | | | | 24.74 | | | | | | 0.36 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 2.04 | | | | | | 10,912 | | | | | | 84 | | |
12-31-18 | | | | | 17.81 | | | | | | 0.27• | | | | | | (1.99) | | | | | | (1.72) | | | | | | 0.22 | | | | | | 0.83 | | | | | | — | | | | | | 1.05 | | | | | | — | | | | | | 15.04 | | | | | | (10.37) | | | | | | 0.36 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 1.55 | | | | | | 6,320 | | | | | | 86 | | |
12-31-17 | | | | | 14.91 | | | | | | 0.28• | | | | | | 2.97 | | | | | | 3.25 | | | | | | 0.10 | | | | | | 0.25 | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 17.81 | | | | | | 21.99 | | | | | | 0.43 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.70 | | | | | | 5,705 | | | | | | 52 | | |
12-31-16 | | | | | 14.13 | | | | | | 0.28• | | | | | | 0.67 | | | | | | 0.95 | | | | | | 0.06 | | | | | | 0.11 | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 14.91 | | | | | | 6.75 | | | | | | 0.72 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 1.92 | | | | | | 1,452 | | | | | | 70 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 18.42 | | | | | | (0.01)• | | | | | | 2.24 | | | | | | 2.23 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 20.65 | | | | | | 12.11 | | | | | | 0.75 | | | | | | 0.40 | | | | | | 0.40 | | | | | | (0.08) | | | | | | 9,589 | | | | | | 27 | | |
12-31-20 | | | | | 17.01 | | | | | | 0.17• | | | | | | 2.39 | | | | | | 2.56 | | | | | | 0.26 | | | | | | 0.89 | | | | | | — | | | | | | 1.15 | | | | | | — | | | | | | 18.42 | | | | | | 16.11 | | | | | | 0.78 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 1.04 | | | | | | 8,339 | | | | | | 80 | | |
12-31-19 | | | | | 14.88 | | | | | | 0.26• | | | | | | 3.25 | | | | | | 3.51 | | | | | | 0.25 | | | | | | 1.13 | | | | | | — | | | | | | 1.38 | | | | | | — | | | | | | 17.01 | | | | | | 24.41 | | | | | | 0.61 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 1.58 | | | | | | 7,397 | | | | | | 84 | | |
12-31-18 | | | | | 17.65 | | | | | | 0.23• | | | | | | (1.98) | | | | | | (1.75) | | | | | | 0.19 | | | | | | 0.83 | | | | | | — | | | | | | 1.02 | | | | | | — | | | | | | 14.88 | | | | | | (10.61) | | | | | | 0.61 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.34 | | | | | | 5,413 | | | | | | 86 | | |
12-31-17 | | | | | 14.81 | | | | | | 0.22• | | | | | | 2.95 | | | | | | 3.17 | | | | | | 0.08 | | | | | | 0.25 | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 17.65 | | | | | | 21.63 | | | | | | 0.68 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.33 | | | | | | 4,424 | | | | | | 52 | | |
12-31-16 | | | | | 14.06 | | | | | | 0.24• | | | | | | 0.68 | | | | | | 0.92 | | | | | | 0.06 | | | | | | 0.11 | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 14.81 | | | | | | 6.56 | | | | | | 0.97 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.71 | | | | | | 1,996 | | | | | | 70 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 18.16 | | | | | | (0.02)• | | | | | | 2.20 | | | | | | 2.18 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 20.34 | | | | | | 12.00 | | | | | | 0.90 | | | | | | 0.55 | | | | | | 0.55 | | | | | | (0.18) | | | | | | 964 | | | | | | 27 | | |
12-31-20 | | | | | 16.78 | | | | | | 0.17 | | | | | | 2.32 | | | | | | 2.49 | | | | | | 0.22 | | | | | | 0.89 | | | | | | — | | | | | | 1.11 | | | | | | — | | | | | | 18.16 | | | | | | 15.91 | | | | | | 0.93 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 0.89 | | | | | | 432 | | | | | | 80 | | |
12-31-19 | | | | | 14.67 | | | | | | 0.23• | | | | | | 3.21 | | | | | | 3.44 | | | | | | 0.20 | | | | | | 1.13 | | | | | | — | | | | | | 1.33 | | | | | | — | | | | | | 16.78 | | | | | | 24.25 | | | | | | 0.76 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.40 | | | | | | 419 | | | | | | 84 | | |
12-31-18 | | | | | 17.43 | | | | | | 0.22• | | | | | | (1.97) | | | | | | (1.75) | | | | | | 0.18 | | | | | | 0.83 | | | | | | — | | | | | | 1.01 | | | | | | — | | | | | | 14.67 | | | | | | (10.75) | | | | | | 0.76 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.32 | | | | | | 423 | | | | | | 86 | | |
12-31-17 | | | | | 14.64 | | | | | | 0.20• | | | | | | 2.91 | | | | | | 3.11 | | | | | | 0.07 | | | | | | 0.25 | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 17.43 | | | | | | 21.47 | | | | | | 0.83 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 1.21 | | | | | | 309 | | | | | | 52 | | |
12-31-16 | | | | | 13.93 | | | | | | 0.20• | | | | | | 0.67 | | | | | | 0.87 | | | | | | 0.05 | | | | | | 0.11 | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 14.64 | | | | | | 6.32 | | | | | | 1.15 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.44 | | | | | | 142 | | | | | | 70 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 18.16 | | | | | | (0.05)• | | | | | | 2.20 | | | | | | 2.15 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 20.31 | | | | | | 11.84 | | | | | | 1.20 | | | | | | 0.85 | | | | | | 0.85 | | | | | | (0.53) | | | | | | 13 | | | | | | 27 | | |
12-31-20 | | | | | 16.69 | | | | | | 0.09 | | | | | | 2.36 | | | | | | 2.45 | | | | | | 0.09 | | | | | | 0.89 | | | | | | — | | | | | | 0.98 | | | | | | — | | | | | | 18.16 | | | | | | 15.59 | | | | | | 1.23 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.57 | | | | | | 12 | | | | | | 80 | | |
12-31-19 | | | | | 14.63 | | | | | | 0.09• | | | | | | 3.28 | | | | | | 3.37 | | | | | | 0.18 | | | | | | 1.13 | | | | | | — | | | | | | 1.31 | | | | | | — | | | | | | 16.69 | | | | | | 23.80 | | | | | | 1.06 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.54 | | | | | | 11 | | | | | | 84 | | |
12-31-18 | | | | | 17.39 | | | | | | 0.14 | | | | | | (1.94) | | | | | | (1.80) | | | | | | 0.13 | | | | | | 0.83 | | | | | | — | | | | | | 0.96 | | | | | | — | | | | | | 14.63 | | | | | | (11.01) | | | | | | 1.06 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.89 | | | | | | 20 | | | | | | 86 | | |
12-31-17 | | | | | 14.60 | | | | | | 0.17• | | | | | | 2.89 | | | | | | 3.06 | | | | | | 0.02 | | | | | | 0.25 | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 17.39 | | | | | | 21.15 | | | | | | 1.13 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 1.05 | | | | | | 20 | | | | | | 52 | | |
12-31-16 | | | | | 13.88 | | | | | | 0.13• | | | | | | 0.70 | | | | | | 0.83 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 14.60 | | | | | | 6.02 | | | | | | 1.44 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.96 | | | | | | 10 | | | | | | 70 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution 2055 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 14.99 | | | | | | (0.03)• | | | | | | 1.86 | | | | | | 1.83 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.82 | | | | | | 12.21 | | | | | | 0.96 | | | | | | 0.67 | | | | | | 0.67 | | | | | | (0.37) | | | | | | 58,591 | | | | | | 22 | | |
12-31-20 | | | | | 13.85 | | | | | | 0.08 | | | | | | 1.95 | | | | | | 2.03 | | | | | | 0.15 | | | | | | 0.74 | | | | | | — | | | | | | 0.89 | | | | | | — | | | | | | 14.99 | | | | | | 15.75 | | | | | | 0.96 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 0.63 | | | | | | 54,540 | | | | | | 67 | | |
12-31-19 | | | | | 12.35 | | | | | | 0.16 | | | | | | 2.70 | | | | | | 2.86 | | | | | | 0.20 | | | | | | 1.16 | | | | | | — | | | | | | 1.36 | | | | | | — | | | | | | 13.85 | | | | | | 24.13 | | | | | | 0.77 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 1.29 | | | | | | 49,315 | | | | | | 61 | | |
12-31-18 | | | | | 14.49 | | | | | | 0.13 | | | | | | (1.60) | | | | | | (1.47) | | | | | | 0.15 | | | | | | 0.52 | | | | | | — | | | | | | 0.67 | | | | | | — | | | | | | 12.35 | | | | | | (10.72) | | | | | | 0.76 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.90 | | | | | | 39,621 | | | | | | 62 | | |
12-31-17 | | | | | 12.27 | | | | | | 0.11• | | | | | | 2.49 | | | | | | 2.60 | | | | | | 0.10 | | | | | | 0.28 | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 14.49 | | | | | | 21.40 | | | | | | 0.76 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.82 | | | | | | 47,367 | | | | | | 40 | | |
12-31-16 | | | | | 12.52 | | | | | | 0.11 | | | | | | 0.64 | | | | | | 0.75 | | | | | | 0.15 | | | | | | 0.85 | | | | | | — | | | | | | 1.00 | | | | | | — | | | | | | 12.27 | | | | | | 6.13 | | | | | | 0.76 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 0.88 | | | | | | 42,793 | | | | | | 58 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 15.37 | | | | | | 0.01• | | | | | | 1.90 | | | | | | 1.91 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.28 | | | | | | 12.43 | | | | | | 0.46 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 0.11 | | | | | | 27,321 | | | | | | 22 | | |
12-31-20 | | | | | 14.17 | | | | | | 0.13• | | | | | | 2.03 | | | | | | 2.16 | | | | | | 0.22 | | | | | | 0.74 | | | | | | — | | | | | | 0.96 | | | | | | — | | | | | | 15.37 | | | | | | 16.38 | | | | | | 0.46 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 1.00 | | | | | | 34,329 | | | | | | 67 | | |
12-31-19 | | | | | 12.61 | | | | | | 0.27• | | | | | | 2.72 | | | | | | 2.99 | | | | | | 0.27 | | | | | | 1.16 | | | | | | — | | | | | | 1.43 | | | | | | — | | | | | | 14.17 | | | | | | 24.76 | | | | | | 0.27 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 1.93 | | | | | | 119,915 | | | | | | 61 | | |
12-31-18 | | | | | 14.78 | | | | | | 0.21• | | | | | | (1.64) | | | | | | (1.43) | | | | | | 0.22 | | | | | | 0.52 | | | | | | — | | | | | | 0.74 | | | | | | — | | | | | | 12.61 | | | | | | (10.29) | | | | | | 0.26 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 1.48 | | | | | | 77,961 | | | | | | 62 | | |
12-31-17 | | | | | 12.51 | | | | | | 0.20• | | | | | | 2.51 | | | | | | 2.71 | | | | | | 0.16 | | | | | | 0.28 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 14.78 | | | | | | 21.94 | | | | | | 0.26 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.42 | | | | | | 73,894 | | | | | | 40 | | |
12-31-16 | | | | | 12.74 | | | | | | 0.18• | | | | | | 0.65 | | | | | | 0.83 | | | | | | 0.21 | | | | | | 0.85 | | | | | | — | | | | | | 1.06 | | | | | | — | | | | | | 12.51 | | | | | | 6.72 | | | | | | 0.26 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 1.46 | | | | | | 44,519 | | | | | | 58 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 15.15 | | | | | | (0.01)• | | | | | | 1.88 | | | | | | 1.87 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.02 | | | | | | 12.34 | | | | | | 0.71 | | | | | | 0.42 | | | | | | 0.42 | | | | | | (0.12) | | | | | | 84,131 | | | | | | 22 | | |
12-31-20 | | | | | 13.99 | | | | | | 0.12• | | | | | | 1.97 | | | | | | 2.09 | | | | | | 0.19 | | | | | | 0.74 | | | | | | — | | | | | | 0.93 | | | | | | — | | | | | | 15.15 | | | | | | 16.04 | | | | | | 0.71 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 0.90 | | | | | | 73,361 | | | | | | 67 | | |
12-31-19 | | | | | 12.46 | | | | | | 0.20 | | | | | | 2.72 | | | | | | 2.92 | | | | | | 0.23 | | | | | | 1.16 | | | | | | — | | | | | | 1.39 | | | | | | — | | | | | | 13.99 | | | | | | 24.50 | | | | | | 0.52 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 1.52 | | | | | | 59,923 | | | | | | 61 | | |
12-31-18 | | | | | 14.62 | | | | | | 0.17• | | | | | | (1.63) | | | | | | (1.46) | | | | | | 0.18 | | | | | | 0.52 | | | | | | — | | | | | | 0.70 | | | | | | — | | | | | | 12.46 | | | | | | (10.56) | | | | | | 0.51 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.19 | | | | | | 49,077 | | | | | | 62 | | |
12-31-17 | | | | | 12.38 | | | | | | 0.15• | | | | | | 2.50 | | | | | | 2.65 | | | | | | 0.13 | | | | | | 0.28 | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 14.62 | | | | | | 21.66 | | | | | | 0.51 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.08 | | | | | | 58,217 | | | | | | 40 | | |
12-31-16 | | | | | 12.62 | | | | | | 0.13 | | | | | | 0.66 | | | | | | 0.79 | | | | | | 0.18 | | | | | | 0.85 | | | | | | — | | | | | | 1.03 | | | | | | — | | | | | | 12.38 | | | | | | 6.44 | | | | | | 0.51 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.16 | | | | | | 51,294 | | | | | | 58 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 15.09 | | | | | | (0.02)• | | | | | | 1.87 | | | | | | 1.85 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.94 | | | | | | 12.26 | | | | | | 0.86 | | | | | | 0.57 | | | | | | 0.57 | | | | | | (0.24) | | | | | | 4,965 | | | | | | 22 | | |
12-31-20 | | | | | 13.92 | | | | | | 0.13 | | | | | | 1.93 | | | | | | 2.06 | | | | | | 0.15 | | | | | | 0.74 | | | | | | — | | | | | | 0.89 | | | | | | — | | | | | | 15.09 | | | | | | 15.86 | | | | | | 0.86 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 0.80 | | | | | | 3,036 | | | | | | 67 | | |
12-31-19 | | | | | 12.39 | | | | | | 0.18• | | | | | | 2.70 | | | | | | 2.88 | | | | | | 0.19 | | | | | | 1.16 | | | | | | — | | | | | | 1.35 | | | | | | — | | | | | | 13.92 | | | | | | 24.28 | | | | | | 0.67 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.33 | | | | | | 2,876 | | | | | | 61 | | |
12-31-18 | | | | | 14.54 | | | | | | 0.15 | | | | | | (1.62) | | | | | | (1.47) | | | | | | 0.16 | | | | | | 0.52 | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 12.39 | | | | | | (10.68) | | | | | | 0.66 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.03 | | | | | | 2,720 | | | | | | 62 | | |
12-31-17 | | | | | 12.31 | | | | | | 0.12• | | | | | | 2.50 | | | | | | 2.62 | | | | | | 0.11 | | | | | | 0.28 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 14.54 | | | | | | 21.52 | | | | | | 0.66 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 0.89 | | | | | | 3,250 | | | | | | 40 | | |
12-31-16 | | | | | 12.56 | | | | | | 0.11 | | | | | | 0.65 | | | | | | 0.76 | | | | | | 0.16 | | | | | | 0.85 | | | | | | — | | | | | | 1.01 | | | | | | — | | | | | | 12.31 | | | | | | 6.24 | | | | | | 0.69 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 0.93 | | | | | | 2,996 | | | | | | 58 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 15.39 | | | | | | (0.05)• | | | | | | 1.91 | | | | | | 1.86 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.25 | | | | | | 12.09 | | | | | | 1.16 | | | | | | 0.87 | | | | | | 0.87 | | | | | | (0.58) | | | | | | 22 | | | | | | 22 | | |
12-31-20 | | | | | 14.22 | | | | | | 0.07• | | | | | | 1.99 | | | | | | 2.06 | | | | | | 0.15 | | | | | | 0.74 | | | | | | — | | | | | | 0.89 | | | | | | — | | | | | | 15.39 | | | | | | 15.50 | | | | | | 1.16 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.51 | | | | | | 30 | | | | | | 67 | | |
12-31-19 | | | | | 12.58 | | | | | | 0.17• | | | | | | 2.73 | | | | | | 2.90 | | | | | | 0.10 | | | | | | 1.16 | | | | | | — | | | | | | 1.26 | | | | | | — | | | | | | 14.22 | | | | | | 23.93 | | | | | | 0.97 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 1.27 | | | | | | 22 | | | | | | 61 | | |
12-31-18 | | | | | 14.73 | | | | | | 0.08• | | | | | | (1.61) | | | | | | (1.53) | | | | | | 0.10 | | | | | | 0.52 | | | | | | — | | | | | | 0.62 | | | | | | — | | | | | | 12.58 | | | | | | (10.91) | | | | | | 0.96 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.58 | | | | | | 18 | | | | | | 62 | | |
12-31-17 | | | | | 12.50 | | | | | | 0.09• | | �� | | | | 2.52 | | | | | | 2.61 | | | | | | 0.10 | | | | | | 0.28 | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 14.73 | | | | | | 21.08 | | | | | | 0.96 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.67 | | | | | | 32 | | | | | | 40 | | |
12-31-16 | | | | | 12.78 | | | | | | 0.12• | | | | | | 0.62 | | | | | | 0.74 | | | | | | 0.17 | | | | | | 0.85 | | | | | | — | | | | | | 1.02 | | | | | | — | | | | | | 12.50 | | | | | | 5.96 | | | | | | 0.98 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.96 | | | | | | 25 | | | | | | 58 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution 2060 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.16 | | | | | | (0.03)• | | | | | | 1.61 | | | | | | 1.58 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.74 | | | | | | 12.01 | | | | | | 1.11 | | | | | | 0.68 | | | | | | 0.68 | | | | | | (0.40) | | | | | | 9,893 | | | | | | 31 | | |
12-31-20 | | | | | 12.04 | | | | | | 0.10• | | | | | | 1.67 | | | | | | 1.77 | | | | | | 0.12 | | | | | | 0.53 | | | | | | — | | | | | | 0.65 | | | | | | — | | | | | | 13.16 | | | | | | 15.62 | | | | | | 1.14 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.85 | | | | | | 8,999 | | | | | | 74 | | |
12-31-19 | | | | | 10.45 | | | | | | 0.16• | | | | | | 2.28 | | | | | | 2.44 | | | | | | 0.15 | | | | | | 0.70 | | | | | | — | | | | | | 0.85 | | | | | | — | | | | | | 12.04 | | | | | | 24.12 | | | | | | 0.95 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.39 | | | | | | 6,976 | | | | | | 89 | | |
12-31-18 | | | | | 12.39 | | | | | | 0.13• | | | | | | (1.38) | | | | | | (1.25) | | | | | | 0.11 | | | | | | 0.58 | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 10.45 | | | | | | (10.76) | | | | | | 0.96 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.12 | | | | | | 4,593 | | | | | | 84 | | |
12-31-17 | | | | | 10.42 | | | | | | 0.13• | | | | | | 2.08 | | | | | | 2.21 | | | | | | 0.04 | | | | | | 0.20 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 12.39 | | | | | | 21.42 | | | | | | 1.10 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.11 | | | | | | 3,202 | | | | | | 65 | | |
12-31-16 | | | | | 9.89 | | | | | | 0.15• | | | | | | 0.48 | | | | | | 0.63 | | | | | | 0.04 | | | | | | 0.06 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 10.42 | | | | | | 6.34 | | | | | | 1.97 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.50 | | | | | | 1,395 | | | | | | 82 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.41 | | | | | | 0.01• | | | | | | 1.65 | | | | | | 1.66 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.07 | | | | | | 12.38 | | | | | | 0.61 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 0.08 | | | | | | 6,540 | | | | | | 31 | | |
12-31-20 | | | | | 12.25 | | | | | | 0.17• | | | | | | 1.69 | | | | | | 1.86 | | | | | | 0.17 | | | | | | 0.53 | | | | | | — | | | | | | 0.70 | | | | | | — | | | | | | 13.41 | | | | | | 16.14 | | | | | | 0.64 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 1.42 | | | | | | 7,950 | | | | | | 74 | | |
12-31-19 | | | | | 10.60 | | | | | | 0.25• | | | | | | 2.29 | | | | | | 2.54 | | | | | | 0.19 | | | | | | 0.70 | | | | | | — | | | | | | 0.89 | | | | | | — | | | | | | 12.25 | | | | | | 24.79 | | | | | | 0.45 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 2.14 | | | | | | 5,184 | | | | | | 89 | | |
12-31-18 | | | | | 12.53 | | | | | | 0.19• | | | | | | (1.41) | | | | | | (1.22) | | | | | | 0.13 | | | | | | 0.58 | | | | | | — | | | | | | 0.71 | | | | | | — | | | | | | 10.60 | | | | | | (10.35) | | | | | | 0.46 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 1.57 | | | | | | 2,570 | | | | | | 84 | | |
12-31-17 | | | | | 10.49 | | | | | | 0.20• | | | | | | 2.10 | | | | | | 2.30 | | | | | | 0.06 | | | | | | 0.20 | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 12.53 | | | | | | 22.15 | | | | | | 0.60 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 1.73 | | | | | | 2,160 | | | | | | 65 | | |
12-31-16 | | | | | 9.92 | | | | | | 0.16• | | | | | | 0.51 | | | | | | 0.67 | | | | | | 0.04 | | | | | | 0.06 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 10.49 | | | | | | 6.73 | | | | | | 1.47 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 1.56 | | | | | | 606 | | | | | | 82 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.21 | | | | | | (0.01)• | | | | | | 1.62 | | | | | | 1.61 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.82 | | | | | | 12.19 | | | | | | 0.86 | | | | | | 0.43 | | | | | | 0.43 | | | | | | (0.15) | | | | | | 7,706 | | | | | | 31 | | |
12-31-20 | | | | | 12.08 | | | | | | 0.13• | | | | | | 1.68 | | | | | | 1.81 | | | | | | 0.15 | | | | | | 0.53 | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 13.21 | | | | | | 15.90 | | | | | | 0.89 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.15 | | | | | | 6,886 | | | | | | 74 | | |
12-31-19 | | | | | 10.47 | | | | | | 0.18• | | | | | | 2.30 | | | | | | 2.48 | | | | | | 0.17 | | | | | | 0.70 | | | | | | — | | | | | | 0.87 | | | | | | — | | | | | | 12.08 | | | | | | 24.45 | | | | | | 0.70 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.56 | | | | | | 4,901 | | | | | | 89 | | |
12-31-18 | | | | | 12.40 | | | | | | 0.16• | | | | | | (1.39) | | | | | | (1.23) | | | | | | 0.12 | | | | | | 0.58 | | | | | | — | | | | | | 0.70 | | | | | | — | | | | | | 10.47 | | | | | | (10.60) | | | | | | 0.71 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.30 | | | | | | 3,440 | | | | | | 84 | | |
12-31-17 | | | | | 10.41 | | | | | | 0.15• | | | | | | 2.10 | | | | | | 2.25 | | | | | | 0.06 | | | | | | 0.20 | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 12.40 | | | | | | 21.81 | | | | | | 0.85 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 1.30 | | | | | | 2,825 | | | | | | 65 | | |
12-31-16 | | | | | 9.86 | | | | | | 0.17• | | | | | | 0.48 | | | | | | 0.65 | | | | | | 0.04 | | | | | | 0.06 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 10.41 | | | | | | 6.56 | | | | | | 1.72 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.68 | | | | | | 836 | | | | | | 82 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.19 | | | | | | (0.02)• | | | | | | 1.62 | | | | | | 1.60 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.79 | | | | | | 12.13 | | | | | | 1.01 | | | | | | 0.58 | | | | | | 0.58 | | | | | | (0.24) | | | | | | 1,039 | | | | | | 31 | | |
12-31-20 | | | | | 12.07 | | | | | | 0.12• | | | | | | 1.67 | | | | | | 1.79 | | | | | | 0.14 | | | | | | 0.53 | | | | | | — | | | | | | 0.67 | | | | | | — | | | | | | 13.19 | | | | | | 15.73 | | | | | | 1.04 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.07 | | | | | | 471 | | | | | | 74 | | |
12-31-19 | | | | | 10.46 | | | | | | 0.18 | | | | | | 2.28 | | | | | | 2.46 | | | | | | 0.15 | | | | | | 0.70 | | | | | | — | | | | | | 0.85 | | | | | | — | | | | | | 12.07 | | | | | | 24.26 | | | | | | 0.85 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.44 | | | | | | 269 | | | | | | 89 | | |
12-31-18 | | | | | 12.40 | | | | | | 0.15• | | | | | | (1.40) | | | | | | (1.25) | | | | | | 0.11 | | | | | | 0.58 | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 10.46 | | | | | | (10.70) | | | | | | 0.86 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 1.23 | | | | | | 247 | | | | | | 84 | | |
12-31-17 | | | | | 10.42 | | | | | | 0.17• | | | | | | 2.05 | | | | | | 2.22 | | | | | | 0.04 | | | | | | 0.20 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 12.40 | | | | | | 21.56 | | | | | | 1.00 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 1.45 | | | | | | 180 | | | | | | 65 | | |
12-31-16 | | | | | 9.89 | | | | | | 0.09• | | | | | | 0.54 | | | | | | 0.63 | | | | | | 0.04 | | | | | | 0.06 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 10.42 | | | | | | 6.34 | | | | | | 1.90 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 0.92 | | | | | | 32 | | | | | | 82 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.13 | | | | | | (0.04)• | | | | | | 1.60 | | | | | | 1.56 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.69 | | | | | | 11.88 | | | | | | 1.31 | | | | | | 0.88 | | | | | | 0.88 | | | | | | (0.61) | | | | | | 5 | | | | | | 31 | | |
12-31-20 | | | | | 12.01 | | | | | | 0.08• | | | | | | 1.66 | | | | | | 1.74 | | | | | | 0.09 | | | | | | 0.53 | | | | | | — | | | | | | 0.62 | | | | | | — | | | | | | 13.13 | | | | | | 15.32 | | | | | | 1.34 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.67 | | | | | | 5 | | | | | | 74 | | |
12-31-19 | | | | | 10.40 | | | | | | 0.11 | | | | | | 2.30 | | | | | | 2.41 | | | | | | 0.10 | | | | | | 0.70 | | | | | | — | | | | | | 0.80 | | | | | | — | | | | | | 12.01 | | | | | | 23.96 | | | | | | 1.15 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 1.07 | | | | | | 4 | | | | | | 89 | | |
12-31-18 | | | | | 12.33 | | | | | | 0.08 | | | | | | (1.37) | | | | | | (1.29) | | | | | | 0.06 | | | | | | 0.58 | | | | | | — | | | | | | 0.64 | | | | | | — | | | | | | 10.40 | | | | | | (11.08) | | | | | | 1.16 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.73 | | | | | | 3 | | | | | | 84 | | |
12-31-17 | | | | | 10.35 | | | | | | 0.08• | | | | | | 2.10 | | | | | | 2.18 | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 12.33 | | | | | | 21.24 | | | | | | 1.30 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.69 | | | | | | 4 | | | | | | 65 | | |
12-31-16 | | | | | 9.86 | | | | | | 0.07 | | | | | | 0.51 | | | | | | 0.58 | | | | | | 0.03 | | | | | | 0.06 | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 10.35 | | | | | | 5.91 | | | | | | 2.19 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.67 | | | | | | 3 | | | | | | 82 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution 2065 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.55 | | | | | | (0.02)• | | | | | | 1.42 | | | | | | 1.40 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.95 | | | | | | 12.12 | | | | | | 1.79 | | | | | | 0.67 | | | | | | 0.67 | | | | | | (0.40) | | | | | | 1,250 | | | | | | 24 | | |
07-29-20(5) - 12-31-20 | | | | | 10.00 | | | | | | 0.12• | | | | | | 1.62 | | | | | | 1.74 | | | | | | 0.14 | | | | | | 0.05 | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 11.55 | | | | | | 17.42 | | | | | | 1.97 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 2.64 | | | | | | 1,012 | | | | | | 24 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.56 | | | | | | 0.01• | | | | | | 1.42 | | | | | | 1.43 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.99 | | | | | | 12.37 | | | | | | 1.29 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 0.10 | | | | | | 1,303 | | | | | | 24 | | |
07-29-20(5) - 12-31-20 | | | | | 10.00 | | | | | | 0.12• | | | | | | 1.65 | | | | | | 1.77 | | | | | | 0.16 | | | | | | 0.05 | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 11.56 | | | | | | 17.69 | | | | | | 1.47 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 2.60 | | | | | | 1,045 | | | | | | 24 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.56 | | | | | | (0.01)• | | | | | | 1.42 | | | | | | 1.41 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.97 | | | | | | 12.20 | | | | | | 1.54 | | | | | | 0.42 | | | | | | 0.42 | | | | | | (0.14) | | | | | | 1,448 | | | | | | 24 | | |
07-29-20(5) - 12-31-20 | | | | | 10.00 | | | | | | 0.13• | | | | | | 1.63 | | | | | | 1.76 | | | | | | 0.15 | | | | | | 0.05 | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 11.56 | | | | | | 17.61 | | | | | | 1.72 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 2.84 | | | | | | 955 | | | | | | 24 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.56 | | | | | | (0.01)• | | | | | | 1.41 | | | | | | 1.40 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.96 | | | | | | 12.11 | | | | | | 1.69 | | | | | | 0.57 | | | | | | 0.57 | | | | | | (0.22) | | | | | | 92 | | | | | | 24 | | |
07-29-20(5) - 12-31-20 | | | | | 10.00 | | | | | | 0.10• | | | | | | 1.65 | | | | | | 1.75 | | | | | | 0.14 | | | | | | 0.05 | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 11.56 | | | | | | 17.52 | | | | | | 1.87 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 2.18 | | | | | | 26 | | | | | | 24 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.56 | | | | | | (0.04)• | | | | | | 1.42 | | | | | | 1.38 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.94 | | | | | | 11.94 | | | | | | 1.99 | | | | | | 0.87 | | | | | | 0.87 | | | | | | (0.61) | | | | | | 4 | | | | | | 24 | | |
07-29-20(5) - 12-31-20 | | | | | 10.00 | | | | | | 0.09• | | | | | | 1.65 | | | | | | 1.74 | | | | | | 0.13 | | | | | | 0.05 | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 11.56 | | | | | | 17.40 | | | | | | 2.17 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 1.88 | | | | | | 4 | | | | | | 24 | | |
| | | Purchased | | | Sold | | ||||||
Solution Income | | | | $ | 4,945,455 | | | | | $ | 4,957,647 | | |
Solution Moderately Aggressive | | | | | 9,443,465 | | | | | | 9,104,230 | | |
Solution 2025 | | | | | 9,443,465 | | | | | | 9,453,010 | | |
Solution 2035 | | | | | 13,527,380 | | | | | | 13,495,680 | | |
Solution 2045 | | | | | 13,180,880 | | | | | | 13,096,877 | | |
Solution 2055 | | | | | 3,498,000 | | | | | | 3,488,886 | | |
| | | Purchases | | | Sales | | ||||||
Solution Aggressive | | | | $ | 6,984,351 | | | | | $ | 7,525,858 | | |
Solution Balanced | | | | | 14,072,795 | | | | | | 13,262,935 | | |
Solution Conservative | | | | | 4,854,191 | | | | | | 5,092,924 | | |
Solution Income | | | | | 37,064,460 | | | | | | 54,666,286 | | |
Solution Moderately Aggressive | | | | | 94,789,074 | | | | | | 133,497,887 | | |
Solution Moderately Conservative | | | | | 9,863,179 | | | | | | 10,268,696 | | |
Solution 2025 | | | | | 105,892,679 | | | | | | 145,946,887 | | |
Solution 2030 | | | | | 14,563,427 | | | | | | 14,450,799 | | |
Solution 2035 | | | | | 125,162,692 | | | | | | 168,052,519 | | |
Solution 2040 | | | | | 12,054,077 | | | | | | 12,204,152 | | |
Solution 2045 | | | | | 76,988,264 | | | | | | 109,360,937 | | |
Solution 2050 | | | | | 9,609,011 | | | | | | 13,177,283 | | |
Solution 2055 | | | | | 37,378,033 | | | | | | 46,739,129 | | |
Solution 2060 | | | | | 7,712,197 | | | | | | 9,721,740 | | |
Solution 2065 | | | | | 1,496,734 | | | | | | 853,125 | | |
Subsidiary | | | Portfolio | | | Percentage | | |||
Voya Institutional Trust Company | | | Solution Balanced | | | | | 6.81% | | |
| | | Solution Conservative | | | | | 7.08 | | |
| | | Solution Income | | | | | 38.22 | | |
| | | Solution 2025 | | | | | 26.88 | | |
| | | Solution 2030 | | | | | 19.40 | | |
| | | Solution 2035 | | | | | 23.28 | | |
| | | Solution 2040 | | | | | 18.05 | | |
| | | Solution 2045 | | | | | 20.86 | | |
| | | Solution 2050 | | | | | 19.74 | | |
| | | Solution 2055 | | | | | 16.31 | | |
Subsidiary | | | Portfolio | | | Percentage | | |||
| | | Solution 2060 | | | | | 17.30 | | |
Voya Investment Management Co. LLC | | | Solution 2065 | | | | | 64.54 | | |
Voya Retirement Insurance and Annuity Company | | | Solution Aggressive | | | | | 97.17 | | |
| | | Solution Balanced | | | | | 93.19 | | |
| | | Solution Conservative | | | | | 92.92 | | |
| | | Solution Income | | | | | 56.15 | | |
| | | Solution Moderately Aggressive | | | | | 7.00 | | |
| | | Solution Moderately Conservative | | | | | 99.31 | | |
| | | Solution 2025 | | | | | 69.59 | | |
| | | Solution 2030 | | | | | 80.47 | | |
| | | Solution 2035 | | | | | 73.85 | | |
| | | Solution 2040 | | | | | 81.93 | | |
| | | Solution 2045 | | | | | 77.90 | | |
| | | Solution 2050 | | | | | 80.24 | | |
| | | Solution 2055 | | | | | 83.68 | | |
| | | Solution 2060 | | | | | 82.68 | | |
| | | Solution 2065 | | | | | 30.78 | | |
Portfolio | | | Amount | | |||
Solution Aggressive | | | | $ | 5,756 | | |
Solution Balanced | | | | | 11,217 | | |
Solution Conservative | | | | | 2,573 | | |
Solution Income | | | | | 76,871 | | |
Solution Moderately Aggressive | | | | | 17,267 | | |
Solution Moderately Conservative | | | | | 14,103 | | |
Solution 2025 | | | | | 137,618 | | |
Solution 2030 | | | | | 23,907 | | |
Solution 2035 | | | | | 180,133 | | |
Portfolio | | | Amount | | |||
Solution 2040 | | | | | 24,761 | | |
Solution 2045 | | | | | 198,537 | | |
Solution 2050 | | | | | 28,788 | | |
Solution 2055 | | | | | 126,355 | | |
Solution 2060 | | | | | 30,542 | | |
Solution 2065 | | | | | 786 | | |
Portfolio(1) | | | Class ADV | | | Class I | | | Class R6 | | | Class S | | | Class S2 | | | Class T | | ||||||||||||||||||
Solution Aggressive | | | | | 1.39% | | | | | | 0.89% | | | | | | 0.89% | | | | | | 1.14% | | | | | | 1.29% | | | | | | N/A | | |
Solution Balanced | | | | | 1.30% | | | | | | 0.80% | | | | | | 0.80% | | | | | | 1.05% | | | | | | 1.20% | | | | | | N/A | | |
Solution Conservative | | | | | 1.16% | | | | | | 0.66% | | | | | | 0.66% | | | | | | 0.91% | | | | | | 1.06% | | | | | | N/A | | |
Solution Income | | | | | 1.18% | | | | | | 0.68% | | | | | | N/A | | | | | | 0.93% | | | | | | 1.08% | | | | | | 1.38% | | |
Solution Moderately Aggressive | | | | | 1.38% | | | | | | 0.88% | | | | | | 0.88% | | | | | | 1.13% | | | | | | 1.28% | | | | | | N/A | | |
Solution Moderately Conservative | | | | | 1.24% | | | | | | 0.74% | | | | | | 0.74% | | | | | | 0.99% | | | | | | 1.14% | | | | | | N/A | | |
Solution 2025 | | | | | 1.28% | | | | | | 0.78% | | | | | | N/A | | | | | | 1.03% | | | | | | 1.18% | | | | | | 1.48% | | |
Solution 2030 | | | | | 1.29% | | | | | | 0.79% | | | | | | N/A | | | | | | 1.04% | | | | | | 1.19% | | | | | | 1.49% | | |
Solution 2035 | | | | | 1.33% | | | | | | 0.83% | | | | | | N/A | | | | | | 1.08% | | | | | | 1.23% | | | | | | 1.53% | | |
Solution 2040 | | | | | 1.33% | | | | | | 0.83% | | | | | | N/A | | | | | | 1.08% | | | | | | 1.23% | | | | | | 1.53% | | |
Solution 2045 | | | | | 1.36% | | | | | | 0.86% | | | | | | N/A | | | | | | 1.11% | | | | | | 1.26% | | | | | | 1.56% | | |
Solution 2050 | | | | | 1.36% | | | | | | 0.86% | | | | | | N/A | | | | | | 1.11% | | | | | | 1.26% | | | | | | 1.56% | | |
Solution 2055 | | | | | 1.36% | | | | | | 0.86% | | | | | | N/A | | | | | | 1.11% | | | | | | 1.26% | | | | | | 1.56% | | |
Solution 2060 | | | | | 1.37% | | | | | | 0.87% | | | | | | N/A | | | | | | 1.12% | | | | | | 1.27% | | | | | | 1.57% | | |
Solution 2065 | | | | | 1.37% | | | | | | 0.87% | | | | | | N/A | | | | | | 1.12% | | | | | | 1.27% | | | | | | 1.57% | | |
Portfolio(1)(2)(3) | | | Class ADV | | | Class I | | | Class S | | | Class S2 | | | Class T | | |||||||||||||||
Solution 2025 | | | | | 1.22% | | | | | | 0.72% | | | | | | 0.97% | | | | | | 1.12% | | | | | | 1.42% | | |
Solution 2030 | | | | | 1.22% | | | | | | 0.72% | | | | | | 0.97% | | | | | | 1.12% | | | | | | 1.42% | | |
Solution 2035 | | | | | 1.23% | | | | | | 0.73% | | | | | | 0.98% | | | | | | 1.13% | | | | | | 1.43% | | |
Portfolio(1)(2)(3) | | | Class ADV | | | Class I | | | Class S | | | Class S2 | | | Class T | | |||||||||||||||
Solution 2040 | | | | | 1.23% | | | | | | 0.73% | | | | | | 0.98% | | | | | | 1.13% | | | | | | 1.43% | | |
Solution 2045 | | | | | 1.25% | | | | | | 0.75% | | | | | | 1.00% | | | | | | 1.15% | | | | | | 1.45% | | |
Solution 2050 | | | | | 1.26% | | | | | | 0.76% | | | | | | 1.01% | | | | | | 1.16% | | | | | | 1.46% | | |
Solution 2055 | | | | | 1.28% | | | | | | 0.78% | | | | | | 1.03% | | | | | | 1.18% | | | | | | 1.48% | | |
Solution 2060 | | | | | 1.30% | | | | | | 0.80% | | | | | | 1.05% | | | | | | 1.20% | | | | | | 1.50% | | |
Solution 2065 | | | | | 1.30% | | | | | | 0.80% | | | | | | 1.05% | | | | | | 1.20% | | | | | | 1.50% | | |
Portfolio | | | Class ADV | | | Class I | | | Class S | | | Class S2 | | | Class T | | |||||||||||||||
Solution 2025 | | | | | 1.24% | | | | | | 0.74% | | | | | | 0.99% | | | | | | 1.14% | | | | | | 1.44% | | |
Solution 2030 | | | | | 1.24% | | | | | | 0.74% | | | | | | 0.99% | | | ��� | | | 1.14% | | | | | | 1.44% | | |
Solution 2035 | | | | | 1.27% | | | | | | 0.77% | | | | | | 1.02% | | | | | | 1.17% | | | | | | 1.47% | | |
Solution 2040 | | | | | 1.27% | | | | | | 0.77% | | | | | | 1.02% | | | | | | 1.17% | | | | | | 1.47% | | |
Solution 2045 | | | | | 1.30% | | | | | | 0.80% | | | | | | 1.05% | | | | | | 1.20% | | | | | | 1.50% | | |
Solution 2050 | | | | | 1.30% | | | | | | 0.80% | | | | | | 1.05% | | | | | | 1.20% | | | | | | 1.50% | | |
Solution 2055 | | | | | 1.30% | | | | | | 0.80% | | | | | | 1.05% | | | | | | 1.20% | | | | | | 1.50% | | |
| | | June 30, | | | | | | | | |||||||||||||||
| | | 2022 | | | 2023 | | | 2024 | | | Total | | ||||||||||||
Solution Aggressive | | | | $ | 34,059 | | | | | $ | 25,574 | | | | | $ | 6,609 | | | | | $ | 66,242 | | |
Solution Balanced | | | | | 48,849 | | | | | | 23,396 | | | | | | 5,419 | | | | | | 77,664 | | |
Solution Conservative | | | | | 45,482 | | | | | | 43,150 | | | | | | 27,775 | | | | | | 116,407 | | |
Solution Income | | | | | 382,691 | | | | | | 257,187 | | | | | | 291,711 | | | | | | 931,589 | | |
Solution Moderately Aggressive | | | | | 137,841 | | | | | | — | | | | | | — | | | | | | 137,841 | | |
Solution Moderately Conservative | | | | | 47,347 | | | | | | 50,146 | | | | | | 33,794 | | | | | | 131,287 | | |
| | | June 30, | | | | | | | | |||||||||||||||
| | | 2022 | | | 2023 | | | 2024 | | | Total | | ||||||||||||
Solution Aggressive | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | — | | | | | $ | 1,702 | | | | | $ | 4,266 | | | | | $ | 5,968 | | |
Class I | | | | | — | | | | | | 210 | | | | | | 334 | | | | | | 544 | | |
Class S | | | | | — | | | | | | 1,900 | | | | | | 4,431 | | | | | | 6,331 | | |
Class S2 | | | | | — | | | | | | 859 | | | | | | 1,937 | | | | | | 2,796 | | |
Solution Balanced | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 2,971 | | | | | | 6,114 | | | | | | 9,085 | | |
Class I | | | | | — | | | | | | 698 | | | | | | 1,795 | | | | | | 2,493 | | |
Class S | | | | | — | | | | | | 5,758 | | | | | | 12,685 | | | | | | 18,443 | | |
Class S2 | | | | | — | | | | | | 703 | | | | | | 1,092 | | | | | | 1,795 | | |
Solution Conservative | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 1,830 | | | | | | 2,297 | | | | | | 4,127 | | |
Class I | | | | | — | | | | | | 199 | | | | | | 121 | | | | | | 320 | | |
Class S | | | | | — | | | | | | 810 | | | | | | 1,127 | | | | | | 1,937 | | |
Class S2 | | | | | — | | | | | | 262 | | | | | | 689 | | | | | | 951 | | |
Solution Moderately Conservative | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 2,970 | | | | | | 5,808 | | | | | | 8,778 | | |
Class I | | | | | — | | | | | | 20 | | | | | | 34 | | | | | | 54 | | |
Class S | | | | | — | | | | | | 7,938 | | | | | | 17,544 | | | | | | 25,482 | | |
Class S2 | | | | | — | | | | | | 2,141 | | | | | | 4,510 | | | | | | 6,651 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Solution Income | | | | | 1 | | | | | $ | 1,442,000 | | | | | | 1.28% | | |
Solution Moderately Aggressive | | | | | 2 | | | | | | 1,957,500 | | | | | | 1.28 | | |
Solution 2025 | | | | | 1 | | | | | | 7,981,000 | | | | | | 1.28 | | |
Solution 2035 | | | | | 3 | | | | | | 6,427,000 | | | | | | 1.28 | | |
Solution 2040 | | | | | 1 | | | | | | 1,002,000 | | | | | | 1.28 | | |
Solution 2045 | | | | | 2 | | | | | | 5,020,000 | | | | | | 1.28 | | |
Solution 2050 | | | | | 1 | | | | | | 829,000 | | | | | | 1.28 | | |
Solution 2055 | | | | | 2 | | | | | | 3,404,500 | | | | | | 1.28 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Solution Aggressive | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 33,697 | | | | | | — | | | | | | — | | | | | | (48,031) | | | | | | (14,334) | | | | | | 506,083 | | | | | | — | | | | | | — | | | | | | (727,216) | | | | | | (221,133) | | |
12/31/2020 | | | | | 89,098 | | | | | | — | | | | | | 21,601 | | | | | | (129,063) | | | | | | (18,364) | | | | | | 1,087,710 | | | | | | — | | | | | | 256,190 | | | | | | (1,602,218) | | | | | | (258,318) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 2,559 | | | | | | — | | | | | | — | | | | | | (280) | | | | | | 2,279 | | | | | | 39,588 | | | | | | — | | | | | | — | | | | | | (4,220) | | | | | | 35,368 | | |
12/31/2020 | | | | | 9,644 | | | | | | — | | | | | | 1,387 | | | | | | (35,192) | | | | | | (24,161) | | | | | | 123,057 | | | | | | — | | | | | | 16,865 | | | | | | (358,654) | | | | | | (218,732) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 137,330 | | | | | | — | | | | | | — | | | | | | (119,070) | | | | | | 18,260 | | | | | | 2,125,295 | | | | | | — | | | | | | — | | | | | | (1,843,715) | | | | | | 281,580 | | |
12/31/2020 | | | | | 337,209 | | | | | | — | | | | | | 87,498 | | | | | | (159,540) | | | | | | 265,167 | | | | | | 4,255,365 | | | | | | — | | | | | | 1,063,984 | | | | | | (2,068,046) | | | | | | 3,251,303 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Solution Aggressive (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 38,738 | | | | | | — | | | | | | — | | | | | | (18,247) | | | | | | 20,491 | | | | | | 592,839 | | | | | | — | | | | | | — | | | | | | (275,343) | | | | | | 317,496 | | |
12/31/2020 | | | | | 53,653 | | | | | | — | | | | | | 23,804 | | | | | | (113,791) | | | | | | (36,334) | | | | | | 652,888 | | | | | | — | | | | | | 285,893 | | | | | | (1,417,509) | | | | | | (478,728) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 13,545 | | | | | | — | | | | | | — | | | | | | (76,036) | | | | | | (62,491) | | | | | | 199,011 | | | | | | — | | | | | | — | | | | | | (1,129,284) | | | | | | (930,273) | | |
12/31/2020 | | | | | 47,125 | | | | | | — | | | | | | 11,589 | | | | | | (29,393) | | | | | | 29,321 | | | | | | 567,480 | | | | | | — | | | | | | 136,405 | | | | | | (353,406) | | | | | | 350,479 | | |
Solution Balanced | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 66,837 | | | | | | — | | | | | | — | | | | | | (128,992) | | | | | | (62,155) | | | | | | 713,730 | | | | | | — | | | | | | — | | | | | | (1,376,236) | | | | | | (662,506) | | |
12/31/2020 | | | | | 94,757 | | | | | | — | | | | | | 69,781 | | | | | | (332,053) | | | | | | (167,515) | | | | | | 890,391 | | | | | | — | | | | | | 641,988 | | | | | | (3,189,844) | | | | | | (1,657,465) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 11,676 | | | | | | — | | | | | | — | | | | | | (18,295) | | | | | | (6,619) | | | | | | 131,335 | | | | | | — | | | | | | — | | | | | | (199,697) | | | | | | (68,362) | | |
12/31/2020 | | | | | 119,774 | | | | | | — | | | | | | 16,669 | | | | | | (79,913) | | | | | | 56,530 | | | | | | 1,231,503 | | | | | | — | | | | | | 159,522 | | | | | | (781,833) | | | | | | 609,192 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 211,351 | | | | | | — | | | | | | — | | | | | | (265,102) | | | | | | (53,751) | | | | | | 2,355,239 | | | | | | — | | | | | | — | | | | | | (2,950,609) | | | | | | (595,370) | | |
12/31/2020 | | | ��� | | 442,113 | | | | | | — | | | | | | 149,609 | | | | | | (508,665) | | | | | | 83,057 | | | | | | 4,241,291 | | | | | | — | | | | | | 1,431,759 | | | | | | (5,023,701) | | | | | | 649,349 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 231,575 | | | | | | — | | | | | | — | | | | | | (26,900) | | | | | | 204,675 | | | | | | 2,565,937 | | | | | | — | | | | | | — | | | | | | (293,211) | | | | | | 2,272,726 | | |
12/31/2020 | | | | | 165,753 | | | | | | — | | | | | | 140,147 | | | | | | (475,466) | | | | | | (169,566) | | | | | | 1,553,525 | | | | | | — | | | | | | 1,304,764 | | | | | | (4,482,352) | | | | | | (1,624,063) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 6,798 | | | | | | — | | | | | | — | | | | | | (35,266) | | | | | | (28,468) | | | | | | 73,361 | | | | | | — | | | | | | — | | | | | | (380,331) | | | | | | (306,970) | | |
12/31/2020 | | | | | 38,703 | | | | | | — | | | | | | 17,103 | | | | | | (158,139) | | | | | | (102,333) | | | | | | 364,856 | | | | | | — | | | | | | 158,546 | | | | | | (1,493,083) | | | | | | (969,681) | | |
Solution Conservative | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 30,150 | | | | | | — | | | | | | — | | | | | | (106,952) | | | | | | (76,802) | | | | | | 360,776 | | | | | | — | | | | | | — | | | | | | (1,275,764) | | | | | | (914,988) | | |
12/31/2020 | | | | | 52,501 | | | | | | — | | | | | | 17,557 | | | | | | (416,710) | | | | | | (346,652) | | | | | | 584,107 | | | | | | — | | | | | | 195,578 | | | | | | (4,743,058) | | | | | | (3,963,374) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 53,988 | | | | | | — | | | | | | — | | | | | | (8,808) | | | | | | 45,180 | | | | | | 661,668 | | | | | | — | | | | | | — | | | | | | (104,871) | | | | | | 556,797 | | |
12/31/2020 | | | | | 13,918 | | | | | | — | | | | | | 554 | | | | | | (52,202) | | | | | | (37,730) | | | | | | 161,370 | | | | | | — | | | | | | 6,223 | | | | | | (586,834) | | | | | | (419,241) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 70,812 | | | | | | — | | | | | | — | | | | | | (45,956) | | | | | | 24,856 | | | | | | 860,944 | | | | | | — | | | | | | — | | | | | | (556,969) | | | | | | 303,975 | | |
12/31/2020 | | | | | 404,463 | | | | | | — | | | | | | 31,559 | | | | | | (273,663) | | | | | | 162,359 | | | | | | 4,639,656 | | | | | | — | | | | | | 354,405 | | | | | | (3,140,906) | | | | | | 1,853,155 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 14,849 | | | | | | — | | | | | | — | | | | | | (20,839) | | | | | | (5,990) | | | | | | 179,054 | | | | | | — | | | | | | — | | | | | | (248,961) | | | | | | (69,907) | | |
12/31/2020 | | | | | 80,278 | | | | | | — | | | | | | 9,831 | | | | | | (153,880) | | | | | | (63,771) | | | | | | 904,470 | | | | | | — | | | | | | 110,012 | | | | | | (1,692,256) | | | | | | (677,774) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 18,436 | | | | | | — | | | | | | — | | | | | | (35,570) | | | | | | (17,134) | | | | | | 217,541 | | | | | | — | | | | | | — | | | | | | (422,155) | | | | | | (204,614) | | |
12/31/2020 | | | | | 102,428 | | | | | | — | | | | | | 5,131 | | | | | | (19,899) | | | | | | 87,660 | | | | | | 1,106,315 | | | | | | — | | | | | | 56,749 | | | | | | (223,372) | | | | | | 939,692 | | |
Solution Income | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 358,647 | | | | | | — | | | | | | — | | | | | | (954,342) | | | | | | (595,695) | | | | | | 4,665,802 | | | | | | — | | | | | | — | | | | | | (12,428,984) | | | | | | (7,763,182) | | |
12/31/2020 | | | | | 499,574 | | | | | | 973,643 | | | | | | 272,254 | | | | | | (2,196,869) | | | | | | (451,398) | | | | | | 5,916,380 | | | | | | 11,732,481 | | | | | | 3,264,320 | | | | | | (25,688,891) | | | | | | (4,775,710) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 285,390 | | | | | | — | | | | | | — | | | | | | (770,562) | | | | | | (485,172) | | | | | | 3,831,620 | | | | | | — | | | | | | — | | | | | | (10,353,350) | | | | | | (6,521,730) | | |
12/31/2020 | | | | | 919,878 | | | | | | 631,142 | | | | | | 176,227 | | | | | | (4,704,456) | | | | | | (2,977,209) | | | | | | 11,174,951 | | | | | | 7,781,780 | | | | | | 2,162,299 | | | | | | (60,069,442) | | | | | | (38,950,412) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 237,407 | | | | | | — | | | | | | — | | | | | | (721,827) | | | | | | (484,420) | | | | | | 3,154,988 | | | | | | — | | | | | | — | | | | | | (9,589,971) | | | | | | (6,434,983) | | |
12/31/2020 | | | | | 462,318 | | | | | | 773,830 | | | | | | 200,671 | | | | | | (1,997,040) | | | | | | (560,221) | | | | | | 5,586,152 | | | | | | 9,475,047 | | | | | | 2,446,178 | | | | | | (24,068,794) | | | | | | (6,561,417) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 107,013 | | | | | | — | | | | | | — | | | | | | (26,912) | | | | | | 80,101 | | | | | | 1,395,559 | | | | | | — | | | | | | — | | | | | | (348,891) | | | | | | 1,046,668 | | |
12/31/2020 | | | | | 35,927 | | | | | | 37,941 | | | | | | 9,062 | | | | | | (129,729) | | | | | | (46,799) | | | | | | 426,312 | | | | | | 453,071 | | | | | | 107,658 | | | | | | (1,533,250) | | | | | | (546,209) | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 176 | | | | | | — | | | | | | — | | | | | | (3,032) | | | | | | (2,856) | | | | | | 2,459 | | | | | | — | | | | | | — | | | | | | (42,741) | | | | | | (40,282) | | |
12/31/2020 | | | | | 938 | | | | | | 1,363 | | | | | | 114 | | | | | | (12,332) | | | | | | (9,917) | | | | | | 11,890 | | | | | | 17,732 | | | | | | 1,483 | | | | | | (139,834) | | | | | | (108,729) | | |
Solution Moderately Aggressive | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 125,068 | | | | | | — | | | | | | — | | | | | | (200,764) | | | | | | (75,696) | | | | | | 1,707,067 | | | | | | — | | | | | | — | | | | | | (2,814,380) | | | | | | (1,107,313) | | |
12/31/2020 | | | | | 196,866 | | | | | | — | | | | | | 174,267 | | | | | | (436,342) | | | | | | (65,209) | | | | | | 2,297,028 | | | | | | — | | | | | | 1,962,248 | | | | | | (5,012,717) | | | | | | (753,441) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 27,279 | | | | | | — | | | | | | — | | | | | | (15,916) | | | | | | 11,363 | | | | | | 393,027 | | | | | | — | | | | | | — | | | | | | (223,763) | | | | | | 169,264 | | |
12/31/2020 | | | | | 34,551 | | | | | | — | | | | | | 32,936 | | | | | | (91,257) | | | | | | (23,770) | | | | | | 414,057 | | | | | | — | | | | | | 378,760 | | | | | | (966,414) | | | | | | (173,597) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 183,689 | | | | | | — | | | | | | — | | | | | | (212,700) | | | | | | (29,011) | | | | | | 2,614,713 | | | | | | — | | | | | | — | | | | | | (2,973,658) | | | | | | (358,945) | | |
12/31/2020 | | | | | 564,724 | | | | | | — | | | | | | 161,659 | | | | | | (314,905) | | | | | | 411,478 | | | | | | 6,921,450 | | | | | | — | | | | | | 1,857,459 | | | | | | (3,720,594) | | | | | | 5,058,315 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 48,052 | | | | | | — | | | | | | — | | | | | | (2,973,893) | | | | | | (2,925,841) | | | | | | 662,556 | | | | | | — | | | | | | — | | | | | | (41,566,289) | | | | | | (40,903,733) | | |
12/31/2020 | | | | | 204,767 | | | | | | — | | | | | | 4,034,877 | | | | | | (6,154,699) | | | | | | (1,915,055) | | | | | | 2,309,295 | | | | | | — | | | | | | 45,876,550 | | | | | | (72,983,967) | | | | | | (24,798,122) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 36,544 | | | | | | — | | | | | | — | | | | | | (13,773) | | | | | | 22,771 | | | | | | 500,166 | | | | | | — | | | | | | — | | | | | | (186,484) | | | | | | 313,682 | | |
12/31/2020 | | | | | 37,790 | | | | | | — | | | | | | 7,546 | | | | | | (17,263) | | | | | | 28,073 | | | | | | 448,159 | | | | | | — | | | | | | 85,953 | | | | | | (210,374) | | | | | | 323,738 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Solution Moderately Conservative | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 30,344 | | | | | | — | | | | | | — | | | | | | (89,738) | | | | | | (59,394) | | | | | | 334,472 | | | | | | — | | | | | | — | | | | | | (1,000,634) | | | | | | (666,162) | | |
12/31/2020 | | | | | 56,038 | | | | | | — | | | | | | 31,926 | | | | | | (223,402) | | | | | | (135,438) | | | | | | 559,807 | | | | | | — | | | | | | 314,149 | | | | | | (2,214,131) | | | | | | (1,340,175) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 1,046 | | | | | | — | | | | | | — | | | | | | (580) | | | | | | 466 | | | | | | 12,004 | | | | | | — | | | | | | — | | | | | | (6,572) | | | | | | 5,432 | | |
12/31/2020 | | | | | 5,194 | | | | | | — | | | | | | 93 | | | | | | (7,959) | | | | | | (2,672) | | | | | | 53,806 | | | | | | — | | | | | | 959 | | | | | | (72,225) | | | | | | (17,460) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 126,161 | | | | | | — | | | | | | — | | | | | | (87,226) | | | | | | 38,935 | | | | | | 1,454,804 | | | | | | — | | | | | | — | | | | | | (1,008,607) | | | | | | 446,197 | | |
12/31/2020 | | | | | 294,779 | | | | | | — | | | | | | 37,122 | | | | | | (94,052) | | | | | | 237,849 | | | | | | 3,066,609 | | | | | | — | | | | | | 381,248 | | | | | | (964,932) | | | | | | 2,482,925 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 65,678 | | | | | | — | | | | | | — | | | | | | (84,272) | | | | | | (18,594) | | | | | | 737,264 | | | | | | — | | | | | | — | | | | | | (940,081) | | | | | | (202,817) | | |
