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, 2018 to June 30, 2018
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, 2018
Classes ADV, I, R6, S and S2
Voya Partners, Inc.
n Voya Global Bond Portfolio
n VY® American Century Small-Mid Cap Value Portfolio
n VY® Baron Growth Portfolio
n VY® Columbia Contrarian Core Portfolio
n VY® Columbia Small Cap Value II Portfolio
n VY® Invesco Comstock Portfolio
n VY® Invesco Equity and Income Portfolio
n VY® JPMorgan Mid Cap Value Portfolio
n VY® Oppenheimer Global Portfolio
n VY® Pioneer High Yield Portfolio
n VY® T. Rowe Price Diversified Mid Cap Growth Portfolio
n VY® T. Rowe Price Growth Equity Portfolio
n VY® Templeton Foreign Equity Portfolio
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 | ||||||
Market Perspective | 2 | ||||||
Shareholder Expense Examples | 4 | ||||||
Statements of Assets and Liabilities | 7 | ||||||
Statements of Operations | 15 | ||||||
Statements of Changes in Net Assets | 19 | ||||||
Financial Highlights | 26 | ||||||
Notes to Financial Statements | 33 | ||||||
Summary Portfolios of Investments ("Portfolio of Investments") | 57 |
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 N-Q. This report contains a summary portfolio of investments for the Portfolios. The Portfolios' Forms N-Q are available on the SEC's website at www.sec.gov. The Portfolios' Forms N-Q may be reviewed and copied at the SEC's Public Reference Room in Washington, D.C., and information on the operation of the Public Reference Room may be obtained by calling (800) SEC-0330. The Portfolios' Forms N-Q, as well as a complete portfolio of investments, are available without charge upon request from the Portfolios by calling Shareholder Services toll-free at (800) 992-0180.
PRESIDENT'S LETTER
Mid-Year Outlook
Dear Shareholder,
Market performance has been disappointing in the first half of 2018, as illustrated by the year-to-date returns in U.S. equities, despite two back-to-back quarters of over 20% earnings growth. Such periods of sweeping weak equity and bond returns are uncommon, especially when corporate profits look robust. Profits do not arise from nowhere: statistical reports this year show strong economic growth, expansion of jobs and higher consumer spending. How can we explain the disconnection between the economy and financial markets?
Investors have had to process a range of mixed signals: U.S. economic statistics point to strong growth, but the rest of the world has moderated, particularly the emerging markets. Trade concerns have clouded the financial market narrative, with scant visibility to a resolution. There are other risks besides trade conflict, such as complicated U.S. politics with the approaching mid-term elections, inflation overshoots potentially quickening the pace of interest rates increases and populist politics throwing into question the sustainability of the euro zone. The response to all this uncertainty has been vacillation between bursts of pessimism and optimism, which has led to market tumbles and rallies in rapid succession.
As 2019 approaches, we will see whether optimism or pessimism sets the tone for the year. The current state of heightened volatility may or may not persist. If it does, investors can expect to feel the pull of temptation — it is hard to resist the impulse to change one's investment strategy seeking to avoid downturns. We believe it is important to remember that regardless of what happens in the financial markets, investors generally are better off sticking to their plans. A plan based upon your long-term goals and risk tolerances, developed with your financial advisor, offers the best chance of reaching your destination.
If your goals or needs have changed, thoroughly discuss these issues with your investment advisor before making any changes to your investment plan. Voya seeks to remain a reliable partner committed to reliable investing, helping you and your investment advisor achieve your goals. We appreciate your continued confidence in us, and we look forward to serving your investment needs in the future.
Sincerely,
Dina Santoro
President
Voya Family of Funds
July 19, 2018
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
MARKET PERSPECTIVE: SIX MONTHS ENDED JUNE 30, 2018
Our new fiscal year commenced with global equities, in the form of the MSCI World IndexSM (the "Index") measured in local currencies, including net reinvested dividends, in seemingly robust health. The Index had returned 18.48% in 2017, rising in every month. A "buy-the-dip" mentality prevailed among investors in risk assets, in which disappointments were soon forgiven. A narrative of synchronized global growth and corporate earnings, with monetary conditions still historically easy, looked intact. (The Index returned 0.43% for the six-months ended June 30, 2018, measured in U.S. dollars.)
But having reached an all-time high on January 26, in February the spell was broken, and after 15 consecutive gains, the Index suffered a monthly loss. Another loss followed in March, and for the six-months through June the Index edged up just 1.29%.
December had seen new unemployment claims near a 44-year low. Gross Domestic Product ("GDP") recorded growth of 3.16% in the latest quarter. Tax reform legislation was signed into law on December 22, under which the lower corporate tax rate of 21% would boost the corporate earnings available for distribution or share buy-backs.
The Federal Open Market Committee ("FOMC") had raised the federal funds rate by 25bp (0.25%) from 1.25% to 1.50%, with three more increases projected for 2018. As 2017 ended, new unemployment claims were near a 44-year low and the unemployment rate was stable at 4.1%. All seemed well, but some commentators wondered whether a tax cut stimulus costing $1 trillion to an already strong economy near full employment, would require more than three increases, and how would markets react when this became obvious.
In Europe, initially, evidence of the euro zone's economic recovery continued to accumulate; GDP grew at 2.8% year-over-year and unemployment edged down to 8.6%, the lowest since December 2008. Purchasing managers' indices, closely watched leading indicators of economic activity, reached multi-year highs. But as the months wore on, these fell back and the June readings were the lowest of the year, while industrial production sagged and core inflation slipped to 1.0%. The UK's economy was still beset by uncertainty over Brexit. First quarter GDP was just 1.2% above the level one year earlier.
In Asia, China's GDP growth was steady at 6.8% year-over-year. But tighter monetary policy to force deleveraging was driving up bond defaults, while key measures of economic activity, like fixed asset investment, retail sales and industrial production were cooling. In Japan, GDP grew for eight consecutive quarters, but in the first quarter of 2018 it fell by 0.6% annualized, with wage and price inflation still stubbornly low. In short, the main international economies seemed to be faltering.
In the U.S., 2018 started with a rather tame January employment report, but was followed in mid-month by unexpectedly strong inflation figures. Bond yields were creeping up and by January 22, the ten-year Treasury yield reached a three-year high. In early February fears of inflation and spiking bond yields gripped markets, which became much more volatile. The Index slumped 7% in a week.
Still, the underlying U.S. economy remained strong. In April the unemployment rate broke below 4% and in June it was reported at 3.75%, equaling the lowest since 1969. While GDP growth in the first quarter of 2018, at 2.0%, continued its recent pattern of modest first quarter increases, expectations for the second quarter exceeded 4%.
In March and June the FOMC duly raised rates, with two more increases now projected for 2018.
But by then investors had more to worry about than rising U.S. interest rates. On March 1, the White House announced tariffs of 25% on imported steel and 10% on aluminum, which took effect at the beginning of June. Specific tariffs on Chinese imports and restrictions on Chinese investments were promised, as was a 20% tariff on European auto imports. Retaliation was swift.
So June ended with the aura of synchronized global growth fading fast and what was left of it threatened by a trade war, from which surely no-one could expect any lasting benefit.
In U.S. fixed income markets, the Treasury yields rose across the curve, the short end significantly more than the long. Indeed the excess of the 10-year yield over the two-year fell to just 0.32%, the lowest in nearly 11 years. The Bloomberg Barclays U.S. Aggregate Bond Index lost 1.62%, the Bloomberg Barclays U.S. Corporate Investment Grade Bond sub-index fell 3.27%, dragged down by longer dated issues, which especially suffered as interest rates rose.
U.S. equities, represented by the S&P 500® Index including dividends, rose 2.65%. The earnings per share of its constituent companies recorded growth in the first quarter of 2018 of 24.8% year-over-year, the most since 2010. Consumer discretionary, the sector of Amazon and Netflix, was the top performer, up 11.52%; consumer staples suffered the biggest loss, 8.55%.
In currencies, the dollar rose 2.94% against the euro and 2.42% against the pound, but slipped 1.78% against the yen. From about April, after sustained weakness, dollar strength returned as the economic data for most of the rest of the world faded.
International markets were all unnerved by February's general upsurge in volatility and by the risk of a trade war referred to above. In addition, the fiscal boost in the U.S. probably improved that market's relative attractiveness. MSCI Japan® Index fell 3.66% over the fiscal half-year. MSCI Europe ex UK® Index lost 1.21%. Political worries resurfaced in Italy with the election of a populist government to add to those caused by weakening economic indicators. MSCI UK® Index gained 1.39%, driven by its big global energy constituents, as oil prices recovered.
All indices are unmanaged and investors cannot invest directly in an index. Past performance does not guarantee future results. The performance quoted represents past performance.
Investment return and principal value of an investment will fluctuate, and shares, when redeemed, may be worth more or less than their original cost. The Portfolios' performance is subject to change since the period's end and may be lower or higher than the performance data shown. Please call (800) 262-3862 or log on to www.voyainvestments.com to obtain performance data current to the most recent month end.
Market Perspective reflects the views of Voya Investment Management's Chief Investment Risk Officer only through the end of the period, and is subject to change based on market and other conditions.
2
BENCHMARK DESCRIPTIONS
Index | Description | ||||||
Bloomberg Barclays U.S. Aggregate Bond Index | An index of publicly issued investment grade U.S. government, mortgage-backed, asset-backed and corporate debt securities. | ||||||
Bloomberg Barclays U.S. Corporate Investment Grade Bond Index | An index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | ||||||
MSCI Europe ex UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | ||||||
MSCI Japan® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | ||||||
MSCI UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | ||||||
MSCI World IndexSM | An index that measures the performance of over 1,600 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | ||||||
S&P 500® Index | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. |
3
SHAREHOLDER EXPENSE EXAMPLES (UNAUDITED)
As 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, 2018 to June 30, 2018. 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, 2018 | Ending Account Value June 30, 2018 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2018* | Beginning Account Value January 1, 2018 | Ending Account Value June 30, 2018 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2018* | |||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 983.30 | 1.12 | % | $ | 5.51 | $ | 1,000.00 | $ | 1,019.24 | 1.12 | % | $ | 5.61 | |||||||||||||||||||
Class I | 1,000.00 | 985.40 | 0.62 | 3.05 | 1,000.00 | 1,021.72 | 0.62 | 3.11 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 985.00 | 0.87 | 4.28 | 1,000.00 | 1,020.48 | 0.87 | 4.36 | |||||||||||||||||||||||||||
VY® American Century Small-Mid Cap Value Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,005.50 | 1.36 | % | $ | 6.76 | $ | 1,000.00 | $ | 1,018.05 | 1.36 | % | $ | 6.80 | |||||||||||||||||||
Class I | 1,000.00 | 1,007.40 | 0.86 | 4.28 | 1,000.00 | 1,020.53 | 0.86 | 4.31 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,006.80 | 1.11 | 5.52 | 1,000.00 | 1,019.29 | 1.11 | 5.56 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,005.50 | 1.26 | 6.27 | 1,000.00 | 1,018.55 | 1.26 | 6.31 | |||||||||||||||||||||||||||
VY® Baron Growth Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,118.70 | 1.49 | % | $ | 7.83 | $ | 1,000.00 | $ | 1,017.41 | 1.49 | % | $ | 7.45 | |||||||||||||||||||
Class I | 1,000.00 | 1,121.30 | 0.99 | 5.21 | 1,000.00 | 1,019.89 | 0.99 | 4.96 | |||||||||||||||||||||||||||
Class R6 | 1,000.00 | 1,121.60 | 0.99 | 5.21 | 1,000.00 | 1,019.89 | 0.99 | 4.96 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,119.80 | 1.24 | 6.52 | 1,000.00 | 1,018.65 | 1.24 | 6.21 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,118.90 | 1.39 | 7.30 | 1,000.00 | 1,017.90 | 1.39 | 6.95 |
4
SHAREHOLDER EXPENSE EXAMPLES (UNAUDITED) (CONTINUED)
Actual Portfolio Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
VY® Columbia Contrarian Core Portfolio | Beginning Account Value January 1, 2018 | Ending Account Value June 30, 2018 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2018* | Beginning Account Value January 1, 2018 | Ending Account Value June 30, 2018 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2018* | |||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 990.20 | 1.22 | % | $ | 6.02 | $ | 1,000.00 | $ | 1,018.74 | 1.22 | % | $ | 6.11 | |||||||||||||||||||
Class I | 1,000.00 | 992.70 | 0.72 | 3.56 | 1,000.00 | 1,021.22 | 0.72 | 3.61 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 991.70 | 0.97 | 4.79 | 1,000.00 | 1,019.98 | 0.97 | 4.86 | |||||||||||||||||||||||||||
VY® Columbia Small Cap Value II Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,017.40 | 1.37 | % | $ | 6.85 | $ | 1,000.00 | $ | 1,018.00 | 1.37 | % | $ | 6.85 | |||||||||||||||||||
Class I | 1,000.00 | 1,020.30 | 0.87 | 4.36 | 1,000.00 | 1,020.48 | 0.87 | 4.36 | |||||||||||||||||||||||||||
Class R6 | 1,000.00 | 1,020.30 | 0.87 | 4.36 | 1,000.00 | 1,020.48 | 0.87 | 4.36 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,018.90 | 1.12 | 5.61 | 1,000.00 | 1,019.24 | 1.12 | 5.61 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,018.40 | 1.27 | 6.36 | 1,000.00 | 1,018.50 | 1.27 | 6.36 | |||||||||||||||||||||||||||
VY® Invesco Comstock Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 998.50 | 1.23 | % | $ | 6.09 | $ | 1,000.00 | $ | 1,018.70 | 1.23 | % | $ | 6.16 | |||||||||||||||||||
Class I | 1,000.00 | 1,001.00 | 0.73 | 3.62 | 1,000.00 | 1,021.17 | 0.73 | 3.66 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,000.00 | 0.98 | 4.86 | 1,000.00 | 1,019.93 | 0.98 | 4.91 | |||||||||||||||||||||||||||
VY® Invesco Equity and Income Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 987.00 | 1.14 | % | $ | 5.62 | $ | 1,000.00 | $ | 1,019.14 | 1.14 | % | $ | 5.71 | |||||||||||||||||||
Class I | 1,000.00 | 989.30 | 0.64 | 3.16 | 1,000.00 | 1,021.62 | 0.64 | 3.21 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 988.10 | 0.89 | 4.39 | 1,000.00 | 1,020.38 | 0.89 | 4.46 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 987.60 | 1.02 | 5.03 | 1,000.00 | 1,019.74 | 1.02 | 5.11 | |||||||||||||||||||||||||||
VY® JPMorgan Mid Cap Value Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 995.40 | 1.38 | % | $ | 6.83 | $ | 1,000.00 | $ | 1,017.95 | 1.38 | % | $ | 6.90 | |||||||||||||||||||
Class I | 1,000.00 | 997.50 | 0.88 | 4.36 | 1,000.00 | 1,020.43 | 0.88 | 4.41 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 996.50 | 1.13 | 5.59 | 1,000.00 | 1,019.19 | 1.13 | 5.66 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 995.90 | 1.28 | 6.33 | 1,000.00 | 1,018.45 | 1.28 | 6.41 | |||||||||||||||||||||||||||
VY® Oppenheimer Global Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,015.90 | 1.25 | % | $ | 6.25 | $ | 1,000.00 | $ | 1,018.60 | 1.25 | % | $ | 6.26 | |||||||||||||||||||
Class I | 1,000.00 | 1,018.40 | 0.75 | 3.75 | 1,000.00 | 1,021.08 | 0.75 | 3.76 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,017.20 | 1.00 | 5.00 | 1,000.00 | 1,019.84 | 1.00 | 5.01 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,016.70 | 1.15 | 5.75 | 1,000.00 | 1,019.09 | 1.15 | 5.76 | |||||||||||||||||||||||||||
VY® Pioneer High Yield Portfolio | |||||||||||||||||||||||||||||||||||
Class I | $ | 1,000.00 | $ | 1,000.50 | 0.71 | % | $ | 3.52 | $ | 1,000.00 | $ | 1,021.27 | 0.71 | % | $ | 3.56 | |||||||||||||||||||
Class S | 1,000.00 | 999.20 | 0.96 | 4.76 | 1,000.00 | 1,020.03 | 0.96 | 4.81 | |||||||||||||||||||||||||||
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,055.20 | 1.27 | % | $ | 6.47 | $ | 1,000.00 | $ | 1,018.50 | 1.27 | % | $ | 6.36 | |||||||||||||||||||
Class I | 1,000.00 | 1,058.00 | 0.77 | 3.93 | 1,000.00 | 1,020.98 | 0.77 | 3.86 | |||||||||||||||||||||||||||
Class R6 | 1,000.00 | 1,058.80 | 0.77 | 3.93 | 1,000.00 | 1,020.98 | 0.77 | 3.86 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,056.50 | 1.02 | 5.20 | 1,000.00 | 1,019.74 | 1.02 | 5.11 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,056.00 | 1.17 | 5.96 | 1,000.00 | 1,018.99 | 1.17 | 5.86 |
5
SHAREHOLDER EXPENSE EXAMPLES (UNAUDITED) (CONTINUED)
Actual Portfolio Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Growth Equity Portfolio | Beginning Account Value January 1, 2018 | Ending Account Value June 30, 2018 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2018* | Beginning Account Value January 1, 2018 | Ending Account Value June 30, 2018 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2018* | |||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,096.00 | 1.20 | % | $ | 6.24 | $ | 1,000.00 | $ | 1,018.84 | 1.20 | % | $ | 6.01 | |||||||||||||||||||
Class I | 1,000.00 | 1,098.70 | 0.70 | 3.64 | 1,000.00 | 1,021.32 | 0.70 | 3.51 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,097.40 | 0.95 | 4.94 | 1,000.00 | 1,020.08 | 0.95 | 4.76 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,096.60 | 1.10 | 5.72 | 1,000.00 | 1,019.34 | 1.10 | 5.51 | |||||||||||||||||||||||||||
VY® Templeton Foreign Equity Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 961.70 | 1.40 | % | $ | 6.81 | $ | 1,000.00 | $ | 1,017.85 | 1.40 | % | $ | 7.00 | |||||||||||||||||||
Class I | 1,000.00 | 963.70 | 0.90 | 4.38 | 1,000.00 | 1,020.33 | 0.90 | 4.51 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 962.70 | 1.15 | 5.60 | 1,000.00 | 1,019.09 | 1.15 | 5.76 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 961.70 | 1.30 | 6.32 | 1,000.00 | 1,018.35 | 1.30 | 6.51 |
* 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.
6
STATEMENTS OF ASSETS AND LIABILITIES AS OF JUNE 30, 2018 (UNAUDITED)
Voya Global Bond Portfolio | VY® American Century Small-Mid Cap Value Portfolio | VY® Baron Growth Portfolio | VY® Columbia Contrarian Core Portfolio | ||||||||||||||||
ASSETS: | |||||||||||||||||||
Investments in securities at fair value+* | $ | 150,021,489 | $ | 356,269,509 | $ | 767,936,257 | $ | 293,192,518 | |||||||||||
Investments in affiliates at fair value** | 51,092,319 | — | — | — | |||||||||||||||
Short-term investments at fair value*** | 19,933,224 | 19,842,713 | 15,914,992 | 3,174,622 | |||||||||||||||
Cash | 21,921 | 12,735 | 4,015 | — | |||||||||||||||
Cash collateral for futures | 1,270,092 | — | — | — | |||||||||||||||
Cash pledged for centrally cleared swaps (Note 2) | 1,926,000 | — | — | — | |||||||||||||||
Cash pledged as collateral for OTC derivatives (Note 2) | 380,000 | — | — | — | |||||||||||||||
Foreign currencies at value**** | 19,782 | — | — | — | |||||||||||||||
Foreign cash collateral for futures***** | 136,599 | — | — | — | |||||||||||||||
Receivables: | |||||||||||||||||||
Investment securities sold | 4,370,436 | 3,210,424 | — | 290,753 | |||||||||||||||
Fund shares sold | 396,259 | 269,076 | 205,561 | 11,129 | |||||||||||||||
Dividends | 5,543 | 515,463 | 934,875 | 269,984 | |||||||||||||||
Interest | 1,477,332 | — | — | — | |||||||||||||||
Foreign tax reclaims | — | 2,270 | — | — | |||||||||||||||
Unrealized appreciation on forward foreign currency contracts | 2,839,753 | 31,863 | — | — | |||||||||||||||
Unrealized appreciation on forward premium swaptions | 72,545 | — | — | — | |||||||||||||||
Prepaid expenses | 2,209 | 3,612 | 7,240 | 3,127 | |||||||||||||||
Reimbursement due from manager | — | 37,878 | — | 47,893 | |||||||||||||||
Other assets | 14,966 | 10,652 | 32,730 | 14,813 | |||||||||||||||
Total assets | 233,980,469 | 380,206,195 | 785,035,670 | 297,004,839 | |||||||||||||||
LIABILITIES: | |||||||||||||||||||
Payable for investment securities purchased | 5,359,298 | 3,766,373 | — | 360,938 | |||||||||||||||
Payable for fund shares redeemed | 89,929 | 74,028 | 1,121,117 | 157,697 | |||||||||||||||
Payable upon receipt of securities loaned | 4,645,894 | 12,026,526 | — | — | |||||||||||||||
Unrealized depreciation on forward foreign currency contracts | 2,788,581 | 32,280 | — | — | |||||||||||||||
Variation margin payable on centrally cleared swaps | 76,211 | — | — | — | |||||||||||||||
Cash received as collateral for OTC derivatives (Note 2) | 676,000 | — | — | — | |||||||||||||||
Payable for investment management fees | 108,344 | 328,233 | 619,479 | 223,746 | |||||||||||||||
Payable for distribution and shareholder service fees | 17,904 | 68,785 | 149,660 | 65,741 | |||||||||||||||
Payable to directors under the deferred compensation plan (Note 6) | 14,966 | 10,652 | 32,730 | 14,813 | |||||||||||||||
Payable for directors fees | 1,136 | 1,839 | 3,754 | 1,566 | |||||||||||||||
Other accrued expenses and liabilities | 53,859 | 58,679 | 104,969 | 54,487 | |||||||||||||||
Written options, at fair value^ | 1,168,528 | — | — | — | |||||||||||||||
Total liabilities | 15,000,650 | 16,367,395 | 2,031,709 | 878,988 | |||||||||||||||
NET ASSETS | $ | 218,979,819 | $ | 363,838,800 | $ | 783,003,961 | $ | 296,125,851 | |||||||||||
NET ASSETS WERE COMPRISED OF: | |||||||||||||||||||
Paid-in capital | $ | 220,050,182 | $ | 279,101,174 | $ | 136,424,412 | $ | 194,706,976 | |||||||||||
Undistributed (distributions in excess of) net investment income or accumulated net investment loss | 6,712,002 | 5,710,249 | (649,515 | ) | 3,805,946 | ||||||||||||||
Accumulated net realized gain | 1,690,144 | 55,887,383 | 123,904,490 | 47,131,632 | |||||||||||||||
Net unrealized appreciation (depreciation) | (9,472,509 | ) | 23,139,994 | 523,324,574 | 50,481,297 | ||||||||||||||
NET ASSETS | $ | 218,979,819 | $ | 363,838,800 | $ | 783,003,961 | $ | 296,125,851 | |||||||||||
+ Including securities loaned at value | $ | 4,534,765 | $ | 11,762,494 | $ | — | $ | — | |||||||||||
* Cost of investments in securities | $ | 153,827,377 | $ | 333,129,159 | $ | 244,611,683 | $ | 242,711,220 | |||||||||||
** Cost of investments in affiliates | $ | 60,841,012 | $ | — | $ | — | $ | — | |||||||||||
*** Cost of short-term investments | $ | 19,934,592 | $ | 19,842,713 | $ | 15,914,992 | $ | 3,174,622 | |||||||||||
**** Cost of foreign currencies | $ | 32,239 | $ | — | $ | — | $ | — | |||||||||||
***** Cost of foreign cash collateral for futures | $ | 136,599 | $ | — | $ | — | $ | — | |||||||||||
^ Premiums received on written options | $ | 1,121,580 | $ | — | $ | — | $ | — |
See Accompanying Notes to Financial Statements
7
STATEMENTS OF ASSETS AND LIABILITIES AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Voya Global Bond Portfolio | VY® American Century Small-Mid Cap Value Portfolio | VY® Baron Growth Portfolio | VY® Columbia Contrarian Core Portfolio | ||||||||||||||||
Class ADV: | |||||||||||||||||||
Net assets | $ | 23,600,280 | $ | 111,164,381 | $ | 93,980,196 | $ | 26,237,287 | |||||||||||
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 | 2,220,010 | 8,735,805 | 3,013,405 | 1,132,201 | |||||||||||||||
Net asset value and redemption price per share | $ | 10.63 | $ | 12.73 | $ | 31.19 | $ | 23.17 | |||||||||||
Class I: | |||||||||||||||||||
Net assets | $ | 155,652,527 | $ | 147,404,515 | $ | 144,976,298 | $ | 9,486,839 | |||||||||||
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 | 14,387,883 | 10,886,380 | 4,228,322 | 388,792 | |||||||||||||||
Net asset value and redemption price per share | $ | 10.82 | $ | 13.54 | $ | 34.29 | $ | 24.40 | |||||||||||
Class R6: | |||||||||||||||||||
Net assets | n/a | n/a | $ | 14,704,170 | 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 | 428,628 | n/a | |||||||||||||||
Net asset value and redemption price per share | n/a | n/a | $ | 34.31 | n/a | ||||||||||||||
Class S: | |||||||||||||||||||
Net assets | $ | 39,727,012 | $ | 101,198,246 | $ | 527,297,443 | $ | 260,401,725 | |||||||||||
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 | 3,676,653 | 7,588,382 | 16,066,251 | 10,904,406 | |||||||||||||||
Net asset value and redemption price per share | $ | 10.81 | $ | 13.34 | $ | 32.82 | $ | 23.88 | |||||||||||
Class S2: | |||||||||||||||||||
Net assets | n/a | $ | 4,071,658 | $ | 2,045,854 | n/a | |||||||||||||
Shares authorized | n/a | 100,000,000 | 100,000,000 | n/a | |||||||||||||||
Par value | n/a | $ | 0.001 | $ | 0.001 | n/a | |||||||||||||
Shares outstanding | n/a | 320,405 | 65,067 | n/a | |||||||||||||||
Net asset value and redemption price per share | n/a | $ | 12.71 | $ | 31.44 | n/a |
See Accompanying Notes to Financial Statements
8
STATEMENTS OF ASSETS AND LIABILITIES AS OF JUNE 30, 2018 (UNAUDITED)
VY® Columbia Small Cap Value II Portfolio | VY® Invesco Comstock Portfolio | VY® Invesco Equity and Income Portfolio | VY® JPMorgan Mid Cap Value Portfolio | ||||||||||||||||
ASSETS: | |||||||||||||||||||
Investments in securities at fair value+* | $ | 198,943,288 | $ | 523,924,841 | $ | 1,462,429,807 | $ | 504,924,339 | |||||||||||
Short-term investments at fair value** | 10,931,312 | 30,432,578 | 100,129,256 | 18,521,575 | |||||||||||||||
Cash | 25,938 | 16,137 | 58,253 | — | |||||||||||||||
Foreign currencies at value*** | — | 279 | 1,214,804 | — | |||||||||||||||
Receivables: | |||||||||||||||||||
Investment securities sold | 289,276 | 1,320,159 | 9,756,858 | — | |||||||||||||||
Fund shares sold | 15,731 | 249,635 | 20,256 | 16,028 | |||||||||||||||
Dividends | 223,861 | 677,446 | 1,647,048 | 751,921 | |||||||||||||||
Interest | — | — | 3,012,770 | — | |||||||||||||||
Foreign tax reclaims | — | 179,212 | 388,369 | — | |||||||||||||||
Unrealized appreciation on forward foreign currency contracts | — | 111,879 | 1,092,918 | — | |||||||||||||||
Prepaid expenses | 2,031 | 4,926 | 16,103 | 5,386 | |||||||||||||||
Reimbursement due from manager | — | — | 28,041 | — | |||||||||||||||
Other assets | 9,562 | 24,657 | 89,520 | 20,361 | |||||||||||||||
Total assets | 210,440,999 | 556,941,749 | 1,579,884,003 | 524,239,610 | |||||||||||||||
LIABILITIES: | |||||||||||||||||||
Payable for investment securities purchased | 1,181,177 | 995,901 | 15,109,243 | — | |||||||||||||||
Payable for fund shares redeemed | 508,775 | 1,456,268 | 771,844 | 615,514 | |||||||||||||||
Payable upon receipt of securities loaned | — | 4,908,323 | 26,445,939 | 8,792,589 | |||||||||||||||
Unrealized depreciation on forward foreign currency contracts | — | 125,690 | 44,550 | — | |||||||||||||||
Payable for investment management fees | 149,207 | 323,659 | 800,689 | 363,897 | |||||||||||||||
Payable for distribution and shareholder service fees | 41,016 | 70,475 | 258,197 | 88,311 | |||||||||||||||
Payable to directors under the deferred compensation plan (Note 6) | 9,562 | 24,657 | 89,520 | 20,361 | |||||||||||||||
Payable for directors fees | 1,037 | 2,623 | 8,113 | 2,696 | |||||||||||||||
Other accrued expenses and liabilities | 38,579 | 97,510 | 265,357 | 89,013 | |||||||||||||||
Total liabilities | 1,929,353 | 8,005,106 | 43,793,452 | 9,972,381 | |||||||||||||||
NET ASSETS | $ | 208,511,646 | $ | 548,936,643 | $ | 1,536,090,551 | $ | 514,267,229 | |||||||||||
NET ASSETS WERE COMPRISED OF: | |||||||||||||||||||
Paid-in capital | $ | 128,749,804 | $ | 432,218,988 | $ | 1,234,568,257 | $ | 308,675,677 | |||||||||||
Undistributed net investment income | 780,832 | 4,760,548 | 15,091,884 | 2,257,115 | |||||||||||||||
Accumulated net realized gain | 39,065,291 | 16,356,217 | 127,680,118 | 74,925,639 | |||||||||||||||
Net unrealized appreciation | 39,915,719 | 95,600,890 | 158,750,292 | 128,408,798 | |||||||||||||||
NET ASSETS | $ | 208,511,646 | $ | 548,936,643 | $ | 1,536,090,551 | $ | 514,267,229 | |||||||||||
+ Including securities loaned at value | $ | — | $ | 4,776,716 | $ | 25,812,760 | $ | 8,600,373 | |||||||||||
* Cost of investments in securities | $ | 159,027,569 | $ | 428,303,521 | $ | 1,304,723,752 | $ | 376,515,541 | |||||||||||
** Cost of short-term investments | $ | 10,931,312 | $ | 30,432,578 | $ | 100,129,256 | $ | 18,521,575 | |||||||||||
*** Cost of foreign currencies | $ | — | $ | 279 | $ | 1,217,672 | $ | — |
See Accompanying Notes to Financial Statements
9
STATEMENTS OF ASSETS AND LIABILITIES AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
VY® Columbia Small Cap Value II Portfolio | VY® Invesco Comstock Portfolio | VY® Invesco Equity and Income Portfolio | VY® JPMorgan Mid Cap Value Portfolio | ||||||||||||||||
Class ADV: | |||||||||||||||||||
Net assets | $ | 35,839,203 | $ | 34,085,282 | $ | 51,913,245 | $ | 93,615,338 | |||||||||||
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 | 1,799,764 | 1,694,654 | 1,123,696 | 4,754,708 | |||||||||||||||
Net asset value and redemption price per share | $ | 19.91 | $ | 20.11 | $ | 46.20 | $ | 19.69 | |||||||||||
Class I: | |||||||||||||||||||
Net assets | $ | 45,873,680 | $ | 247,619,115 | $ | 552,745,773 | $ | 187,181,169 | |||||||||||
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 | 2,225,765 | 12,175,111 | 11,760,057 | 9,241,874 | |||||||||||||||
Net asset value and redemption price per share | $ | 20.61 | $ | 20.34 | $ | 47.00 | $ | 20.25 | |||||||||||
Class R6: | |||||||||||||||||||
Net assets | $ | 5,962,342 | n/a | n/a | n/a | ||||||||||||||
Shares authorized | 100,000,000 | n/a | n/a | n/a | |||||||||||||||
Par value | $ | 0.001 | n/a | n/a | n/a | ||||||||||||||
Shares outstanding | 289,146 | n/a | n/a | n/a | |||||||||||||||
Net asset value and redemption price per share | $ | 20.62 | n/a | n/a | n/a | ||||||||||||||
Class S: | |||||||||||||||||||
Net assets | $ | 117,312,597 | $ | 267,232,246 | $ | 552,322,877 | $ | 230,834,352 | |||||||||||
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 | 5,726,800 | 13,167,139 | 11,838,356 | 11,524,257 | |||||||||||||||
Net asset value and redemption price per share | $ | 20.48 | $ | 20.30 | $ | 46.66 | $ | 20.03 | |||||||||||
Class S2: | |||||||||||||||||||
Net assets | $ | 3,523,824 | n/a | $ | 379,108,656 | $ | 2,636,370 | ||||||||||||
Shares authorized | 100,000,000 | n/a | 100,000,000 | 100,000,000 | |||||||||||||||
Par value | $ | 0.001 | n/a | $ | 0.001 | $ | 0.001 | ||||||||||||