12/31/2020 | | | | | 152,429 | | | | | | — | | | | | | 93,638 | | | | | | (258,880) | | | | | | (12,813) | | | | | | 1,534,888 | | | | | | — | | | | | | 939,184 | | | | | | (2,530,859) | | | | | | (56,787) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 25,305 | | | | | | — | | | | | | — | | | | | | (40,946) | | | | | | (15,641) | | | | | | 276,826 | | | | | | — | | | | | | — | | | | | | (452,957) | | | | | | (176,131) | | |
12/31/2020 | | | | | 49,781 | | | | | | — | | | | | | 25,431 | | | | | | (138,329) | | | | | | (63,117) | | | | | | 499,678 | | | | | | — | | | | | | 250,747 | | | | | | (1,373,822) | | | | | | (623,397) | | |
Solution 2025 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 559,010 | | | | | | — | | | | | | — | | | | | | (2,045,419) | | | | | | (1,486,409) | | | | | | 7,008,898 | | | | | | — | | | | | | — | | | | | | (25,684,537) | | | | | | (18,675,639) | | |
12/31/2020 | | | | | 1,041,966 | | | | | | — | | | | | | 1,295,768 | | | | | | (4,936,510) | | | | | | (2,598,776) | | | | | | 11,559,828 | | | | | | — | | | | | | 14,227,528 | | | | | | (54,463,054) | | | | | | (28,675,698) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 404,416 | | | | | | — | | | | | | — | | | | | | (1,759,040) | | | | | | (1,354,624) | | | | | | 5,195,602 | | | | | | — | | | | | | — | | | | | | (23,031,756) | | | | | | (17,836,154) | | |
12/31/2020 | | | | | 2,994,244 | | | | | | — | | | | | | 1,429,995 | | | | | | (20,472,700) | | | | | | (16,048,461) | | | | | | 34,210,086 | | | | | | — | | | | | | 16,158,946 | | | | | | (249,947,335) | | | | | | (199,578,303) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ��� | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 782,190 | | | | | | — | | | | | | — | | | | | | (1,442,187) | | | | | | (659,997) | | | | | | 10,019,848 | | | | | | — | | | | | | — | | | | | | (18,365,504) | | | | | | (8,345,656) | | |
12/31/2020 | | | | | 1,446,795 | | | | | | — | | | | | | 1,555,138 | | | | | | (4,643,941) | | | | | | (1,642,008) | | | | | | 16,382,976 | | | | | | — | | | | | | 17,355,345 | | | | | | (51,982,211) | | | | | | (18,243,890) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 158,064 | | | | | | — | | | | | | — | | | | | | (61,648) | | | | | | 96,416 | | | | | | 1,986,033 | | | | | | — | | | | | | — | | | | | | (759,963) | | | | | | 1,226,070 | | |
12/31/2020 | | | | | 108,315 | | | | | | — | | | | | | 50,128 | | | | | | (321,829) | | | | | | (163,386) | | | | | | 1,186,999 | | | | | | — | | | | | | 543,386 | | | | | | (3,321,569) | | | | | | (1,591,184) | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 5,553 | | | | | | — | | | | | | — | | | | | | (13,056) | | | | | | (7,503) | | | | | | 72,623 | | | | | | — | | | | | | — | | | | | | (175,458) | | | | | | (102,835) | | |
12/31/2020 | | | | | 1,353 | | | | | | — | | | | | | 1,849 | | | | | | (12,702) | | | | | | (9,500) | | | | | | 15,776 | | | | | | — | | | | | | 21,508 | | | | | | (139,967) | | | | | | (102,683) | | |
Solution 2030 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 211,085 | | | | | | — | | | | | | — | | | | | | (179,707) | | | | | | 31,378 | | | | | | 3,615,124 | | | | | | — | | | | | | — | | | | | | (3,144,760) | | | | | | 470,364 | | |
12/31/2020 | | | | | 366,092 | | | | | | — | | | | | | 74,337 | | | | | | (331,665) | | | | | | 108,764 | | | | | | 5,451,415 | | | | | | — | | | | | | 1,092,015 | | | | | | (4,949,160) | | | | | | 1,594,270 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 104,722 | | | | | | — | | | | | | — | | | | | | (200,681) | | | | | | (95,959) | | | | | | 1,854,488 | | | | | | — | | | | | | — | | | | | | (3,587,468) | | | | | | (1,732,980) | | |
12/31/2020 | | | | | 185,684 | | | | | | — | | | | | | 47,580 | | | | | | (295,587) | | | | | | (62,323) | | | | | | 2,822,986 | | | | | | — | | | | | | 721,318 | | | | | | (4,517,908) | | | | | | (973,604) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 115,428 | | | | | | — | | | | | | — | | | | | | (74,248) | | | | | | 41,180 | | | | | | 2,034,069 | | | | | | — | | | | | | — | | | | | | (1,307,788) | | | | | | 726,281 | | |
12/31/2020 | | | | | 411,257 | | | | | | — | | | | | | 53,288 | | | | | | (289,095) | | | | | | 175,450 | | | | | | 6,408,420 | | | | | | — | | | | | | 801,977 | | | | | | (4,346,924) | | | | | | 2,863,473 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 29,669 | | | | | | — | | | | | | — | | | | | | (427) | | | | | | 29,242 | | | | | | 524,097 | | | | | | — | | | | | | — | | | | | | (7,360) | | | | | | 516,737 | | |
12/31/2020 | | | | | 29,743 | | | | | | — | | | | | | 1,883 | | | | | | (22,160) | | | | | | 9,466 | | | | | | 403,391 | | | | | | — | | | | | | 27,984 | | | | | | (304,825) | | | | | | 126,550 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 232 | | | | | | — | | | | | | — | | | | | | (149) | | | | | | 83 | | | | | | 3,939 | | | | | | — | | | | | | — | | | | | | (2,588) | | | | | | 1,351 | | |
12/31/2020 | | | | | 538 | | | | | | — | | | | | | 127 | | | | | | (36) | | | | | | 629 | | | | | | 7,670 | | | | | | — | | | | | | 1,861 | | | | | | (531) | | | | | | 9,000 | | |
Solution 2035 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 522,023 | | | | | | — | | | | | | — | | | | | | (1,679,047) | | | | | | (1,157,024) | | | | | | 6,704,094 | | | | | | — | | | | | | — | | | | | | (21,532,851) | | | | | | (14,828,757) | | |
12/31/2020 | | | | | 944,816 | | | | | | — | | | | | | 1,591,872 | | | | | | (3,912,785) | | | | | | (1,376,097) | | | | | | 10,293,999 | | | | | | — | | | | | | 17,064,874 | | | | | | (43,614,127) | | | | | | (16,255,254) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 476,799 | | | | | | — | | | | | | — | | | | | | (2,370,298) | | | | | | (1,893,499) | | | | | | 6,277,517 | | | | | | — | | | | | | — | | | | | | (31,851,978) | | | | | | (25,574,461) | | |
12/31/2020 | | | | | 3,430,663 | | | | | | — | | | | | | 2,312,940 | | | | | | (23,678,053) | | | | | | (17,934,450) | | | | | | 38,613,364 | | | | | | — | | | | | | 25,557,984 | | | | | | (292,423,757) | | | | | | (228,252,409) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 783,121 | | | | | | — | | | | | | — | | | | | | (1,119,244) | | | | | | (336,123) | | | | | | 10,284,818 | | | | | | — | | | | | | — | | | | | | (14,556,336) | | | | | | (4,271,518) | | |
12/31/2020 | | | | | 1,359,249 | | | | | | — | | | | | | 2,331,093 | | | | | | (3,702,429) | | | | | | (12,087) | | | | | | 15,080,765 | | | | | | — | | | | | | 25,432,218 | | | | | | (41,385,016) | | | | | | (872,033) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 141,044 | | | | | | — | | | | | | — | | | | | | (100,226) | | | | | | 40,818 | | | | | | 1,799,225 | | | | | | — | | | | | | — | | | | | | (1,247,232) | | | | | | 551,993 | | |
12/31/2020 | | | | | 126,111 | | | | | | — | | | | | | 97,849 | | | | | | (497,023) | | | | | | (273,063) | | | | | | 1,356,763 | | | | | | — | | | | | | 1,021,548 | | | | | | (5,312,720) | | | | | | (2,934,409) | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 359 | | | | | | — | | | | | | — | | | | | | (38,771) | | | | | | (38,412) | | | | | | 4,889 | | | | | | — | | | | | | — | | | | | | (534,074) | | | | | | (529,185) | | |
12/31/2020 | | | | | 1,967 | | | | | | — | | | | | | 2,990 | | | | | | (475) | | | | | | 4,482 | | | | | | 22,675 | | | | | | — | | | | | | 34,001 | | | | | | (4,758) | | | | | | 51,918 | | |
Solution 2040 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 112,054 | | | | | | — | | | | | | — | | | | | | (142,087) | | | | | | (30,033) | | | | | | 2,068,109 | | | | | | — | | | | | | — | | | | | | (2,632,388) | | | | | | (564,279) | | |
12/31/2020 | | | | | 296,802 | | | | | | — | | | | | | 68,051 | | | | | | (347,476) | | | | | | 17,377 | | | | | | 4,558,764 | | | | | | — | | | | | | 1,024,164 | | | | | | (5,369,506) | | | | | | 213,422 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Solution 2040 (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 118,413 | | | | | | — | | | | | | — | | | | | | (213,410) | | | | | | (94,997) | | | | | | 2,231,608 | | | | | | — | | | | | | — | | | | | | (4,046,768) | | | | | | (1,815,160) | | |
12/31/2020 | | | | | 195,258 | | | | | | — | | | | | | 47,129 | | | | | | (253,137) | | | | | | (10,750) | | | | | | 3,102,664 | | | | | | — | | | | | | 732,390 | | | | | | (3,948,698) | | | | | | (113,644) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 138,388 | | | | | | — | | | | | | — | | | | | | (44,306) | | | | | | 94,082 | | | | | | 2,648,432 | | | | | | — | | | | | | — | | | | | | (822,360) | | | | | | 1,826,072 | | |
12/31/2020 | | | | | 189,719 | | | | | | — | | | | | | 37,902 | | | | | | (155,785) | | | | | | 71,836 | | | | | | 2,994,848 | | | | | | — | | | | | | 583,691 | | | | | | (2,398,286) | | | | | | 1,180,253 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 25,841 | | | | | | — | | | | | | — | | | | | | (3,554) | | | | | | 22,287 | | | | | | 491,377 | | | | | | — | | | | | | — | | | | | | (63,806) | | | | | | 427,571 | | |
12/31/2020 | | | | | 15,641 | | | | | | — | | | | | | 4,781 | | | | | | (10,857) | | | | | | 9,565 | | | | | | 236,829 | | | | | | — | | | | | | 72,338 | | | | | | (164,384) | | | | | | 144,783 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 103 | | | | | | — | | | | | | — | | | | | | (2,276) | | | | | | (2,173) | | | | | | 1,879 | | | | | | — | | | | | | — | | | | | | (42,492) | | | | | | (40,613) | | |
12/31/2020 | | | | | 878 | | | | | | — | | | | | | 133 | | | | | | (197) | | | | | | 814 | | | | | | 13,293 | | | | | | — | | | | | | 1,993 | | | | | | (3,209) | | | | | | 12,077 | | |
Solution 2045 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 521,029 | | | | | | — | | | | | | — | | | | | | (1,296,419) | | | | | | (775,390) | | | | | | 6,863,058 | | | | | | — | | | | | | — | | | | | | (17,083,510) | | | | | | (10,220,452) | | |
12/31/2020 | | | | | 833,851 | | | | | | — | | | | | | 1,011,331 | | | | | | (2,265,543) | | | | | | (420,361) | | | | | | 9,067,559 | | | | | | — | | | | | | 10,669,545 | | | | | | (24,578,928) | | | | | | (4,841,824) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 407,069 | | | | | | — | | | | | | — | | | | | | (2,344,542) | | | | | | (1,937,473) | | | | | | 5,545,695 | | | | | | — | | | | | | — | | | | | | (32,148,849) | | | | | | (26,603,154) | | |
12/31/2020 | | | | | 3,557,942 | | | | | | — | | | | | | 2,015,187 | | | | | | (21,852,796) | | | | | | (16,279,667) | | | | | | 39,191,495 | | | | | | — | | | | | | 21,965,536 | | | | | | (271,756,675) | | | | | | (210,599,644) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 562,797 | | | | | | — | | | | | | — | | | | | | (690,876) | | | | | | (128,079) | | | | | | 7,492,653 | | | | | | — | | | | | | — | | | | | | (9,197,603) | | | | | | (1,704,950) | | |
12/31/2020 | | | | | 1,337,418 | | | | | | — | | | | | | 1,666,300 | | | | | | (2,977,403) | | | | | | 26,315 | | | | | | 14,405,327 | | | | | | — | | | | | | 17,862,735 | | | | | | (33,076,803) | | | | | | (808,741) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 291,393 | | | | | | — | | | | | | — | | | | | | (59,926) | | | | | | 231,467 | | | | | | 3,884,148 | | | | | | — | | | | | | — | | | | | | (765,717) | | | | | | 3,118,431 | | |
12/31/2020 | | | | | 103,434 | | | | | | — | | | | | | 45,800 | | | | | | (221,553) | | | | | | (72,319) | | | | | | 1,086,292 | | | | | | — | | | | | | 477,241 | | | | | | (2,342,796) | | | | | | (779,263) | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 277 | | | | | | — | | | | | | — | | | | | | (160) | | | | | | 117 | | | | | | 3,781 | | | | | | — | | | | | | — | | | | | | (2,237) | | | | | | 1,544 | | |
12/31/2020 | | | | | 1,585 | | | | | | — | | | | | | 816 | | | | | | (14,639) | | | | | | (12,238) | | | | | | 17,982 | | | | | | — | | | | | | 9,066 | | | | | | (136,438) | | | | | | (109,390) | | |
Solution 2050 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 77,214 | | | | | | — | | | | | | — | | | | | | (150,214) | | | | | | (73,000) | | | | | | 1,476,208 | | | | | | — | | | | | | — | | | | | | (2,893,966) | | | | | | (1,417,758) | | |
12/31/2020 | | | | | 261,472 | | | | | | — | | | | | | 57,371 | | | | | | (240,083) | | | | | | 78,760 | | | | | | 4,064,197 | | | | | | — | | | | | | 884,091 | | | | | | (3,927,893) | | | | | | 1,020,395 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 86,414 | | | | | | — | | | | | | — | | | | | | (227,799) | | | | | | (141,385) | | | | | | 1,717,985 | | | | | | — | | | | | | — | | | | | | (4,535,225) | | | | | | (2,817,240) | | |
12/31/2020 | | | | | 218,069 | | | | | | — | | | | | | 40,811 | | | | | | (268,542) | | | | | | (9,662) | | | | | | 3,520,006 | | | | | | — | | | | | | 652,158 | | | | | | (4,361,079) | | | | | | (188,915) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 58,570 | | | | | | — | | | | | | — | | | | | | (46,912) | | | | | | 11,658 | | | | | | 1,156,472 | | | | | | — | | | | | | — | | | | | | (914,832) | | | | | | 241,640 | | |
12/31/2020 | | | | | 130,272 | | | | | | — | | | | | | 30,335 | | | | | | (142,681) | | | | | | 17,926 | | | | | | 2,080,512 | | | | | | — | | | | | | 478,997 | | | | | | (2,283,576) | | | | | | 275,933 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 26,980 | | | | | | — | | | | | | — | | | | | | (3,391) | | | | | | 23,589 | | | | | | 537,165 | | | | | | — | | | | | | — | | | | | | (66,733) | | | | | | 470,432 | | |
12/31/2020 | | | | | 7,538 | | | | | | — | | | | | | 1,530 | | | | | | (10,201) | | | | | | (1,133) | | | | | | 119,535 | | | | | | — | | | | | | 23,826 | | | | | | (168,868) | | | | | | (25,507) | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | — | | | | | | — | | | | | | — | | | | | | (18) | | | | | | (18) | | | | | | — | | | | | | — | | | | | | — | | | | | | (363) | | | | | | (363) | | |
12/31/2020 | | | | | — | | | | | | — | | | | | | 21 | | | | | | (23) | | | | | | (2) | | | | | | — | | | | | | — | | | | | | 333 | | | | | | (403) | | | | | | (70) | | |
Solution 2055 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 237,159 | | | | | | — | | | | | | — | | | | | | (391,180) | | | | | | (154,021) | | | | | | 3,806,934 | | | | | | — | | | | | | — | | | | | | (6,318,140) | | | | | | (2,511,206) | | |
12/31/2020 | | | | | 499,545 | | | | | | — | | | | | | 240,856 | | | | | | (663,500) | | | | | | 76,901 | | | | | | 6,485,108 | | | | | | — | | | | | | 3,090,178 | | | | | | (8,900,873) | | | | | | 674,413 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 185,794 | | | | | | — | | | | | | — | | | | | | (838,747) | | | | | | (652,953) | | | | | | 3,056,971 | | | | | | — | | | | | | — | | | | | | (13,663,890) | | | | | | (10,606,919) | | |
12/31/2020 | | | | | 2,653,382 | | | | | | — | | | | | | 705,071 | | | | | | (9,587,365) | | | | | | (6,228,912) | | | | | | 34,992,948 | | | | | | — | | | | | | 9,250,529 | | | | | | (144,045,909) | | | | | | (99,802,432) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 315,857 | | | | | | — | | | | | | — | | | | | | (213,924) | | | | | | 101,933 | | | | | | 5,154,966 | | | | | | — | | | | | | — | | | | | | (3,454,323) | | | | | | 1,700,643 | | |
12/31/2020 | | | | | 779,560 | | | | | | — | | | | | | 320,925 | | | | | | (542,858) | | | | | | 557,627 | | | | | | 10,182,899 | | | | | | — | | | | | | 4,155,976 | | | | | | (7,198,051) | | | | | | 7,140,824 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 108,317 | | | | | | — | | | | | | — | | | | | | (16,410) | | | | | | 91,907 | | | | | | 1,787,056 | | | | | | — | | | | | | — | | | | | | (257,297) | | | | | | 1,529,759 | | |
12/31/2020 | | | | | 63,528 | | | | | | — | | | | | | 10,784 | | | | | | (79,763) | | | | | | (5,451) | | | | | | 847,963 | | | | | | — | | | | | | 139,214 | | | | | | (944,472) | | | | | | 42,705 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 13 | | | | | | — | | | | | | — | | | | | | (738) | | | | | | (725) | | | | | | 214 | | | | | | — | | | | | | — | | | | | | (12,295) | | | | | | (12,081) | | |
12/31/2020 | | | | | 350 | | | | | | — | | | | | | 114 | | | | | | (34) | | | | | | 430 | | | | | | 4,582 | | | | | | — | | | | | | 1,502 | | | | | | (477) | | | | | | 5,607 | | |
Solution 2060 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 93,381 | | | | | | — | | | | | | — | | | | | | (106,445) | | | | | | (13,064) | | | | | | 1,316,316 | | | | | | — | | | | | | — | | | | | | (1,508,182) | | | | | | (191,866) | | |
12/31/2020 | | | | | 266,536 | | | | | | — | | | | | | 36,578 | | | | | | (198,454) | | | | | | 104,660 | | | | | | 3,031,702 | | | | | | — | | | | | | 412,239 | | | | | | (2,327,329) | | | | | | 1,116,612 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 92,451 | | | | | | — | | | | | | — | | | | | | (251,200) | | | | | | (158,749) | | | | | | 1,321,651 | | | | | | — | | | | | | — | | | | | | (3,585,328) | | | | | | (2,263,677) | | |
12/31/2020 | | | | | 292,971 | | | | | | — | | | | | | 31,929 | | | | | | (155,379) | | | | | | 169,521 | | | | | | 3,366,031 | | | | | | — | | | | | | 365,911 | | | | | | (1,803,499) | | | | | | 1,928,443 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 123,009 | | | | | | — | | | | | | — | | | | | | (124,433) | | | | | | (1,424) | | | | | | 1,721,009 | | | | | | — | | | | | | — | | | | | | (1,742,340) | | | | | | (21,331) | | |
12/31/2020 | | | | | 223,987 | | | | | | — | | | | | | 28,469 | | | | | | (136,731) | | | | | | 115,725 | | | | | | 2,525,781 | | | | | | — | | | | | | 321,696 | | | | | | (1,565,966) | | | | | | 1,281,511 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Solution 2060 (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 37,986 | | | | | | — | | | | | | — | | | | | | (3,445) | | | | | | 34,541 | | | | | | 549,356 | | | | | | — | | | | | | — | | | | | | (48,458) | | | | | | 500,898 | | |
12/31/2020 | | | | | 14,826 | | | | | | — | | | | | | 1,760 | | | | | | (3,225) | | | | | | 13,361 | | | | | | 166,978 | | | | | | — | | | | | | 19,875 | | | | | | (35,397) | | | | | | 151,456 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | — | | | | | | — | | | | | | — | | | | | | (29) | | | | | | (29) | | | | | | — | | | | | | — | | | | | | — | | | | | | (413) | | | | | | (413) | | |
12/31/2020 | | | | | 29 | | | | | | — | | | | | | 19 | | | | | | —* | | | | | | 48 | | | | | | 366 | | | | | | — | | | | | | 215 | | | | | | —* | | | | | | 581 | | |
Solution 2065 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 23,196 | | | | | | — | | | | | | — | | | | | | (14,297) | | | | | | 8,899 | | | | | | 288,164 | | | | | | — | | | | | | — | | | | | | (177,402) | | | | | | 110,762 | | |
7/29/2020(1) - 12/31/2020 | | | | | 88,970 | | | | | | — | | | | | | 1,433 | | | | | | (2,790) | | | | | | 87,613 | | | | | | 915,673 | | | | | | — | | | | | | 16,550 | | | | | | (31,818) | | | | | | 900,405 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 17,469 | | | | | | — | | | | | | — | | | | | | (7,527) | | | | | | 9,942 | | | | | | 214,279 | | | | | | — | | | | | | — | | | | | | (97,369) | | | | | | 116,910 | | |
7/29/2020(1) - 12/31/2020 | | | | | 88,759 | | | | | | — | | | | | | 1,601 | | | | | | —* | | | | | | 90,360 | | | | | | 889,326 | | | | | | — | | | | | | 18,505 | | | | | | —* | | | | | | 907,831 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 38,792 | | | | | | — | | | | | | — | | | | | | (9,748) | | | | | | 29,044 | | | | | | 478,729 | | | | | | — | | | | | | — | | | | | | (119,488) | | | | | | 359,241 | | |
7/29/2020(1) - 12/31/2020 | | | | | 93,025 | | | | | | — | | | | | | 1,414 | | | | | | (11,836) | | | | | | 82,603 | | | | | | 965,808 | | | | | | — | | | | | | 16,346 | | | | | | (130,798) | | | | | | 851,355 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 4,886 | | | | | | — | | | | | | — | | | | | | —* | | | | | | 4,886 | | | | | | 62,205 | | | | | | — | | | | | | — | | | | | | —* | | | | | | 62,205 | | |
7/29/2020(1) - 12/31/2020 | | | | | 2,200 | | | | | | — | | | | | | 36 | | | | | | — | | | | | | 2,236 | | | | | | 21,999 | | | | | | — | | | | | | 422 | | | | | | — | | | | | | 22,421 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
7/29/2020(1) - 12/31/2020 | | | | | 300 | | | | | | — | | | | | | 5 | | | | | | — | | | | | | 305 | | | | | | 3,000 | | | | | | — | | | | | | 54 | | | | | | — | | | | | | 3,054 | | |
| | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Ordinary Income | | | Long-term Capital Gains | | ||||||||||||
Solution Aggressive | | | | $ | 394,195 | | | | | $ | 1,365,142 | | | | | $ | 290,677 | | | | | $ | 1,455,126 | | |
Solution Balanced | | | | | 1,564,710 | | | | | | 2,131,869 | | | | | | 1,264,865 | | | | | | 3,344,512 | | |
Solution Conservative | | | | | 535,080 | | | | | | 187,887 | | | | | | 387,065 | | | | | | 145,002 | | |
Solution Income | | | | | 7,420,988 | | | | | | 560,950 | | | | | | 10,228,302 | | | | | | 5,951,736 | | |
Solution Moderately Aggressive | | | | | 10,679,656 | | | | | | 39,481,314 | | | | | | 13,618,660 | | | | | | 46,647,449 | | |
Solution Moderately Conservative | | | | | 1,031,400 | | | | | | 854,887 | | | | | | 736,476 | | | | | | 738,076 | | |
Solution 2025 | | | | | 17,407,400 | | | | | | 30,899,313 | | | | | | 19,364,337 | | | | | | 45,142,629 | | |
Solution 2030 | | | | | 926,283 | | | | | | 1,719,132 | | | | | | 760,490 | | | | | | 2,322,107 | | |
Solution 2035 | | | | | 15,624,659 | | | | | | 53,485,966 | | | | | | 18,536,013 | | | | | | 62,124,081 | | |
Solution 2040 | | | | | 691,140 | | | | | | 1,723,766 | | | | | | 557,785 | | | | | | 2,059,165 | | |
Solution 2045 | | | | | 10,941,963 | | | | | | 40,042,161 | | | | | | 12,677,673 | | | | | | 55,716,452 | | |
Solution 2050 | | | | | 528,816 | | | | | | 1,510,883 | | | | | | 401,860 | | | | | | 1,821,588 | | |
Solution 2055 | | | | | 3,516,199 | | | | | | 13,121,200 | | | | | | 3,576,235 | | | | | | 16,562,207 | | |
Solution 2060 | | | | | 302,676 | | | | | | 817,260 | | | | | | 224,632 | | | | | | 852,776 | | |
Solution 2065 | | | | | 41,291 | | | | | | 10,586 | | | | | | — | | | | | | — | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | ||||||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | |||||||||||||||||||||||||||
Solution Aggressive | | | | $ | 331,319 | | | | | $ | — | | | | | $ | 3,035,215 | | | | | $ | (116,436) | | | | | | Long-term | | | | | | None | | |
Solution Balanced | | | | | 1,121,312 | | | | | | — | | | | | | 6,140,208 | | | | | | (400,639) | | | | | | Long-term | | | | | | None | | |
Solution Conservative | | | | | 628,248 | | | | | | 73,585 | | | | | | 990,262 | | | | | | — | | | | | | — | | | | | | — | | |
Solution Income | | | | | 12,333,615 | | | | | | 6,578,065 | | | | | | 25,290,713 | | | | | | — | | | | | | — | | | | | | — | | |
Solution Moderately Aggressive | | | | | 9,988,895 | | | | | | — | | | | | | 74,696,414 | | | | | | (11,720,578) | | | | | | Long-term | | | | | | None | | |
Solution Moderately Conservative | | | | | 977,308 | | | | | | — | | | | | | 3,759,222 | | | | | | (342,790) | | | | | | Long-term | | | | | | None | | |
Solution 2025 | | | | | 28,672,240 | | | | | | 16,480,468 | | | | | | 64,230,849 | | | | | | — | | | | | | — | | | | | | — | | |
Solution 2030 | | | | | 1,456,551 | | | | | | 26,658 | | | | | | 5,294,930 | | | | | | — | | | | | | — | | | | | | — | | |
Solution 2035 | | | | | 28,998,831 | | | | | | 12,118,579 | | | | | | 83,962,947 | | | | | | — | | | | | | — | | | | | | — | | |
Solution 2040 | | | | | 905,599 | | | | | | 150,075 | | | | | | 4,592,937 | | | | | | — | | | | | | — | | | | | | — | | |
Solution 2045 | | | | | 26,235,826 | | | | | | 20,007,836 | | | | | | 63,803,144 | | | | | | — | | | | | | — | | | | | | — | | |
Solution 2050 | | | | | 598,707 | | | | | | 396,634 | | | | | | 4,065,307 | | | | | | — | | | | | | — | | | | | | — | | |
Solution 2055 | | | | | 11,705,147 | | | | | | 12,460,664 | | | | | | 19,507,793 | | | | | | — | | | | | | — | | | | | | — | | |
Solution 2060 | | | | | 368,509 | | | | | | 372,966 | | | | | | 2,888,565 | | | | | | — | | | | | | — | | | | | | — | | |
Solution 2065 | | | | | 23,193 | | | | | | 27,122 | | | | | | 308,893 | | | | | | — | | | | | | — | | | | | | — | | |
| Net investment income | | | | $ | 6,530,477 | | |
| Net realized and unrealized loss on investments | | | | $ | 30,068,364 | | |
| Net decrease in net assets resulting from operations | | | | $ | 36,598,841 | | |
| Total Net Assets of Acquired Portfolio (000s) | | | Total Net Assets of Acquiring Portfolio (000s) | | | Acquired Portfolios’ Capital Loss Carryforwards (000s) | | | Acquired Portfolio’s Unrealized Appreciation (000s) | | | Portfolio’s Conversion Ratio | | ||||||||||||
| $29,460 | | | | $ | 311,448 | | | | | $ | 62 | | | | | $ | 1,929 | | | | | | 1.0138 | | |
| | | PER SHARE AMOUNTS | | | | | | | | |||||||||||||||
| | | Net Investment Income | | | Short-term Capital Gains | | | Long-term Capital Gains | | | Payable Date | | | Record Date | | |||||||||
Solution Aggressive | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.1400 | | | | | $ | — | | | | | $ | — | | | | August 4, 2021 | | | August 2, 2021 | |
Class I | | | | $ | 0.2008 | | | | | $ | — | | | | | $ | — | | | | August 4, 2021 | | | August 2, 2021 | |
Class R6 | | | | $ | 0.2006 | | | | | $ | — | | | | | $ | — | | | | August 4, 2021 | | | August 2, 2021 | |
Class S | | | | $ | 0.1696 | | | | | $ | — | | | | | $ | — | | | | August 4, 2021 | | | August 2, 2021 | |
Class S2 | | | | $ | 0.1263 | | | | | $ | — | | | | | $ | — | | | | August 4, 2021 | | | August 2, 2021 | |
Solution Balanced | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.1734 | | | | | $ | — | | | | | $ | — | | | | August 4, 2021 | | | August 2, 2021 | |
Class I | | | | $ | 0.2265 | | | | | $ | — | | | | | $ | — | | | | August 4, 2021 | | | August 2, 2021 | |
Class R6 | | | | $ | 0.2265 | | | | | $ | — | | | | | $ | — | | | | August 4, 2021 | | | August 2, 2021 | |
Class S | | | | $ | 0.2041 | | | | | $ | — | | | | | $ | — | | | | August 4, 2021 | | | August 2, 2021 | |
Class S2 | | | | $ | 0.1625 | | | | | $ | — | | | | | $ | — | | | | August 4, 2021 | | | August 2, 2021 | |
Solution Conservative | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.2658 | | | | | $ | 0.1370 | | | | | $ | 0.0540 | | | | August 4, 2021 | | | August 2, 2021 | |
Class I | | | | $ | 0.3501 | | | | | $ | 0.1370 | | | | | $ | 0.0540 | | | | August 4, 2021 | | | August 2, 2021 | |
Class R6 | | | | $ | 0.3515 | | | | | $ | 0.1370 | | | | | $ | 0.0540 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S | | | | $ | 0.3195 | | | | | $ | 0.1370 | | | | | $ | 0.0540 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S2 | | | | $ | 0.3110 | | | | | $ | 0.1370 | | | | | $ | 0.0540 | | | | August 4, 2021 | | | August 2, 2021 | |
Solution Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.3568 | | | | | $ | 0.1860 | | | | | $ | 0.3000 | | | | August 4, 2021 | | | August 2, 2021 | |
Class I | | | | $ | 0.4131 | | | | | $ | 0.1860 | | | | | $ | 0.3000 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S | | | | $ | 0.3865 | | | | | $ | 0.1860 | | | | | $ | 0.3000 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S2 | | | | $ | 0.3807 | | | | | $ | 0.1860 | | | | | $ | 0.3000 | | | | August 4, 2021 | | | August 2, 2021 | |
Class T | | | | $ | 0.2807 | | | | | $ | 0.1860 | | | | | $ | 0.3000 | | | | August 4, 2021 | | | August 2, 2021 | |
Solution Moderately Aggressive | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.2034 | | | | | $ | — | | | | | $ | — | | | | August 4, 2021 | | | August 2, 2021 | |
Class I | | | | $ | 0.2654 | | | | | $ | — | | | | | $ | — | | | | August 4, 2021 | | | August 2, 2021 | |
Class R6 | | | | $ | 0.2661 | | | | | $ | — | | | | | $ | — | | | | August 4, 2021 | | | August 2, 2021 | |
Class S | | | | $ | 0.2328 | | | | | $ | — | | | | | $ | — | | | | August 4, 2021 | | | August 2, 2021 | |
Class S2 | | | | $ | 0.2345 | | | | | $ | — | | | | | $ | — | | | | August 4, 2021 | | | August 2, 2021 | |
Solution Moderately Conservative | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.2253 | | | | | $ | — | | | | | $ | — | | | | August 4, 2021 | | | August 2, 2021 | |
Class I | | | | $ | 0.2874 | | | | | $ | — | | | | | $ | — | | | | August 4, 2021 | | | August 2, 2021 | |
Class R6 | | | | $ | 0.2873 | | | | | $ | — | | | | | $ | — | | | | August 4, 2021 | | | August 2, 2021 | |
Class S | | | | $ | 0.2618 | | | | | $ | — | | | | | $ | — | | | | August 4, 2021 | | | August 2, 2021 | |
Class S2 | | | | $ | 0.2438 | | | | | $ | — | | | | | $ | — | | | | August 4, 2021 | | | August 2, 2021 | |
| | | PER SHARE AMOUNTS | | | | | | | | |||||||||||||||
| | | Net Investment Income | | | Short-term Capital Gains | | | Long-term Capital Gains | | | Payable Date | | | Record Date | | |||||||||
Solution 2025 | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.3323 | | | | | $ | 0.2467 | | | | | $ | 0.3466 | | | | August 4, 2021 | | | August 2, 2021 | |
Class I | | | | $ | 0.3793 | | | | | $ | 0.2467 | | | | | $ | 0.3466 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S | | | | $ | 0.3667 | | | | | $ | 0.2467 | | | | | $ | 0.3466 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S2 | | | | $ | 0.3573 | | | | | $ | 0.2467 | | | | | $ | 0.3466 | | | | August 4, 2021 | | | August 2, 2021 | |
Class T | | | | $ | 0.2805 | | | | | $ | 0.2467 | | | | | $ | 0.3466 | | | | August 4, 2021 | | | August 2, 2021 | |
Solution 2030 | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.2651 | | | | | $ | 0.1643 | | | | | $ | 0.0091 | | | | August 4, 2021 | | | August 2, 2021 | |
Class I | | | | $ | 0.3332 | | | | | $ | 0.1643 | | | | | $ | 0.0091 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S | | | | $ | 0.3058 | | | | | $ | 0.1643 | | | | | $ | 0.0091 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S2 | | | | $ | 0.3141 | | | | | $ | 0.1643 | | | | | $ | 0.0091 | | | | August 4, 2021 | | | August 2, 2021 | |
Class T | | | | $ | 0.2497 | | | | | $ | 0.1643 | | | | | $ | 0.0091 | | | | August 4, 2021 | | | August 2, 2021 | |
Solution 2035 | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.2572 | | | | | $ | 0.2964 | | | | | $ | 0.2415 | | | | August 4, 2021 | | | August 2, 2021 | |
Class I | | | | $ | 0.2968 | | | | | $ | 0.2964 | | | | | $ | 0.2415 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S | | | | $ | 0.2908 | | | | | $ | 0.2964 | | | | | $ | 0.2415 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S2 | | | | $ | 0.2751 | | | | | $ | 0.2964 | | | | | $ | 0.2415 | | | | August 4, 2021 | | | August 2, 2021 | |
Class T | | | | $ | 0.2301 | | | | | $ | 0.2964 | | | | | $ | 0.2415 | | | | August 4, 2021 | | | August 2, 2021 | |
Solution 2040 | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.2352 | | | | | $ | 0.1531 | | | | | $ | 0.0709 | | | | August 4, 2021 | | | August 2, 2021 | |
Class I | | | | $ | 0.3106 | | | | | $ | 0.1531 | | | | | $ | 0.0709 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S | | | | $ | 0.2869 | | | | | $ | 0.1531 | | | | | $ | 0.0709 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S2 | | | | $ | 0.2781 | | | | | $ | 0.1531 | | | | | $ | 0.0709 | | | | August 4, 2021 | | | August 2, 2021 | |
Class T | | | | $ | 0.2162 | | | | | $ | 0.1531 | | | | | $ | 0.0709 | | | | August 4, 2021 | | | August 2, 2021 | |
Solution 2045 | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.2275 | | | | | $ | 0.4532 | | | | | $ | 0.5355 | | | | August 4, 2021 | | | August 2, 2021 | |
Class I | | | | $ | 0.2489 | | | | | $ | 0.4532 | | | | | $ | 0.5355 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S | | | | $ | 0.2588 | | | | | $ | 0.4532 | | | | | $ | 0.5355 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S2 | | | | $ | 0.2586 | | | | | $ | 0.4532 | | | | | $ | 0.5355 | | | | August 4, 2021 | | | August 2, 2021 | |
Class T | | | | $ | 0.1899 | | | | | $ | 0.4532 | | | | | $ | 0.5355 | | | | August 4, 2021 | | | August 2, 2021 | |
Solution 2050 | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.2140 | | | | | $ | 0.0809 | | | | | $ | 0.2197 | | | | August 4, 2021 | | | August 2, 2021 | |
Class I | | | | $ | 0.2907 | | | | | $ | 0.0809 | | | | | $ | 0.2197 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S | | | | $ | 0.2627 | | | | | $ | 0.0809 | | | | | $ | 0.2197 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S2 | | | | $ | 0.2827 | | | | | $ | 0.0809 | | | | | $ | 0.2197 | | | | August 4, 2021 | | | August 2, 2021 | |
Class T | | | | $ | 0.1813 | | | | | $ | 0.0809 | | | | | $ | 0.2197 | | | | August 4, 2021 | | | August 2, 2021 | |
Solution 2055 | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.3148 | | | | | $ | 0.8088 | | | | | $ | 1.2090 | | | | August 4, 2021 | | | August 2, 2021 | |
Class I | | | | $ | 0.2551 | | | | | $ | 0.8088 | | | | | $ | 1.2090 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S | | | | $ | 0.3531 | | | | | $ | 0.8088 | | | | | $ | 1.2090 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S2 | | | | $ | 0.3598 | | | | | $ | 0.8088 | | | | | $ | 1.2090 | | | | August 4, 2021 | | | August 2, 2021 | |
Class T | | | | $ | 0.2382 | | | | | $ | 0.8088 | | | | | $ | 1.2090 | | | | August 4, 2021 | | | August 2, 2021 | |
| | | PER SHARE AMOUNTS | | | | | | | | |||||||||||||||
| | | Net Investment Income | | | Short-term Capital Gains | | | Long-term Capital Gains | | | Payable Date | | | Record Date | | |||||||||
Solution 2060 | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.1551 | | | | | $ | 0.0333 | | | | | $ | 0.2140 | | | | August 4, 2021 | | | August 2, 2021 | |
Class I | | | | $ | 0.2000 | | | | | $ | 0.0333 | | | | | $ | 0.2140 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S | | | | $ | 0.1846 | | | | | $ | 0.0333 | | | | | $ | 0.2140 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S2 | | | | $ | 0.2028 | | | | | $ | 0.0333 | | | | | $ | 0.2140 | | | | August 4, 2021 | | | August 2, 2021 | |
Class T | | | | $ | 0.1287 | | | | | $ | 0.0333 | | | | | $ | 0.2140 | | | | August 4, 2021 | | | August 2, 2021 | |
Solution 2065 | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | — | | | | | $ | 0.0684 | | | | | $ | 0.0797 | | | | August 4, 2021 | | | August 2, 2021 | |
Class I | | | | $ | — | | | | | $ | 0.0684 | | | | | $ | 0.0797 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S | | | | $ | — | | | | | $ | 0.0684 | | | | | $ | 0.0797 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S2 | | | | $ | — | | | | | $ | 0.0684 | | | | | $ | 0.0797 | | | | August 4, 2021 | | | August 2, 2021 | |
Class T | | | | $ | — | | | | | $ | 0.0684 | | | | | $ | 0.0797 | | | | August 4, 2021 | | | August 2, 2021 | |
Voya Solution Aggressive Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 16.8% | | |||||||||||||||
11,278 | | | iShares MSCI Eurozone ETF | | | | $ | 556,569 | | | | | | 1.9 | | |
3,538 | | | iShares Russell 2000 ETF | | | | | 811,511 | | | | | | 2.8 | | |
5,994 | | | Vanguard S&P 500 ETF | | | | | 2,358,759 | | | | | | 8.2 | | |
8,256 | | | Vanguard Value ETF | | | | | 1,134,870 | | | | | | 3.9 | | |
| | | Total Exchange-Traded Funds (Cost $3,941,353) | | | | | 4,861,709 | | | | | | 16.8 | | |
MUTUAL FUNDS: 83.1% | | |||||||||||||||
| | | Affiliated Investment Companies: 83.1% | | ||||||||||||
11,792 | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 736,530 | | | | | | 2.6 | | |
146,412 | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 2,294,271 | | | | | | 7.9 | | |
238,695 | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 3,382,310 | | | | | | 11.7 | | |
76,940 | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 859,415 | | | | | | 3.0 | | |
148,019 | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 1,712,583 | | | | | | 5.9 | | |
232,919 | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 5,077,623 | | | | | | 17.5 | | |
90,336 | | | VY® Columbia Contrarian Core Portfolio - Class I | | | | | 2,186,135 | | | | | | 7.6 | | |
74,256 | | | VY® Invesco Comstock Portfolio - Class I | | | | | 1,491,800 | | | | | | 5.2 | | |
53,026 (1) | | | VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 1,154,896 | | | | | | 4.0 | | |
41,229 | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 1,436,011 | | | | | | 5.0 | | |
103,369 | | | VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class R6 | | | | | 1,722,125 | | | | | | 6.0 | | |
15,599 | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 1,933,756 | | | | | | 6.7 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | |||||||||||||||
| | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | Total Mutual Funds (Cost $19,080,568) | | | | $ | 23,987,455 | | | | | | 83.1 | | |
| | | Total Investments in Securities (Cost $23,021,921) | | | | $ | 28,849,164 | | | | | | 99.9 | | |
| | | Assets in Excess of Other Liabilities | | | | | 15,914 | | | | | | 0.1 | | |
| | | Net Assets | | | | $ | 28,865,078 | | | | | | 100.0 | | |
|
| Target Allocations as of June 30, 2021(1) | | |||
| Sub Asset Class | | | Aggressive | |
| US Large Blend | | | 36.0% | |
| US Large Growth | | | 9.0% | |
| US Large Value | | | 9.0% | |
| US Mid Cap Blend | | | 12.0% | |
| US Small Cap | | | 7.0% | |
| International | | | 17.0% | |
| Emerging Markets | | | 8.0% | |
| Core Fixed Income | | | 2.0% | |
| High Yield | | | — | |
| International Bonds | | | — | |
| TIPS | | | — | |
| Short Duration | | | — | |
| Long Govt Bonds | | | — | |
| Total Equity | | | 98.0% | |
| Total Fixed Income | | | 2.0% | |
| Total | | | 100.0% | |
| (1) As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 4,861,709 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,861,709 | | |
Mutual Funds | | | | | 23,987,455 | | | | | | — | | | | | | — | | | | | | 23,987,455 | | |
Total Investments, at fair value | | | | $ | 28,849,164 | | | | | $ | — | | | | | $ | — | | | | | $ | 28,849,164 | | |
Voya Solution Aggressive Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/20 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya High Yield Bond Fund - Class R6 | | | | $ | 253,644 | | | | | $ | 35,458 | | | | | $ | (263,513) | | | | | $ | (25,589) | | | | | $ | — | | | | | $ | 3,979 | | | | | $ | 25,613 | | | | | $ | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 652,849 | | | | | | 104,506 | | | | | | (76,156) | | | | | | 55,331 | | | | | | 736,530 | | | | | | — | | | | | | 19,027 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 1,580,140 | | | | | | 842,470 | | | | | | (198,196) | | | | | | 69,857 | | | | | | 2,294,271 | | | | | | — | | | | | | 59,278 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 2,604,628 | | | | | | 984,179 | | | | | | (286,811) | | | | | | 80,314 | | | | | | 3,382,310 | | | | | | — | | | | | | 105,582 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 1,297,591 | | | | | | 157,554 | | | | | | (599,249) | | | | | | 3,519 | | | | | | 859,415 | | | | | | — | | | | | | 107,185 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 1,302,001 | | | | | | 395,330 | | | | | | (201,341) | | | | | | 216,593 | | | | | | 1,712,583 | | | | | | — | | | | | | 36,546 | | | | | | 548 | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 4,686,382 | | | | | | 872,205 | | | | | | (868,789) | | | | | | 387,825 | | | | | | 5,077,623 | | | | | | — | | | | | | 312,073 | | | | | | — | | |
VY Columbia Contrarian Core Portfolio - Class I | | | | | 1,935,588 | | | | | | 260,737 | | | | | | (225,527) | | | | | | 215,337 | | | | | | 2,186,135 | | | | | | — | | | | | | 94,056 | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 1,326,708 | | | | | | 302,178 | | | | | | (403,430) | | | | | | 266,344 | | | | | | 1,491,800 | | | | | | — | | | | | | 31,011 | | | | | | — | | |
VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 1,627,338 | | | | | | 283,950 | | | | | | (828,891) | | | | | | 72,499 | | | | | | 1,154,896 | | | | | | — | | | | | | 165,319 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 1,272,427 | | | | | | 219,390 | | | | | | (162,759) | | | | | | 106,953 | | | | | | 1,436,011 | | | | | | — | | | | | | 26,802 | | | | | | — | | |
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class R6 | | | | | 1,317,577 | | | | | | 479,950 | | | | | | (163,424) | | | | | | 88,022 | | | | | | 1,722,125 | | | | | | — | | | | | | 39,679 | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 1,673,156 | | | | | | 244,251 | | | | | | (181,088) | | | | | | 197,437 | | | | | | 1,933,756 | | | | | | — | | | | | | 65,335 | | | | | | — | | |
| | | | $ | 21,530,029 | | | | | $ | 5,182,158 | | | | | $ | (4,459,174) | | | | | $ | 1,734,442 | | | | | $ | 23,987,455 | | | | | $ | 3,979 | | | | | $ | 1,087,506 | | | | | $ | 548 | | |
| Cost for federal income tax purposes was $24,015,499. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 5,841,981 | | |
| Gross Unrealized Depreciation | | | | | (1,008,315) | | |
| Net Unrealized Appreciation | | | | $ | 4,833,666 | | |
Voya Solution Balanced Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 12.4% | | |||||||||||||||
23,827 | | | iShares MSCI Eurozone ETF | | | | $ | 1,175,862 | | | | | | 1.9 | | |
8,169 | | | Vanguard S&P 500 ETF | | | | | 3,214,665 | | | | | | 5.1 | | |
24,312 | | | Vanguard Value ETF | | | | | 3,341,928 | | | | | | 5.4 | | |
| | | Total Exchange-Traded Funds (Cost $6,129,910) | | | | | 7,732,455 | | | | | | 12.4 | | |
MUTUAL FUNDS: 87.6% | | |||||||||||||||
| | | Affiliated Investment Companies: 87.6% | | ||||||||||||
616,307 | | | Voya High Yield Bond Fund - Class R6 | | | | | 5,004,415 | | | | | | 8.0 | | |
656,309 | | | Voya Intermediate Bond Fund - Class R6 | | | | | 6,812,485 | | | | | | 11.0 | | |
30,488 | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 1,904,293 | | | | | | 3.1 | | |
90,414 | | | Voya MidCap Opportunities Portfolio - Class R6 | | | | | 1,844,448 | | | | | | 3.0 | | |
236,808 | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 3,710,787 | | | | | | 6.0 | | |
215,382 | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 3,051,963 | | | | | | 4.9 | | |
167,318 | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 1,868,940 | | | | | | 3.0 | | |
159,601 | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 1,846,585 | | | | | | 3.0 | | |
123,288 | | | Voya Short Term Bond Fund - Class R6 | | | | | 1,230,416 | | | | | | 2.0 | | |
114,569 | | | Voya U.S. High Dividend Low Volatility Fund - Class R6 | | | | | 1,647,502 | | | | | | 2.6 | | |
415,130 | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 9,049,844 | | | | | | 14.5 | | |
404,451 | | | VY® BrandywineGLOBAL - Bond Portfolio - Class I | | | | | 4,930,258 | | | | | | 7.9 | | |
64,934 | | | VY® Columbia Contrarian Core Portfolio - Class I | | | | | 1,571,402 | | | | | | 2.5 | | |
26,561 (1) | | | VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 578,501 | | | | | | 0.9 | | |
177,888 | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 6,195,853 | | | | | | 10.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | |||||||||||||||
| | | Affiliated Investment Companies (continued) | | ||||||||||||
25,871 | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | $ | 3,207,214 | | | | | | 5.2 | | |
| | | Total Mutual Funds (Cost $46,349,470) | | | | | 54,454,906 | | | | | | 87.6 | | |
| | | Total Investments in Securities (Cost $52,479,380) | | | | $ | 62,187,361 | | | | | | 100.0 | | |
| | | Assets in Excess of Other Liabilities | | | | | 15,443 | | | | | | 0.0 | | |
| | | Net Assets | | | | $ | 62,202,804 | | | | | | 100.0 | | |
|
| Target Allocations as of June 30, 2021(1) | | |||
| Sub Asset Class | | | Balanced | |
| US Large Blend | | | 28.0% | |
| US Large Growth | | | 8.0% | |
| US Large Value | | | 8.0% | |
| US Mid Cap Blend | | | 6.0% | |
| US Small Cap | | | 1.0% | |
| International | | | 10.0% | |
| Emerging Markets | | | 6.0% | |
| Core Fixed Income | | | 23.0% | |
| High Yield | | | 8.0% | |
| International Bonds | | | — | |
| TIPS | | | — | |
| Short Duration | | | 2.0% | |
| Long Govt Bonds | | | — | |
| Total Equity | | | 67.0% | |
| Total Fixed Income | | | 33.0% | |
| Total | | | 100.0% | |
| (1) As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Solution Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 7,732,455 | | | | | $ | — | | | | | $ | — | | | | | $ | 7,732,455 | | |
Mutual Funds | | | | | 54,454,906 | | | | | | — | | | | | | — | | | | | | 54,454,906 | | |
Total Investments, at fair value | | | | $ | 62,187,361 | | | | | $ | — | | | | | $ | — | | | | | $ | 62,187,361 | | |
Issuer | | | Beginning Fair Value at 12/31/20 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya High Yield Bond Fund - Class R6 | | | | $ | 4,471,055 | | | | | $ | 840,506 | | | | | $ | (344,700) | | | | | $ | 37,554 | | | | | $ | 5,004,415 | | | | | $ | 114,775 | | | | | $ | 3,892 | | | | | $ | — | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 5,548,318 | | | | | | 1,907,152 | | | | | | (517,667) | | | | | | (125,318) | | | | | | 6,812,485 | | | | | | 78,007 | | | | | | (3,053) | | | | | | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 2,302,258 | | | | | | 210,927 | | | | | | (629,915) | | | | | | 21,023 | | | | | | 1,904,293 | | | | | | — | | | | | | 205,921 | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class R6 | | | | | 1,171,235 | | | | | | 694,319 | | | | | | (99,961) | | | | | | 78,855 | | | | | | 1,844,448 | | | | | | — | | | | | | 36,684 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 2,322,190 | | | | | | 1,433,335 | | | | | | (189,686) | | | | | | 144,948 | | | | | | 3,710,787 | | | | | | — | | | | | | 44,590 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 2,869,868 | | | | | | 307,623 | | | | | | (241,208) | | | | | | 115,680 | | | | | | 3,051,963 | | | | | | — | | | | | | 83,818 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 1,715,644 | | | | | | 173,647 | | | | | | (150,564) | | | | | | 130,213 | | | | | | 1,868,940 | | | | | | — | | | | | | 22,366 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 1,147,943 | | | | | | 656,229 | | | | | | (146,524) | | | | | | 188,937 | | | | | | 1,846,585 | | | | | | — | | | | | | 29,349 | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | 1,105,850 | | | | | | 211,734 | | | | | | (86,354) | | | | | | (814) | | | | | | 1,230,416 | | | | | | 9,265 | | | | | | 794 | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class R6 | | | | | 2,556,338 | | | | | | 522,208 | | | | | | (1,513,168) | | | | | | 82,124 | | | | | | 1,647,502 | | | | | | 18,602 | | | | | | 244,895 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 7,360,877 | | | | | | 1,498,712 | | | | | | (718,820) | | | | | | 909,075 | | | | | | 9,049,844 | | | | | | — | | | | | | 243,414 | | | | | | — | | |
VY Columbia Contrarian Core Portfolio - Class I | | | | | 1,421,894 | | | | | | 120,961 | | | | | | (136,024) | | | | | | 164,571 | | | | | | 1,571,402 | | | | | | — | | | | | | 54,502 | | | | | | — | | |
VY® BrandywineGLOBAL - Bond Portfolio - Class I | | | | | 3,875,521 | | | | | | 1,309,242 | | | | | | (252,133) | | | | | | (2,372) | | | | | | 4,930,258 | | | | | | — | | | | | | 61,158 | | | | | | — | | |
VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 1,174,228 | | | | | | 737,930 | | | | | | (1,108,484) | | | | | | (225,173) | | | | | | 578,501 | | | | | | — | | | | | | 364,001 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 5,607,104 | | | | | | 625,667 | | | | | | (488,597) | | | | | | 451,679 | | | | | | 6,195,853 | | | | | | — | | | | | | 117,133 | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 2,268,824 | | | | | | 790,787 | | | | | | (186,323) | | | | | | 333,926 | | | | | | 3,207,214 | | | | | | — | | | | | | 39,327 | | | | | | — | | |
| | | | $ | 46,919,147 | | | | | $ | 12,040,979 | | | | | $ | (6,810,128) | | | | | $ | 2,304,908 | | | | | $ | 54,454,906 | | | | | $ | 220,649 | | | | | $ | 1,548,791 | | | | | $ | — | | |
| Cost for federal income tax purposes was $53,431,596. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 9,770,401 | | |
| Gross Unrealized Depreciation | | | | | (1,014,635) | | |
| Net Unrealized Appreciation | | | | $ | 8,755,766 | | |
Voya Solution Conservative Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 5.5% | | |||||||||||||||
3,195 | | | iShares MSCI Eurozone ETF | | | | $ | 157,673 | | | | | | 1.0 | | |
5,194 | | | Schwab U.S. TIPS ETF | | | | | 324,677 | | | | | | 2.0 | | |
418 | | | Vanguard S&P 500 ETF | | | | | 164,492 | | | | | | 1.0 | | |
1,781 | | | Vanguard Value ETF | | | | | 244,816 | | | | | | 1.5 | | |
| | | Total Exchange-Traded Funds (Cost $790,549) | | | | | 891,658 | | | | | | 5.5 | | |
MUTUAL FUNDS: 94.5% | | |||||||||||||||
| | | Affiliated Investment Companies: 94.5% | | ||||||||||||
83,928 | | | Voya Global Bond Fund - Class R6 | | | | | 805,707 | | | | | | 4.9 | | |
264,213 | | | Voya High Yield Bond Fund - Class R6 | | | | | 2,145,412 | | | | | | 13.2 | | |
291,329 | | | Voya Intermediate Bond Fund - Class R6 | | | | | 3,023,991 | | | | | | 18.5 | | |
9,400 | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 587,154 | | | | | | 3.6 | | |
11,917 | | | Voya MidCap Opportunities Portfolio - Class R6 | | | | | 243,114 | | | | | | 1.5 | | |
31,225 | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 489,295 | | | | | | 3.0 | | |
11,329 | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 160,536 | | | | | | 1.0 | | |
29,299 | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 327,266 | | | | | | 2.0 | | |
21,052 | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 243,566 | | | | | | 1.5 | | |
276,399 | | | Voya Short Term Bond Fund - Class R6 | | | | | 2,758,461 | | | | | | 16.9 | | |
23,124 | | | Voya U.S. High Dividend Low Volatility Fund - Class R6 | | | | | 332,519 | | | | | | 2.0 | | |
206,733 | | | VY® BrandywineGLOBAL - Bond Portfolio - Class I | | | | | 2,520,081 | | | | | | 15.4 | | |
7,153 (1) | | | VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 155,789 | | | | | | 1.0 | | |
46,924 | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 1,634,376 | | | | | | 10.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | |||||||||||||||
| | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | Total Mutual Funds (Cost $14,434,235) | | | | $ | 15,427,267 | | | | | | 94.5 | | |
| | | Total Investments in Securities (Cost $15,224,784) | | | | $ | 16,318,925 | | | | | | 100.0 | | |
| | | Assets in Excess of Other Liabilities | | | | | 5,572 | | | | | | 0.0 | | |
| | | Net Assets | | | | $ | 16,324,497 | | | | | | 100.0 | | |
|
| Target Allocations as of June 30, 2021(1) | | |||
| Sub Asset Class | | | Conservative | |
| US Large Blend | | | 7.0% | |
| US Large Growth | | | 3.5% | |
| US Large Value | | | 3.5% | |
| US Mid Cap Blend | | | 3.0% | |
| US Small Cap | | | 1.0% | |
| International | | | 4.0% | |
| Emerging Markets | | | 3.0% | |
| Core Fixed Income | | | 38.0% | |
| High Yield | | | 13.0% | |
| International Bonds | | | 5.0% | |
| TIPS | | | 2.0% | |
| Short Duration | | | 17.0% | |
| Long Govt Bonds | | | — | |
| Total Equity | | | 25.0% | |
| Total Fixed Income | | | 75.0% | |
| Total | | | 100.0% | |
| (1) As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Solution Conservative Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 891,658 | | | | | $ | — | | | | | $ | — | | | | | $ | 891,658 | | |
Mutual Funds | | | | | 15,427,267 | | | | | | — | | | | | | — | | | | | | 15,427,267 | | |
Total Investments, at fair value | | | | $ | 16,318,925 | | | | | $ | — | | | | | $ | — | | | | | $ | 16,318,925 | | |
Issuer | | | Beginning Fair Value at 12/31/20 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Global Bond Fund - Class R6 | | | | $ | 804,209 | | | | | $ | 144,151 | | | | | $ | (110,470) | | | | | $ | (32,183) | | | | | $ | 805,707 | | | | | $ | 1,574 | | | | | $ | 7,145 | | | | | $ | — | | |
Voya High Yield Bond Fund - Class R6 | | | | | 2,088,707 | | | | | | 348,016 | | | | | | (289,278) | | | | | | (2,033) | | | | | | 2,145,412 | | | | | | 50,136 | | | | | | 20,546 | | | | | | — | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 2,635,756 | | | | | | 1,033,499 | | | | | | (584,644) | | | | | | (60,620) | | | | | | 3,023,991 | | | | | | 34,816 | | | | | | 4,914 | | | | | | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 496,483 | | | | | | 120,735 | | | | | | (66,122) | | | | | | 36,058 | | | | | | 587,154 | | | | | | — | | | | | | 17,825 | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class R6 | | | | | 168,404 | | | | | | 93,750 | | | | | | (24,848) | | | | | | 5,808 | | | | | | 243,114 | | | | | | — | | | | | | 9,885 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 333,927 | | | | | | 211,166 | | | | | | (67,756) | | | | | | 11,958 | | | | | | 489,295 | | | | | | — | | | | | | 15,117 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 165,040 | | | | | | 20,169 | | | | | | (23,629) | | | | | | (1,044) | | | | | | 160,536 | | | | | | — | | | | | | 12,015 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 328,877 | | | | | | 40,816 | | | | | | (42,740) | | | | | | 313 | | | | | | 327,266 | | | | | | — | | | | | | 26,862 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 165,043 | | | | | | 89,265 | | | | | | (37,027) | | | | | | 26,285 | | | | | | 243,566 | | | | | | — | | | | | | 2,830 | | | | | | 19 | | |
Voya Short Term Bond Fund - Class R6 | | | | | 2,702,245 | | | | | | 455,590 | | | | | | (385,926) | | | | | | (13,448) | | | | | | 2,758,461 | | | | | | 21,151 | | | | | | 13,969 | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class R6 | | | | | 447,602 | | | | | | 114,574 | | | | | | (231,575) | | | | | | 1,918 | | | | | | 332,519 | | | | | | 3,021 | | | | | | 52,530 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | — | | | | | | 321,035 | | | | | | (321,035) | | | | | | — | | | | | | — | | | | | | — | | | | | | 22,939 | | | | | | — | | |
VY® BrandywineGLOBAL - Bond Portfolio - Class I | | | | | 1,511,996 | | | | | | 1,225,342 | | | | | | (195,760) | | | | | | (21,497) | | | | | | 2,520,081 | | | | | | — | | | | | | 48,693 | | | | | | — | | |
VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 337,879 | | | | | | 72,633 | | | | | | (214,008) | | | | | | (40,715) | | | | | | 155,789 | | | | | | — | | | | | | 83,563 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 1,612,147 | | | | | | 213,103 | | | | | | (296,835) | | | | | | 105,961 | | | | | | 1,634,376 | | | | | | — | | | | | | 42,660 | | | | | | — | | |
| | | | $ | 13,798,315 | | | | | $ | 4,503,844 | | | | | $ | (2,891,653) | | | | | $ | 16,761 | | | | | $ | 15,427,267 | | | | | $ | 110,698 | | | | | $ | 381,493 | | | | | $ | 19 | | |
| Cost for federal income tax purposes was $15,434,567. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 1,137,097 | | |
| Gross Unrealized Depreciation | | | | | (252,740) | | |
| Net Unrealized Appreciation | | | | $ | 884,357 | | |
Voya Solution Income Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 9.6% | | |||||||||||||||
43,570 | | | iShares 20+ Year Treasury Bond ETF | | | | $ | 6,289,329 | | | | | | 2.1 | | |
59,785 | | | iShares MSCI Eurozone ETF | | | | | 2,950,390 | | | | | | 1.0 | | |
147,978 | | | Schwab U.S. TIPS ETF | | | | | 9,250,105 | | | | | | 3.1 | | |
7,937 | | | Vanguard S&P 500 ETF | | | | | 3,123,368 | | | | | | 1.1 | | |
50,736 | | | Vanguard Value ETF | | | | | 6,974,171 | | | | | | 2.3 | | |
| | | Total Exchange-Traded Funds (Cost $26,379,672) | | | | | 28,587,363 | | | | | | 9.6 | | |
MUTUAL FUNDS: 90.4% | | |||||||||||||||
| | | Affiliated Investment Companies: 90.4% | | ||||||||||||
921,611 | | | Voya Global Bond Fund - Class R6 | | | | | 8,847,462 | | | | | | 2.9 | | |
1,860,230 | | | Voya High Yield Bond Fund - Class R6 | | | | | 15,105,067 | | | | | | 5.0 | | |
7,443,507 | | | Voya Intermediate Bond Fund - Class R6 | | | | | 77,263,598 | | | | | | 25.8 | | |
124,299 | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 7,763,699 | | | | | | 2.6 | | |
383,763 | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 6,013,568 | | | | | | 2.0 | | |
417,029 | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 5,909,304 | | | | | | 2.0 | | |
1,345,789 | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 15,032,461 | | | | | | 5.0 | | |
256,536 | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 2,968,123 | | | | | | 1.0 | | |
2,975,467 | | | Voya Short Term Bond Fund - Class R6 | | | | | 29,695,157 | | | | | | 9.9 | | |
458,618 | | | Voya U.S. High Dividend Low Volatility Fund - Class R6 | | | | | 6,594,926 | | | | | | 2.2 | | |
554,778 | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 12,094,164 | | | | | | 4.0 | | |
3,415,720 | | | VY® BrandywineGLOBAL - Bond Portfolio - Class I | | | | | 41,637,629 | | | | | | 13.9 | | |
131,199 (1) | | | VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 2,857,513 | | | | | | 1.0 | | |
858,559 | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 29,903,626 | | | | | | 10.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | |||||||||||||||
| | | Affiliated Investment Companies (continued) | | ||||||||||||
183,207 | | | VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class R6 | | | | $ | 3,052,233 | | | | | | 1.0 | | |
50,446 | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 6,253,826 | | | | | | 2.1 | | |
| | | Total Mutual Funds (Cost $242,681,968) | | | | | 270,992,356 | | | | | | 90.4 | | |
| | | Total Investments in Securities (Cost $269,061,640) | | | | $ | 299,579,719 | | | | | | 100.0 | | |
| | | Assets in Excess of Other Liabilities | | | | | 76,640 | | | | | | 0.0 | | |
| | | Net Assets | | | | $ | 299,656,359 | | | | | | 100.0 | | |
|
| Target Allocations as of June 30, 2021(1) | | |||
| Sub Asset Class | | | Income | |
| US Large Blend | | | 11.0% | |
| US Large Growth | | | 4.5% | |
| US Large Value | | | 4.5% | |
| US Mid Cap Blend | | | 2.0% | |
| US Small Cap | | | 1.0% | |
| International | | | 8.0% | |
| Emerging Markets | | | 2.0% | |
| Core Fixed Income | | | 44.0% | |
| High Yield | | | 5.0% | |
| International Bonds | | | 3.0% | |
| TIPS | | | 3.0% | |
| Short Duration | | | 10.0% | |
| Long Govt Bonds | | | 2.0% | |
| Total Equity | | | 33.0% | |
| Total Fixed Income | | | 67.0% | |
| Total | | | 100.0% | |
| (1) As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Solution Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 28,587,363 | | | | | $ | — | | | | | $ | — | | | | | $ | 28,587,363 | | |
Mutual Funds | | | | | 270,992,356 | | | | | | — | | | | | | — | | | | | | 270,992,356 | | |
Total Investments, at fair value | | | | $ | 299,579,719 | | | | | $ | — | | | | | $ | — | | | | | $ | 299,579,719 | | |
Issuer | | | Beginning Fair Value at 12/31/20 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Global Bond Fund - Class R6 | | | | $ | 9,208,164 | | | | | $ | 708,187 | | | | | $ | (750,824) | | | | | $ | (318,065) | | | | | $ | 8,847,462 | | | | | $ | 18,218 | | | | | $ | 21,802 | | | | | $ | — | | |
Voya High Yield Bond Fund - Class R6 | | | | | 15,351,134 | | | | | | 958,415 | | | | | | (1,191,072) | | | | | | (13,410) | | | | | | 15,105,067 | | | | | | 371,609 | | | | | | 140,737 | | | | | | — | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 75,845,948 | | | | | | 11,156,434 | | | | | | (7,630,174) | | | | | | (2,108,610) | | | | | | 77,263,598 | | | | | | 973,285 | | | | | | 353,629 | | | | | | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 7,646,044 | | | | | | 329,973 | | | | | | (786,117) | | | | | | 573,799 | | | | | | 7,763,699 | | | | | | — | | | | | | 234,880 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 6,219,711 | | | | | | 493,301 | | | | | | (904,915) | | | | | | 205,471 | | | | | | 6,013,568 | | | | | | — | | | | | | 285,162 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 6,112,977 | | | | | | 148,680 | | | | | | (532,533) | | | | | | 180,180 | | | | | | 5,909,304 | | | | | | — | | | | | | 247,049 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 18,273,439 | | | | | | 383,229 | | | | | | (4,299,763) | | | | | | 675,556 | | | | | | 15,032,461 | | | | | | — | | | | | | 877,729 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | — | | | | | | 3,069,562 | | | | | | (113,898) | | | | | | 12,459 | | | | | | 2,968,123 | | | | | | — | | | | | | 1,311 | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | 30,565,932 | | | | | | 1,701,720 | | | | | | (2,495,416) | | | | | | (77,079) | | | | | | 29,695,157 | | | | | | 239,172 | | | | | | 80,003 | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class R6 | | | | | 6,932,168 | | | | | | 279,593 | | | | | | (1,205,124) | | | | | | 588,289 | | | | | | 6,594,926 | | | | | | 49,874 | | | | | | 328,445 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 14,606,353 | | | | | | 256,869 | | | | | | (3,466,397) | | | | | | 697,339 | | | | | | 12,094,164 | | | | | | — | | | | | | 1,205,760 | | | | | | — | | |
VY® BrandywineGLOBAL - Bond Portfolio - Class I | | | | | 42,745,645 | | | | | | 2,236,413 | | | | | | (3,218,250) | | | | | | (126,179) | | | | | | 41,637,629 | | | | | | — | | | | | | 684,241 | | | | | | — | | |
VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 2,231,195 | | | | | | 4,236,470 | | | | | | (3,136,118) | | | | | | (474,034) | | | | | | 2,857,513 | | | | | | — | | | | | | 822,371 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 30,753,381 | | | | | | 780,997 | | | | | | (3,677,904) | | | | | | 2,047,152 | | | | | | 29,903,626 | | | | | | — | | | | | | 899,763 | | | | | | — | | |
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class R6 | | | | | — | | | | | | 3,125,678 | | | | | | (121,884) | | | | | | 48,439 | | | | | | 3,052,233 | | | | | | — | | | | | | (6,675) | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 6,107,132 | | | | | | 168,723 | | | | | | (610,479) | | | | | | 588,450 | | | | | | 6,253,826 | | | | | | — | | | | | | 299,324 | | | | | | — | | |
| | | | $ | 272,599,223 | | | | | $ | 30,034,244 | | | | | $ | (34,140,868) | | | | | $ | 2,499,757 | | | | | $ | 270,992,356 | | | | | $ | 1,652,158 | | | | | $ | 6,475,531 | | | | | $ | — | | |
Voya Solution Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 579,265 | | |
Interest rate contracts | | | | | 29,162 | | |
Total | | | | $ | 608,427 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (88,929) | | |
Interest rate contracts | | | | | 710 | | |
Total | | | | $ | (88,219) | | |
| Cost for federal income tax purposes was $273,301,370. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 31,479,121 | | |
| Gross Unrealized Depreciation | | | | | (5,200,772) | | |
| Net Unrealized Appreciation | | | | $ | 26,278,349 | | |
Voya Solution Moderately | PORTFOLIO OF INVESTMENTS |
Aggressive Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 15.0% | | |||||||||||||||
249,630 | | | iShares MSCI Eurozone ETF | | | | $ | 12,319,240 | | | | | | 2.0 | | |
40,891 | | | iShares Russell 2000 ETF | | | | | 9,379,169 | | | | | | 1.5 | | |
95,567 | | | Vanguard S&P 500 ETF | | | | | 37,607,526 | | | | | | 5.9 | | |
259,692 | | | Vanguard Value ETF | | | | | 35,697,262 | | | | | | 5.6 | | |
| | | Total Exchange-Traded Funds (Cost $75,824,959) | | | 95,003,197 | | | | | 15.0 | | | |||
MUTUAL FUNDS: 85.0% | | |||||||||||||||
| | | Affiliated Investment Companies: 85.0% | | ||||||||||||
4,703,022 | | | Voya High Yield Bond Fund - Class R6 | | | | | 38,188,535 | | | | | | 6.0 | | |
2,427,595 | | | Voya Intermediate Bond Fund - Class R6 | | | | | 25,198,433 | | | | | | 4.0 | | |
311,958 | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 19,484,868 | | | | | | 3.1 | | |
2,815,048 | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 44,111,803 | | | | | | 7.0 | | |
4,372,005 | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 61,951,312 | | | | | | 9.8 | | |
1,691,587 | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 18,895,030 | | | | | | 3.0 | | |
2,706,711 | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 31,316,647 | | | | | | 4.9 | | |
4,145,274 | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 90,366,976 | | | | | | 14.3 | | |
1,028,222 | | | VY® BrandywineGLOBAL - Bond Portfolio - Class I | | | | | 12,534,023 | | | | | | 2.0 | | |
1,321,407 | | | VY® Columbia Contrarian Core Portfolio - Class I | | | | | 31,978,054 | | | | | | 5.0 | | |
764,381 | | | VY® Invesco Comstock Portfolio - Class I | | | | | 15,356,424 | | | | | | 2.4 | | |
975,614 (1) | | | VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 21,248,872 | | | | | | 3.4 | | |
1,809,198 | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 63,014,371 | | | | | | 9.9 | | |
1,905,467 | | | VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class R6 | | | | | 31,745,080 | | | | | | 5.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | |||||||||||||||
| | | Affiliated Investment Companies (continued) | | ||||||||||||
264,173 | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | $ | 32,749,587 | | | | | | 5.2 | | |
| | | Total Mutual Funds (Cost $427,663,467) | | | | | 538,140,015 | | | | | | 85.0 | | |
| | | Total Investments in Securities (Cost $503,488,426) | | | | $ | 633,143,212 | | | | | | 100.0 | | |
| | | Assets in Excess of Other Liabilities | | | | | 272,880 | | | | | | 0.0 | | |
| | | Net Assets | | | | $ | 633,416,092 | | | | | | 100.0 | | |
|
| Target Allocations as of June 30, 2021(1) | | |||
| Sub Asset Class | | | Moderately Aggressive | |
| US Large Blend | | | 31.0% | |
| US Large Growth | | | 8.0% | |
| US Large Value | | | 8.0% | |
| US Mid Cap Blend | | | 10.0% | |
| US Small Cap | | | 5.0% | |
| International | | | 15.0% | |
| Emerging Markets | | | 7.0% | |
| Core Fixed Income | | | 10.0% | |
| High Yield | | | 6.0% | |
| International Bonds | | | — | |
| TIPS | | | — | |
| Short Duration | | | — | |
| Long Govt Bonds | | | — | |
| Total Equity | | | 84.0% | |
| Total Fixed Income | | | 16.0% | |
| Total | | | 100.0% | |
| (1) As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Solution Moderately | PORTFOLIO OF INVESTMENTS |
Aggressive Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 95,003,197 | | | | | $ | — | | | | | $ | — | | | | | $ | 95,003,197 | | |
Mutual Funds | | | | | 538,140,015 | | | | | | — | | | | | | — | | | | | | 538,140,015 | | |
Total Investments, at fair value | | | | $ | 633,143,212 | | | | | $ | — | | | | | $ | — | | | | | $ | 633,143,212 | | |
Issuer | | | Beginning Fair Value at 12/31/20 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya High Yield Bond Fund - Class R6 | | | | $ | 35,646,425 | | | | | $ | 4,891,365 | | | | | $ | (2,639,693) | | | | | $ | 290,438 | | | | | $ | 38,188,535 | | | | | $ | 908,667 | | | | | $ | 40,820 | | | | | $ | — | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 23,568,155 | | | | | | 3,975,742 | | | | | | (1,694,481) | | | | | | (650,983) | | | | | | 25,198,433 | | | | | | 315,291 | | | | | | 92,528 | | | | | | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 18,365,251 | | | | | | 727,723 | | | | | | (1,305,016) | | | | | | 1,696,910 | | | | | | 19,484,868 | | | | | | — | | | | | | 296,847 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 30,872,205 | | | | | | 13,734,025 | | | | | | (2,552,856) | | | | | | 2,058,429 | | | | | | 44,111,803 | | | | | | — | | | | | | 434,769 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 48,869,138 | | | | | | 14,301,316 | | | | | | (3,788,262) | | | | | | 2,569,120 | | | | | | 61,951,312 | | | | | | — | | | | | | 834,019 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 30,440,143 | | | | | | 601,339 | | | | | | (12,911,375) | | | | | | 764,923 | | | | | | 18,895,030 | | | | | | — | | | | | | 1,762,236 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 24,416,999 | | | | | | 5,389,198 | | | | | | (3,066,027) | | | | | | 4,576,477 | | | | | | 31,316,647 | | | | | | — | | | | | | 46,665 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 89,869,678 | | | | | | 3,077,164 | | | | | | (12,424,534) | | | | | | 9,844,668 | | | | | | 90,366,976 | | | | | | — | | | | | | 3,313,976 | | | | | | — | | |
VY Columbia Contrarian Core Portfolio - Class I | | | | | 30,236,222 | | | | | | 326,257 | | | | | | (2,295,682) | | | | | | 3,711,257 | | | | | | 31,978,054 | | | | | | — | | | | | | 946,662 | | | | | | — | | |
VY® BrandywineGLOBAL - Bond Portfolio - Class I | | | | | 11,769,859 | | | | | | 1,492,123 | | | | | | (818,373) | | | | | | 90,414 | | | | | | 12,534,023 | | | | | | — | | | | | | 75,131 | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 20,736,054 | | | | | | 996,944 | | | | | | (9,231,912) | | | | | | 2,855,338 | | | | | | 15,356,424 | | | | | | — | | | | | | 1,666,873 | | | | | | — | | |
VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 37,078,081 | | | | | | 87,024 | | | | | | (16,912,810) | | | | | | 996,577 | | | | | | 21,248,872 | | | | | | — | | | | | | 4,510,164 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 59,604,321 | | | | | | 2,655,833 | | | | | | (4,424,993) | | | | | | 5,179,210 | | | | | | 63,014,371 | | | | | | — | | | | | | 859,212 | | | | | | — | | |
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class R6 | | | | | 24,727,532 | | | | | | 7,141,214 | | | | | | (1,973,683) | | | | | | 1,850,017 | | | | | | 31,745,080 | | | | | | — | | | | | | 472,332 | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 24,127,893 | | | | | | 6,781,033 | | | | | | (1,649,736) | | | | | | 3,490,397 | | | | | | 32,749,587 | | | | | | — | | | | | | 448,813 | | | | | | — | | |
| | | | $ | 510,327,956 | | | | | $ | 66,178,300 | | | | | $ | (77,689,433) | | | | | $ | 39,323,192 | | | | | $ | 538,140,015 | | | | | $ | 1,223,958 | | | | | $ | 15,801,047 | | | | | $ | — | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 995,028 | | |
Total | | | | $ | 995,028 | | |
Voya Solution Moderately | PORTFOLIO OF INVESTMENTS |
Aggressive Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (154,350) | | |
Total | | | | $ | (154,350) | | |
| Cost for federal income tax purposes was $513,670,016. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 129,826,624 | | |
| Gross Unrealized Depreciation | | | | | (10,353,428) | | |
| Net Unrealized Appreciation | | | | $ | 119,473,196 | | |
Voya Solution Moderately | PORTFOLIO OF INVESTMENTS |
Conservative Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 8.2% | | |||||||||||||||
8,559 | | | iShares MSCI Eurozone ETF | | | | $ | 422,387 | | | | | | 1.0 | | |
13,997 | | | Schwab U.S. TIPS ETF | | | | | 874,952 | | | | | | 2.0 | | |
2,252 | | | Vanguard S&P 500 ETF | | | | | 886,207 | | | | | | 2.1 | | |
9,598 | | | Vanguard Value ETF | | | | | 1,319,341 | | | | | | 3.1 | | |
| | | Total Exchange-Traded Funds (Cost $3,040,062) | | | | | 3,502,887 | | | | | | 8.2 | | |
MUTUAL FUNDS: 91.8% | | |||||||||||||||
| | | Affiliated Investment Companies: 91.8% | | ||||||||||||
176,252 | | | Voya Global Bond Fund - Class R6 | | | | | 1,692,022 | | | | | | 3.9 | | |
693,612 | | | Voya High Yield Bond Fund - Class R6 | | | | | 5,632,133 | | | | | | 13.1 | | |
617,949 | | | Voya Intermediate Bond Fund - Class R6 | | | | | 6,414,309 | | | | | | 14.9 | | |
14,054 | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 877,803 | | | | | | 2.0 | | |
41,653 | | | Voya MidCap Opportunities Portfolio - Class R6 | | | | | 849,714 | | | | | | 2.0 | | |
136,585 | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 2,140,280 | | | | | | 5.0 | | |
74,042 | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 1,049,170 | | | | | | 2.4 | | |
134,097 | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 1,497,860 | | | | | | 3.5 | | |
73,665 | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 852,304 | | | | | | 2.0 | | |
213,368 | | | Voya Short Term Bond Fund - Class R6 | | | | | 2,129,410 | | | | | | 5.0 | | |
88,746 | | | Voya U.S. High Dividend Low Volatility Fund - Class R6 | | | | | 1,276,174 | | | | | | 3.0 | | |
139,189 | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 3,034,312 | | | | | | 7.1 | | |
419,945 | | | VY® BrandywineGLOBAL - Bond Portfolio - Class I | | | | | 5,119,127 | | | | | | 11.9 | | |
38,010 (1) | | | VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 827,865 | | | | | | 1.9 | | |
123,146 | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 4,289,191 | | | | | | 10.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | |||||||||||||||
| | | Affiliated Investment Companies (continued) | | ||||||||||||
14,324 | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | $ | 1,775,720 | | | | | | 4.1 | | |
| | | Total Mutual Funds (Cost $35,144,448) | | | | | 39,457,394 | | | | | | 91.8 | | |
| | | Total Investments in Securities (Cost $38,184,510) | | | | $ | 42,960,281 | | | | | | 100.0 | | |
| | | Assets in Excess of Other Liabilities | | | | | 10,583 | | | | | | 0.0 | | |
| | | Net Assets | | | | $ | 42,970,864 | | | | | | 100.0 | | |
|
| Target Allocations as of June 30, 2021(1) | | |||
| Sub Asset Class | | | Moderately Conservative | |
| US Large Blend | | | 15.0% | |
| US Large Growth | | | 6.0% | |
| US Large Value | | | 6.0% | |
| US Mid Cap Blend | | | 4.0% | |
| US Small Cap | | | 2.0% | |
| International | | | 7.0% | |
| Emerging Markets | | | 5.0% | |
| Core Fixed Income | | | 31.0% | |
| High Yield | | | 13.0% | |
| International Bonds | | | 4.0% | |
| TIPS | | | 2.0% | |
| Short Duration | | | 5.0% | |
| Long Govt Bonds | | | — | |
| Total Equity | | | 45.0% | |
| Total Fixed Income | | | 55.0% | |
| Total | | | 100.0% | |
| (1) As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Solution Moderately | PORTFOLIO OF INVESTMENTS |
Conservative Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 3,502,887 | | | | | $ | — | | | | | $ | — | | | | | $ | 3,502,887 | | |
Mutual Funds | | | | | 39,457,394 | | | | | | — | | | | | | — | | | | | | 39,457,394 | | |
Total Investments, at fair value | | | | $ | 42,960,281 | | | | | $ | — | | | | | $ | — | | | | | $ | 42,960,281 | | |
Issuer | | | Beginning Fair Value at 12/31/20 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Global Bond Fund - Class R6 | | | | $ | 1,632,792 | | | | | $ | 233,127 | | | | | $ | (113,630) | | | | | $ | (60,267) | | | | | $ | 1,692,022 | | | | | $ | 3,374 | | | | | $ | 6,453 | | | | | $ | — | | |
Voya High Yield Bond Fund - Class R6 | | | | | 5,301,014 | | | | | | 673,430 | | | | | | (384,201) | | | | | | 41,890 | | | | | | 5,632,133 | | | | | | 134,705 | | | | | | 6,068 | | | | | | — | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 5,664,178 | | | | | | 1,407,822 | | | | | | (503,389) | | | | | | (154,302) | | | | | | 6,414,309 | | | | | | 77,813 | | | | | | 22,973 | | | | | | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 1,365,407 | | | | | | 84,347 | | | | | | (499,997) | | | | | | (71,954) | | | | | | 877,803 | | | | | | — | | | | | | 197,172 | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class R6 | | | | | 427,493 | | | | | | 444,775 | | | | | | (43,772) | | | | | | 21,218 | | | | | | 849,714 | | | | | | — | | | | | | 20,467 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 1,271,212 | | | | | | 896,118 | | | | | | (105,266) | | | | | | 78,216 | | | | | | 2,140,280 | | | | | | — | | | | | | 27,208 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 837,912 | | | | | | 267,087 | | | | | | (93,879) | | | | | | 38,050 | | | | | | 1,049,170 | | | | | | — | | | | | | 19,361 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 1,669,724 | | | | | | 93,621 | | | | | | (354,424) | | | | | | 88,939 | | | | | | 1,497,860 | | | | | | — | | | | | | 55,529 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 418,887 | | | | | | 431,732 | | | | | | (66,901) | | | | | | 68,586 | | | | | | 852,304 | | | | | | — | | | | | | 11,709 | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | 2,016,956 | | | | | | 262,523 | | | | | | (146,076) | | | | | | (3,993) | | | | | | 2,129,410 | | | | | | 16,721 | | | | | | 4,028 | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class R6 | | | | | 2,164,698 | | | | | | 239,155 | | | | | | (1,206,810) | | | | | | 79,131 | | | | | | 1,276,174 | | | | | | 16,574 | | | | | | 196,147 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 2,475,674 | | | | | | 997,607 | | | | | | (635,161) | | | | | | 196,192 | | | | | | 3,034,312 | | | | | | — | | | | | | 230,194 | | | | | | — | | |
VY® BrandywineGLOBAL - Bond Portfolio - Class I | | | | | 4,443,131 | | | | | | 960,834 | | | | | | (285,861) | | | | | | 1,023 | | | | | | 5,119,127 | | | | | | — | | | | | | 63,663 | | | | | | — | | |
VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 854,047 | | | | | | 509,765 | | | | | | (461,989) | | | | | | (73,958) | | | | | | 827,865 | | | | | | — | | | | | | 181,377 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 4,091,366 | | | | | | 298,975 | | | | | | (412,932) | | | | | | 311,782 | | | | | | 4,289,191 | | | | | | — | | | | | | 99,675 | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 1,138,400 | | | | | | 572,722 | | | | | | (108,283) | | | | | | 172,881 | | | | | | 1,775,720 | | | | | | — | | | | | | 22,193 | | | | | | — | | |
| | | | $ | 35,772,891 | | | | | $ | 8,373,640 | | | | | $ | (5,422,571) | | | | | $ | 733,434 | | | | | $ | 39,457,394 | | | | | $ | 249,187 | | | | | $ | 1,164,217 | | | | | $ | — | | |
| Cost for federal income tax purposes was $38,750,668. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 4,816,003 | | |
| Gross Unrealized Depreciation | | | | | (606,390) | | |
| Net Unrealized Appreciation | | | | $ | 4,209,613 | | |
Voya Solution 2025 Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 6.5% | | |||||||||||||||
127,274 | | | iShares MSCI Eurozone ETF | | | | $ | 6,280,972 | | | | | | 1.0 | | |
40,335 | | | Vanguard S&P 500 ETF | | | | | 15,872,629 | | | | | | 2.5 | | |
138,986 | | | Vanguard Value ETF | | | | | 19,105,016 | | | | | | 3.0 | | |
| | | Total Exchange-Traded Funds (Cost $31,408,867) | | | | | 41,258,617 | | | | | | 6.5 | | |
MUTUAL FUNDS: 93.5% | | |||||||||||||||
| | | Affiliated Investment Companies: 93.5% | | ||||||||||||
1,988,221 | | | Voya Global Bond Fund - Class R6 | | | | | 19,086,924 | | | | | | 3.0 | | |
3,929,015 | | | Voya High Yield Bond Fund - Class R6 | | | | | 31,903,605 | | | | | | 5.0 | | |
12,881,722 | | | Voya Intermediate Bond Fund - Class R6 | | | | | 133,712,271 | | | | | | 21.1 | | |
354,946 | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 22,169,955 | | | | | | 3.5 | | |
1,615,456 | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 25,314,193 | | | | | | 4.0 | | |
2,218,674 | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 31,438,615 | | | | | | 5.0 | | |
5,071,078 | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 56,643,939 | | | | | | 8.9 | | |
1,100,505 | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 12,732,837 | | | | | | 2.0 | | |
1,767,559 | | | Voya U.S. High Dividend Low Volatility Fund - Class R6 | | | | | 25,417,494 | | | | | | 4.0 | | |
2,768,867 | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 60,361,292 | | | | | | 9.5 | | |
5,204,840 | | | VY® BrandywineGLOBAL - Bond Portfolio - Class I | | | | | 63,446,998 | | | | | | 10.0 | | |
583,646 (1) | | | VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 12,711,800 | | | | | | 2.0 | | |
1,822,140 | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 63,465,145 | | | | | | 10.0 | | |
757,081 | | | VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class R6 | | | | | 12,612,972 | | | | | | 2.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | |||||||||||||||
| | | Affiliated Investment Companies (continued) | | ||||||||||||
178,514 | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | $ | 22,130,420 | | | | | | 3.5 | | |
| | | Total Mutual Funds (Cost $513,475,151) | | | | | 593,148,460 | | | | | | 93.5 | | |
| | | Total Investments in Securities (Cost $544,884,018) | | | | $ | 634,407,077 | | | | | | 100.0 | | |
| | | Liabilities in Excess of Other Assets | | | | | (33,741) | | | | | | — | | |
| | | Net Assets | | | | $ | 634,373,336 | | | | | | 100.0 | | |
|
| Target Allocations as of June 30, 2021(1) | | |||
| Sub Asset Class | | | 2025 | |
| US Large Blend | | | 18.0% | |
| US Large Growth | | | 7.0% | |
| US Large Value | | | 7.0% | |
| US Mid Cap Blend | | | 4.0% | |
| US Small Cap | | | 2.0% | |
| International | | | 15.0% | |
| Emerging Markets | | | 4.0% | |
| Core Fixed Income | | | 35.0% | |
| High Yield | | | 5.0% | |
| International Bonds | | | 3.0% | |
| TIPS | | | — | |
| Short Duration | | | — | |
| Long Govt Bonds | | | — | |
| Total Equity | | | 57.0% | |
| Total Fixed Income | | | 43.0% | |
| Total | | | 100.0% | |
| (1) As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Solution 2025 Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 41,258,617 | | | | | $ | — | | | | | $ | — | | | | | $ | 41,258,617 | | |
Mutual Funds | | | | | 593,148,460 | | | | | | — | | | | | | — | | | | | | 593,148,460 | | |
Total Investments, at fair value | | | | $ | 634,407,077 | | | | | $ | — | | | | | $ | — | | | | | $ | 634,407,077 | | |
Issuer | | | Beginning Fair Value at 12/31/20 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Global Bond Fund - Class R6 | | | | $ | 18,971,632 | | | | | $ | 2,389,291 | | | | | $ | (1,575,558) | | | | | $ | (698,441) | | | | | $ | 19,086,924 | | | | | $ | 38,026 | | | | | $ | 86,549 | | | | | $ | — | | |
Voya High Yield Bond Fund - Class R6 | | | | | 25,306,709 | | | | | | 8,819,289 | | | | | | (2,229,140) | | | | | | 6,747 | | | | | | 31,903,605 | | | | | | 682,128 | | | | | | 264,347 | | | | | | — | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 113,595,343 | | | | | | 34,012,165 | | | | | | (11,351,753) | | | | | | (2,543,484) | | | | | | 133,712,271 | | | | | | 1,559,768 | | | | | | 1,543 | | | | | | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 22,041,792 | | | | | | 1,033,784 | | | | | | (2,561,839) | | | | | | 1,656,218 | | | | | | 22,169,955 | | | | | | — | | | | | | 696,577 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 22,412,490 | | | | | | 3,470,191 | | | | | | (1,853,793) | | | | | | 1,285,305 | | | | | | 25,314,193 | | | | | | — | | | | | | 472,092 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 37,763,947 | | | | | | 996,898 | | | | | | (7,519,710) | | | | | | 197,480 | | | | | | 31,438,615 | | | | | | — | | | | | | 2,483,141 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 56,458,454 | | | | | | 1,166,640 | | | | | | (5,181,786) | | | | | | 4,200,631 | | | | | | 56,643,939 | | | | | | — | | | | | | 818,458 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 7,952,515 | | | | | | 4,707,783 | | | | | | (1,167,437) | | | | | | 1,239,976 | | | | | | 12,732,837 | | | | | | — | | | | | | 262,745 | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class R6 | | | | | 25,295,240 | | | | | | 1,677,775 | | | | | | (3,984,760) | | | | | | 2,429,239 | | | | | | 25,417,494 | | | | | | 185,581 | | | | | | 983,237 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 66,272,799 | | | | | | 1,775,244 | | | | | | (13,002,431) | | | | | | 5,315,680 | | | | | | 60,361,292 | | | | | | — | | | | | | 4,006,325 | | | | | | — | | |
VY® BrandywineGLOBAL - Bond Portfolio - Class I | | | | | 56,581,919 | | | | | | 11,370,904 | | | | | | (4,341,281) | | | | | | (164,544) | | | | | | 63,446,998 | | | | | | — | | | | | | 963,849 | | | | | | — | | |
VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 2,000,686 | | | | | | 18,809,396 | | | | | | (7,577,861) | | | | | | (520,421) | | | | | | 12,711,800 | | | | | | — | | | | | | 1,127,958 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 63,325,545 | | | | | | 2,137,094 | | | | | | (6,255,449) | | | | | | 4,257,955 | | | | | | 63,465,145 | | | | | | — | | | | | | 1,898,464 | | | | | | — | | |
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class R6 | | | | | 7,895,658 | | | | | | 5,002,218 | | | | | | (753,825) | | | | | | 468,921 | | | | | | 12,612,972 | | | | | | — | | | | | | 299,285 | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 22,006,815 | | | | | | 595,114 | | | | | | (2,784,207) | | | | | | 2,312,698 | | | | | | 22,130,420 | | | | | | — | | | | | | 915,783 | | | | | | — | | |
| | | | $ | 547,881,544 | | | | | $ | 97,963,786 | | | | | $ | (72,140,830) | | | | | $ | 19,443,960 | | | | | $ | 593,148,460 | | | | | $ | 2,465,503 | | | | | $ | 15,280,353 | | | | | $ | — | | |
Voya Solution 2025 Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 980,271 | | |
Total | | | | $ | 980,271 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (134,978) | | |
Total | | | | $ | (134,978) | | |
| Cost for federal income tax purposes was $554,874,710. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 91,361,597 | | |
| Gross Unrealized Depreciation | | | | | (11,829,230) | | |
| Net Unrealized Appreciation | | | | $ | 79,532,367 | | |
Voya Solution 2030 Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 10.7% | | |||||||||||||||
23,589 | | | iShares MSCI Eurozone ETF | | | | $ | 1,164,117 | | | | | | 2.0 | | |
2,563 | | | iShares Russell 2000 ETF | | | | | 587,875 | | | | | | 1.0 | | |
4,859 | | | Vanguard S&P 500 ETF | | | | | 1,912,114 | | | | | | 3.2 | | |
19,320 | | | Vanguard Value ETF | | | | | 2,655,727 | | | | | | 4.5 | | |
| | | Total Exchange-Traded Funds (Cost $5,434,131) | | | | | 6,319,833 | | | | | | 10.7 | | |
MUTUAL FUNDS: 89.3% | | |||||||||||||||
| | | Affiliated Investment Companies: 89.3% | | ||||||||||||
291,493 | | | Voya High Yield Bond Fund - Class R6 | | | | | 2,366,920 | | | | | | 4.0 | | |
796,377 | | | Voya Intermediate Bond Fund - Class R6 | | | | | 8,266,396 | | | | | | 14.1 | | |
28,212 | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 1,762,123 | | | | | | 3.0 | | |
149,801 | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 2,347,383 | | | | | | 4.0 | | |
329,232 | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 4,665,213 | | | | | | 8.0 | | |
574,789 | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 6,420,388 | | | | | | 10.9 | | |
127,560 | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 1,475,871 | | | | | | 2.5 | | |
82,087 | | | Voya U.S. High Dividend Low Volatility Fund - Class R6 | | | | | 1,180,409 | | | | | | 2.0 | | |
304,106 | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 6,629,508 | | | | | | 11.3 | | |
434,374 | | | VY® BrandywineGLOBAL - Bond Portfolio - Class I | | | | | 5,295,022 | | | | | | 9.0 | | |
60,855 | | | VY® Columbia Contrarian Core Portfolio - Class I | | | | | 1,472,683 | | | | | | 2.5 | | |
54,143 (1) | | | VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 1,179,227 | | | | | | 2.0 | | |
168,965 | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 5,885,040 | | | | | | 10.0 | | |
87,759 | | | VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class R6 | | | | | 1,462,062 | | | | | | 2.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | |||||||||||||||
| | | Affiliated Investment Companies (continued) | | ||||||||||||
16,554 | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | $ | 2,052,152 | | | | | | 3.5 | | |
| | | Total Mutual Funds (Cost $45,008,161) | | | | | 52,460,397 | | | | | | 89.3 | | |
| | | Total Investments in Securities (Cost $50,442,292) | | | | $ | 58,780,230 | | | | | | 100.0 | | |
| | | Liabilities in Excess of Other Assets | | | | | (28,741) | | | | | | — | | |
| | | Net Assets | | | | $ | 58,751,489 | | | | | | 100.0 | | |
|
| Target Allocations as of June 30, 2021(1) | | |||
| Sub Asset Class | | | 2030 | |
| US Large Blend | | | 23.0% | |
| US Large Growth | | | 6.5% | |
| US Large Value | | | 6.5% | |
| US Mid Cap Blend | | | 5.0% | |
| US Small Cap | | | 3.0% | |
| International | | | 21.0% | |
| Emerging Markets | | | 4.0% | |
| Core Fixed Income | | | 27.0% | |
| High Yield | | | 4.0% | |
| International Bonds | | | — | |
| TIPS | | | — | |
| Short Duration | | | — | |
| Long Govt Bonds | | | — | |
| Total Equity | | | 69.0% | |
| Total Fixed Income | | | 31.0% | |
| Total | | | 100.0% | |
| (1) As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Solution 2030 Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 6,319,833 | | | | | $ | — | | | | | $ | — | | | | | $ | 6,319,833 | | |
Mutual Funds | | | | | 52,460,397 | | | | | | — | | | | | | — | | | | | | 52,460,397 | | |
Total Investments, at fair value | | | | $ | 58,780,230 | | | | | $ | — | | | | | $ | — | | | | | $ | 58,780,230 | | |
Issuer | | | Beginning Fair Value at 12/31/20 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya High Yield Bond Fund - Class R6 | | | | $ | 2,135,880 | | | | | $ | 447,828 | | | | | $ | (203,525) | | | | | $ | (13,263) | | | | | $ | 2,366,920 | | | | | $ | 56,413 | | | | | $ | 34,287 | | | | | $ | — | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 6,897,950 | | | | | | 2,373,252 | | | | | | (842,861) | | | | | | (161,945) | | | | | | 8,266,396 | | | | | | 99,110 | | | | | | 1,695 | | | | | | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 1,649,606 | | | | | | 197,824 | | | | | | (211,091) | | | | | | 125,784 | | | | | | 1,762,123 | | | | | | — | | | | | | 59,979 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 2,772,956 | | | | | | 306,667 | | | | | | (743,670) | | | | | | 11,430 | | | | | | 2,347,383 | | | | | | — | | | | | | 190,196 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 4,935,066 | | | | | | 589,981 | | | | | | (933,349) | | | | | | 73,515 | | | | | | 4,665,213 | | | | | | — | | | | | | 283,002 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 5,463,458 | | | | | | 1,178,607 | | | | | | (605,229) | | | | | | 383,552 | | | | | | 6,420,388 | | | | | | — | | | | | | 130,520 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 822,578 | | | | | | 673,189 | | | | | | (153,745) | | | | | | 133,849 | | | | | | 1,475,871 | | | | | | — | | | | | | 26,974 | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class R6 | | | | | 1,106,541 | | | | | | 487,278 | | | | | | (472,087) | | | | | | 58,677 | | | | | | 1,180,409 | | | | | | 8,689 | | | | | | 96,365 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 6,505,117 | | | | | | 903,657 | | | | | | (1,299,579) | | | | | | 520,313 | | | | | | 6,629,508 | | | | | | — | | | | | | 454,770 | | | | | | — | | |
VY Columbia Contrarian Core Portfolio - Class I | | | | | 1,358,557 | | | | | | 141,696 | | | | | | (170,089) | | | | | | 142,519 | | | | | | 1,472,683 | | | | | | — | | | | | | 72,695 | | | | | | — | | |
VY® BrandywineGLOBAL - Bond Portfolio - Class I | | | | | 3,702,916 | | | | | | 2,013,600 | | | | | | (401,485) | | | | | | (20,009) | | | | | | 5,295,022 | | | | | | — | | | | | | 83,197 | | | | | | — | | |
VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 1,691,147 | | | | | | 333,317 | | | | | | (776,048) | | | | | | (69,189) | | | | | | 1,179,227 | | | | | | — | | | | | | 320,911 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 5,357,782 | | | | | | 742,423 | | | | | | (632,944) | | | | | | 417,779 | | | | | | 5,885,040 | | | | | | — | | | | | | 142,567 | | | | | | — | | |
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class R6 | | | | | 832,461 | | | | | | 693,872 | | | | | | (106,780) | | | | | | 42,509 | | | | | | 1,462,062 | | | | | | — | | | | | | 42,692 | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 1,896,749 | | | | | | 221,395 | | | | | | (272,992) | | | | | | 207,000 | | | | | | 2,052,152 | | | | | | — | | | | | | 87,829 | | | | | | — | | |
| | | | $ | 47,128,764 | | | | | $ | 11,304,586 | | | | | $ | (7,825,474) | | | | | $ | 1,852,521 | | | | | $ | 52,460,397 | | | | | $ | 164,212 | | | | | $ | 2,027,679 | | | | | $ | — | | |
| Cost for federal income tax purposes was $51,728,041. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 8,452,887 | | |
| Gross Unrealized Depreciation | | | | | (1,400,698) | | |
| Net Unrealized Appreciation | | | | $ | 7,052,189 | | |
Voya Solution 2035 Portfolio | as of June 30, 2020 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 11.5% | | |||||||||||||||
275,826 | | | iShares MSCI Eurozone ETF | | | | $ | 13,612,013 | | | | | | 2.0 | | |
29,971 | | | iShares Russell 2000 ETF | | | | | 6,874,448 | | | | | | 1.0 | | |
61,190 | | | Vanguard S&P 500 ETF | | | | | 24,079,489 | | | | | | 3.5 | | |
251,008 | | | Vanguard Value ETF | | | | | 34,503,560 | | | | | | 5.0 | | |
| | | Total Exchange-Traded Funds (Cost $60,725,114) | | | | | 79,069,510 | | | | | | 11.5 | | |
MUTUAL FUNDS: 88.5% | | |||||||||||||||
| | | Affiliated Investment Companies: 88.5% | | ||||||||||||
3,406,814 | | | Voya High Yield Bond Fund - Class R6 | | | | | 27,663,326 | | | | | | 4.0 | | |
5,983,701 | | | Voya Intermediate Bond Fund - Class R6 | | | | | 62,110,811 | | | | | | 9.1 | | |
274,797 | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 17,163,849 | | | | | | 2.5 | | |
3,064,175 | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 48,015,625 | | | | | | 7.0 | | |
5,290,801 | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 74,970,657 | | | | | | 10.9 | | |
6,107,391 | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 68,219,557 | | | | | | 10.0 | | |
1,789,185 | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 20,700,875 | | | | | | 3.0 | | |
3,633,146 | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 79,202,586 | | | | | | 11.5 | | |
2,256,526 | | | VY® BrandywineGLOBAL - Bond Portfolio - Class I | | | | | 27,507,050 | | | | | | 4.0 | | |
1,422,599 | | | VY® Columbia Contrarian Core Portfolio - Class I | | | | | 34,426,884 | | | | | | 5.0 | | |
690,357 | | | VY® Invesco Comstock Portfolio - Class I | | | | | 13,869,280 | | | | | | 2.0 | | |
632,711 (1) | | | VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 13,780,445 | | | | | | 2.0 | | |
1,974,944 | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 68,787,286 | | | | | | 10.0 | | |
1,230,933 | | | VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class R6 | | | | | 20,507,338 | | | | | | 3.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | |||||||||||||||
| | | Affiliated Investment Companies (continued) | | ||||||||||||
248,770 | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | $ | 30,840,019 | | | | | | 4.5 | | |
| | | Total Mutual Funds (Cost $501,831,319) | | | | | 607,765,588 | | | | | | 88.5 | | |
| | | Total Investments in Securities (Cost $562,556,433) | | | | $ | 686,835,098 | | | | | | 100.0 | | |
| | | Assets in Excess of Other Liabilities | | | | | 50,950 | | | | | | 0.0 | | |
| | | Net Assets | | | | $ | 686,886,048 | | | | | | 100.0 | | |
|
| Target Allocations as of June 30, 2021(1) | | |||
| Sub Asset Class | | | 2035 | |
| US Large Blend | | | 26.0% | |
| US Large Growth | | | 7.0% | |
| US Large Value | | | 7.0% | |
| US Mid Cap Blend | | | 6.0% | |
| US Small Cap | | | 3.0% | |
| International | | | 23.0% | |
| Emerging Markets | | | 7.0% | |
| Core Fixed Income | | | 17.0% | |
| High Yield | | | 4.0% | |
| International Bonds | | | — | |
| TIPS | | | — | |
| Short Duration | | | — | |
| Long Govt Bonds | | | — | |
| Total Equity | | | 79.0% | |
| Total Fixed Income | | | 21.0% | |
| Total | | | 100.0% | |
| (1) As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Solution 2035 Portfolio | as of June 30, 2020 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 79,069,510 | | | | | $ | — | | | | | $ | — | | | | | $ | 79,069,510 | | |
Mutual Funds | | | | | 607,765,588 | | | | | | — | | | | | | — | | | | | | 607,765,588 | | |
Total Investments, at fair value | | | | $ | 686,835,098 | | | | | $ | — | | | | | $ | — | | | | | $ | 686,835,098 | | |
Issuer | | | Beginning Fair Value at 12/31/20 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya High Yield Bond Fund - Class R6 | | | | $ | 26,737,499 | | | | | $ | 3,062,250 | | | | | $ | (2,122,167) | | | | | $ | (14,256) | | | | | $ | 27,663,326 | | | | | $ | 666,274 | | | | | $ | 252,310 | | | | | $ | — | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 39,907,631 | | | | | | 28,046,435 | | | | | | (5,032,469) | | | | | | (810,786) | | | | | | 62,110,811 | | | | | | 634,615 | | | | | | 906 | | | | | | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 18,293,169 | | | | | | 1,013,103 | | | | | | (2,776,281) | | | | | | 633,858 | | | | | | 17,163,849 | | | | | | — | | | | | | 1,290,102 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 40,580,520 | | | | | | 8,961,589 | | | | | | (3,858,884) | | | | | | 2,332,400 | | | | | | 48,015,625 | | | | | | — | | | | | | 1,130,357 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 79,754,301 | | | | | | 2,758,642 | | | | | | (10,167,732) | | | | | | 2,625,446 | | | | | | 74,970,657 | | | | | | — | | | | | | 3,070,519 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 59,602,838 | | | | | | 9,121,942 | | | | | | (5,669,583) | | | | | | 5,164,360 | | | | | | 68,219,557 | | | | | | — | | | | | | 308,051 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 13,439,801 | | | | | | 6,942,227 | | | | | | (1,872,421) | | | | | | 2,191,268 | | | | | | 20,700,875 | | | | | | — | | | | | | 364,528 | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class R6 | | | | | 13,097,236 | | | | | | 1,862,953 | | | | | | (13,862,875) | | | | | | (1,097,314) | | | | | | — | | | | | | 98,866 | | | | | | 2,632,640 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 86,658,039 | | | | | | 3,067,450 | | | | | | (17,013,080) | | | | | | 6,490,177 | | | | | | 79,202,586 | | | | | | — | | | | | | 5,861,826 | | | | | | — | | |
VY Columbia Contrarian Core Portfolio - Class I | | | | | 33,418,763 | | | | | | 785,414 | | | | | | (3,441,622) | | | | | | 3,664,329 | | | | | | 34,426,884 | | | | | | — | | | | | | 1,444,070 | | | | | | — | | |
VY® BrandywineGLOBAL - Bond Portfolio - Class I | | | | | 26,562,282 | | | | | | 2,939,182 | | | | | | (2,155,767) | | | | | | 161,353 | | | | | | 27,507,050 | | | | | | — | | | | | | 199,736 | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | — | | | | | | 15,679,591 | | | | | | (2,190,153) | | | | | | 379,842 | | | | | | 13,869,280 | | | | | | — | | | | | | 66,429 | | | | | | — | | |
VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 8,151,704 | | | | | | 6,937,540 | | | | | | (2,301,198) | | | | | | 992,399 | | | | | | 13,780,445 | | | | | | — | | | | | | 906,089 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 66,889,052 | | | | | | 2,768,463 | | | | | | (6,227,633) | | | | | | 5,357,404 | | | | | | 68,787,286 | | | | | | — | | | | | | 1,255,167 | | | | | | — | | |
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class R6 | | | | | 13,343,679 | | | | | | 7,369,666 | | | | | | (1,077,817) | | | | | | 871,810 | | | | | | 20,507,338 | | | | | | — | | | | | | 422,303 | | | | | | | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 31,547,323 | | | | | | 1,033,578 | | | | | | (4,621,304) | | | | | | 2,880,422 | | | | | | 30,840,019 | | | | | | — | | | | | | 1,743,197 | | | | | | — | | |
| | | | $ | 557,983,837 | | | | | $ | 102,350,025 | | | | | $ | (84,390,986) | | | | | $ | 31,822,712 | | | | | $ | 607,765,588 | | | | | $ | 1,399,755 | | | | | $ | 20,948,230 | | | | | $ | — | | |
Voya Solution 2035 Portfolio | as of June 30, 2020 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 687,881 | | |
Total | | | | $ | 687,881 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (12,373) | | |
Total | | | | $ | (12,373) | | |
| Cost for federal income tax purposes was $570,481,104. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 125,079,811 | | |
| Gross Unrealized Depreciation | | | | | (8,725,816) | | |
| Net Unrealized Appreciation | | | | $ | 116,353,995 | | |
Voya Solution 2040 Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 14.4% | | |||||||||||||||
17,171 | | | iShares MSCI Eurozone ETF | | | | $ | 847,389 | | | | | | 1.9 | | |
1,877 | | | iShares Russell 2000 ETF | | | | | 430,528 | | | | | | 1.0 | | |
6,558 | | | Vanguard S&P 500 ETF | | | | | 2,580,704 | | | | | | 5.8 | | |
18,629 | | | Vanguard Value ETF | | | | | 2,560,742 | | | | | | 5.7 | | |
| | | Total Exchange-Traded Funds | | | | | | | | | | | | | |
| | | (Cost $5,381,631) | | | | | 6,419,363 | | | | | | 14.4 | | |
MUTUAL FUNDS: 85.5% | | |||||||||||||||
| | | Affiliated Investment Companies: 85.5% | | ||||||||||||
165,221 | | | Voya High Yield Bond Fund - Class R6 | | | | | 1,341,591 | | | | | | 3.0 | | |
170,555 | | | Voya Intermediate Bond Fund - Class R6 | | | | | 1,770,357 | | | | | | 4.0 | | |
18,168 | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 1,134,756 | | | | | | 2.5 | | |
225,582 | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 3,534,873 | | | | | | 8.0 | | |
429,610 | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 6,087,567 | | | | | | 13.7 | | |
357,097 | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 3,988,771 | | | | | | 9.0 | | |
133,086 | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 1,539,810 | | | | | | 3.5 | | |
263,126 | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 5,736,136 | | | | | | 12.9 | | |
72,254 | | | VY® BrandywineGLOBAL - Bond Portfolio - Class I | | | | | 880,772 | | | | | | 2.0 | | |
102,112 | | | VY® Columbia Contrarian Core Portfolio - Class I | | | | | 2,471,106 | | | | | | 5.6 | | |
56,387 | | | VY® Invesco Comstock Portfolio - Class I | | | | | 1,132,813 | | | | | | 2.5 | | |
39,696 (1) | | | VY® JPMorgan Small Cap Core Equity Portfolio ‑ Class R6 | | | | | 864,573 | | | | | | 1.9 | | |
95,350 | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 3,321,038 | | | | | | 7.5 | | |
92,993 | | | VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class R6 | | | | | 1,549,267 | | | | | | 3.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | |||||||||||||||
| | | Affiliated Investment Companies (continued) | | ||||||||||||
21,264 | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | $ | 2,636,071 | | | | | | 5.9 | | |
| | | Total Mutual Funds (Cost $31,519,847) | | | | | 37,989,501 | | | | | | 85.5 | | |
| | | Total Investments in Securities (Cost $36,901,478) | | | | $ | 44,408,864 | | | | | | 99.9 | | |
| | | Assets in Excess of Other Liabilities | | | | | 35,745 | | | | | | 0.1 | | |
| | | Net Assets | | | | $ | 44,444,609 | | | | | | 100.0 | | |
|
| Target Allocations as of June 30, 2021(1) | | |||
| Sub Asset Class | | | 2040 | |
| US Large Blend | | | 28.5% | |
| US Large Growth | | | 8.3% | |
| US Large Value | | | 8.3% | |
| US Mid Cap Blend | | | 7.0% | |
| US Small Cap | | | 3.0% | |
| International | | | 25.0% | |
| Emerging Markets | | | 8.0% | |
| Core Fixed Income | | | 9.0% | |
| High Yield | | | 3.0% | |
| International Bonds | | | — | |
| TIPS | | | — | |
| Short Duration | | | — | |
| Long Govt Bonds | | | — | |