Shares outstanding | 177,294 | n/a | 8,240,344 | 134,218 | |||||||||||||||
Net asset value and redemption price per share | $ | 19.88 | n/a | $ | 46.01 | $ | 19.64 |
See Accompanying Notes to Financial Statements
10
STATEMENTS OF ASSETS AND LIABILITIES AS OF JUNE 30, 2018 (UNAUDITED)
VY® Oppenheimer Global Portfolio | VY® Pioneer High Yield Portfolio | VY® T. Rowe Price Diversified Mid Cap Growth Portfolio | VY® T. Rowe Price Growth Equity Portfolio | ||||||||||||||||
ASSETS: | |||||||||||||||||||
Investments in securities at fair value+* | $ | 1,679,343,545 | $ | 92,931,668 | $ | 1,020,386,179 | $ | 1,918,549,504 | |||||||||||
Short-term investments at fair value** | 27,713,991 | 8,001,470 | 29,323,484 | 62,035,755 | |||||||||||||||
Cash | — | — | 1,615,385 | 2,132,570 | |||||||||||||||
Cash collateral for futures | — | 145,425 | — | — | |||||||||||||||
Cash pledged for centrally cleared swaps (Note 2) | — | 225,468 | — | — | |||||||||||||||
Foreign currencies at value*** | 47,899 | — | — | — | |||||||||||||||
Receivables: | |||||||||||||||||||
Investment securities sold | — | 145,531 | 3,648,193 | 6,108,221 | |||||||||||||||
Fund shares sold | 189,399 | 28,314 | 102,586 | 849,726 | |||||||||||||||
Dividends | 395,629 | 16,613 | 465,828 | 686,724 | |||||||||||||||
Interest | — | 1,275,537 | 94 | 28,603 | |||||||||||||||
Foreign tax reclaims | 1,784,122 | — | — | — | |||||||||||||||
Unrealized appreciation on unfunded commitments | — | 937 | — | — | |||||||||||||||
Variation margin receivable on centrally cleared swaps | — | 452 | — | — | |||||||||||||||
Prepaid expenses | 17,335 | 978 | 10,014 | 17,485 | |||||||||||||||
Reimbursement due from manager | — | 5,806 | — | — | |||||||||||||||
Other assets | 76,839 | 5,876 | 39,562 | 62,618 | |||||||||||||||
Total assets | 1,709,568,759 | 102,784,075 | 1,055,591,325 | 1,990,471,206 | |||||||||||||||
LIABILITIES: | |||||||||||||||||||
Payable for investment securities purchased | 654,451 | 319,147 | 1,023,059 | 2,623,997 | |||||||||||||||
Payable for fund shares redeemed | 905,762 | 5,599 | 225,133 | 8,970,212 | |||||||||||||||
Payable upon receipt of securities loaned | 13,488,622 | — | 29,322,484 | 56,026,429 | |||||||||||||||
Payable for investment management fees | 1,003,702 | 59,042 | 635,714 | 1,116,402 | |||||||||||||||
Payable for distribution and shareholder service fees | 101,538 | 558 | 40,643 | 198,270 | |||||||||||||||
Payable to custodian due to bank overdraft | — | 36,751 | — | — | |||||||||||||||
Payable to directors under the deferred compensation plan (Note 6) | 76,839 | 5,876 | 39,562 | 62,618 | |||||||||||||||
Payable for directors fees | 8,820 | 507 | 5,139 | 9,221 | |||||||||||||||
Payable for borrowings against line of credit | — | — | 1,513,000 | — | |||||||||||||||
Other accrued expenses and liabilities | 273,163 | 28,808 | 97,427 | 191,795 | |||||||||||||||
Total liabilities | 16,512,897 | 456,288 | 32,902,161 | 69,198,944 | |||||||||||||||
NET ASSETS | $ | 1,693,055,862 | $ | 102,327,787 | $ | 1,022,689,164 | $ | 1,921,272,262 | |||||||||||
NET ASSETS WERE COMPRISED OF: | |||||||||||||||||||
Paid-in capital | $ | 653,926,128 | $ | 102,487,595 | $ | 565,000,585 | $ | 959,845,197 | |||||||||||
Undistributed net investment income | 36,111,829 | 2,931,730 | 2,374,437 | 3,531,661 | |||||||||||||||
Accumulated net realized gain (loss) | 216,030,123 | (2,851,326 | ) | 150,789,161 | 405,837,533 | ||||||||||||||
Net unrealized appreciation (depreciation) | 786,987,782 | (240,212 | ) | 304,524,981 | 552,057,871 | ||||||||||||||
NET ASSETS | $ | 1,693,055,862 | $ | 102,327,787 | $ | 1,022,689,164 | $ | 1,921,272,262 | |||||||||||
+ Including securities loaned at value | $ | 13,030,657 | $ | — | $ | 28,664,156 | $ | 54,844,968 | |||||||||||
* Cost of investments in securities | $ | 892,360,933 | $ | 93,249,884 | $ | 715,861,198 | $ | 1,366,491,633 | |||||||||||
** Cost of short-term investments | $ | 27,713,991 | $ | 8,000,832 | $ | 29,323,484 | $ | 62,035,755 | |||||||||||
*** Cost of foreign currencies | $ | 47,798 | $ | — | $ | — | $ | — |
See Accompanying Notes to Financial Statements
11
STATEMENTS OF ASSETS AND LIABILITIES AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
VY® Oppenheimer Global Portfolio | VY® Pioneer High Yield Portfolio | VY® T. Rowe Price Diversified Mid Cap Growth Portfolio | VY® T. Rowe Price Growth Equity Portfolio | ||||||||||||||||
Class ADV: | |||||||||||||||||||
Net assets | $ | 123,473,969 | n/a | $ | 67,463,654 | $ | 268,302,495 | ||||||||||||
Shares authorized | 100,000,000 | n/a | 100,000,000 | 100,000,000 | |||||||||||||||
Par value | $ | 0.001 | n/a | $ | 0.001 | $ | 0.001 | ||||||||||||
Shares outstanding | 5,674,083 | n/a | 6,088,592 | 2,839,072 | |||||||||||||||
Net asset value and redemption price per share | $ | 21.76 | n/a | $ | 11.08 | $ | 94.50 | ||||||||||||
Class I: | |||||||||||||||||||
Net assets | $ | 1,337,754,337 | $ | 99,609,208 | $ | 885,038,495 | $ | 1,246,376,456 | |||||||||||
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 | 58,830,206 | 8,544,366 | 72,368,080 | 12,172,424 | |||||||||||||||
Net asset value and redemption price per share | $ | 22.74 | $ | 11.66 | $ | 12.23 | $ | 102.39 | |||||||||||
Class R6: | |||||||||||||||||||
Net assets | n/a | n/a | $ | 13,467,203 | 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 | 1,100,710 | n/a | |||||||||||||||
Net asset value and redemption price per share | n/a | n/a | $ | 12.24 | n/a | ||||||||||||||
Class S: | |||||||||||||||||||
Net assets | $ | 227,376,815 | $ | 2,718,579 | $ | 52,349,011 | $ | 396,488,768 | |||||||||||
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 | 10,381,865 | 233,453 | 4,443,386 | 4,028,323 | |||||||||||||||
Net asset value and redemption price per share | $ | 21.90 | $ | 11.65 | $ | 11.78 | $ | 98.43 | |||||||||||
Class S2: | |||||||||||||||||||
Net assets | $ | 4,450,741 | n/a | $ | 4,370,801 | $ | 10,104,543 | ||||||||||||
Shares authorized | 100,000,000 | n/a | 100,000,000 | 100,000,000 | |||||||||||||||
Par value | $ | 0.001 | n/a | $ | 0.001 | $ | 0.001 | ||||||||||||
Shares outstanding | 208,805 | n/a | 392,705 | 105,550 | |||||||||||||||
Net asset value and redemption price per share | $ | 21.32 | n/a | $ | 11.13 | $ | 95.73 |
See Accompanying Notes to Financial Statements
12
STATEMENTS OF ASSETS AND LIABILITIES AS OF JUNE 30, 2018 (UNAUDITED)
VY® Templeton Foreign Equity Portfolio | |||||||
ASSETS: | |||||||
Investments in securities at fair value+* | $ | 545,680,021 | |||||
Short-term investments at fair value** | 28,923,160 | ||||||
Foreign currencies at value*** | 154,139 | ||||||
Receivables: | |||||||
Fund shares sold | 137,573 | ||||||
Dividends | 1,569,874 | ||||||
Foreign tax reclaims | 1,330,902 | ||||||
Prepaid expenses | 6,038 | ||||||
Reimbursement due from manager | 23,132 | ||||||
Other assets | 60,239 | ||||||
Total assets | 577,885,078 | ||||||
LIABILITIES: | |||||||
Payable for fund shares redeemed | 142,098 | ||||||
Payable upon receipt of securities loaned | 11,251,139 | ||||||
Payable for investment management fees | 425,879 | ||||||
Payable for distribution and shareholder service fees | 91,931 | ||||||
Payable to directors under the deferred compensation plan (Note 6) | 60,239 | ||||||
Payable for directors fees | 3,036 | ||||||
Other accrued expenses and liabilities | 152,112 | ||||||
Total liabilities | 12,126,434 | ||||||
NET ASSETS | $ | 565,758,644 | |||||
NET ASSETS WERE COMPRISED OF: | |||||||
Paid-in capital | $ | 425,381,402 | |||||
Undistributed net investment income | 21,471,879 | ||||||
Accumulated net realized gain | 26,642,412 | ||||||
Net unrealized appreciation | 92,262,951 | ||||||
NET ASSETS | $ | 565,758,644 | |||||
+ Including securities loaned at value | $ | 10,677,621 | |||||
* Cost of investments in securities | $ | 453,399,873 | |||||
** Cost of short-term investments | $ | 28,922,379 | |||||
*** Cost of foreign currencies | $ | 155,038 |
See Accompanying Notes to Financial Statements
13
STATEMENTS OF ASSETS AND LIABILITIES AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
VY® Templeton Foreign Equity Portfolio | |||||||
Class ADV: | |||||||
Net assets | $ | 35,024,649 | |||||
Shares authorized | 100,000,000 | ||||||
Par value | $ | 0.001 | |||||
Shares outstanding | 2,787,977 | ||||||
Net asset value and redemption price per share | $ | 12.56 | |||||
Class I: | |||||||
Net assets | $ | 164,491,687 | |||||
Shares authorized | 100,000,000 | ||||||
Par value | $ | 0.001 | |||||
Shares outstanding | 12,919,284 | ||||||
Net asset value and redemption price per share | $ | 12.73 | |||||
Class S: | |||||||
Net assets | $ | 365,596,446 | |||||
Shares authorized | 100,000,000 | ||||||
Par value | $ | 0.001 | |||||
Shares outstanding | 28,945,019 | ||||||
Net asset value and redemption price per share | $ | 12.63 | |||||
Class S2: | |||||||
Net assets | $ | 645,862 | |||||
Shares authorized | 100,000,000 | ||||||
Par value | $ | 0.001 | |||||
Shares outstanding | 51,453 | ||||||
Net asset value and redemption price per share | $ | 12.55 |
See Accompanying Notes to Financial Statements
14
STATEMENTS OF OPERATIONS FOR THE SIX MONTHS ENDED JUNE 30, 2018 (UNAUDITED)
Voya Global Bond Portfolio | VY® American Century Small-Mid Cap Value Portfolio | VY® Baron Growth Portfolio | VY® Columbia Contrarian Core Portfolio | ||||||||||||||||
INVESTMENT INCOME: | |||||||||||||||||||
Dividends, net of foreign taxes withheld* | $ | 39,349 | $ | 3,379,110 | $ | 3,911,340 | $ | 2,715,077 | |||||||||||
Interest, net of foreign taxes withheld* | 3,403,825 | — | — | — | |||||||||||||||
Dividends from affiliated underlying funds | 1,317,507 | — | — | — | |||||||||||||||
Securities lending income, net | 31,932 | 47,280 | — | — | |||||||||||||||
Other | — | 39,395 | — | — | |||||||||||||||
Total investment income | 4,792,613 | 3,465,785 | 3,911,340 | 2,715,077 | |||||||||||||||
EXPENSES: | |||||||||||||||||||
Investment management fees | 675,645 | 1,976,362 | 3,536,695 | 1,397,364 | |||||||||||||||
Distribution and shareholder service fees: | |||||||||||||||||||
Class ADV | 61,006 | 280,914 | 223,393 | 70,618 | |||||||||||||||
Class S | 51,416 | 127,899 | 629,938 | 340,536 | |||||||||||||||
Class S2 | — | 9,002 | 3,775 | — | |||||||||||||||
Transfer agent fees | 184 | 626 | 673 | 379 | |||||||||||||||
Shareholder reporting expense | 13,394 | 18,541 | 34,237 | 16,652 | |||||||||||||||
Professional fees | 10,498 | 15,495 | 25,424 | 13,983 | |||||||||||||||
Custody and accounting expense | 33,380 | 53,911 | 39,334 | 20,634 | |||||||||||||||
Directors fees | 4,542 | 7,353 | 15,015 | 6,262 | |||||||||||||||
Miscellaneous expense | 5,966 | 12,413 | 20,994 | 9,896 | |||||||||||||||
Interest expense | 8,673 | 12 | 9,503 | 43 | |||||||||||||||
Total expenses | 864,704 | 2,502,528 | 4,538,981 | 1,876,367 | |||||||||||||||
Waived and reimbursed fees | (51,765 | ) | (523,832 | ) | — | (350,178 | ) | ||||||||||||
Brokerage commission recapture | — | — | (1,465 | ) | (14,118 | ) | |||||||||||||
Net expenses | 812,939 | 1,978,696 | 4,537,516 | 1,512,071 | |||||||||||||||
Net investment income (loss) | 3,979,674 | 1,487,089 | (626,176 | ) | 1,203,006 | ||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||||||||||||||||
Net realized gain (loss) on: | |||||||||||||||||||
Investments | 4,214,778 | 20,545,437 | 53,930,524 | 17,877,085 | |||||||||||||||
Forward foreign currency contracts | (194,471 | ) | 48,553 | — | — | ||||||||||||||
Foreign currency related transactions | 1,293,007 | 1,638 | 440 | 1,350 | |||||||||||||||
Futures | 634,334 | — | — | — | |||||||||||||||
Swaps | 1,332,191 | — | — | — | |||||||||||||||
Written options | (3,945,553 | ) | — | — | — | ||||||||||||||
Net realized gain | 3,334,286 | 20,595,628 | 53,930,964 | 17,878,435 | |||||||||||||||
Net change in unrealized appreciation (depreciation) on: | |||||||||||||||||||
Investments | (5,565,703 | ) | (19,681,936 | ) | 32,055,854 | (21,469,339 | ) | ||||||||||||
Affiliated underlying funds | (4,260,523 | ) | — | — | — | ||||||||||||||
Forward foreign currency contracts | (1,296,479 | ) | 132,051 | — | — | ||||||||||||||
Foreign currency related transactions | (53,608 | ) | (309 | ) | — | — | |||||||||||||
Futures | 464,756 | — | — | — | |||||||||||||||
Swaps | 700,712 | — | — | — | |||||||||||||||
Written options | (647,112 | ) | — | — | — | ||||||||||||||
Net change in unrealized appreciation (depreciation) | (10,657,957 | ) | (19,550,194 | ) | 32,055,854 | (21,469,339 | ) | ||||||||||||
Net realized and unrealized gain (loss) | (7,323,671 | ) | 1,045,434 | 85,986,818 | (3,590,904 | ) | |||||||||||||
Increase (decrease) in net assets resulting from operations | $ | (3,343,997 | ) | $ | 2,532,523 | $ | 85,360,642 | $ | (2,387,898 | ) | |||||||||
*Foreign taxes withheld | $ | 943 | $ | 19,917 | $ | — | $ | 10,271 |
See Accompanying Notes to Financial Statements
15
STATEMENTS OF OPERATIONS FOR THE SIX MONTHS ENDED JUNE 30, 2018 (UNAUDITED)
VY® Columbia Small Cap Value II Portfolio | VY® Invesco Comstock Portfolio | VY® Invesco Equity and Income Portfolio | VY® JPMorgan Mid Cap Value Portfolio | ||||||||||||||||
INVESTMENT INCOME: | |||||||||||||||||||
Dividends, net of foreign taxes withheld* | $ | 1,344,197 | $ | 6,274,926 | $ | 13,077,285 | $ | 4,679,719 | |||||||||||
Interest | — | — | 6,699,895 | — | |||||||||||||||
Securities lending income, net | — | 18,876 | 254,039 | 43,026 | |||||||||||||||
Other | — | — | 23,197 | 20,663 | |||||||||||||||
Total investment income | 1,344,197 | 6,293,802 | 20,054,416 | 4,743,408 | |||||||||||||||
EXPENSES: | |||||||||||||||||||
Investment management fees | 874,084 | 1,820,948 | 5,081,437 | 2,253,526 | |||||||||||||||
Distribution and shareholder service fees: | |||||||||||||||||||
Class ADV | 88,939 | 87,679 | 132,648 | 238,591 | |||||||||||||||
Class S | 149,015 | 346,245 | 723,394 | 300,351 | |||||||||||||||
Class S2 | 6,507 | — | 803,786 | 5,956 | |||||||||||||||
Transfer agent fees | 378 | 672 | 1,349 | 577 | |||||||||||||||
Shareholder reporting expense | 12,648 | 24,978 | 76,925 | 25,080 | |||||||||||||||
Professional fees | 10,583 | 21,177 | 60,455 | 19,015 | |||||||||||||||
Custody and accounting expense | 12,478 | 45,083 | 115,486 | 29,043 | |||||||||||||||
Directors fees | 4,147 | 10,492 | 32,450 | 10,785 | |||||||||||||||
Miscellaneous expense | 9,392 | 14,233 | 42,594 | 12,811 | |||||||||||||||
Interest expense | 10 | 49 | — | 43 | |||||||||||||||
Total expenses | 1,168,181 | 2,371,556 | 7,070,524 | 2,895,778 | |||||||||||||||
Waived and reimbursed fees | (26,917 | ) | (46,503 | ) | (282,963 | ) | (1,961 | ) | |||||||||||
Brokerage commission recapture | (16,640 | ) | (347 | ) | (2,919 | ) | (918 | ) | |||||||||||
Net expenses | 1,124,624 | 2,324,706 | 6,784,642 | 2,892,899 | |||||||||||||||
Net investment income | 219,573 | 3,969,096 | 13,269,774 | 1,850,509 | |||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||||||||||||||||
Net realized gain (loss) on: | |||||||||||||||||||
Investments | 18,207,254 | 21,301,082 | 41,909,171 | 34,101,958 | |||||||||||||||
Forward foreign currency contracts | — | (104,514 | ) | 399,718 | — | ||||||||||||||
Foreign currency related transactions | — | (189,330 | ) | (214,690 | ) | — | |||||||||||||
Net realized gain | 18,207,254 | 21,007,238 | 42,094,199 | 34,101,958 | |||||||||||||||
Net change in unrealized appreciation (depreciation) on: | |||||||||||||||||||
Investments | (14,643,046 | ) | (25,352,496 | ) | (75,878,280 | ) | (37,591,532 | ) | |||||||||||
Forward foreign currency contracts | — | 796,682 | 2,526,484 | — | |||||||||||||||
Foreign currency related transactions | — | (4,578 | ) | (5,559 | ) | — | |||||||||||||
Net change in unrealized appreciation (depreciation) | (14,643,046 | ) | (24,560,392 | ) | (73,357,355 | ) | (37,591,532 | ) | |||||||||||
Net realized and unrealized gain (loss) | 3,564,208 | (3,553,154 | ) | (31,263,156 | ) | (3,489,574 | ) | ||||||||||||
Increase (decrease) in net assets resulting from operations | $ | 3,783,781 | $ | 415,942 | $ | (17,993,382 | ) | $ | (1,639,065 | ) | |||||||||
*Foreign taxes withheld | $ | 4,734 | $ | 251,728 | $ | 378,537 | $ | — |
See Accompanying Notes to Financial Statements
16
STATEMENTS OF OPERATIONS FOR THE SIX MONTHS ENDED JUNE 30, 2018 (UNAUDITED)
VY® Oppenheimer Global Portfolio | VY® Pioneer High Yield 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* | $ | 16,469,169 | $ | 84,818 | $ | 4,808,430 | $ | 7,797,809 | |||||||||||
Interest | — | 2,738,485 | 799 | 65,353 | |||||||||||||||
Securities lending income, net | 449,347 | — | 116,915 | 276,667 | |||||||||||||||
Other | 46,240 | — | 67,415 | 33,531 | |||||||||||||||
Total investment income | 16,964,756 | 2,823,303 | 4,993,559 | 8,173,360 | |||||||||||||||
EXPENSES: | |||||||||||||||||||
Investment management fees | 6,123,171 | 352,179 | 3,771,045 | 6,401,383 | |||||||||||||||
Distribution and shareholder service fees: | |||||||||||||||||||
Class ADV | 309,336 | — | 161,817 | 646,453 | |||||||||||||||
Class S | 295,229 | 4,000 | 66,786 | 479,545 | |||||||||||||||
Class S2 | 8,737 | — | 8,479 | 19,120 | |||||||||||||||
Transfer agent fees | 1,320 | 207 | 423 | 1,360 | |||||||||||||||
Shareholder reporting expense | 74,998 | 8,676 | 39,820 | 72,400 | |||||||||||||||
Professional fees | 60,533 | 7,628 | 33,705 | 62,445 | |||||||||||||||
Custody and accounting expense | 201,884 | 16,228 | 52,490 | 104,555 | |||||||||||||||
Directors fees | 35,279 | 2,029 | 20,553 | 36,882 | |||||||||||||||
Miscellaneous expense | 35,428 | 5,039 | 18,313 | 30,364 | |||||||||||||||
Interest expense | 143 | 355 | 1,193 | 1,783 | |||||||||||||||
Total expenses | 7,146,058 | 396,341 | 4,174,624 | 7,856,290 | |||||||||||||||
Waived and reimbursed fees | — | (33,606 | ) | — | (252,896 | ) | |||||||||||||
Brokerage commission recapture | — | (46 | ) | — | — | ||||||||||||||
Net expenses | 7,146,058 | 362,689 | 4,174,624 | 7,603,394 | |||||||||||||||
Net investment income | 9,818,698 | 2,460,614 | 818,935 | 569,966 | |||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||||||||||||||||
Net realized gain (loss) on: | |||||||||||||||||||
Investments (net of Indian capital gains tax withheld^) | 129,911,843 | 750,246 | 57,995,803 | 103,491,382 | |||||||||||||||
Foreign currency related transactions | (1,698 | ) | 781 | — | (6,084 | ) | |||||||||||||
Futures | — | (93,101 | ) | — | — | ||||||||||||||
Swaps | — | 83,571 | — | — | |||||||||||||||
Net realized gain | 129,910,145 | 741,497 | 57,995,803 | 103,485,298 | |||||||||||||||
Net change in unrealized appreciation (depreciation) on: | |||||||||||||||||||
Investments (net of Indian capital gains tax accrued#) | (107,665,405 | ) | (3,242,108 | ) | (1,171,667 | ) | 68,150,582 | ||||||||||||
Foreign currency related transactions | (56,134 | ) | (157 | ) | — | 2,563 | |||||||||||||
Futures | — | 57,866 | — | — | |||||||||||||||
Swaps | — | (41,907 | ) | — | — | ||||||||||||||
Unfunded commitments | — | 4,818 | — | — | |||||||||||||||
Net change in unrealized appreciation (depreciation) | (107,721,539 | ) | (3,221,488 | ) | (1,171,667 | ) | 68,153,145 | ||||||||||||
Net realized and unrealized gain (loss) | 22,188,606 | (2,479,991 | ) | 56,824,136 | 171,638,443 | ||||||||||||||
Increase (decrease) in net assets resulting from operations | $ | 32,007,304 | $ | (19,377 | ) | $ | 57,643,071 | $ | 172,208,409 | ||||||||||
* Foreign taxes withheld | $ | 2,037,978 | $ | — | $ | 22,099 | $ | 75,064 | |||||||||||
^ Foreign taxes on sale of Indian investments | $ | 49,055 | $ | — | $ | — | $ | — | |||||||||||
# Foreign taxes accrued on Indian investments | $ | 15,414 | $ | — | $ | — | $ | — |
See Accompanying Notes to Financial Statements
17
STATEMENTS OF OPERATIONS FOR THE SIX MONTHS ENDED JUNE 30, 2018 (UNAUDITED)
VY® Templeton Foreign Equity Portfolio | |||||||
INVESTMENT INCOME: | |||||||
Dividends, net of foreign taxes withheld* | $ | 10,627,658 | |||||
Interest | 90,881 | ||||||
Securities lending income, net | 107,794 | ||||||
Total investment income | 10,826,333 | ||||||
EXPENSES: | |||||||
Investment management fees | 2,683,222 | ||||||
Distribution and shareholder service fees: | |||||||
Class ADV | 91,921 | ||||||
Class S | 485,301 | ||||||
Class S2 | 1,574 | ||||||
Transfer agent fees | 536 | ||||||
Shareholder reporting expense | 30,770 | ||||||
Professional fees | 27,693 | ||||||
Custody and accounting expense | 133,759 | ||||||
Directors fees | 12,143 | ||||||
Miscellaneous expense | 20,446 | ||||||
Interest expense | 78 | ||||||
Total expenses | 3,487,443 | ||||||
Waived and reimbursed fees | (187,385 | ) | |||||
Brokerage commission recapture | (3,635 | ) | |||||
Net expenses | 3,296,423 | ||||||
Net investment income | 7,529,910 | ||||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||||
Net realized gain (loss) on: | |||||||
Investments | 32,121,930 | ||||||
Forward foreign currency contracts | 20,580 | ||||||
Foreign currency related transactions | (25,187 | ) | |||||
Net realized gain | 32,117,323 | ||||||
Net change in unrealized appreciation (depreciation) on: | |||||||
Investments | (61,126,265 | ) | |||||
Forward foreign currency contracts | (362 | ) | |||||
Foreign currency related transactions | (24,322 | ) | |||||
Net change in unrealized appreciation (depreciation) | (61,150,949 | ) | |||||
Net realized and unrealized loss | (29,033,626 | ) | |||||
Decrease in net assets resulting from operations | $ | (21,503,716 | ) | ||||
*Foreign taxes withheld | $ | 1,180,406 |
See Accompanying Notes to Financial Statements
18
STATEMENTS OF CHANGES IN NET ASSETS (UNAUDITED)
Voya Global Bond Portfolio | VY® American Century Small-Mid Cap Value Portfolio | ||||||||||||||||||
Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 3,979,674 | $ | 6,591,673 | $ | 1,487,089 | $ | 4,442,842 | |||||||||||
Net realized gain | 3,334,286 | 1,173,238 | 20,595,628 | 40,348,468 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | (10,657,957 | ) | 12,947,803 | (19,550,194 | ) | (6,013,186 | ) | ||||||||||||
Increase (decrease) in net assets resulting from operations | (3,343,997 | ) | 20,712,714 | 2,532,523 | 38,778,124 | ||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class ADV | (293,144 | ) | (511,317 | ) | — | (1,009,008 | ) | ||||||||||||
Class I | (2,318,408 | ) | (4,176,794 | ) | — | (1,888,408 | ) | ||||||||||||
Class S | (545,473 | ) | (957,957 | ) | — | (1,080,278 | ) | ||||||||||||
Class S2 | — | — | — | (40,449 | ) | ||||||||||||||
Net realized gains: | |||||||||||||||||||
Class ADV | — | — | — | (4,431,604 | ) | ||||||||||||||
Class I | — | — | — | (5,837,409 | ) | ||||||||||||||
Class S | — | — | — | (3,971,230 | ) | ||||||||||||||
Class S2 | — | — | — | (171,694 | ) | ||||||||||||||
Total distributions | (3,157,025 | ) | (5,646,068 | ) | — | (18,430,080 | ) | ||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 10,525,495 | 14,082,098 | 18,102,950 | 60,979,747 | |||||||||||||||
Reinvestment of distributions | 3,157,025 | 5,646,068 | — | 18,430,080 | |||||||||||||||
13,682,520 | 19,728,166 | 18,102,950 | 79,409,827 | ||||||||||||||||
Cost of shares redeemed | (16,624,028 | ) | (34,769,551 | ) | (34,214,513 | ) | (84,915,294 | ) | |||||||||||
Net decrease in net assets resulting from capital share transactions | (2,941,508 | ) | (15,041,385 | ) | (16,111,563 | ) | (5,505,467 | ) | |||||||||||
Net increase (decrease) in net assets | (9,442,530 | ) | 25,261 | (13,579,040 | ) | 14,842,577 | |||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 228,422,349 | 228,397,088 | 377,417,840 | 362,575,263 | |||||||||||||||
End of year or period | $ | 218,979,819 | $ | 228,422,349 | $ | 363,838,800 | $ | 377,417,840 | |||||||||||
Undistributed net investment income at end of year or period | $ | 6,712,002 | $ | 5,889,353 | $ | 5,710,249 | $ | 4,223,160 |
See Accompanying Notes to Financial Statements
19
STATEMENTS OF CHANGES IN NET ASSETS (UNAUDITED)
VY® Baron Growth Portfolio | VY® Columbia Contrarian Core Portfolio | ||||||||||||||||||
Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income (loss) | $ | (626,176 | ) | $ | (825,435 | ) | $ | 1,203,006 | $ | 2,645,476 | |||||||||
Net realized gain | 53,930,964 | 77,001,175 | 17,878,435 | 30,196,289 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | 32,055,854 | 109,813,877 | (21,469,339 | ) | 31,018,551 | ||||||||||||||
Increase (decrease) in net assets resulting from operations | 85,360,642 | 185,989,617 | (2,387,898 | ) | 63,860,316 | ||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class ADV | — | (472,568 | ) | — | (236,421 | ) | |||||||||||||
Class I | — | (1,502,041 | ) | — | (120,908 | ) | |||||||||||||
Class R6 | — | (19,734 | ) | — | — | ||||||||||||||
Class S | — | (3,905,958 | ) | — | (2,825,606 | ) | |||||||||||||
Class S2 | — | (7,458 | ) | — | — | ||||||||||||||
Net realized gains: | |||||||||||||||||||
Class ADV | — | (9,831,150 | ) | — | (1,647,211 | ) | |||||||||||||
Class I | — | (16,641,830 | ) | — | (558,456 | ) | |||||||||||||
Class R6 | — | (218,571 | ) | — | — | ||||||||||||||
Class S | — | (57,464,205 | ) | — | (16,468,799 | ) | |||||||||||||
Class S2 | — | (226,899 | ) | — | — | ||||||||||||||
Total distributions | — | (90,290,414 | ) | — | (21,857,401 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 29,066,567 | 59,780,402 | 2,328,738 | 5,706,660 | |||||||||||||||
Reinvestment of distributions | — | 90,290,414 | — | 21,857,401 | |||||||||||||||
29,066,567 | 150,070,816 | 2,328,738 | 27,564,061 | ||||||||||||||||
Cost of shares redeemed | (90,986,250 | ) | (196,041,680 | ) | (28,453,673 | ) | (70,852,925 | ) | |||||||||||
Net decrease in net assets resulting from capital share transactions | (61,919,683 | ) | (45,970,864 | ) | (26,124,935 | ) | (43,288,864 | ) | |||||||||||
Net increase (decrease) in net assets | 23,440,959 | 49,728,339 | (28,512,833 | ) | (1,285,949 | ) | |||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 759,563,002 | 709,834,663 | 324,638,684 | 325,924,633 | |||||||||||||||
End of year or period | $ | 783,003,961 | $ | 759,563,002 | $ | 296,125,851 | $ | 324,638,684 | |||||||||||
Undistributed (distributions in excess of) net investment income or accumulated net investment loss at end of year or period | $ | (649,515 | ) | $ | (23,339 | ) | $ | 3,805,946 | $ | 2,602,940 |
See Accompanying Notes to Financial Statements
20
STATEMENTS OF CHANGES IN NET ASSETS (UNAUDITED)
VY® Columbia Small Cap Value II Portfolio | VY® Invesco Comstock Portfolio | ||||||||||||||||||
Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 219,573 | $ | 567,840 | $ | 3,969,096 | $ | 6,611,355 | |||||||||||
Net realized gain | 18,207,254 | 21,065,398 | 21,007,238 | 41,622,514 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | (14,643,046 | ) | 635,450 | (24,560,392 | ) | 32,370,082 | |||||||||||||
Increase in net assets resulting from operations | 3,783,781 | 22,268,688 | 415,942 | 80,603,951 | |||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class ADV | — | (60,081 | ) | — | (334,147 | ) | |||||||||||||
Class I | — | (246,775 | ) | — | (2,586,848 | ) | |||||||||||||
Class R6 | — | (14,085 | ) | — | — | ||||||||||||||
Class S | — | (384,597 | ) | — | (3,158,173 | ) | |||||||||||||
Class S2 | — | (10,279 | ) | — | — | ||||||||||||||
Net realized gains: | |||||||||||||||||||
Class ADV | — | (1,480,869 | ) | — | — | ||||||||||||||
Class I | — | (1,802,845 | ) | — | — | ||||||||||||||
Class R6 | — | (102,808 | ) | — | — | ||||||||||||||
Class S | — | (5,210,507 | ) | — | — | ||||||||||||||
Class S2 | — | (216,301 | ) | — | — | ||||||||||||||
Total distributions | — | (9,529,147 | ) | — | (6,079,168 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 14,647,776 | 28,505,309 | 101,081,748 | 40,687,773 | |||||||||||||||
Reinvestment of distributions | — | 9,529,147 | — | 6,079,168 | |||||||||||||||
14,647,776 | 38,034,456 | 101,081,748 | 46,766,941 | ||||||||||||||||
Cost of shares redeemed | (23,624,115 | ) | (75,064,802 | ) | (51,278,108 | ) | (142,775,740 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (8,976,339 | ) | (37,030,346 | ) | 49,803,640 | (96,008,799 | ) | ||||||||||||
Net increase (decrease) in net assets | (5,192,558 | ) | (24,290,805 | ) | 50,219,582 | (21,484,016 | ) | ||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 213,704,204 | 237,995,009 | 498,717,061 | 520,201,077 | |||||||||||||||
End of year or period | $ | 208,511,646 | $ | 213,704,204 | $ | 548,936,643 | $ | 498,717,061 | |||||||||||
Undistributed net investment income at end of year or period | $ | 780,832 | $ | 561,259 | $ | 4,760,548 | $ | 791,452 |
See Accompanying Notes to Financial Statements
21
STATEMENTS OF CHANGES IN NET ASSETS (UNAUDITED)
VY® Invesco Equity and Income Portfolio | VY® JPMorgan Mid Cap Value Portfolio | ||||||||||||||||||
Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 13,269,774 | $ | 29,677,317 | $ | 1,850,509 | $ | 3,929,103 | |||||||||||
Net realized gain | 42,094,199 | 89,486,431 | 34,101,958 | 42,555,468 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | (73,357,355 | ) | 55,123,191 | (37,591,532 | ) | 29,569,358 | |||||||||||||
Increase (decrease) in net assets resulting from operations | (17,993,382 | ) | 174,286,939 | (1,639,065 | ) | 76,053,929 | |||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class ADV | — | (706,585 | ) | — | (367,446 | ) | |||||||||||||
Class I | — | (12,863,459 | ) | — | (1,780,656 | ) | |||||||||||||
Class S | — | (10,168,042 | ) | — | (1,537,684 | ) | |||||||||||||
Class S2 | — | (5,973,523 | ) | — | (14,734 | ) | |||||||||||||
Net realized gains: | |||||||||||||||||||
Class ADV | — | (1,312,370 | ) | — | (9,276,090 | ) | |||||||||||||
Class I | — | (14,259,508 | ) | — | (19,983,617 | ) | |||||||||||||
Class S | — | (15,529,797 | ) | — | (25,068,058 | ) | |||||||||||||
Class S2 | — | (10,722,943 | ) | — | (359,318 | ) | |||||||||||||
Total distributions | — | (71,536,227 | ) | — | (58,387,603 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 9,401,638 | 35,752,953 | 12,449,739 | 37,140,515 | |||||||||||||||
Reinvestment of distributions | — | 71,536,227 | — | 58,387,603 | |||||||||||||||
9,401,638 | 107,289,180 | 12,449,739 | 95,528,118 | ||||||||||||||||
Cost of shares redeemed | (131,764,281 | ) | (307,139,472 | ) | (67,559,537 | ) | (151,607,906 | ) | |||||||||||
Net decrease in net assets resulting from capital share transactions | (122,362,643 | ) | (199,850,292 | ) | (55,109,798 | ) | (56,079,788 | ) | |||||||||||
Net decrease in net assets | (140,356,025 | ) | (97,099,580 | ) | (56,748,863 | ) | (38,413,462 | ) | |||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 1,676,446,576 | 1,773,546,156 | 571,016,092 | 609,429,554 | |||||||||||||||
End of year or period | $ | 1,536,090,551 | $ | 1,676,446,576 | $ | 514,267,229 | $ | 571,016,092 | |||||||||||
Undistributed net investment income at end of year or period | $ | 15,091,884 | $ | 1,822,110 | $ | 2,257,115 | $ | 406,606 |
See Accompanying Notes to Financial Statements
22
STATEMENTS OF CHANGES IN NET ASSETS (UNAUDITED)
VY® Oppenheimer Global Portfolio | VY® Pioneer High Yield Portfolio | ||||||||||||||||||
Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 9,818,698 | $ | 9,540,922 | $ | 2,460,614 | $ | 4,993,917 | |||||||||||
Net realized gain | 129,910,145 | 110,439,970 | 741,497 | 1,576,670 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | (107,721,539 | ) | 361,153,538 | (3,221,488 | ) | 873,369 | |||||||||||||
Increase (decrease) in net assets resulting from operations | 32,007,304 | 481,134,430 | (19,377 | ) | 7,443,956 | ||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class ADV | — | (718,720 | ) | — | — | ||||||||||||||
Class I | — | (13,712,818 | ) | (2,456,931 | ) | (4,964,852 | ) | ||||||||||||
Class S | — | (1,874,426 | ) | (76,356 | ) | (174,026 | ) | ||||||||||||
Class S2 | — | (36,515 | ) | — | — | ||||||||||||||
Net realized gains: | |||||||||||||||||||
Class ADV | — | (172,448 | ) | — | — | ||||||||||||||
Class I | — | (1,960,781 | ) | — | — | ||||||||||||||
Class S | — | (335,880 | ) | — | — | ||||||||||||||
Class S2 | — | (7,228 | ) | — | — | ||||||||||||||
Total distributions | — | (18,818,816 | ) | (2,533,287 | ) | (5,138,878 | ) | ||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 37,871,590 | 91,394,605 | 8,393,049 | 10,680,318 | |||||||||||||||
Reinvestment of distributions | — | 18,818,816 | 2,533,287 | 5,138,878 | |||||||||||||||
37,871,590 | 110,213,421 | 10,926,336 | 15,819,196 | ||||||||||||||||
Cost of shares redeemed | (124,085,311 | ) | (185,236,519 | ) | (7,757,734 | ) | (20,248,141 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (86,213,721 | ) | (75,023,098 | ) | 3,168,602 | (4,428,945 | ) | ||||||||||||
Net increase (decrease) in net assets | (54,206,417 | ) | 387,292,516 | 615,938 | (2,123,867 | ) | |||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 1,747,262,279 | 1,359,969,763 | 101,711,849 | 103,835,716 | |||||||||||||||
End of year or period | $ | 1,693,055,862 | $ | 1,747,262,279 | $ | 102,327,787 | $ | 101,711,849 | |||||||||||
Undistributed net investment income at end of year or period | $ | 36,111,829 | $ | 26,293,131 | $ | 2,931,730 | $ | 3,004,403 |
See Accompanying Notes to Financial Statements
23
STATEMENTS OF CHANGES IN NET ASSETS (UNAUDITED)
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio | VY® T. Rowe Price Growth Equity Portfolio | ||||||||||||||||||
Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 818,935 | $ | 1,289,754 | $ | 569,966 | $ | 1,450,815 | |||||||||||
Net realized gain | 57,995,803 | 97,549,385 | 103,485,298 | 307,936,009 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | (1,171,667 | ) | 108,864,402 | 68,153,145 | 162,302,754 | ||||||||||||||
Increase in net assets resulting from operations | 57,643,071 | 207,703,541 | 172,208,409 | 471,689,578 | |||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class ADV | — | (131,843 | ) | — | — | ||||||||||||||
Class I | — | (5,216,194 | ) | — | (565,610 | ) | |||||||||||||
Class R6 | — | (35,197 | ) | — | — | ||||||||||||||
Class S | — | (230,672 | ) | — | — | ||||||||||||||
Class S2 | — | (16,432 | ) | — | — | ||||||||||||||
Net realized gains: | |||||||||||||||||||
Class ADV | — | (4,234,793 | ) | — | (24,552,336 | ) | |||||||||||||
Class I | — | (59,161,068 | ) | — | (109,063,868 | ) | |||||||||||||
Class R6 | — | (399,191 | ) | — | — | ||||||||||||||
Class S | — | (3,734,472 | ) | — | (38,236,738 | ) | |||||||||||||
Class S2 | — | (372,735 | ) | — | (1,081,420 | ) | |||||||||||||
Total distributions | — | (73,532,597 | ) | — | (173,499,972 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 21,311,690 | 79,057,061 | 201,755,212 | 123,553,995 | |||||||||||||||
Reinvestment of distributions | — | 73,532,597 | — | 173,499,972 | |||||||||||||||
21,311,690 | 152,589,658 | 201,755,212 | 297,053,967 | ||||||||||||||||
Cost of shares redeemed | (66,603,514 | ) | (125,008,164 | ) | (191,766,688 | ) | (383,947,327 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (45,291,824 | ) | 27,581,494 | 9,988,524 | (86,893,360 | ) | |||||||||||||
Net increase in net assets | 12,351,247 | 161,752,438 | 182,196,933 | 211,296,246 | |||||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 1,010,337,917 | 848,585,479 | 1,739,075,329 | 1,527,779,083 | |||||||||||||||
End of year or period | $ | 1,022,689,164 | $ | 1,010,337,917 | $ | 1,921,272,262 | $ | 1,739,075,329 | |||||||||||
Undistributed net investment income at end of year or period | $ | 2,374,437 | $ | 1,555,502 | $ | 3,531,661 | $ | 2,961,695 |
See Accompanying Notes to Financial Statements
24
STATEMENTS OF CHANGES IN NET ASSETS (UNAUDITED)
VY® Templeton Foreign Equity Portfolio | |||||||||||
Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | ||||||||||
FROM OPERATIONS: | |||||||||||
Net investment income | $ | 7,529,910 | $ | 11,742,196 | |||||||
Net realized gain | 32,117,323 | 31,715,450 | |||||||||
Net change in unrealized appreciation (depreciation) | (61,150,949 | ) | 85,383,480 | ||||||||
Increase (decrease) in net assets resulting from operations | (21,503,716 | ) | 128,841,126 | ||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||
Net investment income: | |||||||||||
Class ADV | — | (555,843 | ) | ||||||||
Class I | — | (3,578,275 | ) | ||||||||
Class S | — | (7,476,254 | ) | ||||||||
Class S2 | — | (24,956 | ) | ||||||||
Total distributions | — | (11,635,328 | ) | ||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||
Net proceeds from sale of shares | 5,746,619 | 16,893,974 | |||||||||
Reinvestment of distributions | — | 11,635,328 | |||||||||
5,746,619 | 28,529,302 | ||||||||||
Cost of shares redeemed | (46,087,441 | ) | (146,010,456 | ) | |||||||
Net decrease in net assets resulting from capital share transactions | (40,340,822 | ) | (117,481,154 | ) | |||||||
Net decrease in net assets | (61,844,538 | ) | (275,356 | ) | |||||||
NET ASSETS: | |||||||||||
Beginning of year or period | 627,603,182 | 627,878,538 | |||||||||
End of year or period | $ | 565,758,644 | $ | 627,603,182 | |||||||
Undistributed net investment income at end of year or period | $ | 21,471,879 | $ | 13,941,969 |
See Accompanying Notes to Financial Statements
25
FINANCIAL HIGHLIGHTS (UNAUDITED)
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 10.94 | 0.17 | • | (0.35 | ) | (0.18 | ) | 0.13 | — | — | 0.13 | — | 10.63 | (1.67 | ) | 1.17 | 1.12 | 1.12 | 3.13 | 23,600 | 53 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 10.31 | 0.26 | • | (0.76 | ) | (0.50 | ) | — | — | — | — | — | 9.81 | (4.85 | ) | 1.15 | 1.10 | 1.10 | 2.58 | 26,374 | 335 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.35 | 0.37 | • | (0.37 | ) | 0.00 | * | 0.04 | — | — | 0.04 | — | 10.31 | (0.06 | ) | 1.16 | 1.10 | 1.10 | 3.49 | 32,874 | 296 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.35 | 0.33 | • | (0.85 | ) | (0.52 | ) | 0.19 | 0.29 | — | 0.48 | — | 10.35 | (4.50 | ) | 1.19 | 1.08 | 1.08 | 3.09 | 34,155 | 394 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 11.14 | 0.20 | • | (0.36 | ) | (0.16 | ) | 0.16 | — | — | 0.16 | — | 10.82 | (1.46 | ) | 0.67 | 0.62 | 0.62 | 3.63 | 155,653 | 53 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 10.42 | 0.32 | • | (0.77 | ) | (0.45 | ) | — | — | — | — | — | 9.97 | (4.32 | ) | 0.65 | 0.60 | 0.60 | 3.08 | 168,739 | 335 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.46 | 0.43 | • | (0.38 | ) | 0.05 | 0.09 | — | — | 0.09 | — | 10.42 | 0.42 | 0.66 | 0.60 | 0.60 | 3.99 | 208,023 | 296 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.46 | 0.40 | • | (0.87 | ) | (0.47 | ) | 0.24 | 0.29 | — | 0.53 | — | 10.46 | (4.00 | ) | 0.69 | 0.58 | 0.58 | 3.65 | 237,646 | 394 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 11.12 | 0.19 | • | (0.35 | ) | (0.16 | ) | 0.15 | — | — | 0.15 | — | 10.81 | (1.50 | ) | 0.92 | 0.87 | 0.87 | 3.38 | 39,727 | 53 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 10.44 | 0.29 | • | (0.76 | ) | (0.47 | ) | — | — | — | — | — | 9.97 | (4.50 | ) | 0.90 | 0.85 | 0.85 | 2.83 | 43,169 | 335 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.48 | 0.40 | • | (0.38 | ) | 0.02 | 0.06 | — | — | 0.06 | — | 10.44 | 0.15 | 0.91 | 0.85 | 0.85 | 3.74 | 51,041 | 296 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.48 | 0.37 | • | (0.87 | ) | (0.50 | ) | 0.21 | 0.29 | — | 0.50 | — | 10.48 | (4.28 | ) | 0.94 | 0.83 | 0.83 | 3.39 | 54,246 | 394 | ||||||||||||||||||||||||||||||||||||||||||||||||||
VY® American Century Small-Mid Cap Value Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 12.66 | 0.03 | • | 0.04 | 0.07 | — | — | — | — | — | 12.73 | 0.55 | 1.64 | 1.36 | 1.36 | 0.54 | 111,164 | 35 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 13.82 | 0.08 | (0.27 | ) | (0.19 | ) | 0.19 | 2.64 | — | 2.83 | — | 10.80 | (1.97 | ) | 1.66 | 1.36 | 1.36 | 0.72 | 79,901 | 71 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 14.79 | 0.12 | • | 1.49 | 1.61 | 0.18 | 2.40 | — | 2.58 | — | 13.82 | 12.15 | 1.65 | 1.36 | 1.36 | 0.82 | 86,335 | 79 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.76 | 0.12 | • | 3.49 | 3.61 | 0.14 | 0.44 | — | 0.58 | — | 14.79 | 31.12 | 1.66 | 1.42 | 1.42 | 0.88 | 95,563 | 84 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 13.44 | 0.07 | • | 0.03 | 0.10 | — | — | — | — | — | 13.54 | 0.74 | 1.14 | 0.86 | 0.86 | 1.05 | 147,405 | 35 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 14.40 | 0.16 | • | (0.31 | ) | (0.15 | ) | 0.26 | 2.64 | — | 2.90 | — | 11.35 | (1.54 | ) | 1.16 | 0.86 | 0.86 | 1.21 | 115,279 | 71 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 15.30 | 0.20 | • | 1.55 | 1.75 | 0.25 | 2.40 | — | 2.65 | — | 14.40 | 12.76 | 1.15 | 0.86 | 0.86 | 1.31 | 138,605 | 79 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 12.12 | 0.19 | • | 3.61 | 3.80 | 0.18 | 0.44 | — | 0.62 | — | 15.30 | 31.78 | 1.16 | 0.92 | 0.92 | 1.38 | 171,086 | 84 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 13.25 | 0.05 | • | 0.04 | 0.09 | — | — | — | — | — | 13.34 | 0.68 | 1.39 | 1.11 | 1.11 | 0.79 | 101,198 | 35 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 14.25 | 0.13 | • | (0.30 | ) | (0.17 | ) | 0.22 | 2.64 | — | 2.86 | — | 11.22 | (1.74 | ) | 1.41 | 1.11 | 1.11 | 0.96 | 78,646 | 71 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 15.16 | 0.16 | • | 1.54 | 1.70 | 0.21 | 2.40 | — | 2.61 | — | 14.25 | 12.47 | 1.40 | 1.11 | 1.11 | 1.06 | 94,268 | 79 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 12.03 | 0.15 | • | 3.57 | 3.72 | 0.15 | 0.44 | — | 0.59 | — | 15.16 | 31.36 | 1.41 | 1.17 | 1.17 | 1.12 | 116,117 | 84 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 12.64 | 0.04 | • | 0.03 | 0.07 | — | — | — | — | — | 12.71 | 0.55 | 1.54 | 1.26 | 1.26 | 0.63 | 4,072 | 35 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 13.79 | 0.11 | • | (0.30 | ) | (0.19 | ) | 0.18 | 2.64 | — | 2.82 | — | 10.78 | (1.91 | ) | 1.66 | 1.26 | 1.26 | 0.85 | 3,573 | 71 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 14.70 | 0.13 | • | 1.49 | 1.62 | 0.13 | 2.40 | — | 2.53 | — | 13.79 | 12.33 | 1.65 | 1.26 | 1.26 | 0.89 | 3,262 | 79 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.70 | 0.13 | • | 3.46 | 3.59 | 0.15 | 0.44 | — | 0.59 | — | 14.70 | 31.15 | 1.66 | 1.32 | 1.32 | 0.98 | 6,560 | 84 |
See Accompanying Notes to Financial Statements
26
FINANCIAL HIGHLIGHTS (UNAUDITED) (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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 27.88 | (0.06 | )• | 3.37 | 3.31 | — | — | — | — | — | 31.19 | 11.87 | 1.49 | 1.49 | 1.49 | (0.44 | ) | 93,980 | — | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 30.35 | (0.16 | ) | (1.23 | ) | (1.39 | ) | 0.02 | 2.36 | — | 2.38 | — | 26.58 | (5.27 | ) | 1.49 | 1.49 | 1.49 | (0.54 | ) | 90,914 | 5 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 29.66 | (0.01 | ) | 1.17 | 1.16 | — | 0.47 | — | 0.47 | — | 30.35 | 4.06 | 1.48 | 1.48 | 1.48 | (0.04 | ) | 111,145 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 22.53 | (0.04 | )• | 8.55 | 8.51 | 0.32 | 1.06 | — | 1.38 | — | 29.66 | 38.50 | 1.49 | 1.49 | 1.49 | (0.15 | ) | 110,486 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 30.58 | 0.01 | 3.70 | 3.71 | — | — | — | — | — | 34.29 | 12.13 | 0.99 | 0.99 | 0.99 | 0.06 | 144,976 | — | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 32.31 | (0.01 | ) | (1.31 | ) | (1.32 | ) | 0.18 | 2.36 | — | 2.54 | — | 28.45 | (4.75 | ) | 0.99 | 0.99 | 0.99 | (0.04 | ) | 193,601 | 5 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 31.49 | 0.14 | 1.24 | 1.38 | 0.09 | 0.47 | — | 0.56 | — | 32.31 | 4.55 | 0.98 | 0.98 | 0.98 | 0.45 | 251,230 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 23.80 | 0.10 | • | 9.06 | 9.16 | 0.41 | 1.06 | — | 1.47 | — | 31.49 | 39.23 | 0.99 | 0.99 | 0.99 | 0.36 | 270,788 | 8 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 30.59 | 0.02 | • | 3.70 | 3.72 | — | — | — | — | — | 34.31 | 12.16 | 0.99 | 0.99 | 0.99 | 0.10 | 14,704 | — | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 29.31 | (0.03 | )• | 3.54 | 3.51 | — | — | — | — | — | 32.82 | 11.98 | 1.24 | 1.24 | 1.24 | (0.19 | ) | 527,297 | — | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 31.39 | (0.08 | ) | (1.29 | ) | (1.37 | ) | 0.09 | 2.36 | — | 2.45 | — | 27.57 | (5.03 | ) | 1.24 | 1.24 | 1.24 | (0.29 | ) | 559,237 | 5 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 30.60 | 0.09 | 1.19 | 1.28 | 0.02 | 0.47 | — | 0.49 | — | 31.39 | 4.34 | 1.23 | 1.23 | 1.23 | 0.26 | 694,762 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 23.18 | 0.01 | 8.83 | 8.84 | 0.36 | 1.06 | — | 1.42 | — | 30.60 | 38.85 | 1.24 | 1.24 | 1.24 | 0.09 | 798,221 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 28.10 | (0.05 | )• | 3.39 | 3.34 | — | — | — | — | — | 31.44 | 11.89 | 1.39 | 1.39 | 1.39 | (0.33 | ) | 2,046 | — | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 30.43 | (0.13 | ) | (1.24 | ) | (1.37 | ) | 0.05 | 2.36 | — | 2.41 | — | 26.65 | (5.17 | ) | 1.49 | 1.39 | 1.39 | (0.44 | ) | 5,696 | 5 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 29.75 | 0.02 | 1.17 | 1.19 | 0.04 | 0.47 | — | 0.51 | — | 30.43 | 4.17 | 1.48 | 1.38 | 1.38 | 0.05 | 6,874 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 22.62 | (0.03 | )• | 8.61 | 8.58 | 0.39 | 1.06 | — | 1.45 | — | 29.75 | 38.68 | 1.49 | 1.39 | 1.39 | (0.11 | ) | 6,312 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Columbia Contrarian Core Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 23.40 | 0.06 | • | (0.29 | ) | (0.23 | ) | — | — | — | — | — | 23.17 | (0.98 | ) | 1.44 | 1.22 | 1.21 | 0.54 | 26,237 | 35 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 24.00 | 0.12 | • | 0.58 | 0.70 | 0.18 | 2.79 | — | 2.97 | — | 21.73 | 2.75 | 1.44 | 1.18 | 1.17 | 0.51 | 22,738 | 65 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 24.56 | 0.14 | • | 2.70 | 2.84 | 0.17 | 3.23 | — | 3.40 | — | 24.00 | 12.50 | 1.44 | 1.18 | 1.17 | 0.56 | 17,942 | 72 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 18.49 | 0.11 | 6.23 | 6.34 | 0.27 | — | — | 0.27 | — | 24.56 | 34.42 | 1.46 | 1.24 | 1.23 | 0.55 | 15,554 | 128 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 24.58 | 0.13 | • | (0.31 | ) | (0.18 | ) | — | — | — | — | — | 24.40 | (0.73 | ) | 0.94 | 0.72 | 0.71 | 1.04 | 9,487 | 35 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 24.82 | 0.24 | • | 0.60 | 0.84 | 0.28 | 2.79 | — | 3.07 | — | 22.59 | 3.25 | 0.94 | 0.68 | 0.67 | 1.01 | 10,628 | 65 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 25.24 | 0.27 | 2.79 | 3.06 | 0.25 | 3.23 | — | 3.48 | — | 24.82 | 13.09 | 0.94 | 0.68 | 0.67 | 1.07 | 11,751 | 72 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 18.96 | 0.18 | • | 6.45 | 6.63 | 0.35 | — | — | 0.35 | — | 25.24 | 35.18 | 0.96 | 0.74 | 0.72 | 0.87 | 10,991 | 128 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 24.08 | 0.09 | • | (0.29 | ) | (0.20 | ) | — | — | — | — | — | 23.88 | (0.83 | ) | 1.19 | 0.97 | 0.96 | 0.79 | 260,402 | 35 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 24.45 | 0.18 | • | 0.58 | 0.76 | 0.21 | 2.79 | — | 3.00 | — | 22.21 | 2.98 | 1.19 | 0.93 | 0.92 | 0.76 | 304,352 | 65 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 24.93 | 0.21 | 2.75 | 2.96 | 0.21 | 3.23 | — | 3.44 | — | 24.45 | 12.81 | 1.19 | 0.93 | 0.92 | 0.82 | 331,659 | 72 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 18.75 | 0.18 | • | 6.30 | 6.48 | 0.30 | — | — | 0.30 | — | 24.93 | 34.74 | 1.21 | 0.99 | 0.98 | 0.80 | 327,459 | 128 |
See Accompanying Notes to Financial Statements
27
FINANCIAL HIGHLIGHTS (UNAUDITED) (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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 19.57 | (0.00 | )* | 0.34 | 0.34 | — | — | — | — | — | 19.91 | 1.74 | 1.40 | 1.37 | 1.36 | (0.05 | ) | 35,839 | 24 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.23 | 0.00 | * | (0.52 | ) | (0.52 | ) | 0.04 | — | — | 0.04 | — | 15.67 | (3.21 | ) | 1.39 | 1.36 | 1.35 | 0.00 | * | 27,978 | 53 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 15.63 | 0.03 | • | 0.61 | 0.64 | 0.04 | — | — | 0.04 | — | 16.23 | 4.12 | 1.39 | 1.36 | 1.35 | 0.18 | 30,927 | 52 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.28 | 0.01 | • | 4.44 | 4.45 | 0.10 | — | — | 0.10 | — | 15.63 | 39.58 | 1.38 | 1.36 | 1.36 | 0.10 | 12,246 | 39 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 20.20 | 0.05 | • | 0.36 | 0.41 | — | — | — | — | — | 20.61 | 2.03 | 0.90 | 0.87 | 0.86 | 0.47 | 45,874 | 24 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.67 | 0.09 | (0.54 | ) | (0.45 | ) | 0.10 | — | — | 0.10 | — | 16.12 | (2.74 | ) | 0.89 | 0.86 | 0.85 | 0.50 | 42,845 | 53 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 15.99 | 0.11 | • | 0.63 | 0.74 | 0.06 | — | — | 0.06 | — | 16.67 | 4.68 | 0.89 | 0.86 | 0.85 | 0.67 | 49,412 | 52 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.51 | 0.08 | • | 4.54 | 4.62 | 0.14 | — | — | 0.14 | — | 15.99 | 40.27 | 0.88 | 0.86 | 0.86 | 0.60 | 23,620 | 39 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 20.21 | 0.05 | • | 0.36 | 0.41 | — | — | — | — | — | 20.62 | 2.03 | 0.90 | 0.87 | 0.86 | 0.47 | 5,962 | 24 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 20.10 | 0.02 | • | 0.36 | 0.38 | — | — | — | — | — | 20.48 | 1.89 | 1.15 | 1.12 | 1.11 | 0.20 | 117,313 | 24 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.58 | 0.05 | (0.54 | ) | (0.49 | ) | 0.05 | — | — | 0.05 | — | 16.04 | (2.95 | ) | 1.14 | 1.11 | 1.10 | 0.24 | 135,313 | 53 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 15.92 | 0.06 | 0.63 | 0.69 | 0.03 | — | — | 0.03 | — | 16.58 | 4.33 | 1.14 | 1.11 | 1.10 | 0.36 | 160,726 | 52 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.46 | 0.05 | • | 4.52 | 4.57 | 0.11 | — | — | 0.11 | — | 15.92 | 39.97 | 1.13 | 1.11 | 1.11 | 0.34 | 161,750 | 39 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 19.52 | 0.00 | * | 0.36 | 0.36 | — | — | — | — | — | 19.88 | 1.84 | 1.30 | 1.27 | 1.26 | 0.05 | 3,524 | 24 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.20 | 0.02 | • | (0.53 | ) | (0.51 | ) | 0.07 | — | — | 0.07 | — | 15.62 | (3.19 | ) | 1.39 | 1.26 | 1.25 | 0.12 | 4,834 | 53 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 15.59 | 0.05 | • | 0.61 | 0.66 | 0.05 | — | — | 0.05 | — | 16.20 | 4.28 | 1.39 | 1.26 | 1.25 | 0.30 | 3,967 | 52 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.24 | 0.02 | 4.43 | 4.45 | 0.10 | — | — | 0.10 | — | 15.59 | 39.68 | 1.38 | 1.26 | 1.26 | 0.19 | 978 | 39 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Invesco Comstock Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 20.14 | 0.12 | • | (0.15 | ) | (0.03 | ) | — | — | — | — | — | 20.11 | (0.15 | ) | 1.25 | 1.23 | 1.23 | 1.15 | 34,085 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.42 | 0.17 | • | (1.18 | ) | (1.01 | ) | 0.34 | — | — | 0.34 | — | 15.07 | (6.19 | ) | 1.24 | 1.22 | 1.22 | 1.08 | 34,395 | 24 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 15.34 | 0.19 | 1.17 | 1.36 | 0.28 | — | — | 0.28 | — | 16.42 | 8.82 | 1.24 | 1.22 | 1.22 | 1.20 | 41,258 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.44 | 0.11 | 3.87 | 3.98 | 0.08 | — | — | 0.08 | — | 15.34 | 34.79 | 1.24 | 1.24 | 1.24 | 0.87 | 36,783 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 20.32 | 0.18 | • | (0.16 | ) | 0.02 | — | — | — | — | — | 20.34 | 0.10 | 0.75 | 0.73 | 0.73 | 1.76 | 247,619 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.55 | 0.26 | • | (1.20 | ) | (0.94 | ) | 0.43 | — | — | 0.43 | — | 15.18 | (5.76 | ) | 0.74 | 0.72 | 0.72 | 1.62 | 198,367 | 24 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 15.45 | 0.28 | 1.17 | 1.45 | 0.35 | — | — | 0.35 | — | 16.55 | 9.39 | 0.74 | 0.72 | 0.72 | 1.70 | 143,633 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.51 | 0.19 | 3.89 | 4.08 | 0.14 | — | — | 0.14 | — | 15.45 | 35.47 | 0.74 | 0.74 | 0.74 | 1.38 | 58,373 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 20.30 | 0.14 | • | (0.14 | ) | 0.00 | * | — | — | — | — | — | 20.30 | 0.00 | 1.00 | 0.98 | 0.98 | 1.40 | 267,232 | 13 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.53 | 0.22 | • | (1.20 | ) | (0.98 | ) | 0.38 | — | — | 0.38 | — | 15.17 | (5.97 | ) | 0.99 | 0.97 | 0.97 | 1.33 | 302,784 | 24 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 15.43 | 0.24 | 1.17 | 1.41 | 0.31 | — | — | 0.31 | — | 16.53 | 9.13 | 0.99 | 0.97 | 0.97 | 1.44 | 383,997 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.51 | 0.15 | 3.88 | 4.03 | 0.11 | — | — | 0.11 | — | 15.43 | 35.00 | 0.99 | 0.99 | 0.99 | 1.13 | 367,659 | 15 |
See Accompanying Notes to Financial Statements
28
FINANCIAL HIGHLIGHTS (UNAUDITED) (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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 46.81 | 0.31 | • | (0.92 | ) | (0.61 | ) | — | — | — | — | — | 46.20 | (1.30 | ) | 1.17 | 1.14 | 1.14 | 1.35 | 51,913 | 76 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 46.25 | 0.46 | (1.47 | ) | (1.01 | ) | 0.79 | 3.65 | — | 4.44 | — | 40.80 | (2.55 | ) | 1.16 | 1.14 | 1.14 | 1.04 | 49,572 | 140 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 44.34 | 0.61 | • | 3.09 | 3.70 | 0.55 | 1.24 | — | 1.79 | — | 46.25 | 8.43 | 1.16 | 1.14 | 1.14 | 1.34 | 52,407 | 157 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 36.01 | 0.49 | • | 8.27 | 8.76 | 0.43 | — | — | 0.43 | — | 44.34 | 24.33 | 1.18 | 1.15 | 1.15 | 1.19 | 32,942 | 37 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 47.51 | 0.44 | • | (0.95 | ) | (0.51 | ) | — | — | — | — | — | 47.00 | (1.07 | ) | 0.67 | 0.64 | 0.64 | 1.85 | 552,746 | 76 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 46.93 | 0.70 | • | (1.50 | ) | (0.80 | ) | 1.01 | 3.65 | — | 4.66 | — | 41.47 | (2.06 | ) | 0.66 | 0.64 | 0.64 | 1.53 | 600,309 | 140 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 44.92 | 0.87 | • | 3.11 | 3.98 | 0.73 | 1.24 | — | 1.97 | — | 46.93 | 8.96 | 0.66 | 0.64 | 0.64 | 1.87 | 694,569 | 157 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 36.43 | 0.71 | • | 8.38 | 9.09 | 0.60 | — | — | 0.60 | — | 44.92 | 24.96 | 0.68 | 0.65 | 0.65 | 1.70 | 561,393 | 37 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 47.22 | 0.38 | • | (0.94 | ) | (0.56 | ) | — | — | — | — | — | 46.66 | (1.19 | ) | 0.92 | 0.89 | 0.89 | 1.60 | 552,323 | 76 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 46.59 | 0.58 | • | (1.49 | ) | (0.91 | ) | 0.89 | 3.65 | — | 4.54 | — | 41.14 | (2.31 | ) | 0.91 | 0.89 | 0.89 | 1.28 | 720,086 | 140 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 44.65 | 0.64 | • | 3.20 | 3.84 | 0.66 | 1.24 | — | 1.90 | — | 46.59 | 8.69 | 0.91 | 0.89 | 0.89 | 1.39 | 889,726 | 157 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 36.23 | 0.60 | • | 8.32 | 8.92 | 0.50 | — | — | 0.50 | — | 44.65 | 24.64 | 0.93 | 0.90 | 0.90 | 1.45 | 271,953 | 37 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 46.59 | 0.34 | • | (0.92 | ) | (0.58 | ) | — | — | — | — | — | 46.01 | (1.24 | ) | 1.07 | 1.02 | 1.02 | 1.47 | 379,109 | 76 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 46.03 | 0.51 | • | (1.46 | ) | (0.95 | ) | 0.83 | 3.65 | — | 4.48 | — | 40.60 | (2.44 | ) | 1.16 | 1.02 | 1.02 | 1.15 | 443,119 | 140 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 44.13 | 0.43 | • | 3.29 | 3.72 | 0.58 | 1.24 | — | 1.82 | — | 46.03 | 8.54 | 1.16 | 1.02 | 1.02 | 0.95 | 522,608 | 157 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 35.87 | 0.54 | • | 8.24 | 8.78 | 0.52 | — | — | 0.52 | — | 44.13 | 24.47 | 1.18 | 1.05 | 1.05 | 1.31 | 4,078 | 37 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® JPMorgan Mid Cap Value Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 19.78 | 0.04 | • | (0.13 | ) | (0.09 | ) | — | — | — | — | — | 19.69 | (0.46 | ) | 1.38 | 1.38 | 1.38 | 0.40 | 93,615 | 6 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 22.47 | 0.06 | (0.63 | ) | (0.57 | ) | 0.08 | 3.16 | — | 3.24 | — | 18.66 | (3.27 | ) | 1.36 | 1.36 | 1.36 | 0.31 | 90,818 | 14 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 20.96 | 0.11 | 2.84 | 2.95 | 0.14 | 1.30 | — | 1.44 | — | 22.47 | 14.66 | 1.36 | 1.36 | 1.36 | 0.54 | 91,446 | 22 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 16.57 | 0.06 | 5.07 | 5.13 | 0.08 | 0.66 | — | 0.74 | — | 20.96 | 31.26 | 1.36 | 1.36 | 1.36 | 0.39 | 78,395 | 25 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 20.30 | 0.09 | • | (0.14 | ) | (0.05 | ) | — | — | — | — | — | 20.25 | (0.25 | ) | 0.88 | 0.88 | 0.88 | 0.89 | 187,181 | 6 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 22.85 | 0.17 | (0.64 | ) | (0.47 | ) | 0.18 | 3.16 | — | 3.34 | — | 19.04 | (2.77 | ) | 0.86 | 0.86 | 0.86 | 0.80 | 227,935 | 14 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 21.27 | 0.23 | 2.89 | 3.12 | 0.24 | 1.30 | — | 1.54 | — | 22.85 | 15.27 | 0.86 | 0.86 | 0.86 | 1.02 | 272,496 | 22 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 16.79 | 0.16 | 5.14 | 5.30 | 0.16 | 0.66 | — | 0.82 | — | 21.27 | 31.89 | 0.86 | 0.86 | 0.86 | 0.88 | 256,705 | 25 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 20.10 | 0.06 | • | (0.13 | ) | (0.07 | ) | — | — | — | — | — | 20.03 | (0.35 | ) | 1.13 | 1.13 | 1.13 | 0.65 | 230,834 | 6 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 22.70 | 0.12 | (0.65 | ) | (0.53 | ) | 0.12 | 3.16 | — | 3.28 | — | 18.89 | (3.04 | ) | 1.11 | 1.11 | 1.11 | 0.55 | 298,607 | 14 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 21.14 | 0.18 | 2.86 | 3.04 | 0.18 | 1.30 | — | 1.48 | — | 22.70 | 14.99 | 1.11 | 1.11 | 1.11 | 0.75 | 352,277 | 22 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 16.70 | 0.11 | 5.11 | 5.22 | 0.12 | 0.66 | — | 0.78 | — | 21.14 | 31.54 | 1.11 | 1.11 | 1.11 | 0.63 | 380,688 | 25 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 19.72 | 0.05 | • | (0.13 | ) | (0.08 | ) | — | — | — | — | — | 19.64 | (0.41 | ) | 1.28 | 1.28 | 1.28 | 0.49 | 2,636 | 6 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 22.40 | 0.08 | • | (0.63 | ) | (0.55 | ) | 0.09 | 3.16 | — | 3.25 | — | 18.60 | (3.20 | ) | 1.36 | 1.26 | 1.26 | 0.40 | 3,906 | 14 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 20.89 | 0.13 | 2.84 | 2.97 | 0.16 | 1.30 | — | 1.46 | — | 22.40 | 14.81 | 1.36 | 1.26 | 1.26 | 0.63 | 5,643 | 22 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 16.52 | 0.10 | • | 5.03 | 5.13 | 0.10 | 0.66 | — | 0.76 | — | 20.89 | 31.37 | 1.36 | 1.26 | 1.26 | 0.50 | 5,066 | 25 |
See Accompanying Notes to Financial Statements
29
FINANCIAL HIGHLIGHTS (UNAUDITED) (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® Oppenheimer Global Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 21.42 | 0.08 | • | 0.26 | 0.34 | — | — | — | — | — | 21.76 | 1.59 | 1.25 | 1.25 | 1.25 | 0.71 | 123,474 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 18.21 | 0.08 | 0.69 | 0.77 | 0.19 | 1.49 | — | 1.68 | — | 17.30 | 3.56 | 1.25 | 1.25 | 1.25 | 0.51 | 110,372 | 12 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 18.28 | 0.15 | 0.19 | 0.34 | 0.15 | 0.26 | — | 0.41 | — | 18.21 | 1.86 | 1.25 | 1.25 | 1.25 | 0.81 | 101,077 | 12 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 14.60 | 0.12 | • | 3.73 | 3.85 | 0.17 | — | — | 0.17 | — | 18.28 | 26.46 | 1.26 | 1.26 | 1.26 | 0.70 | 102,691 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 22.33 | 0.14 | • | 0.27 | 0.41 | — | — | — | — | — | 22.74 | 1.84 | 0.75 | 0.75 | 0.75 | 1.19 | 1,337,754 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 18.84 | 0.20 | • | 0.71 | 0.91 | 0.29 | 1.49 | — | 1.78 | — | 17.97 | 4.13 | 0.75 | 0.75 | 0.75 | 1.04 | 1,254,238 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 18.89 | 0.25 | • | 0.19 | 0.44 | 0.23 | 0.26 | — | 0.49 | — | 18.84 | 2.32 | 0.75 | 0.75 | 0.75 | 1.32 | 1,320,671 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 15.06 | 0.21 | • | 3.85 | 4.06 | 0.23 | — | — | 0.23 | — | 18.89 | 27.12 | 0.76 | 0.76 | 0.76 | 1.22 | 1,481,760 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 21.53 | 0.10 | • | 0.27 | 0.37 | — | — | — | — | — | 21.90 | 1.72 | 1.00 | 1.00 | 1.00 | 0.93 | 227,377 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 18.28 | 0.15 | • | 0.68 | 0.83 | 0.24 | 1.49 | — | 1.73 | — | 17.38 | 3.84 | 1.00 | 1.00 | 1.00 | 0.77 | 231,621 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 18.34 | 0.20 | • | 0.18 | 0.38 | 0.18 | 0.26 | — | 0.44 | — | 18.28 | 2.09 | 1.00 | 1.00 | 1.00 | 1.08 | 215,383 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 14.63 | 0.15 | 3.76 | 3.91 | 0.20 | — | — | 0.20 | — | 18.34 | 26.85 | 1.01 | 1.01 | 1.01 | 0.96 | 252,672 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 20.97 | 0.09 | • | 0.26 | 0.35 | — | — | — | — | — | 21.32 | 1.67 | 1.15 | 1.15 | 1.15 | 0.83 | 4,451 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 17.88 | 0.11 | • | 0.69 | 0.80 | 0.22 | 1.49 | — | 1.71 | — | 16.97 | 3.74 | 1.25 | 1.15 | 1.15 | 0.61 | 4,371 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 17.98 | 0.16 | • | 0.18 | 0.34 | 0.18 | 0.26 | — | 0.44 | — | 17.88 | 1.91 | 1.25 | 1.15 | 1.15 | 0.91 | 4,827 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 14.37 | 0.11 | • | 3.70 | 3.81 | 0.20 | — | — | 0.20 | — | 17.98 | 26.66 | 1.26 | 1.16 | 1.16 | 0.67 | 4,287 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Pioneer High Yield Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 11.95 | 0.29 | • | (0.29 | ) | 0.00 | * | 0.29 | — | — | 0.29 | — | 11.66 | 0.05 | 0.78 | 0.71 | 0.71 | 4.90 | 99,609 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 11.69 | 0.57 | • | 0.28 | 0.85 | 0.59 | — | — | 0.59 | — | 11.95 | 7.36 | 0.78 | 0.71 | 0.71 | 4.78 | 98,202 | 44 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 10.77 | 0.56 | 0.94 | 1.50 | 0.58 | — | — | 0.58 | — | 11.69 | 14.29 | 0.78 | 0.71 | 0.71 | 5.01 | 99,573 | 51 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 11.87 | 0.59 | • | (1.10 | ) | (0.51 | ) | 0.59 | — | — | 0.59 | — | 10.77 | (4.55 | ) | 0.76 | 0.71 | 0.71 | 4.98 | 91,560 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 12.41 | 0.58 | (0.53 | ) | 0.05 | 0.59 | — | — | 0.59 | — | 11.87 | 0.27 | 0.76 | 0.71 | 0.71 | 4.73 | 117,617 | 35 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.60 | 0.60 | • | 0.80 | 1.40 | 0.59 | — | — | 0.59 | — | 12.41 | 12.33 | 0.73 | 0.71 | 0.71 | 4.93 | 119,042 | 51 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 11.94 | 0.27 | • | (0.28 | ) | (0.01 | ) | 0.28 | — | — | 0.28 | — | 11.65 | (0.08 | ) | 1.03 | 0.96 | 0.96 | 4.63 | 2,719 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 11.67 | 0.54 | • | 0.29 | 0.83 | 0.56 | — | — | 0.56 | — | 11.94 | 7.19 | 1.03 | 0.96 | 0.96 | 4.53 | 3,510 | 44 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 10.76 | 0.52 | 0.94 | 1.46 | 0.55 | — | — | 0.55 | — | 11.67 | 13.91 | 1.03 | 0.96 | 0.96 | 4.76 | 4,263 | 51 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 11.86 | 0.56 | • | (1.10 | ) | (0.54 | ) | 0.56 | — | — | 0.56 | — | 10.76 | (4.79 | ) | 1.01 | 0.96 | 0.96 | 4.73 | 3,776 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 12.39 | 0.56 | • | (0.53 | ) | 0.03 | 0.56 | — | — | 0.56 | — | 11.86 | 0.10 | 1.01 | 0.96 | 0.96 | 4.50 | 4,412 | 35 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.58 | 0.57 | • | 0.80 | 1.37 | 0.56 | — | — | 0.56 | — | 12.39 | 12.07 | 0.98 | 0.96 | 0.96 | 4.67 | 3,406 | 51 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 10.50 | (0.02 | )• | 0.60 | 0.58 | — | — | — | — | — | 11.08 | 5.52 | 1.27 | 1.27 | 1.27 | (0.29 | ) | 67,464 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 11.43 | (0.04 | ) | 0.31 | 0.27 | — | 1.87 | — | 1.87 | — | 9.83 | 1.51 | 1.27 | 1.27 | 1.27 | (0.34 | ) | 27,217 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 11.08 | (0.03 | ) | 1.21 | 1.18 | 0.00 | * | 0.83 | — | 0.83 | — | 11.43 | 11.29 | 1.28 | 1.27 | 1.27 | (0.28 | ) | 29,356 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 8.35 | (0.03 | ) | 2.90 | 2.87 | 0.02 | 0.12 | — | 0.14 | — | 11.08 | 34.46 | 1.27 | 1.25 | 1.25 | (0.32 | ) | 27,222 | 20 |