| Total Equity | | | 88.0% | |
| Total Fixed Income | | | 12.0% | |
| Total | | | 100.0% | |
| (1) As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Solution 2040 Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 6,419,363 | | | | | $ | — | | | | | $ | — | | | | | $ | 6,419,363 | | |
Mutual Funds | | | | | 37,989,501 | | | | | | — | | | | | | — | | | | | | 37,989,501 | | |
Total Investments, at fair value | | | | $ | 44,408,864 | | | | | $ | — | | | | | $ | — | | | | | $ | 44,408,864 | | |
Issuer | | | Beginning Fair Value at 12/31/20 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya High Yield Bond Fund - Class R6 | | | | $ | 1,181,441 | | | | | $ | 326,353 | | | | | $ | (151,377) | | | | | $ | (14,826) | | | | | $ | 1,341,591 | | | | | $ | 33,443 | | | | | $ | 23,986 | | | | | $ | — | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 1,171,591 | | | | | | 825,754 | | | | | | (204,133) | | | | | | (22,855) | | | | | | 1,770,357 | | | | | | 21,983 | | | | | | (5,389) | | | | | | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 1,014,774 | | | | | | 169,820 | | | | | | (130,796) | | | | | | 80,958 | | | | | | 1,134,756 | | | | | | — | | | | | | 33,051 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 2,661,661 | | | | | | 1,090,890 | | | | | | (341,607) | | | | | | 123,929 | | | | | | 3,534,873 | | | | | | — | | | | | | 102,045 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 5,667,052 | | | | | | 932,453 | | | | | | (746,785) | | | | | | 234,847 | | | | | | 6,087,567 | | | | | | — | | | | | | 165,351 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 3,629,336 | | | | | | 576,676 | | | | | | (457,633) | | | | | | 240,392 | | | | | | 3,988,771 | | | | | | — | | | | | | 90,285 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 809,469 | | | | | | 765,411 | | | | | | (165,293) | | | | | | 130,223 | | | | | | 1,539,810 | | | | | | — | | | | | | 26,086 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 6,022,955 | | | | | | 1,442,619 | | | | | | (1,986,491) | | | | | | 257,053 | | | | | | 5,736,136 | | | | | | (2) | | | | | | 634,230 | | | | | | — | | |
VY Columbia Contrarian Core Portfolio - Class I | | | | | 2,205,165 | | | | | | 327,821 | | | | | | (290,169) | | | | | | 228,289 | | | | | | 2,471,106 | | | | | | — | | | | | | 116,551 | | | | | | — | | |
VY® BrandywineGLOBAL - Bond Portfolio - Class I | | | | | 780,093 | | | | | | 206,281 | | | | | | (107,203) | | | | | | 1,601 | | | | | | 880,772 | | | | | | — | | | | | | 9,704 | | | | | | — | | |
VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 1,215,301 | | | | | | 270,981 | | | | | | (569,913) | | | | | | (51,796) | | | | | | 864,573 | | | | | | — | | | | | | 237,316 | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 767,556 | | | | | | 733,180 | | | | | | (396,500) | | | | | | 28,577 | | | | | | 1,132,813 | | | | | | — | | | | | | 169,902 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 2,963,472 | | | | | | 536,731 | | | | | | (420,554) | | | | | | 241,389 | | | | | | 3,321,038 | | | | | | — | | | | | | 65,304 | | | | | | — | | |
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class I | | | | | 819,746 | | | | | | 810,887 | | | | | | (120,294) | | | | | | 38,928 | | | | | | 1,549,267 | | | | | | — | | | | | | 46,804 | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 2,299,484 | | | | | | 364,773 | | | | | | (317,030) | | | | | | 288,844 | | | | | | 2,636,071 | | | | | | — | | | | | | 64,214 | | | | | | — | | |
| | | | $ | 33,209,096 | | | | | $ | 9,380,630 | | | | | $ | (6,405,778) | | | | | $ | 1,805,553 | | | | | $ | 37,989,501 | | | | | $ | 55,424 | | | | | $ | 1,779,440 | | | | | $ | — | | |
| Cost for federal income tax purposes was $38,130,897. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 7,561,974 | | |
| Gross Unrealized Depreciation | | | | | (1,284,007) | | |
| Net Unrealized Appreciation | | | | $ | 6,277,967 | | |
Voya Solution 2045 Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 16.7% | | |||||||||||||||
71,628 | | | iShares Core MSCI EAFE ETF | | | | $ | 5,362,072 | | | | | | 1.0 | | |
205,747 | | | iShares MSCI Eurozone ETF | | | | | 10,153,615 | | | | | | 2.0 | | |
23,819 | | | iShares Russell 2000 ETF | | | | | 5,463,364 | | | | | | 1.1 | | |
94,881 | | | Vanguard S&P 500 ETF | | | | | 37,337,571 | | | | | | 7.1 | | |
209,648 | | | Vanguard Value ETF | | | | | 28,818,214 | | | | | | 5.5 | | |
| | | Total Exchange-Traded Funds (Cost $68,469,034) | | | | | 87,134,836 | | | | | | 16.7 | | |
MUTUAL FUNDS: 83.2% | | |||||||||||||||
| | | Affiliated Investment Companies: 83.2% | | ||||||||||||
1,294,915 | | | Voya High Yield Bond Fund - Class R6 | | | | | 10,514,714 | | | | | | 2.0 | | |
214,223 | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 13,380,369 | | | | | | 2.5 | | |
2,982,110 | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 46,729,668 | | | | | | 8.9 | | |
5,766,802 | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 81,715,583 | | | | | | 15.6 | | |
3,719,765 | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 41,549,770 | | | | | | 7.9 | | |
1,564,661 | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 18,103,125 | | | | | | 3.5 | | |
3,382,243 | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 73,732,899 | | | | | | 14.1 | | |
1,527,449 | | | VY® Columbia Contrarian Core Portfolio - Class I | | | | | 36,964,257 | | | | | | 7.1 | | |
734,040 | | | VY® Invesco Comstock Portfolio - Class I | | | | | 14,746,857 | | | | | | 2.8 | | |
449,381 (1) | | | VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 9,787,528 | | | | | | 1.9 | | |
1,120,674 | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 39,033,061 | | | | | | 7.5 | | |
1,098,713 | | | VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class R6 | | | | | 18,304,553 | | | | | | 3.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | |||||||||||||||
| | | Affiliated Investment Companies (continued) | | ||||||||||||
250,421 | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | $ | 31,044,647 | | | | | | 5.9 | | |
| | | Total Mutual Funds (Cost $348,958,738) | | | | | 435,607,031 | | | | | | 83.2 | | |
| | | Total Investments in Securities (Cost $417,427,772) | | | | $ | 522,741,867 | | | | | | 99.9 | | |
| | | Assets in Excess of Other Liabilities | | | | | 587,767 | | | | | | 0.1 | | |
| | | Net Assets | | | | $ | 523,329,634 | | | | | | 100.0 | | |
|
| Target Allocations as of June 30, 2021(1) | | |||
| Sub Asset Class | | | 2045 | |
| US Large Blend | | | 32.5% | |
| US Large Growth | | | 8.3% | |
| US Large Value | | | 8.3% | |
| US Mid Cap Blend | | | 7.0% | |
| US Small Cap | | | 3.0% | |
| International | | | 27.0% | |
| Emerging Markets | | | 9.0% | |
| Core Fixed Income | | | 3.0% | |
| High Yield | | | 2.0% | |
| International Bonds | | | — | |
| TIPS | | | — | |
| Short Duration | | | — | |
| Long Govt Bonds | | | — | |
| Total Equity | | | 95.0% | |
| Total Fixed Income | | | 5.0% | |
| Total | | | 100.0% | |
| (1) As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Solution 2045 Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 87,134,836 | | | | | $ | — | | | | | $ | — | | | | | $ | 87,134,836 | | |
Mutual Funds | | | | | 435,607,031 | | | | | | — | | | | | | — | | | | | | 435,607,031 | | |
Total Investments, at fair value | | | | $ | 522,741,867 | | | | | $ | — | | | | | $ | — | | | | | $ | 522,741,867 | | |
Issuer | | | Beginning Fair Value at 12/31/20 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya High Yield Bond Fund - Class R6 | | | | $ | 9,981,965 | | | | | $ | 1,407,620 | | | | | $ | (843,888) | | | | | $ | (30,983) | | | | | $ | 10,514,714 | | | | | $ | 274,726 | | | | | $ | 98,490 | | | | | $ | — | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 6,248,176 | | | | | | 303,366 | | | | | | (6,570,533) | | | | | | 18,991 | | | | | | — | | | | | | 64,313 | | | | | | (221,538) | | | | | | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 12,412,291 | | | | | | 934,994 | | | | | | (889,182) | | | | | | 922,266 | | | | | | 13,380,369 | | | | | | — | | | | | | 449,083 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 35,330,626 | | | | | | 12,622,145 | | | | | | (3,524,606) | | | | | | 2,301,503 | | | | | | 46,729,668 | | | | | | — | | | | | | 702,108 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 74,396,707 | | | | | | 10,036,813 | | | | | | (6,530,515) | | | | | | 3,812,578 | | | | | | 81,715,583 | | | | | | — | | | | | | 1,485,694 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 44,476,663 | | | | | | 2,417,924 | | | | | | (7,962,962) | | | | | | 2,618,145 | | | | | | 41,549,770 | | | | | | — | | | | | | 1,358,122 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 11,284,081 | | | | | | 6,536,170 | | | | | | (1,525,356) | | | | | | 1,808,230 | | | | | | 18,103,125 | | | | | | — | | | | | | 362,440 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 70,854,992 | | | | | | 4,888,914 | | | | | | (9,341,208) | | | | | | 7,330,201 | | | | | | 73,732,899 | | | | | | — | | | | | | 3,134,343 | | | | | | — | | |
VY Columbia Contrarian Core Portfolio - Class I | | | | | 34,918,940 | | | | | | 1,076,908 | | | | | | (3,114,813) | | | | | | 4,083,222 | | | | | | 36,964,257 | | | | | | — | | | | | | 1,320,917 | | | | | | — | | |
VY® BrandywineGLOBAL - Bond Portfolio - Class I | | | | | 4,979,972 | | | | | | 67,907 | | | | | | (4,758,350) | | | | | | (289,529) | | | | | | — | | | | | | — | | | | | | 318,860 | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 12,454,815 | | | | | | 3,772,504 | | | | | | (2,916,509) | | | | | | 1,436,047 | | | | | | 14,746,857 | | | | | | — | | | | | | 1,469,856 | | | | | | — | | |
VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 9,875,859 | | | | | | 906,895 | | | | | | (1,774,782) | | | | | | 779,556 | | | | | | 9,787,528 | | | | | | — | | | | | | 697,807 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 37,441,627 | | | | | | 1,800,203 | | | | | | (3,390,092) | | | | | | 3,181,323 | | | | | | 39,033,061 | | | | | | — | | | | | | 577,972 | | | | | | — | | |
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class R6 | | | | | 11,203,948 | | | | | | 7,401,440 | | | | | | (1,014,749) | | | | | | 713,914 | | | | | | 18,304,553 | | | | | | — | | | | | | 395,141 | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 28,503,530 | | | | | | 1,299,908 | | | | | | (2,264,507) | | | | | | 3,505,716 | | | | | | 31,044,647 | | | | | | — | | | | | | 796,836 | | | | | | — | | |
| | | | $ | 404,364,192 | | | | | $ | 55,473,711 | | | | | $ | (56,422,052) | | | | | $ | 32,191,180 | | | | | $ | 435,607,031 | | | | | $ | 339,039 | | | | | $ | 12,946,131 | | | | | $ | — | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,850,139 | | |
Interest rate contracts | | | | | 395,294 | | |
Total | | | | $ | 2,245,433 | | |
Voya Solution 2045 Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (244,363) | | |
Interest rate contracts | | | | | 17,144 | | |
Total | | | | $ | (227,219) | | |
| Cost for federal income tax purposes was $425,076,121. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 105,376,160 | | |
| Gross Unrealized Depreciation | | | | | (7,710,414) | | |
| Net Unrealized Appreciation | | | | $ | 97,665,746 | | |
Voya Solution 2050 Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 16.7% | | |||||||||||||||
5,084 | | | iShares Core MSCI EAFE ETF | | | | $ | 380,588 | | | | | | 1.0 | | |
14,830 | | | iShares MSCI Eurozone ETF | | | | | 731,861 | | | | | | 2.0 | | |
3,344 | | | iShares Russell 2000 ETF | | | | | 767,013 | | | | | | 2.1 | | |
6,734 | | | Vanguard S&P 500 ETF | | | | | 2,649,964 | | | | | | 7.3 | | |
11,337 | | | Vanguard Value ETF | | | | | 1,558,384 | | | | | | 4.3 | | |
| | | Total Exchange-Traded Funds (Cost $5,176,184) | | | | | 6,087,810 | | | | | | 16.7 | | |
MUTUAL FUNDS: 83.2% | | |||||||||||||||
| | | Affiliated Investment Companies: 83.2% | | ||||||||||||
11,899 | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 743,185 | | | | | | 2.0 | | |
207,859 | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 3,257,145 | | | | | | 8.9 | | |
449,860 | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 6,374,520 | | | | | | 17.5 | | |
226,374 | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 2,528,592 | | | | | | 6.9 | | |
109,262 | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 1,264,164 | | | | | | 3.5 | | |
233,674 | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 5,094,097 | | | | | | 14.0 | | |
106,640 | | | VY® Columbia Contrarian Core Portfolio - Class I | | | | | 2,580,695 | | | | | | 7.1 | | |
74,239 | | | VY® Invesco Comstock Portfolio - Class I | | | | | 1,491,456 | | | | | | 4.1 | | |
30,107 (1) | | | VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 655,741 | | | | | | 1.8 | | |
78,201 | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 2,723,726 | | | | | | 7.5 | | |
75,959 | | | VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class R6 | | | | | 1,265,480 | | | | | | 3.5 | | |
18,928 | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 2,346,559 | | | | | | 6.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | |||||||||||||||
| | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | Total Mutual Funds (Cost $24,329,973) | | | | $ | 30,325,360 | | | | | | 83.2 | | |
| | | Total Investments in Securities (Cost $29,506,157) | | | | $ | 36,413,170 | | | | | | 99.9 | | |
| | | Assets in Excess of Other Liabilities | | | | | 42,242 | | | | | | 0.1 | | |
| | | Net Assets | | | | $ | 36,455,412 | | | | | | 100.0 | | |
|
| Target Allocations as of June 30, 2021(1) | | |||
| Sub Asset Class | | | 2050 | |
| US Large Blend | | | 32.5% | |
| US Large Growth | | | 8.3% | |
| US Large Value | | | 8.3% | |
| US Mid Cap Blend | | | 7.0% | |
| US Small Cap | | | 4.0% | |
| International | | | 28.0% | |
| Emerging Markets | | | 9.0% | |
| Core Fixed Income | | | 3.0% | |
| High Yield | | | — | |
| International Bonds | | | — | |
| TIPS | | | — | |
| Short Duration | | | — | |
| Long Govt Bonds | | | — | |
| Total Equity | | | 97.0% | |
| Total Fixed Income | | | 3.0% | |
| Total | | | 100.0% | |
| (1) As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Solution 2050 Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 6,087,810 | | | | | $ | — | | | | | $ | — | | | | | $ | 6,087,810 | | |
Mutual Funds | | | | | 30,325,360 | | | | | | — | | | | | | — | | | | | | 30,325,360 | | |
Total Investments, at fair value | | | | $ | 36,413,170 | | | | | $ | — | | | | | $ | — | | | | | $ | 36,413,170 | | |
Issuer | | | Beginning Fair Value at 12/31/20 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Intermediate Bond Fund - Class R6 | | | | $ | 347,930 | | | | | $ | 58,329 | | | | | $ | (408,147) | | | | | $ | 1,888 | | | | | $ | — | | | | | $ | 3,558 | | | | | $ | (13,111) | | | | | $ | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 723,006 | | | | | | 90,211 | | | | | | (116,862) | | | | | | 46,830 | | | | | | 743,185 | | | | | | — | | | | | | 29,786 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 2,552,709 | | | | | | 1,067,785 | | | | | | (451,410) | | | | | | 88,061 | | | | | | 3,257,145 | | | | | | — | | | | | | 127,965 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 5,948,607 | | | | | | 1,299,010 | | | | | | (1,036,486) | | | | | | 163,389 | | | | | | 6,374,520 | | | | | | — | | | | | | 251,673 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 3,412,005 | | | | | | 346,508 | | | | | | (1,290,889) | | | | | | 60,968 | | | | | | 2,528,592 | | | | | | — | | | | | | 229,912 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 811,141 | | | | | | 530,072 | | | | | | (196,806) | | | | | | 119,757 | | | | | | 1,264,164 | | | | | | — | | | | | | 33,398 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 5,471,299 | | | | | | 1,096,408 | | | | | | (1,885,442) | | | | | | 411,832 | | | | | | 5,094,097 | | | | | | — | | | | | | 379,812 | | | | | | — | | |
VY Columbia Contrarian Core Portfolio - Class I | | | | | 2,499,812 | | | | | | 259,714 | | | | | | (396,753) | | | | | | 217,922 | | | | | | 2,580,695 | | | | | | — | | | | | | 161,970 | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 1,331,921 | | | | | | 471,986 | | | | | | (487,952) | | | | | | 175,501 | | | | | | 1,491,456 | | | | | | — | | | | | | 134,032 | | | | | | — | | |
VY® JPMorgan Small Cap Core Equity Portfolio Class R6 | | | | | 1,090,264 | | | | | | 170,834 | | | | | | (541,566) | | | | | | (63,791) | | | | | | 655,741 | | | | | | — | | | | | | 226,180 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 2,639,892 | | | | | | 364,016 | | | | | | (470,137) | | | | | | 189,955 | | | | | | 2,723,726 | | | | | | — | | | | | | 74,354 | | | | | | — | | |
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio Class R6 | | | | | 821,356 | | | | | | 575,848 | | | | | | (168,058) | | | | | | 36,334 | | | | | | 1,265,480 | | | | | | — | | | | | | 40,410 | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 2,226,341 | | | | | | 249,922 | | | | | | (378,017) | | | | | | 248,313 | | | | | | 2,346,559 | | | | | | — | | | | | | 78,089 | | | | | | — | | |
| | | | $ | 29,876,283 | | | | | $ | 6,580,643 | | | | | $ | (7,828,525) | | | | | $ | 1,696,959 | | | | | $ | 30,325,360 | | | | | $ | 3,558 | | | | | $ | 1,754,470 | | | | | $ | — | | |
| Cost for federal income tax purposes was $30,816,424. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 6,927,842 | | |
| Gross Unrealized Depreciation | | | | | (1,331,096) | | |
| Net Unrealized Appreciation | | | | $ | 5,596,746 | | |
Voya Solution 2055 Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 14.2% | | |||||||||||||||
23,466 | | | iShares Core MSCI EAFE ETF | | | | $ | 1,756,665 | | | | | | 1.0 | | |
68,718 | | | iShares MSCI Eurozone ETF | | | | | 3,391,233 | | | | | | 1.9 | | |
15,403 | | | iShares Russell 2000 ETF | | | | | 3,532,986 | | | | | | 2.0 | | |
24,176 | | | Vanguard S&P 500 ETF | | | | | 9,513,739 | | | | | | 5.4 | | |
49,058 | | | Vanguard Value ETF | | | | | 6,743,513 | | | | | | 3.9 | | |
| | | Total Exchange-Traded Funds (Cost $20,593,928) | | | | | 24,938,136 | | | | | | 14.2 | | |
MUTUAL FUNDS: 85.7% | | |||||||||||||||
| | | Affiliated Investment Companies: 85.7% | | ||||||||||||
57,365 | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 3,583,045 | | | | | | 2.0 | | |
998,885 | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 15,652,522 | | | | | | 8.9 | | |
2,294,646 | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 32,515,128 | | | | | | 18.6 | | |
935,088 | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 10,444,933 | | | | | | 6.0 | | |
524,071 | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 6,063,496 | | | | | | 3.5 | | |
1,227,843 | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 26,766,975 | | | | | | 15.3 | | |
548,122 | | | VY® Columbia Contrarian Core Portfolio - Class I | | | | | 13,264,558 | | | | | | 7.6 | | |
392,005 | | | VY® Invesco Comstock Portfolio - Class I | | | | | 7,875,381 | | | | | | 4.5 | | |
151,679 (1) | | | VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 3,303,576 | | | | | | 1.9 | | |
375,314 | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 13,072,197 | | | | | | 7.5 | | |
367,572 | | | VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class R6 | | | | | 6,123,742 | | | | | | 3.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | |||||||||||||||
| | | Affiliated Investment Companies (continued) | | ||||||||||||
91,120 | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | $ | 11,296,171 | | | | | | 6.4 | | |
| | | Total Mutual Funds (Cost $121,466,726) | | | | | 149,961,724 | | | | | | 85.7 | | |
| | | Total Investments in Securities (Cost $142,060,654) | | | | $ | 174,899,860 | | | | | | 99.9 | | |
| | | Assets in Excess of Other Liabilities | | | | | 129,173 | | | | | | 0.1 | | |
| | | Net Assets | | | | $ | 175,029,033 | | | | | | 100.0 | | |
|
| Target Allocations as of June 30, 2021(1) | | |||
| Sub Asset Class | | | 2055 | |
| US Large Blend | | | 32.5% | |
| US Large Growth | | | 8.3% | |
| US Large Value | | | 8.3% | |
| US Mid Cap Blend | | | 7.0% | |
| US Small Cap | | | 4.0% | |
| International | | | 28.0% | |
| Emerging Markets | | | 9.0% | |
| Core Fixed Income | | | 3.0% | |
| High Yield | | | — | |
| International Bonds | | | — | |
| TIPS | | | — | |
| Short Duration | | | — | |
| Long Govt Bonds | | | — | |
| Total Equity | | | 97.0% | |
| Total Fixed Income | | | 3.0% | |
| Total | | | 100.0% | |
| (1) As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Solution 2055 Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 24,938,136 | | | | | $ | — | | | | | $ | — | | | | | $ | 24,938,136 | | |
Mutual Funds | | | | | 149,961,724 | | | | | | — | | | | | | — | | | | | | 149,961,724 | | |
Total Investments, at fair value | | | | $ | 174,899,860 | | | | | $ | — | | | | | $ | — | | | | | $ | 174,899,860 | | |
Issuer | | | Beginning Fair Value at 12/31/20 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Intermediate Bond Fund - Class R6 | | | | $ | 2,067,615 | | | | | $ | 89,936 | | | | | $ | (2,173,002) | | | | | $ | 15,451 | | | | | $ | — | | | | | $ | 21,017 | | | | | $ | (81,600) | | | | | $ | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 3,285,304 | | | | | | 352,291 | | | | | | (348,731) | | | | | | 294,181 | | | | | | 3,583,045 | | | | | | — | | | | | | 69,838 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 12,523,944 | | | | | | 3,729,759 | | | | | | (1,239,730) | | | | | | 638,549 | | | | | | 15,652,522 | | | | | | — | | | | | | 409,967 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 26,256,423 | | | | | | 7,952,684 | | | | | | (2,894,863) | | | | | | 1,200,884 | | | | | | 32,515,128 | | | | | | — | | | | | | 648,036 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 14,715,996 | | | | | | 1,215,163 | | | | | | (5,802,000) | | | | | | 315,774 | | | | | | 10,444,933 | | | | | | — | | | | | | 943,997 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 4,148,105 | | | | | | 1,848,061 | | | | | | (664,861) | | | | | | 732,191 | | | | | | 6,063,496 | | | | | | — | | | | | | 50,231 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 25,105,906 | | | | | | 3,046,324 | | | | | | (4,426,649) | | | | | | 3,041,394 | | | | | | 26,766,975 | | | | | | — | | | | | | 654,899 | | | | | | — | | |
VY Columbia Contrarian Core Portfolio - Class I | | | | | 11,552,918 | | | | | | 1,333,549 | | | | | | (1,025,644) | | | | | | 1,403,735 | | | | | | 13,264,558 | | | | | | — | | | | | | 393,572 | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 6,629,753 | | | | | | 1,610,198 | | | | | | (1,301,455) | | | | | | 936,885 | | | | | | 7,875,381 | | | | | | — | | | | | | 579,998 | | | | | | — | | |
VY® JPMorgan Small Cap Core Equity Portfolio Class R6 | | | | | 742,004 | | | | | | 3,285,782 | | | | | | (965,164) | | | | | | 240,954 | | | | | | 3,303,576 | | | | | | — | | | | | | 217,729 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 12,387,414 | | | | | | 1,004,298 | | | | | | (1,347,915) | | | | | | 1,028,400 | | | | | | 13,072,197 | | | | | | — | | | | | | 203,398 | | | | | | — | | |
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio Class R6 | | | | | 4,118,795 | | | | | | 2,156,159 | | | | | | (449,768) | | | | | | 298,556 | | | | | | 6,123,742 | | | | | | — | | | | | | 104,748 | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 10,250,511 | | | | | | 804,007 | | | | | | (966,042) | | | | | | 1,207,695 | | | | | | 11,296,171 | | | | | | — | | | | | | 332,948 | | | | | | — | | |
| | | | $ | 133,784,688 | | | | | $ | 28,428,211 | | | | | $ | (23,605,824) | | | | | $ | 11,354,649 | | | | | $ | 149,961,724 | | | | | $ | 21,017 | | | | | $ | 4,527,761 | | | | | $ | — | | |
Voya Solution 2055 Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 375,716 | | |
Interest rate contracts | | | | | 72,579 | | |
Total | | | | $ | 448,295 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (34,390) | | |
Interest rate contracts | | | | | 3,395 | | |
Total | | | | $ | (30,995) | | |
| Cost for federal income tax purposes was $145,328,835. | | | |||||
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 32,904,701 | | |
| Gross Unrealized Depreciation | | | | | (3,333,676) | | |
| Net Unrealized Appreciation | | | | $ | 29,571,025 | | |
Voya Solution 2060 Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 14.9% | | |||||||||||||||
3,469 | | | iShares Core MSCI EAFE ETF | | | | $ | 259,689 | | | | | | 1.0 | | |
10,142 | | | iShares MSCI Eurozone ETF | | | | | 500,508 | | | | | | 2.0 | | |
2,279 | | | iShares Russell 2000 ETF | | | | | 522,734 | | | | | | 2.1 | | |
3,744 | | | Vanguard S&P 500 ETF | | | | | 1,473,339 | | | | | | 5.8 | | |
7,252 | | | Vanguard Value ETF | | | | | 996,860 | | | | | | 4.0 | | |
| | | Total Exchange-Traded Funds (Cost $3,264,430) | | | | | 3,753,130 | | | | | | 14.9 | | |
MUTUAL FUNDS: 84.9% | | |||||||||||||||
| | | Affiliated Investment Companies: 84.9% | | ||||||||||||
8,213 | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 513,011 | | | | | | 2.0 | | |
143,639 | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 2,250,817 | | | | | | 8.9 | | |
328,606 | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 4,656,348 | | | | | | 18.5 | | |
133,984 | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 1,496,606 | | | | | | 5.9 | | |
75,473 | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 873,222 | | | | | | 3.5 | | |
171,900 | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 3,747,427 | | | | | | 14.9 | | |
78,895 | | | VY® Columbia Contrarian Core Portfolio - Class I | | | | | 1,909,268 | | | | | | 7.6 | | |
55,299 | | | VY® Invesco Comstock Portfolio - Class I | | | | | 1,110,951 | | | | | | 4.4 | | |
21,113 (1) | | | VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 459,837 | | | | | | 1.8 | | |
54,008 | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 1,881,089 | | | | | | 7.5 | | |
52,428 | | | VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class R6 | | | | | 873,447 | | | | | | 3.5 | | |
13,065 | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 1,619,624 | | | | | | 6.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | |||||||||||||||
| | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | Total Mutual Funds (Cost $17,401,196) | | | | $ | 21,391,647 | | | | | | 84.9 | | |
| | | Total Investments in Securities (Cost $20,665,626) | | | | $ | 25,144,777 | | | | | | 99.8 | | |
| | | Assets in Excess of Other Liabilities | | | | | 39,083 | | | | | | 0.2 | | |
| | | Net Assets | | | | $ | 25,183,860 | | | | | | 100.0 | | |
|
| Target Allocations as of June 30, 2021(1) | | |||
| Sub Asset Class | | | 2060 | |
| US Large Blend | | | 32.5% | |
| US Large Growth | | | 8.3% | |
| US Large Value | | | 8.3% | |
| US Mid Cap Blend | | | 7.0% | |
| US Small Cap | | | 4.0% | |
| International | | | 28.0% | |
| Emerging Markets | | | 9.0% | |
| Core Fixed Income | | | 3.0% | |
| High Yield | | | — | |
| International Bonds | | | — | |
| TIPS | | | — | |
| Short Duration | | | — | |
| Long Govt Bonds | | | — | |
| Total Equity | | | 97.0% | |
| Total Fixed Income | | | 3.0% | |
| Total | | | 100.0% | |
| (1) As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Solution 2060 Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 3,753,130 | | | | | $ | — | | | | | $ | — | | | | | $ | 3,753,130 | | |
Mutual Funds | | | | | 21,391,647 | | | | | | — | | | | | | — | | | | | | 21,391,647 | | |
Total Investments, at fair value | | | | $ | 25,144,777 | | | | | $ | — | | | | | $ | — | | | | | $ | 25,144,777 | | |
Issuer | | | Beginning Fair Value at 12/31/20 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Large-Cap Growth Fund - Class R6 | | | | $ | 489,912 | | | | | $ | 85,962 | | | | | $ | (96,775) | | | | | $ | 33,912 | | | | | $ | 513,011 | | | | | $ | — | | | | | $ | 18,437 | | | | | $ | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 1,853,471 | | | | | | 716,097 | | | | | | (373,678) | | | | | | 54,927 | | | | | | 2,250,817 | | | | | | — | | | | | | 99,469 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 4,031,013 | | | | | | 1,362,554 | | | | | | (823,550) | | | | | | 86,331 | | | | | | 4,656,348 | | | | | | — | | | | | | 194,129 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 2,312,162 | | | | | | 339,711 | | | | | | (1,142,928) | | | | | | (12,339) | | | | | | 1,496,606 | | | | | | — | | | | | | 206,854 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 610,807 | | | | | | 330,122 | | | | | | (160,580) | | | | | | 92,873 | | | | | | 873,222 | | | | | | — | | | | | | 22,045 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 3,595,231 | | | | | | 1,003,564 | | | | | | (1,097,151) | | | | | | 245,783 | | | | | | 3,747,427 | | | | | | — | | | | | | 286,444 | | | | | | — | | |
VY Columbia Contrarian Core Portfolio - Class I | | | | | 1,815,110 | | | | | | 281,317 | | | | | | (333,149) | | | | | | 145,990 | | | | | | 1,909,268 | | | | | | — | | | | | | 131,958 | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 967,262 | | | | | | 389,846 | | | | | | (361,640) | | | | | | 115,483 | | | | | | 1,110,951 | | | | | | — | | | | | | 107,284 | | | | | | — | | |
VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 741,216 | | | | | | 174,824 | | | | | | (400,917) | | | | | | (55,286) | | | | | | 459,837 | | | | | | — | | | | | | 164,056 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 1,789,302 | | | | | | 339,358 | | | | | | (374,301) | | | | | | 126,730 | | | | | | 1,881,089 | | | | | | — | | | | | | 54,253 | | | | | | — | | |
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio Class R6 | | | | | 618,384 | | | | | | 364,893 | | | | | | (134,883) | | | | | | 25,053 | | | | | | 873,447 | | | | | | — | | | | | | 31,686 | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 1,508,784 | | | | | | 246,669 | | | | | | (281,478) | | | | | | 145,649 | | | | | | 1,619,624 | | | | | | — | | | | | | 77,050 | | | | | | — | | |
| | | | $ | 20,332,654 | | | | | $ | 5,634,917 | | | | | $ | (5,581,030) | | | | | $ | 1,005,106 | | | | | $ | 21,391,647 | | | | | $ | — | | | | | $ | 1,393,665 | | | | | $ | — | | |
| Cost for federal income tax purposes was $21,475,968. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 4,493,394 | | |
| Gross Unrealized Depreciation | | | | | (824,585) | | |
| Net Unrealized Appreciation | | | | $ | 3,668,809 | | |
Voya Solution 2065 Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 13.5% | | |||||||||||||||
509 | | | iShares Core MSCI EAFE ETF | | | | $ | 38,104 | | | | | | 0.9 | | |
1,564 | | | iShares MSCI Eurozone ETF | | | | | 77,183 | | | | | | 1.9 | | |
327 | | | iShares Russell 2000 ETF | | | | | 75,004 | | | | | | 1.8 | | |
550 | | | Vanguard S&P 500 ETF | | | | | 216,436 | | | | | | 5.3 | | |
1,065 | | | Vanguard Value ETF | | | | | 146,395 | | | | | | 3.6 | | |
| | | Total Exchange-Traded Funds (Cost $488,522) | | | | | 553,122 | | | | | | 13.5 | | |
MUTUAL FUNDS: 86.4% | | |||||||||||||||
| | | Affiliated Investment Companies: 86.4% | | ||||||||||||
1,342 | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 83,823 | | | | | | 2.0 | | |
23,496 | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 368,186 | | | | | | 9.0 | | |
53,924 | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 764,101 | | | | | | 18.6 | | |
21,963 | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 245,321 | | | | | | 6.0 | | |
12,257 | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 141,817 | | | | | | 3.5 | | |
29,040 | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 633,073 | | | | | | 15.4 | | |
12,833 | | | VY® Columbia Contrarian Core Portfolio - Class I | | | | | 310,552 | | | | | | 7.6 | | |
9,616 | | | VY® Invesco Comstock Portfolio - Class I | | | | | 193,179 | | | | | | 4.7 | | |
3,907 (1) | | | VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 85,103 | | | | | | 2.1 | | |
8,787 | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 306,038 | | | | | | 7.5 | | |
8,593 | | | VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class R6 | | | | | 143,152 | | | | | | 3.5 | | |
2,133 | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 264,438 | | | | | | 6.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | |||||||||||||||
| | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | Total Mutual Funds (Cost $3,048,825) | | | | $ | 3,538,783 | | | | | | 86.4 | | |
| | | Total Investments in Securities (Cost $3,537,347) | | | | $ | 4,091,905 | | | | | | 99.9 | | |
| | | Assets in Excess of Other Liabilities | | | | | 5,558 | | | | | | 0.1 | | |
| | | Net Assets | | | | $ | 4,097,463 | | | | | | 100.0 | | |
|
| Target Allocations as of June 30, 2021(1) | | |||
| Sub Asset Class | | | 2065 | |
| US Large Blend | | | 32.5% | |
| US Large Growth | | | 8.3% | |
| US Large Value | | | 8.3% | |
| US Mid Cap Blend | | | 7.0% | |
| US Small Cap | | | 4.0% | |
| International | | | 28.0% | |
| Emerging Markets | | | 9.0% | |
| Core Fixed Income | | | 3.0% | |
| High Yield | | | — | |
| International Bonds | | | — | |
| TIPS | | | — | |
| Short Duration | | | — | |
| Long Govt Bonds | | | — | |
| Total Equity | | | 97.0% | |
| Total Fixed Income | | | 3.0% | |
| Total | | | 100.0% | |
| (1) As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Solution 2065 Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 553,122 | | | | | $ | — | | | | | $ | — | | | | | $ | 553,122 | | |
Mutual Funds | | | | | 3,538,783 | | | | | | — | | | | | | — | | | | | | 3,538,783 | | |
Total Investments, at fair value | | | | $ | 4,091,905 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,091,905 | | |
Issuer | | | Beginning Fair Value at 12/31/20 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Large-Cap Growth Fund - Class R6 | | | | $ | 61,313 | | | | | $ | 20,107 | | | | | $ | (5,422) | | | | | $ | 7,825 | | | | | $ | 83,823 | | | | | $ | — | | | | | $ | 457 | | | | | $ | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 231,894 | | | | | | 137,096 | | | | | | (18,075) | | | | | | 17,271 | | | | | | 368,186 | | | | | | — | | | | | | 3,867 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 504,406 | | | | | | 269,117 | | | | | | (39,000) | | | | | | 29,578 | | | | | | 764,101 | | | | | | — | | | | | | 8,698 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 289,331 | | | | | | 81,302 | | | | | | (128,815) | | | | | | 3,503 | | | | | | 245,321 | | | | | | — | | | | | | 23,817 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 76,424 | | | | | | 59,824 | | | | | | (8,106) | | | | | | 13,675 | | | | | | 141,817 | | | | | | — | | | | | | 2,017 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 455,180 | | | | | | 200,704 | | | | | | (81,718) | | | | | | 58,907 | | | | | | 633,073 | | | | | | — | | | | | | 19,619 | | | | | | — | | |
VY® Columbia Contrarian Core Portfolio - Class I | | | | | 227,183 | | | | | | 69,546 | | | | | | (21,112) | | | | | | 34,935 | | | | | | 310,552 | | | | | | — | | | | | | 5,236 | | | | | | | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 123,095 | | | | | | 77,541 | | | | | | (30,279) | | | | | | 22,822 | | | | | | 193,179 | | | | | | — | | | | | | 7,769 | | | | | | | | |
VY® JPMorgan Small Cap Core Equity Portfolio - Class R6 | | | | | 94,314 | | | | | | 45,156 | | | | | | (48,878) | | | | | | (5,489) | | | | | | 85,103 | | | | | | — | | | | | | 20,294 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class R6 | | | | | 223,979 | | | | | | 76,860 | | | | | | (18,139) | | | | | | 23,338 | | | | | | 306,038 | | | | | | — | | | | | | 2,954 | | | | | | — | | |
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class R6 | | | | | 77,355 | | | | | | 64,580 | | | | | | (6,761) | | | | | | 7,978 | | | | | | 143,152 | | | | | | — | | | | | | 1,259 | | | | | | | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 188,828 | | | | | | 59,811 | | | | | | (14,693) | | | | | | 30,492 | | | | | | 264,438 | | | | | | — | | | | | | 3,583 | | | | | | — | | |
| | | | $ | 2,553,302 | | | | | $ | 1,161,644 | | | | | $ | (420,998) | | | | | $ | 244,835 | | | | | $ | 3,538,783 | | | | | $ | — | | | | | $ | 99,570 | | | | | $ | — | | |
| Cost for federal income tax purposes was $3,538,439. | | | |||||
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 556,747 | | |
| Gross Unrealized Depreciation | | | | | (3,281) | | |
| Net Unrealized Appreciation | | | | $ | 553,466 | | |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
| ■ Voya Index Solution Income Portfolio | | | ■ Voya Index Solution 2045 Portfolio | |
| ■ Voya Index Solution 2025 Portfolio | | | ■ Voya Index Solution 2050 Portfolio | |
| ■ Voya Index Solution 2030 Portfolio | | | ■ Voya Index Solution 2055 Portfolio | |
| ■ Voya Index Solution 2035 Portfolio | | | ■ Voya Index Solution 2060 Portfolio | |
| ■ Voya Index Solution 2040 Portfolio | | | ■ Voya Index Solution 2065 Portfolio | |
| | As permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each portfolio’s annual and semi-annual shareholder reports, like this semi-annual report, are not sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. | | |
| | If you already elected to receive shareholder reports electronically, you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-866-345-5954. Your election to receive reports in paper will apply to all the funds in which you invest. | | |
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President
Voya Family of Funds
July 22, 2021
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2021** | | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2021** | | ||||||||||||||||||||||||
Voya Index Solution Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,032.80 | | | | | | 0.74% | | | | | $ | 3.73 | | | | | $ | 1,000.00 | | | | | $ | 1,021.12 | | | | | | 0.74% | | | | | $ | 3.71 | | |
Class I | | | | | 1,000.00 | | | | | | 1,035.40 | | | | | | 0.24 | | | | | | 1.21 | | | | | | 1,000.00 | | | | | | 1,023.60 | | | | | | 0.24 | | | | | | 1.20 | | |
Class S | | | | | 1,000.00 | | | | | | 1,034.00 | | | | | | 0.49 | | | | | | 2.47 | | | | | | 1,000.00 | | | | | | 1,022.36 | | | | | | 0.49 | | | | | | 2.46 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,033.90 | | | | | | 0.64 | | | | | | 3.23 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.64 | | | | | | 3.21 | | |
Class Z | | | | | 1,000.00 | | | | | | 1,037.50 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.79 | | | | | | 0.00 | | | | | | 0.00 | | |
Voya Index Solution 2025 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,067.10 | | | | | | 0.74% | | | | | $ | 3.79 | | | | | $ | 1,000.00 | | | | | $ | 1,021.12 | | | | | | 0.74% | | | | | $ | 3.71 | | |
Class I | | | | | 1,000.00 | | | | | | 1,070.20 | | | | | | 0.24 | | | | | | 1.23 | | | | | | 1,000.00 | | | | | | 1,023.60 | | | | | | 0.24 | | | | | | 1.20 | | |
Class S | | | | | 1,000.00 | | | | | | 1,068.50 | | | | | | 0.49 | | | | | | 2.51 | | | | | | 1,000.00 | | | | | | 1,022.36 | | | | | | 0.49 | | | | | | 2.46 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,067.40 | | | | | | 0.64 | | | | | | 3.28 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.64 | | | | | | 3.21 | | |
Class Z | | | | | 1,000.00 | | | | | | 1,071.70 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.79 | | | | | | 0.00 | | | | | | 0.00 | | |
Voya Index Solution 2030 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,078.90 | | | | | | 0.74% | | | | | $ | 3.81 | | | | | $ | 1,000.00 | | | | | $ | 1,021.12 | | | | | | 0.74% | | | | | $ | 3.71 | | |
Class I | | | | | 1,000.00 | | | | | | 1,081.60 | | | | | | 0.24 | | | | | | 1.24 | | | | | | 1,000.00 | | | | | | 1,023.60 | | | | | | 0.24 | | | | | | 1.20 | | |
Class S | | | | | 1,000.00 | | | | | | 1,080.50 | | | | | | 0.49 | | | | | | 2.53 | | | | | | 1,000.00 | | | | | | 1,022.36 | | | | | | 0.49 | | | | | | 2.46 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,079.50 | | | | | | 0.64 | | | | | | 3.30 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.64 | | | | | | 3.21 | | |
Class Z | | | | | 1,000.00 | | | | | | 1,082.40 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.79 | | | | | | 0.00 | | | | | | 0.00 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2021** | | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2021** | | ||||||||||||||||||||||||
Voya Index Solution 2035 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,093.00 | | | | | | 0.74% | | | | | $ | 3.84 | | | | | $ | 1,000.00 | | | | | $ | 1,021.12 | | | | | | 0.74% | | | | | $ | 3.71 | | |
Class I | | | | | 1,000.00 | | | | | | 1,095.60 | | | | | | 0.24 | | | | | | 1.25 | | | | | | 1,000.00 | | | | | | 1,023.60 | | | | | | 0.24 | | | | | | 1.20 | | |
Class S | | | | | 1,000.00 | | | | | | 1,093.80 | | | | | | 0.49 | | | | | | 2.54 | | | | | | 1,000.00 | | | | | | 1,022.36 | | | | | | 0.49 | | | | | | 2.46 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,093.20 | | | | | | 0.64 | | | | | | 3.32 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.64 | | | | | | 3.21 | | |
Class Z | | | | | 1,000.00 | | | | | | 1,096.50 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.79 | | | | | | 0.00 | | | | | | 0.00 | | |
Voya Index Solution 2040 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,108.20 | | | | | | 0.74% | | | | | $ | 3.87 | | | | | $ | 1,000.00 | | | | | $ | 1,021.12 | | | | | | 0.74% | | | | | $ | 3.71 | | |
Class I | | | | | 1,000.00 | | | | | | 1,111.30 | | | | | | 0.24 | | | | | | 1.26 | | | | | | 1,000.00 | | | | | | 1,023.60 | | | | | | 0.24 | | | | | | 1.20 | | |
Class S | | | | | 1,000.00 | | | | | | 1,110.10 | | | | | | 0.49 | | | | | | 2.56 | | | | | | 1,000.00 | | | | | | 1,022.36 | | | | | | 0.49 | | | | | | 2.46 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,109.20 | | | | | | 0.64 | | | | | | 3.35 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.64 | | | | | | 3.21 | | |
Class Z | | | | | 1,000.00 | | | | | | 1,112.60 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.79 | | | | | | 0.00 | | | | | | 0.00 | | |
Voya Index Solution 2045 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,116.50 | | | | | | 0.74% | | | | | $ | 3.88 | | | | | $ | 1,000.00 | | | | | $ | 1,021.12 | | | | | | 0.74% | | | | | $ | 3.71 | | |
Class I | | | | | 1,000.00 | | | | | | 1,119.50 | | | | | | 0.24 | | | | | | 1.26 | | | | | | 1,000.00 | | | | | | 1,023.60 | | | | | | 0.24 | | | | | | 1.20 | | |
Class S | | | | | 1,000.00 | | | | | | 1,117.80 | | | | | | 0.49 | | | | | | 2.57 | | | | | | 1,000.00 | | | | | | 1,022.36 | | | | | | 0.49 | | | | | | 2.46 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,116.40 | | | | | | 0.64 | | | | | | 3.36 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.64 | | | | | | 3.21 | | |
Class Z | | | | | 1,000.00 | | | | | | 1,120.70 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.79 | | | | | | 0.00 | | | | | | 0.00 | | |
Voya Index Solution 2050 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,116.70 | | | | | | 0.74% | | | | | $ | 3.88 | | | | | $ | 1,000.00 | | | | | $ | 1,021.12 | | | | | | 0.74% | | | | | $ | 3.71 | | |
Class I | | | | | 1,000.00 | | | | | | 1,119.50 | | | | | | 0.24 | | | | | | 1.26 | | | | | | 1,000.00 | | | | | | 1,023.60 | | | | | | 0.24 | | | | | | 1.20 | | |
Class S | | | | | 1,000.00 | | | | | | 1,117.90 | | | | | | 0.49 | | | | | | 2.57 | | | | | | 1,000.00 | | | | | | 1,022.36 | | | | | | 0.49 | | | | | | 2.46 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,117.20 | | | | | | 0.64 | | | | | | 3.36 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.64 | | | | | | 3.21 | | |
Class Z | | | | | 1,000.00 | | | | | | 1,120.80 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.79 | | | | | | 0.00 | | | | | | 0.00 | | |
Voya Index Solution 2055 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,117.30 | | | | | | 0.74% | | | | | $ | 3.88 | | | | | $ | 1,000.00 | | | | | $ | 1,021.12 | | | | | | 0.74% | | | | | $ | 3.71 | | |
Class I | | | | | 1,000.00 | | | | | | 1,120.30 | | | | | | 0.24 | | | | | | 1.26 | | | | | | 1,000.00 | | | | | | 1,023.60 | | | | | | 0.24 | | | | | | 1.20 | | |
Class S | | | | | 1,000.00 | | | | | | 1,119.10 | | | | | | 0.49 | | | | | | 2.57 | | | | | | 1,000.00 | | | | | | 1,022.36 | | | | | | 0.49 | | | | | | 2.46 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,118.00 | | | | | | 0.64 | | | | | | 3.36 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.64 | | | | | | 3.21 | | |
Class Z | | | | | 1,000.00 | | | | | | 1,121.40 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.79 | | | | | | 0.00 | | | | | | 0.00 | | |
Voya Index Solution 2060 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,118.90 | | | | | | 0.74% | | | | | $ | 3.89 | | | | | $ | 1,000.00 | | | | | $ | 1,021.12 | | | | | | 0.74% | | | | | $ | 3.71 | | |
Class I | | | | | 1,000.00 | | | | | | 1,121.90 | | | | | | 0.24 | | | | | | 1.26 | | | | | | 1,000.00 | | | | | | 1,023.60 | | | | | | 0.24 | | | | | | 1.20 | | |
Class S | | | | | 1,000.00 | | | | | | 1,121.30 | | | | | | 0.49 | | | | | | 2.58 | | | | | | 1,000.00 | | | | | | 1,022.36 | | | | | | 0.49 | | | | | | 2.46 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,119.70 | | | | | | 0.64 | | | | | | 3.36 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.64 | | | | | | 3.21 | | |
Class Z | | | | | 1,000.00 | | | | | | 1,123.10 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.79 | | | | | | 0.00 | | | | | | 0.00 | | |
Voya Index Solution 2065 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,119.20 | | | | | | 0.74% | | | | | $ | 3.89 | | | | | $ | 1,000.00 | | | | | $ | 1,021.12 | | | | | | 0.74% | | | | | $ | 3.71 | | |
Class I | | | | | 1,000.00 | | | | | | 1,122.60 | | | | | | 0.24 | | | | | | 1.26 | | | | | | 1,000.00 | | | | | | 1,023.60 | | | | | | 0.24 | | | | | | 1.20 | | |
Class S | | | | | 1,000.00 | | | | | | 1,120.90 | | | | | | 0.49 | | | | | | 2.58 | | | | | | 1,000.00 | | | | | | 1,022.36 | | | | | | 0.49 | | | | | | 2.46 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,120.10 | | | | | | 0.64 | | | | | | 3.36 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.64 | | | | | | 3.21 | | |
Class Z | | | | | 1,000.00 | | | | | | 1,123.40 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.79 | | | | | | 0.00 | | | | | | 0.00 | | |
| | | Voya Index Solution Income Portfolio | | | Voya Index Solution 2025 Portfolio | | | Voya Index Solution 2030 Portfolio | | | Voya Index Solution 2035 Portfolio | | ||||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds at fair value* | | | | $ | 858,446,762 | | | | | $ | 1,241,384,296 | | | | | $ | 836,841,174 | | | | | $ | 1,330,374,081 | | |
Investments in unaffiliated underlying funds at fair value** | | | | | 107,415,514 | | | | | | 78,148,014 | | | | | | 51,556,732 | | | | | | 82,925,617 | | |
Short-term investments at fair value† | | | | | 1,485,900 | | | | | | — | | | | | | — | | | | | | — | | |
Cash | | | | | — | | | | | | 1,602,535 | | | | | | 955,754 | | | | | | 1,446,908 | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds sold | | | | | — | | | | | | 343,878 | | | | | | — | | | | | | — | | |
Fund shares sold | | | | | 7,875,192 | | | | | | 525,166 | | | | | | 1,359,410 | | | | | | 2,657,463 | | |
Interest | | | | | — | | | | | | — | | | | | | 540 | | | | | | 787 | | |
Prepaid expenses | | | | | 270 | | | | | | 341 | | | | | | 217 | | | | | | 349 | | |
Reimbursement due from Investment Adviser | | | | | 145,661 | | | | | | 180,179 | | | | | | 153,778 | | | | | | 202,464 | | |
Other assets | | | | | 22,180 | | | | | | 25,766 | | | | | | 8,864 | | | | | | 23,325 | | |
Total assets | | | | | 975,391,479 | | | | | | 1,322,210,175 | | | | | | 890,876,469 | | | | | | 1,417,630,994 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investments in affiliated underlying funds purchased | | | | | 7,728,858 | | | | | | — | | | | | | 1,359,254 | | | | | | 2,555,818 | | |
Payable for fund shares redeemed | | | | | 146,508 | | | | | | 869,964 | | | | | | 67 | | | | | | 101,571 | | |
Payable for investment management fees | | | | | 177,131 | | | | | | 229,824 | | | | | | 153,728 | | | | | | 245,491 | | |
Payable for distribution and shareholder service fees | | | | | 76,269 | | | | | | 116,807 | | | | | | 27,781 | | | | | | 110,355 | | |
Payable for directors fees | | | | | 4,851 | | | | | | 6,383 | | | | | | 4,167 | | | | | | 6,685 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 22,180 | | | | | | 25,766 | | | | | | 8,864 | | | | | | 23,325 | | |
Other accrued expenses and liabilities | | | | | 97,479 | | | | | | 115,526 | | | | | | 63,937 | | | | | | 102,784 | | |
Total liabilities | | | | | 8,253,276 | | | | | | 1,363,270 | | | | | | 1,617,798 | | | | | | 3,146,029 | | |
NET ASSETS | | | | $ | 967,138,203 | | | | | $ | 1,320,846,905 | | | | | $ | 889,258,671 | | | | | $ | 1,414,484,965 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 825,307,618 | | | | | $ | 1,031,785,792 | | | | | $ | 695,374,434 | | | | | $ | 1,056,994,035 | | |
Total distributable earnings | | | | | 141,830,585 | | | | | | 289,061,113 | | | | | | 193,884,237 | | | | | | 357,490,930 | | |
NET ASSETS | | | | $ | 967,138,203 | | | | | $ | 1,320,846,905 | | | | | $ | 889,258,671 | | | | | $ | 1,414,484,965 | | |
* Cost of investments in affiliated underlying funds | | | | $ | 788,365,539 | | | | | $ | 1,065,220,871 | | | | | $ | 710,911,424 | | | | | $ | 1,102,928,046 | | |
** Cost of investments in unaffiliated underlying funds | | | | $ | 103,022,312 | | | | | $ | 73,895,317 | | | | | $ | 49,210,323 | | | | | $ | 79,072,559 | | |
† Cost of short-term investments | | | | $ | 1,485,900 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
| | | Voya Index Solution Income Portfolio | | | Voya Index Solution 2025 Portfolio | | | Voya Index Solution 2030 Portfolio | | | Voya Index Solution 2035 Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 100,398,559 | | | | | $ | 184,115,211 | | | | | $ | 48,255,378 | | | | | $ | 174,193,616 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 8,623,561 | | | | | | 14,278,529 | | | | | | 2,596,387 | | | | | | 12,562,370 | | |
Net asset value and redemption price per share | | | | $ | 11.64 | | | | | $ | 12.89 | | | | | $ | 18.59 | | | | | $ | 13.87 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 18,929,226 | | | | | $ | 55,734,497 | | | | | $ | 10,016,526 | | | | | $ | 62,558,107 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,578,909 | | | | | | 4,200,114 | | | | | | 520,860 | | | | | | 4,369,473 | | |
Net asset value and redemption price per share | | | | $ | 11.99 | | | | | $ | 13.27 | | | | | $ | 19.23 | | | | | $ | 14.32 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 140,790,082 | | | | | $ | 141,411,887 | | | | | $ | 18,830,908 | | | | | $ | 116,089,295 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 11,880,877 | | | | | | 10,795,372 | | | | | | 988,546 | | | | | | 8,227,919 | | |
Net asset value and redemption price per share | | | | $ | 11.85 | | | | | $ | 13.10 | | | | | $ | 19.05 | | | | | $ | 14.11 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 18,027,009 | | | | | $ | 36,884,121 | | | | | $ | 13,034,470 | | | | | $ | 46,622,627 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,557,148 | | | | | | 2,874,809 | | | | | | 695,860 | | | | | | 3,369,427 | | |