See Accompanying Notes to Financial Statements
30
FINANCIAL HIGHLIGHTS (UNAUDITED) (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 I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 11.56 | 0.01 | 0.66 | 0.67 | — | — | — | — | — | 12.23 | 5.80 | 0.77 | 0.77 | 0.77 | 0.21 | 885,038 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.13 | 0.02 | 0.32 | 0.34 | — | 1.87 | — | 1.87 | — | 10.60 | 2.02 | 0.77 | 0.77 | 0.77 | 0.17 | 766,591 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 11.68 | 0.03 | 1.28 | 1.31 | 0.03 | 0.83 | — | 0.86 | — | 12.13 | 11.82 | 0.78 | 0.77 | 0.77 | 0.22 | 796,856 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 8.76 | 0.02 | 3.05 | 3.07 | 0.03 | 0.12 | — | 0.15 | — | 11.68 | 35.18 | 0.77 | 0.75 | 0.75 | 0.17 | 804,053 | 20 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 11.56 | 0.01 | • | 0.67 | 0.68 | — | — | — | — | — | 12.24 | 5.88 | 0.77 | 0.77 | 0.77 | 0.22 | 13,467 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 11.15 | (0.00 | )* | 0.63 | 0.63 | — | — | — | — | — | 11.78 | 5.65 | 1.02 | 1.02 | 1.02 | (0.05 | ) | 52,349 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 11.87 | (0.01 | ) | 0.31 | 0.30 | — | 1.87 | — | 1.87 | — | 10.30 | 1.72 | 1.02 | 1.02 | 1.02 | (0.08 | ) | 30,614 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 11.44 | (0.00 | )* | 1.26 | 1.26 | 0.00 | * | 0.83 | — | 0.83 | — | 11.87 | 11.65 | 1.03 | 1.02 | 1.02 | (0.02 | ) | 30,412 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 8.60 | (0.00 | )* | 2.98 | 2.98 | 0.02 | 0.12 | — | 0.14 | — | 11.44 | 34.74 | 1.02 | 1.00 | 1.00 | (0.06 | ) | 29,284 | 20 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 10.54 | (0.01 | ) | 0.60 | 0.59 | — | — | — | — | — | 11.13 | 5.60 | 1.17 | 1.17 | 1.17 | (0.19 | ) | 4,371 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 11.44 | (0.02 | ) | 0.30 | 0.28 | — | 1.87 | — | 1.87 | — | 9.85 | 1.60 | 1.27 | 1.17 | 1.17 | (0.23 | ) | 4,095 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 11.08 | (0.01 | ) | 1.20 | 1.19 | 0.00 | * | 0.83 | — | 0.83 | — | 11.44 | 11.39 | 1.28 | 1.17 | 1.17 | (0.13 | ) | 3,893 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 8.34 | (0.02 | ) | 2.90 | 2.88 | 0.02 | 0.12 | — | 0.14 | — | 11.08 | 34.62 | 1.27 | 1.15 | 1.15 | (0.23 | ) | 1,013 | 20 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Growth Equity Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 86.22 | (0.14 | )• | 8.42 | 8.28 | — | — | — | — | — | 94.50 | 9.60 | 1.23 | 1.20 | 1.20 | (0.31 | ) | 268,302 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 86.54 | (0.46 | )• | 9.58 | 9.12 | — | 13.97 | — | 13.97 | — | 81.69 | 10.25 | 1.24 | 1.23 | 1.23 | (0.54 | ) | 202,307 | 42 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 86.20 | (0.42 | ) | 7.08 | 6.66 | — | 6.32 | — | 6.32 | — | 86.54 | 8.16 | 1.24 | 1.23 | 1.23 | (0.50 | ) | 171,971 | 35 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 62.23 | (0.38 | )• | 24.36 | 23.98 | 0.01 | — | — | 0.01 | — | 86.20 | 38.54 | 1.24 | 1.23 | 1.23 | (0.53 | ) | 164,865 | 41 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 93.19 | 0.09 | • | 9.11 | 9.20 | — | — | — | — | — | 102.39 | 9.87 | 0.73 | 0.70 | 0.70 | 0.19 | 1,246,376 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 90.15 | (0.03 | ) | 9.99 | 9.96 | — | 13.97 | — | 13.97 | — | 86.14 | 10.81 | 0.74 | 0.73 | 0.73 | (0.04 | ) | 1,124,421 | 42 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 89.11 | 0.00 | * | 7.36 | 7.36 | — | 6.32 | — | 6.32 | — | 90.15 | 8.69 | 0.74 | 0.73 | 0.73 | 0.00 | * | 1,036,976 | 35 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 64.01 | (0.02 | ) | 25.13 | 25.11 | 0.01 | — | — | 0.01 | — | 89.11 | 39.24 | 0.74 | 0.73 | 0.73 | (0.03 | ) | 1,069,544 | 41 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 89.69 | (0.03 | )• | 8.77 | 8.74 | — | — | — | — | — | 98.43 | 9.74 | 0.98 | 0.95 | 0.95 | (0.06 | ) | 396,489 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 88.33 | (0.25 | )• | 9.79 | 9.54 | — | 13.97 | — | 13.97 | — | 83.90 | 10.54 | 0.99 | 0.98 | 0.98 | (0.29 | ) | 427,186 | 42 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 87.65 | (0.22 | ) | 7.22 | 7.00 | — | 6.32 | — | 6.32 | — | 88.33 | 8.42 | 0.99 | 0.98 | 0.98 | (0.25 | ) | 360,966 | 35 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 63.12 | (0.20 | )• | 24.74 | 24.54 | 0.01 | — | — | 0.01 | — | 87.65 | 38.89 | 0.99 | 0.98 | 0.98 | (0.28 | ) | 367,958 | 41 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 87.30 | (0.10 | )• | 8.53 | 8.43 | — | — | — | — | — | 95.73 | 9.66 | 1.13 | 1.10 | 1.10 | (0.21 | ) | 10,105 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 87.05 | (0.38 | )• | 9.65 | 9.27 | — | 13.97 | — | 13.97 | — | 82.35 | 10.38 | 1.24 | 1.13 | 1.13 | (0.44 | ) | 5,361 | 42 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 86.59 | (0.33 | )• | 7.11 | 6.78 | — | 6.32 | — | 6.32 | — | 87.05 | 8.26 | 1.24 | 1.13 | 1.13 | (0.38 | ) | 4,616 | 35 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 62.45 | (0.31 | )• | 24.46 | 24.15 | 0.01 | — | — | 0.01 | — | 86.59 | 38.68 | 1.24 | 1.13 | 1.13 | (0.43 | ) | 2,482 | 41 |
See Accompanying Notes to Financial Statements
31
FINANCIAL HIGHLIGHTS (UNAUDITED) (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® Templeton Foreign Equity Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 13.06 | 0.14 | • | (0.64 | ) | (0.50 | ) | — | — | — | — | — | 12.56 | (3.83 | ) | 1.46 | 1.40 | 1.40 | 2.21 | 35,025 | 7 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 11.91 | 0.21 | • | (0.63 | ) | (0.42 | ) | 0.41 | — | — | 0.41 | — | 11.08 | (3.83 | )(b) | 1.45 | 1.43 | 1.43 | 1.76 | 35,751 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.07 | 0.36 | • | (1.26 | ) | (0.90 | ) | 0.26 | — | — | 0.26 | — | 11.91 | (7.01 | ) | 1.44 | 1.42 | 1.42 | 2.81 | 40,973 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.05 | 0.20 | • | 1.96 | 2.16 | 0.14 | — | — | 0.14 | — | 13.07 | 19.68 | 1.44 | 1.42 | 1.42 | 1.64 | 46,583 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 13.21 | 0.18 | • | (0.66 | ) | (0.48 | ) | — | — | — | — | — | 12.73 | (3.63 | ) | 0.96 | 0.90 | 0.90 | 2.69 | 164,492 | 7 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.04 | 0.28 | • | (0.64 | ) | (0.36 | ) | 0.48 | — | — | 0.48 | — | 11.20 | (3.34 | )(b) | 0.95 | 0.93 | 0.93 | 2.29 | 186,602 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.21 | 0.43 | • | (1.28 | ) | (0.85 | ) | 0.32 | — | — | 0.32 | — | 12.04 | (6.59 | ) | 0.94 | 0.92 | 0.92 | 3.27 | 215,838 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.15 | 0.29 | • | 1.95 | 2.24 | 0.18 | — | — | 0.18 | — | 13.21 | 20.28 | 0.94 | 0.92 | 0.92 | 2.47 | 277,773 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 13.12 | 0.16 | • | (0.65 | ) | (0.49 | ) | — | — | — | — | — | 12.63 | (3.73 | ) | 1.21 | 1.15 | 1.15 | 2.45 | 365,596 | 7 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 11.95 | 0.25 | • | (0.64 | ) | (0.39 | ) | 0.44 | — | — | 0.44 | — | 11.12 | (3.57 | )(b) | 1.20 | 1.18 | 1.18 | 2.03 | 497,824 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.12 | 0.40 | • | (1.28 | ) | (0.88 | ) | 0.29 | — | — | 0.29 | — | 11.95 | (6.87 | ) | 1.19 | 1.17 | 1.17 | 3.10 | 584,346 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.08 | 0.23 | • | 1.97 | 2.20 | 0.16 | — | — | 0.16 | — | 13.12 | 20.05 | 1.19 | 1.17 | 1.17 | 1.91 | 709,362 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 13.05 | 0.13 | • | (0.63 | ) | (0.50 | ) | — | — | — | — | — | 12.55 | (3.83 | ) | 1.36 | 1.30 | 1.30 | 2.06 | 646 | 7 | ||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 11.90 | 0.23 | • | (0.63 | ) | (0.40 | ) | 0.44 | — | — | 0.44 | — | 11.06 | (3.72 | )(b) | 1.45 | 1.33 | 1.33 | 1.88 | 2,510 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.07 | 0.34 | (1.23 | ) | (0.89 | ) | 0.28 | — | — | 0.28 | — | 11.90 | (6.99 | ) | 1.44 | 1.32 | 1.32 | 2.80 | 2,065 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.04 | 0.21 | • | 1.97 | 2.18 | 0.15 | — | — | 0.15 | — | 13.07 | 19.88 | 1.44 | 1.32 | 1.32 | 1.80 | 2,158 | 12 |
(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 an Investment Adviser and/or Distributor or recoupment of previously reimbursed fees by an 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, Templeton Foreign Equity's total return would have been 21.38%, 21.98%, 21.63%, and 21.53% for Classes ADV, I, S, and S2, respectively.
(b) Excluding amounts related to a foreign currency settlement recorded in the fiscal year ended December 31, 2015, Templeton Foreign Equity's total return would have been (4.09)%, (3.60)%, (3.83)% and (3.99)% for Classes ADV, I, S and S2, respectively.
• 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
32
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2018 (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-eight active separate investment series. The thirteen series (each, a "Portfolio" and collectively, the "Portfolios") included in this report are: Voya Global Bond Portfolio ("Global Bond"),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® JPMorgan Mid Cap Value Portfolio ("JPMorgan Mid Cap Value"), VY® Oppenheimer Global Portfolio ("Oppenheimer Global"), VY® Pioneer High Yield Portfolio ("Pioneer High Yield"), VY® T. Rowe Price Diversified Mid Cap Growth Portfolio ("T. Rowe Price Diversified Mid Cap Growth"), VY® T. Rowe Price Growth Equity Portfolio ("T. Rowe Price Growth Equity"), and VY® Templeton Foreign Equity Portfolio ("Templeton Foreign Equity"), each a diversified series of the Company. 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. 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 applicable.
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. 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 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
33
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
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 the central counterparty clearinghouse; (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 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
34
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
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 following 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. The beginning of period timing recognition is used for the transfers between levels of the Portfolio's assets and liabilities. A reconciliation of Level 3 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 the Portfolios' 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 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.
35
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
D. Distributions to Shareholders. The Portfolios record distributions to their shareholders on the ex-dividend date. All Portfolios (except Global Bond and Pioneer High Yield) declare and pay dividends from net investment income annually. Global Bond and Pioneer High Yield declare dividends on a daily basis and pay dividends from net investment income monthly. The Portfolios distribute capital gains distributions, if any, 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 or expire.
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 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
36
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
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, market interest rates in the United States are at or near historic lows, 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.
The U.S. government has enacted legislation that provides for new regulation of the derivatives market, including clearing, margin, reporting, and registration requirements. The European Union is (and other countries outside of the European Union are) implementing similar requirements, which will affect a Portfolio when it enters into a derivatives transaction with a counterparty organized in that country or otherwise subject to that country's derivatives regulations. Because these requirements are new and evolving (and some of the rules are not yet final), their ultimate impact remains unclear. Central clearing is expected to reduce counterparty risk and increase liquidity, however, there is no assurance that it will achieve that result, and in the meantime, central clearing and related requirements expose a Portfolio to new kinds of costs and risks.
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
37
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
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 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, 2018, the maximum amount of loss that Global Bond, Invesco Comstock, and Invesco Equity and Income would incur if the counterparties to its derivative transactions failed to perform would be $2,958,619, $111,879, and $1,092,918, respectively, which represents the gross payments to be received by the Portfolios on open forward foreign currency contracts and purchased options were they to be unwound as of June 30, 2018. To reduce the amount of potential loss to Global Bond, the Portfolio has received $676,000 in cash collateral for open OTC transactions at June 30, 2018. There was no cash collateral received by any other Portfolio at June 30, 2018.
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, 2018, Global Bond, Invesco Comstock and Invesco Equity and Income had a liability position of $3,957,109, $125,690 and $44,550 on open forward
foreign currency contracts and OTC written options with credit related contingent features. If a contingent feature would have been triggered as of June 30, 2018, the Portfolios could have been required to pay this amount in cash to its counterparties. As of June 30, 2018, Global Bond had pledged $380,000 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, 2018.
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, 2018, the following Portfolios had average contract amounts on forward foreign currency contracts purchased and sold as disclosed below:
Purchased | Sold | ||||||||||
Global Bond** | $ | 183,853,903 | $ | 105,600,721 | |||||||
American Century Small-Mid Cap Value* | 229,375 | 8,466,575 | |||||||||
Invesco Comstock* | 532,248 | 41,374,580 | |||||||||
Invesco Equity and Income* | 31,186,544 | 113,026,965 | |||||||||
Templeton Foreign Equity* | — | 141,497 |
* For the period ended June 30, 2018, the Portfolios used forward foreign currency contracts primarily to protect their non-U.S. dollar-denominated holdings from adverse currency movements. Please refer to the tables following each respective Portfolio of Investments for open forward foreign currency contracts at June 30, 2018. There were no open forward foreign currency contracts for Templeton Foreign Equity at June 30, 2018.
** For the period ended June 30, 2018, the Portfolio used forward foreign currency contracts primarily to protect their 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 following each respective Portfolio of Investments for open forward foreign currency contracts at June 30, 2018.
38
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2018 (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. 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, 2018, Global Bond had purchased and sold futures contracts on various notes and bonds as part of their respective duration strategy. During the period ended June 30, 2018, Pioneer High Yield had sold futures contracts on equity indices to decrease exposure to equity risk. 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, 2018, the following Portfolios had average notional values on futures contracts purchased and sold as disclosed below. Please refer to the tables following each respective Portfolio of Investments for open futures contracts at June 30, 2018.
Purchased | Sold | ||||||||||
Global Bond | $ | 57,050,355 | $ | 42,280,437 | |||||||
Pioneer High Yield | — | 2,276,650 |
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
39
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
securities may not be subject to disclosure and other investment protection requirements that are afforded to publicly traded securities. Certain investments may 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, 2018, 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, 2018, Global Bond had purchased and written foreign currency options to gain exposure to currencies and to generate income. There were no open purchased or written foreign currency options at June 30, 2018.
During the period ended June 30, 2018, Global Bond had purchased and written interest rate swaptions to gain exposure to interest rates and to generate income. Please refer to the tables following the Portfolio of
40
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
Investments for open purchased and written interest rate swaptions at June 30, 2018.
During the period ended June 30, 2018, Global Bond had purchased interest rate caps and steepeners and written interest rate floors and flatteners to gain exposure to interest rates and to generate income. There were no open purchased or written interest rate caps, steepeners, floors or flatteners at June 30, 2018.
During the period ended June 30, 2018, Global Bond had purchased and written forward premium swaptions to manage duration and yield curve exposures and to generate income. Please refer to the tables following the Portfolio of Investments for open purchased forward premium swaptions at June 30, 2018. There were no open written forward premium swaptions at June 30, 2018.
Please refer to Note 8 for the volume of both purchased and written option activity during the period ended June 30, 2018.
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
41
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
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 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.
For the period ended June 30, 2018, Global Bond had purchased credit protection on various credit default swap indices to hedge the credit risk associated with certain sectors of the markets. For the period ended June 30, 2018, Global Bond and Pioneer High Yield had sold credit protection on various credit default swap indices to gain additional exposure to the market or certain sectors of the markets.
During the period ended June 30, 2018, Global Bond and Pioneer High Yield had an average notional amount on credit default swaps to buy and sell protection as disclosed below. Please refer to the table following the Portfolio of Investments for open credit default swaps to sell protection for Pioneer High Yield at June 30, 2018.
42
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
There were no open credit default swaps for Global Bond at June 30, 2018.
Purchased | Sold | ||||||||||
Global Bond | $ | 8,183,475 | $ | 9,000,000 | |||||||
Pioneer High Yield | — | 3,071,344 |
At June 30, 2018, Pioneer High Yield had pledged $225,468 in cash collateral for open centrally cleared 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, 2018, 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 $353,041,172.
For the period ended June 30, 2018, 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 $562,656,686.
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 table following the Portfolio of Investments for Global Bond for open centrally cleared interest rate swaps at June 30, 2018.
At June 30, 2018, Global Bond had pledged $1,926,000 in cash collateral for open centrally cleared interest rate swaps.
P. Structured Products. Global Bond invests in structured products which are specially-designed derivative investments 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 products may be 'structured' by the
purchaser (a Portfolio) and the borrower issuing the note. The market value of these products 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 product 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 product. Please refer to the Portfolio of Investments for structured products held by Global Bond at June 30, 2018.
Q. 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, 2018, 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 | $ | 31,689,946 | $ | 29,923,875 | |||||||
American Century Small-Mid Cap Value | 124,284,842 | 135,164,391 | |||||||||
Baron Growth | 3,323,229 | 75,504,009 | |||||||||
Columbia Contrarian Core | 105,628,419 | 126,049,981 | |||||||||
Columbia Small Cap Value II | 48,954,734 | 64,334,298 | |||||||||
Invesco Comstock | 115,347,451 | 65,890,018 | |||||||||
Invesco Equity and Income | 218,166,239 | 299,708,657 | |||||||||
JPMorgan Mid Cap Value | 32,239,052 | 96,613,354 | |||||||||
Oppenheimer Global | 164,971,439 | 224,785,428 | |||||||||
Pioneer High Yield | 29,227,165 | 26,181,415 | |||||||||
T. Rowe Price Diversified Mid Cap Growth | 115,040,867 | 160,727,280 | |||||||||
T. Rowe Price Growth Equity | 530,224,810 | 511,594,950 | |||||||||
Templeton Foreign Equity | 38,280,555 | 79,267,615 |
U.S. government securities not included above were as follows:
Purchases | Sales | ||||||||||
Global Bond | $ | 84,308,804 | $ | 82,825,284 | |||||||
Invesco Equity and Income | 958,862,875 | 953,812,076 |
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
43
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
NOTE 4 — INVESTMENT MANAGEMENT FEES (continued)
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 | 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 | |||||||
American Century Small-Mid Cap Value | 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 | 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 | 0.85% | ||||||
Invesco Comstock | 0.70% | ||||||
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 | |||||||
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 | |||||||
Oppenheimer 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 | |||||||
Pioneer High Yield | 0.70% on the first $2 billion; | ||||||
0.60% on the next $1 billion; | |||||||
0.50% on the next $1 billion; | |||||||
0.40% on assets over $4 billion | |||||||
T. Rowe Price Diversified Mid Cap Growth | 0.74% | ||||||
T. Rowe Price Growth Equity | 0.70% | ||||||
Templeton Foreign Equity | 0.90% on the first $500 million; | ||||||
0.85% on assets over $500 million |
(1) The Investment Adviser has contractually agreed to waive 0.01% of the management fee for Invesco Equity and Income. Any fees waived or reimbursed are not eligible for recoupment. Termination or modification of this obligation requires approval by the Board.
The Investment Adviser has contractually agreed to waive a portion of the management fee for Global Bond, American Century Small-Mid Cap Value, Columbia Contrarian Core, Columbia Small Cap Value II, Invesco Comstock, T. Rowe Price Growth Equity and Templeton Foreign Equity in connection with sub-advisory fee reductions for these Portfolios. The waiver is calculated as follows: Waiver = 50% x (former sub-advisory fee rate minus new sub-advisory fee rate) x average daily net assets as of the calculation date.
In addition, the Investment Adviser has agreed to further waive a portion of the advisory fee for T. Rowe Price Growth Equity. The waiver for T. Rowe Price Growth Equity is based on the total savings in excess of $500,000 as a result of the aggregated sub-advisory fee schedule of T. Rowe Price Growth Equity and VY® T. Rowe Price Equity Income Portfolio, which is not included in this report. The aggregated amount of savings is allocated to the two Portfolios pro rata based on each Portfolio's contribution to the amount saved.
For the period ended June 30, 2018, the Investment Adviser waived $2,848, $303,318, $42,457, $26,917, $46,503, $252,896 and $56,211 for Global Bond, American Century Small-Mid Cap Value, Columbia Contrarian Core, Columbia Small Cap Value II, Invesco Comstock, T. Rowe Price Growth Equity and Templeton Foreign Equity, respectively. Termination or modification of these obligations requires approval by the board.
The sub-advisory fee for JPMorgan Mid Cap Value was reduced on June 1, 2017. In conjunction with the sub-advisory fee reduction, the Investment Adviser has contractually agreed to waive a portion of the management fee by the same amount. For the period ended June 30, 2018, the Investment Adviser waived $1,961 in management fees for the Portfolio. Termination or modification of these obligations requires approval by the Board.
Templeton Foreign Equity may invest its assets in Templeton Institutional Funds-Foreign Smaller Companies Series ("Foreign Smaller Companies Series"). Templeton Foreign Equity's purchase of shares of Foreign Smaller Companies Series will result in Templeton Foreign Equity paying a proportionate share of the expenses of Foreign Smaller Companies Series. The Investment Adviser will waive its management fee in an amount equal to the advisory fee received by the adviser of the Foreign Smaller Companies Series resulting from the Templeton Foreign Equity's investment into the Foreign Smaller Companies Series. There were no such waivers for the period ended June 30, 2018.
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.
44
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2018 (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* | ||||||
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 Advisers, Inc. | ||||||
JPMorgan Mid Cap Value | J.P. Morgan Investment Management Inc. | ||||||
Oppenheimer Global | OppenheimerFunds, Inc. | ||||||
Pioneer High Yield | Amundi Pioneer Asset Management, Inc. | ||||||
T. Rowe Price Diversified Mid Cap Growth & T. Rowe Price Growth Equity | T. Rowe Price Associates, Inc. | ||||||
Templeton Foreign Equity | Templeton Investment Counsel, LLC |
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
At June 30, 2018, 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 | Oppenheimer Global | 5.85 | % | ||||||||
Pioneer High Yield | 23.85 | ||||||||||
T. Rowe Price Diversified Mid Cap Growth | 12.14 | ||||||||||
Security Life of Denver Insurance Company | Global Bond | 7.41 | |||||||||
Columbia Small Cap Value II | 5.58 | ||||||||||
Pioneer High Yield | 20.87 | ||||||||||
T. Rowe Price Diversified Mid Cap Growth | 5.21 | ||||||||||
Voya Institutional Trust Company | Global Bond | 21.81 | |||||||||
American Century Small-Mid Cap Value | 41.37 | ||||||||||
Baron Growth | 16.24 | ||||||||||
Columbia Contrarian Core | 8.70 | ||||||||||
Columbia Small Cap Value II | 16.15 | ||||||||||
Invesco Comstock | 6.52 | ||||||||||
JPMorgan Mid Cap Value | 26.44 | ||||||||||
Oppenheimer Global | 12.47 | ||||||||||
T. Rowe Price Diversified Mid Cap Growth | 12.24 | ||||||||||
T. Rowe Price Growth Equity | 20.75 | ||||||||||
Templeton Foreign Equity | 5.92 | ||||||||||
Templeton Foreign Equity | 5.62 | ||||||||||
Voya Insurance and Annuity Company | Baron Growth | 39.03 | |||||||||
Columbia Contrarian Core | 79.49 | ||||||||||
Columbia Small Cap Value II | 42.21 | ||||||||||
Invesco Comstock | 33.34 | ||||||||||
Invesco Equity and Income | 57.70 | ||||||||||
JPMorgan Mid Cap Value | 22.31 | ||||||||||
Oppenheimer Global | 10.35 | ||||||||||
T. Rowe Price Growth Equity | 15.79 | ||||||||||
Templeton Foreign Equity | 61.24 | ||||||||||
Templeton Foreign Equity | 61.03 | ||||||||||
Voya Retirement Insurance and Annuity Company | Global Bond | 64.11 | |||||||||
American Century Small-Mid Cap Value | 56.05 | ||||||||||
Baron Growth | 39.58 | ||||||||||
Columbia Contrarian Core | 8.95 | ||||||||||
Columbia Small Cap Value II | 31.50 | ||||||||||
Invesco Comstock | 17.16 | ||||||||||
Invesco Equity and Income | 35.25 | ||||||||||
JPMorgan Mid Cap Value | 44.72 | ||||||||||
Oppenheimer Global | 69.35 | ||||||||||
Pioneer High Yield | 52.85 | ||||||||||
T. Rowe Price Diversified Mid Cap Growth | 69.16 | ||||||||||
T. Rowe Price Growth Equity | 51.36 | ||||||||||
Templeton Foreign Equity | 26.95 | ||||||||||
Templeton Foreign Equity | 26.28 | ||||||||||
Voya Solution 2035 Portfolio | Invesco Comstock | 10.31 | |||||||||
Voya Solution 2045 Portfolio | Invesco Comstock | 8.86 | |||||||||
Voya Solution Moderately Aggressive Portfolio | Invesco Comstock | 8.94 |
Under the 1940 Act, the direct or indirect beneficial owner of more than 25% of the voting securities of a company (including a fund) is presumed to control such company. Companies under common control (e.g., companies with a common owner of greater than 25% of their respective voting securities) are affiliates under the 1940 Act.
45
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
NOTE 6 — OTHER TRANSACTIONS WITH AFFILIATES AND RELATED PARTIES (continued)
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 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"). The Portfolios purchase shares of the Notional Funds, which are all advised by Voya Investments, in amounts equal to the directors' deferred fees, resulting 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 Portfolio, 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 Portfolio(s) may engage in purchase and sale transactions with funds that have a common investment adviser (or affiliated investment advisers) and/or have a common sub-adviser. These interfund transactions are made pursuant to Rule 17a-7 of the Investment Company Act of 1940. For the period ended June 30, 2018, Pioneer High Yield engaged in such purchase and sales transactions totaling $1,984,989 and $0, respectively.
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) | 1.17 | % | 0.67 | % | N/A | 0.92 | % | N/A | |||||||||||||||
American Century Small-Mid Cap Value | 1.52 | % | 1.02 | % | N/A | 1.27 | % | 1.42 | % | ||||||||||||||
Baron Growth | 1.55 | % | 1.05 | % | 1.05 | % | 1.30 | % | 1.45 | % | |||||||||||||
Columbia Contrarian Core(2) | N/A | N/A | N/A | N/A | N/A | ||||||||||||||||||
Columbia Small Cap Value II | 1.65 | % | 1.15 | % | 1.15 | % | 1.40 | % | 1.55 | % | |||||||||||||
Invesco Comstock(3) | N/A | N/A | N/A | N/A | N/A | ||||||||||||||||||
Invesco Equity and Income | 1.15 | % | 0.65 | % | N/A | 0.90 | % | 1.05 | % | ||||||||||||||
JPMorgan Mid Cap Value | 1.50 | % | 1.00 | % | N/A | 1.25 | % | 1.40 | % | ||||||||||||||
Oppenheimer Global | 1.30 | % | 0.80 | % | N/A | 1.05 | % | 1.20 | % | ||||||||||||||
Pioneer High Yield | N/A | 0.71 | % | N/A | 0.96 | % | N/A | ||||||||||||||||
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 | % | ||||||||||||||
Templeton Foreign Equity(4) | 1.48 | % | 0.98 | % | N/A | 1.23 | % | 1.38 | % |
(1) Prior to May 1, 2018, the expense limits were 1.10%, 0.60%, and 0.85% for Class ADV, Class I and Class S, respectively.