Net asset value and redemption price per share | | | | $ | 11.58 | | | | | $ | 12.83 | | | | | $ | 18.73 | | | | | $ | 13.84 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 688,993,327 | | | | | $ | 902,701,189 | | | | | $ | 799,121,389 | | | | | $ | 1,015,021,320 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 300,000,000 | | | | | | 100,000,000 | | | | | | 300,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 56,679,851 | | | | | | 67,087,210 | | | | | | 41,096,984 | | | | | | 69,820,735 | | |
Net asset value and redemption price per share | | | | $ | 12.16 | | | | | $ | 13.46 | | | | | $ | 19.44 | | | | | $ | 14.54 | | |
| | | Voya Index Solution 2040 Portfolio | | | Voya Index Solution 2045 Portfolio | | | Voya Index Solution 2050 Portfolio | | | Voya Index Solution 2055 Portfolio | | ||||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds at fair value* | | | | $ | 712,837,401 | | | | | $ | 1,018,897,996 | | | | | $ | 525,236,710 | | | | | $ | 554,123,320 | | |
Investments in unaffiliated underlying funds at fair value** | | | | | 36,135,889 | | | | | | 41,078,326 | | | | | | 10,118,033 | | | | | | 10,685,558 | | |
Cash | | | | | 868,220 | | | | | | 1,087,447 | | | | | | 434,764 | | | | | | 446,077 | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Fund shares sold | | | | | 352,376 | | | | | | 1,487,516 | | | | | | 778,849 | | | | | | 935,643 | | |
Interest | | | | | 475 | | | | | | 638 | | | | | | 229 | | | | | | 249 | | |
Prepaid expenses | | | | | 175 | | | | | | 257 | | | | | | 124 | | | | | | 132 | | |
Reimbursement due from Investment Adviser | | | | | 130,886 | | | | | | 154,074 | | | | | | 97,595 | | | | | | 85,407 | | |
Other assets | | | | | 6,360 | | | | | | 15,637 | | | | | | 4,214 | | | | | | 6,011 | | |
Total assets | | | | | 750,331,782 | | | | | | 1,062,721,891 | | | | | | 536,670,518 | | | | | | 566,282,397 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investments in affiliated underlying funds purchased | | | | | 182,802 | | | | | | 1,280,897 | | | | | | 757,888 | | | | | | 932,657 | | |
Payable for fund shares redeemed | | | | | 169,547 | | | | | | 206,601 | | | | | | 20,950 | | | | | | 2,977 | | |
Payable for investment management fees | | | | | 128,869 | | | | | | 180,840 | | | | | | 88,884 | | | | | | 93,934 | | |
Payable for distribution and shareholder service fees | | | | | 17,124 | | | | | | 81,477 | | | | | | 13,830 | | | | | | 42,011 | | |
Payable for directors fees | | | | | 3,464 | | | | | | 4,982 | | | | | | 2,456 | | | | | | 2,605 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 6,360 | | | | | | 15,637 | | | | | | 4,214 | | | | | | 6,011 | | |
Other accrued expenses and liabilities | | | | | 49,424 | | | | | | 88,191 | | | | | | 49,282 | | | | | | 66,994 | | |
Total liabilities | | | | | 557,590 | | | | | | 1,858,625 | | | | | | 937,504 | | | | | | 1,147,189 | | |
NET ASSETS | | | | $ | 749,774,192 | | | | | $ | 1,060,863,266 | | | | | $ | 535,733,014 | | | | | $ | 565,135,208 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 563,293,933 | | | | | $ | 767,169,509 | | | | | $ | 400,032,959 | | | | | $ | 415,927,516 | | |
Total distributable earnings | | | | | 186,480,259 | | | | | | 293,693,757 | | | | | | 135,700,055 | | | | | | 149,207,692 | | |
NET ASSETS | | | | $ | 749,774,192 | | | | | $ | 1,060,863,266 | | | | | $ | 535,733,014 | | | | | $ | 565,135,208 | | |
* Cost of investments in affiliated underlying funds | | | | $ | 587,443,932 | | | | | $ | 825,138,820 | | | | | $ | 428,964,497 | | | | | $ | 450,383,079 | | |
** Cost of investments in unaffiliated underlying funds | | | | $ | 34,826,490 | | | | | $ | 39,939,556 | | | | | $ | 10,385,941 | | | | | $ | 10,968,493 | | |
| | | Voya Index Solution 2040 Portfolio | | | Voya Index Solution 2045 Portfolio | | | Voya Index Solution 2050 Portfolio | | | Voya Index Solution 2055 Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 29,784,763 | | | | | $ | 133,762,211 | | | | | $ | 22,814,386 | | | | | $ | 63,126,939 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,453,617 | | | | | | 9,002,601 | | | | | | 1,083,872 | | | | | | 3,233,559 | | |
Net asset value and redemption price per share | | | | $ | 20.49 | | | | | $ | 14.86 | | | | | $ | 21.05 | | | | | $ | 19.52 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 8,982,036 | | | | | $ | 52,481,879 | | | | | $ | 10,801,002 | | | | | $ | 39,015,298 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 424,475 | | | | | | 3,395,353 | | | | | | 499,215 | | | | | | 1,939,644 | | |
Net asset value and redemption price per share | | | | $ | 21.16 | | | | | $ | 15.46 | | | | | $ | 21.64 | | | | | $ | 20.11 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 15,223,451 | | | | | $ | 84,599,139 | | | | | $ | 15,379,904 | | | | | $ | 45,947,322 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 722,270 | | | | | | 5,572,379 | | | | | | 714,362 | | | | | | 2,318,249 | | |
Net asset value and redemption price per share | | | | $ | 21.08 | | | | | $ | 15.18 | | | | | $ | 21.53 | | | | | $ | 19.82 | | |
Class S2 | ��� | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 5,182,683 | | | | | $ | 28,687,560 | | | | | $ | 4,200,111 | | | | | $ | 20,909,788 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 250,146 | | | | | | 1,929,022 | | | | | | 198,378 | | | | | | 1,066,279 | | |
Net asset value and redemption price per share | | | | $ | 20.72 | | | | | $ | 14.87 | | | | | $ | 21.17 | | | | | $ | 19.61 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 690,601,259 | | | | | $ | 761,332,477 | | | | | $ | 482,537,611 | | | | | $ | 396,135,861 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 32,213,826 | | | | | | 48,536,205 | | | | | | 22,034,691 | | | | | | 19,405,160 | | |
Net asset value and redemption price per share | | | | $ | 21.44 | | | | | $ | 15.69 | | | | | $ | 21.90 | | | | | $ | 20.41 | | |
| | | Voya Index Solution 2060 Portfolio | | | Voya Index Solution 2065 Portfolio | | ||||||
ASSETS: | | | | | | | | | | | | | |
Investments in affiliated underlying funds at fair value* | | | | $ | 243,900,298 | | | | | $ | 12,450,795 | | |
Investments in unaffiliated underlying funds at fair value** | | | | | 4,638,406 | | | | | | 208,751 | | |
Cash | | | | | 237,193 | | | | | | 14,428 | | |
Receivables: | | | | | | | | | | | | | |
Fund shares sold | | | | | 448,617 | | | | | | 54,695 | | |
Interest | | | | | 125 | | | | | | 7 | | |
Prepaid expenses | | | | | 54 | | | | | | 2 | | |
Prepaid offering expense | | | | | — | | | | | | 1,053 | | |
Reimbursement due from Investment Adviser | | | | | 50,718 | | | | | | 4,580 | | |
Other assets | | | | | 1,327 | | | | | | 10 | | |
Total assets | | | | | 249,276,738 | | | | | | 12,734,321 | | |
LIABILITIES: | | | | | | | | | | | | | |
Payable for investments in affiliated underlying funds purchased | | | | | 367,585 | | | | | | 54,400 | | |
Payable for fund shares redeemed | | | | | 81,027 | | | | | | 294 | | |
Payable for investment management fees | | | | | 41,098 | | | | | | 1,960 | | |
Payable for distribution and shareholder service fees | | | | | 7,987 | | | | | | 884 | | |
Payable for directors fees | | | | | 1,106 | | | | | | 40 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 1,327 | | | | | | 10 | | |
Other accrued expenses and liabilities | | | | | 29,308 | | | | | | 16,119 | | |
Total liabilities | | | | | 529,438 | | | | | | 73,707 | | |
NET ASSETS | | | | $ | 248,747,300 | | | | | $ | 12,660,614 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 190,459,271 | | | | | $ | 11,388,528 | | |
Total distributable earnings | | | | | 58,288,029 | | | | | | 1,272,086 | | |
NET ASSETS | | | | $ | 248,747,300 | | | | | $ | 12,660,614 | | |
* Cost of investments in affiliated underlying funds | | | | $ | 202,507,808 | | | | | $ | 11,629,512 | | |
** Cost of investments in unaffiliated underlying funds | | | | $ | 4,761,224 | | | | | $ | 214,278 | | |
| | | Voya Index Solution 2060 Portfolio | | | Voya Index Solution 2065 Portfolio | | ||||||
Class ADV | | | | | | | | | | | | | |
Net assets | | | | $ | 12,975,999 | | | | | $ | 1,456,722 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 783,428 | | | | | | 112,379 | | |
Net asset value and redemption price per share | | | | $ | 16.56 | | | | | $ | 12.96 | | |
Class I | | | | | | | | | | | | | |
Net assets | | | | $ | 17,097,100 | | | | | $ | 764,986 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,009,302 | | | | | | 58,849 | | |
Net asset value and redemption price per share | | | | $ | 16.94 | | | | | $ | 13.00 | | |
Class S | | | | | | | | | | | | | |
Net assets | | | | $ | 9,229,224 | | | | | $ | 1,143,155 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 551,800 | | | | | | 88,099 | | |
Net asset value and redemption price per share | | | | $ | 16.73 | | | | | $ | 12.98 | | |
Class S2 | | | | | | | | | | | | | |
Net assets | | | | $ | 2,370,809 | | | | | $ | 409,853 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 142,375 | | | | | | 31,629 | | |
Net asset value and redemption price per share | | | | $ | 16.65 | | | | | $ | 12.96 | | |
Class Z | | | | | | | | | | | | | |
Net assets | | | | $ | 207,074,168 | | | | | $ | 8,885,898 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 12,070,993 | | | | | | 682,291 | | |
Net asset value and redemption price per share | | | | $ | 17.15 | | | | | $ | 13.02 | | |
| | | Voya Index Solution Income Portfolio | | | Voya Index Solution 2025 Portfolio | | | Voya Index Solution 2030 Portfolio | | | Voya Index Solution 2035 Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends from affiliated underlying funds | | | | $ | 9,479,561 | | | | | $ | 11,048,169 | | | | | $ | 7,249,685 | | | | | $ | 10,637,355 | | |
Dividends from unaffiliated underlying funds | | | | | 1,420,871 | | | | | | 1,297,558 | | | | | | 860,989 | | | | | | 1,383,116 | | |
Total investment income | | | | | 10,900,432 | | | | | | 12,345,727 | | | | | | 8,110,674 | | | | | | 12,020,471 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 1,064,871 | | | | | | 1,339,942 | | | | | | 873,620 | | | | | | 1,401,939 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 250,723 | | | | | | 459,053 | | | | | | 111,711 | | | | | | 427,516 | | |
Class S | | | | | 179,521 | | | | | | 172,137 | | | | | | 22,281 | | | | | | 141,660 | | |
Class S2 | | | | | 33,251 | | | | | | 72,864 | | | | | | 23,666 | | | | | | 87,546 | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 21,674 | | | | | | 41,947 | | | | | | 18,686 | | | | | | 48,162 | | |
Class I | | | | | 4,145 | | | | | | 12,154 | | | | | | 3,945 | | | | | | 16,332 | | |
Class S | | | | | 31,037 | | | | | | 31,459 | | | | | | 7,454 | | | | | | 31,917 | | |
Class S2 | | | | | 3,592 | | | | | | 8,322 | | | | | | 4,948 | | | | | | 12,328 | | |
Class Z | | | | | 831 | | | | | | 601 | | | | | | 773 | | | | | | 694 | | |
Shareholder reporting expense | | | | | 8,314 | | | | | | 10,860 | | | | | | 6,335 | | | | | | 9,955 | | |
Registration fees | | | | | — | | | | | | 38 | | | | | | 147 | | | | | | 102 | | |
Professional fees | | | | | 20,882 | | | | | | 29,865 | | | | | | 19,910 | | | | | | 33,485 | | |
Custody and accounting expense | | | | | 27,110 | | | | | | 33,485 | | | | | | 24,435 | | | | | | 31,675 | | |
Directors fees | | | | | 19,402 | | | | | | 25,532 | | | | | | 16,668 | | | | | | 26,742 | | |
Miscellaneous expense | | | | | 92,912 | | | | | | 121,201 | | | | | | 77,234 | | | | | | 123,624 | | |
Total expenses | | | | | 1,758,265 | | | | | | 2,359,460 | | | | | | 1,211,813 | | | | | | 2,393,677 | | |
Waived and reimbursed fees | | | | | (948,673) | | | | | | (1,146,328) | | | | | | (942,203) | | | | | | (1,255,180) | | |
Net expenses | | | | | 809,592 | | | | | | 1,213,132 | | | | | | 269,610 | | | | | | 1,138,497 | | |
Net investment income | | | | | 10,090,840 | | | | | | 11,132,595 | | | | | | 7,841,064 | | | | | | 10,881,974 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Sale of affiliated underlying funds | | | | | 31,649,778 | | | | | | 35,733,068 | | | | | | 22,323,040 | | | | | | 41,864,456 | | |
Sale of unaffiliated underlying funds | | | | | 656,285 | | | | | | (4,420,164) | | | | | | (2,726,856) | | | | | | (4,410,931) | | |
Capital gain distributions from affiliated underlying funds | | | | | 1,698,466 | | | | | | 4,589,406 | | | | | | 3,804,805 | | | | | | 7,323,271 | | |
Futures | | | | | (262,331) | | | | | | 2,024,735 | | | | | | 852,753 | | | | | | 1,380,504 | | |
Net realized gain | | | | | 33,742,198 | | | | | | 37,927,045 | | | | | | 24,253,742 | | | | | | 46,157,300 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Affiliated underlying funds | | | | | (7,701,494) | | | | | | 36,392,332 | | | | | | 33,399,499 | | | | | | 63,523,124 | | |
Unaffiliated underlying funds | | | | | (2,095,048) | | | | | | 1,342,728 | | | | | | 508,155 | | | | | | 838,353 | | |
Futures | | | | | 87,795 | | | | | | (310,748) | | | | | | (48,956) | | | | | | (76,962) | | |
Net change in unrealized appreciation (depreciation) | | | | | (9,708,747) | | | | | | 37,424,312 | | | | | | 33,858,698 | | | | | | 64,284,515 | | |
Net realized and unrealized gain | | | | | 24,033,451 | | | | | | 75,351,357 | | | | | | 58,112,440 | | | | | | 110,441,815 | | |
Increase in net assets resulting from operations | | | | $ | 34,124,291 | | | | | $ | 86,483,952 | | | | | $ | 65,953,504 | | | | | $ | 121,323,789 | | |
| | | Voya Index Solution 2040 Portfolio | | | Voya Index Solution 2045 Portfolio | | | Voya Index Solution 2050 Portfolio | | | Voya Index Solution 2055 Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends from affiliated underlying funds | | | | $ | 5,431,602 | | | | | $ | 7,586,025 | | | | | $ | 3,924,610 | | | | | $ | 4,096,824 | | |
Dividends from unaffiliated underlying funds | | | | | 535,250 | | | | | | 577,796 | | | | | | 98,614 | | | | | | 112,386 | | |
Total investment income | | | | | 5,966,852 | | | | | | 8,163,821 | | | | | | 4,023,224 | | | | | | 4,209,210 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 711,333 | | | | | | 1,013,559 | | | | | | 490,009 | | | | | | 522,678 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 69,249 | | | | | | 322,720 | | | | | | 52,351 | | | | | | 149,569 | | |
Class S | | | | | 18,338 | | | | | | 100,812 | | | | | | 17,646 | | | | | | 54,172 | | |
Class S2 | | | | | 9,530 | | | | | | 53,451 | | | | | | 7,862 | | | | | | 37,391 | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 14,914 | | | | | | 51,125 | | | | | | 16,274 | | | | | | 39,768 | | |
Class I | | | | | 4,473 | | | | | | 19,722 | | | | | | 7,543 | | | | | | 24,375 | | |
Class S | | | | | 7,908 | | | | | | 31,941 | | | | | | 10,958 | | | | | | 28,781 | | |
Class S2 | | | | | 2,565 | | | | | | 10,585 | | | | | | 3,055 | | | | | | 12,409 | | |
Class Z | | | | | 722 | | | | | | 577 | | | | | | 493 | | | | | | 479 | | |
Shareholder reporting expense | | | | | 6,335 | | | | | | 9,955 | | | | | | 4,887 | | | | | | 6,697 | | |
Registration fees | | | | | 147 | | | | | | 102 | | | | | | 117 | | | | | | 113 | | |
Professional fees | | | | | 15,928 | | | | | | 22,625 | | | | | | 12,771 | | | | | | 11,041 | | |
Custody and accounting expense | | | | | 18,100 | | | | | | 24,435 | | | | | | 18,584 | | | | | | 16,290 | | |
Directors fees | | | | | 13,857 | | | | | | 19,930 | | | | | | 9,828 | | | | | | 10,419 | | |
Miscellaneous expense | | | | | 56,502 | | | | | | 84,968 | | | | | | 41,180 | | | | | | 45,259 | | |
Interest expense | | | | | — | | | | | | 19 | | | | | | — | | | | | | — | | |
Total expenses | | | | | 949,901 | | | | | | 1,766,526 | | | | | | 693,558 | | | | | | 959,441 | | |
Waived and reimbursed fees | | | | | (779,165) | | | | | | (934,896) | | | | | | (552,248) | | | | | | (522,823) | | |
Net expenses | | | | | 170,736 | | | | | | 831,630 | | | | | | 141,310 | | | | | | 436,618 | | |
Net investment income | | | | | 5,796,116 | | | | | | 7,332,191 | | | | | | 3,881,914 | | | | | | 3,772,592 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Sale of affiliated underlying funds | | | | | 18,690,032 | | | | | | 30,032,325 | | | | | | 14,207,631 | | | | | | 13,935,781 | | |
Sale of unaffiliated underlying funds | | | | | — | | | | | | — | | | | | | — | | | | | | 1,782,667 | | |
Capital gain distributions from affiliated underlying funds | | | | | 4,498,761 | | | | | | 6,399,497 | | | | | | 3,200,584 | | | | | | 3,376,646 | | |
Futures | | | | | 2,685,458 | | | | | | 4,261,791 | | | | | | 1,251,772 | | | | | | 1,331,728 | | |
Net realized gain | | | | | 25,874,251 | | | | | | 40,693,613 | | | | | | 18,659,987 | | | | | | 20,426,822 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Affiliated underlying funds | | | | | 41,829,169 | | | | | | 64,585,076 | | | | | | 32,976,614 | | | | | | 36,243,946 | | |
Unaffiliated underlying funds | | | | | (242,107) | | | | | | (407,811) | | | | | | (267,908) | | | | | | (1,643,722) | | |
Futures | | | | | (334,242) | | | | | | (448,806) | | | | | | (92,362) | | | | | | (102,122) | | |
Net change in unrealized appreciation (depreciation) | | | | | 41,252,820 | | | | | | 63,728,459 | | | | | | 32,616,344 | | | | | | 34,498,102 | | |
Net realized and unrealized gain | | | | | 67,127,071 | | | | | | 104,422,072 | | | | | | 51,276,331 | | | | | | 54,924,924 | | |
Increase in net assets resulting from operations | | | | $ | 72,923,187 | | | | | $ | 111,754,263 | | | | | $ | 55,158,245 | | | | | $ | 58,697,516 | | |
| | | Voya Index Solution 2060 Portfolio | | | Voya Index Solution 2065 Portfolio | | ||||||
INVESTMENT INCOME: | | | | | | | | | | | | | |
Dividends from affiliated underlying funds | | | | $ | 1,738,686 | | | | | $ | 74,681 | | |
Dividends from unaffiliated underlying funds | | | | | 48,694 | | | | | | 2,156 | | |
Total investment income | | | | | 1,787,380 | | | | | | 76,837 | | |
EXPENSES: | | | | | | | | | | | | | |
Investment management fees | | | | | 222,093 | | | | | | 8,096 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | |
Class ADV | | | | | 29,511 | | | | | | 2,586 | | |
Class S | | | | | 10,675 | | | | | | 820 | | |
Class S2 | | | | | 4,473 | | | | | | 314 | | |
Transfer agent fees: | | | | | | | | | | | | | |
Class ADV | | | | | 10,637 | | | | | | 520 | | |
Class I | | | | | 13,967 | | | | | | 266 | | |
Class S | | | | | 7,693 | | | | | | 328 | | |
Class S2 | | | | | 2,017 | | | | | | 72 | | |
Class Z | | | | | 259 | | | | | | 394 | | |
Shareholder reporting expense | | | | | 3,460 | | | | | | 181 | | |
Registration fees | | | | | 101 | | | | | | 4 | | |
Professional fees | | | | | 6,876 | | | | | | 1,991 | | |
Custody and accounting expense | | | | | 10,540 | | | | | | 4,706 | | |
Directors fees | | | | | 4,427 | | | | | | 161 | | |
Offering expense | | | | | — | | | | | | 6,570 | | |
Miscellaneous expense | | | | | 18,857 | | | | | | 5,255 | | |
Total expenses | | | | | 345,586 | | | | | | 32,264 | | |
Waived and reimbursed fees | | | | | (253,102) | | | | | | (25,982) | | |
Net expenses | | | | | 92,484 | | | | | | 6,282 | | |
Net investment income | | | | | 1,694,896 | | | | | | 70,555 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | |
Sale of affiliated underlying funds | | | | | 6,366,678 | | | | | | 280,638 | | |
Sale of unaffiliated underlying funds | | | | | 671,770 | | | | | | 10,226 | | |
Capital gain distributions from affiliated underlying funds | | | | | 1,452,485 | | | | | | 64,047 | | |
Futures | | | | | 724,068 | | | | | | — | | |
Net realized gain | | | | | 9,215,001 | | | | | | 354,911 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | |
Affiliated underlying funds | | | | | 15,144,591 | | | | | | 421,708 | | |
Unaffiliated underlying funds | | | | | (617,881) | | | | | | (10,065) | | |
Futures | | | | | (64,059) | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 14,462,651 | | | | | | 411,643 | | |
Net realized and unrealized gain | | | | | 23,677,652 | | | | | | 766,554 | | |
Increase in net assets resulting from operations | | | | $ | 25,372,548 | | | | | $ | 837,109 | | |
| | | Voya Index Solution Income Portfolio | | | Voya Index Solution 2025 Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 10,090,840 | | | | | $ | 15,765,695 | | | | | $ | 11,132,595 | | | | | $ | 25,305,300 | | |
Net realized gain | | | | | 33,742,198 | | | | | | 20,255,267 | | | | | | 37,927,045 | | | | | | 44,200,979 | | |
Net change in unrealized appreciation (depreciation) | | | | | (9,708,747) | | | | | | 37,915,760 | | | | | | 37,424,312 | | | | | | 72,538,172 | | |
Increase in net assets resulting from operations | | | | | 34,124,291 | | | | | | 73,936,722 | | | | | | 86,483,952 | | | | | | 142,044,451 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (2,739,970) | | | | | | — | | | | | | (7,813,249) | | |
Class I | | | | | — | | | | | | (722,414) | | | | | | — | | | | | | (2,714,034) | | |
Class S | | | | | — | | | | | | (4,982,635) | | | | | | — | | | | | | (5,835,868) | | |
Class S2 | | | | | — | | | | | | (304,139) | | | | | | — | | | | | | (1,641,507) | | |
Class Z | | | | | — | | | | | | (9,349,344) | | | | | | — | | | | | | (34,391,146) | | |
Total distributions | | | | | — | | | | | | (18,098,502) | | | | | | — | | | | | | (52,395,804) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 38,421,885 | | | | | | 131,831,050 | | | | | | 81,046,171 | | | | | | 181,881,107 | | |
Proceeds from shares issued in merger (Note 15) | | | | | — | | | | | | 441,776,493 | | | | | | — | | | | | | — | | |
Reinvestment of distributions | | | | | — | | | | | | 18,098,502 | | | | | | — | | | | | | 52,395,804 | | |
| | | | | 38,421,885 | | | | | | 591,706,045 | | | | | | 81,046,171 | | | | | | 234,276,911 | | |
Cost of shares redeemed | | | | | (99,491,269) | | | | | | (128,486,210) | | | | | | (84,335,684) | | | | | | (191,725,403) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (61,069,384) | | | | | | 463,219,835 | | | | | | (3,289,513) | | | | | | 42,551,508 | | |
Net increase (decrease) in net assets | | | | | (26,945,093) | | | | | | 519,058,055 | | | | | | 83,194,439 | | | | | | 132,200,155 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 994,083,296 | | | | | | 475,025,241 | | | | | | 1,237,652,466 | | | | | | 1,105,452,311 | | |
End of year or period | | | | $ | 967,138,203 | | | | | $ | 994,083,296 | | | | | $ | 1,320,846,905 | | | | | $ | 1,237,652,466 | | |
| | | Voya Index Solution 2030 Portfolio | | | Voya Index Solution 2035 Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 7,841,064 | | | | | $ | 15,914,817 | | | | | $ | 10,881,974 | | | | | $ | 23,954,970 | | |
Net realized gain | | | | | 24,253,742 | | | | | | 19,891,612 | | | | | | 46,157,300 | | | | | | 52,317,584 | | |
Net change in unrealized appreciation (depreciation) | | | | | 33,858,698 | | | | | | 58,809,247 | | | | | | 64,284,515 | | | | | | 84,257,335 | | |
Increase in net assets resulting from operations | | | | | 65,953,504 | | | | | | 94,615,676 | | | | | | 121,323,789 | | | | | | 160,529,889 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (1,626,967) | | | | | | — | | | | | | (8,357,037) | | |
Class I | | | | | — | | | | | | (409,433) | | | | | | — | | | | | | (3,457,004) | | |
Class S | | | | | — | | | | | | (671,172) | | | | | | — | | | | | | (5,329,917) | | |
Class S2 | | | | | — | | | | | | (335,167) | | | | | | — | | | | | | (1,886,218) | | |
Class Z | | | | | — | | | | | | (27,537,089) | | | | | | — | | | | | | (39,169,338) | | |
Total distributions | | | | | — | | | | | | (30,579,828) | | | | | | — | | | | | | (58,199,514) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 76,548,704 | | | | | | 140,373,100 | | | | | | 99,134,705 | | | | | | 188,359,365 | | |
Reinvestment of distributions | | | | | — | | | | | | 30,579,828 | | | | | | — | | | | | | 58,199,514 | | |
| | | | | 76,548,704 | | | | | | 170,952,928 | | | | | | 99,134,705 | | | | | | 246,558,879 | | |
Cost of shares redeemed | | | | | (32,800,516) | | | | | | (79,365,913) | | | | | | (63,167,118) | | | | | | (175,307,423) | | |
Net increase in net assets resulting from capital share transactions | | | | | 43,748,188 | | | | | | 91,587,015 | | | | | | 35,967,587 | | | | | | 71,251,456 | | |
Net increase in net assets | | | | | 109,701,692 | | | | | | 155,622,863 | | | | | | 157,291,376 | | | | | | 173,581,831 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 779,556,979 | | | | | | 623,934,116 | | | | | | 1,257,193,589 | | | | | | 1,083,611,758 | | |
End of year or period | | | | $ | 889,258,671 | | | | | $ | 779,556,979 | | | | | $ | 1,414,484,965 | | | | | $ | 1,257,193,589 | | |
| | | Voya Index Solution 2040 Portfolio | | | Voya Index Solution 2045 Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 5,796,116 | | | | | $ | 11,932,978 | | | | | $ | 7,332,191 | | | | | $ | 16,340,579 | | |
Net realized gain | | | | | 25,874,251 | | | | | | 17,347,476 | | | | | | 40,693,613 | | | | | | 38,749,191 | | |
Net change in unrealized appreciation (depreciation) | | | | | 41,252,820 | | | | | | 56,766,366 | | | | | | 63,728,459 | | | | | | 71,679,396 | | |
Increase in net assets resulting from operations | | | | | 72,923,187 | | | | | | 86,046,820 | | | | | | 111,754,263 | | | | | | 126,769,166 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (1,035,335) | | | | | | — | | | | | | (6,283,226) | | |
Class I | | | | | — | | | | | | (321,833) | | | | | | — | | | | | | (3,063,168) | | |
Class S | | | | | — | | | | | | (519,370) | | | | | | — | | | | | | (3,773,890) | | |
Class S2 | | | | | — | | | | | | (138,265) | | | | | | — | | | | | | (1,178,350) | | |
Class Z | | | | | — | | | | | | (22,211,017) | | | | | | — | | | | | | (27,811,102) | | |
Total distributions | | | | | — | | | | | | (24,225,820) | | | | | | — | | | | | | (42,109,736) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 69,911,628 | | | | | | 127,966,528 | | | | | | 70,717,346 | | | | | | 176,126,996 | | |
Reinvestment of distributions | | | | | — | | | | | | 24,225,820 | | | | | | — | | | | | | 42,109,736 | | |
| | | | | 69,911,628 | | | | | | 152,192,348 | | | | | | 70,717,346 | | | | | | 218,236,732 | | |
Cost of shares redeemed | | | | | (23,419,643) | | | | | | (54,212,607) | | | | | | (50,567,867) | | | | | | (121,140,377) | | |
Net increase in net assets resulting from capital share transactions | | | | | 46,491,985 | | | | | | 97,979,741 | | | | | | 20,149,479 | | | | | | 97,096,355 | | |
Net increase in net assets | | | | | 119,415,172 | | | | | | 159,800,741 | | | | | | 131,903,742 | | | | | | 181,755,785 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 630,359,020 | | | | | | 470,558,279 | | | | | | 928,959,524 | | | | | | 747,203,739 | | |
End of year or period | | | | $ | 749,774,192 | | | | | $ | 630,359,020 | | | | | $ | 1,060,863,266 | | | | | $ | 928,959,524 | | |
| | | Voya Index Solution 2050 Portfolio | | | Voya Index Solution 2055 Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 3,881,914 | | | | | $ | 7,978,125 | | | | | $ | 3,772,592 | | | | | $ | 8,002,619 | | |
Net realized gain | | | | | 18,659,987 | | | | | | 10,358,760 | | | | | | 20,426,822 | | | | | | 15,810,552 | | |
Net change in unrealized appreciation (depreciation) | | | | | 32,616,344 | | | | | | 42,996,640 | | | | | | 34,498,102 | | | | | | 43,015,775 | | |
Increase in net assets resulting from operations | | | | | 55,158,245 | | | | | | 61,333,525 | | | | | | 58,697,516 | | | | | | 66,828,946 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (775,910) | | | | | | — | | | | | | (2,421,084) | | |
Class I | | | | | — | | | | | | (348,884) | | | | | | — | | | | | | (1,744,199) | | |
Class S | | | | | — | | | | | | (519,111) | | | | | | — | | | | | | (1,713,622) | | |
Class S2 | | | | | — | | | | | | (127,088) | | | | | | — | | | | | | (624,512) | | |
Class Z | | | | | — | | | | | | (14,963,072) | | | | | | — | | | | | | (12,189,910) | | |
Total distributions | | | | | — | | | | | | (16,734,065) | | | | | | — | | | | | | (18,693,327) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 57,489,492 | | | | | | 105,675,567 | | | | | | 54,451,535 | | | | | | 114,774,349 | | |
Reinvestment of distributions | | | | | — | | | | | | 16,734,065 | | | | | | — | | | | | | 18,693,327 | | |
| | | | | 57,489,492 | | | | | | 122,409,632 | | | | | | 54,451,535 | | | | | | 133,467,676 | | |
Cost of shares redeemed | | | | | (20,255,255) | | | | | | (48,387,465) | | | | | | (23,163,693) | | | | | | (56,481,022) | | |
Net increase in net assets resulting from capital share transactions | | | | | 37,234,237 | | | | | | 74,022,167 | | | | | | 31,287,842 | | | | | | 76,986,654 | | |
Net increase in net assets | | | | | 92,392,482 | | | | | | 118,621,627 | | | | | | 89,985,358 | | | | | | 125,122,273 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 443,340,532 | | | | | | 324,718,905 | | | | | | 475,149,850 | | | | | | 350,027,577 | | |
End of year or period | | | | $ | 535,733,014 | | | | | $ | 443,340,532 | | | | | $ | 565,135,208 | | | | | $ | 475,149,850 | | |
| | | Voya Index Solution 2060 Portfolio | | | Voya Index Solution 2065 Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | July 29, 2020(1) to December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 1,694,896 | | | | | $ | 3,007,762 | | | | | $ | 70,555 | | | | | $ | 31,655 | | |
Net realized gain | | | | | 9,215,001 | | | | | | 3,624,556 | | | | | | 354,911 | | | | | | 33,593 | | |
Net change in unrealized appreciation (depreciation) | | | | | 14,462,651 | | | | | | 20,533,492 | | | | | | 411,643 | | | | | | 404,113 | | |
Increase in net assets resulting from operations | | | | | 25,372,548 | | | | | | 27,165,810 | | | | | | 837,109 | | | | | | 469,361 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (374,965) | | | | | | — | | | | | | (2,696) | | |
Class I | | | | | — | | | | | | (389,656) | | | | | | — | | | | | | (2,881) | | |
Class S | | | | | — | | | | | | (254,832) | | | | | | — | | | | | | (2,954) | | |
Class S2 | | | | | — | | | | | | (55,293) | | | | | | — | | | | | | (1,341) | | |
Class Z | | | | | — | | | | | | (4,123,271) | | | | | | — | | | | | | (25,485) | | |
Total distributions | | | | | — | | | | | | (5,198,017) | | | | | | — | | | | | | (35,357) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 40,103,280 | | | | | | 75,479,359 | | | | | | 8,066,684 | | | | | | 4,299,579 | | |
Reinvestment of distributions | | | | | — | | | | | | 5,198,017 | | | | | | — | | | | | | 35,357 | | |
| | | | | 40,103,280 | | | | | | 80,677,376 | | | | | | 8,066,684 | | | | | | 4,334,936 | | |
Cost of shares redeemed | | | | | (11,629,868) | | | | | | (16,986,595) | | | | | | (713,113) | | | | | | (299,006) | | |
Net increase in net assets resulting from capital share transactions | | | | | 28,473,412 | | | | | | 63,690,781 | | | | | | 7,353,571 | | | | | | 4,035,930 | | |
Net increase in net assets | | | | | 53,845,960 | | | | | | 85,658,574 | | | | | | 8,190,680 | | | | | | 4,469,934 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 194,901,340 | | | | | | 109,242,766 | | | | | | 4,469,934 | | | | | | — | | |
End of year or period | | | | $ | 248,747,300 | | | | | $ | 194,901,340 | | | | | $ | 12,660,614 | | | | | $ | 4,469,934 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expense net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Index Solution Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.27 | | | | | | 0.09• | | | | | | 0.28 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.64 | | | | | | 3.28 | | | | | | 0.80 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.52 | | | | | | 100,399 | | | | | | 13 | | |
12-31-20 | | | | | 10.54 | | | | | | 0.20• | | | | | | 0.91 | | | | | | 1.11 | | | | | | 0.17 | | | | | | 0.21 | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 11.27 | | | | | | 10.74 | | | | | | 0.79 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.85 | | | | | | 104,557 | | | | | | 45 | | |
12-31-19 | | | | | 9.66 | | | | | | 0.16• | | | | | | 1.05 | | | | | | 1.21 | | | | | | 0.18 | | | | | | 0.15 | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 10.54 | | | | | | 12.62 | | | | | | 0.76 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.52 | | | | | | 81,027 | | | | | | 38 | | |
12-31-18 | | | | | 10.34 | | | | | | 0.16• | | | | | | (0.51) | | | | | | (0.35) | | | | | | 0.17 | | | | | | 0.16 | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 9.66 | | | | | | (3.50) | | | | | | 0.77 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.59 | | | | | | 87,697 | | | | | | 38 | | |
12-31-17 | | | | | 9.71 | | | | | | 0.16• | | | | | | 0.68 | | | | | | 0.84 | | | | | | 0.16 | | | | | | 0.05 | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.34 | | | | | | 8.69 | | | | | | 0.76 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.64 | | | | | | 110,507 | | | | | | 32 | | |
12-31-16 | | | | | 9.55 | | | | | | 0.18• | | | | | | 0.27 | | | | | | 0.45 | | | | | | 0.15 | | | | | | 0.14 | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 9.71 | | | | | | 4.71 | | | | | | 0.77 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.82 | | | | | | 119,455 | | | | | | 45 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.58 | | | | | | 0.12• | | | | | | 0.29 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.99 | | | | | | 3.54 | | | | | | 0.30 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 2.01 | | | | | | 18,929 | | | | | | 13 | | |
12-31-20 | | | | | 10.82 | | | | | | 0.25• | | | | | | 0.95 | | | | | | 1.20 | | | | | | 0.23 | | | | | | 0.21 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 11.58 | | | | | | 11.32 | | | | | | 0.29 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 2.31 | | | | | | 20,513 | | | | | | 45 | | |
12-31-19 | | | | | 9.92 | | | | | | 0.21• | | | | | | 1.08 | | | | | | 1.29 | | | | | | 0.24 | | | | | | 0.15 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 10.82 | | | | | | 13.16 | | | | | | 0.26 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 2.02 | | | | | | 18,653 | | | | | | 38 | | |
12-31-18 | | | | | 10.62 | | | | | | 0.23 | | | | | | (0.54) | | | | | | (0.31) | | | | | | 0.23 | | | | | | 0.16 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 9.92 | | | | | | (3.04) | | | | | | 0.27 | | | | | | 0.21 | | | | | | 0.21 | | | | | | 2.11 | | | | | | 21,140 | | | | | | 38 | | |
12-31-17 | | | | | 9.96 | | | | | | 0.22• | | | | | | 0.71 | | | | | | 0.93 | | | | | | 0.22 | | | | | | 0.05 | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 10.62 | | | | | | 9.36 | | | | | | 0.26 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 2.11 | | | | | | 22,916 | | | | | | 32 | | |
12-31-16 | | | | | 9.77 | | | | | | 0.23• | | | | | | 0.28 | | | | | | 0.51 | | | | | | 0.18 | | | | | | 0.14 | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 9.96 | | | | | | 5.23 | | | | | | 0.27 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 2.33 | | | | | | 29,545 | | | | | | 45 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.46 | | | | | | 0.10• | | | | | | 0.29 | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.85 | | | | | | 3.40 | | | | | | 0.55 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.77 | | | | | | 140,790 | | | | | | 13 | | |
12-31-20 | | | | | 10.71 | | | | | | 0.23 | | | | | | 0.93 | | | | | | 1.16 | | | | | | 0.20 | | | | | | 0.21 | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 11.46 | | | | | | 11.05 | | | | | | 0.54 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 2.10 | | | | | | 147,405 | | | | | | 45 | | |
12-31-19 | | | | | 9.82 | | | | | | 0.19• | | | | | | 1.06 | | | | | | 1.25 | | | | | | 0.21 | | | | | | 0.15 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 10.71 | | | | | | 12.88 | | | | | | 0.51 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.78 | | | | | | 136,385 | | | | | | 38 | | |
12-31-18 | | | | | 10.51 | | | | | | 0.19• | | | | | | (0.52) | | | | | | (0.33) | | | | | | 0.20 | | | | | | 0.16 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 9.82 | | | | | | (3.25) | | | | | | 0.52 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 1.84 | | | | | | 140,647 | | | | | | 38 | | |
12-31-17 | | | | | 9.86 | | | | | | 0.19• | | | | | | 0.70 | | | | | | 0.89 | | | | | | 0.19 | | | | | | 0.05 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.51 | | | | | | 9.06 | | | | | | 0.51 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.89 | | | | | | 168,730 | | | | | | 32 | | |
12-31-16 | | | | | 9.68 | | | | | | 0.20• | | | | | | 0.28 | | | | | | 0.48 | | | | | | 0.16 | | | | | | 0.14 | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 9.86 | | | | | | 4.95 | | | | | | 0.52 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 2.05 | | | | | | 174,891 | | | | | | 45 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.20 | | | | | | 0.09• | | | | | | 0.29 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.58 | | | | | | 3.39 | | | | | | 0.70 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.63 | | | | | | 18,027 | | | | | | 13 | | |
12-31-20 | | | | | 10.48 | | | | | | 0.21• | | | | | | 0.90 | | | | | | 1.11 | | | | | | 0.18 | | | | | | 0.21 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 11.20 | | | | | | 10.79 | | | | | | 0.69 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.99 | | | | | | 16,526 | | | | | | 45 | | |
12-31-19 | | | | | 9.61 | | | | | | 0.16• | | | | | | 1.05 | | | | | | 1.21 | | | | | | 0.19 | | | | | | 0.15 | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 10.48 | | | | | | 12.70 | | | | | | 0.66 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.55 | | | | | | 8,387 | | | | | | 38 | | |
12-31-18 | | | | | 10.29 | | | | | | 0.19• | | | | | | (0.52) | | | | | | (0.33) | | | | | | 0.19 | | | | | | 0.16 | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 9.61 | | | | | | (3.39) | | | | | | 0.67 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.85 | | | | | | 16,240 | | | | | | 38 | | |
12-31-17 | | | | | 9.66 | | | | | | 0.18• | | | | | | 0.68 | | | | | | 0.86 | | | | | | 0.18 | | | | | | 0.05 | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 10.29 | | | | | | 8.89 | | | | | | 0.66 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.75 | | | | | | 12,928 | | | | | | 32 | | |
12-31-16 | | | | | 9.50 | | | | | | 0.19• | | | | | | 0.27 | | | | | | 0.46 | | | | | | 0.16 | | | | | | 0.14 | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 9.66 | | | | | | 4.79 | | | | | | 0.70 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 1.98 | | | | | | 13,809 | | | | | | 45 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.72 | | | | | | 0.13• | | | | | | 0.31 | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.16 | | | | | | 3.75 | | | | | | 0.26 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.26 | | | | | | 688,993 | | | | | | 13 | | |
12-31-20 | | | | | 10.93 | | | | | | 0.30• | | | | | | 0.93 | | | | | | 1.23 | | | | | | 0.23 | | | | | | 0.21 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 11.72 | | | | | | 11.48 | | | | | | 0.25 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.66 | | | | | | 705,082 | | | | | | 45 | | |
12-31-19 | | | | | 9.99 | | | | | | 0.25• | | | | | | 1.08 | | | | | | 1.33 | | | | | | 0.24 | | | | | | 0.15 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 10.93 | | | | | | 13.47 | | | | | | 0.26 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.32 | | | | | | 230,574 | | | | | | 38 | | |
12-31-18 | | | | | 10.67 | | | | | | 0.24• | | | | | | (0.53) | | | | | | (0.29) | | | | | | 0.23 | | | | | | 0.16 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 9.99 | | | | | | (2.83) | | | | | | 0.27 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.33 | | | | | | 178,763 | | | | | | 38 | | |
12-31-17 | | | | | 9.99 | | | | | | 0.25• | | | | | | 0.70 | | | | | | 0.95 | | | | | | 0.22 | | | | | | 0.05 | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 10.67 | | | | | | 9.54 | | | | | | 0.26 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.45 | | | | | | 169,194 | | | | | | 32 | | |
12-31-16 | | | | | 9.79 | | | | | | 0.32• | | | | | | 0.20 | | | | | | 0.52 | | | | | | 0.18 | | | | | | 0.14 | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 9.99 | | | | | | 5.32 | | | | | | 0.27 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 3.20 | | | | | | 70,857 | | | | | | 45 | | |
| | | | | | | | | | | | | | | | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expense net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Index Solution 2025 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 12.08 | | | | | | 0.07• | | | | | | 0.74 | | | | | | 0.81 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.89 | | | | | | 6.71 | | | | | | 0.79 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.18 | | | | | | 184,115 | | | | | | 17 | | |
12-31-20 | | | | | 11.22 | | | | | | 0.19• | | | | | | 1.17 | | | | | | 1.36 | | | | | | 0.17 | | | | | | 0.33 | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 12.08 | | | | | | 12.50 | | | | | | 0.79 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.70 | | | | | | 186,131 | | | | | | 50 | | |
12-31-19 | | | | | 9.99 | | | | | | 0.17• | | | | | | 1.61 | | | | | | 1.78 | | | | | | 0.16 | | | | | | 0.39 | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 11.22 | | | | | | 18.15 | | | | | | 0.75 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 1.55 | | | | | | 193,477 | | | | | | 28 | | |
12-31-18 | | | | | 10.94 | | | | | | 0.17• | | | | | | (0.73) | | | | | | (0.56) | | | | | | 0.14 | | | | | | 0.25 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 9.99 | | | | | | (5.37) | | | | | | 0.76 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 1.53 | | | | | | 196,102 | | | | | | 35 | | |
12-31-17 | | | | | 9.89 | | | | | | 0.15• | | | | | | 1.25 | | | | | | 1.40 | | | | | | 0.14 | | | | | | 0.21 | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 10.94 | | | | | | 14.32 | | | | | | 0.76 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.44 | | | | | | 232,790 | | | | | | 32 | | |
12-31-16 | | | | | 10.19 | | | | | | 0.19 | | | | | | 0.47 | | | | | | 0.66 | | | | | | 0.21 | | | | | | 0.75 | | | | | | — | | | | | | 0.96 | | | | | | — | | | | | | 9.89 | | | | | | 6.61 | | | | | | 0.77 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.86 | | | | | | 228,234 | | | | | | 44 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 12.40 | | | | | | 0.11• | | | | | | 0.76 | | | | | | 0.87 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.27 | | | | | | 7.02 | | | | | | 0.29 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 1.72 | | | | | | 55,734 | | | | | | 17 | | |
12-31-20 | | | | | 11.51 | | | | | | 0.24• | | | | | | 1.21 | | | | | | 1.45 | | | | | | 0.23 | | | | | | 0.33 | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 12.40 | | | | | | 13.05 | | | | | | 0.29 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 2.13 | | | | | | 52,341 | | | | | | 50 | | |
12-31-19 | | | | | 10.24 | | | | | | 0.23• | | | | | | 1.65 | | | | | | 1.88 | | | | | | 0.22 | | | | | | 0.39 | | | | | | — | | | | ��� | | 0.61 | | | | | | — | | | | | | 11.51 | | | | | | 18.78 | | | | | | 0.25 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 2.07 | | | | | | 60,504 | | | | | | 28 | | |
12-31-18 | | | | | 11.21 | | | | | | 0.23 | | | | | | (0.76) | | | | | | (0.53) | | | | | | 0.19 | | | | | | 0.25 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 10.24 | | | | | | (4.94) | | | | | | 0.26 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 2.06 | | | | | | 56,645 | | | | | | 35 | | |
12-31-17 | | | | | 10.13 | | | | | | 0.21• | | | | | | 1.27 | | | | | | 1.48 | | | | | | 0.19 | | | | | | 0.21 | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 11.21 | | | | | | 14.84 | | | | | | 0.26 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 1.94 | | | | | | 60,664 | | | | | | 32 | | |
12-31-16 | | | | | 10.42 | | | | | | 0.25• | | | | | | 0.48 | | | | | | 0.73 | | | | | | 0.27 | | | | | | 0.75 | | | | | | — | | | | | | 1.02 | | | | | | — | | | | | | 10.13 | | | | | | 7.14 | | | | | | 0.27 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 2.39 | | | | | | 56,555 | | | | | | 44 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 12.26 | | | | | | 0.09• | | | | | | 0.75 | | | | | | 0.84 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.10 | | | | | | 6.85 | | | | | | 0.54 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.45 | | | | | | 141,412 | | | | | | 17 | | |
12-31-20 | | | | | 11.38 | | | | | | 0.24 | | | | | | 1.17 | | | | | | 1.41 | | | | | | 0.20 | | | | | | 0.33 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 12.26 | | | | | | 12.83 | | | | | | 0.54 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.97 | | | | | | 135,558 | | | | | | 50 | | |
12-31-19 | | | | | 10.13 | | | | | | 0.21 | | | | | | 1.62 | | | | | | 1.83 | | | | | | 0.19 | | | | | | 0.39 | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 11.38 | | | | | | 18.46 | | | | | | 0.50 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 1.82 | | | | | | 133,118 | | | | | | 28 | | |
12-31-18 | | | | | 11.09 | | | | | | 0.19• | | | | | | (0.74) | | | | | | (0.55) | | | | | | 0.16 | | | | | | 0.25 | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 10.13 | | | | | | (5.17) | | | | | | 0.51 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.78 | | | | | | 120,905 | | | | | | 35 | | |
12-31-17 | | | | | 10.02 | | | | | | 0.18• | | | | | | 1.26 | | | | | | 1.44 | | | | | | 0.16 | | | | | | 0.21 | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 11.09 | | | | | | 14.62 | | | | | | 0.51 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.69 | | | | | | 149,827 | | | | | | 32 | | |
12-31-16 | | | | | 10.31 | | | | | | 0.21• | | | | | | 0.48 | | | | | | 0.69 | | | | | | 0.23 | | | | | | 0.75 | | | | | | — | | | | | | 0.98 | | | | | | — | | | | | | 10.02 | | | | | | 6.85 | | | | | | 0.52 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 2.07 | | | | | | 150,126 | | | | | | 44 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 12.02 | | | | | | 0.08• | | | | | | 0.73 | | | | | | 0.81 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.83 | | | | | | 6.74 | | | | | | 0.69 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.28 | | | | | | 36,884 | | | | | | 17 | | |
12-31-20 | | | | | 11.17 | | | | | | 0.20• | | | | | | 1.18 | | | | | | 1.38 | | | | | | 0.20 | | | | | | 0.33 | | | | | | — | | | | | | 0.52 | | | | | | — | | | | | | 12.02 | | | | | | 12.71 | | | | | | 0.69 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.85 | | | | | | 36,080 | | | | | | 50 | | |
12-31-19 | | | | | 9.96 | | | | | | 0.18• | | | | | | 1.60 | | | | | | 1.78 | | | | | | 0.18 | | | | | | 0.39 | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 11.17 | | | | | | 18.23 | | | | | | 0.65 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.70 | | | | | | 32,859 | | | | | | 28 | | |
12-31-18 | | | | | 10.90 | | | | | | 0.17• | | | | | | (0.72) | | | | | | (0.55) | | | | | | 0.14 | | | | | | 0.25 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 9.96 | | | | | | (5.29) | | | | | | 0.66 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.61 | | | | | | 26,038 | | | | | | 35 | | |
12-31-17 | | | | | 9.86 | | | | | | 0.16• | | | | | | 1.24 | | | | | | 1.40 | | | | | | 0.15 | | | | | | 0.21 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 10.90 | | | | | | 14.41 | | | | | | 0.66 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.55 | | | | | | 34,197 | | | | | | 32 | | |
12-31-16 | | | | | 10.16 | | | | | | 0.20• | | | | | | 0.47 | | | | | | 0.67 | | | | | | 0.22 | | | | | | 0.75 | | | | | | — | | | | | | 0.97 | | | | | | — | | | | | | 9.86 | | | | | | 6.72 | | | | | | 0.70 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 2.04 | | | | | | 34,034 | | | | | | 44 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 12.56 | | | | | | 0.13• | | | | | | 0.77 | | | | | | 0.90 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.46 | | | | | | 7.17 | | | | | | 0.25 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 1.96 | | | | | | 902,701 | | | | | | 17 | | |
12-31-20 | | | | | 11.62 | | | | | | 0.29• | | | | | | 1.21 | | | | | | 1.50 | | | | | | 0.23 | | | | | | 0.33 | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 12.56 | | | | | | 13.36 | | | | | | 0.24 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.49 | | | | | | 827,543 | | | | | | 50 | | |
12-31-19 | | | | | 10.31 | | | | | | 0.26• | | | | | | 1.66 | | | | | | 1.92 | | | | | | 0.22 | | | | | | 0.39 | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 11.62 | | | | | | 19.04 | | | | | | 0.25 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.35 | | | | | | 685,495 | | | | | | 28 | | |
12-31-18 | | | | | 11.26 | | | | | | 0.26• | | | | | | (0.77) | | | | | | (0.51) | | | | | | 0.19 | | | | | | 0.25 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 10.31 | | | | | | (4.74) | | | | | | 0.26 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.31 | | | | | | 452,255 | | | | | | 35 | | |
12-31-17 | | | | | 10.16 | | | | | | 0.25• | | | | | | 1.25 | | | | | | 1.50 | | | | | | 0.19 | | | | | | 0.21 | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 11.26 | | | | | | 15.00 | | | | | | 0.26 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.31 | | | | | | 371,838 | | | | | | 32 | | |
12-31-16 | | | | | 10.43 | | | | | | 0.32• | | | | | | 0.43 | | | | | | 0.75 | | | | | | 0.27 | | | | | | 0.75 | | | | | | — | | | | | | 1.02 | | | | | | — | | | | | | 10.16 | | | | | | 7.33 | | | | | | 0.27 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 3.13 | | | | | | 118,855 | | | | | | 44 | | |
| | | | | | | | | | | | | | | | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expense net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Index Solution 2030 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 17.23 | | | | | | 0.11• | | | | | | 1.25 | | | | | | 1.36 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 18.59 | | | | | | 7.89 | | | | | | 0.83 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.23 | | | | | | 48,255 | | | | | | 15 | | |
12-31-20 | | | | | 15.89 | | | | | | 0.26• | | | | | | 1.77 | | | | | | 2.03 | | | | | | 0.23 | | | | | | 0.46 | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 17.23 | | | | | | 13.22 | | | | | | 0.83 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.69 | | | | | | 42,311 | | | | | | 45 | | |
12-31-19 | | | | | 13.81 | | | | | | 0.23• | | | | | | 2.53 | | | | | | 2.76 | | | | | | 0.20 | | | | | | 0.48 | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 15.89 | | | | | | 20.35 | | | | | | 0.74 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 1.55 | | | | | | 36,621 | | | | | | 29 | | |
12-31-18 | | | | | 15.28 | | | | | | 0.24• | | | | | | (1.21) | | | | | | (0.97) | | | | | | 0.15 | | | | | | 0.35 | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 13.81 | | | | | | (6.60) | | | | | | 0.75 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 1.61 | | | | | | 27,143 | | | | | | 33 | | |
12-31-17 | | | | | 13.22 | | | | | | 0.21• | | | | | | 1.98 | | | | | | 2.19 | | | | | | 0.05 | | | | | | 0.08 | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 15.28 | | | | | | 16.62 | | | | | | 0.76 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.48 | | | | | | 20,939 | | | | | | 32 | | |
12-31-16 | | | | | 12.39 | | | | | | 0.27• | | | | | | 0.58 | | | | | | 0.85 | | | | | | 0.01 | | | | | | 0.01 | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 13.22 | | | | | | 6.84 | | | | | | 0.83 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 2.13 | | | | | | 10,732 | | | | | | 64 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 17.78 | | | | | | 0.16• | | | | | | 1.29 | | | | | | 1.45 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.23 | | | | | | 8.16 | | | | | | 0.33 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 1.72 | | | | | | 10,017 | | | | | | 15 | | |
12-31-20 | | | | | 16.37 | | | | | | 0.34• | | | | | | 1.82 | | | | | | 2.16 | | | | | | 0.29 | | | | | | 0.46 | | | | | | — | | | | | | 0.75 | | | | | | — | | | | | | 17.78 | | | | | | 13.72 | | | | | | 0.33 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 2.13 | | | | | | 9,372 | | | | | | 45 | | |
12-31-19 | | | | | 14.19 | | | | | | 0.31• | | | | | | 2.61 | | | | | | 2.92 | | | | | | 0.26 | | | | | | 0.48 | | | | | | — | | | | | | 0.74 | | | | | | — | | | | | | 16.37 | | | | | | 21.02 | | | | | | 0.24 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 2.01 | | | | | | 8,674 | | | | | | 29 | | |
12-31-18 | | | | | 15.65 | | | | | | 0.31• | | | | | | (1.23) | | | | | | (0.92) | | | | | | 0.19 | | | | | | 0.35 | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 14.19 | | | | | | (6.11) | | | | | | 0.25 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 2.03 | | | | | | 6,304 | | | | | | 33 | | |
12-31-17 | | | | | 13.50 | | | | | | 0.31• | | | | | | 1.99 | | | | | | 2.30 | | | | | | 0.07 | | | | | | 0.08 | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 15.65 | | | | | | 17.14 | | | | | | 0.26 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 2.10 | | | | | | 4,953 | | | | | | 32 | | |
12-31-16 | | | | | 12.60 | | | | | | 0.31• | | | | | | 0.61 | | | | | | 0.92 | | | | | | 0.01 | | | | | | 0.01 | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 13.50 | | | | | | 7.31 | | | | | | 0.33 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 2.36 | | | | | | 2,173 | | | | | | 64 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 17.63 | | | | | | 0.13• | | | | | | 1.29 | | | | | | 1.42 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.05 | | | | | | 8.05 | | | | | | 0.58 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.44 | | | | | | 18,831 | | | | | | 15 | | |
12-31-20 | | | | | 16.24 | | | | | | 0.31• | | | | | | 1.79 | | | | | | 2.10 | | | | | | 0.25 | | | | | | 0.46 | | | | | | — | | | | | | 0.71 | | | | | | — | | | | | | 17.63 | | | | | | 13.45 | | | | | | 0.58 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.96 | | | | | | 17,414 | | | | | | 45 | | |
12-31-19 | | | | | 14.09 | | | | | | 0.28• | | | | | | 2.58 | | | | | | 2.86 | | | | | | 0.23 | | | | | | 0.48 | | | | | | — | | | | | | 0.71 | | | | | | — | | | | | | 16.24 | | | | | | 20.67 | | | | | | 0.49 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 1.79 | | | | | | 14,570 | | | | | | 29 | | |
12-31-18 | | | | | 15.56 | | | | | | 0.28 | | | | | | (1.24) | | | | | | (0.96) | | | | | | 0.16 | | | | | | 0.35 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 14.09 | | | | | | (6.40) | | | | | | 0.50 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.77 | | | | | | 11,224 | | | | | | 33 | | |
12-31-17 | | | | | 13.44 | | | | | | 0.27• | | | | | | 1.99 | | | | | | 2.26 | | | | | | 0.06 | | | | | | 0.08 | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 15.56 | | | | | | 16.91 | | | | | | 0.51 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.82 | | | | | | 12,320 | | | | | | 32 | | |
12-31-16 | | | | | 12.57 | | | | | | 0.37• | | | | | | 0.52 | | | | | | 0.89 | | | | | | 0.01 | | | | | | 0.01 | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 13.44 | | | | | | 7.08 | | | | | | 0.58 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 2.83 | | | | | | 6,607 | | | | | | 64 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 17.35 | | | | | | 0.12• | | | | | | 1.26 | | | | | | 1.38 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 18.73 | | | | | | 7.95 | | | | | | 0.73 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.33 | | | | | | 13,034 | | | | | | 15 | | |
12-31-20 | | | | | 16.02 | | | | | | 0.31• | | | | | | 1.73 | | | | | | 2.04 | | | | | | 0.25 | | | | | | 0.46 | | | | | | — | | | | | | 0.71 | | | | | | — | | | | | | 17.35 | | | | | | 13.26 | | | | | | 0.73 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.96 | | | | | | 10,670 | | | | | | 45 | | |
12-31-19 | | | | | 13.94 | | | | | | 0.27• | | | | | | 2.53 | | | | | | 2.80 | | | | | | 0.24 | | | | | | 0.48 | | | | | | — | | | | | | 0.72 | | | | | | — | | | | | | 16.02 | | | | | | 20.50 | | | | | | 0.64 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.77 | | | | | | 5,688 | | | | | | 29 | | |
12-31-18 | | | | | 15.37 | | | | | | 0.26• | | | | | | (1.22) | | | | | | (0.96) | | | | | | 0.12 | | | | | | 0.35 | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 13.94 | | | | | | (6.47) | | | | | | 0.65 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.74 | | | | | | 2,239 | | | | | | 33 | | |
12-31-17 | | | | | 13.29 | | | | | | 0.22• | | | | | | 1.99 | | | | | | 2.21 | | | | | | 0.05 | | | | | | 0.08 | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 15.37 | | | | | | 16.69 | | | | | | 0.66 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 1.54 | | | | | | 1,800 | | | | | | 32 | | |
12-31-16 | | | | | 12.45 | | | | | | 0.33• | | | | | | 0.53 | | | | | | 0.86 | | | | | | 0.01 | | | | | | 0.01 | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 13.29 | | | | | | 6.92 | | | | | | 0.76 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 2.54 | | | | | | 1,735 | | | | | | 64 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 17.96 | | | | | | 0.18• | | | | | | 1.30 | | | | | | 1.48 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.44 | | | | | | 8.24 | | | | | | 0.25 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 1.96 | | | | | | 799,121 | | | | | | 15 | | |
12-31-20 | | | | | 16.48 | | | | | | 0.40• | | | | | | 1.83 | | | | | | 2.23 | | | | | | 0.29 | | | | | | 0.46 | | | | | | — | | | | | | 0.75 | | | | | | — | | | | | | 17.96 | | | | | | 14.06 | | | | | | 0.24 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.45 | | | | | | 699,789 | | | | | | 45 | | |
12-31-19 | | | | | 14.26 | | | | | | 0.36• | | | | | | 2.60 | | | | | | 2.96 | | | | | | 0.26 | | | | | | 0.48 | | | | | | — | | | | | | 0.74 | | | | | | — | | | | | | 16.48 | | | | | | 21.20 | | | | | | 0.24 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.30 | | | | | | 558,381 | | | | | | 29 | | |
12-31-18 | | | | | 15.69 | | | | | | 0.36• | | | | | | (1.25) | | | | | | (0.89) | | | | | | 0.19 | | | | | | 0.35 | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 14.26 | | | | | | (5.90) | | | | | | 0.25 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.29 | | | | | | 348,273 | | | | | | 33 | | |
12-31-17 | | | | | 13.51 | | | | | | 0.35• | | | | | | 1.98 | | | | | | 2.33 | | | | | | 0.07 | | | | | | 0.08 | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 15.69 | | | | | | 17.35 | | | | | | 0.26 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.36 | | | | | | 267,328 | | | | | | 32 | | |
12-31-16 | | | | | 12.59 | | | | | | 0.46• | | | | | | 0.48 | | | | | | 0.94 | | | | | | 0.01 | | | | | | 0.01 | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 13.51 | | | | | | 7.48 | | | | | | 0.33 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 3.53 | | | | | | 72,347 | | | | | | 64 | | |
| | | | | | | | | | | | | | | | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expense net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Index Solution 2035 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 12.69 | | | | | | 0.07• | | | | | | 1.11 | | | | | | 1.18 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.87 | | | | | | 9.30 | | | | | | 0.80 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.03 | | | | | | 174,194 | | | | | | 17 | | |
12-31-20 | | | | | 11.72 | | | | | | 0.18• | | | | | | 1.37 | | | | | | 1.55 | | | | | | 0.16 | | | | | | 0.42 | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 12.69 | | | | | | 13.85 | | | | | | 0.79 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.58 | | | | | | 172,517 | | | | | | 45 | | |
12-31-19 | | | | | 10.14 | | | | | | 0.17• | | | | | | 2.00 | | | | | | 2.17 | | | | | | 0.15 | | | | | | 0.44 | | | | | | — | | | | | | 0.59 | | | | | | — | | | | | | 11.72 | | | | | | 21.91 | | | | | | 0.74 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 1.51 | | | | | | 186,455 | | | | | | 28 | | |
12-31-18 | | | | | 11.34 | | | | | | 0.16• | | | | | | (0.94) | | | | | | (0.78) | | | | | | 0.13 | | | | | | 0.29 | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 10.14 | | | | | | (7.26) | | | | | | 0.75 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 1.45 | | | | | | 176,145 | | | | | | 33 | | |
12-31-17 | | | | | 9.98 | | | | | | 0.15• | | | | | | 1.61 | | | | | | 1.76 | | | | | | 0.13 | | | | | | 0.27 | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 11.34 | | | | | | 17.95 | | | | | | 0.76 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.37 | | | | | | 215,074 | | | | | | 25 | | |
12-31-16 | | | | | 10.34 | | | | | | 0.19 | | | | | | 0.57 | | | | | | 0.76 | | | | | | 0.19 | | | | | | 0.93 | | | | | | — | | | | | | 1.12 | | | | | | — | | | | | | 9.98 | | | | | | 7.63 | | | | | | 0.76 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.86 | | | | | | 203,566 | | | | | | 41 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.07 | | | | | | 0.11• | | | | | | 1.14 | | | | | | 1.25 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.32 | | | | | | 9.56 | | | | | | 0.30 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 1.57 | | | | | | 62,558 | | | | | | 17 | | |
12-31-20 | | | | | 12.06 | | | | | | 0.23• | | | | | | 1.43 | | | | | | 1.66 | | | | | | 0.23 | | | | | | 0.42 | | | | | | — | | | | | | 0.64 | | | | | | — | | | | | | 13.07 | | | | | | 14.41 | | | | | | 0.30 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 2.01 | | | | | | 54,401 | | | | | | 45 | | |
12-31-19 | | | | | 10.42 | | | | | | 0.24 | | | | | | 2.05 | | | | | | 2.29 | | | | | | 0.21 | | | | | | 0.44 | | | | | | — | | | | | | 0.65 | | | | | | — | | | | | | 12.06 | | | | | | 22.58 | | | | | | 0.24 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 2.00 | | | | | | 64,433 | | | | | | 28 | | |
12-31-18 | | | | | 11.65 | | | | | | 0.22 | | | | | | (0.98) | | | | | | (0.76) | | | | | | 0.18 | | | | | | 0.29 | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 10.42 | | | | | | (6.86) | | | | | | 0.25 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 1.99 | | | | | | 55,982 | | | | | | 33 | | |
12-31-17 | | | | | 10.23 | | | | | | 0.20 | | | | | | 1.68 | | | | | | 1.88 | | | | | | 0.19 | | | | | | 0.27 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 11.65 | | | | | | 18.65 | | | | | | 0.26 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 1.89 | | | | | | 58,021 | | | | | | 25 | | |
12-31-16 | | | | | 10.58 | | | | | | 0.25• | | | | | | 0.58 | | | | | | 0.83 | | | | | | 0.25 | | | | | | 0.93 | | | | | | — | | | | | | 1.18 | | | | | | — | | | | | | 10.23 | | | | | | 8.12 | | | | | | 0.26 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 2.40 | | | | | | 47,484 | | | | | | 41 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 12.90 | | | | | �� | 0.09• | | | | | | 1.12 | | | | | | 1.21 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.11 | | | | | | 9.38 | | | | | | 0.55 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.28 | | | | | | 116,089 | | | | | | 17 | | |
12-31-20 | | | | | 11.91 | | | | | | 0.23 | | | | | | 1.37 | | | | | | 1.60 | | | | | | 0.19 | | | | | | 0.42 | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 12.90 | | | | | | 14.12 | | | | | | 0.55 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.86 | | | | | | 112,188 | | | | | | 45 | | |
12-31-19 | | | | | 10.29 | | | | | | 0.21 | | | | | | 2.03 | | | | | | 2.24 | | | | | | 0.18 | | | | | | 0.44 | | | | | | — | | | | | | 0.62 | | | | | | — | | | | | | 11.91 | | | | | | 22.36 | | | | | | 0.49 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 1.76 | | | | | | 110,305 | | | | | | 28 | | |
12-31-18 | | | | | 11.51 | | | | | | 0.19• | | | | | | (0.97) | | | | | | (0.78) | | | | | | 0.15 | | | | | | 0.29 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 10.29 | | | | | | (7.12) | | | | | | 0.50 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.70 | | | | | | 96,259 | | | | | | 33 | | |
12-31-17 | | | | | 10.11 | | | | | | 0.17• | | | | | | 1.66 | | | | | | 1.83 | | | | | | 0.16 | | | | | | 0.27 | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 11.51 | | | | | | 18.39 | | | | | | 0.51 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.61 | | | | | | 121,702 | | | | | | 25 | | |
12-31-16 | | | | | 10.47 | | | | | | 0.21• | | | | | | 0.58 | | | | | | 0.79 | | | | | | 0.22 | | | | | | 0.93 | | | | | | — | | | | | | 1.15 | | | | | | — | | | | | | 10.11 | | | | | | 7.77 | | | | | | 0.51 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 2.06 | | | | | | 118,463 | | | | | | 41 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 12.66 | | | | | | 0.08• | | | | | | 1.10 | | | | | | 1.18 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.84 | | | | | | 9.32 | | | | | | 0.70 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.15 | | | | | | 46,623 | | | | | | 17 | | |
12-31-20 | | | | | 11.71 | | | | | | 0.20• | | | | | | 1.36 | | | | | | 1.56 | | | | | | 0.19 | | | | | | 0.42 | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 12.66 | | | | | | 13.93 | | | | | | 0.69 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.79 | | | | | | 41,739 | | | | | | 45 | | |
12-31-19 | | | | | 10.13 | | | | | | 0.18• | | | | | | 2.00 | | | | | | 2.18 | | | | | | 0.16 | | | | | | 0.44 | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 11.71 | | | | | | 22.09 | | | | | | 0.64 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.62 | | | | | | 33,877 | | | | | | 28 | | |
12-31-18 | | | | | 11.32 | | | | | | 0.17• | | | | | | (0.94) | | | | | | (0.77) | | | | | | 0.13 | | | | | | 0.29 | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 10.13 | | | | | | (7.14) | | | | | | 0.65 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.52 | | | | | | 29,751 | | | | | | 33 | | |
12-31-17 | | | | | 9.96 | | | | | | 0.16 | | | | | | 1.62 | | | | | | 1.78 | | | | | | 0.15 | | | | | | 0.27 | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 11.32 | | | | | | 18.14 | | | | | | 0.66 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.50 | | | | | | 37,316 | | | | | | 25 | | |
12-31-16 | | | | | 10.33 | | | | | | 0.20 | | | | | | 0.56 | | | | | | 0.76 | | | | | | 0.20 | | | | | | 0.93 | | | | | | — | | | | | | 1.13 | | | | | | — | | | | | | 9.96 | | | | | | 7.65 | | | | | | 0.69 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 2.01 | | | | | | 32,558 | | | | | | 41 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.26 | | | | | | 0.13• | | | | | | 1.15 | | | | | | 1.28 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.54 | | | | | | 9.65 | | | | | | 0.25 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 1.82 | | | | | | 1,015,021 | | | | | | 17 | | |
12-31-20 | | | | | 12.20 | | | | | | 0.28• | | | | | | 1.43 | | | | | | 1.71 | | | | | | 0.23 | | | | | | 0.42 | | | | | | — | | | | | | 0.64 | | | | | | — | | | | | | 13.26 | | | | | | 14.66 | | | | | | 0.24 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.40 | | | | | | 876,349 | | | | | | 45 | | |
12-31-19 | | | | | 10.51 | | | | | | 0.27• | | | | | | 2.07 | | | | | | 2.34 | | | | | | 0.21 | | | | | | 0.44 | | | | | | — | | | | | | 0.65 | | | | | | — | | | | | | 12.20 | | | | | | 22.88 | | | | | | 0.24 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.31 | | | | | | 688,542 | | | | | | 28 | | |
12-31-18 | | | | | 11.72 | | | | | | 0.26• | | | | | | (1.00) | | | | | | (0.74) | | | | | | 0.18 | | | | | | 0.29 | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 10.51 | | | | | | (6.64) | | | | | | 0.25 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.24 | | | | | | 412,024 | | | | | | 33 | | |
12-31-17 | | | | | 10.27 | | | | | | 0.25• | | | | | | 1.66 | | | | | | 1.91 | | | | | | 0.19 | | | | | | 0.27 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 11.72 | | | | | | 18.88 | | | | | | 0.26 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.26 | | | | | | 327,540 | | | | | | 25 | | |
12-31-16 | | | | | 10.61 | | | | | | 0.34• | | | | | | 0.50 | | | | | | 0.84 | | | | | | 0.25 | | | | | | 0.93 | | | | | | — | | | | | | 1.18 | | | | | | — | | | | | | 10.27 | | | | | | 8.21 | | | | | | 0.26 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 3.31 | | | | | | 101,022 | | | | | | 41 | | |
| | | | | | | | | | | | | | | | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expense net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Index Solution 2040 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 18.49 | | | | | | 0.09• | | | | | | 1.91 | | | | | | 2.00 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 20.49 | | | | | | 10.82 | | | | | | 0.85 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.98 | | | | | | 29,785 | | | | | | 14 | | |
12-31-20 | | | | | 16.81 | | | | | | 0.27 | | | | | | 2.16 | | | | | | 2.43 | | | | | | 0.22 | | | | | | 0.53 | | | | | | — | | | | | | 0.75 | | | | | | — | | | | | | 18.49 | | | | | | 15.08 | | | | | | 0.86 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.62 | | | | | | 26,276 | | | | | | 32 | | |
12-31-19 | | | | | 14.29 | | | | | | 0.24• | | | | | | 3.01 | | | | | | 3.25 | | | | | | 0.19 | | | | | | 0.54 | | | | | | — | | | | | | 0.73 | | | | | | — | | | | | | 16.81 | | | | | | 23.19 | | | | | | 0.74 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 1.48 | | | | | | 24,422 | | | | | | 23 | | |
12-31-18 | | | | | 16.00 | | | | | | 0.23• | | | | | | (1.45) | | | | | | (1.22) | | | | | | 0.13 | | | | | | 0.36 | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 14.29 | | | | | | (7.94) | | | | | | 0.75 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.48 | | | | | | 15,441 | | | | | | 30 | | |
12-31-17 | | | | | 13.57 | | | | | | 0.21• | | | | | | 2.36 | | | | | | 2.57 | | | | | | 0.05 | | | | | | 0.09 | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 16.00 | | | | | | 19.05 | | | | | | 0.77 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.44 | | | | | | 11,117 | | | | | | 29 | | |
12-31-16 | | | | | 12.62 | | | | | | 0.29• | | | | | | 0.68 | | | | | | 0.97 | | | | | | 0.01 | | | | | | 0.01 | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 13.57 | | | | | | 7.67 | | | | | | 0.90 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 2.27 | | | | | | 5,222 | | | | | | 52 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 19.04 | | | | | | 0.15• | | | | | | 1.97 | | | | | | 2.12 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 21.16 | | | | | | 11.13 | | | | | | 0.35 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 1.49 | | | | | | 8,982 | | | | | | 14 | | |
12-31-20 | | | | | 17.28 | | | | | | 0.37• | | | | | | 2.21 | | | | | | 2.58 | | | | | | 0.29 | | | | | | 0.53 | | | | | | — | | | | | | 0.82 | | | | | | — | | | | | | 19.04 | | | | | | 15.62 | | | | | | 0.36 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 2.20 | | | | | | 7,830 | | | | | | 32 | | |
12-31-19 | | | | | 14.65 | | | | | | 0.32• | | | | | | 3.09 | | | | | | 3.41 | | | | | | 0.24 | | | | | | 0.54 | | | | | | — | | | | | | 0.78 | | | | | | — | | | | | | 17.28 | | | | | | 23.82 | | | | | | 0.24 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 1.95 | | | | | | 5,832 | | | | | | 23 | | |
12-31-18 | | | | | 16.36 | | | | | | 0.32• | | | | | | (1.50) | | | | | | (1.18) | | | | | | 0.17 | | | | | | 0.36 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 14.65 | | | | | | (7.53) | | | | | | 0.25 | | | | | | 0.21 | | | | | | 0.21 | | | | | | 1.97 | | | | | | 3,952 | | | | | | 30 | | |
12-31-17 | | | | | 13.82 | | | | | | 0.32• | | | | | | 2.38 | | | | | | 2.70 | | | | | | 0.07 | | | | | | 0.09 | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 16.36 | | | | | | 19.68 | | | | | | 0.27 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 2.12 | | | | | | 2,612 | | | | | | 29 | | |
12-31-16 | | | | | 12.79 | | | | | | 0.32• | | | | | | 0.73 | | | | | | 1.05 | | | | | | 0.01 | | | | | | 0.01 | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 13.82 | | | | | | 8.24 | | | | | | 0.40 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 2.43 | | | | | | 659 | | | | | | 52 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 18.99 | | | | | | 0.12• | | | | | | 1.97 | | | | | | 2.09 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 21.08 | | | | | | 11.01 | | | | | | 0.60 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.24 | | | | | | 15,223 | | | | | | 14 | | |
12-31-20 | | | | | 17.24 | | | | | | 0.32• | | | | | | 2.21 | | | | | | 2.53 | | | | | | 0.25 | | | | | | 0.53 | | | | | | — | | | | | | 0.78 | | | | | | — | | | | | | 18.99 | | | | | | 15.34 | | | | | | 0.61 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.94 | | | | | | 13,728 | | | | | | 32 | | |
12-31-19 | | | | | 14.62 | | | | | | 0.28• | | | | | | 3.09 | | | | | | 3.37 | | | | | | 0.21 | | | | | | 0.54 | | | | | | — | | | | | | 0.75 | | | | | | — | | | | | | 17.24 | | | | | | 23.53 | | | | | | 0.49 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 1.71 | | | | | | 11,372 | | | | | | 23 | | |
12-31-18 | | | | | 16.33 | | | | | | 0.26 | | | | | | (1.47) | | | | | | (1.21) | | | | | | 0.14 | | | | | | 0.36 | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 14.62 | | | | | | (7.73) | | | | | | 0.50 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 1.64 | | | | | | 7,981 | | | | | | 30 | | |
12-31-17 | | | | | 13.82 | | | | | | 0.25• | | | | | | 2.41 | | | | | | 2.66 | | | | | | 0.06 | | | | | | 0.09 | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 16.33 | | | | | | 19.39 | | | | | | 0.52 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.64 | | | | | | 8,832 | | | | | | 29 | | |
12-31-16 | | | | | 12.83 | | | | | | 0.38• | | | | | | 0.63 | | | | | | 1.01 | | | | | | 0.01 | | | | | | 0.01 | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 13.82 | | | | | | 7.89 | | | | | | 0.65 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 2.85 | | | | | | 5,044 | | | | | | 52 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 18.68 | | | | | | 0.11• | | | | | | 1.93 | | | | | | 2.04 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 20.72 | | | | | | 10.92 | | | | | | 0.75 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.09 | | | | | | 5,183 | | | | | | 14 | | |
12-31-20 | | | | | 16.98 | | | | | | 0.31• | | | | | | 2.16 | | | | | | 2.47 | | | | | | 0.24 | | | | | | 0.53 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 18.68 | | | | | | 15.17 | | | | | | 0.76 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.89 | | | | | | 4,557 | | | | | | 32 | | |
12-31-19 | | | | | 14.42 | | | | | | 0.24• | | | | | | 3.06 | | | | | | 3.30 | | | | | | 0.20 | | | | | | 0.54 | | | | | | — | | | | | | 0.74 | | | | | | — | | | | | | 16.98 | | | | | | 23.36 | | | | | | 0.64 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.51 | | | | | | 2,896 | | | | | | 23 | | |
12-31-18 | | | | | 16.13 | | | | | | 0.23• | | | | | | (1.46) | | | | | | (1.23) | | | | | | 0.12 | | | | | | 0.36 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 14.42 | | | | | | (7.90) | | | | | | 0.65 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.47 | | | | | | 1,905 | | | | | | 30 | | |
12-31-17 | | | | | 13.67 | | | | | | 0.23• | | | | | | 2.38 | | | | | | 2.61 | | | | | | 0.06 | | | | | | 0.09 | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 16.13 | | | | | | 19.21 | | | | | | 0.67 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.50 | | | | | | 1,688 | | | | | | 29 | | |
12-31-16 | | | | | 12.70 | | | | | | 0.34• | | | | | | 0.65 | | | | | | 0.99 | | | | | | 0.01 | | | | | | 0.01 | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 13.67 | | | | | | 7.82 | | | | | | 0.83 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 2.60 | | | | | | 651 | | | | | | 52 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 19.27 | | | | | | 0.18• | | | | | | 1.99 | | | | | | 2.17 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 21.44 | | | | | | 11.26 | | | | | | 0.24 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 1.74 | | | | | | 690,601 | | | | | | 14 | | |
12-31-20 | | | | | 17.43 | | | | | | 0.41• | | | | | | 2.25 | | | | | | 2.66 | | | | | | 0.29 | | | | | | 0.53 | | | | | | — | | | | | | 0.82 | | | | | | — | | | | | | 19.27 | | | | | | 15.96 | | | | | | 0.23 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.41 | | | | | | 577,969 | | | | | | 32 | | |
12-31-19 | | | | | 14.74 | | | | | | 0.37• | | | | | | 3.10 | | | | | | 3.47 | | | | | | 0.24 | | | | | | 0.54 | | | | | | — | | | | | | 0.78 | | | | | | — | | | | | | 17.43 | | | | | | 24.08 | | | | | | 0.24 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.25 | | | | | | 426,037 | | | | | | 23 | | |
12-31-18 | | | | | 16.42 | | | | | | 0.36• | | | | | | (1.51) | | | | | | (1.15) | | | | | | 0.17 | | | | | | 0.36 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 14.74 | | | | | | (7.32) | | | | | | 0.25 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.22 | | | | | | 243,229 | | | | | | 30 | | |
12-31-17 | | | | | 13.85 | | | | | | 0.34• | | | | | | 2.39 | | | | | | 2.73 | | | | | | 0.07 | | | | | | 0.09 | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 16.42 | | | | | | 19.86 | | | | | | 0.27 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.21 | | | | | | 169,065 | | | | | | 29 | | |
12-31-16 | | | | | 12.80 | | | | | | 0.47• | | | | | | 0.61 | | | | | | 1.08 | | | | | | 0.02 | | | | | | 0.01 | | | | | | — | | | | | | 0.03 | | | | | | — | | | | | | 13.85 | | | | | | 8.40 | | | | | | 0.40 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 3.51 | | | | | | 48,146 | | | | | | 52 | | |
| | | | | | | | | | | | | | | | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expense net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Index Solution 2045 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.31 | | | | | | 0.06• | | | | | | 1.49 | | | | | | 1.55 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.86 | | | | | | 11.65 | | | | | | 0.82 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.86 | | | | | | 133,762 | | | | | | 16 | | |
12-31-20 | | | | | 12.17 | | | | | | 0.18• | | | | | | 1.58 | | | | | | 1.76 | | | | | | 0.15 | | | | | | 0.47 | | | | | | — | | | | | | 0.62 | | | | | | — | | | | | | 13.31 | | | | | | 15.23 | | | | | | 0.81 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.54 | | | | | | 129,548 | | | | | | 34 | | |
12-31-19 | | | | | 10.38 | | | | | | 0.16• | | | | | | 2.29 | | | | | | 2.45 | | | | | | 0.14 | | | | | | 0.52 | | | | | | — | | | | | | 0.66 | | | | | | — | | | | | | 12.17 | | | | | | 24.29 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 1.39 | | | | | | 134,331 | | | | | | 24 | | |
12-31-18 | | | | | 11.79 | | | | | | 0.15• | | | | | | (1.13) | | | | | | (0.98) | | | | | | 0.11 | | | | | | 0.32 | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 10.38 | | | | | | (8.70) | | | | | | 0.74 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 1.31 | | | | | | 122,905 | | | | | | 31 | | |
12-31-17 | | | | | 10.22 | | | | | | 0.13• | | | | | | 1.88 | | | | | | 2.01 | | | | | | 0.12 | | | | | | 0.32 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 11.79 | | | | | | 19.96 | | | | | | 0.75 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.20 | | | | | | 148,205 | | | | | | 25 | | |
12-31-16 | | | | | 10.55 | | | | | | 0.17 | | | | | | 0.61 | | | | | | 0.78 | | | | | | 0.17 | | | | | | 0.94 | | | | | | — | | | | | | 1.11 | | | | | | — | | | | | | 10.22 | | | | | | 7.67 | | | | | | 0.76 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.70 | | | | | | 139,777 | | | | | | 41 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.81 | | | | | | 0.10• | | | | | | 1.55 | | | | | | 1.65 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.46 | | | | | | 11.95 | | | | | | 0.32 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 1.40 | | | | | | 52,482 | | | | | | 16 | | |
12-31-20 | | | | | 12.61 | | | | | | 0.23• | | | | | | 1.66 | | | | | | 1.89 | | | | | | 0.22 | | | | | | 0.47 | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 13.81 | | | | | | 15.78 | | | | | | 0.31 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 1.92 | | | | | | 46,883 | | | | | | 34 | | |
12-31-19 | | | | | 10.74 | | | | | | 0.22 | | | | | | 2.38 | | | | | | 2.60 | | | | | | 0.21 | | | | | | 0.52 | | | | | | — | | | | | | 0.73 | | | | | | — | | | | | | 12.61 | | | | | | 24.89 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 1.89 | | | | | | 53,784 | | | | | | 24 | | |
12-31-18 | | | | | 12.17 | | | | | | 0.22 | | | | | | (1.16) | | | | | | (0.94) | | | | | | 0.17 | | | | | | 0.32 | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 10.74 | | | | | | (8.16) | | | | | | 0.24 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 1.84 | | | | | | 43,658 | | | | | | 31 | | |
12-31-17 | | | | | 10.54 | | | | | | 0.20• | | | | | | 1.93 | | | | | | 2.13 | | | | | | 0.18 | | | | | | 0.32 | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 12.17 | | | | | | 20.48 | | | | | | 0.25 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 1.76 | | | | | | 48,317 | | | | | | 25 | | |
12-31-16 | | | | | 10.84 | | | | | | 0.24• | | | | | | 0.63 | | | | | | 0.87 | | | | | | 0.23 | | | | | | 0.94 | | | | | | — | | | | | | 1.17 | | | | | | — | | | | | | 10.54 | | | | | | 8.29 | | | | | | 0.26 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 2.24 | | | | | | 35,877 | | | | | | 41 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.58 | | | | | | 0.08• | | | | | | 1.52 | | | | | | 1.60 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.18 | | | | | | 11.78 | | | | | | 0.57 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.13 | | | | | | 84,599 | | | | | | 16 | | |
12-31-20 | | | | | 12.41 | | | | | | 0.23 | | | | | | 1.60 | | | | | | 1.83 | | | | | | 0.19 | | | | | | 0.47 | | | | | | — | | | | | | 0.65 | | | | | | — | | | | | | 13.58 | | | | | | 15.49 | | | | | | 0.56 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.80 | | | | | | 77,113 | | | | | | 34 | | |
12-31-19 | | | | | 10.58 | | | | | | 0.20 | | | | | | 2.33 | | | | | | 2.53 | | | | | | 0.18 | | | | | | 0.52 | | | | | | — | | | | | | 0.70 | | | | | | — | | | | | | 12.41 | | | | | | 24.55 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 1.64 | | | | | | 74,022 | | | | | | 24 | | |
12-31-18 | | | | | 12.00 | | | | | | 0.18• | | | | | | (1.14) | | | | | | (0.96) | | | | | | 0.14 | | | | | | 0.32 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 10.58 | | | | | | (8.44) | | | | | | 0.49 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 1.53 | | | | | | 65,002 | | | | | | 31 | | |
12-31-17 | | | | | 10.40 | | | | | | 0.17 | | | | | | 1.90 | | | | | | 2.07 | | | | | | 0.15 | | | | | | 0.32 | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 12.00 | | | | | | 20.21 | | | | | | 0.50 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.46 | | | | | | 87,386 | | | | | | 25 | | |
12-31-16 | | | | | 10.70 | | | | | | 0.21 | | | | | | 0.62 | | | | | | 0.83 | | | | | | 0.19 | | | | | | 0.94 | | | | | | — | | | | | | 1.13 | | | | | | — | | | | | | 10.40 | | | | | | 8.05 | | | | | | 0.51 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 1.91 | | | | | | 76,656 | | | | | | 41 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.32 | | | | | | 0.07• | | | | | | 1.48 | | | | | | 1.55 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.87 | | | | | | 11.64 | | | | | | 0.72 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.98 | | | | | | 28,688 | | | | | | 16 | | |
12-31-20 | | | | | 12.19 | | | | | | 0.20• | | | | | | 1.58 | | | | | | 1.78 | | | | | | 0.18 | | | | | | 0.47 | | | | | | — | | | | | | 0.64 | | | | | | — | | | | | | 13.32 | | | | | | 15.35 | | | | | | 0.71 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.72 | | | | | | 25,318 | | | | | | 34 | | |
12-31-19 | | | | | 10.41 | | | | | | 0.16 | | | | | | 2.30 | | | | | | 2.46 | | | | | | 0.16 | | | | | | 0.52 | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 12.19 | | | | | | 24.34 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.50 | | | | | | 20,384 | | | | | | 24 | | |
12-31-18 | | | | | 11.80 | | | | | | 0.16• | | | | | | (1.12) | | | | | | (0.96) | | | | | | 0.11 | | | | | | 0.32 | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 10.41 | | | | | | (8.52) | | | | | | 0.64 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.40 | | | | | | 16,121 | | | | | | 31 | | |
12-31-17 | | | | | 10.24 | | | | | | 0.14• | | | | | | 1.88 | | | | | | 2.02 | | | | | | 0.14 | | | | | | 0.32 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 11.80 | | | | | | 19.97 | | | | | | 0.65 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 1.26 | | | | | | 19,206 | | | | | | 25 | | |
12-31-16 | | | | | 10.56 | | | | | | 0.20• | | | | | | 0.60 | | | | | | 0.80 | | | | | | 0.18 | | | | | | 0.94 | | | | | | — | | | | | | 1.12 | | | | | | — | | | | | | 10.24 | | | | | | 7.88 | | | | | | 0.69 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 1.93 | | | | | | 18,507 | | | | | | 41 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 14.00 | | | | | | 0.12• | | | | | | 1.57 | | | | | | 1.69 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.69 | | | | | | 12.07 | | | | | | 0.24 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 1.66 | | | | | | 761,332 | | | | | | 16 | | |
12-31-20 | | | | | 12.74 | | | | | | 0.29• | | | | | | 1.66 | | | | | | 1.95 | | | | | | 0.22 | | | | | | 0.47 | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 14.00 | | | | | | 16.09 | | | | | | 0.23 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.36 | | | | | | 650,098 | | | | | | 34 | | |
12-31-19 | | | | | 10.82 | | | | | | 0.27• | | | | | | 2.38 | | | | | | 2.65 | | | | | | 0.21 | | | | | | 0.52 | | | | | | — | | | | | | 0.73 | | | | | | — | | | | | | 12.74 | | | | | | 25.17 | | | | | | 0.23 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.21 | | | | | | 464,683 | | | | | | 24 | | |
12-31-18 | | | | | 12.24 | | | | | | 0.26• | | | | | | (1.19) | | | | | | (0.93) | | | | | | 0.17 | | | | | | 0.32 | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 10.82 | | | | | | (8.03) | | | | | | 0.24 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.14 | | | | | | 273,348 | | | | | | 31 | | |
12-31-17 | | | | | 10.57 | | | | | | 0.24• | | | | | | 1.93 | | | | | | 2.17 | | | | | | 0.18 | | | | | | 0.32 | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 12.24 | | | | | | 20.81 | | | | | | 0.25 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.12 | | | | | | 208,189 | | | | | | 25 | | |
12-31-16 | | | | | 10.85 | | | | | | 0.34• | | | | | | 0.55 | | | | | | 0.89 | | | | | | 0.23 | | | | | | 0.94 | | | | | | — | | | | | | 1.17 | | | | | | — | | | | | | 10.57 | | | | | | 8.47 | | | | | | 0.26 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 3.21 | | | | | | 58,923 | | | | | | 41 | | |
| | | | | | | | | | | | | | | | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expense net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Index Solution 2050 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 18.85 | | | | | | 0.09• | | | | | | 2.11 | | | | | | 2.20 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 21.05 | | | | | | 11.67 | | | | | | 0.89 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.90 | | | | | | 22,814 | | | | | | 16 | | |
12-31-20 | | | | | 17.18 | | | | | | 0.25• | | | | | | 2.15 | | | | | | 2.40 | | | | | | 0.20 | | | | | | 0.53 | | | | | | — | | | | | | 0.74 | | | | | | — | | | | | | 18.85 | | | | | | 14.66 | | | | | | 0.91 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.53 | | | | | | 19,574 | | | | | | 29 | | |
12-31-19 | | | | | 14.39 | | | | | | 0.24• | | | | | | 3.24 | | | | | | 3.48 | | | | | | 0.17 | | | | | | 0.52 | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 17.18 | | | | | | 24.60 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.47 | | | | | | 17,450 | | | | | | 22 | | |
12-31-18 | | | | | 16.26 | | | | | | 0.22• | | | | | | (1.62) | | | | | | (1.40) | | | | | | 0.11 | | | | | | 0.36 | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 14.39 | | | | | | (8.92) | | | | | | 0.75 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 1.39 | | | | | | 11,155 | | | | | | 28 | | |
12-31-17 | | | | | 13.65 | | | | | | 0.20• | | | | | | 2.53 | | | | | | 2.73 | | | | | | 0.04 | | | | | | 0.08 | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 16.26 | | | | | | 20.12 | | | | | | 0.78 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 1.31 | | | | | | 7,817 | | | | | | 26 | | |
12-31-16 | | | | | 12.69 | | | | | | 0.27• | | | | | | 0.73 | | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.03 | | | | | | — | | | | | | 0.04 | | | | | | — | | | | | | 13.65 | | | | | | 7.94 | | | | | | 1.03 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.05 | | | | | | 3,296 | | | | | | 49 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 19.33 | | | | | | 0.15• | | | | | | 2.16 | | | | | | 2.31 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 21.64 | | | | | | 11.95 | | | | | | 0.39 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 1.42 | | | | | | 10,801 | | | | | | 16 | | |
12-31-20 | | | | | 17.58 | | | | | | 0.35• | | | | | | 2.20 | | | | | | 2.55 | | | | | | 0.27 | | | | | | 0.53 | | | | | | — | | | | | | 0.81 | | | | | | — | | | | | | 19.33 | | | | | | 15.25 | | | | | | 0.41 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 2.07 | | | | | | 8,770 | | | | | | 29 | | |
12-31-19 | | | | | 14.69 | | | | | | 0.32• | | | | | | 3.31 | | | | | | 3.63 | | | | | | 0.22 | | | | | | 0.52 | | | | | | — | | | | | | 0.74 | | | | | | — | | | | | | 17.58 | | | | | | 25.21 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 1.97 | | | | | | 6,367 | | | | | | 22 | | |
12-31-18 | | | | | 16.55 | | | | | | 0.30• | | | | | | (1.65) | | | | | | (1.35) | | | | | | 0.15 | | | | | | 0.36 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 14.69 | | | | | | (8.49) | | | | | | 0.25 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 1.82 | | | | | | 3,851 | | | | | | 28 | | |
12-31-17 | | | | | 13.84 | | | | | | 0.31• | | | | | | 2.55 | | | | | | 2.86 | | | | | | 0.07 | | | | | | 0.08 | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 16.55 | | | | | | 20.75 | | | | | | 0.28 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 2.00 | | | | | | 3,195 | | | | | | 26 | | |
12-31-16 | | | | | 12.80 | | | | | | 0.33• | | | �� | | | 0.76 | | | | | | 1.09 | | | | | | 0.02 | | | | | | 0.03 | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 13.84 | | | | | | 8.52 | | | | | | 0.53 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 2.52 | | | | | | 950 | | | | | | 49 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 19.26 | | | | | | 0.12• | | | | | | 2.15 | | | | | | 2.27 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 21.53 | | | | | | 11.79 | | | | | | 0.64 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.15 | | | | | | 15,380 | | | | | | 16 | | |
12-31-20 | | | | | 17.53 | | | | | | 0.30• | | | | | | 2.20 | | | | | | 2.50 | | | | | | 0.24 | | | | | | 0.53 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 19.26 | | | | | | 14.94 | | | | | | 0.66 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.80 | | | | | | 12,575 | | | | | | 29 | | |
12-31-19 | | | | | 14.65 | | | | | | 0.28• | | | | | | 3.31 | | | | | | 3.59 | | | | | | 0.19 | | | | | | 0.52 | | | | | | — | | | | | | 0.71 | | | | | | — | | | | | | 17.53 | | | | | | 24.94 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.70 | | | | | | 10,885 | | | | | | 22 | | |
12-31-18 | | | | | 16.51 | | | | | | 0.25 | | | | | | (1.63) | | | | | | (1.38) | | | | | | 0.12 | | | | | | 0.36 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 14.65 | | | | | | (8.68) | | | | | | 0.50 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 1.53 | | | | | | 7,477 | | | | | | 28 | | |
12-31-17 | | | | | 13.83 | | | | | | 0.24• | | | | | | 2.58 | | | | | | 2.82 | | | | | | 0.06 | | | | | | 0.08 | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 16.51 | | | | | | 20.47 | | | | | | 0.53 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.56 | | | | | | 8,090 | | | | | | 26 | | |
12-31-16 | | | | | 12.83 | | | | | | 0.37• | | | | | | 0.68 | | | | | | 1.05 | | | | | | 0.02 | | | | | | 0.03 | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 13.83 | | | | | | 8.20 | | | | | | 0.78 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 2.76 | | | | | | 3,987 | | | | | | 49 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 18.95 | | | | | | 0.10• | | | | | | 2.12 | | | | | | 2.22 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 21.17 | | | | | | 11.72 | | | | | | 0.79 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.99 | | | | | | 4,200 | | | | | | 16 | | |
12-31-20 | | | | | 17.26 | | | | | | 0.29• | | | | | | 2.14 | | | | | | 2.43 | | | | | | 0.21 | | | | | | 0.53 | | | | | | — | | | | | | 0.75 | | | | | | — | | | | | | 18.95 | | | | | | 14.77 | | | | | | 0.81 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.77 | | | | | | 3,563 | | | | | | 29 | | |
12-31-19 | | | | | 14.45 | | | | | | 0.25• | | | | | | 3.25 | | | | | | 3.50 | | | | | | 0.17 | | | | | | 0.52 | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 17.26 | | | | | | 24.69 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.53 | | | | | | 3,072 | | | | | | 22 | | |
12-31-18 | | | | | 16.30 | | | | | | 0.22• | | | | | | (1.60) | | | | | | (1.38) | | | | | | 0.11 | | | | | | 0.36 | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 14.45 | | | | | | (8.80) | | | | | | 0.65 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.36 | | | | | | 2,023 | | | | | | 28 | | |
12-31-17 | | | | | 13.68 | | | | | | 0.23• | | | | | | 2.52 | | | | | | 2.75 | | | | | | 0.05 | | | | | | 0.08 | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 16.30 | | | | | | 20.21 | | | | | | 0.68 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.50 | | | | | | 1,973 | | | | | | 26 | | |
12-31-16 | | | | | 12.71 | | | | | | 0.35• | | | | | | 0.67 | | | | | | 1.02 | | | | | | 0.02 | | | | | | 0.03 | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 13.68 | | | | | | 8.04 | | | | | | 0.96 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 2.66 | | | | | | 766 | | | | | | 49 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 19.54 | | | | | | 0.17• | | | | | | 2.19 | | | | | | 2.36 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 21.90 | | | | | | 12.08 | | | | | | 0.24 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 1.65 | | | | | | 482,538 | | | | | | 16 | | |
12-31-20 | | | | | 17.73 | | | | | | 0.40• | | | | | | 2.21 | | | | | | 2.61 | | | | | | 0.27 | | | | | | 0.53 | | | | | | — | | | | | | 0.81 | | | | | | — | | | | | | 19.54 | | | | | | 15.46 | | | | | | 0.23 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.32 | | | | | | 398,859 | | | | | | 29 | | |
12-31-19 | | | | | 14.77 | | | | | | 0.37• | | | | | | 3.33 | | | | | | 3.70 | | | | | | 0.22 | | | | | | 0.52 | | | | | | — | | | | | | 0.74 | | | | | | — | | | | | | 17.73 | | | | | | 25.56 | | | | | | 0.24 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.23 | | | | | | 286,945 | | | | | | 22 | | |
12-31-18 | | | | | 16.60 | | | | | | 0.35• | | | | | | (1.67) | | | | | | (1.32) | | | | | | 0.15 | | | | | | 0.36 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 14.77 | | | | | | (8.28) | | | | | | 0.25 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.15 | | | | | | 153,539 | | | | | | 28 | | |
12-31-17 | | | | | 13.85 | | | | | | 0.33• | | | | | | 2.57 | | | | | | 2.90 | | | | | | 0.07 | | | | | | 0.08 | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 16.60 | | | | | | 21.03 | | | | | | 0.28 | | | | | | 0.00* | | | | �� | | 0.00* | | | | | | 2.13 | | | | | | 97,126 | | | | | | 26 | | |
12-31-16 | | | | | 12.80 | | | | | | 0.49• | | | | | | 0.61 | | | | | | 1.10 | | | | | | 0.02 | | | | | | 0.03 | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 13.85 | | | | | | 8.62 | | | | | | 0.53 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 3.63 | | | | | | 21,080 | | | | | | 49 | | |
| | | | | | | | | | | | | | | | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expense net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Index Solution 2055 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 17.47 | | | | | | 0.08• | | | | | | 1.97 | | | | | | 2.05 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.52 | | | | | | 11.73 | | | | | | 0.87 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.85 | | | | | | 63,127 | | | | | | 15 | | |
12-31-20 | | | | | 15.91 | | | | | | 0.24 | | | | | | 2.03 | | | | | | 2.27 | | | | | | 0.18 | | | | | | 0.53 | | | | | | — | | | | | | 0.70 | | | | | | — | | | | | | 17.47 | | | | | | 14.90 | | | | | | 0.89 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.49 | | | | | | 58,091 | | | | | | 29 | | |
12-31-19 | | | | | 13.42 | | | | | | 0.22 | | | | | | 3.00 | | | | | | 3.22 | | | | | | 0.15 | | | | | | 0.58 | | | | | | — | | | | | | 0.73 | | | | | | — | | | | | | 15.91 | | | | | | 24.52 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.40 | | | | | | 54,378 | | | | | | 20 | | |
12-31-18 | | | | | 15.18 | | | | | | 0.19 | | | | | | (1.49) | | | | | | (1.30) | | | | | | 0.12 | | | | | | 0.34 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 13.42 | | | | | | (8.87) | | | | | | 0.75 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 1.27 | | | | | | 46,688 | | | | | | 29 | | |
12-31-17 | | | | | 13.01 | | | | | | 0.16 | | | | | | 2.46 | | | | | | 2.62 | | | | | | 0.14 | | | | | | 0.31 | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 15.18 | | | | | | 20.37 | | | | | | 0.76 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 1.19 | | | | | | 52,886 | | | | | | 25 | | |
12-31-16 | | | | | 13.12 | | | | | | 0.22• | | | | | | 0.75 | | | | | | 0.97 | | | | | | 0.18 | | | | | | 0.90 | | | | | | — | | | | | | 1.08 | | | | | | — | | | | | | 13.01 | | | | | | 7.61 | | | | | | 0.78 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.68 | | | | | | 43,002 | | | | | | 42 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 17.95 | | | | | | 0.13• | | | | | | 2.03 | | | | | | 2.16 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 20.11 | | | | | | 12.03 | | | | | | 0.37 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 1.37 | | | | | | 39,015 | | | | | | 15 | | |
12-31-20 | | | | | 16.33 | | | | | | 0.31• | | | | | | 2.09 | | | | | | 2.40 | | | | | | 0.25 | | | | | | 0.53 | | | | | | — | | | | | | 0.78 | | | | | | — | | | | | | 17.95 | | | | | | 15.43 | | | | | | 0.39 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 1.95 | | | | | | 35,009 | | | | | | 29 | | |
12-31-19 | | | | | 13.75 | | | | | | 0.30• | | | | | | 3.09 | | | | | | 3.39 | | | | | | 0.23 | | | | | | 0.58 | | | | | | — | | | | | | 0.81 | | | | | | — | | | | | | 16.33 | | | | | | 25.22 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 1.95 | | | | | | 31,202 | | | | | | 20 | | |
12-31-18 | | | | | 15.54 | | | | | | 0.28• | | | | | | (1.54) | | | | | | (1.26) | | | | | | 0.19 | | | | | | 0.34 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 13.75 | | | | | | (8.48) | | | | | | 0.25 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 1.82 | | | | | | 21,247 | | | | | | 29 | | |
12-31-17 | | | | | 13.29 | | | | | | 0.27• | | | | | | 2.49 | | | | | | 2.76 | | | | | | 0.20 | | | | | | 0.31 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 15.54 | | | | | | 21.03 | | | | | | 0.26 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 1.87 | | | | | | 19,100 | | | | | | 25 | | |
12-31-16 | | | | | 13.38 | | | | | | 0.30• | | | | | | 0.75 | | | | | | 1.05 | | | | | | 0.24 | | | | | | 0.90 | | | | | | — | | | | | | 1.14 | | | | | | — | | | | | | 13.29 | | | | | | 8.10 | | | | | | 0.28 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 2.24 | | | | | | 10,595 | | | | | | 42 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 17.71 | | | | | | 0.10• | | | | | | 2.01 | | | | | | 2.11 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.82 | | | | | | 11.91 | | | | | | 0.62 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.10 | | | | | | 45,947 | | | | | | 15 | | |
12-31-20 | | | | | 16.13 | | | | | | 0.27• | | | | | | 2.06 | | | | | | 2.33 | | | | | | 0.22 | | | | | | 0.53 | | | | | | — | | | | | | 0.74 | | | | | | — | | | | | | 17.71 | | | | | | 15.11 | | | | | | 0.64 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.76 | | | | | | 40,587 | | | | | | 29 | | |
12-31-19 | | | | | 13.59 | | | | | | 0.25• | | | | | | 3.06 | | | | | | 3.31 | | | | | | 0.19 | | | | | | 0.58 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 16.13 | | | | | | 24.94 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.66 | | | | | | 35,423 | | | | | | 20 | | |
12-31-18 | | | | | 15.36 | | | | | | 0.23 | | | | | | (1.51) | | | | | | (1.28) | | | | | | 0.15 | | | | | | 0.34 | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 13.59 | | | | | | (8.66) | | | | | | 0.50 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 1.55 | | | | | | 26,744 | | | | | | 29 | | |
12-31-17 | | | | | 13.16 | | | | | | 0.20• | | | | | | 2.48 | | | | | | 2.68 | | | | | | 0.17 | | | | | | 0.31 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 15.36 | | | | | | 20.63 | | | | | | 0.51 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.40 | | | | | | 29,602 | | | | | | 25 | | |
12-31-16 | | | | | 13.25 | | | | | | 0.25• | | | | | | 0.76 | | | | | | 1.01 | | | | | | 0.20 | | | | | | 0.90 | | | | | | — | | | | | | 1.10 | | | | | | — | | | | | | 13.16 | | | | | | 7.89 | | | | | | 0.53 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 1.92 | | | | | | 23,832 | | | | | | 42 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 17.54 | | | | | | 0.09• | | | | | | 1.98 | | | | | | 2.07 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.61 | | | | | | 11.80 | | | | | | 0.77 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.92 | | | | | | 20,910 | | | | | | 15 | | |
12-31-20 | | | | | 15.99 | | | | | | 0.27• | | | | | | 2.01 | | | | | | 2.28 | | | | | | 0.20 | | | | | | 0.53 | | | | | | — | | | | | | 0.73 | | | | | | — | | | | | | 17.54 | | | | | | 14.97 | | | | | | 0.79 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.73 | | | | | | 17,208 | | | | | | 29 | | |