(2) Pursuant to a side letter agreement, through May 1, 2019, 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. Prior to May 1, 2018, the side letter agreement expenses limits were 1.24%, 0.74% and 0.99% 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.
(3) Pursuant to a side letter agreement, through May 1, 2019, 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 1.31%, 0.81% and 1.06% 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.
(4) Pursuant to a side letter agreement, through May 1, 2019, 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 1.42%, 0.92%, 1.17% and 1.32% for Class ADV, Class I, Class S, and Class S2, 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.
Unless otherwise specified above, 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
46
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
NOTE 7 — EXPENSE LIMITATION AGREEMENTS (continued)
Operations. Amounts payable by the Investment Adviser are reflected on the accompanying Statements of Assets and Liabilities.
At June 30, 2018, 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, | |||||||||||||||||||
Portfolio | 2019 | 2020 | 2021 | Total | |||||||||||||||
Global Bond | $ | 131,443 | $ | 148,057 | $ | 123,290 | $ | 402,790 | |||||||||||
American Century Small-Mid Cap Value | 427,442 | 418,033 | 445,756 | 1,291,231 | |||||||||||||||
Invesco Equity and Income | 267,764 | 326,111 | 322,966 | 916,841 | |||||||||||||||
Pioneer High Yield | 57,122 | 69,879 | 71,720 | 198,721 |
The Expense Limitation Agreement is contractual through May 1, 2019 and shall renew automatically for one-year terms. Termination or modification of this obligation requires approval by the Board.
NOTE 8 — PURCHASED AND WRITTEN OPTIONS
Transactions in purchased foreign currency options for Global Bond during the period ended June 30, 2018 were as follows:
USD Notional | Cost | ||||||||||
Balance at 12/31/2017 | — | $ | — | ||||||||
Options Purchased | 45,000,000 | 187,200 | |||||||||
Options Terminated in Closing Sell Transactions | (45,000,000 | ) | (187,200 | ) | |||||||
Balance at 6/30/2018 | — | $ | — |
Transactions in purchased interest rate swaptions for Global Bond during the period ended June 30, 2018 were as follows:
USD Notional | USD Notional | ||||||||||
Balance at 12/31/2017 | 267,700,000 | $ | 2,633,137 | ||||||||
Options Purchased | 5,566,250,000 | 15,681,902 | |||||||||
Options Terminated in Closing Sell Transactions | (5,424,000,000 | ) | (17,435,989 | ) | |||||||
Options Expired | (144,500,000 | ) | (316,602 | ) | |||||||
Balance at 6/30/2018 | 265,450,000 | $ | 562,448 |
Transactions in purchased forward premium swaptions for Global Bond during the period ended June 30, 2018 were as follows:
USD Notional | Cost Payable | ||||||||||
Balance at 12/31/2017 | — | $ | — | ||||||||
Options Purchased | 360,720,000 | — | |||||||||
Options Terminated in Closing Sell Transactions | (299,700,000 | ) | — | ||||||||
Balance at 6/30/2018 | 61,020,000 | $ | — |
Transactions in purchased interest rate caps for Global Bond during the period ended June 30, 2018 were as follows:
USD Notional | Cost | ||||||||||
Balance at 12/31/2017 | 236,800,000 | $ | 33,152 | ||||||||
Options Purchased | 473,700,000 | 142,110 | |||||||||
Options Terminated in Closing Sell Transactions | (710,500,000 | ) | (175,262 | ) | |||||||
Balance at 6/30/2018 | — | $ | — |
Transactions in purchased option steepeners for Global Bond during the period ended June 30, 2018 were as follows:
USD Notional | Cost | ||||||||||
Balance at 12/31/2017 | 23,680 | $ | 2,368 | ||||||||
Options Expired | (23,680 | ) | (2,368 | ) | |||||||
Balance at 6/30/2018 | — | $ | — |
Transactions in written foreign currency options for Global Bond during the period ended June 30, 2018 were as follows:
USD Notional | Cost | ||||||||||
Balance at 12/31/2017 | — | $ | — | ||||||||
Options Written | 45,000,000 | 177,525 | |||||||||
Options Terminated in Closing Sell Transactions | (45,000,000 | ) | (177,525 | ) | |||||||
Balance at 6/30/2018 | — | $ | — |
Transactions in written interest rate swaptions for Global Bond during the period ended June 30, 2018 were as follows:
GBP Notional | USD Notional | Premiums Received | |||||||||||||
Balance at 12/31/2017 | — | 300,900,000 | $ | 2,468,039 | |||||||||||
Options Written | 189,600,000 | 5,864,650,000 | 18,417,151 | ||||||||||||
Options Terminated in Closing Purchase Transactions | (189,600,000 | ) | (5,852,700,000 | ) | (19,690,946 | ) | |||||||||
Options Expired | — | (47,400,000 | ) | (72,664 | ) | ||||||||||
Balance at 6/30/2018 | — | 265,450,000 | $ | 1,121,580 |
Transactions in written forward premium swaptions for Global Bond during the period ended June 30, 2018 were as follows:
USD Notional | Premiums Payable | ||||||||||
Balance at 12/31/2017 | — | $ | — | ||||||||
Options Purchased | 135,900,000 | — | |||||||||
Options Terminated in Closing Sell Transactions | (135,900,000 | ) | — | ||||||||
Balance at 6/30/2018 | — | $ | — |
47
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
NOTE 8 — PURCHASED AND WRITTEN OPTIONS (continued)
Transactions in written interest rate floors for Global Bond for the period ended June 30, 2018 were as follows:
EUR Notional | Premiums Received | ||||||||||
Balance at 12/31/2017 | 236,800,000 | $ | 35,520 | ||||||||
Options Written | 473,700,000 | 142,110 | |||||||||
Options Terminated in Closing Purchase Transactions | (710,500,000 | ) | (177,630 | ) | |||||||
Balance at 6/30/2018 | — | $ | — |
Transactions in written interest rate flatteners for Global Bond for the period ended June 30, 2018 were as follows:
USD Notional | Premiums Received | ||||||||||
Balance at 12/31/2017 | 23,680 | $ | — | ||||||||
Options Expired | (23,680 | ) | — | ||||||||
Balance at 6/30/2018 | — | $ | — |
NOTE 9 — LINE OF CREDIT
Effective May 18, 2018, each Portfolio, in addition to certain other funds managed by the Investment Adviser, has 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 May 17, 2019. 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 May 18, 2018, the predecessor line of credit was for an aggregate amount of $400,000,000 and paid a commitment fee equal to 0.15% through May 18, 2018.
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, 2018 as follows:
Portfolio | Days Utilized | Approximate Average Daily Balance For Days Utilized | Approximate Weighted Average Interest Rate For Days Utilized | ||||||||||||
Global Bond | 16 | $ | 7,268,406 | 2.69 | % | ||||||||||
Baron Growth | 49 | 2,860,041 | 2.44 | ||||||||||||
T. Rowe Price Diversified Mid Cap Growth(1) | 16 | 886,188 | 2.59 | ||||||||||||
T. Rowe Price Growth Equity | 7 | 3,809,571 | 2.44 |
(1) At June 30, 2018, T. Rowe Price Diversified Mid Cap Growth had an outstanding balance of $1,513,000.
NOTE 10 — CAPITAL SHARES
Transactions in capital shares and dollars were as follows:
Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | ||||||||||||||||||||||||||||||||||
Year or period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
Global Bond | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 72,308 | — | 26,853 | (156,591 | ) | (57,430 | ) | 789,229 | — | 293,144 | (1,710,305 | ) | (627,932 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 128,282 | — | 47,648 | (277,672 | ) | (101,742 | ) | 1,365,036 | — | 511,317 | (2,961,339 | ) | (1,084,986 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 613,475 | — | 208,706 | (956,065 | ) | (133,884 | ) | 6,842,896 | — | 2,318,408 | (10,617,651 | ) | (1,456,347 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 680,805 | — | 382,622 | (2,220,463 | ) | (1,157,036 | ) | 7,442,323 | — | 4,176,794 | (24,015,554 | ) | (12,396,437 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 258,946 | — | 49,172 | (388,293 | ) | (80,175 | ) | 2,893,370 | — | 545,473 | (4,296,072 | ) | (857,229 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 485,526 | — | 87,843 | (720,342 | ) | (146,973 | ) | 5,274,739 | — | 957,957 | (7,792,658 | ) | (1,559,962 | ) | |||||||||||||||||||||||||||||
American Century Small-Mid Cap Value | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 207,986 | — | — | (572,226 | ) | (364,240 | ) | 2,631,988 | — | — | (7,272,162 | ) | (4,640,174 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 1,273,611 | — | 459,511 | (1,104,163 | ) | 628,959 | 15,480,756 | — | 5,440,612 | (13,511,146 | ) | 7,410,222 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 817,600 | — | — | (1,169,611 | ) | (352,011 | ) | 11,054,023 | — | — | (15,966,418 | ) | (4,912,395 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 2,316,647 | — | 616,094 | (4,007,876 | ) | (1,075,135 | ) | 29,878,367 | — | 7,725,817 | (51,684,822 | ) | (14,080,638 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 277,727 | — | — | (724,403 | ) | (446,676 | ) | 3,697,147 | — | — | (9,670,263 | ) | (5,973,116 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 1,140,010 | — | 408,038 | (1,402,449 | ) | 145,599 | 14,536,039 | — | 5,051,508 | (17,912,614 | ) | 1,674,933 | |||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 57,501 | — | — | (103,145 | ) | (45,644 | ) | 719,792 | — | — | (1,305,670 | ) | (585,878 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 88,532 | — | 17,963 | (147,039 | ) | (40,544 | ) | 1,084,585 | — | 212,143 | (1,806,712 | ) | (509,984 | ) |
48
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
NOTE 10 — 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 | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
Baron Growth | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 72,648 | — | — | (233,012 | ) | (160,364 | ) | 2,196,133 | — | — | (6,778,658 | ) | (4,582,525 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 141,794 | — | 399,679 | (496,797 | ) | 44,676 | 3,876,341 | — | 10,303,718 | (13,551,988 | ) | 628,071 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 483,974 | — | — | (1,010,003 | ) | (526,029 | ) | 16,487,089 | — | — | (32,767,959 | ) | (16,280,870 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 408,359 | — | 642,944 | (1,894,705 | ) | (843,402 | ) | 12,294,387 | — | 18,143,871 | (56,356,725 | ) | (25,918,467 | ) | |||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 78,363 | — | — | (23,711 | ) | 54,652 | 2,526,884 | — | — | (761,025 | ) | 1,765,859 | |||||||||||||||||||||||||||||||
12/31/2017 | 361,465 | — | 8,442 | (28,559 | ) | 341,348 | 11,011,062 | — | 238,305 | (846,236 | ) | 10,403,131 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 248,214 | — | — | (1,665,035 | ) | (1,416,821 | ) | 7,723,594 | — | — | (50,542,501 | ) | (42,818,907 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 1,113,946 | — | 2,267,091 | (4,336,445 | ) | (955,408 | ) | 32,227,401 | — | 61,370,163 | (123,509,735 | ) | (29,912,171 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 4,392 | — | — | (4,644 | ) | (252 | ) | 132,867 | — | — | (136,107 | ) | (3,240 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 13,674 | — | 9,024 | (62,094 | ) | (39,396 | ) | 371,211 | — | 234,357 | (1,776,996 | ) | (1,171,428 | ) | |||||||||||||||||||||||||||||
Columbia Contrarian Core | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 22,232 | — | — | (151,442 | ) | (129,210 | ) | 526,462 | — | — | (3,533,722 | ) | (3,007,260 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 99,184 | — | 86,050 | (154,736 | ) | 30,498 | 2,213,239 | — | 1,883,632 | (3,445,221 | ) | 651,650 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 19,735 | — | — | (41,855 | ) | (22,120 | ) | 487,320 | — | — | (1,041,034 | ) | (553,714 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 29,491 | — | 29,602 | (139,937 | ) | (80,844 | ) | 689,950 | — | 679,364 | (3,217,272 | ) | (1,847,958 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 54,257 | — | — | (985,543 | ) | (931,286 | ) | 1,314,956 | — | — | (23,878,917 | ) | (22,563,961 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 122,711 | — | 857,148 | (2,813,079 | ) | (1,833,220 | ) | 2,803,471 | — | 19,294,405 | (64,190,432 | ) | (42,092,556 | ) | |||||||||||||||||||||||||||||
Columbia Small Cap Value II | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 105,395 | — | — | (196,951 | ) | (91,556 | ) | 2,077,101 | — | — | (3,890,485 | ) | (1,813,384 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 380,508 | — | 86,086 | (537,902 | ) | (71,308 | ) | 7,090,123 | — | 1,540,950 | (10,025,990 | ) | (1,394,917 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 380,239 | — | — | (327,603 | ) | 52,636 | 7,909,955 | — | — | (6,666,072 | ) | 1,243,883 | |||||||||||||||||||||||||||||||
12/31/2017 | 598,665 | — | 111,151 | (1,141,377 | ) | (431,561 | ) | 11,537,760 | — | 2,049,620 | (21,880,016 | ) | (8,292,636 | ) | |||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 104,109 | — | — | (32,151 | ) | 71,958 | 2,129,303 | — | — | (648,880 | ) | 1,480,423 | |||||||||||||||||||||||||||||||
12/31/2017 | 213,365 | — | 6,336 | (23,579 | ) | 196,122 | 4,128,456 | — | 116,893 | (458,426 | ) | 3,786,923 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 98,757 | — | — | (589,517 | ) | (490,760 | ) | 2,008,385 | — | — | (11,936,646 | ) | (9,928,261 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 262,690 | — | 304,578 | (2,039,675 | ) | (1,472,407 | ) | 5,083,662 | — | 5,595,104 | (39,135,759 | ) | (28,456,993 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 26,203 | — | — | (24,677 | ) | 1,526 | 523,032 | — | — | (482,032 | ) | 41,000 | |||||||||||||||||||||||||||||||
12/31/2017 | 35,765 | — | 12,693 | (189,825 | ) | (141,367 | ) | 665,308 | — | 226,580 | (3,564,611 | ) | (2,672,723 | ) | |||||||||||||||||||||||||||||
Invesco Comstock | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 19,569 | — | — | (120,924 | ) | (101,355 | ) | 400,652 | — | — | (2,457,534 | ) | (2,056,882 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 98,884 | — | 17,308 | (310,862 | ) | (194,670 | ) | 1,801,457 | — | 334,147 | (5,699,252 | ) | (3,563,648 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 4,201,353 | — | — | (1,281,310 | ) | 2,920,043 | 85,339,130 | — | — | (26,487,634 | ) | 58,851,496 | |||||||||||||||||||||||||||||||
12/31/2017 | 1,082,768 | — | 130,626 | (3,093,588 | ) | (1,880,194 | ) | 19,788,295 | — | 2,586,848 | (56,589,093 | ) | (34,213,950 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 739,947 | — | — | (1,094,404 | ) | (354,457 | ) | 15,341,966 | — | — | (22,332,940 | ) | (6,990,974 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 1,061,639 | — | 161,017 | (4,385,990 | ) | (3,163,334 | ) | 19,098,021 | — | 3,158,173 | (80,487,395 | ) | (58,231,201 | ) | |||||||||||||||||||||||||||||
Invesco Equity and Income | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 37,670 | — | — | (79,911 | ) | (42,241 | ) | 1,770,196 | — | — | (3,744,942 | ) | (1,974,746 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 179,881 | — | 44,151 | (184,517 | ) | 39,515 | 8,148,670 | — | 2,018,955 | (8,391,843 | ) | 1,775,782 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 75,860 | — | — | (835,938 | ) | (760,078 | ) | 3,569,334 | — | — | (39,755,725 | ) | (36,186,391 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 176,109 | — | 582,501 | (1,489,600 | ) | (730,990 | ) | 8,118,081 | — | 27,122,967 | (69,117,060 | ) | (33,876,012 | ) |
49
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
NOTE 10 — 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 | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
Invesco Equity and Income (continued) | |||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 57,982 | — | — | (1,064,271 | ) | (1,006,289 | ) | 2,746,839 | — | — | (50,351,835 | ) | (47,604,996 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 134,816 | — | 556,519 | (3,190,895 | ) | (2,499,560 | ) | 6,169,361 | — | 25,697,839 | (146,664,061 | ) | (114,796,861 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 27,669 | — | — | (813,167 | ) | (785,498 | ) | 1,315,269 | — | — | (37,911,779 | ) | (36,596,510 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 295,115 | — | 366,805 | (1,829,528 | ) | (1,167,608 | ) | 13,316,841 | — | 16,696,466 | (82,966,508 | ) | (52,953,201 | ) | |||||||||||||||||||||||||||||
JPMorgan Mid Cap Value | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 105,004 | — | — | (395,823 | ) | (290,819 | ) | 2,063,439 | — | — | (7,807,630 | ) | (5,744,191 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 294,850 | — | 511,206 | (836,242 | ) | (30,186 | ) | 5,804,921 | — | 9,643,536 | (16,464,711 | ) | (1,016,254 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 425,420 | — | — | (1,578,658 | ) | (1,153,238 | ) | 8,619,695 | — | — | (32,006,535 | ) | (23,386,840 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 1,197,570 | — | 1,119,189 | (2,850,311 | ) | (533,552 | ) | 24,507,161 | — | 21,764,273 | (57,612,445 | ) | (11,341,011 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 78,223 | — | — | (1,333,490 | ) | (1,255,267 | ) | 1,554,351 | — | — | (26,794,457 | ) | (25,240,106 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 300,409 | — | 1,385,434 | (3,804,102 | ) | (2,118,259 | ) | 6,065,319 | — | 26,605,742 | (75,880,829 | ) | (43,209,768 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 10,823 | — | — | (48,048 | ) | (37,225 | ) | 212,254 | — | — | (950,915 | ) | (738,661 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 38,685 | — | 19,880 | (85,022 | ) | (26,457 | ) | 763,114 | — | 374,052 | (1,649,921 | ) | (512,755 | ) | |||||||||||||||||||||||||||||
Oppenheimer Global | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 414,127 | — | — | (358,179 | ) | 55,948 | 9,147,628 | — | — | (7,866,067 | ) | 1,281,561 | |||||||||||||||||||||||||||||||
12/31/2017 | 625,755 | — | 45,631 | (754,477 | ) | (83,091 | ) | 12,232,396 | — | 891,168 | (14,075,962 | ) | (952,398 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 859,564 | — | — | (4,034,385 | ) | (3,174,821 | ) | 19,816,399 | — | — | (92,552,157 | ) | (72,735,758 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 1,917,311 | — | 771,338 | (6,602,141 | ) | (3,913,492 | ) | 36,700,944 | — | 15,673,599 | (129,425,679 | ) | (77,051,136 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 367,895 | — | — | (1,059,605 | ) | (691,710 | ) | 8,206,516 | — | — | (23,328,030 | ) | (15,121,514 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 2,199,107 | — | 112,713 | (2,153,352 | ) | 158,468 | 41,756,204 | — | 2,210,306 | (40,391,200 | ) | 3,575,310 | |||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 32,494 | — | — | (15,852 | ) | 16,642 | 701,047 | — | — | (339,057 | ) | 361,990 | |||||||||||||||||||||||||||||||
12/31/2017 | 37,268 | — | 2,289 | (66,589 | ) | (27,032 | ) | 705,061 | — | 43,743 | (1,343,678 | ) | (594,874 | ) | |||||||||||||||||||||||||||||
Pioneer High Yield | |||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 669,161 | — | 209,067 | (549,283 | ) | 328,945 | 7,892,414 | — | 2,456,931 | (6,474,534 | ) | 3,874,811 | |||||||||||||||||||||||||||||||
12/31/2017 | 841,543 | — | 415,844 | (1,560,684 | ) | (303,297 | ) | 10,032,678 | — | 4,964,852 | (18,587,981 | ) | (3,590,451 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 42,107 | — | 6,500 | (109,101 | ) | (60,494 | ) | 500,635 | — | 76,356 | (1,283,200 | ) | (706,209 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 54,382 | — | 14,597 | (140,182 | ) | (71,203 | ) | 647,640 | — | 174,026 | (1,660,160 | ) | (838,494 | ) | |||||||||||||||||||||||||||||
T. Rowe Price Diversified Mid Cap Growth | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 429,760 | — | — | (249,080 | ) | 180,680 | 4,694,404 | — | — | (2,701,205 | ) | 1,993,199 | |||||||||||||||||||||||||||||||
12/31/2017 | 550,952 | — | 455,332 | (477,636 | ) | 528,648 | 5,533,384 | — | 4,366,636 | (4,738,144 | ) | 5,161,876 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 710,897 | — | — | (4,449,978 | ) | (3,739,081 | ) | 8,489,456 | — | — | (53,486,805 | ) | (44,997,349 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 5,573,549 | — | 6,107,900 | (9,041,136 | ) | 2,640,313 | 58,936,316 | — | 64,377,262 | (98,883,389 | ) | 24,430,189 | |||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 400,877 | — | — | (105,591 | ) | 295,286 | 4,838,572 | — | — | (1,263,749 | ) | 3,574,823 | |||||||||||||||||||||||||||||||
12/31/2017 | 706,212 | — | 41,213 | (49,984 | ) | 697,441 | 7,790,739 | — | 434,388 | (542,501 | ) | 7,682,626 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 219,509 | — | — | (729,423 | ) | (509,914 | ) | 2,546,296 | — | — | (8,437,239 | ) | (5,890,943 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 595,095 | — | 389,886 | (1,859,261 | ) | (874,280 | ) | 6,343,254 | — | 3,965,144 | (19,072,570 | ) | (8,764,172 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 67,598 | — | — | (64,165 | ) | 3,433 | 742,962 | — | — | (714,516 | ) | 28,446 | |||||||||||||||||||||||||||||||
12/31/2017 | 44,450 | — | 40,454 | (178,357 | ) | (93,453 | ) | 453,368 | — | 389,167 | (1,771,560 | ) | (929,025 | ) |
50
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
NOTE 10 — 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 | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
T. Rowe Price Growth Equity | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 126,305 | — | — | (170,694 | ) | (44,389 | ) | 11,642,312 | — | — | (15,524,578 | ) | (3,882,266 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 218,115 | — | 305,644 | (294,931 | ) | 228,828 | 18,360,766 | — | 24,552,336 | (23,990,510 | ) | 18,922,592 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 1,658,264 | — | — | (1,310,552 | ) | 347,712 | 162,812,553 | — | — | (130,344,443 | ) | 32,468,110 | |||||||||||||||||||||||||||||||
12/31/2017 | 662,676 | — | 1,265,199 | (2,884,588 | ) | (956,713 | ) | 59,360,712 | — | 109,629,478 | (254,338,020 | ) | (85,347,830 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 271,387 | — | — | (473,939 | ) | (202,552 | ) | 26,067,435 | — | — | (44,881,631 | ) | (18,814,196 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 513,742 | — | 458,035 | (1,234,032 | ) | (262,255 | ) | 44,631,473 | — | 38,236,738 | (102,055,398 | ) | (19,187,187 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 13,243 | — | — | (10,941 | ) | 2,302 | 1,232,912 | — | — | (1,016,036 | ) | 216,876 | |||||||||||||||||||||||||||||||
12/31/2017 | 14,303 | — | 13,302 | (41,684 | ) | (14,079 | ) | 1,201,044 | — | 1,081,420 | (3,563,399 | ) | (1,280,935 | ) | |||||||||||||||||||||||||||||
Templeton Foreign Equity | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 75,138 | — | — | (188,237 | ) | (113,099 | ) | 984,102 | — | — | (2,465,755 | ) | (1,481,653 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 330,072 | — | 44,396 | (404,112 | ) | (29,644 | ) | 4,021,746 | — | 555,843 | (4,921,306 | ) | (343,717 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 174,248 | — | — | (1,179,981 | ) | (1,005,733 | ) | 2,292,324 | — | — | (15,625,033 | ) | (13,332,709 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 575,493 | — | 283,091 | (2,396,231 | ) | (1,537,647 | ) | 7,195,681 | — | 3,578,275 | (29,617,070 | ) | (18,843,114 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 183,820 | — | — | (2,097,738 | ) | (1,913,918 | ) | 2,399,774 | — | — | (27,593,224 | ) | (25,193,450 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 463,022 | — | 595,243 | (8,915,080 | ) | (7,856,815 | ) | 5,427,287 | — | 7,476,254 | (109,538,094 | ) | (96,634,553 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 5,399 | — | — | (30,517 | ) | (25,118 | ) | 70,419 | — | — | (403,429 | ) | (333,010 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 20,466 | — | 1,997 | (159,552 | ) | (137,089 | ) | 249,260 | — | 24,956 | (1,933,986 | ) | (1,659,770 | ) |
NOTE 11 — 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 provided that the cash collateral is invested solely in overnight repurchase agreements.
The cash collateral is invested in overnight repurchase agreements that are collateralized at 102% with securities issued or fully guaranteed by the U.S. Treasury; U.S. government or any agency, instrumentality or authority of the U.S. government. The securities purchased with cash collateral received are reflected in the Portfolio of Investments under Securities Lending Collateral.
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.
51
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
NOTE 11 — SECURITIES LENDING (continued)
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, 2018:
Global Bond
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||
BNP Paribas Prime Brokerage Intl Ltd | $ | 16,099 | $ | (16,099 | ) | $ | — | ||||||||
Barclays Capital Inc. | 183,318 | (183,318 | ) | — | |||||||||||
Citadel Clearing LLC | 9,697 | (9,697 | ) | — | |||||||||||
Goldman, Sachs & Co. LLC | 909,444 | (909,444 | ) | — | |||||||||||
MUFG Securities Americas Inc. | 101,272 | (101,272 | ) | — | |||||||||||
Merrill Lynch, Pierce, Fenner & Smith Inc. | 1,020,018 | (1,020,018 | ) | — | |||||||||||
Morgan Stanley & Co. LLC | 2,265,827 | (2,265,827 | ) | — | |||||||||||
UBS Securities LLC | 29,090 | (29,090 | ) | — | |||||||||||
Total | $ | 4,534,765 | $ | (4,534,765 | ) | $ | — |
(1) Collateral with a fair value of $4,645,894 has been received in connection with the above securities lending transactions. Excess 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 | ||||||||||||
BMO Capital Markets Corp | $ | 167,868 | $ | (167,868 | ) | $ | — | ||||||||
BNP Paribas Prime Brokerage Intl Ltd | 9,268 | (9,268 | ) | — | |||||||||||
Barclays Bank PLC | 196,707 | (196,707 | ) | — | |||||||||||
Barclays Capital Inc. | 705,452 | (705,452 | ) | — | |||||||||||
Deutsche Bank Securities Inc. | 2,370,970 | (2,370,970 | ) | — | |||||||||||
Goldman, Sachs & Co. LLC | 1,298,289 | (1,298,289 | ) | — | |||||||||||
J.P. Morgan Securities LLC | 758,360 | (758,360 | ) | — | |||||||||||
Jefferies LLC | 102,982 | (102,982 | ) | — | |||||||||||
Morgan Stanley & Co. LLC | 319,148 | (319,148 | ) | — | |||||||||||
National Bank of Canada Financial Inc. | 3,480 | (3,480 | ) | — | |||||||||||
Natixis Securities America LLC | 435,856 | (435,856 | ) | — | |||||||||||
Nomura Securities International, Inc. | 6,612 | (6,612 | ) | — | |||||||||||
RBC Dominion Securities Inc. | 101,614 | (101,614 | ) | — | |||||||||||
SG Americas Securities, LLC | 50,119 | (50,119 | ) | — | |||||||||||
Scotia Capital (USA) Inc. | 62,814 | (62,814 | ) | — | |||||||||||
UBS Securities LLC | 169,695 | (169,695 | ) | — | |||||||||||
Wells Fargo Securities LLC | 3,719 | (3,719 | ) | — | |||||||||||
Goldman, Sachs & Co. LLC | 1,691,715 | (1,691,715 | ) | — | |||||||||||
Morgan Stanley & Co. LLC | 2,031,627 | (2,031,627 | ) | — | |||||||||||
Scotia Capital (USA) Inc. | 1,174,454 | (1,174,454 | ) | ||||||||||||
TD Prime Services LLC | 101,745 | (101,745 | ) | — | |||||||||||
Total | $ | 11,762,494 | $ | (11,762,494 | ) | $ | — |
(1) Collateral with a fair value of $12,026,526 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes.
Invesco Comstock
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||
HSBC Bank PLC | $ | 4,776,716 | $ | (4,776,716 | ) | $ | — | ||||||||
Total | $ | 4,776,716 | $ | (4,776,716 | ) | $ | — |
(1) Collateral with a fair value of $4,908,323 has been received in connection with the above securities lending transactions. Excess 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 Securities Corp. | $ | 163,964 | $ | (163,964 | ) | $ | — | ||||||||
Barclays Capital Inc. | 3,374,472 | (3,374,472 | ) | — | |||||||||||
CIBC World Markets Inc. | 9,188 | (9,188 | ) | — | |||||||||||
Citadel Clearing LLC | 2,384,173 | (2,384,173 | ) | — | |||||||||||
Deutsche Bank Securities Inc. | 98,562 | (98,562 | ) | — | |||||||||||
Jefferies LLC | 6,291 | (6,291 | ) | — | |||||||||||
Merrill Lynch, Pierce, Fenner & Smith Inc. | 1,818,875 | (1,818,875 | ) | — | |||||||||||
Morgan Stanley & Co. LLC | 15,243,897 | (15,243,897 | ) | — | |||||||||||
Scotia Capital (USA) Inc. | 337,607 | (337,607 | ) | — | |||||||||||
UBS Securities LLC | 31,056 | (31,056 | ) | — | |||||||||||
Wells Fargo Securities LLC | 2,344,675 | (2,344,675 | ) | — | |||||||||||
Total | $ | 25,812,760 | $ | (25,812,760 | ) | $ | — |
(1) Collateral with a fair value of $26,445,939 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes.
JPMorgan Mid Cap Value
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||
Citadel Clearing LLC | $ | 572,525 | $ | (572,525 | ) | $ | — | ||||||||
Goldman, Sachs & Co. LLC | 2,427,840 | (2,427,840 | ) | — | |||||||||||
Janney Montgomery Scott LLC | 62,310 | (62,310 | ) | — | |||||||||||
Merrill Lynch, Pierce, Fenner & Smith Inc. | 216,050 | (216,050 | ) | — | |||||||||||
National Bank of Canada Financial Inc. | 5,011,598 | (5,011,598 | ) | — | |||||||||||
National Financial Services LLC | 117,824 | (117,824 | ) | — | |||||||||||
Wells Fargo Securities LLC | 192,226 | (192,226 | ) | — | |||||||||||
Total | $ | 8,600,373 | $ | (8,600,373 | ) | $ | — |
(1) Collateral with a fair value of $8,792,589 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes.
Oppenheimer Global
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||
CIBC World Markets Inc. | $ | 499,688 | $ | (499,688 | ) | $ | — | ||||||||
Citigroup Global Markets Limited | 1,388,482 | (1,388,482 | ) | — | |||||||||||
Citigroup Global Markets Inc. | 576,745 | (576,745 | ) | — | |||||||||||
Credit Suisse Securities (USA) LLC | 817,292 | (817,292 | ) | — | |||||||||||
J.P. Morgan Securities LLC | 5,315,435 | (5,315,435 | ) | — | |||||||||||
Jefferies LLC | 210,392 | (210,392 | ) | — |
52
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
NOTE 11 — SECURITIES LENDING (continued)
Oppenheimer Global (continued)
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||
Merrill Lynch, Pierce, Fenner & Smith Inc. | $ | 219,203 | $ | (219,203 | ) | $ | — | ||||||||
Mizuho Securities USA LLC | 58,560 | (58,560 | ) | — | |||||||||||
Morgan Stanley & Co. LLC | 228,665 | (228,665 | ) | — | |||||||||||
National Financial Services LLC | 485,209 | (485,209 | ) | — | |||||||||||
Natixis Securities America LLC | 137,526 | (137,526 | ) | — | |||||||||||
Nomura Securities International, Inc. | 11,023 | (11,023 | ) | — | |||||||||||
RBC Dominion Securities Inc. | 488,781 | (488,781 | ) | — | |||||||||||
SG Americas Securities, LLC | 116,702 | (116,702 | ) | — | |||||||||||
Scotia Capital (USA) Inc. | 2,332,580 | (2,332,580 | ) | — | |||||||||||
Wells Fargo Securities LLC | 144,374 | (144,374 | ) | — | |||||||||||
Total | $ | 13,030,657 | $ | (13,030,657 | ) | $ | — |
(1) Collateral with a fair value of $13,488,622 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes.
T. Rowe Price Diversified Mid Cap Growth
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||
BNP Paribas | $ | 470,680 | $ | (470,680 | ) | $ | — | ||||||||
Barclays Capital Inc. | 129,848 | (129,848 | ) | — | |||||||||||
CIBC World Markets Inc. | 1,901 | (1,901 | ) | — | |||||||||||
Citadel Clearing LLC | 2,142,649 | (2,142,649 | ) | — | |||||||||||
Citigroup Global Markets Inc. | 418,984 | (418,984 | ) | — | |||||||||||
Deutsche Bank Securities Inc. | 59,949 | (59,949 | ) | — | |||||||||||
Goldman, Sachs & Co. LLC | 2,605,472 | (2,605,472 | ) | — | |||||||||||
Industrial And Commercial Bank Of China | 201,438 | (201,438 | ) | — | |||||||||||
J.P. Morgan Securities LLC | 570,744 | (570,744 | ) | — | |||||||||||
Jefferies LLC | 134,320 | (134,320 | ) | — | |||||||||||
Merrill Lynch, Pierce, Fenner & Smith Inc. | 1,271,757 | (1,271,757 | ) | — | |||||||||||
Mizuho Securities USA LLC | 5,943 | (5,943 | ) | — | |||||||||||
Morgan Stanley & Co. LLC | 6,073,567 | (6,073,567 | ) | — | |||||||||||
National Bank of Canada Financial Inc. | 61,055 | (61,055 | ) | — | |||||||||||
National Financial Services LLC | 2,656,959 | (2,656,959 | ) | — | |||||||||||
Natixis Securities America LLC | 178,006 | (178,006 | ) | — | |||||||||||
Nomura Securities International, Inc. | 96,675 | (96,675 | ) | — | |||||||||||
RBC Capital Markets, LLC | 264,953 | (264,953 | ) | — | |||||||||||
RBC Dominion Securities Inc. | 700,426 | (700,426 | ) | — | |||||||||||
SG Americas Securities, LLC | 96,088 | (96,088 | ) | — | |||||||||||
Scotia Capital (USA) Inc. | 2,371,623 | (2,371,623 | ) | — | |||||||||||
TD Prime Services LLC | 6,975,388 | (6,975,388 | ) | — | |||||||||||
UBS Securities LLC | 488,424 | (488,424 | ) | — | |||||||||||
Wells Fargo Securities LLC | 687,307 | (687,307 | ) | — | |||||||||||
Total | $ | 28,664,156 | $ | (28,664,156 | ) | $ | — |
(1) Collateral with a fair value of $29,322,484 has been received in connection with the above securities lending transactions. Excess 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 | $ | 5,143,649 | $ | (5,143,649 | ) | $ | — | ||||||||
Citigroup Global Markets Inc. | 25,973,554 | (25,973,554 | ) | — | |||||||||||
Goldman, Sachs & Co. LLC | 4,565,175 | (4,565,175 | ) | — | |||||||||||
J.P. Morgan Securities LLC | 12,664,667 | (12,664,667 | ) | — | |||||||||||
Merrill Lynch, Pierce, Fenner & Smith Inc. | 34,502 | (34,502 | ) | — | |||||||||||
Morgan Stanley & Co. LLC | 39,260 | (39,260 | ) | — | |||||||||||
SG Americas Securities, LLC | 24,582 | (24,582 | ) | — | |||||||||||
Scotia Capital (USA) Inc. | 1,645,430 | (1,645,430 | ) | — | |||||||||||
Wells Fargo Securities LLC | 4,754,149 | (4,754,149 | ) | — | |||||||||||
Total | $ | 54,844,968 | $ | (54,844,968 | ) | $ | — |
(1) Collateral with a fair value of $56,026,429 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes.