12-31-19 | | | | | 13.49 | | | | | | 0.23• | | | | | | 3.03 | | | | | | 3.26 | | | | | | 0.18 | | | | | | 0.58 | | | | | | — | | | | | | 0.76 | | | | | | — | | | | | | 15.99 | | | | | | 24.68 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.53 | | | | | | 11,439 | | | | | | 20 | | |
12-31-18 | | | | | 15.24 | | | | | | 0.20• | | | | | | (1.49) | | | | | | (1.29) | | | | | | 0.12 | | | | | | 0.34 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 13.49 | | | | | | (8.77) | | | | | | 0.65 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.30 | | | | | | 7,943 | | | | | | 29 | | |
12-31-17 | | | | | 13.06 | | | | | | 0.19• | | | | | | 2.45 | | | | | | 2.64 | | | | | | 0.15 | | | | | | 0.31 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 15.24 | | | | | | 20.50 | | | | | | 0.66 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.35 | | | | | | 10,327 | | | | | | 25 | | |
12-31-16 | | | | | 13.17 | | | | | | 0.24• | | | | | | 0.74 | | | | | | 0.98 | | | | | | 0.19 | | | | | | 0.90 | | | | | | — | | | | | | 1.09 | | | | | | — | | | | | | 13.06 | | | | | | 7.71 | | | | | | 0.71 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 1.87 | | | | | | 6,752 | | | | | | 42 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 18.20 | | | | | | 0.16• | | | | | | 2.05 | | | | | | 2.21 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 20.41 | | | | | | 12.14 | | | | | | 0.24 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 1.64 | | | | | | 396,136 | | | | | | 15 | | |
12-31-20 | | | | | 16.51 | | | | | | 0.37• | | | | | | 2.10 | | | | | | 2.47 | | | | | | 0.25 | | | | | | 0.53 | | | | | | — | | | | | | 0.78 | | | | | | — | | | | | | 18.20 | | | | | | 15.69 | | | | | | 0.23 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.32 | | | | | | 324,254 | | | | | | 29 | | |
12-31-19 | | | | | 13.86 | | | | | | 0.35• | | | | | | 3.11 | | | | | | 3.46 | | | | | | 0.23 | | | | | | 0.58 | | | | | | — | | | | | | 0.81 | | | | | | — | | | | | | 16.51 | | | | | | 25.54 | | | | | | 0.24 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.23 | | | | | | 217,585 | | | | | | 20 | | |
12-31-18 | | | | | 15.62 | | | | | | 0.33• | | | | | | (1.56) | | | | | | (1.23) | | | | | | 0.19 | | | | | | 0.34 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 13.86 | | | | | | (8.24) | | | | | | 0.25 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.15 | | | | | | 111,996 | | | | | | 29 | | |
12-31-17 | | | | | 13.33 | | | | | | 0.30• | | | | | | 2.50 | | | | | | 2.80 | | | | | | 0.20 | | | | | | 0.31 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 15.62 | | | | | | 21.27 | | | | | | 0.26 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.07 | | | | | | 68,540 | | | | | | 25 | | |
12-31-16 | | | | | 13.40 | | | | | | 0.40• | | | | | | 0.67 | | | | | | 1.07 | | | | | | 0.24 | | | | | | 0.90 | | | | | | — | | | | | | 1.14 | | | | | | — | | | | | | 13.33 | | | | | | 8.24 | | | | | | 0.28 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 3.06 | | | | | | 17,543 | | | | | | 42 | | |
| | | | | | | | | | | | | | | | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expense net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Index Solution 2060 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 14.80 | | | | | | 0.07• | | | | | | 1.69 | | | | | | 1.76 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.56 | | | | | | 11.89 | | | | | | 0.92 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.85 | | | | | | 12,976 | | | | | | 15 | | |
12-31-20 | | | | | 13.31 | | | | | | 0.18• | | | | | | 1.76 | | | | | | 1.94 | | | | | | 0.12 | | | | | | 0.33 | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 14.80 | | | | | | 15.11 | | | | | | 0.92 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.42 | | | | | | 11,253 | | | | | | 34 | | |
12-31-19 | | | | | 11.02 | | | | | | 0.18• | | | | | | 2.50 | | | | | | 2.68 | | | | | | 0.09 | | | | | | 0.30 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 13.31 | | | | | | 24.62 | | | | | | 0.77 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.45 | | | | | | 9,576 | | | | | | 36 | | |
12-31-18 | | | | | 12.49 | | | | | | 0.17• | | | | | | (1.23) | | | | | | (1.06) | | | | | | 0.07 | | | | | | 0.34 | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 11.02 | | | | | | (8.88) | | | | | | 0.81 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 1.42 | | | | | | 6,029 | | | | | | 40 | | |
12-31-17 | | | | | 10.48 | | | | | | 0.16• | | | | | | 1.97 | | | | | | 2.13 | | | | | | 0.03 | | | | | | 0.09 | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 12.49 | | | | | | 20.44 | | | | | | 0.90 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 1.40 | | | | | | 4,579 | | | | | | 51 | | |
12-31-16 | | | | | 9.77 | | | | | | 0.21• | | | | | | 0.56 | | | | | | 0.77 | | | | | | 0.02 | | | | | | 0.04 | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 10.48 | | | | | | 7.87 | | | | | | 1.91 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.06 | | | | | | 1,690 | | | | | | 63 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 15.10 | | | | | | 0.11• | | | | | | 1.73 | | | | | | 1.84 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.94 | | | | | | 12.19 | | | | | | 0.42 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 1.36 | | | | | | 17,097 | | | | | | 15 | | |
12-31-20 | | | | | 13.55 | | | | | | 0.28• | | | | | | 1.77 | | | | | | 2.05 | | | | | | 0.17 | | | | | | 0.33 | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 15.10 | | | | | | 15.69 | | | | | | 0.43 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 2.11 | | | | | | 13,765 | | | | | | 34 | | |
12-31-19 | | | | | 11.19 | | | | | | 0.27• | | | | | | 2.52 | | | | | | 2.79 | | | | | | 0.13 | | | | | | 0.30 | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 13.55 | | | | | | 25.32 | | | | | | 0.27 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 2.18 | | | | | | 7,603 | | | | | | 36 | | |
12-31-18 | | | | | 12.65 | | | | | | 0.25• | | | | | | (1.27) | | | | | | (1.02) | | | | | | 0.10 | | | | | | 0.34 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 11.19 | | | | | | (8.46) | | | | | | 0.31 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 2.05 | | | | | | 3,020 | | | | | | 40 | | |
12-31-17 | | | | | 10.57 | | | | | | 0.31• | | | | | | 1.91 | | | | | | 2.22 | | | | | | 0.05 | | | | | | 0.09 | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 12.65 | | | | | | 21.11 | | | | | | 0.40 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 2.60 | | | | | | 1,563 | | | | | | 51 | | |
12-31-16 | | | | | 9.82 | | | | | | 0.26• | | | | | | 0.54 | | | | | | 0.80 | | | | | | 0.01 | | | | | | 0.04 | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 10.57 | | | | | | 8.24 | | | | | | 1.41 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 2.52 | | | | | | 146 | | | | | | 63 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 14.92 | | | | | | 0.09• | | | | | | 1.72 | | | | | | 1.81 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.73 | | | | | | 12.13 | | | | | | 0.67 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.09 | | | | | | 9,229 | | | | | | 15 | | |
12-31-20 | | | | | 13.41 | | | | | | 0.24• | | | | | | 1.75 | | | | | | 1.99 | | | | | | 0.15 | | | | | | 0.33 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 14.92 | | | | | | 15.37 | | | | | | 0.68 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.83 | | | | | | 8,248 | | | | | | 34 | | |
12-31-19 | | | | | 11.10 | | | | | | 0.22• | | | | | | 2.50 | | | | | | 2.72 | | | | | | 0.11 | | | | | | 0.30 | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 13.41 | | | | | | 24.87 | | | | | | 0.52 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.74 | | | | | | 5,693 | | | | | | 36 | | |
12-31-18 | | | | | 12.56 | | | | | | 0.21• | | | | | | (1.25) | | | | | | (1.04) | | | | | | 0.08 | | | | | | 0.34 | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 11.10 | | | | | | (8.66) | | | | | | 0.56 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 1.70 | | | | | | 3,057 | | | | | | 40 | | |
12-31-17 | | | | | 10.52 | | | | | | 0.18• | | | | | | 1.99 | | | | | | 2.17 | | | | | | 0.04 | | | | | | 0.09 | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 12.56 | | | | | | 20.76 | | | | | | 0.65 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.51 | | | | | | 2,294 | | | | | | 51 | | |
12-31-16 | | | | | 9.79 | | | | | | 0.25• | | | | | | 0.54 | | | | | | 0.79 | | | | | | 0.02 | | | | | | 0.04 | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 10.52 | | | | | | 8.06 | | | | | | 1.66 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 2.46 | | | | | | 863 | | | | | | 63 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 14.87 | | | | | | 0.07• | | | | | | 1.71 | | | | | | 1.78 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.65 | | | | | | 11.97 | | | | | | 0.82 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.93 | | | | | | 2,371 | | | | | | 15 | | |
12-31-20 | | | | | 13.37 | | | | | | 0.22• | | | | | | 1.74 | | | | | | 1.96 | | | | | | 0.13 | | | | | | 0.33 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 14.87 | | | | | | 15.17 | | | | | | 0.83 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.74 | | | | | | 2,098 | | | | | | 34 | | |
12-31-19 | | | | | 11.07 | | | | | | 0.19• | | | | | | 2.51 | | | | | | 2.70 | | | | | | 0.10 | | | | | | 0.30 | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 13.37 | | | | | | 24.76 | | | | | | 0.67 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.56 | | | | | | 1,545 | | | | | | 36 | | |
12-31-18 | | | | | 12.51 | | | | | | 0.15• | | | | | | (1.20) | | | | | | (1.05) | | | | | | 0.05 | | | | | | 0.34 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 11.07 | | | | | | (8.75) | | | | | | 0.71 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.18 | | | | | | 751 | | | | | | 40 | | |
12-31-17 | | | | | 10.50 | | | | | | 0.20• | | | | | | 1.95 | | | | | | 2.15 | | | | | | 0.05 | | | | | | 0.09 | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 12.51 | | | | | | 20.54 | | | | | | 0.80 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.68 | | | | | | 993 | | | | | | 51 | | |
12-31-16 | | | | | 9.77 | | | | | | 0.26• | | | | | | 0.51 | | | | | | 0.77 | | | | | | — | | | | | | 0.04 | | | | | | — | | | | | | 0.04 | | | | | | — | | | | | | 10.50 | | | | | | 7.92 | | | | | | 1.84 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 2.61 | | | | | | 139 | | | | | | 63 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 15.27 | | | | | | 0.13• | | | | | | 1.75 | | | | | | 1.88 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.15 | | | | | | 12.31 | | | | | | 0.24 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 1.63 | | | | | | 207,074 | | | | | | 15 | | |
12-31-20 | | | | | 13.67 | | | | | | 0.31• | | | | | | 1.79 | | | | | | 2.10 | | | | | | 0.17 | | | | | | 0.33 | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 15.27 | | | | | | 15.92 | | | | | | 0.25 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.35 | | | | | | 159,536 | | | | | | 34 | | |
12-31-19 | | | | | 11.26 | | | | | | 0.29• | | | | | | 2.55 | | | | | | 2.84 | | | | | | 0.13 | | | | | | 0.30 | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 13.67 | | | | | | 25.61 | | | | | | 0.27 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.31 | | | | | | 84,826 | | | | | | 36 | | |
12-31-18 | | | | | 12.70 | | | | | | 0.29• | | | | | | (1.29) | | | | | | (1.00) | | | | | | 0.10 | | | | | | 0.34 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 11.26 | | | | | | (8.27) | | | | | | 0.31 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.29 | | | | | | 32,971 | | | | | | 40 | | |
12-31-17 | | | | | 10.60 | | | | | | 0.26• | | | | | | 1.98 | | | | | | 2.24 | | | | | | 0.05 | | | | | | 0.09 | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 12.70 | | | | | | 21.24 | | | | | | 0.40 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.16 | | | | | | 15,056 | | | | | | 51 | | |
12-31-16 | | | | | 9.82 | | | | | | 0.50• | | | | | | 0.34 | | | | | | 0.84 | | | | | | 0.02 | | | | | | 0.04 | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 10.60 | | | | | | 8.58 | | | | | | 1.41 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 4.95 | | | | | | 3,068 | | | | | | 63 | | |
| | | | | | | | | | | | | | | | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expense net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Index Solution 2065 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.58 | | | | | | 0.07• | | | | | | 1.31 | | | | | | 1.38 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.96 | | | | | | 11.92 | | | | | | 1.27 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.18 | | | | | | 1,457 | | | | | | 20 | | |
07-29-20(5) - | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 10.00 | | | | | | 0.08• | | | | | | 1.58 | | | | | | 1.66 | | | | | | 0.07 | | | | | | 0.01 | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 11.58 | | | | | | 16.62 | | | | | | 2.09 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.87 | | | | | | 382 | | | | | | 17 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.58 | | | | | | 0.10• | | | | | | 1.32 | | | | | | 1.42 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.00 | | | | | | 12.26 | | | | | | 0.77 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 1.59 | | | | | | 765 | | | | | | 20 | | |
07-29-20(5) - | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 10.00 | | | | | | 0.13• | | | | | | 1.55 | | | | | | 1.68 | | | | | | 0.09 | | | | | | 0.01 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 11.58 | | | | | | 16.79 | | | | | | 1.59 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 2.76 | | | | | | 341 | | | | | | 17 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.58 | | | | | | 0.11• | | | | | | 1.29 | | | | | | 1.40 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.98 | | | | | | 12.09 | | | | | | 1.02 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.74 | | | | | | 1,143 | | | | | | 20 | | |
07-29-20(5) - | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 10.00 | | | | | | 0.11• | | | | | | 1.56 | | | | | | 1.67 | | | | | | 0.08 | | | | | | 0.01 | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 11.58 | | | | | | 16.72 | | | | | | 1.84 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 2.50 | | | | | | 382 | | | | | | 17 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.57 | | | | | | 0.05• | | | | | | 1.34 | | | | | | 1.39 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.96 | | | | | | 12.01 | | | | | | 1.17 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.87 | | | | | | 410 | | | | | | 20 | | |
07-29-20(5) - | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 10.00 | | | | | | 0.13• | | | | | | 1.53 | | | | | | 1.66 | | | | | | 0.08 | | | | | | 0.01 | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 11.57 | | | | | | 16.59 | | | | | | 1.99 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.80 | | | | | | 175 | | | | | | 17 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 11.59 | | | | | | 0.12• | | | | | | 1.31 | | | | | | 1.43 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.02 | | | | | | 12.34 | | | | | | 0.69 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 1.91 | | | | | | 8,886 | | | | | | 20 | | |
07-29-20(5) - | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 10.00 | | | | | | 0.12• | | | | | | 1.57 | | | | | | 1.69 | | | | | | 0.09 | | | | | | 0.01 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 11.59 | | | | | | 16.89 | | | | | | 1.57 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.74 | | | | | | 3,190 | | | | | | 17 | | |
| | | | | | | | | | | | | | | | | | |
| | | Purchased | | | Sold | | ||||||
Index Solution Income | | | | $ | 4,808,350 | | | | | $ | 4,822,625 | | |
Index Solution 2025 | | | | | 19,232,965 | | | | | | 18,557,240 | | |
Index Solution 2030 | | | | | 16,193,360 | | | | | | 15,370,080 | | |
Index Solution 2035 | | | | | 26,363,580 | | | | | | 25,116,960 | | |
Index Solution 2040 | | | | | 12,319,830 | | | | | | 11,692,510 | | |
Index Solution 2045 | | | | | 24,768,595 | | | | | | 23,624,216 | | |
Index Solution 2050 | | | | | 9,722,005 | | | | | | 9,415,669 | | |
Index Solution 2055 | | | | | 10,289,165 | | | | | | 9,937,593 | | |
Index Solution 2060 | | | | | 4,715,515 | | | | | | 4,411,156 | | |
| | | Purchases | | | Sales | | ||||||
Index Solution Income | | | | $ | 127,200,068 | | | | | $ | 178,112,005 | | |
Index Solution 2025 | | | | | 222,195,592 | | | | | | 209,142,653 | | |
Index Solution 2030 | | | | | 177,878,914 | | | | | | 124,503,822 | | |
Index Solution 2035 | | | | | 274,059,652 | | | | | | 223,999,694 | | |
Index Solution 2040 | | | | | 148,649,233 | | | | | | 92,538,875 | | |
Index Solution 2045 | | | | | 187,645,174 | | | | | | 153,442,740 | | |
Index Solution 2050 | | | | | 122,844,640 | | | | | | 79,455,504 | | |
Index Solution 2055 | | | | | 114,030,808 | | | | | | 76,528,476 | | |
Index Solution 2060 | | | | | 64,478,904 | | | | | | 33,178,461 | | |
Index Solution 2065 | | | | | 9,058,434 | | | | | | 1,635,867 | | |
Subsidiary | | | Portfolio | | | Percentage | | |||
Voya Institutional Trust Company | | | Index Solution Income | | | | | 30.34% | | |
| | | Index Solution 2025 | | | | | 17.57 | | |
| | | Index Solution 2030 | | | | | 12.12 | | |
| | | Index Solution 2035 | | | | | 15.99 | | |
| | | Index Solution 2040 | | | | | 12.87 | | |
| | | Index Solution 2045 | | | | | 17.65 | | |
| | | Index Solution 2050 | | | | | 12.37 | | |
| | | Index Solution 2055 | | | | | 14.77 | | |
| | | Index Solution 2060 | | | | | 15.61 | | |
| | | Index Solution 2065 | | | | | 9.00 | | |
Voya Investment Management Co. LLC | | | Index Solution 2065 | | | | | 20.81 | | |
Voya Retirement Insurance and Annuity Company | | | Index Solution Income | | | | | 69.64 | | |
| | | Index Solution 2025 | | | | | 82.43 | | |
| | | Index Solution 2030 | | | | | 87.86 | | |
| | | Index Solution 2035 | | | | | 84.00 | | |
| | | Index Solution 2040 | | | | | 87.11 | | |
| | | Index Solution 2045 | | | | | 82.35 | | |
| | | Index Solution 2050 | | | | | 87.63 | | |
| | | Index Solution 2055 | | | | | 85.23 | | |
| | | Index Solution 2060 | | | | | 84.39 | | |
| | | Index Solution 2065 | | | | | 70.19 | | |
Portfolio | | | Amount | | |||
Index Solution Income | | | | $ | 60,143 | | |
Index Solution 2025 | | | | | 93,593 | | |
Index Solution 2030 | | | | | 34,947 | | |
Index Solution 2035 | | | | | 108,428 | | |
Index Solution 2040 | | | | | 29,797 | | |
Index Solution 2045 | | | | | 113,137 | | |
Index Solution 2050 | | | | | 37,775 | | |
Index Solution 2055 | | | | | 105,121 | | |
Index Solution 2060 | | | | | 34,257 | | |
Index Solution 2065 | | | | | 1,018 | | |
Portfolio | | | Class ADV(1)(2) | | | Class I(1)(2) | | | Class S(1)(2) | | | Class S2(1)(2) | | | Class Z(3)(4) | | |||||||||||||||
Index Solution Income | | | | | 0.89% | | | | | | 0.39% | | | | | | 0.64% | | | | | | 0.79% | | | | | | 0.00% | | |
Index Solution 2025 | | | | | 0.89% | | | | | | 0.39% | | | | | | 0.64% | | | | | | 0.79% | | | | | | 0.00% | | |
Index Solution 2030 | | | | | 0.89% | | | | | | 0.39% | | | | | | 0.64% | | | | | | 0.79% | | | | | | 0.00% | | |
Index Solution 2035 | | | | | 0.89% | | | | | | 0.39% | | | | | | 0.64% | | | | | | 0.79% | | | | | | 0.00% | | |
Index Solution 2040 | | | | | 0.89% | | | | | | 0.39% | | | | | | 0.64% | | | | | | 0.79% | | | | | | 0.00% | | |
Index Solution 2045 | | | | | 0.89% | | | | | | 0.39% | | | | | | 0.64% | | | | | | 0.79% | | | | | | 0.00% | | |
Portfolio | | | Class ADV(1)(2) | | | Class I(1)(2) | | | Class S(1)(2) | | | Class S2(1)(2) | | | Class Z(3)(4) | | |||||||||||||||
Index Solution 2050 | | | | | 0.89% | | | | | | 0.39% | | | | | | 0.64% | | | | | | 0.79% | | | | | | 0.00% | | |
Index Solution 2055 | | | | | 0.89% | | | | | | 0.39% | | | | | | 0.64% | | | | | | 0.79% | | | | | | 0.00% | | |
Index Solution 2060 | | | | | 0.89% | | | | | | 0.39% | | | | | | 0.64% | | | | | | 0.79% | | | | | | 0.00% | | |
Index Solution 2065 | | | | | 0.89% | | | | | | 0.39% | | | | | | 0.64% | | | | | | 0.79% | | | | | | 0.00% | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Index Solution 2045 | | | | | 1 | | | | | $ | 546,000 | | | | | | 1.26% | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Index Solution Income | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | | | | | 235,316 | | | | | | — | | | | | | — | | | | | | (888,795) | | | | | | (653,479) | | | | | | 2,685,364 | | | | | | — | | | | | | — | | | | | | (10,112,615) | | | | | | (7,427,251) | | |
12/31/2020 | | | | | 717,747 | | | | | | 2,687,004 | | | | | | 256,072 | | | | | | (2,069,779) | | | | | | 1,591,044 | | | | | | 7,609,479 | | | | | | 28,842,421 | | | | | | 2,739,970 | | | | | | (22,117,134) | | | | | | 17,074,736 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 96,098 | | | | | | — | | | | | | — | | | | | | (289,007) | | | | | | (192,909) | | | | | | 1,132,729 | | | | | | — | | | | | | — | | | | | | (3,382,370) | | | | | | (2,249,641) | | |
12/31/2020 | | | | | 487,107 | | | | | | 562,341 | | | | | | 65,854 | | | | | | (1,067,247) | | | | | | 48,055 | | | | | | 5,459,262 | | | | | | 6,187,741 | | | | | | 722,414 | | | | | | (11,842,053) | | | | | | 527,364 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 107,999 | | | | | | — | | | | | | — | | | | | | (1,092,720) | | | | | | (984,721) | | | | | | 1,249,992 | | | | | | — | | | | | | — | | | | | | (12,729,424) | | | | | | (11,479,432) | | |
12/31/2020 | | | | | 707,770 | | | | | | 888,803 | | | | | | 458,384 | | | | | | (1,920,879) | | | | | | 134,078 | | | | | | 7,683,317 | | | | | | 9,688,951 | | | | | | 4,982,635 | | | | | | (20,857,605) | | | | | | 1,497,298 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 263,399 | | | | | | — | | | | | | — | | | | | | (181,565) | | | | | | 81,834 | | | | | | 2,997,428 | | | | | | — | | | | | | — | | | | | | (2,060,316) | | | | | | 937,112 | | |
12/31/2020 | | | | | 469,538 | | | | | | 981,176 | | | | | | 28,612 | | | | | | (804,493) | | | | | | 674,833 | | | | | | 5,006,516 | | | | | | 10,462,773 | | | | | | 304,139 | | | | | | (8,562,092) | | | | | | 7,211,337 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 2,537,267 | | | | | | — | | | | | | — | | | | | | (5,994,821) | | | | | | (3,457,554) | | | | | | 30,356,372 | | | | | | — | | | | | | — | | | | | | (71,206,544) | | | | | | (40,850,172) | | |
12/31/2020 | | | | | 9,306,166 | | | | | | 34,721,940 | | | | | | 842,283 | | | | | | (5,830,726) | | | | | | 39,039,663 | | | | | | 106,072,477 | | | | | | 386,594,608 | | | | | | 9,349,343 | | | | | | (65,107,326) | | | | | | 436,909,100 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
Index Solution 2025 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||
6/30/2021 | | | | | 630,546 | | | | | | — | | | | | | — | | | | | | (1,755,736) | | | | | | (1,125,190) | | | | | | 7,797,616 | | | | | | — | | | | | | — | | | | | | (21,924,416) | | | | | | (14,126,800) | | | | | | | | | | | | | ||||||||||||||||||||
12/31/2020 | | | | | 1,898,294 | | | | | | — | | | | | | 706,442 | | | | | | (4,447,311) | | | | | | (1,842,575) | | | | | | 21,147,829 | | | | | | — | | | | | | 7,813,249 | | | | | | (48,793,153) | | | | | | (19,832,075) | | | | | | | | | | | | | ||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||
6/30/2021 | | | | | 283,134 | | | | | | — | | | | | | — | | | | | | (302,585) | | | | | | (19,451) | | | | | | 3,643,651 | | | | | | — | | | | | | — | | | | | | (3,871,105) | | | | | | (227,454) | | | | | | | | | | | | | ||||||||||||||||||||
12/31/2020 | | | | | 1,410,329 | | | | | | — | | | | | | 239,544 | | | | | | (2,688,052) | | | | | | (1,038,179) | | | | | | 16,542,295 | | | | | | — | | | | | | 2,714,034 | | | | | | (30,884,496) | | | | | | (11,628,168) | | | | | | | | | | | | | ||||||||||||||||||||
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||
6/30/2021 | | | | | 458,890 | �� | | | | | — | | | | | | — | | | | | | (720,088) | | | | | | (261,198) | | | | | | 5,778,353 | | | | | | — | | | | | | — | | | | | | (9,121,772) | | | | | | (3,343,419) | | | | | | | | | | | | | ||||||||||||||||||||
12/31/2020 | | | | | 992,489 | | | | | | — | | | | | | 520,595 | | | | | | (2,154,621) | | | | | | (641,537) | | | | | | 11,098,047 | | | | | | — | | | | | | 5,835,868 | | | | | | (24,039,641) | | | | | | (7,105,726) | | | | | | | | | | | | | ||||||||||||||||||||
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||
6/30/2021 | | | | | 304,772 | | | | | | — | | | | | | — | | | | | | (432,366) | | | | | | (127,594) | | | | | | 3,766,046 | | | | | | — | | | | | | — | | | | | | (5,400,866) | | | | | | (1,634,820) | | | | | | | | | | | | | ||||||||||||||||||||
12/31/2020 | | | | | 881,102 | | | | | | — | | | | | | 149,228 | | | | | | (969,139) | | | | | | 61,191 | | | | | | 9,679,413 | | | | | | — | | | | | | 1,641,507 | | | | | | (10,675,295) | | | | | | 645,625 | | | | | | | | | | | | | ||||||||||||||||||||
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||
6/30/2021 | | | | | 4,627,578 | | | | | | — | | | | | | — | | | | | | (3,410,136) | | | | | | 1,217,442 | | | | | | 60,060,505 | | | | | | — | | | | | | — | | | | | | (44,017,525) | | | | | | 16,042,980 | | | | | | | | | | | | | ||||||||||||||||||||
12/31/2020 | | | | | 10,748,070 | | | | | | — | | | | | | 2,998,356 | | | | | | (6,868,965) | | | | | | 6,877,461 | | | | | | 123,413,523 | | | | | | — | | | | | | 34,391,146 | | | | | | (77,332,818) | | | | | | 80,471,852 | | | | | | | | | | | | | ||||||||||||||||||||
Index Solution 2030 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||
6/30/2021 | | | | | 294,954 | | | | | | — | | | | | | — | | | | | | (154,815) | | | | | | 140,139 | | | | | | 5,277,943 | | | | | | — | | | | | | — | | | | | | (2,748,836) | | | | | | 2,529,107 | | | | | | | | | | | | | ||||||||||||||||||||
12/31/2020 | | | | | 774,801 | | | | | | — | | | | | | 104,898 | | | | | | (727,448) | | | | | | 152,251 | | | | | | 11,983,019 | | | | | | — | | | | | | 1,626,967 | | | | | | (11,079,347) | | | | | | 2,530,639 | | | | | | | | | | | | | ||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||
6/30/2021 | | | | | 50,826 | | | | | | — | | | | | | — | | | | | | (57,097) | | | | | | (6,271) | | | | | | 945,204 | | | | | | — | | | | | | — | | | | | | (1,049,851) | | | | | | (104,647) | | | | | | | | | | | | | ||||||||||||||||||||
12/31/2020 | | | | | 296,207 | | | | | | — | | | | | | 25,622 | | | | | | (324,707) | | | | | | (2,878) | | | | | | 4,757,963 | | | | | | — | | | | | | 409,433 | | | | | | (5,262,693) | | | | | | (95,297) | | | | | | | | | | | | | ||||||||||||||||||||
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||
6/30/2021 | | | | | 145,078 | | | | | | — | | | | | | — | | | | | | (144,094) | | | | | | 984 | | | | | | 2,642,074 | | | | | | — | | | | | | — | | | | | | (2,635,260) | | | | | | 6,814 | | | | | | | | | | | | | ||||||||||||||||||||
12/31/2020 | | | | | 286,151 | | | | | | — | | | | | | 42,318 | | | | | | (237,809) | | | | | | 90,660 | | | | | | 4,549,495 | | | | | | — | | | | | | 671,172 | | | | | | (3,775,271) | | | | | | 1,445,395 | | | | | | | | | | | | | ||||||||||||||||||||
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||
6/30/2021 | | | | | 145,225 | | | | | | — | | | | | | — | | | | | | (64,272) | | | | | | 80,953 | | | | | | 2,623,082 | | | | | | — | | | | | | — | | | | | | (1,156,570) | | | | | | 1,466,512 | | | | | | | | | | | | | ||||||||||||||||||||
12/31/2020 | | | | | 370,305 | | | | | | — | | | | | | 21,457 | | | | | | (131,949) | | | | | | 259,813 | | | | | | 5,815,982 | | | | | | — | | | | | | 335,167 | | | | | | (2,064,055) | | | | | | 4,087,095 | | | | | | | | | | | | | ||||||||||||||||||||
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||
6/30/2021 | | | | | 3,475,847 | | | | | | — | | | | | | — | | | | | | (1,351,181) | | | | | | 2,124,666 | | | | | | 65,060,401 | | | | | | — | | | | | | — | | | | | | (25,209,999) | | | | | | 39,850,402 | | | | | | | | | | | | | ||||||||||||||||||||
12/31/2020 | | | | | 6,915,969 | | | | | | — | | | | | | 1,708,256 | | | | | | (3,526,141) | | | | | | 5,098,084 | | | | | | 113,266,641 | | | | | | — | | | | | | 27,537,089 | | | | | | (57,184,547) | | | | | | 83,619,183 | | | | | | | | | | | | | ||||||||||||||||||||
Index Solution 2035 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||
6/30/2021 | | | | | 396,539 | | | | | | — | | | | | | — | | | | | | (1,424,622) | | | | | | (1,028,083) | | | | | | 5,283,319 | | | | | | — | | | | | | — | | | | | | (18,893,498) | | | | | | (13,610,179) | | | | | | | | | | | | | ||||||||||||||||||||
12/31/2020 | | | | | 1,152,250 | | | | | | — | | | | | | 741,529 | | | | | | (4,206,112) | | | | | | (2,312,333) | | | | | | 13,111,891 | | | | | | — | | | | | | 8,357,037 | | | | | | (47,882,272) | | | | | | (26,413,344) | | | | | | | | | | | | | ||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||
6/30/2021 | | | | | 402,589 | | | | | | — | | | | | | — | | | | | | (194,062) | | | | | | 208,527 | | | | | | 5,520,552 | | | | | | — | | | | | | — | | | | | | (2,647,565) | | | | | | 2,872,987 | | | | | | | | | | | | | ||||||||||||||||||||
12/31/2020 | | | | | 1,426,897 | | | | | | — | | | | | | 298,532 | | | | | | (2,905,565) | | | | | | (1,180,136) | | | | | | 17,241,026 | | | | | | — | | | | | | 3,457,004 | | | | | | (34,971,857) | | | | | | (14,273,827) | | | | | | | | | | | | | ||||||||||||||||||||
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||
6/30/2021 | | | | | 449,704 | | | | | | — | | | | | | — | | | | | | (918,239) | | | | | | (468,535) | | | | | | 6,071,130 | | | | | | — | | | | | | — | | | | | | (12,378,008) | | | | | | (6,306,878) | | | | | | | | | | | | | ||||||||||||||||||||
12/31/2020 | | | | | 762,527 | | | | | | — | | | | | | 465,902 | | | | | | (1,793,853) | | | | | | (565,424) | | | | | | 8,853,175 | | | | | | — | | | | | | 5,329,917 | | | | | | (20,473,784) | | | | | | (6,290,692) | | | | | | | | | | | | | ||||||||||||||||||||
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||
6/30/2021 | | | | | 333,503 | | | | | | — | | | | | | — | | | | | | (260,723) | | | | | | 72,780 | | | | | | 4,458,614 | | | | | | — | | | | | | — | | | | | | (3,483,584) | | | | | | 975,030 | | | | | | | | | | | | | ||||||||||||||||||||
12/31/2020 | | | | | 663,682 | | | | | | — | | | | | | 167,813 | | | | | | (428,428) | | | | | | 403,067 | | | | | | 7,431,450 | | | | | | — | | | | | | 1,886,218 | | | | | | (5,015,552) | | | | | | 4,302,116 | | | | | | | | | | | | | ||||||||||||||||||||
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||
6/30/2021 | | | | | 5,582,129 | | | | | | — | | | | | | — | | | | | | (1,852,269) | | | | | | 3,729,860 | | | | | | 77,801,090 | | | | | | — | | | | | | — | | | | | | (25,764,463) | | | | | | 52,036,627 | | | | | | | | | | | | | ||||||||||||||||||||
12/31/2020 | | | | | 11,852,084 | | | | | | — | | | | | | 3,336,400 | | | | | | (5,553,756) | | | | | | 9,634,728 | | | | | | 141,721,823 | | | | | | — | | | | | | 39,169,338 | | | | | | (66,963,958) | | | | | | 113,927,203 | | | | | | | | | | | | | ||||||||||||||||||||
Index Solution 2040 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||
6/30/2021 | | | | | 202,147 | | | | | | — | | | | | | — | | | | | | (169,967) | | | | | | 32,180 | | | | | | 3,949,095 | | | | | | — | | | | | | — | | | | | | (3,298,961) | | | | | | 650,134 | | | | | | | | | | | | | ||||||||||||||||||||
12/31/2020 | | | | | 367,613 | | | | | | — | | | | | | 64,028 | | | | | | (463,431) | | | | | | (31,790) | | | | | | 6,014,710 | | | | | | — | | | | | | 1,035,335 | | | | | | (7,509,583) | | | | | | (459,538) | | | | | | | | | | | | | ||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||
6/30/2021 | | | | | 41,517 | | | | | | — | | | | | | — | | | | | | (28,216) | | | | | | 13,301 | | | | | | 838,568 | | | | | | — | | | | | | — | | | | | | (564,815) | | | | | | 273,753 | | | | | | | | | | | | | ||||||||||||||||||||
12/31/2020 | | | | | 292,906 | | | | | | — | | | | | | 19,353 | | | | | | (238,628) | | | | | | 73,631 | | | | | | 5,023,794 | | | | | | — | | | | | | 321,833 | | | | | | (4,184,472) | | | | | | 1,161,156 | | | | | | | | | | | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Index Solution 2040 (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 103,298 | | | | | | — | | | | | | — | | | | | | (103,864) | | | | | | (566) | | | | | | 2,072,194 | | | | | | — | | | | | | — | | | | | | (2,107,138) | | | | | | (34,944) | | |
12/31/2020 | | | | | 231,022 | | | | | | — | | | | | | 31,287 | | | | | | (199,247) | | | | | | 63,062 | | | | | | 3,852,194 | | | | | | — | | | | | | 519,370 | | | | | | (3,259,973) | | | | | | 1,111,591 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 41,711 | | | | | | — | | | | | | — | | | | | | (35,462) | | | | | | 6,249 | | | | | | 826,007 | | | | | | — | | | | | | — | | | | | | (690,695) | | | | | | 135,312 | | |
12/31/2020 | | | | | 107,659 | | | | | | — | | | | | | 8,462 | | | | | | (42,771) | | | | | | 73,350 | | | | | | 1,790,287 | | | | | | — | | | | | | 138,265 | | | | | | (679,975) | | | | | | 1,248,577 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 3,045,659 | | | | | | — | | | | | | — | | | | | | (825,444) | | | | | | 2,220,215 | | | | | | 62,225,764 | | | | | | — | | | | | | — | | | | | | (16,758,034) | | | | | | 45,467,730 | | |
12/31/2020 | | | | | 6,437,206 | | | | | | — | | | | | | 1,321,298 | | | | | | (2,204,285) | | | | | | 5,554,219 | | | | | | 111,285,543 | | | | | | — | | | | | | 22,211,017 | | | | | | (38,578,604) | | | | | | 94,917,955 | | |
Index Solution 2045 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 338,205 | | | | | | — | | | | | | — | | | | | | (1,068,955) | | | | | | (730,750) | | | | | | 4,770,977 | | | | | | — | | | | | | — | | | | | | (14,924,609) | | | | | | (10,153,632) | | |
12/31/2020 | | | | | 783,324 | | | | | | — | | | | | | 543,531 | | | | | | (2,632,874) | | | | | | (1,306,019) | | | | | | 9,165,407 | | | | | | — | | | | | | 6,283,226 | | | | | | (30,744,555) | | | | | | (15,295,921) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 284,705 | | | | | | — | | | | | | — | | | | | | (283,730) | | | | | | 975 | | | | | | 4,137,386 | | | | | | — | | | | | | — | | | | | | (4,171,889) | | | | | | (34,503) | | |
12/31/2020 | | | | | 1,042,204 | | | | | | — | | | | | | 255,904 | | | | | | (2,170,367) | | | | | | (872,259) | | | | | | 13,059,759 | | | | | | — | | | | | | 3,063,168 | | | | | | (27,420,403) | | | | | | (11,297,477) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 256,936 | | | | | | — | | | | | | — | | | | | | (361,760) | | | | | | (104,824) | | | | | | 3,715,145 | | | | | | — | | | | | | — | | | | | | (5,235,121) | | | | | | (1,519,976) | | |
12/31/2020 | | | | | 628,835 | | | | | | — | | | | | | 320,364 | | | | | | (1,237,416) | | | | | | (288,217) | | | | | | 7,386,658 | | | | | | — | | | | | | 3,773,890 | | | | | | (14,600,438) | | | | | | (3,439,890) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 215,853 | | | | | | — | | | | | | — | | | | | | (188,290) | | | | | | 27,563 | | | | | | 3,066,192 | | | | | | — | | | | | | — | | | | | | (2,664,009) | | | | | | 402,183 | | |
12/31/2020 | | | | | 458,455 | | | | | | — | | | | | | 101,934 | | | | | | (331,729) | | | | | | 228,660 | | | | | | 5,332,678 | | | | | | — | | | | | | 1,178,350 | | | | | | (3,851,749) | | | | | | 2,659,279 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 3,682,353 | | | | | | — | | | | | | — | | | | | | (1,582,771) | | | | | | 2,099,582 | | | | | | 55,027,646 | | | | | | — | | | | | | — | | | | | | (23,572,239) | | | | | | 31,455,407 | | |
12/31/2020 | | | | | 11,110,829 | | | | | | — | | | | | | 2,294,645 | | | | | | (3,445,551) | | | | | | 9,959,923 | | | | | | 141,182,494 | | | | | | — | | | | | | 27,811,102 | | | | | | (44,523,232) | | | | | | 124,470,364 | | |
Index Solution 2050 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 150,107 | | | | | | — | | | | | | — | | | | | | (104,496) | | | | | | 45,611 | | | | | | 2,999,277 | | | | | | — | | | | | | — | | | | | | (2,065,842) | | | | | | 933,435 | | |
12/31/2020 | | | | | 332,763 | | | | | | — | | | | | | 47,427 | | | | | | (357,517) | | | | | | 22,673 | | | | | | 5,555,351 | | | | | | — | | | | | | 775,910 | | | | | | (5,918,896) | | | | | | 412,365 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 81,248 | | | | | | — | | | | | | — | | | | | | (35,729) | | | | | | 45,519 | | | | | | 1,665,447 | | | | | | — | | | | | | — | | | | | | (729,824) | | | | | | 935,623 | | |
12/31/2020 | | | | | 320,202 | | | | | | — | | | | | | 20,829 | | | | | | (249,425) | | | | | | 91,606 | | | | | | 5,606,277 | | | | | | — | | | | | | 348,884 | | | | | | (4,421,218) | | | | | | 1,533,943 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 107,565 | | | | | | — | | | | | | — | | | | | | (46,114) | | | | | | 61,451 | | | | | | 2,189,727 | | | | | | — | | | | | | — | | | | | | (952,554) | | | | | | 1,237,173 | | |
12/31/2020 | | | | | 236,906 | | | | | | — | | | | | | 31,084 | | | | | | (236,018) | | | | | | 31,972 | | | | | | 3,933,194 | | | | | | — | | | | | | 519,111 | | | | | | (3,903,999) | | | | | | 548,305 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 28,645 | | | | | | — | | | | | | — | | | | | | (18,229) | | | | | | 10,416 | | | | | | 577,608 | | | | | | — | | | | | | — | | | | | | (373,454) | | | | | | 204,154 | | |
12/31/2020 | | | | | 67,185 | | | | | | — | | | | | | 7,726 | | | | | | (64,902) | | | | | | 10,009 | | | | | | 1,098,357 | | | | | | — | | | | | | 127,088 | | | | | | (1,024,000) | | | | | | 201,445 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 2,398,959 | | | | | | — | | | | | | — | | | | | | (774,098) | | | | | | 1,624,861 | | | | | | 50,057,433 | | | | | | — | | | | | | — | | | | | | (16,133,581) | | | | | | 33,923,852 | | |
12/31/2020 | | | | | 5,166,662 | | | | | | — | | | | | | 884,866 | | | | | | (1,829,622) | | | | | | 4,221,906 | | | | | | 89,482,388 | | | | | | — | | | | | | 14,963,072 | | | | | | (33,119,352) | | | | | | 71,326,109 | | |
Index Solution 2055 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 234,610 | | | | | | — | | | | | | — | | | | | | (326,452) | | | | | | (91,842) | | | | | | 4,370,810 | | | | | | — | | | | | | — | | | | | | (6,013,386) | | | | | | (1,642,576) | | |
12/31/2020 | | | | | 472,726 | | | | | | — | | | | | | 160,019 | | | | | | (724,215) | | | | | | (91,470) | | | | | | 7,163,062 | | | | | | — | | | | | | 2,421,084 | | | | | | (10,992,537) | | | | | | (1,408,390) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 190,322 | | | | | | — | | | | | | — | | | | | | (200,549) | | | | | | (10,227) | | | | | | 3,656,385 | | | | | | — | | | | | | — | | | | | | (3,816,357) | | | | | | (159,972) | | |
12/31/2020 | | | | | 915,394 | | | | | | — | | | | | | 112,384 | | | | | | (988,266) | | | | | | 39,512 | | | | | | 14,753,294 | | | | | | — | | | | | | 1,744,199 | | | | | | (16,431,171) | | | | | | 66,321 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 189,380 | | | | | | — | | | | | | — | | | | | | (162,499) | | | | | | 26,881 | | | | | | 3,567,124 | | | | | | — | | | | | | — | | | | | | (3,093,574) | | | | | | 473,550 | | |
12/31/2020 | | | | | 428,155 | | | | | | — | | | | | | 111,782 | | | | | | (444,908) | | | | | | 95,029 | | | | | | 6,515,419 | | | | | | — | | | | | | 1,713,622 | | | | | | (6,937,103) | | | | | | 1,291,938 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 163,753 | | | | | | — | | | | | | — | | | | | | (78,611) | | | | | | 85,142 | | | | | | 3,086,951 | | | | | | — | | | | | | — | | | | | | (1,482,019) | | | | | | 1,604,932 | | |
12/31/2020 | | | | | 353,606 | | | | | | — | | | | | | 41,113 | | | | | | (129,067) | | | | | | 265,652 | | | | | | 5,330,443 | | | | | | — | | | | | | 624,512 | | | | | | (1,929,801) | | | | | | 4,025,154 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | | ||||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ||||||||||||||||||||||||||||||||
Index Solution 2055 (continued) | | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
6/30/2021 | | | | | 2,042,291 | | | | | | — | | | | | | — | | | | | | (453,304) | | | | | | 1,588,987 | | | | | | 39,770,265 | | | | | | — | | | | | | — | | | | | | (8,758,357) | | | | | | 31,011,908 | | | | ||
12/31/2020 | | | | | 5,048,444 | | | | | | — | | | | | | 775,440 | | | | | | (1,189,440) | | | | | | 4,634,444 | | | | | | 81,012,131 | | | | | | — | | | | | | 12,189,910 | | | | | | (20,190,410) | | | | | | 73,011,631 | | | | ||
Index Solution 2060 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
6/30/2021 | | | | | 125,450 | | | | | | — | | | | | | — | | | | | | (102,507) | | | | | | 22,943 | | | | | | 1,984,224 | | | | | | — | | | | | | — | | | | | | (1,603,900) | | | | | | 380,324 | | | | ||
12/31/2020 | | | | | 304,319 | | | | | | — | | | | | | 29,294 | | | | | | (292,586) | | | | | | 41,027 | | | | | | 3,888,207 | | | | | | — | | | | | | 374,965 | | | | | | (3,812,505) | | | | | | 450,667 | | | | ||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
6/30/2021 | | | | | 192,490 | | | | | | — | | | | | | — | | | | | | (95,043) | | | | | | 97,447 | | | | | | 3,092,849 | | | | | | — | | | | | | — | | | | | | (1,537,547) | | | | | | 1,555,302 | | | | ||
12/31/2020 | | | | | 512,245 | | | | | | — | | | | | | 29,904 | | | | | | (191,443) | | | | | | 350,706 | | | | | | 6,744,561 | | | | | | — | | | | | | 389,656 | | | | | | (2,667,250) | | | | | | 4,466,967 | | | | ||
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
6/30/2021 | | | | | 99,519 | | | | | | — | | | | | | — | | | | | | (100,418) | | | | | | (899) | | | | | | 1,583,806 | | | | | | — | | | | | | — | | | | | | (1,589,205) | | | | | | (5,399) | | | | ||
12/31/2020 | | | | | 264,003 | | | | | | — | | | | | | 19,754 | | | | | | (155,472) | | | | | | 128,285 | | | | | | 3,343,706 | | | | | | — | | | | | | 254,832 | | | | | | (1,980,056) | | | | | | 1,618,482 | | | | ||
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
6/30/2021 | | | | | 27,679 | | | | | | — | | | | | | — | | | | | | (26,404) | | | | | | 1,275 | | | | | | 440,823 | | | | | | — | | | | | | — | | | | | | (422,770) | | | | | | 18,053 | | | | ||
12/31/2020 | | | | | 66,512 | | | | | | — | | | | | | 4,299 | | | | | | (45,313) | | | | | | 25,498 | | | | | | 849,307 | | | | | | — | | | | | | 55,293 | | | | | | (559,069) | | | | | | 345,531 | | | | ||
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
6/30/2021 | | | | | 2,020,237 | | | | | | — | | | | | | — | | | | | | (397,035) | | | | | | 1,623,202 | | | | | | 33,001,578 | | | | | | — | | | | | | — | | | | | | (6,476,446) | | | | | | 26,525,132 | | | | ||
12/31/2020 | | | | | 4,509,084 | | | | | | — | | | | | | 313,081 | | | | | | (580,792) | | | | | | 4,241,373 | | | | | | 60,653,578 | | | | | | — | | | | | | 4,123,271 | | | | | | (7,967,715) | | | | | | 56,809,134 | | | | ||
Index Solution 2065 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
6/30/2021 | | | | | 84,104 | | | | | | — | | | | | | — | | | | | | (4,721) | | | | | | 79,383 | | | | | | 1,028,446 | | | | | | — | | | | | | — | | | | | | (59,596) | | | | | | 968,850 | | | | ||
7/29/2020(1) - 12/31/2020 | | | | | 34,032 | | | | | | — | | | | | | 233 | | | | | | (1,269) | | | | | | 32,996 | | | | | | 352,799 | | | | | | — | | | | | | 2,696 | | | | | | (14,370) | | | | | | 341,125 | | | | ||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
6/30/2021 | | | | | 31,724 | | | | | | — | | | | | | — | | | | | | (2,316) | | | | | | 29,408 | | | | | | 393,351 | | | | | | — | | | | | | — | | | | | | (29,466) | | | | | | 363,885 | | | | ||
7/29/2020(1) - 12/31/2020 | | | | | 29,195 | | | | | | — | | | | | | 249 | | | | | | (4) | | | | | | 29,440 | | | | | | 305,166 | | | | | | — | | | | | | 2,881 | | | | | | (42) | | | | | | 308,005 | | | | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
6/30/2021 | | | | | 66,809 | | | | | | — | | | | | | — | | | | | | (11,724) | | | | | | 55,085 | | | | | | 838,188 | | | | | | — | | | | | | — | | | | | | (138,262) | | | | | | 699,926 | | | | ||
7/29/2020(1) - 12/31/2020 | | | | | 35,831 | | | | | | — | | | | | | 255 | | | | | | (3,073) | | | | | | 33,013 | | | | | | 379,194 | | | | | | — | | | | | | 2,954 | | | | | | (35,111) | | | | | | 347,037 | | | | ||
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
6/30/2021 | | | | | 21,508 | | | | | | — | | | | | | — | | | | | | (4,976) | | | | | | 16,532 | | | | | | 275,706 | | | | | | — | | | | | | — | | | | | | (58,618) | | | | | | 217,088 | | | | ||
7/29/2020(1) - 12/31/2020 | | | | | 14,982 | | | | | | — | | | | | | 116 | | | | | | —* | | | | | | 15,098 | | | | | | 158,323 | | | | | | — | | | | | | 1,341 | | | | | | (1) | | | | | | 159,663 | | | | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
6/30/2021 | | | | | 442,911 | | | | | | — | | | | | | — | | | | | | (35,789) | | | | | | 407,122 | | | | | | 5,530,993 | | | | | | — | | | | | | — | | | | | | (427,171) | | | | | | 5,103,822 | | | | ||
7/29/2020(1) - 12/31/2020 | | | | | 296,058 | | | | | | — | | | | | | 2,199 | | | | | | (23,088) | | | | | | 275,169 | | | | | | 3,104,097 | | | | | | — | | | | | | 25,485 | | | | | | (249,482) | | | | | | 2,880,100 | | | |
| | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Ordinary Income | | | Long-term Capital Gains | | ||||||||||||
Index Solution Income | | | | $ | 9,804,300 | | | | | $ | 8,294,202 | | | | | $ | 10,295,056 | | | | | $ | 5,684,591 | | |
Index Solution 2025 | | | | | 21,041,791 | | | | | | 31,354,013 | | | | | | 18,244,079 | | | | | | 34,552,759 | | |
Index Solution 2030 | | | | | 11,711,879 | | | | | | 18,867,949 | | | | | | 8,520,783 | | | | | | 16,027,641 | | |
Index Solution 2035 | | | | | 19,549,662 | | | | | | 38,649,852 | | | | | | 16,878,390 | | | | | | 35,213,286 | | |
Index Solution 2040 | | | | | 8,470,606 | | | | | | 15,755,214 | | | | | | 5,662,718 | | | | | | 12,541,821 | | |
Index Solution 2045 | | | | | 12,788,216 | | | | | | 29,321,520 | | | | | | 11,097,465 | | | | | | 27,142,615 | | |
Index Solution 2050 | | | | | 5,636,539 | | | | | | 11,097,526 | | | | | | 3,484,421 | | | | | | 7,931,264 | | |
Index Solution 2055 | | | | | 5,773,945 | | | | | | 12,919,382 | | | | | | 4,152,226 | | | | | | 10,576,754 | | |
Index Solution 2060 | | | | | 2,019,439 | | | | | | 3,178,578 | | | | | | 846,182 | | | | | | 1,828,435 | | |
Index Solution 2065 | | | | | 35,357 | | | | | | — | | | | | | — | | | | | | — | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | |||||||||
Index Solution Income | | | | $ | 20,570,391 | | | | | $ | 19,103,804 | | | | | $ | 74,272,999 | | |
Index Solution 2025 | | | | | 36,262,149 | | | | | | 45,712,926 | | | | | | 131,301,818 | | |
Index Solution 2030 | | | | | 21,820,633 | | | | | | 21,905,110 | | | | | | 89,195,191 | | |
Index Solution 2035 | | | | | 36,058,315 | | | | | | 48,452,090 | | | | | | 159,843,814 | | |
Index Solution 2040 | | | | | 15,264,551 | | | | | | 19,763,125 | | | | | | 81,584,694 | | |
Index Solution 2045 | | | | | 22,888,753 | | | | | | 36,420,663 | | | | | | 125,576,475 | | |
Index Solution 2050 | | | | | 9,471,974 | | | | | | 12,271,583 | | | | | | 60,303,816 | | |
Index Solution 2055 | | | | | 10,265,104 | | | | | | 16,288,865 | | | | | | 65,863,484 | | |
Index Solution 2060 | | | | | 3,972,725 | | | | | | 4,696,691 | | | | | | 24,702,755 | | |
Index Solution 2065 | | | | | 32,250 | | | | | | — | | | | | | 402,729 | | |
| Net investment income | | | | $ | 21,633,383 | | |
| Net realized and unrealized loss on investments | | | | $ | 73,977,064 | | |
| Net decrease in net assets resulting from operations | | | | $ | 95,610,447 | | |
| Total Net Assets of Acquired Portfolio (000s) | | | Total Net Assets of Acquiring Portfolio (000s) | | | Acquired Portfolio’s Capital Loss Carryforwards (000s) | | | Acquired Portfolio’s Unrealized Appreciation (000s) | | | Portfolios’ Conversion Ratio | | ||||||||||||
| $441,776 | | | | $ | 489,072 | | | | | $ | 0 | | | | | $ | 34,254 | | | | | | 1.2354 | | |
| | | PER SHARE AMOUNTS | | | | | | | | |||||||||||||||
| | | Net Investment Income | | | Short-term Capital Gains | | | Long-term Capital Gains | | | Payable Date | | | Record Date | | |||||||||
Index Solution Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.1615 | | | | | $ | 0.0498 | | | | | $ | 0.2385 | | | | August 4, 2021 | | | August 2, 2021 | |
Class I | | | | $ | 0.2123 | | | | | $ | 0.0498 | | | | | $ | 0.2385 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S | | | | $ | 0.1836 | | | | | $ | 0.0498 | | | | | $ | 0.2385 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S2 | | | | $ | 0.1855 | | | | | $ | 0.0498 | | | | | $ | 0.2385 | | | | August 4, 2021 | | | August 2, 2021 | |
Class Z | | | | $ | 0.2180 | | | | | $ | 0.0498 | | | | | $ | 0.2385 | | | | August 4, 2021 | | | August 2, 2021 | |
Index Solution 2025 | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.2150 | | | | | $ | 0.0942 | | | | | $ | 0.4584 | | | | August 4, 2021 | | | August 2, 2021 | |
Class I | | | | $ | 0.2779 | | | | | $ | 0.0942 | | | | | $ | 0.4584 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S | | | | $ | 0.2492 | | | | | $ | 0.0942 | | | | | $ | 0.4584 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S2 | | | | $ | 0.2335 | | | | | $ | 0.0942 | | | | | $ | 0.4584 | | | | August 4, 2021 | | | August 2, 2021 | |
Class Z | | | | $ | 0.2840 | | | | | $ | 0.0942 | | | | | $ | 0.4584 | | | | August 4, 2021 | | | August 2, 2021 | |
Index Solution 2030 | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.2857 | | | | | $ | 0.1114 | | | | | $ | 0.4755 | | | | August 4, 2021 | | | August 2, 2021 | |
Class I | | | | $ | 0.3542 | | | | | $ | 0.1114 | | | | | $ | 0.4755 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S | | | | $ | 0.3176 | | | | | $ | 0.1114 | | | | | $ | 0.4755 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S2 | | | | $ | 0.3155 | | | | | $ | 0.1114 | | | | | $ | 0.4755 | | | | August 4, 2021 | | | August 2, 2021 | |
Class Z | | | | $ | 0.3679 | | | | | $ | 0.1114 | | | | | $ | 0.4755 | | | | August 4, 2021 | | | August 2, 2021 | |
Index Solution 2035 | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.1938 | | | | | $ | 0.1125 | | | | | $ | 0.4931 | | | | August 4, 2021 | | | August 2, 2021 | |
Class I | | | | $ | 0.2609 | | | | | $ | 0.1125 | | | | | $ | 0.4931 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S | | | | $ | 0.2301 | | | | | $ | 0.1125 | | | | | $ | 0.4931 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S2 | | | | $ | 0.2204 | | | | | $ | 0.1125 | | | | | $ | 0.4931 | | | | August 4, 2021 | | | August 2, 2021 | |
Class Z | | | | $ | 0.2688 | | | | | $ | 0.1125 | | | | | $ | 0.4931 | | | | August 4, 2021 | | | August 2, 2021 | |
Index Solution 2040 | | | | | | | | | | | | | | | | | | | | | | | | ||
Class ADV | | | | $ | 0.2526 | | | | | $ | 0.0804 | | | | | $ | 0.5569 | | | | August 4, 2021 | | | August 2, 2021 | |
Class I | | | | $ | 0.3356 | | | | | $ | 0.0804 | | | | | $ | 0.5569 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S | | | | $ | 0.2956 | | | | | $ | 0.0804 | | | | | $ | 0.5569 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S2 | | | | $ | 0.2877 | | | | | $ | 0.0804 | | | | | $ | 0.5569 | | | | August 4, 2021 | | | August 2, 2021 | |