Templeton Foreign Equity
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||
Barclays Capital Inc. | $ | 3,572,240 | $ | (3,572,240 | ) | $ | — | ||||||||
CREDIT SUISSE AG | 591,636 | (591,636 | ) | — | |||||||||||
HSBC Bank PLC | 477,206 | (477,206 | ) | — | |||||||||||
JP Morgan Securities, Plc. | 2,262,903 | (2,262,903 | ) | — | |||||||||||
Jefferies LLC | 1,781,276 | (1,781,276 | ) | — | |||||||||||
Nomura Securities International, Inc. | 1,992,360 | (1,992,360 | ) | — | |||||||||||
Total | $ | 10,677,621 | $ | (10,677,621 | ) | $ | — |
(1) Collateral with a fair value of $11,251,139 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes.
NOTE 12 — UNFUNDED LOAN COMMITMENTS
Certain Portfolios may enter in credit agreements, all or a portion of which may be unfunded. The Portfolios are obligated to fund these loan commitments at the borrower's discretion. Funded portions of the credit agreements are presented in the Summary Portfolio of Investments. At June 30, 2018, Pioneer High Yield had the following unfunded loan commitments:
Loan | Unfunded Commitments | Unrealized Appreciation at 06/30/18* | |||||||||
Aleris International, Inc. TL 1L | $ | 300,000 | $ | 937 | |||||||
Centene Corp. - Bridge Loan | 770,000 | — | |||||||||
Wand Merger Corp - Bridge Loan A | 318,182 | — | |||||||||
Wand Merger Corp - Bridge Loan B | 318,182 | — | |||||||||
Wand Merger Corp - Bridge Loan C | 238,636 | — | |||||||||
$ | 1,945,000 | $ | 937 |
* Unfunded loan commitments are marked to market daily and any unrealized appreciation or depreciation is included in the Portfolio's Statement of Assets and Liabilities and Statement of Operations.
53
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
NOTE 13 — 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 short-term capital gains, foreign currency transactions, paydowns, income from passive foreign investment companies (PFICs), and wash sale deferrals. Distributions in excess of net investment income and/or net realized capital gains for tax purposes are reported as return of capital.
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:
Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | ||||||||||||||
Ordinary Income | Ordinary Income | Long-term Capital Gains | |||||||||||||
Global Bond | $ | 3,157,025 | $ | 5,646,068 | $ | — | |||||||||
American Century Small-Mid Cap Value | — | 9,472,022 | 8,958,058 | ||||||||||||
Baron Growth | — | 5,906,024 | 84,384,390 | ||||||||||||
Columbia Contrarian Core | — | 3,182,935 | 18,674,466 | ||||||||||||
Columbia Small Cap Value II | — | 715,817 | 8,813,330 | ||||||||||||
Invesco Comstock | — | 6,079,168 | — | ||||||||||||
Invesco Equity and Income | — | 29,711,609 | 41,824,618 | ||||||||||||
JPMorgan Mid Cap Value | — | 8,035,488 | 50,352,115 | ||||||||||||
Oppenheimer Global | — | 16,342,479 | 2,476,337 | ||||||||||||
Pioneer High Yield | 2,533,287 | 5,138,878 | — | ||||||||||||
T. Rowe Price Diversified Mid Cap Growth | — | 9,291,817 | 64,240,780 | ||||||||||||
T. Rowe Price Growth Equity | — | 565,610 | 172,934,362 | ||||||||||||
Templeton Foreign Equity | — | 11,635,328 | — |
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, 2017 were:
Undistributed | Undistributed Long-term | Unrealized Appreciation/ | Capital Loss Carryforwards | ||||||||||||||||||||||||
Ordinary Income | Capital Gains | (Depreciation) | Amount | Character | Expiration | ||||||||||||||||||||||
Global Bond | $ | 7,797,033 | $ | — | $ | 153,435 | $ | (1,512,275 | ) | Short-term | �� | None | |||||||||||||||
(995,673 | ) | Long-term | None | ||||||||||||||||||||||||
$ | (2,507,948 | ) | |||||||||||||||||||||||||
American Century Small-Mid Cap Value | 15,206,084 | 27,945,128 | 39,061,036 | — | — | — | |||||||||||||||||||||
Baron Growth | 3,109,336 | 72,349,868 | 485,783,042 | — | — | — | |||||||||||||||||||||
Columbia Contrarian Core | 4,326,967 | 28,597,782 | 70,892,537 | — | — | — | |||||||||||||||||||||
Columbia Small Cap Value II | 3,297,363 | 18,116,492 | 54,570,816 | — | — | — | |||||||||||||||||||||
Invesco Comstock | — | — | 116,320,754 | — | — | — | |||||||||||||||||||||
Invesco Equity and Income | 1,642,362 | 93,943,730 | 223,996,825 | — | — | — | |||||||||||||||||||||
JPMorgan Mid Cap Value | 2,037,788 | 40,335,061 | 164,871,786 | — | — | — | |||||||||||||||||||||
Oppenheimer Global | 31,125,370 | 104,663,738 | 871,391,710 | — | — | — | |||||||||||||||||||||
Pioneer High Yield | 3,077,331 | — | 2,692,428 | (365,828 | ) | Short-term | None | ||||||||||||||||||||
(3,006,613 | ) | Long-term | None | ||||||||||||||||||||||||
$ | (3,372,441 | ) | |||||||||||||||||||||||||
T. Rowe Price Diversified Mid Cap Growth | 7,484,167 | 91,166,831 | 301,423,643 | — | — | — | |||||||||||||||||||||
T. Rowe Price Growth Equity | 8,461,126 | 299,822,433 | 480,979,509 | — | — | — | |||||||||||||||||||||
Templeton Foreign Equity | 13,992,808 | — | 147,937,601 | — | — | — |
The Portfolios' major tax jurisdictions are U.S. federal and Arizona state.
54
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
NOTE 13 — FEDERAL INCOME TAXES (continued)
As of June 30, 2018, 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. The earliest tax year that remains subject to examination by these jurisdictions is 2013.
NOTE 14 — SUBSEQUENT EVENTS
Dividends: Subsequent to June 30, 2018, 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 | $ | 0.0216 | $ | — | $ | — | August 1, 2018 | Daily | |||||||||||||||
Class I | $ | 0.0265 | $ | — | $ | — | August 1, 2018 | Daily | |||||||||||||||
Class S | $ | 0.0242 | $ | — | $ | — | August 1, 2018 | Daily | |||||||||||||||
American Century Small-Mid Cap Value | |||||||||||||||||||||||
Class ADV | $ | 0.1009 | $ | 0.3805 | $ | 0.9563 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class I | $ | 0.1628 | $ | 0.3805 | $ | 0.9563 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class S | $ | 0.1294 | $ | 0.3805 | $ | 0.9563 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class S2 | $ | 0.1060 | $ | 0.3805 | $ | 0.9563 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Baron Growth | |||||||||||||||||||||||
Class ADV | $ | — | $ | 0.1252 | $ | 3.0304 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class I | $ | — | $ | 0.1252 | $ | 3.0304 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class R6 | $ | — | $ | 0.1252 | $ | 3.0304 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class S | $ | — | $ | 0.1252 | $ | 3.0304 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class S2 | $ | — | $ | 0.1252 | $ | 3.0304 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Columbia Contrarian Core | |||||||||||||||||||||||
Class ADV | $ | 0.1542 | $ | 0.1401 | $ | 2.3385 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class I | $ | 0.2796 | $ | 0.1401 | $ | 2.3385 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class S | $ | 0.2125 | $ | 0.1401 | $ | 2.3385 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Columbia Small Cap Value II | |||||||||||||||||||||||
Class ADV | $ | 0.0045 | $ | 0.2750 | $ | 1.8101 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class I | $ | 0.1073 | $ | 0.2750 | $ | 1.8101 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class R6 | $ | 0.1074 | $ | 0.2750 | $ | 1.8101 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class S | $ | 0.0492 | $ | 0.2750 | $ | 1.8101 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class S2 | $ | — | $ | 0.2750 | $ | 1.8101 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Invesco Equity and Income | |||||||||||||||||||||||
Class ADV | $ | 0.0548 | $ | — | $ | 2.8872 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class I | $ | 0.0548 | $ | — | $ | 2.8872 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class S | $ | 0.0548 | $ | — | $ | 2.8872 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class S2 | $ | 0.0548 | $ | — | $ | 2.8872 | August 6, 2018 | August 2, 2018 | |||||||||||||||
JPMorgan Mid Cap Value | |||||||||||||||||||||||
Class ADV | $ | 0.0160 | $ | 0.0648 | $ | 1.6144 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class I | $ | 0.0160 | $ | 0.0648 | $ | 1.6144 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class S | $ | 0.0160 | $ | 0.0648 | $ | 1.6144 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class S2 | $ | 0.0160 | $ | 0.0648 | $ | 1.6144 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Oppenheimer Global | |||||||||||||||||||||||
Class ADV | $ | 0.2503 | $ | 0.0651 | $ | 1.4260 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class I | $ | 0.3440 | $ | 0.0651 | $ | 1.4260 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class S | $ | 0.2907 | $ | 0.0651 | $ | 1.4260 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class S2 | $ | 0.2673 | $ | 0.0651 | $ | 1.4260 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Pioneer High Yield | |||||||||||||||||||||||
Class I | $ | 0.0495 | $ | — | $ | — | August 1, 2018 | Daily | |||||||||||||||
Class S | $ | 0.0470 | $ | — | $ | — | August 1, 2018 | Daily |
55
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
NOTE 14 — 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 | $ | — | $ | 0.0705 | $ | 1.0893 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class I | $ | 0.0216 | $ | 0.0705 | $ | 1.0893 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class R6 | $ | 0.0216 | $ | 0.0705 | $ | 1.0893 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class S | $ | — | $ | 0.0705 | $ | 1.0893 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class S2 | $ | — | $ | 0.0705 | $ | 1.0893 | August 6, 2018 | August 2, 2018 | |||||||||||||||
T. Rowe Price Growth Equity | |||||||||||||||||||||||
Class ADV | $ | — | $ | 0.2837 | $ | 15.5894 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class I | $ | 0.2334 | $ | 0.2837 | $ | 15.5894 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class S | $ | 0.0420 | $ | 0.2837 | $ | 15.5894 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class S2 | $ | — | $ | 0.2837 | $ | 15.5894 | August 6, 2018 | August 2, 2018 | |||||||||||||||
Templeton Foreign Equity | |||||||||||||||||||||||
Class ADV | $ | 0.2059 | $ | — | $ | — | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class I | $ | 0.2699 | $ | — | $ | — | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class S | $ | 0.2327 | $ | — | $ | — | August 6, 2018 | August 2, 2018 | |||||||||||||||
Class S2 | $ | 0.0788 | $ | — | $ | — | August 6, 2018 | August 2, 2018 |
The Portfolios have evaluated events occurring after the Statements of Assets and Liabilities date ("subsequent events") to determine whether any subsequent events necessitated adjustment to or disclosure in the financial statements. Other than the above, no such subsequent events were identified.
56
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED)
Geographic Diversification
as of June 30, 2018
(as a percentage of net assets)
United States(1) | 77.5 | % | |||||
Italy | 5.7 | % | |||||
United Kingdom | 1.3 | % | |||||
Germany | 1.2 | % | |||||
Netherlands | 0.8 | % | |||||
Japan | 0.7 | % | |||||
Brazil | 0.7 | % | |||||
France | 0.6 | % | |||||
Canada | 0.6 | % | |||||
Russia | 0.4 | % | |||||
Countries between 0.0% - 0.3%^ | 2.3 | % | |||||
Assets in Excess of Other Liabilities* | 8.2 | % | |||||
Net Assets | 100.0 | % |
* Includes short-term investments and purchased options.
(1) Includes 23.3% 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.
^ Includes 13 countries, which each represents 0.0% - 0.3% of net assets.
Portfolio holdings are subject to change daily.
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
CORPORATE BONDS/NOTES: 23.3% | |||||||||||||||||||
Brazil: 0.4% | |||||||||||||||||||
900,000 | Petrobras Global Finance BV, 8.750%, 05/23/2026 | $ | 976,050 | 0.4 | |||||||||||||||
Canada: 0.6% | |||||||||||||||||||
215,000 | (1 | ) | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | 204,508 | 0.1 | ||||||||||||||
1,095,000 | (2 | ) | Other Securities | 1,050,118 | 0.5 | ||||||||||||||
1,254,626 | 0.6 | ||||||||||||||||||
China: 0.3% | |||||||||||||||||||
601,000 | (3 | ) | Alibaba Group Holding Ltd., 3.600%, 11/28/2024 | 591,582 | 0.3 | ||||||||||||||
France: 0.6% | |||||||||||||||||||
572,000 | (1 | ) | BNP Paribas SA, 3.500%, 03/01/2023 | 557,941 | 0.2 | ||||||||||||||
294,000 | BPCE SA, 2.500%, 12/10/2018 | 293,857 | 0.2 | ||||||||||||||||
287,000 | (1 | ) | BPCE SA, 5.150%, 07/21/2024 | 291,252 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
226,000 | (1 | ) | Electricite de France SA, 2.350%, 10/13/2020 | $ | 221,739 | 0.1 | |||||||||||||
1,364,789 | 0.6 | ||||||||||||||||||
Guernsey: 0.3% | |||||||||||||||||||
716,000 | Credit Suisse Group Funding Guernsey Ltd., 2.750%, 03/26/2020 | 708,592 | 0.3 | ||||||||||||||||
Ireland: 0.3% | |||||||||||||||||||
652,000 | Other Securities | 613,061 | 0.3 | ||||||||||||||||
Israel: 0.1% | |||||||||||||||||||
235,000 | Other Securities | 203,142 | 0.1 | ||||||||||||||||
Italy: 0.2% | |||||||||||||||||||
375,000 | Other Securities | 399,600 | 0.2 | ||||||||||||||||
Japan: 0.7% | |||||||||||||||||||
790,000 | (1 | ) | MUFG Bank Ltd, 2.300%, 03/05/2020 | 777,782 | 0.3 | ||||||||||||||
200,000 | (1 | ) | Mizuho Bank Ltd., 3.200%, 03/26/2025 | 193,176 | 0.1 | ||||||||||||||
639,000 | Sumitomo Mitsui Financial Group, Inc., 3.784%, 03/09/2026 | 634,298 | 0.3 | ||||||||||||||||
1,605,256 | 0.7 |
See Accompanying Notes to Financial Statements
57
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Luxembourg: 0.1% | |||||||||||||||||||
185,000 | (1 | ) | Dana Financing Luxembourg Sarl, 6.500%, 06/01/2026 | $ | 188,238 | 0.1 | |||||||||||||
Mexico: 0.0% | |||||||||||||||||||
MXN | 88,177 | (4 | ) | JPMorgan Hipotecaria su Casita, 6.100%, 09/25/2035 | 4,436 | 0.0 | |||||||||||||
MXN | 1,007,437 | (5 | ) | Other Securities | — | — | |||||||||||||
4,436 | 0.0 | ||||||||||||||||||
Netherlands: 0.8% | |||||||||||||||||||
690,000 | Shell International Finance BV, 3.250%, 05/11/2025 | 676,485 | 0.3 | ||||||||||||||||
361,000 | Shell International Finance BV, 4.000%, 05/10/2046 | 350,194 | 0.2 | ||||||||||||||||
300,000 | (1 | ) | Siemens Financieringsmaatschappij NV, 2.350%, 10/15/2026 | 270,183 | 0.1 | ||||||||||||||
439,000 | Other Securities | 472,809 | 0.2 | ||||||||||||||||
1,769,671 | 0.8 | ||||||||||||||||||
Norway: 0.2% | |||||||||||||||||||
380,000 | Other Securities | 366,718 | 0.2 | ||||||||||||||||
South Africa: 0.0% | |||||||||||||||||||
ZAR | 1,000,000 | Other Securities | 75,666 | 0.0 | |||||||||||||||
Spain: 0.1% | |||||||||||||||||||
310,000 | Other Securities | 288,573 | 0.1 | ||||||||||||||||
Sweden: 0.1% | |||||||||||||||||||
298,000 | (1 | ),(6) | Nordea Bank AB, 5.500%, 12/31/2199 | 296,510 | 0.1 | ||||||||||||||
Switzerland: 0.3% | |||||||||||||||||||
400,000 | (1 | ) | Credit Suisse AG, 6.500%, 08/08/2023 | 426,394 | 0.2 | ||||||||||||||
250,000 | UBS AG/ Stamford CT, 7.625%, 08/17/2022 | 276,600 | 0.1 | ||||||||||||||||
702,994 | 0.3 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United Kingdom: 1.3% | |||||||||||||||||||
200,000 | (1 | ) | Reckitt Benckiser Treasury Services PLC, 3.000%, 06/26/2027 | $ | 186,091 | 0.1 | |||||||||||||
1,002,000 | Santander UK PLC, 2.375%, 03/16/2020 | 987,016 | 0.4 | ||||||||||||||||
602,000 | (1 | ) | Standard Chartered PLC, 4.300%, 02/19/2027 | 579,027 | 0.3 | ||||||||||||||
230,000 | (1 | ) | Standard Chartered PLC, 5.300%, 01/09/2043 | 230,885 | 0.1 | ||||||||||||||
813,000 | Other Securities | 798,392 | 0.4 | ||||||||||||||||
2,781,411 | 1.3 | ||||||||||||||||||
United States: 16.9% | |||||||||||||||||||
190,000 | Anheuser- Busch InBev Worldwide, Inc., 4.000%, 04/13/2028 | 189,863 | 0.1 | ||||||||||||||||
921,000 | Anheuser- Busch InBev Finance, Inc., 2.650%- 4.900%, 02/01/2021- 02/01/2046 | 916,643 | 0.4 | ||||||||||||||||
301,000 | (1 | ) | AT&T, Inc., 4.300%, 02/15/2030 | 285,238 | 0.1 | ||||||||||||||
729,000 | AT&T, Inc., 5.150%- 5.450%, 03/15/2042- 03/01/2047 | 707,246 | 0.3 | ||||||||||||||||
1,442,000 | (6 | ) | Bank of America Corp., 3.300%- 4.100%, 01/11/2023- 12/20/2028 | 1,409,265 | 0.6 | ||||||||||||||
220,000 | (1 | ) | Brink's Co/The, 4.625%, 10/15/2027 | 204,050 | 0.1 | ||||||||||||||
215,000 | (1 | ) | Calpine Corp., 5.250%, 06/01/2026 | 203,444 | 0.1 |
See Accompanying Notes to Financial Statements
58
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
60,000 | (1 | ) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | $ | 56,175 | 0.0 | |||||||||||||
563,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | 569,777 | 0.3 | ||||||||||||||||
1,313,000 | Citigroup, Inc., 4.000%- 5.500%, 08/05/2024- 07/25/2028 | 1,322,225 | 0.6 | ||||||||||||||||
758,000 | Citizens Bank NA/ Providence RI, 2.450%, 12/04/2019 | 751,179 | 0.3 | ||||||||||||||||
278,000 | (1 | ) | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | 264,069 | 0.1 | ||||||||||||||
275,000 | (1 | ) | CommScope Technologies LLC, 5.000%, 03/15/2027 | 259,531 | 0.1 | ||||||||||||||
215,000 | (1 | ) | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | 203,981 | 0.1 | ||||||||||||||
1,184,000 | CVS Health Corp., 2.800%, 07/20/2020 | 1,174,540 | 0.6 | ||||||||||||||||
510,000 | CVS Health Corp., 4.300%, 03/25/2028 | 503,860 | 0.2 | ||||||||||||||||
177,000 | (1 | ) | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | 179,632 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
480,000 | (1 | ) | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | $ | 502,528 | 0.2 | |||||||||||||
313,000 | (1 | ) | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 329,555 | 0.2 | ||||||||||||||
280,000 | Energy Transfer Partners L.P. / Regency Energy Finance Corp., 4.500%, 11/01/2023 | 281,969 | 0.1 | ||||||||||||||||
1,026,000 | Energy Transfer Partners L.P., 4.900%, 02/01/2024 | 1,042,133 | 0.5 | ||||||||||||||||
558,000 | Entergy Corp., 5.125%, 09/15/2020 | 575,988 | 0.3 | ||||||||||||||||
270,000 | (1 | ) | ESH Hospitality, Inc., 5.250%, 05/01/2025 | 261,225 | 0.1 | ||||||||||||||
200,000 | (1 | ) | First Data Corp., 5.750%, 01/15/2024 | 200,620 | 0.1 | ||||||||||||||
240,000 | Goldman Sachs Group, Inc./ The, 2.625%, 04/25/2021 | 234,992 | 0.1 | ||||||||||||||||
942,000 | (6 | ) | Goldman Sachs Group, Inc./ The, 2.876%, 10/31/2022 | 920,060 | 0.4 | ||||||||||||||
150,000 | (1 | ) | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | 150,375 | 0.1 | ||||||||||||||
265,000 | (1 | ) | Hilton Domestic Operating Co., Inc., 5.125%, 05/01/2026 | 261,687 | 0.1 |
See Accompanying Notes to Financial Statements
59
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
1,041,000 | Indiana Michigan Power Co., 7.000%, 03/15/2019 | $ | 1,071,892 | 0.5 | |||||||||||||||
195,000 | (1 | ) | JBS USA LUX SA / JBS USA Finance, Inc., 5.750%, 06/15/2025 | 182,325 | 0.1 | ||||||||||||||
175,000 | (1 | ),(3) | Jonah Energy LLC / Jonah Energy Finance Corp., 7.250%, 10/15/2025 | 142,187 | 0.1 | ||||||||||||||
1,093,000 | (6 | ) | JPMorgan Chase & Co., 2.550%- 6.000%, 03/01/2021- 12/31/2199 | 1,071,352 | 0.5 | ||||||||||||||
380,000 | (1 | ) | Metropolitan Edison Co., 4.000%, 04/15/2025 | 379,745 | 0.2 | ||||||||||||||
372,000 | Morgan Stanley, 3.750%, 02/25/2023 | 372,537 | 0.2 | ||||||||||||||||
618,000 | Morgan Stanley, 4.100%, 05/22/2023 | 620,831 | 0.3 | ||||||||||||||||
215,000 | (1 | ) | Novelis Corp., 5.875%, 09/30/2026 | 206,400 | 0.1 | ||||||||||||||
100,000 | (1 | ) | Owens- Brockway Glass Container, Inc., 5.875%, 08/15/2023 | 101,500 | 0.0 | ||||||||||||||
215,000 | (1 | ) | Post Holdings, Inc., 5.000%, 08/15/2026 | 201,025 | 0.1 | ||||||||||||||
215,000 | (1 | ) | Quicken Loans, Inc., 5.250%, 01/15/2028 | 199,101 | 0.1 | ||||||||||||||
275,000 | (1 | ),(3) | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | 254,375 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
165,000 | (1 | ) | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | $ | 154,687 | 0.1 | |||||||||||||
210,000 | (1 | ) | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | 204,427 | 0.1 | ||||||||||||||
215,000 | (1 | ) | Standard Industries, Inc./NJ, 5.000%, 02/15/2027 | 201,025 | 0.1 | ||||||||||||||
255,000 | (1 | ) | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | 252,450 | 0.1 | ||||||||||||||
430,000 | Wells Fargo & Co., 4.100%, 06/03/2026 | 421,638 | 0.2 | ||||||||||||||||
255,000 | (1 | ) | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 5.500%, 03/01/2025 | 251,175 | 0.1 | ||||||||||||||
16,951,000 | (2 | ) | Other Securities | 16,642,415 | 7.6 | ||||||||||||||
36,892,937 | 16.9 | ||||||||||||||||||
Total Corporate Bonds/Notes (Cost $52,352,341) | 51,083,852 | 23.3 | |||||||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 12.6% | |||||||||||||||||||
United States: 12.6% | |||||||||||||||||||
287,040 | Alternative Loan Trust 2005-51 3A2A, 2.848%, (12MTA + 1.290%), 11/20/2035 | 278,197 | 0.1 | ||||||||||||||||
540,569 | Bank of America Funding 2005-1 Trust 1A1, 5.500%, 02/25/2035 | 542,405 | 0.2 |
See Accompanying Notes to Financial Statements
60
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
107,063 | (6 | ) | Citigroup Mortgage Loan Trust, Inc. 2005-2 1A3, 3.965%, 05/25/2035 | $ | 108,100 | 0.0 | |||||||||||||
374,623 | CitiMortgage Alternative Loan Trust Series 2006-A3 1A7, 6.000%, 07/25/2036 | 362,962 | 0.2 | ||||||||||||||||
58,885 | Countrywide Alternative Loan Trust 2005-53T2 2A6, 2.591%, (US0001M + 0.500%), 11/25/2035 | 35,913 | 0.0 | ||||||||||||||||
300,000 | Countrywide Asset-Backed Certificates 2005-IM1 M1, 2.811%, (US0001M + 0.720%), 11/25/2035 | 296,018 | 0.1 | ||||||||||||||||
15,237 | (1 | ) | Deutsche ALT- A Securities, Inc. ALT2007- RS1 A2, 2.476%, (US0001M + 0.500%), 01/27/2037 | 9,990 | 0.0 | ||||||||||||||
500,000 | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 5.091%, (US0001M + 3.000%), 10/25/2029 | 532,473 | 0.2 | ||||||||||||||||
500,000 | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 4.291%, (US0001M + 2.200%), 01/25/2030 | 509,216 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
300,000 | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 4.491%, (US0001M + 2.400%), 05/25/2030 | $ | 306,521 | 0.1 | |||||||||||||||
600,000 | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 4.591%, (US0001M + 2.500%), 05/25/2030 | 612,548 | 0.3 | ||||||||||||||||
73,679 | (7 | ) | Fannie Mae Interest Strip Sereis 328 2, 6.000%, 12/25/2032 | 17,556 | 0.0 | ||||||||||||||
38,639 | (7 | ) | Fannie Mae Interest Strip Sereis 332 2, 6.000%, 03/25/2033 | 9,481 | 0.0 | ||||||||||||||
144,440 | (7 | ) | Fannie Mae Interest Strip Series 254 2, 7.500%, 01/25/2024 | 21,019 | 0.0 | ||||||||||||||
24,190 | (7 | ) | Fannie Mae Interest Strip Series 294 2, 7.000%, 02/25/2028 | 5,316 | 0.0 | ||||||||||||||
198,297 | (7 | ) | Fannie Mae Interest Strip Series 319 2, 6.500%, 02/25/2032 | 43,637 | 0.0 | ||||||||||||||
32,320 | (7 | ) | Fannie Mae Interest Strip Series 331 5, 6.000%, 02/25/2033 | 6,690 | 0.0 | ||||||||||||||
31,511 | (7 | ) | Fannie Mae Interest Strip Series 334 12, 6.000%, 03/25/2033 | 7,395 | 0.0 | ||||||||||||||
38,065 | (7 | ) | Fannie Mae Interest Strip Series 338 2, 5.500%, 07/25/2033 | 8,651 | 0.0 | ||||||||||||||
16,465 | (7 | ) | Fannie Mae Interest Strip Series 356 10, 5.500%, 06/25/2035 | 3,335 | 0.0 |
See Accompanying Notes to Financial Statements
61
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
17,662 | (7 | ) | Fannie Mae Interest Strip Series 364 15, 6.000%, 09/25/2035 | $ | 3,683 | 0.0 | |||||||||||||
536,133 | (7 | ) | Fannie Mae Interest Strip Series 418 5, 3.500%, 08/25/2043 | 90,979 | 0.0 | ||||||||||||||
817,738 | (6 | ),(7) | Fannie Mae Interest Strip Series 418 80, 3.500%, 08/25/2033 | 111,935 | 0.1 | ||||||||||||||
12,659 | Fannie Mae REMIC Trust 1999-14 MB, 6.500%, 04/25/2029 | 13,973 | 0.0 | ||||||||||||||||
18,470 | Fannie Mae REMIC Trust 1999-54 LH, 6.500%, 11/25/2029 | 20,052 | 0.0 | ||||||||||||||||
17,065 | Fannie Mae REMIC Trust 2001-80 ZB, 6.000%, 01/25/2032 | 18,542 | 0.0 | ||||||||||||||||
78,863 | (7 | ) | Fannie Mae REMIC Trust 2002-12 SB, 5.659%, (-1.000* US0001M + 7.750%), 07/25/2031 | 13,528 | 0.0 | ||||||||||||||
44,223 | (7 | ) | Fannie Mae REMIC Trust 2002-2 SW, 5.659%, (-1.000* US0001M + 7.750%), 02/25/2032 | 7,838 | 0.0 | ||||||||||||||
20,044 | Fannie Mae REMIC Trust 2002-21 PE, 6.500%, 04/25/2032 | 22,095 | 0.0 | ||||||||||||||||
8,167 | Fannie Mae REMIC Trust 2002-29 F, 3.091%, (US0001M + 1.000%), 04/25/2032 | 8,371 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
27,076 | (7 | ) | Fannie Mae REMIC Trust 2002-41 S, 5.859%, (-1.000* US0001M + 7.950%), 07/25/2032 | $ | 4,312 | 0.0 | |||||||||||||
2,513 | Fannie Mae REMIC Trust 2002-64 FJ, 3.091%, (US0001M + 1.000%), 04/25/2032 | 2,576 | 0.0 | ||||||||||||||||
5,029 | Fannie Mae REMIC Trust 2002-68 FH, 2.585%, (US0001M + 0.500%), 10/18/2032 | 5,052 | 0.0 | ||||||||||||||||
876,016 | (7 | ) | Fannie Mae REMIC Trust 2002-77 JS, 5.915%, (-1.000* US0001M + 8.000%), 12/18/2032 | 152,962 | 0.1 | ||||||||||||||
22,774 | Fannie Mae REMIC Trust 2002-84 FB, 3.091%, (US0001M + 1.000%), 12/25/2032 | 23,314 | 0.0 | ||||||||||||||||
22,771 | Fannie Mae REMIC Trust 2003-11 FA, 3.091%, (US0001M + 1.000%), 09/25/2032 | 23,316 | 0.0 | ||||||||||||||||
4,900 | Fannie Mae REMIC Trust 2003-116 FA, 2.491%, (US0001M + 0.400%), 11/25/2033 | 4,906 | 0.0 | ||||||||||||||||
30,122 | (7 | ) | Fannie Mae REMIC Trust 2003-13 IO, 7.000%, 03/25/2033 | 7,855 | 0.0 | ||||||||||||||
24,435 | (7 | ) | Fannie Mae REMIC Trust 2003-26 IK, 7.000%, 04/25/2033 | 5,662 | 0.0 |
See Accompanying Notes to Financial Statements
62
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
16,047 | (7 | ) | Fannie Mae REMIC Trust 2003-52 NS, 5.009%, (-1.000* US0001M + 7.100%), 06/25/2023 | $ | 1,015 | 0.0 | |||||||||||||
123,031 | (7 | ) | Fannie Mae REMIC Trust 2004-56 SE, 5.459%, (-1.000* US0001M + 7.550%), 10/25/2033 | 21,993 | 0.0 | ||||||||||||||
33,609 | Fannie Mae REMIC Trust 2005-25 PS, 18.959%, (-4.400* US0001M + 28.160%), 04/25/2035 | 50,217 | 0.0 | ||||||||||||||||
15,399 | (7 | ) | Fannie Mae REMIC Trust 2005-40 SB, 4.659%, (-1.000* US0001M + 6.750%), 05/25/2035 | 1,912 | 0.0 | ||||||||||||||
68,938 | Fannie Mae REMIC Trust 2005-71 DB, 4.500%, 08/25/2025 | 70,361 | 0.0 | ||||||||||||||||
112,127 | Fannie Mae REMIC Trust 2005-74 DK, 15.636%, (-4.000* US0001M + 24.000%), 07/25/2035 | 157,005 | 0.1 | ||||||||||||||||
351,929 | Fannie Mae REMIC Trust 2005-87 SB, 16.166%, (-3.667* US0001M + 23.833%), 10/25/2035 | 501,710 | 0.2 | ||||||||||||||||
259,946 | Fannie Mae REMIC Trust 2006-104 ES, 22.994%, (-5.000* US0001M + 33.450%), 11/25/2036 | 425,069 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
16,601 | Fannie Mae REMIC Trust 2006-11 PS, 16.899%, (-3.667* US0001M + 24.567%), 03/25/2036 | $ | 24,326 | 0.0 | |||||||||||||||
44,919 | Fannie Mae REMIC Trust 2006-46 SW, 16.532%, (-3.667* US0001M + 24.199%), 06/25/2036 | 64,508 | 0.0 | ||||||||||||||||
9,716,306 | (7 | ) | Fannie Mae REMIC Trust 2006-51 SA, 4.479%, (-1.000* US0001M + 6.570%), 06/25/2036 | 1,430,179 | 0.7 | ||||||||||||||
81,782 | (7 | ) | Fannie Mae REMIC Trust 2006-90 SX, 5.139%, (-1.000* US0001M + 7.230%), 09/25/2036 | 12,949 | 0.0 | ||||||||||||||
9,588,620 | (7 | ) | Fannie Mae REMIC Trust 2007-116 DI, 3.849%, (-1.000* US0001M + 5.940%), 01/25/2038 | 1,303,642 | 0.6 | ||||||||||||||
71,054 | (7 | ) | Fannie Mae REMIC Trust 2007-88 XI, 4.449%, (-1.000* US0001M + 6.540%), 06/25/2037 | 11,155 | 0.0 | ||||||||||||||
963,001 | (7 | ) | Fannie Mae REMIC Trust 2007-89 SB, 4.459%, (-1.000* US0001M + 6.550%), 09/25/2037 | 146,087 | 0.1 | ||||||||||||||
2,115,002 | (7 | ) | Fannie Mae REMIC Trust 2007-94 SG, 4.359%, (-1.000* US0001M + 6.450%), 10/25/2037 | 315,984 | 0.2 |
See Accompanying Notes to Financial Statements
63
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
248,774 | Fannie Mae REMIC Trust 2010-109 SN, 15.088%, (-5.000* US0001M + 25.000%), 10/25/2040 | $ | 460,042 | 0.2 | |||||||||||||||
146,325 | Fannie Mae REMIC Trust 2010-155 PL, 5.000%, 07/25/2040 | 149,463 | 0.1 | ||||||||||||||||
3,677,470 | (7 | ) | Fannie Mae REMIC Trust 2011-55 SK, 4.469%, (-1.000* US0001M + 6.560%), 06/25/2041 | 578,062 | 0.3 | ||||||||||||||
2,955,846 | (7 | ) | Fannie Mae REMIC Trust 2011-86 NS, 3.859%, (-1.000* US0001M + 5.950%), 09/25/2041 | 360,614 | 0.2 | ||||||||||||||
1,954,044 | (7 | ) | Fannie Mae REMIC Trust 2012-10 US, 4.359%, (-1.000* US0001M + 6.450%), 02/25/2042 | 254,202 | 0.1 | ||||||||||||||
1,559,105 | (7 | ) | Fannie Mae REMIC Trust 2012-110 JI, 4.000%, 06/25/2042 | 242,706 | 0.1 | ||||||||||||||
5,159,440 | (7 | ) | Fannie Mae REMIC Trust 2012-133 PS, 4.109%, (-1.000* US0001M + 6.200%), 03/25/2042 | 572,155 | 0.3 | ||||||||||||||
2,433,314 | (7 | ) | Fannie Mae REMIC Trust 2012-144 SB, 4.009%, (-1.000* US0001M + 6.100%), 01/25/2043 | 460,298 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
2,692,433 | (7 | ) | Fannie Mae REMIC Trust 2012-27 SB, 3.889%, (-1.000* US0001M + 5.980%), 11/25/2041 | $ | 342,142 | 0.2 | |||||||||||||
23,601 |
| Fannie Mae REMIC Trust 2013-130 ST, 8.000%, (-16.000* US0001M + 64.000%), 05/25/2043 | 26,653 | 0.0 | |||||||||||||||
1,625,807 | (7 | ) | Fannie Mae REMIC Trust 2013-64 LI, 3.000%, 06/25/2033 | 221,487 | 0.1 | ||||||||||||||
9,075,009 | (7 | ) | Freddie Mac 3502 DL, 3.927%, (-1.000* US0001M + 6.000%), 01/15/2039 | 1,217,256 | 0.6 | ||||||||||||||
44,329 | Freddie Mac REMIC Trust 1360 PZ, 7.500%, 09/15/2022 | 47,065 | 0.0 | ||||||||||||||||
25,953 | Freddie Mac REMIC Trust 1674 Z, 6.750%, 02/15/2024 | 27,519 | 0.0 | ||||||||||||||||
52,610 | Freddie Mac REMIC Trust 1897 K, 7.000%, 09/15/2026 | 57,193 | 0.0 | ||||||||||||||||
9,951 | (7 | ) | Freddie Mac REMIC Trust 2035 PE, 7.000%, 03/15/2028 | 2,127 | 0.0 | ||||||||||||||
51,068 | (7 | ) | Freddie Mac REMIC Trust 2049 PL, 7.000%, 04/15/2028 | 10,334 | 0.0 | ||||||||||||||
25,029 | Freddie Mac REMIC Trust 2122 F, 2.523%, (US0001M + 0.450%), 02/15/2029 | 25,152 | 0.0 |
See Accompanying Notes to Financial Statements
64
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
81,832 | (7 | ) | Freddie Mac REMIC Trust 2134 SB, 5.627%, (-1.000* US0001M + 7.700%), 03/15/2029 | $ | 10,973 | 0.0 | |||||||||||||
91,766 | (7 | ) | Freddie Mac REMIC Trust 2136 SG, 5.577%, (-1.000* US0001M + 7.650%), 03/15/2029 | 13,334 | 0.0 | ||||||||||||||
118,671 | (7 | ) | Freddie Mac REMIC Trust 2177 SB, 6.877%, (-1.000* US0001M + 8.950%), 08/15/2029 | 20,847 | 0.0 | ||||||||||||||
13,177 | Freddie Mac REMIC Trust 2344 FP, 3.023%, (US0001M + 0.950%), 08/15/2031 | 13,544 | 0.0 | ||||||||||||||||
5,891 | Freddie Mac REMIC Trust 2412 GF, 3.023%, (US0001M + 0.950%), 02/15/2032 | 6,057 | 0.0 | ||||||||||||||||
46,380 | Freddie Mac REMIC Trust 2415 ZA, 6.500%, 02/15/2032 | 52,218 | 0.0 | ||||||||||||||||
37,011 | Freddie Mac REMIC Trust 2461 PZ, 6.500%, 06/15/2032 | 40,154 | 0.0 | ||||||||||||||||
7,125 | Freddie Mac REMIC Trust 2464 FI, 3.073%, (US0001M + 1.000%), 02/15/2032 | 7,296 | 0.0 | ||||||||||||||||
7,308 | Freddie Mac REMIC Trust 2470 LF, 3.073%, (US0001M + 1.000%), 02/15/2032 | 7,484 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
9,834 | Freddie Mac REMIC Trust 2471 FD, 3.073%, (US0001M + 1.000%), 03/15/2032 | $ | 10,074 | 0.0 | |||||||||||||||
7,995 | Freddie Mac REMIC Trust 2504 FP, 2.573%, (US0001M + 0.500%), 03/15/2032 | 8,037 | 0.0 | ||||||||||||||||
31,830 | Freddie Mac REMIC Trust 2551 LF, 2.573%, (US0001M + 0.500%), 01/15/2033 | 32,021 | 0.0 | ||||||||||||||||
83,559 | Freddie Mac REMIC Trust 2676 KY, 5.000%, 09/15/2023 | 86,732 | 0.0 | ||||||||||||||||
397,814 | Freddie Mac REMIC Trust 2750 XG, 5.000%, 02/15/2034 | 419,811 | 0.2 | ||||||||||||||||
345,361 | Freddie Mac REMIC Trust 2890 PE, 5.000%, 11/15/2034 | 371,405 | 0.2 | ||||||||||||||||
67,128 | Freddie Mac REMIC Trust 3001 HT, 8.000%, (-6.667* US0001M + 44.667%), 05/15/2035 | 74,083 | 0.0 | ||||||||||||||||
72,709 | (7 | ) | Freddie Mac REMIC Trust 3004 SB, 4.077%, (-1.000* US0001M + 6.150%), 07/15/2035 | 7,075 | 0.0 | ||||||||||||||
15,294 | Freddie Mac REMIC Trust 3025 SJ, 17.148%, (-3.667* US0001M + 24.750%), 08/15/2035 | 22,043 | 0.0 |
See Accompanying Notes to Financial Statements
65
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
912,348 | (7 | ) | Freddie Mac REMIC Trust 3223 S, 3.877%, (-1.000* US0001M + 5.950%), 10/15/2036 | $ | 96,746 | 0.1 | |||||||||||||
2,525,506 | (7 | ) | Freddie Mac REMIC Trust 3505 SA, 3.927%, (-1.000* US0001M + 6.000%), 01/15/2039 | 349,802 | 0.2 | ||||||||||||||
2,878,064 | (7 | ) | Freddie Mac REMIC Trust 3702 S, 2.377%, (-1.000* US0001M + 4.450%), 05/15/2036 | 192,145 | 0.1 | ||||||||||||||
2,035,825 | (7 | ) | Freddie Mac REMIC Trust 3710 SL, 3.927%, (-1.000* US0001M + 6.000%), 05/15/2036 | 81,515 | 0.0 | ||||||||||||||
95,980 | (7 | ) | Freddie Mac REMIC Trust 3803 SG, 4.527%, (-1.000* US0001M + 6.600%), 08/15/2028 | 933 | 0.0 | ||||||||||||||
3,011,510 | (7 | ) | Freddie Mac REMIC Trust 3925 SD, 3.977%, (-1.000* US0001M + 6.050%), 07/15/2040 | 330,775 | 0.2 | ||||||||||||||
1,522,877 | (7 | ) | Freddie Mac REMIC Trust 4136 SW, 4.177%, (-1.000* US0001M + 6.250%), 11/15/2032 | 205,385 | 0.1 | ||||||||||||||
689,047 | (7 | ) | Freddie Mac REMIC Trust 4161 CI, 4.000%, 02/15/2043 | 118,963 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
10,435,182 | (7 | ) | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | $ | 1,807,067 | 0.8 | |||||||||||||
1,246,571 | (7 | ) | Freddie Mac Series 4120 IK, 3.000%, 10/15/2032 | 161,877 | 0.1 | ||||||||||||||
100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015- DNA3 M3, 6.791%, (US0001M + 4.700%), 04/25/2028 | 118,619 | 0.1 | ||||||||||||||||
400,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017- DNA3 M2, 4.591%, (US0001M + 2.500%), 03/25/2030 | 412,537 | 0.2 | ||||||||||||||||
600,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017- HQA2 M2, 4.741%, (US0001M + 2.650%), 12/25/2029 | 619,187 | 0.3 | ||||||||||||||||
76,493 | (6 | ) | Freddie Mac Whole Loan Securities Trust 2016- SC02 M1, 3.604%, 10/25/2046 | 76,287 | 0.0 | ||||||||||||||
445,914 | Ginnie Mae Series 2007-8 SP, 15.292%, (-3.242* US0001M + 22.048%), 03/20/2037 | 603,375 | 0.3 | ||||||||||||||||
2,042,646 | (7 | ) | Ginnie Mae Series 2010- 165 IP, 4.000%, 04/20/2038 | 78,445 | 0.0 |
See Accompanying Notes to Financial Statements
66
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
2,372,672 | (7 | ) | Ginnie Mae Series 2010- 68 MS, 3.766%, (-1.000* US0001M + 5.850%), 06/20/2040 | $ | 312,742 | 0.2 | |||||||||||||
1,679,300 | (7 | ) | Ginnie Mae Series 2012- 97 SC, 4.615%, (-1.000* US0001M + 6.700%), 07/16/2041 | 255,178 | 0.1 | ||||||||||||||
259,825 | GreenPoint Mortgage Funding Trust 2006-AR3 4A1, 2.301%, (US0001M + 0.210%), 04/25/2036 | 238,999 | 0.1 | ||||||||||||||||
686,298 | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 2.301%, (US0001M + 0.210%), 04/25/2046 | 639,836 | 0.3 | ||||||||||||||||
675,006 | (6 | ) | JP Morgan Mortgage Trust 2005-A4 B1, 4.207%, 07/25/2035 | 611,615 | 0.3 | ||||||||||||||
96,620 | (6 | ) | JP Morgan Mortgage Trust 2007-A1 7A1, 3.943%, 07/25/2035 | 97,304 | 0.1 | ||||||||||||||
294,155 | (1 | ),(6) | JP Morgan Mortgage Trust 2017-3 B1, 3.869%, 08/25/2047 | 290,916 | 0.1 | ||||||||||||||
138,105 | Lehman XS Trust Series 2005-5N 1A2, 2.451%, (US0001M + 0.360%), 11/25/2035 | 122,933 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
92,831 | (1 | ),(6) | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | $ | 93,701 | 0.0 | |||||||||||||
8,267,057 | (6 | ),(7) | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 0.410%, 08/25/2045 | 171,101 | 0.1 | ||||||||||||||
51,554 | (6 | ) | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.367%, 10/25/2036 | 50,235 | 0.0 | ||||||||||||||
883,372 | (6 | ) | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 3A1, 3.208%, 12/25/2036 | 862,845 | 0.4 | ||||||||||||||
190,593 | (6 | ) | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.326%, 08/25/2046 | 182,742 | 0.1 | ||||||||||||||
383,358 | (6 | ) | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.438%, 12/25/2036 | 376,165 | 0.2 | ||||||||||||||
109,927 | (6 | ) | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.136%, 04/25/2037 | 100,697 | 0.0 | ||||||||||||||
123,920 | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.521%, (US0001M + 0.430%), 06/25/2037 | 103,938 | 0.1 |
See Accompanying Notes to Financial Statements
67
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
56,826 | (6 | ) | Wells Fargo Mortgage Backed Securities 2005-AR16 2A1, 3.812%, 02/25/2034 | $ | 58,497 | 0.0 | |||||||||||||
150,762 | Wells Fargo Mortgage Backed Securities 2006-8 A15, 6.000%, 07/25/2036 | 152,132 | 0.1 | ||||||||||||||||
183,365 | (6 | ) | Wells Fargo Mortgage Backed Securities 2006-AR17 A1, 3.640%, 10/25/2036 | 179,870 | 0.1 | ||||||||||||||
39,550 | (6 | ) | Wells Fargo Mortgage Backed Securities 2006-AR17 A2, 3.640%, 10/25/2036 | 38,796 | 0.0 | ||||||||||||||
230,645 | (6 | ) | Wells Fargo Mortgage Backed Securities 2006-AR7 2A1, 4.323%, 05/25/2036 | 236,449 | 0.1 | ||||||||||||||
228,147 | (6 | ) | Wells Fargo Mortgage Backed Securities 2006-AR8 3A2, 3.773%, 04/25/2036 | 227,488 | 0.1 | ||||||||||||||
189,080 | (1 | ),(6) | WinWater Mortgage Loan Trust 2015-5 B4, 3.796%, 08/20/2045 | 181,566 | 0.1 | ||||||||||||||
4,310,270 | Other Securities | 1,703,407 | 0.8 | ||||||||||||||||
Total Collateralized Mortgage Obligations (Cost $27,766,123) | 27,596,954 | 12.6 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
STRUCTURED PRODUCTS: 0.0% | |||||||||||||||||||
Russia: 0.0% | |||||||||||||||||||
RUB | 4,706,367 | (4 | ) | Morgan Stanley & Co. International PLC - EM Whole Loan SA /Russian Federation Total Return Linked Bonds, Series 007, Cl. VR, 5.000%, 08/22/2034 | $ | 33,621 | 0.0 | ||||||||||||
Total Structured Products (Cost $168,271) | 33,621 | 0.0 | |||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS(8): 1.0% | |||||||||||||||||||
Federal Home Loan Mortgage Corporation(8): 0.5% | |||||||||||||||||||
1,098,213 | 4.000%- 6.500%, 01/01/2020- 05/01/2046 | 1,128,881 | 0.5 | ||||||||||||||||
Federal National Mortgage Association(8): 0.5% | |||||||||||||||||||
1,024,976 | 2.500%- 7.500%, 09/01/2019- 05/01/2045 | 1,082,786 | 0.5 | ||||||||||||||||
Government National Mortgage Association: 0.0% | |||||||||||||||||||
60,929 | 5.000%- 6.500%, 04/15/2034- 02/20/2035 | 66,108 | 0.0 | ||||||||||||||||
Total U.S. Government Agency Obligations (Cost $2,289,899) | 2,277,775 | 1.0 | |||||||||||||||||
U.S. TREASURY OBLIGATIONS: 9.3% | |||||||||||||||||||
U.S. Treasury Bonds: 1.4% | |||||||||||||||||||
3,024,000 | (3 | ) | 3.000%, 02/15/2048 | 3,031,678 | 1.4 | ||||||||||||||
U.S. Treasury Notes: 7.9% | |||||||||||||||||||
1,012,000 | 1.625%, 03/31/2019 | 1,007,177 | 0.4 | ||||||||||||||||
1,453,000 | 2.500%, 06/30/2020 | 1,452,234 | 0.7 |
See Accompanying Notes to Financial Statements
68
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
U.S. Treasury Notes (continued) | |||||||||||||||||||
1,924,000 | 2.625%, 06/15/2021 | $ | 1,924,263 | 0.9 | |||||||||||||||
3,080,000 | 2.625%, 06/30/2023 | 3,064,419 | 1.4 | ||||||||||||||||
666,000 | 2.750%, 06/30/2025 | 663,242 | 0.3 | ||||||||||||||||
8,356,000 | 2.875%, 05/15/2028 | 8,370,199 | 3.8 | ||||||||||||||||
786,000 | 1.250%- 2.875%, 05/31/2020- 05/31/2025 | 774,348 | 0.4 | ||||||||||||||||
17,255,882 | 7.9 | ||||||||||||||||||
Total U.S. Treasury Obligations (Cost $20,161,507) | 20,287,560 | 9.3 | |||||||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 9.3% | |||||||||||||||||||
United States: 9.3% | |||||||||||||||||||
6,990,826 | (6 | ),(7) | BANK 2017- BNK5 XA, 1.240%, 06/15/2060 | 476,440 | 0.2 | ||||||||||||||
900,000 | (1 | ),(6) | BANK 2017- BNK6 E, 2.794%, 07/15/2060 | 539,410 | 0.3 | ||||||||||||||
1,948,000 | (1 | ),(6),(7) | BANK 2017- BNK6 XE, 1.500%, 07/15/2060 | 210,116 | 0.1 | ||||||||||||||
8,837,746 | (6 | ),(7) | Bank of America Commercial Mortgage Trust 2017- BNK3 XA, 1.291%, 02/15/2050 | 638,755 | 0.3 | ||||||||||||||
2,062,382 | (6 | ),(7) | Barclays Commercial Mortgage Trust 2017- C1 XA, 1.685%, 02/15/2050 | 203,240 | 0.1 | ||||||||||||||
8,020,000 | (1 | ),(6),(7) | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/2033 | 322,797 | 0.1 | ||||||||||||||
440,000 | (1 | ),(6) | Bear Stearns Commercial Mortgage Securities Trust 2004- PWR6 E, 5.406%, 11/11/2041 | 447,571 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
140,000 | (1 | ),(6) | Bear Stearns Commercial Mortgage Securities Trust 2006- TOP22 E, 5.911%, 04/12/2038 | $ | 144,374 | 0.1 | |||||||||||||
130,210 | (1 | ) | Beckman Coulter, Inc. 2000-A A, 7.498%, 12/15/2018 | 130,057 | 0.1 | ||||||||||||||
1,864,660 | (6 | ),(7) | CD 2016-CD1 Mortgage Trust XA, 1.565%, 08/10/2049 | 160,186 | 0.1 | ||||||||||||||
8,942,946 | (6 | ),(7) | CFCRE Commercial Mortgage Trust 2016- C7 XA, 0.929%, 12/10/2054 | 464,146 | 0.2 | ||||||||||||||
7,900,000 | (6 | ),(7) | Citigroup Commercial Mortgage Trust 2016- C2 XB, 0.997%, 08/10/2049 | 479,787 | 0.2 | ||||||||||||||
3,239,005 | (6 | ),(7) | Citigroup Commercial Mortgage Trust 2017- C4 XA, 1.271%, 10/12/2050 | 240,288 | 0.1 | ||||||||||||||
210,000 | (6 | ) | Citigroup Commercial Mortgage Trust 2017- P8 C, 4.414%, 09/15/2050 | 204,816 | 0.1 | ||||||||||||||
3,381,377 | (6 | ),(7) | COMM 2012- CR1 XA, 2.050%, 05/15/2045 | 201,483 | 0.1 | ||||||||||||||
10,006,486 | (1 | ),(6),(7) | COMM 2012- LTRT XA, 1.125%, 10/05/2030 | 315,634 | 0.1 | ||||||||||||||
10,159,373 | (6 | ),(7) | COMM 2013- CCRE13 XA, 1.050%, 11/10/2046 | 305,923 | 0.1 | ||||||||||||||
14,134,534 | (6 | ),(7) | COMM 2014- CR16 XA, 1.314%, 04/10/2047 | 576,754 | 0.3 |
See Accompanying Notes to Financial Statements
69
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
570,000 | (6 | ) | COMM 2016- COR1 C, 4.540%, 10/10/2049 | $ | 560,849 | 0.2 | |||||||||||||
4,455,175 | (6 | ),(7) | COMM 2016- CR28 XA, 0.692%, 02/10/2049 | 171,432 | 0.1 | ||||||||||||||
1,000,000 | (6 | ) | COMM 2017- COR2 C, 4.715%, 09/10/2050 | 1,002,183 | 0.5 | ||||||||||||||
11,718,703 | (6 | ),(7) | CSAIL 2017- CX9 XA Commercial Mortgage Trust, 1.038%, 09/15/2050 | 556,415 | 0.2 | ||||||||||||||
300,000 | (1 | ),(9) | DBRR Re- REMIC Trust 2015-FRR1 B711, 0.000%, 08/28/2045 | 284,099 | 0.1 | ||||||||||||||
1,991,770 | (1 | ),(6),(7) | DBUBS 2011- LC1A XA, 0.904%, 11/10/2046 | 25,481 | 0.0 | ||||||||||||||
210,000 | (1 | ),(6) | DBUBS 2011- LC2A D, 5.719%, 07/10/2044 | 216,604 | 0.1 | ||||||||||||||
290,000 | (1 | ),(6) | DBJPM 16-C3 Mortgage Trust, 3.635%, 09/10/2049 | 244,016 | 0.1 | ||||||||||||||
3,560,000 | (6 | ),(7) | Freddie Mac Multifamily Structured Pass Through Certificates K010 X3, 4.781%, 11/25/2044 | 354,902 | 0.2 | ||||||||||||||
3,840,000 | (6 | ),(7) | Freddie Mac Multifamily Structured Pass Through Certificates K013 X3, 2.910%, 01/25/2043 | 260,120 | 0.1 | ||||||||||||||
8,282,700 | (6 | ),(7) | Freddie Mac Multifamily Structured Pass Through Certificates K018 X1, 1.505%, 01/25/2022 | 315,233 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
10,000,000 | (6 | ),(7) | Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.852%, 12/25/2041 | $ | 819,735 | 0.4 | |||||||||||||
3,424,638 | (6 | ),(7) | Freddie Mac Multifamily Structured Pass Through Certificates K704 X1, 2.062%, 08/25/2018 | 5,336 | 0.0 | ||||||||||||||
28,141,208 | (6 | ),(7) | Freddie Mac Multifamily Structured Pass Through Certificates K710 X1, 1.859%, 05/25/2019 | 301,716 | 0.1 | ||||||||||||||
4,423,190 | (6 | ),(7) | Freddie Mac Multifamily Structured Pass Through Certificates K711 X3, 1.675%, 08/25/2040 | 79,054 | 0.0 | ||||||||||||||
40,760,184 | (1 | ),(7) | FREMF Mortgage Trust 2012- K17 X2A, 0.100%, 12/25/2044 | 109,058 | 0.1 | ||||||||||||||
238,189 | (1 | ),(6) | GCCFC Commercial Mortgage Trust 2004- GG1 F, 6.601%, 06/10/2036 | 236,555 | 0.1 | ||||||||||||||
100,000 | (1 | ),(6) | GS Mortgage Securities Trust 2010- C2 F, 4.548%, 12/10/2043 | 90,441 | 0.0 | ||||||||||||||
2,297,260 | (6 | ),(7) | GS Mortgage Securities Trust 2012- GCJ7 XA, 2.405%, 05/10/2045 | 116,322 | 0.1 | ||||||||||||||
5,213,001 | (6 | ),(7) | GS Mortgage Securities Trust 2013- GC16 XA, 1.558%, 11/10/2046 | 192,222 | 0.1 |
See Accompanying Notes to Financial Statements
70
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
4,663,743 | (6 | ),(7) | GS Mortgage Securities Trust 2013- GCJ14 XA, 0.831%, 08/10/2046 | $ | 129,611 | 0.1 | |||||||||||||
1,350,000 | (1 | ),(6) | GS Mortgage Securities Trust 2016- GS4 E, 3.924%, 11/10/2049 | 963,404 | 0.4 | ||||||||||||||
2,324,157 | (6 | ),(7) | GS Mortgage Securities Trust 2017- GS6 XA, 1.196%, 05/10/2050 | 177,765 | 0.1 | ||||||||||||||
2,940,000 | (1 | ),(6),(7) | JP Morgan Chase Commercial Mortgage Securities Corp. 2012- LC9 XB, 0.413%, 12/15/2047 | 40,668 | 0.0 | ||||||||||||||
256,164 | (6 | ) | JP Morgan Chase Commercial Mortgage Securities Trust 2004- CIBC9 E, 5.466%, 06/12/2041 | 260,163 | 0.1 | ||||||||||||||
6,353,229 | (6 | ),(7) | JP Morgan Chase Commercial Mortgage Securities Trust 2012- CIBX XA, 1.653%, 06/15/2045 | 250,992 | 0.1 | ||||||||||||||
250,000 | (6 | ) | JP Morgan Chase Commercial Mortgage Securities Trust 2013- C10 C, 4.260%, 12/15/2047 | 245,303 | 0.1 | ||||||||||||||
660,000 | (6 | ) | JPMBB Commercial Mortgage Securities Trust 2014- C18 AS, 4.439%, 02/15/2047 | 681,528 | 0.3 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
726,775 | (1 | ) | JPMBB Commercial Mortgage Securities Trust 2014- C24 ESK, 9.989%, 11/15/2047 | $ | 719,201 | 0.3 | |||||||||||||
13,238,467 | (6 | ),(7) | JPMBB Commercial Mortgage Securities Trust 2014- C24 XA, 1.159%, 11/15/2047 | 511,064 | 0.3 | ||||||||||||||
3,123,421 | (1 | ),(6),(7) | LSTAR Commercial Mortgage Trust 2017- 5 X, 1.389%, 03/10/2050 | 152,705 | 0.1 | ||||||||||||||
18,750,000 | (1 | ),(6),(7) | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XB, 0.586%, 12/15/2047 | 531,218 | 0.2 | ||||||||||||||
570,000 | (1 | ),(6) | Morgan Stanley Capital I Trust 2011-C1 D, 5.599%, 09/15/2047 | 587,962 | 0.3 | ||||||||||||||
460,000 | (1 | ),(6) | Morgan Stanley Capital I Trust 2011-C1 E, 5.599%, 09/15/2047 | 474,963 | 0.2 | ||||||||||||||
98,418 | (1 | ) | Morgan Stanley Reremic Trust 2012-XA B, 0.250%, 07/27/2049 | 97,092 | 0.1 | ||||||||||||||
5,290,132 | (1 | ),(6),(7) | UBS-Barclays Commercial Mortgage Trust 2012-C3 XA, 2.053%, 08/10/2049 | 347,502 | 0.2 | ||||||||||||||
7,110,553 | (6 | ),(7) | Wells Fargo Commercial Mortgage Trust 2016-C37, 1.172%, 12/15/2049 | 358,535 | 0.2 |
See Accompanying Notes to Financial Statements
71
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
3,379,165 | (1 | ),(6),(7) | WFRBS Commercial Mortgage Trust 2012-C8 XA, 2.007%, 08/15/2045 | $ | 204,412 | 0.1 | |||||||||||||
550,000 | (1 | ),(6) | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.414%, 03/15/2045 | 425,053 | 0.2 | ||||||||||||||
860,000 | (1 | ),(6) | WFRBS Commercial Mortgage Trust 2013-C11 G, 4.414%, 03/15/2045 | 342,984 | 0.1 | ||||||||||||||
1,189,192 | (1 | ),(6),(7) | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.416%, 03/15/2048 | 56,315 | 0.0 | ||||||||||||||
10,139,751 | (6 | ),(7) | WFRBS Commercial Mortgage Trust 2014-C19 XA, 1.275%, 03/15/2047 | 445,623 | 0.2 | ||||||||||||||
360,000 | Other Securities | 352,882 | 0.2 | ||||||||||||||||
Total Commercial Mortgage- Backed Securities (Cost $20,431,118) | 20,360,495 | 9.3 | |||||||||||||||||
FOREIGN GOVERNMENT BONDS: 7.9% | |||||||||||||||||||
Brazil: 0.3% | |||||||||||||||||||
BRL | 705,000 | Brazil Notas do Tesouro Nacional Series F, 6.000%, 05/15/2045 | 574,182 | 0.3 | |||||||||||||||
Germany: 1.2% | |||||||||||||||||||
EUR | 1,010,000 | (9 | ) | Bundesobligation, 0.000%, 10/08/2021 | 1,200,348 | 0.5 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
EUR | 660,000 | Bundesrepublik Deutschland Bundesanleihe, 2.500%, 08/15/2046 | $ | 1,058,910 | 0.5 | ||||||||||||||
EUR | 130,000 | (9 | ) | Bundesrepublik Deutschland Bundesanleihe, 0.000%- 2.000%, 08/15/2023- 08/15/2026 | 151,748 | 0.1 | |||||||||||||
EUR | 180,000 | Other Securities | 210,793 | 0.1 | |||||||||||||||
2,621,799 | 1.2 | ||||||||||||||||||
Hungary: 0.3% | |||||||||||||||||||
EUR | 650,000 | Hungary Government International Bond, 1.750%, 10/10/2027 | 764,022 | 0.3 | |||||||||||||||
Indonesia: 0.2% | |||||||||||||||||||
IDR | 5,665,000,000 | Other Securities | 372,593 | 0.2 | |||||||||||||||
Italy: 5.5% | |||||||||||||||||||
EUR | 4,840,000 | Italy Buoni Poliennali Del Tesoro, 2.200%, 06/01/2027 | 5,488,642 | 2.5 | |||||||||||||||
EUR | 4,900,000 | Italy Buoni Poliennali Del Tesoro, 4.500%, 03/01/2026 | 6,573,271 | 3.0 | |||||||||||||||
12,061,913 | 5.5 | ||||||||||||||||||
Russia: 0.4% | |||||||||||||||||||
RUB | 51,720,000 | Russian Federal Bond - OFZ, 7.500%, 08/18/2021 | 833,190 | 0.4 | |||||||||||||||
Total Foreign Government Bonds (Cost $17,717,840) | 17,227,699 | 7.9 |
See Accompanying Notes to Financial Statements
72
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
ASSET-BACKED SECURITIES: 5.1% | |||||||||||||||||||
United States: 5.1% | |||||||||||||||||||
350,000 | (1 | ) | ALM VII R-2 Ltd. 2013- 7R2A A2R, 4.348%, (US0003M + 2.000%), 10/15/2027 | $ | 350,566 | 0.2 | |||||||||||||
240,000 | (1 | ) | Apidos CLO XI 2012-11A BR, 4.303%, (US0003M + 1.950%), 01/17/2028 | 240,286 | 0.1 | ||||||||||||||
210,000 | (1 | ) | Apidos CLO XVII 2014- 17A A2R, 4.203%, (US0003M + 1.850%), 04/17/2026 | 210,049 | 0.1 | ||||||||||||||
370,000 | (1 | ) | Apidos CLO XVII 2014- 17A BR, 4.853%, (US0003M + 2.500%), 04/17/2026 | 370,719 | 0.2 | ||||||||||||||
250,000 | (1 | ) | ArrowMark Colorado Holdings 2017-7A C, 3.504%, (US0003M + 1.900%), 07/15/2030 | 248,300 | 0.1 | ||||||||||||||
250,000 | (1 | ) | Avery Point IV CLO Ltd. 2014-1A CR, 4.710%, (US0003M + 2.350%), 04/25/2026 | 250,141 | 0.1 | ||||||||||||||
250,000 | (1 | ) | Babson CLO Ltd. 2014-IA BR, 4.559%, (US0003M + 2.200%), 07/20/2025 | 250,086 | 0.1 | ||||||||||||||
510,000 | (1 | ) | BlueMountain CLO 2012-2A BR, 4.231%, (US0003M + 1.900%), 11/20/2028 | 510,894 | 0.2 | ||||||||||||||
330,000 | (1 | ) | BlueMountain CLO 2014-4A B1R, 4.169%, (US0003M + 1.850%), 11/30/2026 | 330,133 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
300,000 | (1 | ) | BlueMountain CLO 2014-4A CR, 4.869%, (US0003M + 2.550%), 11/30/2026 | $ | 300,370 | 0.1 | |||||||||||||
640,000 | (1 | ) | Bristol Park CLO Ltd. 2016-1A B, 4.248%, (US0003M + 1.900%), 04/15/2029 | 642,299 | 0.3 | ||||||||||||||
290,000 | (1 | ) | Carlyle Global Market Strategies CLO Ltd. 2012-4A BR, 4.259%, (US0003M + 1.900%), 01/20/2029 | 290,569 | 0.1 | ||||||||||||||
250,000 | (1 | ) | Cedar Funding II CLO Ltd. 2013-1A CR, 4.677%, (US0003M + 2.350%), 06/09/2030 | 250,813 | 0.1 | ||||||||||||||
500,000 | (1 | ) | Cedar Funding IV CLO Ltd. 2014-4A CR, 4.612%, (US0003M + 2.250%), 07/23/2030 | 500,593 | 0.3 | ||||||||||||||
330,597 | (6 | ) | Citigroup Mortgage Loan Trust 2006-WF1 A2E, 4.988%, 03/25/2036 | 239,535 | 0.1 | ||||||||||||||
520,000 | (1 | ) | Dryden 33 Senior Loan Fund 2014-33A BR, 4.198%, (US0003M + 1.850%), 10/15/2028 | 520,845 | 0.3 | ||||||||||||||
1,040,000 | (1 | ) | Invitation Homes 2018- SFR1 D Trust, 3.535%, (US0001M + 1.450%), 03/17/2037 | 1,041,996 | 0.5 |
See Accompanying Notes to Financial Statements
73
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
250,000 | (1 | ) | Madison Park Funding XI Ltd. 2013-11A CR, 4.562%, (US0003M + 2.200%), 07/23/2029 | $ | 250,027 | 0.1 | |||||||||||||
250,000 | (1 | ) | Madison Park Funding XXVII Ltd. 2018-27A B, 3.847%, (US0003M + 1.800%), 04/20/2030 | 249,993 | 0.1 | ||||||||||||||
200,000 | (1 | ),(6) | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | 193,389 | 0.1 | ||||||||||||||
250,000 | (1 | ) | Octagon Investment Partners XIX Ltd. 2014-1A CR, 4.448%, (US0003M + 2.100%), 04/15/2026 | 250,011 | 0.1 | ||||||||||||||
640,000 | (1 | ) | OHA Loan Funding Ltd. 2016-1A B1, 4.159%, (US0003M + 1.800%), 01/20/2028 | 640,893 | 0.3 | ||||||||||||||
250,000 | (1 | ) | Palmer Square CLO 2015-2A BR Ltd., 4.759%, (US0003M + 2.400%), 07/20/2030 | 251,303 | 0.1 | ||||||||||||||
575,000 | (1 | ) | Palmer Square Loan Funding 2017-1A D Ltd., 7.198%, (US0003M + 4.850%), 10/15/2025 | 562,954 | 0.3 | ||||||||||||||
250,000 | (1 | ) | Palmer Square Loan Funding 2018-1A C Ltd., 4.073%, (US0003M + 1.850%), 04/15/2026 | 248,002 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
266,000 | (1 | ) | Recette CLO Ltd. 2015-1A CR, 4.059%, (US0003M + 1.700%), 10/20/2027 | $ | 263,873 | 0.1 | |||||||||||||
250,000 | (1 | ) | Thacher Park CLO Ltd. 2014-1A CR, 4.559%, (US0003M + 2.200%), 10/20/2026 | 250,087 | 0.1 | ||||||||||||||
250,000 | (1 | ) | THL Credit Wind River 2013-2A CR CLO Ltd., 4.355%, (US0003M + 2.000%), 10/18/2030 | 249,995 | 0.1 | ||||||||||||||
560,000 | (1 | ) | THL Credit Wind River 2017-3A C CLO Ltd., 4.548%, (US0003M + 2.200%), 10/15/2030 | 563,192 | 0.3 | ||||||||||||||
250,000 | (1 | ) | THL Credit Wind River 2017-4A C CLO Ltd., 4.081%, (US0003M + 1.750%), 11/20/2030 | 248,427 | 0.1 | ||||||||||||||
300,000 | (1 | ),(6) | Towd Point Mortgage Trust 2017-6 M2, 3.250%, 10/25/2057 | 278,909 | 0.1 | ||||||||||||||
Total Asset- Backed Securities (Cost $11,074,137) | 11,049,249 | 5.1 | |||||||||||||||||
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 0.0% | |||||||||||||||||||
United States: 0.0% | |||||||||||||||||||
48,176 | (2 | ),(10),(11) | Other Securities | $ | 57,963 | 0.0 | |||||||||||||
Total Common Stock (Cost $1,303,693) | 57,963 | 0.0 |
See Accompanying Notes to Financial Statements
74
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
MUTUAL FUNDS: 23.3% | |||||||||||||||||||
United States: 23.3% | |||||||||||||||||||
1,094,454 | Voya Emerging Markets Corporate Debt Fund - Class P | $ | 10,408,255 | 4.7 | |||||||||||||||
1,664,556 | Voya Emerging Markets Hard Currency Debt Fund - Class P | 15,280,628 | 7.0 | ||||||||||||||||
3,193,629 | Voya Emerging Markets Local Currency Debt Fund - Class P | 22,515,083 | 10.3 | ||||||||||||||||
368,412 | Voya High Yield Bond Fund - Class P | 2,888,353 | 1.3 | ||||||||||||||||
Total Mutual Funds (Cost $60,841,012) | 51,092,319 | 23.3 | |||||||||||||||||
Value | Percentage of Net Assets | ||||||||||||||||||
PURCHASED OPTIONS(12): 0.0% | |||||||||||||||||||
Total Purchased Options (Cost $562,448) | $ | 46,321 | 0.0 | ||||||||||||||||
Total Long- Term Investments (Cost $214,668,389) | 201,113,808 | 91.8 | |||||||||||||||||
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 9.1% | |||||||||||||||||||
Commercial Paper: 5.2% | |||||||||||||||||||
3,000,000 | Concord Minute, 2.390%, 07/05/2018 | $ | 2,999,018 | 1.4 | |||||||||||||||
2,400,000 | Consolidated E, 2.940%, 07/03/2018 | 2,399,420 | 1.1 | ||||||||||||||||
4,000,000 | Johnson CTLS I, 3.280%, 07/02/2018 | 3,999,282 | 1.8 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
2,000,000 | McDonald's Corp., 2.540%, 07/10/2018 | $ | 1,998,610 | 0.9 | |||||||||||||||
11,396,330 | 5.2 | ||||||||||||||||||
Securities Lending Collateral(13): 2.1% | |||||||||||||||||||
2,208,904 | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/29/18, 2.08%, due 07/02/18 (Repurchase Amount $2,209,282, collateralized by various U.S. Government Agency Obligations, 1.691%- 8.500%, Market Value plus accrued interest $2,253,082, due 07/25/18- 06/15/53) | 2,208,904 | 1.0 | ||||||||||||||||
228,086 | Jefferies LLC, Repurchase Agreement dated 06/29/18, 2.00%, due 07/02/18 (Repurchase Amount $228,123, collateralized by various U.S. Government Securities, 0.000%- 2.375%, Market Value plus accrued interest $232,648, due 07/05/18- 09/09/49) | 228,086 | 0.1 |
See Accompanying Notes to Financial Statements
75
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Securities Lending Collateral(13) | (continued) | ||||||||||||||||||
1,104,452 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $1,104,659, collateralized by various U.S. Government Securities, 2.750%- 3.125%, Market Value plus accrued interest $1,126,541, due 11/15/42- 08/15/44) | $ | 1,104,452 | 0.5 | |||||||||||||||
1,104,452 | NBC Global Finance Ltd., Repurchase Agreement dated 06/29/18, 1.95%, due 07/02/18 (Repurchase Amount $1,104,629, collateralized by various U.S. Government Securities, 0.000%- 3.625%, Market Value plus accrued interest $1,126,544, due 01/31/20- 09/09/49) | 1,104,452 | 0.5 | ||||||||||||||||
4,645,894 | 2.1 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Mutual Funds: 1.8% | |||||||||||||||||||
3,891,000 | (14 | ) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.810% (Cost $3,891,000) | $ | 3,891,000 | 1.8 | |||||||||||||
Total Short- Term Investments (Cost $19,934,592) | 19,933,224 | 9.1 | |||||||||||||||||
Total Investments in Securities (Cost $234,602,981) | $ | 221,047,032 | 100.9 | ||||||||||||||||
Liabilities in Excess of Other Assets | (2,067,213 | ) | (0.9 | ) | |||||||||||||||
Net Assets | $ | 218,979,819 | 100.0 |
"Other Securities" represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2018.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† Unless otherwise indicated, principal amount is shown in USD.