Class Z | | | | $ | 0.3551 | | | | | $ | 0.0804 | | | | | $ | 0.5569 | | | | August 4, 2021 | | | August 2, 2021 | |
| | | PER SHARE AMOUNTS | | | | | | | | |||||||||||||||
| | | Net Investment Income | | | Short-term Capital Gains | | | Long-term Capital Gains | | | Payable Date | | | Record Date | | |||||||||
Index Solution 2045 | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.1858 | | | | | $ | 0.0862 | | | | | $ | 0.5335 | | | | August 4, 2021 | | | August 2, 2021 | |
Class I | | | | $ | 0.2520 | | | | | $ | 0.0862 | | | | | $ | 0.5335 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S | | | | $ | 0.2221 | | | | | $ | 0.0862 | | | | | $ | 0.5335 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S2 | | | | $ | 0.2114 | | | | | $ | 0.0862 | | | | | $ | 0.5335 | | | | August 4, 2021 | | | August 2, 2021 | |
Class Z | | | | $ | 0.2643 | | | | | $ | 0.0862 | | | | | $ | 0.5335 | | | | August 4, 2021 | | | August 2, 2021 | |
Index Solution 2050 | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.2345 | | | | | $ | 0.0477 | | | | | $ | 0.4953 | | | | August 4, 2021 | | | August 2, 2021 | |
Class I | | | | $ | 0.3157 | | | | | $ | 0.0477 | | | | | $ | 0.4953 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S | | | | $ | 0.2760 | | | | | $ | 0.0477 | | | | | $ | 0.4953 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S2 | | | | $ | 0.2514 | | | | | $ | 0.0477 | | | | | $ | 0.4953 | | | | August 4, 2021 | | | August 2, 2021 | |
Class Z | | | | $ | 0.3418 | | | | | $ | 0.0477 | | | | | $ | 0.4953 | | | | August 4, 2021 | | | August 2, 2021 | |
Index Solution 2055 | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.2080 | | | | | $ | 0.0687 | | | | | $ | 0.5772 | | | | August 4, 2021 | | | August 2, 2021 | |
Class I | | | | $ | 0.2894 | | | | | $ | 0.0687 | | | | | $ | 0.5772 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S | | | | $ | 0.2542 | | | | | $ | 0.0687 | | | | | $ | 0.5772 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S2 | | | | $ | 0.2483 | | | | | $ | 0.0687 | | | | | $ | 0.5772 | | | | August 4, 2021 | | | August 2, 2021 | |
Class Z | | | | $ | 0.3162 | | | | | $ | 0.0687 | | | | | $ | 0.5772 | | | | August 4, 2021 | | | August 2, 2021 | |
Index Solution 2060 | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.1299 | | | | | $ | 0.0573 | | | | | $ | 0.3155 | | | | August 4, 2021 | | | August 2, 2021 | |
Class I | | | | $ | 0.2002 | | | | | $ | 0.0573 | | | | | $ | 0.3155 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S | | | | $ | 0.1662 | | | | | $ | 0.0573 | | | | | $ | 0.3155 | | | | August 4, 2021 | | | August 2, 2021 | |
Class S2 | | | | $ | 0.1508 | | | | | $ | 0.0573 | | | | | $ | 0.3155 | | | | August 4, 2021 | | | August 2, 2021 | |
Class Z | | | | $ | 0.2175 | | | | | $ | 0.0573 | | | | | $ | 0.3155 | | | | August 4, 2021 | | | August 2, 2021 | |
Index Solution 2065 | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | — | | | | | $ | 0.0306 | | | | | $ | — | | | | August 4, 2021 | | | August 2, 2021 | |
Class I | | | | $ | 0.0001 | | | | | $ | 0.0306 | | | | | $ | — | | | | August 4, 2021 | | | August 2, 2021 | |
Class S | | | | $ | — | | | | | $ | 0.0306 | | | | | $ | — | | | | August 4, 2021 | | | August 2, 2021 | |
Class S2 | | | | $ | — | | | | | $ | 0.0306 | | | | | $ | — | | | | August 4, 2021 | | | August 2, 2021 | |
Class Z | | | | $ | 0.0002 | | | | | $ | 0.0306 | | | | | $ | — | | | | August 4, 2021 | | | August 2, 2021 | |
Voya Index Solution Income Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 11.1% | | |||||||||||||||
138,384 | | | iShares 20+ Year Treasury Bond ETF | | | | $ | 19,975,730 | | | | | | 2.1 | | |
189,672 | | | iShares MSCI Eurozone ETF | | | | | 9,360,313 | | | | | | 1.0 | | |
469,995 | | | Schwab U.S. TIPS ETF | | | | | 29,379,388 | | | | | | 3.0 | | |
1,208,139 | | | Xtrackers USD High Yield Corporate Bond ETF | | | | | 48,700,083 | | | | | | 5.0 | | |
| | | Total Exchange-Traded Funds (Cost $103,022,312) | | | | | 107,415,514 | | | | | | 11.1 | | |
MUTUAL FUNDS: 88.7% | | |||||||||||||||
| | | Affiliated Investment Companies: 88.7% | | ||||||||||||
1,949,778 | | | Voya Emerging Markets Index Portfolio - Class P2 | | | | | 29,110,190 | | | | | | 3.0 | | |
4,835,245 | | | Voya International Index Portfolio - Class P2 | | | | | 57,829,533 | | | | | | 6.0 | | |
1,383,563 | | | Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 19,328,382 | | | | | | 2.0 | | |
508,809 | | | Voya Russell Small Cap Index Portfolio - Class P2 | | | | | 9,341,732 | | | | | | 0.9 | | |
9,647,415 | | | Voya Short Term Bond Fund - Class P2 | | | | | 95,702,361 | | | | | | 9.9 | | |
41,078,057 | | | Voya U.S. Bond Index Portfolio - Class P2 | | | | | 451,037,062 | | | | | | 46.6 | | |
8,946,054 | | | Voya U.S. Stock Index Portfolio - Class P2 | | | | | 196,097,502 | | | | | | 20.3 | | |
| | | Total Mutual Funds (Cost $788,365,539) | | | | | 858,446,762 | | | | | | 88.7 | | |
| | | Total Long-Term Investments (Cost $891,387,851) | | | | | 965,862,276 | | | | | | 99.8 | | |
SHORT-TERM INVESTMENTS: 0.2% | | |||||||||||||||
| | | Mutual Funds: 0.2% | | ||||||||||||
1,485,900 (1) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $1,485,900) | | | | | 1,485,900 | | | | | | 0.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | Total Short-Term Investments (Cost $1,485,900) | | | | $ | 1,485,900 | | | | | | 0.2 | | | |
| | | Total Investments in Securities (Cost $892,873,751) | | | | $ | 967,348,176 | | | | | | 100.0 | | |
| | | Liabilities in Excess of Other Assets | | | | | (209,973) | | | | | | — | | |
| | | Net Assets | | | | $ | 967,138,203 | | | | | | 100.0 | | |
|
| Target Asset Allocations as of June 30, 2021(1) | | |||
| Sub Asset Class | | | Income | |
| US Large Blend | | | 20.0% | |
| US Mid Cap Blend | | | 2.0% | |
| US Small Cap | | | 1.0% | |
| International | | | 7.0% | |
| Emerging Markets | | | 3.0% | |
| Core Fixed Income | | | 47.0% | |
| High Yield | | | 5.0% | |
| TIPS | | | 3.0% | |
| Short Durationx | | | 10.0% | |
| Long Govt Bonds | | | 2.0% | |
| Total Equity | | | 33.0% | |
| Total Fixed Income | | | 67.0% | |
| Total | | | 100.0% | |
| (1) As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Index Solution Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 107,415,514 | | | | | $ | — | | | | | $ | — | | | | | $ | 107,415,514 | | |
Mutual Funds | | | | | 858,446,762 | | | | | | — | | | | | | — | | | | | | 858,446,762 | | |
Short-Term Investments | | | | | 1,485,900 | | | | | | — | | | | | | — | | | | | | 1,485,900 | | |
Total Investments, at fair value | | | | $ | 967,348,176 | | | | | $ | — | | | | | $ | — | | | | | $ | 967,348,176 | | |
Issuer | | | Beginning Fair Value at 12/31/2020 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class P2 | | | | $ | 30,839,526 | | | | | $ | 1,005,908 | | | | | $ | (3,511,820) | | | | | $ | 776,576 | | | | | $ | 29,110,190 | | | | | $ | 257,878 | | | | | $ | 1,150,460 | | | | | $ | — | | |
Voya International Index Portfolio - Class P2 | | | | | 55,689,531 | | | | | | 6,397,248 | | | | | | (6,381,004) | | | | | | 2,123,758 | | | | | | 57,829,533 | | | | | | 1,172,496 | | | | | | 1,337,161 | | | | | | — | | |
Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | — | | | | | | 21,588,594 | | | | | | (645,547) | | | | | | (1,614,665) | | | | | | 19,328,382 | | | | | | 192,942 | | | | | | (50,807) | | | | | | 1,698,466 | | |
Voya Russell Small Cap Index Portfolio - Class P2 | | | | | 52,498,559 | | | | | | 609,656 | | | | | | (35,022,397) | | | | | | (8,744,086) | | | | | | 9,341,732 | | | | | | 126,272 | | | | | | 14,733,321 | | | | | | — | | |
Voya Short Term Bond - Class P2 | | | | | 98,126,274 | | | | | | 7,169,447 | | | | | | (9,034,353) | | | | | | (559,007) | | | | | | 95,702,361 | | | | | | 1,288,294 | | | | | | 76,719 | | | | | | — | | |
Voya U.S. Bond Index Portfolio - Class P2 | | | | | 461,103,872 | | | | | | 51,025,268 | | | | | | (44,791,119) | | | | | | (16,300,959) | | | | | | 451,037,062 | | | | | | 6,441,680 | | | | | | 2,501,884 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class P2 | | | | | 195,353,038 | | | | | | 23,293,579 | | | | | | (39,166,004) | | | | | | 16,616,889 | | | | | | 196,097,502 | | | | | | — | | | | | | 11,901,041 | | | | | | — | | |
| | | | $ | 893,610,800 | | | | | $ | 111,089,700 | | | | | $ | (138,552,244) | | | | | $ | (7,701,494) | | | | | $ | 858,446,762 | | | | | $ | 9,479,561 | | | | | $ | 31,649,778 | | | | | $ | 1,698,466 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (262,331) | | |
Total | | | | $ | (262,331) | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 87,795 | | |
Total | | | | $ | 87,795 | | |
Voya Index Solution Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Cost for federal income tax purposes was $902,783,923. | | | |||||
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 78,977,932 | | |
| Gross Unrealized Depreciation | | | | | (14,413,680) | | |
| Net Unrealized Appreciation | | | | $ | 64,564,252 | | |
Voya Index Solution 2025 Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 5.9% | | |||||||||||||||
257,465 | | | iShares MSCI Eurozone ETF | | | | $ | 12,705,898 | | | | | | 1.0 | | |
1,623,471 | | | Xtrackers USD High Yield Corporate Bond ETF | | | | | 65,442,116 | | | | | | 4.9 | | |
| | | Total Exchange-Traded Funds (Cost $73,895,317) | | | | | 78,148,014 | | | | | | 5.9 | | |
MUTUAL FUNDS: 94.0% | | |||||||||||||||
| | | Affiliated Investment Companies: 94.0% | | ||||||||||||
5,317,722 | | | Voya Emerging Markets Index Portfolio - Class P2 | | | | | 79,393,590 | | | | | | 6.0 | | |
13,180,401 | | | Voya International Index Portfolio - Class P2 | | | | | 157,637,597 | | | | | | 11.9 | | |
3,772,430 | | | Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 52,700,844 | | | | | | 4.0 | | |
1,409,215 | | | Voya Russell Small Cap Index Portfolio - Class P2 | | | | | 25,873,196 | | | | | | 2.0 | | |
45,397,677 | | | Voya U.S. Bond Index Portfolio - Class P2 | | | | | 498,466,491 | | | | | | 37.7 | | |
19,494,187 | | | Voya U.S. Stock Index Portfolio - Class P2 | | | | | 427,312,578 | | | | | | 32.4 | | |
| | | Total Mutual Funds (Cost $1,065,220,871) | | | | | 1,241,384,296 | | | | | | 94.0 | | |
| | | Total Investments in Securities (Cost $1,139,116,188) | | | | $ | 1,319,532,310 | | | | | | 99.9 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | Assets in Excess of Other Liabilities | | | | $ | 1,314,595 | | | | | | 0.1 | | | |
| | | Net Assets | | | | $ | 1,320,846,905 | | | | | | 100.0 | | |
|
| Target Asset Allocations as of June 30, 2021(1) | | |||
| Sub Asset Class | | | 2025 | |
| US Large Blend | | | 32.0% | |
| US Mid Cap Blend | | | 4.0% | |
| US Small Cap | | | 2.0% | |
| International | | | 13.0% | |
| Emerging Markets | | | 6.0% | |
| Core Fixed Income | | | 38.0% | |
| High Yield | | | 5.0% | |
| TIPS | | | — | |
| Short Duration | | | — | |
| Long Govt Bonds | | | — | |
| Total Equity | | | 57.0% | |
| Total Fixed Income | | | 43.0% | |
| Total | | | 100.0% | |
| (1) As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 78,148,014 | | | | | $ | — | | | | | $ | — | | | | | $ | 78,148,014 | | |
Mutual Funds | | | | | 1,241,384,296 | | | | | | — | | | | | | — | | | | | | 1,241,384,296 | | |
Total Investments, at fair value | | | | $ | 1,319,532,310 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,319,532,310 | | |
Voya Index Solution 2025 Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2020 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class P2 | | | | $ | 69,909,060 | | | | | $ | 10,855,777 | | | | | $ | (5,175,856) | | | | | $ | 3,804,609 | | | | | $ | 79,393,590 | | | | | $ | 696,994 | | | | | $ | 636,855 | | | | | $ | — | | |
Voya International Index Portfolio - Class P2 | | | | | 161,964,096 | | | | | | 10,099,229 | | | | | | (21,291,658) | | | | | | 6,865,930 | | | | | | 157,637,597 | | | | | | 3,166,828 | | | | | | 3,861,602 | | | | | | — | | |
Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 31,334,886 | | | | | | 24,975,746 | | | | | | (3,694,684) | | | | | | 84,896 | | | | | | 52,700,844 | | | | | | 521,347 | | | | | | (163,947) | | | | | | 4,589,406 | | |
Voya Russell Small Cap Index Portfolio - Class P2 | | | | | 38,962,189 | | | | | | 2,533,780 | | | | | | (14,821,091) | | | | | | (801,682) | | | | | | 25,873,196 | | | | | | 255,812 | | | | | | 6,219,925 | | | | | | — | | |
Voya U.S. Bond Index Portfolio - Class P2 | | | | | 411,615,746 | | | | | | 122,723,052 | | | | | | (22,502,276) | | | | | | (13,370,031) | | | | | | 498,466,491 | | | | | | 6,407,188 | | | | | | 1,103,097 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class P2 | | | | | 445,949,352 | | | | | | 18,070,791 | | | | | | (76,516,175) | | | | | | 39,808,610 | | | | | | 427,312,578 | | | | | | — | | | | | | 24,075,536 | | | | | | — | | |
| | | | $ | 1,159,735,329 | | | | | $ | 189,258,375 | | | | | $ | (144,001,740) | | | | | $ | 36,392,332 | | | | | $ | 1,241,384,296 | | | | | $ | 11,048,169 | | | | | $ | 35,733,068 | | | | | $ | 4,589,406 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 2,024,735 | | |
Total | | | | $ | 2,024,735 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (310,748) | | |
Total | | | | $ | (310,748) | | |
| Cost for federal income tax purposes was $1,150,806,180. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 180,441,795 | | |
| Gross Unrealized Depreciation | | | | | (11,715,665) | | |
| Net Unrealized Appreciation | | | | $ | 168,726,130 | | |
Voya Index Solution 2030 Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
EXCHANGE-TRADED FUNDS: 5.8% | | |||||||||||||||
341,877 | | | iShares MSCI Eurozone ETF | | | | $ | 16,871,630 | | | | | | 1.9 | | |
860,459 | | | Xtrackers USD High Yield Corporate Bond ETF | | | | | 34,685,102 | | | | | | 3.9 | | |
| | | Total Exchange-Traded Funds | | | | | | | | | | | | | |
| | | (Cost $49,210,323) | | | | | 51,556,732 | | | | | | 5.8 | | |
MUTUAL FUNDS: 94.1% | | |||||||||||||||
| | | Affiliated Investment Companies: 94.1% | | ||||||||||||
3,557,870 | | | Voya Emerging Markets Index Portfolio - Class P2 | | | | | 53,119,004 | | | | | | 6.0 | | |
12,561,242 | | | Voya International Index Portfolio - Class P2 | | | | | 150,232,452 | | | | | | 16.9 | | |
3,171,092 | | | Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 44,300,151 | | | | | | 5.0 | | |
2,384,392 | | | Voya Russell Small Cap Index Portfolio - Class P2 | | | | | 43,777,442 | | | | | | 4.9 | | |
21,803,350 | | | Voya U.S. Bond Index Portfolio - Class P2 | | | | | 239,400,785 | | | | | | 26.9 | | |
13,960,371 | | | Voya U.S. Stock Index Portfolio - Class P2 | | | | | 306,011,340 | | | | | | 34.4 | | |
| | | Total Mutual Funds (Cost $710,911,424) | | | | | 836,841,174 | | | | | | 94.1 | | |
| | | Total Investments in Securities (Cost $760,121,747) | | | | $ | 888,397,906 | | | | | | 99.9 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
| | Assets in Excess of Other Liabilities | | | | $ | 860,765 | | | | | | 0.1 | | | |
| | | Net Assets | | | | $ | 889,258,671 | | | | | | 100.0 | | |
|
| Target Asset Allocations as of June 30, 2021(1) | | |||
| Sub Asset Class | | | 2030 | |
| US Large Blend | | | 34.0% | |
| US Mid Cap Blend | | | 5.0% | |
| US Small Cap | | | 5.0% | |
| International | | | 19.0% | |
| Emerging Markets | | | 6.0% | |
| Core Fixed Income | | | 27.0% | |
| High Yield | | | 4.0% | |
| TIPS | | | — | |
| Short Duration | | | — | |
| Long Govt Bonds | | | — | |
| Total Equity | | | 69.0% | |
| Total Fixed Income | | | 31.0% | |
| Total | | | 100.0% | |
| (1) As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 51,556,732 | | | | | $ | — | | | | | $ | — | | | | | $ | 51,556,732 | | |
Mutual Funds | | | | | 836,841,174 | | | | | | — | | | | | | — | | | | | | 836,841,174 | | |
Total Investments, at fair value | | | | $ | 888,397,906 | | | | | $ | — | | | | | $ | — | | | | | $ | 888,397,906 | | |
Voya Index Solution 2030 Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2020 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class P2 | | | | $ | 55,922,987 | | | | | $ | 5,925,815 | | | | | $ | (9,625,809) | | | | | $ | 896,011 | | | | | $ | 53,119,004 | | | | | $ | 537,927 | | | | | $ | 2,397,603 | | | | | $ | — | | |
Voya International Index Portfolio - Class P2 | | | | | 133,127,676 | | | | | | 14,041,192 | | | | | | (5,618,425) | | | | | | 8,682,009 | | | | | | 150,232,452 | | | | | | 2,972,732 | | | | | | 270,507 | | | | | | — | | |
Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 23,635,901 | | | | | | 22,866,389 | | | | | | (1,984,545) | | | | | | (217,594) | | | | | | 44,300,151 | | | | | | 432,218 | | | | | | (77,414) | | | | | | 3,804,805 | | |
Voya Russell Small Cap Index Portfolio - Class P2 | | | | | 32,821,464 | | | | | | 20,284,509 | | | | | | (10,703,604) | | | | | | 1,375,073 | | | | | | 43,777,442 | | | | | | 338,540 | | | | | | 4,464,850 | | | | | | — | | |
Voya U.S. Bond Index Portfolio - Class P2 | | | | | 183,218,356 | | | | | | 67,959,909 | | | | | | (5,838,000) | | | | | | (5,939,480) | | | | | | 239,400,785 | | | | | | 2,968,268 | | | | | | 473,741 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class P2 | | | | | 303,549,466 | | | | | | 22,503,683 | | | | | | (48,645,289) | | | | | | 28,603,480 | | | | | | 306,011,340 | | | | | | — | | | | | | 14,793,753 | | | | | | — | | |
| | | | $ | 732,275,850 | | | | | $ | 153,581,497 | | | | | $ | (82,415,672) | | | | | $ | 33,399,499 | | | | | $ | 836,841,174 | | | | | $ | 7,249,685 | | | | | $ | 22,323,040 | | | | | $ | 3,804,805 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 852,753 | | |
Total | | | | $ | 852,753 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (48,956) | | |
Total | | | | $ | (48,956) | | |
| Cost for federal income tax purposes was $765,344,016. | | | |||||
| Net unrealized appreciation consisted of: | | ||||||
| Gross Unrealized Appreciation | | | | $ | 128,673,927 | | |
| Gross Unrealized Depreciation | | | | | (5,620,038) | | |
| Net Unrealized Appreciation | | | | $ | 123,053,889 | | |
Voya Index Solution 2035 Portfolio | as of June 30, 2021 (Unaudited) |
| Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
| EXCHANGE-TRADED FUNDS: 5.9% | | |||||||||||||||
| 546,705 | | | iShares MSCI Eurozone ETF | | | | $ | 26,979,892 | | | | | | 1.9 | | |
| 1,387,887 | | | Xtrackers USD High Yield Corporate Bond ETF | | | | | 55,945,725 | | | | | | 4.0 | | |
| | | | Total Exchange-Traded Funds (Cost $79,072,559) | | | | | 82,925,617 | | | | | | 5.9 | | |
| MUTUAL FUNDS: 94.0% | | |||||||||||||||
| | | | Affiliated Investment Companies: 94.0% | | ||||||||||||
| 9,435,054 | | | Voya Emerging Markets Index Portfolio - Class P2 | | | | | 140,865,357 | | | | | | 9.9 | | |
| 21,125,638 | | | Voya International Index Portfolio - Class P2 | | | | | 252,662,634 | | | | | | 17.9 | | |
| 6,048,582 | | | Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 84,498,684 | | | | | | 6.0 | | |
| 3,790,261 | | | Voya Russell Small Cap Index Portfolio - Class P2 | | | | | 69,589,185 | | | | | | 4.9 | | |
| 21,775,664 | | | Voya U.S. Bond Index Portfolio - Class P2 | | | | | 239,096,791 | | | | | | 16.9 | | |
| 24,802,073 | | | Voya U.S. Stock Index Portfolio - Class P2 | | | | | 543,661,430 | | | | | | 38.4 | | |
| | | | Total Mutual Funds (Cost $1,102,928,046) | | | | | 1,330,374,081 | | | | | | 94.0 | | |
| | | | Total Investments in Securities (Cost $1,182,000,605) | | | | $ | 1,413,299,698 | | | | | | 99.9 | | |
| Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
| | | Assets in Excess of Other Liabilities | | | | $ | 1,185,267 | | | | | | 0.1 | | | |
| | | | Net Assets | | | | $ | 1,414,484,965 | | | | | | 100.0 | | |
|
| Target Asset Allocations as of June 30, 2021(1) | | |||
| Sub Asset Class | | | 2035 | |
| US Large Blend | | | 38.0% | |
| US Mid Cap Blend | | | 6.0% | |
| US Small Cap | | | 5.0% | |
| International | | | 20.0% | |
| Emerging Markets | | | 10.0% | |
| Core Fixed Income | | | 17.0% | |
| High Yield | | | 4.0% | |
| TIPS | | | — | |
| Short Duration | | | — | |
| Long Govt Bonds | | | — | |
| Total Equity | | | 79.0% | |
| Total Fixed Income | | | 21.0% | |
| Total | | | 100.0% | |
| (1) As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 82,925,617 | | | | | $ | — | | | | | $ | — | | | | | $ | 82,925,617 | | |
Mutual Funds | | | | | 1,330,374,081 | | | | | | — | | | | | | — | | | | | | 1,330,374,081 | | |
Total Investments, at fair value | | | | $ | 1,413,299,698 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,413,299,698 | | |
Voya Index Solution 2035 Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2020 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class P2 | | | | $ | 115,625,379 | | | | | $ | 35,644,133 | | | | | $ | (15,977,943) | | | | | $ | 5,573,788 | | | | | $ | 140,865,357 | | | | | $ | 1,355,703 | | | | | $ | 1,883,974 | | | | | $ | — | | |
Voya International Index Portfolio - Class P2 | | | | | 226,657,508 | | | | | | 20,227,263 | | | | | | (8,001,389) | | | | | | 13,779,252 | | | | | | 252,662,634 | | | | | | 5,048,508 | | | | | | 1,504,243 | | | | | | — | | |
Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 50,680,655 | | | | | | 37,658,540 | | | | | | (4,681,940) | | | | | | 841,429 | | | | | | 84,498,684 | | | | | | 831,909 | | | | | | (681,794) | | | | | | 7,323,271 | | |
Voya Russell Small Cap Index Portfolio - Class P2 | | | | | 52,450,509 | | | | | | 31,072,484 | | | | | | (16,406,190) | | | | | | 2,472,382 | | | | | | 69,589,185 | | | | | | 542,948 | | | | | | 6,864,973 | | | | | | — | | |
Voya U.S. Bond Index Portfolio - Class P2 | | | | | 171,068,994 | | | | | | 81,264,072 | | | | | | (7,542,898) | | | | | | (5,693,377) | | | | | | 239,096,791 | | | | | | 2,858,286 | | | | | | 668,475 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class P2 | | | | | 563,522,769 | | | | | | 30,153,426 | | | | | | (96,564,415) | | | | | | 46,549,650 | | | | | | 543,661,430 | | | | | | — | | | | | | 31,624,586 | | | | | | — | | |
| | | | $ | 1,180,005,814 | | | | | $ | 236,019,918 | | | | | $ | (149,174,775) | | | | | $ | 63,523,124 | | | | | $ | 1,330,374,081 | | | | | $ | 10,637,355 | | | | | $ | 41,864,456 | | | | | $ | 7,323,271 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,380,504 | | |
Total | | | | $ | 1,380,504 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (76,962) | | |
Total | | | | $ | (76,962) | | |
| Cost for federal income tax purposes was $1,189,171,369. | | | | | | | |
| Net unrealized appreciation consisted of: | | ||||||
| Gross Unrealized Appreciation | | | | $ | 231,936,506 | | |
| Gross Unrealized Depreciation | | | | | (7,808,177) | | |
| Net Unrealized Appreciation | | | | $ | 224,128,329 | | |
Voya Index Solution 2040 Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
EXCHANGE-TRADED FUNDS: 4.8% | | |||||||||||||||
289,339 | | | iShares MSCI Eurozone ETF | | | | $ | 14,278,880 | | | | | | 1.9 | | |
542,223 | | | Xtrackers USD High Yield Corporate Bond ETF | | | | | 21,857,009 | | | | | | 2.9 | | |
| | | Total Exchange-Traded Funds (Cost $34,826,490) | | | | | 36,135,889 | | | | | | 4.8 | | |
MUTUAL FUNDS: 95.1% | | |||||||||||||||
| | | Affiliated Investment Companies: 95.1% | | ||||||||||||
5,512,360 | | | Voya Emerging Markets Index Portfolio - Class P2 | | | | | 82,299,531 | | | | | | 11.0 | | |
12,441,004 | | | Voya International Index Portfolio - Class P2 | | | | | 148,794,409 | | | | | | 19.8 | | |
3,736,401 | | | Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 52,197,527 | | | | | | 7.0 | | |
2,013,180 | | | Voya Russell Small Cap Index Portfolio - Class P2 | | | | | 36,961,982 | | | | | | 4.9 | | |
6,126,845 | | | Voya U.S. Bond Index Portfolio - Class P2 | | | | | 67,272,754 | | | | | | 9.0 | | |
14,840,839 | | | Voya U.S. Stock Index Portfolio - Class P2 | | | | | 325,311,198 | | | | | | 43.4 | | |
| | | Total Mutual Funds (Cost $587,443,932) | | | | | 712,837,401 | | | | | | 95.1 | | |
| | | Total Investments in Securities (Cost $622,270,422) | | | | $ | 748,973,290 | | | | | | 99.9 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
| | Assets in Excess of Other Liabilities | | | | $ | 800,902 | | | | | | 0.1 | | | |
| | | Net Assets | | | | $ | 749,774,192 | | | | | | 100.0 | | |
|
| Target Asset Allocations as of June 30, 2021(1) | | |||
| Sub Asset Class | | | 2040 | |
| US Large Blend | | | 43.0% | |
| US Mid Cap Blend | | | 7.0% | |
| US Small Cap | | | 5.0% | |
| International | | | 22.0% | |
| Emerging Markets | | | 11.0% | |
| Core Fixed Income | | | 9.0% | |
| High Yield | | | 3.0% | |
| TIPS | | | — | |
| Short Duration | | | — | |
| Long Govt Bonds | | | — | |
| Total Equity | | | 88.0% | |
| Total Fixed Income | | | 12.0% | |
| Total | | | 100.0% | |
| (1) As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 36,135,889 | | | | | $ | — | | | | | $ | — | | | | | $ | 36,135,889 | | |
Mutual Funds | | | | | 712,837,401 | | | | | | — | | | | | | — | | | | | | 712,837,401 | | |
Total Investments, at fair value | | | | $ | 748,973,290 | | | | | $ | — | | | | | $ | — | | | | | $ | 748,973,290 | | |
Voya Index Solution 2040 Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2020 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class P2 | | | | $ | 60,972,646 | | | | | $ | 25,799,452 | | | | | $ | (7,187,699) | | | | | $ | 2,715,132 | | | | | $ | 82,299,531 | | | | | $ | 780,862 | | | | | $ | 1,293,002 | | | | | $ | — | ��� | |
Voya International Index Portfolio - Class P2 | | | | | 125,873,091 | | | | | | 17,180,216 | | | | | | (2,699,313) | | | | | | 8,440,415 | | | | | | 148,794,409 | | | | | | 2,957,150 | | | | | | 216,865 | | | | | | — | | |
Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 25,327,314 | | | | | | 28,860,562 | | | | | | (1,443,950) | | | | | | (546,399) | | | | | | 52,197,527 | | | | | | 511,050 | | | | | | (95,735) | | | | | | 4,498,761 | | |
Voya Russell Small Cap Index Portfolio - Class P2 | | | | | 26,571,124 | | | | | | 17,441,420 | | | | | | (8,342,683) | | | | | | 1,292,121 | | | | | | 36,961,982 | | | | | | 286,611 | | | | | | 3,468,045 | | | | | | — | | |
Voya U.S. Bond Index Portfolio - Class P2 | | | | | 56,839,731 | | | | | | 13,426,709 | | | | | | (1,173,011) | | | | | | (1,820,675) | | | | | | 67,272,754 | | | | | | 895,930 | | | | | | 64,836 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class P2 | | | | | 314,484,448 | | | | | | 27,581,578 | | | | | | (48,503,403) | | | | | | 31,748,575 | | | | | | 325,311,198 | | | | | | — | | | | | | 13,743,019 | | | | | | — | | |
| | | | $ | 610,068,354 | | | | | $ | 130,289,937 | | | | | $ | (69,350,059) | | | | | $ | 41,829,169 | | | | | $ | 712,837,401 | | | | | $ | 5,431,602 | | | | | $ | 18,690,032 | | | | | $ | 4,498,761 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 2,290,512 | | |
Interest rate contracts | | | | | 394,946 | | |
Total | | | | $ | 2,685,458 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (348,095) | | |
Interest rate contracts | | | | | 13,853 | | |
Total | | | | $ | (334,242) | | |
| Cost for federal income tax purposes was $626,135,776. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 127,395,270 | | |
| Gross Unrealized Depreciation | | | | | (4,557,756) | | |
| Net Unrealized Appreciation | | | | $ | 122,837,514 | | |
Voya Index Solution 2045 Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
EXCHANGE-TRADED FUNDS: 3.9% | | |||||||||||||||
410,504 | | | iShares MSCI Eurozone ETF | | | | $ | 20,258,372 | | | | | | 1.9 | | |
516,496 | | | Xtrackers USD High Yield Corporate Bond ETF | | | | | 20,819,954 | | | | | | 2.0 | | |
| | | Total Exchange-Traded Funds (Cost $39,939,556) | | | | | 41,078,326 | | | | | | 3.9 | | |
MUTUAL FUNDS: 96.0% | | |||||||||||||||
| | | Affiliated Investment Companies: 96.0% | | ||||||||||||
8,509,400 | | | Voya Emerging Markets Index Portfolio - Class P2 | | | | | 127,045,336 | | | | | | 12.0 | | |
19,354,302 | | | Voya International Index Portfolio - Class P2 | | | | | 231,477,450 | | | | | | 21.8 | | |
5,282,495 | | | Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 73,796,458 | | | | | | 6.9 | | |
2,848,037 | | | Voya Russell Small Cap Index Portfolio - Class P2 | | | | | 52,289,953 | | | | | | 4.9 | | |
2,882,302 | | | Voya U.S. Bond Index Portfolio - Class P2 | | | | | 31,647,671 | | | | | | 3.0 | | |
22,930,708 | | | Voya U.S. Stock Index Portfolio - Class P2 | | | | | 502,641,128 | | | | | | 47.4 | | |
| | | Total Mutual Funds (Cost $825,138,820) | | | | | 1,018,897,996 | | | | | | 96.0 | | |
| | | Total Investments in Securities (Cost $865,078,376) | | | | $ | 1,059,976,322 | | | | | | 99.9 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
| | Assets in Excess of Other Liabilities | | | | $ | 886,944 | | | | | | 0.1 | | | |
| | | Net Assets | | | | $ | 1,060,863,266 | | | | | | 100.0 | | |
|
| Target Asset Allocations as of June 30, 2021(1) | | |||
| Sub Asset Class | | | 2045 | |
| US Large Blend | | | 47.0% | |
| US Mid Cap Blend | | | 7.0% | |
| US Small Cap | | | 5.0% | |
| International | | | 24.0% | |
| Emerging Markets | | | 12.0% | |
| Core Fixed Income | | | 3.0% | |
| High Yield | | | 2.0% | |
| TIPS | | | — | |
| Short Duration | | | — | |
| Long Govt Bonds | | | — | |
| Total Equity | | | 95.0% | |
| Total Fixed Income | | | 5.0% | |
| Total | | | 100.0% | |
| (1) As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 41,078,326 | | | | | $ | — | | | | | $ | — | | | | | $ | 41,078,326 | | |
Mutual Funds | | | | | 1,018,897,996 | | | | | | — | | | | | | — | | | | | | 1,018,897,996 | | |
Total Investments, at fair value | | | | $ | 1,059,976,322 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,059,976,322 | | |
Voya Index Solution 2045 Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2020 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class P2 | | | | $ | 94,397,219 | | | | | $ | 40,205,460 | | | | | $ | (12,118,815) | | | | | $ | 4,561,472 | | | | | $ | 127,045,336 | | | | | $ | 1,204,386 | | | | | $ | 1,638,449 | | | | | $ | — | | |
Voya International Index Portfolio - Class P2 | | | | | 194,755,051 | | | | | | 30,813,119 | | | | | | (5,973,526) | | | | | | 11,882,806 | | | | | | 231,477,450 | | | | | | 4,629,715 | | | | | | 1,260,411 | | | | | | — | | |
Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 41,917,329 | | | | | | 34,736,788 | | | | | | (3,101,806) | | | | | | 244,147 | | | | | | 73,796,458 | | | | | | 726,969 | | | | | | (393,410) | | | | | | 6,399,497 | | |
Voya Russell Small Cap Index Portfolio - Class P2 | | | | | 39,213,332 | | | | | | 23,538,840 | | | | | | (12,288,051) | | | | | | 1,825,832 | | | | | | 52,289,953 | | | | | | 407,998 | | | | | | 5,123,418 | | | | | | — | | |
Voya U.S. Bond Index Portfolio - Class P2 | | | | | 47,221,159 | | | | | | 7,556,403 | | | | | | (21,849,650) | | | | | | (1,280,241) | | | | | | 31,647,671 | | | | | | 616,956 | | | | | | (297,453) | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class P2 | | | | | 490,122,350 | | | | | | 26,846,780 | | | | | | (61,679,062) | | | | | | 47,351,060 | | | | | | 502,641,128 | | | | | | — | | | | | | 22,700,910 | | | | | | — | | |
| | | | $ | 907,626,440 | | | | | $ | 163,697,390 | | | | | $ | (117,010,910) | | | | | $ | 64,585,076 | | | | | $ | 1,018,897,996 | | | | | $ | 7,586,025 | | | | | $ | 30,032,325 | | | | | $ | 6,399,497 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 3,522,222 | | |
Interest rate contracts | | | | | 739,569 | | |
Total | | | | $ | 4,261,791 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (473,169) | | |
Interest rate contracts | | | | | 24,363 | | |
Total | | | | $ | (448,806) | | |
| Cost for federal income tax purposes was $870,671,389. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 195,855,230 | | |
| Gross Unrealized Depreciation | | | | | (6,550,296) | | |
| Net Unrealized Appreciation | | | | $ | 189,304,934 | | |
Voya Index Solution 2050 Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
EXCHANGE-TRADED FUNDS: 1.9% | | |||||||||||||||
205,026 | | | iShares MSCI Eurozone ETF | | | | $ | 10,118,033 | | | | | | 1.9 | | |
| | | Total Exchange-Traded Funds (Cost $10,385,941) | | | | | 10,118,033 | | | | | | 1.9 | | |
MUTUAL FUNDS: 98.0% | | |||||||||||||||
| | | Affiliated Investment Companies: 98.0% | | ||||||||||||
4,292,594 | | | Voya Emerging Markets Index Portfolio - Class P2 | | | | | 64,088,430 | | | | | | 12.0 | | |
10,207,766 | | | Voya International Index Portfolio - Class P2 | | | | | 122,084,877 | | | | | | 22.8 | | |
2,668,960 | | | Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 37,285,370 | | | | | | 6.9 | | |
1,725,899 | | | Voya Russell Small Cap Index Portfolio - Class P2 | | | | | 31,687,515 | | | | | | 5.9 | | |
1,452,444 | | | Voya U.S. Bond Index Portfolio - Class P2 | | | | | 15,947,830 | | | | | | 3.0 | | |
11,594,101 | | | Voya U.S. Stock Index Portfolio - Class P2 | | | | | 254,142,688 | | | | | | 47.4 | | |
| | | Total Mutual Funds (Cost $428,964,497) | | | | | 525,236,710 | | | | | | 98.0 | | |
| | | Total Investments in Securities (Cost $439,350,438) | | | | $ | 535,354,743 | | | | | | 99.9 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
| | Assets in Excess of Other Liabilities | | | | $ | 378,271 | | | | | | 0.1 | | | |
| | | Net Assets | | | | $ | 535,733,014 | | | | | | 100.0 | | |
|
| Target Asset Allocations as of June 30, 2021(1) | | |||
| Sub Asset Class | | | 2050 | |
| US Large Blend | | | 47.0% | |
| US Mid Cap Blend | | | 7.0% | |
| US Small Cap | | | 6.0% | |
| International | | | 25.0% | |
| Emerging Markets | | | 12.0% | |
| Core Fixed Income | | | 3.0% | |
| High Yield | | | — | |
| TIPS | | | — | |
| Short Duration | | | — | |
| Long Govt Bonds | | | — | |
| Total Equity | | | 97.0% | |
| Total Fixed Income | | | 3.0% | |
| Total | | | 100.0% | |
| (1) As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 10,118,033 | | | | | $ | — | | | | | $ | — | | | | | $ | 10,118,033 | | |
Mutual Funds | | | | | 525,236,710 | | | | | | — | | | | | | — | | | | | | 525,236,710 | | |
Total Investments, at fair value | | | | $ | 535,354,743 | | | | | $ | — | | | | | $ | — | | | | | $ | 535,354,743 | | |
Voya Index Solution 2050 Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2020 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class P2 | | | | $ | 45,093,486 | | | | | $ | 22,791,972 | | | | | $ | (5,363,026) | | | | | $ | 1,565,998 | | | | | $ | 64,088,430 | | | | | $ | 601,486 | | | | | $ | 1,415,013 | | | | | $ | — | | |
Voya International Index Portfolio - Class P2 | | | | | 97,298,476 | | | | | | 21,817,828 | | | | | | (3,405,945) | | | | | | 6,374,518 | | | | | | 122,084,877 | | | | | | 2,419,154 | | | | | | 314,539 | | | | | | — | | |
Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 20,015,149 | | | | | | 18,727,296 | | | | | | (1,364,346) | | | | | | (92,729) | | | | | | 37,285,370 | | | | | | 363,580 | | | | | | (50,954) | | | | | | 3,200,584 | | |
Voya Russell Small Cap Index Portfolio - Class P2 | | | | | 18,529,697 | | | | | | 18,352,802 | | | | | | (6,013,704) | | | | | | 818,720 | | | | | | 31,687,515 | | | | | | 237,720 | | | | | | 2,520,543 | | | | | | — | | |
Voya U.S. Bond Index Portfolio - Class P2 | | | | | 22,507,824 | | | | | | 4,449,619 | | | | | | (10,458,433) | | | | | | (551,180) | | | | | | 15,947,830 | | | | | | 302,671 | | | | | | (208,149) | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class P2 | | | | | 238,404,054 | | | | | | 26,319,183 | | | | | | (35,441,836) | | | | | | 24,861,287 | | | | | | 254,142,688 | | | | | | — | | | | | | 10,216,640 | | | | | | — | | |
| | | | $ | 441,848,686 | | | | | $ | 112,458,700 | | | | | $ | (62,047,290) | | | | | $ | 32,976,614 | | | | | $ | 525,236,710 | | | | | $ | 3,924,610 | | | | | $ | 14,207,631 | | | | | $ | 3,200,584 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,053,054 | | |
Interest rate contracts | | | | | 198,718 | | |
Total | | | | $ | 1,251,772 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (99,677) | | |
Interest rate contracts | | | | | 7,315 | | |
Total | | | | $ | (92,362) | | |
| Cost for federal income tax purposes was $442,434,582. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 96,602,476 | | |
| Gross Unrealized Depreciation | | | | | (3,682,316) | | |
| Net Unrealized Appreciation | | | | $ | 92,920,160 | | |
Voya Index Solution 2055 Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 1.9% | | |||||||||||||||
216,526 | | | iShares MSCI Eurozone ETF | | | | $ | 10,685,558 | | | | | | 1.9 | | |
| | | Total Exchange-Traded Funds (Cost $10,968,493) | | | | | 10,685,558 | | | | | | 1.9 | | |
MUTUAL FUNDS: 98.0% | | |||||||||||||||
| | | Affiliated Investment Companies: 98.0% | | ||||||||||||
4,528,842 | | | Voya Emerging Markets Index Portfolio - Class P2 | | | | | 67,615,607 | | | | | | 12.0 | | |
10,767,035 | | | Voya International Index Portfolio - Class P2 | | | | | 128,773,740 | | | | | | 22.8 | | |
2,816,000 | | | Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 39,339,519 | | | | | | 6.9 | | |
1,820,840 | | | Voya Russell Small Cap Index Portfolio - Class P2 | | | | | 33,430,626 | | | | | | 5.9 | | |
1,532,195 | | | Voya U.S. Bond Index Portfolio - Class P2 | | | | | 16,823,503 | | | | | | 3.0 | | |
12,232,679 | | | Voya U.S. Stock Index Portfolio - Class P2 | | | | | 268,140,325 | | | | | | 47.4 | | |
| | | Total Mutual Funds (Cost $450,383,079) | | | | | 554,123,320 | | | | | | 98.0 | | |
| | | Total Investments in Securities (Cost $461,351,572) | | | | $ | 564,808,878 | | | | | | 99.9 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | Assets in Excess of Other Liabilities | | | | $ | 326,330 | | | | | | 0.1 | | | |
| | | Net Assets | | | | $ | 565,135,208 | | | | | | 100.0 | | |
|
| Target Asset Allocations as of June 30, 2021(1) | | |||
| Sub Asset Class | | | 2055 | |
| US Large Blend | | | 47.0% | |
| US Mid Cap Blend | | | 7.0% | |
| US Small Cap | | | 6.0% | |
| International | | | 25.0% | |
| Emerging Markets | | | 12.0% | |
| Core Fixed Income | | | 3.0% | |
| High Yield | | | — | |
| TIPS | | | — | |
| Short Duration | | | — | |
| Long Govt Bonds | | | — | |
| Total Equity | | | 97.0% | |
| Total Fixed Income | | | 3.0% | |
| Total | | | 100.0% | |
| (1) As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 10,685,558 | | | | | $ | — | | | | | $ | — | | | | | $ | 10,685,558 | | |
Mutual Funds | | | | | 554,123,320 | | | | | | — | | | | | | — | | | | | | 554,123,320 | | |
Total Investments, at fair value | | | | $ | 564,808,878 | | | | | $ | — | | | | | $ | — | | | | | $ | 564,808,878 | | |
Voya Index Solution 2055 Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2020 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class P2 | | | | $ | 50,715,063 | | | | | $ | 20,457,934 | | | | | $ | (5,888,063) | | | | | $ | 2,330,673 | | | | | $ | 67,615,607 | | | | | $ | 634,521 | | | | | $ | 984,822 | | | | | $ | — | | |
Voya International Index Portfolio - Class P2 | | | | | 104,299,310 | | | | | | 20,718,637 | | | | | | (2,959,254) | | | | | | 6,715,047 | | | | | | 128,773,740 | | | | | | 2,552,067 | | | | | | 397,900 | | | | | | — | | |
Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 23,826,181 | | | | | | 16,588,299 | | | | | | (1,349,023) | | | | | | 274,062 | | | | | | 39,339,519 | | | | | | 383,580 | | | | | | (49,634) | | | | | | 3,376,646 | | |
Voya Russell Small Cap Index Portfolio - Class P2 | | | | | 19,947,316 | | | | | | 18,853,077 | | | | | | (6,306,438) | | | | | | 936,671 | | | | | | 33,430,626 | | | | | | 250,777 | | | | | | 2,633,122 | | | | | | — | | |
Voya U.S. Bond Index Portfolio - Class P2 | | | | | 19,453,539 | | | | | | 3,608,141 | | | | | | (5,688,755) | | | | | | (549,422) | | | | | | 16,823,503 | | | | | | 275,880 | | | | | | (90,126) | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class P2 | | | | | 250,742,214 | | | | | | 22,468,882 | | | | | | (31,607,686) | | | | | | 26,536,915 | | | | | | 268,140,325 | | | | | | — | | | | | | 10,059,698 | | | | | | — | | |
| | | | $ | 468,983,623 | | | | | $ | 102,694,970 | | | | | $ | (53,799,219) | | | | | $ | 36,243,946 | | | | | $ | 554,123,320 | | | | | $ | 4,096,824 | | | | | $ | 13,935,781 | | | | | $ | 3,376,646 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,118,758 | | |
Interest rate contracts | | | | | 212,970 | | |
Total | | | | $ | 1,331,728 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (109,133) | | |
Interest rate contracts | | | | | 7,011 | | |
Total | | | | $ | (102,122) | | |
| Cost for federal income tax purposes was $464,447,292. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 104,115,531 | | |
| Gross Unrealized Depreciation | | | | | (3,753,945) | | |
| Net Unrealized Appreciation | | | | $ | 100,361,586 | | |
Voya Index Solution 2060 Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 1.9% | | |||||||||||||||
93,990 | | | iShares MSCI Eurozone ETF | | | | $ | 4,638,406 | | | | | | 1.9 | | |
| | | Total Exchange-Traded Funds (Cost $4,761,224) | | | | | 4,638,406 | | | | | | 1.9 | | |
MUTUAL FUNDS: 98.0% | | |||||||||||||||
| | | Affiliated Investment Companies: 98.0% | | ||||||||||||
1,994,578 | | | Voya Emerging Markets Index Portfolio - Class P2 | | | | | 29,779,044 | | | | | | 12.0 | | |
4,740,754 | | | Voya International Index Portfolio - Class P2 | | | | | 56,699,417 | | | | | | 22.8 | | |
1,239,260 | | | Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 17,312,466 | | | | | | 6.9 | | |
802,142 | | | Voya Russell Small Cap Index Portfolio - Class P2 | | | | | 14,727,335 | | | | | | 5.9 | | |
449,322 | | | Voya U.S. Bond Index Portfolio - Class P2 | | | | | 4,933,553 | | | | | | 2.0 | | |
5,494,913 | | | Voya U.S. Stock Index Portfolio - Class P2 | | | | | 120,448,483 | | | | | | 48.4 | | |
| | | Total Mutual Funds (Cost $202,507,808) | | | | | 243,900,298 | | | | | | 98.0 | | |
| | | Total Investments in Securities (Cost $207,269,032) | | | | $ | 248,538,704 | | | | | | 99.9 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | Assets in Excess of Other Liabilities | | | | $ | 208,596 | | | | | | 0.1 | | | |
| | | Net Assets | | | | $ | 248,747,300 | | | | | | 100.0 | | |
|
| Target Asset Allocations as of June 30, 2021(1) | | |||
| Sub Asset Class | | | 2060 | |
| US Large Blend | | | 48.0% | |
| US Mid Cap Blend | | | 7.0% | |
| US Small Cap | | | 6.0% | |
| International | | | 25.0% | |
| Emerging Markets | | | 12.0% | |
| Core Fixed Income | | | 2.0% | |
| High Yield | | | — | |
| TIPS | | | — | |
| Short Duration | | | — | |
| Long Govt Bonds | | | — | |
| Total Equity | | | 98.0% | |
| Total Fixed Income | | | 2.0% | |
| Total | | | 100.0% | |
| (1) As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 4,638,406 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,638,406 | | |
Mutual Funds | | | | | 243,900,298 | | | | | | — | | | | | | — | | | | | | 243,900,298 | | |
Total Investments, at fair value | | | | $ | 248,538,704 | | | | | $ | — | | | | | $ | — | | | | | $ | 248,538,704 | | |
Voya Index Solution 2060 Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2020 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class P2 | | | | $ | 20,774,263 | | | | | $ | 10,634,776 | | | | | $ | (2,368,650) | | | | | $ | 738,655 | | | | | $ | 29,779,044 | | | | | $ | 273,151 | | | | | $ | 654,819 | | | | | $ | — | | |
Voya International Index Portfolio - Class P2 | | | | | 42,870,030 | | | | | | 12,405,017 | | | | | | (1,222,339) | | | | | | 2,646,709 | | | | | | 56,699,417 | | | | | | 1,098,170 | | | | | | 339,651 | | | | | | — | | |
Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 9,766,176 | | | | | | 8,024,862 | | | | | | (583,598) | | | | | | 105,026 | | | | | | 17,312,466 | | | | | | 164,999 | | | | | | (32,085) | | | | | | 1,452,485 | | |
Voya Russell Small Cap Index Portfolio - Class P2 | | | | | 8,368,023 | | | | | | 8,961,681 | | | | | | (2,898,666) | | | | | | 296,297 | | | | | | 14,727,335 | | | | | | 107,945 | | | | | | 1,206,318 | | | | | | — | | |
Voya U.S. Bond Index Portfolio - Class P2 | | | | | 6,841,994 | | | | | | 1,789,841 | | | | | | (3,594,497) | | | | | | (103,785) | | | | | | 4,933,553 | | | | | | 94,421 | | | | | | (135,041) | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class P2 | | | | | 103,805,244 | | | | | | 17,613,174 | | | | | | (12,431,624) | | | | | | 11,461,689 | | | | | | 120,448,483 | | | | | | — | | | | | | 4,333,015 | | | | | | — | | |
| | | | $ | 192,425,730 | | | | | $ | 59,429,351 | | | | | $ | (23,099,374) | | | | | $ | 15,144,591 | | | | | $ | 243,900,298 | | | | | $ | 1,738,686 | | | | | $ | 6,366,678 | | | | | $ | 1,452,485 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 604,197 | | |
Interest rate contracts | | | | | 119,871 | | |
Total | | | | $ | 724,068 | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (68,282) | | |
Interest rate contracts | | | | | 4,223 | | |
Total | | | | $ | (64,059) | | |
| Cost for federal income tax purposes was $209,373,298. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 41,448,597 | | |
| Gross Unrealized Depreciation | | | | | (2,283,191) | | |
| Net Unrealized Appreciation | | | | $ | 39,165,406 | | |
Voya Index Solution 2065 Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 1.7% | | |||||||||||||||
4,230 | | | iShares MSCI Eurozone ETF | | | | $ | 208,751 | | | | | | 1.7 | | |
| | | Total Exchange-Traded Funds (Cost $214,278) | | | | | 208,751 | | | | | | 1.7 | | |
MUTUAL FUNDS: 98.3% | | |||||||||||||||
| | | Affiliated Investment Companies: 98.3% | | ||||||||||||
101,418 | | | Voya Emerging Markets Index Portfolio - Class P2 | | | | | 1,514,169 | | | | | | 11.9 | | |
243,307 | | | Voya International Index Portfolio - Class P2 | | | | | 2,909,955 | | | | | | 23.0 | | |
63,232 | | | Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 883,352 | | | | | | 7.0 | | |
40,868 | | | Voya Russell Small Cap Index Portfolio - Class P2 | | | | | 750,334 | | | | | | 5.9 | | |
22,911 | | | Voya U.S. Bond Index Portfolio - Class P2 | | | | | 251,562 | | | | | | 2.0 | | |
280,174 | | | Voya U.S. Stock Index Portfolio - Class P2 | | | | | 6,141,423 | | | | | | 48.5 | | |
| | | Total Mutual Funds (Cost $11,629,512) | | | | | 12,450,795 | | | | | | 98.3 | | |
| | | Total Investments in Securities (Cost $11,843,790) | | | | $ | 12,659,546 | | | | | | 100.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | Assets in Excess of Other Liabilities | | | | $ | 1,068 | | | | | | 0.0 | | | |
| | | Net Assets | | | | $ | 12,660,614 | | | | | | 100.0 | | |
|
| Target Asset Allocations as of June 30, 2021(1) | | |||
| Sub Asset Class | | | 2065 | |
| US Large Blend | | | 48.0% | |
| US Mid Cap Blend | | | 7.0% | |
| US Small Cap | | | 6.0% | |
| International | | | 25.0% | |
| Emerging Markets | | | 12.0% | |
| Core Fixed Income | | | 2.0% | |
| High Yield | | | — | |
| TIPS | | | — | |
| Short Duration | | | — | |
| Long Govt Bonds | | | — | |
| Total Equity | | | 98.0% | |
| Total Fixed Income | | | 2.0% | |
| Total | | | 100.0% | |
| (1) As these are target allocations, the actual allocations of each Portfolio’s assets may deviate from the percentages shown. Although the Portfolios expect to be fully invested at all times, they may maintain liquidity reserves to meet redemption requests. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 208,751 | | | | | $ | — | | | | | $ | — | | | | | $ | 208,751 | | |
Mutual Funds | | | | | 12,450,795 | | | | | | — | | | | | | — | | | | | | 12,450,795 | | |
Total Investments, at fair value | | | | $ | 12,659,546 | | | | | $ | — | | | | | $ | — | | | | | $ | 12,659,546 | | |
Voya Index Solution 2065 Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2020 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class P2 | | | | $ | 477,055 | | | | | $ | 1,163,052 | | | | | $ | (130,416) | | | | | $ | 4,478 | | | | | $ | 1,514,169 | | | | | $ | 12,009 | | | | | $ | 30,126 | | | | | $ | — | | |
Voya International Index Portfolio - Class P2 | | | | | 1,026,959 | | | | | | 1,924,268 | | | | | | (107,158) | | | | | | 65,886 | | | | | | 2,909,955 | | | | | | 48,352 | | | | | | 18,381 | | | | | | — | | |
Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 224,341 | | | | | | 705,551 | | | | | | (25,160) | | | | | | (21,380) | | | | | | 883,352 | | | | | | 7,276 | | | | | | 6,318 | | | | | | 64,047 | | |
Voya Russell Small Cap Index Portfolio - Class P2 | | | | | 277,598 | | | | | | 741,474 | | | | | | (239,402) | | | | | | (29,336) | | | | | | 750,334 | | | | | | 4,748 | | | | | | 74,092 | | | | | | — | | |
Voya U.S. Bond Index Portfolio - Class P2 | | | | | 87,068 | | | | | | 177,067 | | | | | | (10,075) | | | | | | (2,498) | | | | | | 251,562 | | | | | | 2,296 | | | | | | (245) | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class P2 | | | | | 2,340,728 | | | | | | 4,102,824 | | | | | | (706,687) | | | | | | 404,558 | | | | | | 6,141,423 | | | | | | — | | | | | | 151,966 | | | | | | — | | |
| | | | $ | 4,433,749 | | | | | $ | 8,814,236 | | | | | $ | (1,218,898) | | | | | $ | 421,708 | | | | | $ | 12,450,795 | | | | | $ | 74,681 | | | | | $ | 280,638 | | | | | $ | 64,047 | | |
| Cost for federal income tax purposes was $11,845,174. | | | |||||
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 824,159 | | |
| Gross Unrealized Depreciation | | | | | (9,787) | | |
| Net Unrealized Appreciation | | | | $ | 814,372 | | |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
Item 2. Code of Ethics.
Not required for semi-annual filing.
Item 3. Audit Committee Financial Expert.
Not required for semi-annual filing.
Item 4. Principal Accountant Fees and Services.
Not required for semi-annual filing.
Item 5. Audit Committee of Listed Registrants.
Not required for semi-annual filing.
Item 6. Schedule of Investments.
Schedule is included as part of the report to shareholders filed under Item 1 of this Form.
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11. Controls and Procedures.
(a) | Based on our evaluation conducted within 90 days of the filing date, hereof, the design and operation of the registrant’s disclosure controls and procedures are effective to ensure that material information relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which Forms N-CSR are being prepared, and the registrant’s disclosure controls and procedures allow timely preparation and review of the information for the registrant’s Form N-CSR and the officer certifications of such Form N-CSR. |
(b) | There were no significant changes in the registrant’s internal controls that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13. Exhibits.
(a)(1) | The Code of Ethics is not required for the semi-annual filing. |
(a)(3) | Not required for semi-annual filing. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Partners, Inc. | ||
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer |
Date: September 2, 2021
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer | ||
Date: September 2, 2021 | ||
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer | ||
Date: September 2, 2021 |