(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) The grouping contains securities on loan.
(3) Security, or a portion of the security, is on loan.
(4) For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs.
(5) The grouping contains securities in default.
(6) Variable rate security. Rate shown is the rate in effect as of June 30, 2018.
(7) 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.
(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) Represents a zero coupon bond. Rate shown reflects the effective yield as of June 30, 2018.
(10) The grouping contains non-income producing securities.
(11) The grouping contains Level 3 securities.
(12) The tables below the Portfolio of Investments detail open purchased options which are non-income producing securities.
(13) Represents securities purchased with cash collateral received for securities on loan.
(14) Rate shown is the 7-day yield as of June 30, 2018.
See Accompanying Notes to Financial Statements
76
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
BRL Brazilian Real
EUR EU Euro
IDR Indonesian Rupiah
MXN Mexican Peso
RUB Russian Ruble
ZAR South African Rand
Reference Rate Abbreviations:
12MTA 12-month Treasury Average
US0001M 1-month LIBOR
US0003M 3-month LIBOR
US0012M 12-month LIBOR
Sector Diversification | Percentage of Net Assets | ||||||
Affiliated Investment Companies | 23.3 | % | |||||
Collateralized Mortgage Obligations | 12.6 | ||||||
U.S. Treasury Obligations | 9.3 | ||||||
Commercial Mortgage-Backed Securities | 9.3 | ||||||
Foreign Government Bonds | 7.9 | ||||||
Financial | 7.4 | ||||||
Other Asset-Backed Securities | 5.1 | ||||||
Consumer, Non-cyclical | 3.6 | ||||||
Energy | 3.3 | ||||||
Communications | 3.1 | ||||||
Utilities | 1.9 | ||||||
Consumer, Cyclical | 1.8 | ||||||
U.S. Government Agency Obligations | 1.0 | ||||||
Technology | 1.0 | ||||||
Basic Materials | 0.6 | ||||||
Industrial | 0.6 | ||||||
Structured Products | 0.0 | ||||||
Purchased Options | 0.0 | ||||||
Materials | 0.0 | ||||||
Consumer Discretionary | 0.0 | ||||||
Short-Term Investments | 9.1 | ||||||
Liabilities in Excess of Other Assets | (0.9 | ) | |||||
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, 2018 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, 2018 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
United States | $ | 57,963 | $ | — | $ | — | $ | 57,963 | |||||||||||
Total Common Stock | 57,963 | — | — | 57,963 | |||||||||||||||
Mutual Funds | 51,092,319 | — | — | 51,092,319 | |||||||||||||||
Purchased Options | — | 46,321 | — | 46,321 | |||||||||||||||
Corporate Bonds/Notes | — | 51,079,416 | 4,436 | 51,083,852 | |||||||||||||||
Collateralized Mortgage Obligations | — | 27,596,954 | — | 27,596,954 | |||||||||||||||
Structured Products | — | — | 33,621 | 33,621 | |||||||||||||||
Commercial Mortgage-Backed Securities | — | 20,360,495 | — | 20,360,495 | |||||||||||||||
Asset-Backed Securities | — | 11,049,249 | — | 11,049,249 | |||||||||||||||
Foreign Government Bonds | — | 17,227,699 | — | 17,227,699 | |||||||||||||||
U.S. Treasury Obligations | — | 20,287,560 | — | 20,287,560 | |||||||||||||||
U.S. Government Agency Obligations | — | 2,277,775 | — | 2,277,775 | |||||||||||||||
Short-Term Investments | 3,891,000 | 16,042,224 | — | 19,933,224 | |||||||||||||||
Total Investments, at fair value | $ | 55,041,282 | $ | 165,967,693 | $ | 38,057 | $ | 221,047,032 | |||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Centrally Cleared Swaps | — | 5,222,522 | — | 5,222,522 | |||||||||||||||
Forward Foreign Currency Contracts | — | 2,839,753 | — | 2,839,753 | |||||||||||||||
Forward Premium Swaptions | — | 72,545 | — | 72,545 | |||||||||||||||
Futures | 330,011 | — | — | 330,011 | |||||||||||||||
Total Assets | $ | 55,371,293 | $ | 174,102,513 | $ | 38,057 | $ | 229,511,863 | |||||||||||
Liabilities Table | |||||||||||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Centrally Cleared Swaps | $ | — | $ | (1,458,102 | ) | $ | — | $ | (1,458,102 | ) | |||||||||
Forward Foreign Currency Contracts | — | (2,788,581 | ) | — | (2,788,581 | ) | |||||||||||||
Futures | (70,664 | ) | — | — | (70,664 | ) | |||||||||||||
Written Options | — | (1,168,528 | ) | — | (1,168,528 | ) | |||||||||||||
Total Liabilities | $ | (70,664 | ) | $ | (5,415,211 | ) | $ | — | $ | (5,485,875 | ) |
See Accompanying Notes to Financial Statements
77
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
^ 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 valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument.
Transactions with Affiliates
An investment of at least 5% of the voting securities of an issuer, or a company which is under common control 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, 2018, where the following issuers were considered an affiliate:
Issuer | Beginning Fair Value at 12/31/17 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 06/30/18 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | |||||||||||||||||||||||||||
Voya Emerging Markets Corporate Debt Fund — Class P | $ | 10,763,054 | $ | 270,947 | $ | — | $ | (625,746 | ) | $ | 10,408,255 | $ | 270,947 | $ | — | $ | — | ||||||||||||||||||
Voya Emerging Markets Hard Currency Debt Fund — Class P | 16,140,338 | 391,321 | — | (1,251,031 | ) | 15,280,628 | 391,321 | — | — | ||||||||||||||||||||||||||
Voya Emerging Markets Local Currency Debt Fund — Class P | 24,241,904 | 566,623 | — | (2,293,444 | ) | 22,515,083 | 566,623 | — | — | ||||||||||||||||||||||||||
Voya High Yield Bond Fund — Class P | 2,890,039 | 88,616 | — | (90,302 | ) | 2,888,353 | 88,616 | — | — | ||||||||||||||||||||||||||
$ | 54,035,335 | $ | 1,317,507 | $ | — | $ | (4,260,523 | ) | $ | 51,092,319 | $ | 1,317,507 | $ | — | $ | — |
The financial statements for the above mutual fund[s] can be found at www.sec.gov.
At June 30, 2018, the following forward foreign currency contracts were outstanding for Voya Global Bond Portfolio:
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||||||||||
USD | 1,553,808 | IDR | 21,686,492,907 | Barclays Bank PLC | 07/13/18 | $ | 41,305 | ||||||||||||
USD | 3,567,000 | NOK | 28,701,293 | Barclays Bank PLC | 07/13/18 | 41,483 | |||||||||||||
USD | 996,000 | CHF | 978,132 | Barclays Bank PLC | 07/13/18 | 7,428 | |||||||||||||
USD | 1,275,000 | CHF | 1,258,730 | Barclays Bank PLC | 07/13/18 | 2,834 | |||||||||||||
USD | 1,991,000 | IDR | 27,811,681,700 | Barclays Bank PLC | 07/13/18 | 51,302 | |||||||||||||
CAD | 589,967 | USD | 454,661 | Barclays Bank PLC | 07/13/18 | (5,817 | ) | ||||||||||||
USD | 944,000 | CHF | 937,755 | Barclays Bank PLC | 07/13/18 | (3,764 | ) | ||||||||||||
USD | 1,367,000 | JPY | 150,844,417 | Barclays Bank PLC | 07/13/18 | 3,609 | |||||||||||||
SEK | 17,522,976 | USD | 2,029,749 | Barclays Bank PLC | 07/13/18 | (71,860 | ) | ||||||||||||
NOK | 26,012,127 | USD | 3,239,000 | Barclays Bank PLC | 07/13/18 | (43,806 | ) | ||||||||||||
USD | 2,355,000 | JPY | 258,590,375 | Barclays Bank PLC | 07/13/18 | 17,758 | |||||||||||||
USD | 882,466 | MYR | 3,572,664 | Barclays Bank PLC | 07/13/18 | (1,930 | ) | ||||||||||||
USD | 107,327 | PHP | 5,648,082 | Barclays Bank PLC | 07/13/18 | 1,574 | |||||||||||||
KRW | 3,175,658,700 | USD | 2,944,514 | Barclays Bank PLC | 07/13/18 | (93,789 | ) | ||||||||||||
USD | 882,466 | MYR | 3,574,429 | Barclays Bank PLC | 07/13/18 | (2,367 | ) | ||||||||||||
USD | 284,000 | GBP | 214,881 | Barclays Bank PLC | 07/13/18 | 278 | |||||||||||||
EUR | 2,140,544 | USD | 2,498,000 | Barclays Bank PLC | 07/13/18 | 3,603 | |||||||||||||
USD | 1,573,000 | NOK | 12,780,619 | Barclays Bank PLC | 07/13/18 | 3,096 | |||||||||||||
USD | 1,045,000 | GBP | 792,674 | Barclays Bank PLC | 07/13/18 | (1,623 | ) | ||||||||||||
IDR | 4,403,449,000 | USD | 311,000 | Barclays Bank PLC | 07/13/18 | (3,886 | ) | ||||||||||||
USD | 311,000 | NOK | 2,522,878 | Barclays Bank PLC | 07/13/18 | 1,103 | |||||||||||||
NZD | 1,769,798 | USD | 1,217,000 | Barclays Bank PLC | 07/13/18 | (18,304 | ) | ||||||||||||
USD | 619,000 | EUR | 531,706 | Barclays Bank PLC | 07/13/18 | (2,393 | ) | ||||||||||||
USD | 745,000 | GBP | 561,431 | Barclays Bank PLC | 07/13/18 | 3,703 | |||||||||||||
USD | 1,151,000 | EUR | 992,741 | Barclays Bank PLC | 07/13/18 | (9,192 | ) | ||||||||||||
TRY | 7,916,743 | USD | 1,653,000 | Barclays Bank PLC | 08/10/18 | 41,882 | |||||||||||||
PLN | 2,090,778 | USD | 588,000 | Barclays Bank PLC | 08/10/18 | (29,507 | ) | ||||||||||||
MXN | 21,677 | USD | 1,057 | Barclays Bank PLC | 08/10/18 | 27 | |||||||||||||
USD | 1,698,000 | ZAR | 23,785,742 | Barclays Bank PLC | 08/10/18 | (27,265 | ) | ||||||||||||
USD | 2,218,718 | ZAR | 27,147,996 | Barclays Bank PLC | 08/10/18 | 249,578 | |||||||||||||
HUF | 279,504,506 | USD | 1,032,000 | Barclays Bank PLC | 08/10/18 | (38,441 | ) | ||||||||||||
USD | 990,669 | BRL | 3,674,281 | Barclays Bank PLC | 08/10/18 | 46,882 | |||||||||||||
CLP | 650,999,327 | USD | 1,026,036 | Barclays Bank PLC | 08/10/18 | (29,616 | ) | ||||||||||||
USD | 990,778 | BRL | 3,674,281 | Barclays Bank PLC | 08/10/18 | 46,991 | |||||||||||||
NZD | 1,871,687 | USD | 1,272,000 | BNP Paribas | 07/13/18 | (4,294 | ) | ||||||||||||
NZD | 2,854,518 | USD | 1,956,000 | BNP Paribas | 07/13/18 | (22,617 | ) | ||||||||||||
USD | 259,000 | GBP | 195,191 | BNP Paribas | 07/13/18 | 1,276 | |||||||||||||
NZD | 1,851,889 | USD | 1,280,000 | BNP Paribas | 07/13/18 | (25,704 | ) | ||||||||||||
NZD | 3,630,013 | USD | 2,501,000 | BNP Paribas | 07/13/18 | (42,369 | ) |
See Accompanying Notes to Financial Statements
78
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||||||||||
USD | 1,064,000 | GBP | 801,494 | BNP Paribas | 07/13/18 | $ | 5,731 | ||||||||||||
USD | 1,023,000 | EUR | 879,920 | BNP Paribas | 07/13/18 | (5,341 | ) | ||||||||||||
GBP | 684,261 | USD | 917,000 | BNP Paribas | 07/13/18 | (13,522 | ) | ||||||||||||
USD | 1,870,000 | EUR | 1,597,036 | BNP Paribas | 07/13/18 | 3,583 | |||||||||||||
USD | 279,000 | NZD | 395,877 | BNP Paribas | 07/13/18 | 10,870 | |||||||||||||
THB | 4,194,843 | USD | 131,000 | BNP Paribas | 07/13/18 | (4,350 | ) | ||||||||||||
USD | 1,621,000 | BRL | 5,979,350 | BNP Paribas | 08/10/18 | 85,126 | |||||||||||||
TRY | 4,485,728 | USD | 932,000 | BNP Paribas | 08/10/18 | 28,342 | |||||||||||||
ZAR | 9,441,620 | USD | 701,000 | BNP Paribas | 08/10/18 | (16,166 | ) | ||||||||||||
USD | 110,000 | TRY | 508,291 | BNP Paribas | 08/10/18 | 1,181 | |||||||||||||
USD | 599,000 | TRY | 2,910,741 | BNP Paribas | 08/10/18 | (24,156 | ) | ||||||||||||
USD | 633,000 | TRY | 2,736,041 | BNP Paribas | 08/10/18 | 47,246 | |||||||||||||
JPY | 129,630,068 | USD | 1,181,000 | Citibank N.A. | 07/13/18 | (9,352 | ) | ||||||||||||
USD | 1,276,000 | NZD | 1,840,746 | Citibank N.A. | 07/13/18 | 29,251 | |||||||||||||
GBP | 4,686,174 | USD | 6,278,000 | Citibank N.A. | 07/13/18 | (90,512 | ) | ||||||||||||
USD | 320,000 | NOK | 2,589,941 | Citibank N.A. | 07/13/18 | 1,865 | |||||||||||||
AUD | 4,574,730 | USD | 3,407,000 | Citibank N.A. | 07/13/18 | (21,346 | ) | ||||||||||||
CAD | 3,402,822 | USD | 2,580,000 | Citibank N.A. | 07/13/18 | 8,846 | |||||||||||||
CHF | 329,753 | USD | 331,000 | Citibank N.A. | 07/13/18 | 2,273 | |||||||||||||
EUR | 773,854 | USD | 896,000 | Citibank N.A. | 07/13/18 | 8,385 | |||||||||||||
USD | 1,100,000 | AUD | 1,495,390 | Citibank N.A. | 07/13/18 | (6,705 | ) | ||||||||||||
USD | 1,083,000 | AUD | 1,430,791 | Citibank N.A. | 07/13/18 | 24,104 | |||||||||||||
USD | 1,285,374 | THB | 40,198,922 | Citibank N.A. | 07/13/18 | 71,697 | |||||||||||||
USD | 75,000 | JPY | 8,263,490 | Citibank N.A. | 07/13/18 | 311 | |||||||||||||
AUD | 1,468,869 | USD | 1,087,000 | Citibank N.A. | 07/13/18 | 77 | |||||||||||||
DKK | 3,990,757 | USD | 633,815 | Citibank N.A. | 07/13/18 | (7,806 | ) | ||||||||||||
EUR | 2,787,184 | USD | 3,280,000 | Citibank N.A. | 07/13/18 | (22,685 | ) | ||||||||||||
USD | 4,691,000 | NZD | 6,701,510 | Citibank N.A. | 07/13/18 | 152,024 | |||||||||||||
USD | 366,000 | SEK | 3,275,971 | Citibank N.A. | 07/13/18 | (33 | ) | ||||||||||||
CAD | 1,646,036 | USD | 1,240,000 | Citibank N.A. | 07/13/18 | 12,294 | |||||||||||||
USD | 201,000 | CZK | 4,341,176 | Citibank N.A. | 08/10/18 | 5,373 | |||||||||||||
USD | 1,735,147 | COP | 5,022,261,113 | Citibank N.A. | 08/10/18 | 24,630 | |||||||||||||
USD | 633,000 | TRY | 2,754,771 | Citibank N.A. | 08/10/18 | 43,236 | |||||||||||||
HUF | 278,848,500 | USD | 1,034,000 | Citibank N.A. | 08/10/18 | (42,773 | ) | ||||||||||||
ZAR | 2,019,172 | USD | 153,000 | Citibank N.A. | 08/10/18 | (6,542 | ) | ||||||||||||
USD | 899,000 | HUF | 243,768,615 | Citibank N.A. | 08/10/18 | 32,472 | |||||||||||||
CZK | 32,608,705 | USD | 1,542,000 | Citibank N.A. | 08/10/18 | (72,547 | ) | ||||||||||||
USD | 1,162,000 | CZK | 24,156,597 | Citibank N.A. | 08/10/18 | 73,426 | |||||||||||||
USD | 1,162,000 | CZK | 24,137,227 | Citibank N.A. | 08/10/18 | 74,299 | |||||||||||||
PLN | 2,459,630 | USD | 666,000 | Citibank N.A. | 08/10/18 | (8,978 | ) | ||||||||||||
USD | 1,400,000 | CZK | 29,677,564 | Citibank N.A. | 08/10/18 | 62,634 | |||||||||||||
PLN | 2,090,657 | USD | 588,000 | Citibank N.A. | 08/10/18 | (29,539 | ) | ||||||||||||
RUB | 2,772,334 | USD | 44,000 | Citibank N.A. | 08/10/18 | (41 | ) | ||||||||||||
USD | 22,000 | CZK | 480,374 | Citibank N.A. | 08/10/18 | 353 | |||||||||||||
USD | 910,000 | PLN | 3,302,563 | Citibank N.A. | 08/10/18 | 27,812 | |||||||||||||
USD | 563,000 | CZK | 12,133,207 | Citibank N.A. | 08/10/18 | 16,239 | |||||||||||||
USD | 3,268,000 | AUD | 4,445,708 | Credit Suisse International | 07/13/18 | (22,168 | ) | ||||||||||||
USD | 3,286,000 | EUR | 2,780,951 | Credit Suisse International | 07/13/18 | 35,968 | |||||||||||||
NZD | 1,444,795 | USD | 1,009,000 | Credit Suisse International | 07/13/18 | (30,431 | ) | ||||||||||||
USD | 958,000 | NOK | 7,775,112 | Credit Suisse International | 07/13/18 | 2,946 | |||||||||||||
IDR | 8,306,523,680 | USD | 592,000 | Credit Suisse International | 07/13/18 | (12,670 | ) | ||||||||||||
USD | 2,034,000 | AUD | 2,734,114 | Credit Suisse International | 07/13/18 | 10,544 | |||||||||||||
USD | 2,225,000 | AUD | 3,010,614 | Credit Suisse International | 07/13/18 | (3,087 | ) | ||||||||||||
TRY | 4,440,923 | USD | 932,000 | Credit Suisse International | 08/10/18 | 18,750 | |||||||||||||
USD | 471,000 | EUR | 398,764 | Deutsche Bank AG | 07/13/18 | 4,974 | |||||||||||||
USD | 3,493,000 | SEK | 30,149,505 | Deutsche Bank AG | 07/13/18 | 124,315 | |||||||||||||
USD | 1,098,000 | EUR | 943,223 | Deutsche Bank AG | 07/13/18 | (4,322 | ) | ||||||||||||
USD | 439,000 | CAD | 574,453 | Deutsche Bank AG | 07/13/18 | 1,960 | |||||||||||||
CAD | 7,278,849 | USD | 5,613,000 | Deutsche Bank AG | 07/13/18 | (75,297 | ) | ||||||||||||
USD | 741,000 | JPY | 81,799,509 | Deutsche Bank AG | 07/13/18 | 1,664 | |||||||||||||
JPY | 242,729,763 | USD | 2,202,000 | Deutsche Bank AG | 07/13/18 | (8,113 | ) | ||||||||||||
USD | 2,025,000 | GBP | 1,522,718 | Deutsche Bank AG | 07/13/18 | 14,448 | |||||||||||||
AUD | 671,057 | USD | 495,000 | Deutsche Bank AG | 07/13/18 | 1,634 | |||||||||||||
EUR | 1,805,381 | USD | 2,105,000 | Deutsche Bank AG | 07/13/18 | 4,906 | |||||||||||||
TRY | 8,223,724 | USD | 1,742,000 | Deutsche Bank AG | 08/10/18 | 18,603 | |||||||||||||
USD | 657,000 | TRY | 3,131,955 | Deutsche Bank AG | 08/10/18 | (13,515 | ) | ||||||||||||
USD | 657,000 | TRY | 3,061,590 | Deutsche Bank AG | 08/10/18 | 1,549 | |||||||||||||
USD | 2,607,000 | NOK | 21,138,340 | Goldman Sachs International | 07/13/18 | 10,477 | |||||||||||||
CAD | 2,632,460 | USD | 1,980,000 | Goldman Sachs International | 07/13/18 | 22,759 | |||||||||||||
USD | 244,000 | SEK | 2,199,357 | Goldman Sachs International | 07/13/18 | (1,740 | ) | ||||||||||||
GBP | 7,396,000 | USD | 9,914,061 | Goldman Sachs International | 07/13/18 | (148,598 | ) |
See Accompanying Notes to Financial Statements
79
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||||||||||
NOK | 31,383,493 | USD | 3,912,668 | Goldman Sachs International | 07/13/18 | $ | (57,684 | ) | |||||||||||
CHF | 1,008,440 | USD | 1,013,000 | Goldman Sachs International | 07/13/18 | 6,205 | |||||||||||||
SEK | 29,948,564 | USD | 3,465,000 | Goldman Sachs International | 07/13/18 | (118,767 | ) | ||||||||||||
AUD | 4,761,817 | USD | 3,624,000 | Goldman Sachs International | 07/13/18 | (99,887 | ) | ||||||||||||
USD | 1,573,000 | NOK | 12,865,038 | Goldman Sachs International | 07/13/18 | (7,274 | ) | ||||||||||||
USD | 800,000 | PHP | 42,699,200 | Goldman Sachs International | 07/13/18 | 513 | |||||||||||||
CHF | 2,402,963 | USD | 2,441,000 | Goldman Sachs International | 07/13/18 | (12,388 | ) | ||||||||||||
IDR | 199,251,603 | USD | 14,018 | Goldman Sachs International | 07/13/18 | (121 | ) | ||||||||||||
EUR | 1,589,961 | USD | 1,841,000 | Goldman Sachs International | 07/13/18 | 17,150 | |||||||||||||
USD | 4,165,000 | CHF | 4,092,806 | Goldman Sachs International | 07/13/18 | 28,506 | |||||||||||||
EUR | 38,640,104 | USD | 45,707,742 | Goldman Sachs International | 07/13/18 | (549,974 | ) | ||||||||||||
MYR | 2,181,955 | USD | 556,692 | Goldman Sachs International | 07/13/18 | (16,560 | ) | ||||||||||||
USD | 581,716 | RUB | 36,497,639 | Goldman Sachs International | 08/10/18 | 3,003 | |||||||||||||
USD | 849,000 | TRY | 4,085,833 | Goldman Sachs International | 08/10/18 | (25,729 | ) | ||||||||||||
USD | 849,000 | TRY | 4,065,161 | Goldman Sachs International | 08/10/18 | (21,303 | ) | ||||||||||||
USD | 348,000 | PLN | 1,287,414 | Goldman Sachs International | 08/10/18 | 4,103 | |||||||||||||
USD | 581,801 | RUB | 36,497,639 | Goldman Sachs International | 08/10/18 | 3,087 | |||||||||||||
USD | 45,000 | RUB | 2,812,245 | Goldman Sachs International | 08/10/18 | 409 | |||||||||||||
USD | 444,000 | CLP | 277,368,572 | Goldman Sachs International | 08/10/18 | 19,459 | |||||||||||||
USD | 988,266 | HUF | 247,744,616 | Goldman Sachs International | 08/10/18 | 107,605 | |||||||||||||
USD | 546,000 | PLN | 1,998,786 | Goldman Sachs International | 08/10/18 | 12,080 | |||||||||||||
ZAR | 9,291,535 | USD | 701,000 | Goldman Sachs International | 08/10/18 | (27,052 | ) | ||||||||||||
USD | 811,000 | BRL | 3,007,512 | Goldman Sachs International | 08/10/18 | 38,481 | |||||||||||||
USD | 581,685 | RUB | 36,497,639 | Goldman Sachs International | 08/10/18 | 2,972 | |||||||||||||
CZK | 30,634,602 | USD | 1,447,000 | Goldman Sachs International | 08/10/18 | (66,507 | ) | ||||||||||||
CZK | 15,092 | USD | 713 | Goldman Sachs International | 08/10/18 | (32 | ) | ||||||||||||
BRL | 4,602,423 | USD | 1,177,000 | Goldman Sachs International | 08/10/18 | 5,192 | |||||||||||||
BRL | 4,520,622 | USD | 1,177,000 | Goldman Sachs International | 08/10/18 | (15,820 | ) | ||||||||||||
USD | 581,695 | RUB | 36,497,639 | Goldman Sachs International | 08/10/18 | 2,981 | |||||||||||||
USD | 69,000 | HKD | 539,904 | HSBC Bank USA N.A. | 07/13/18 | 173 | |||||||||||||
USD | 1,530,829 | TRY | 6,492,773 | HSBC Bank USA N.A. | 08/10/18 | 140,802 | |||||||||||||
USD | 1,732,356 | PLN | 5,857,893 | HSBC Bank USA N.A. | 08/10/18 | 167,582 | |||||||||||||
CZK | 11,337,574 | USD | 555,258 | HSBC Bank USA N.A. | 08/10/18 | (44,351 | ) | ||||||||||||
ZAR | 54,000 | USD | 3,902 | HSBC Bank USA N.A. | 08/10/18 | 14 | |||||||||||||
USD | 1,703,371 | MXN | 34,289,959 | HSBC Bank USA N.A. | 08/10/18 | (12,574 | ) | ||||||||||||
USD | 607,889 | PEN | 1,993,223 | HSBC Bank USA N.A. | 08/10/18 | 1,874 | |||||||||||||
USD | 992,459 | BRL | 3,674,281 | HSBC Bank USA N.A. | 08/10/18 | 48,672 | |||||||||||||
USD | 715,241 | RON | 2,685,608 | HSBC Bank USA N.A. | 08/10/18 | 43,948 | |||||||||||||
IDR | 8,982,710,000 | USD | 635,000 | JPMorgan Chase Bank N.A. | 07/13/18 | (8,510 | ) | ||||||||||||
USD | 260,000 | CHF | 257,221 | JPMorgan Chase Bank N.A. | 07/13/18 | 33 | |||||||||||||
CAD | 0 | USD | — | JPMorgan Chase Bank N.A. | 07/13/18 | — | |||||||||||||
USD | 3,636,407 | AUD | 4,774,186 | JPMorgan Chase Bank N.A. | 07/13/18 | 103,139 | |||||||||||||
CAD | 1,370,681 | USD | 1,031,000 | JPMorgan Chase Bank N.A. | 07/13/18 | 11,806 | |||||||||||||
JPY | 100,678,429 | USD | 915,000 | JPMorgan Chase Bank N.A. | 07/13/18 | (5,029 | ) | ||||||||||||
JPY | 90,588,226 | USD | 825,000 | JPMorgan Chase Bank N.A. | 07/13/18 | (6,228 | ) | ||||||||||||
USD | 1,094,000 | EUR | 942,117 | JPMorgan Chase Bank N.A. | 07/13/18 | (7,030 | ) | ||||||||||||
USD | 3,449,414 | NZD | 4,900,886 | JPMorgan Chase Bank N.A. | 07/13/18 | 130,013 | |||||||||||||
USD | 713,000 | EUR | 613,357 | JPMorgan Chase Bank N.A. | 07/13/18 | (3,816 | ) | ||||||||||||
JPY | 31,791,465 | USD | 288,000 | JPMorgan Chase Bank N.A. | 07/13/18 | (656 | ) | ||||||||||||
USD | 800,000 | AUD | 1,068,155 | JPMorgan Chase Bank N.A. | 07/13/18 | 9,483 | |||||||||||||
JPY | 3,903,788,643 | USD | 35,586,066 | JPMorgan Chase Bank N.A. | 07/13/18 | (302,087 | ) | ||||||||||||
EUR | 53,240 | USD | 62,902 | JPMorgan Chase Bank N.A. | 07/13/18 | (681 | ) | ||||||||||||
USD | 466,000 | CHF | 463,455 | JPMorgan Chase Bank N.A. | 07/13/18 | (2,402 | ) | ||||||||||||
CHF | 6,154,098 | USD | 6,264,688 | JPMorgan Chase Bank N.A. | 07/13/18 | (44,900 | ) | ||||||||||||
USD | 353,000 | CAD | 468,060 | JPMorgan Chase Bank N.A. | 07/13/18 | (3,098 | ) | ||||||||||||
CHF | 293,251 | USD | 295,000 | JPMorgan Chase Bank N.A. | 07/13/18 | 1,381 | |||||||||||||
CZK | 16,618,768 | USD | 786,000 | JPMorgan Chase Bank N.A. | 08/10/18 | (37,105 | ) | ||||||||||||
USD | 1,139,000 | HUF | 305,114,807 | JPMorgan Chase Bank N.A. | 08/10/18 | 54,404 | |||||||||||||
USD | 910,000 | PLN | 3,340,629 | JPMorgan Chase Bank N.A. | 08/10/18 | 17,644 | |||||||||||||
USD | 2,552,000 | GBP | 1,932,831 | Morgan Stanley | 07/13/18 | (54 | ) | ||||||||||||
CAD | 331,470 | USD | 249,000 | Morgan Stanley | 07/13/18 | 3,180 | |||||||||||||
USD | 5,626,000 | CAD | 7,324,314 | Morgan Stanley | 07/13/18 | 53,707 | |||||||||||||
NZD | 1,238,960 | USD | 870,000 | Morgan Stanley | 07/13/18 | (30,845 | ) | ||||||||||||
USD | 137,000 | KRW | 145,798,825 | Morgan Stanley | 07/13/18 | 6,119 | |||||||||||||
CAD | 314,924 | USD | 237,000 | Morgan Stanley | 07/13/18 | 2,593 | |||||||||||||
AUD | 436,703 | USD | 332,000 | Morgan Stanley | 07/13/18 | (8,806 | ) | ||||||||||||
USD | 1,269,000 | GBP | 965,381 | Morgan Stanley | 07/13/18 | (5,661 | ) | ||||||||||||
USD | 1,587,000 | NOK | 13,001,190 | Morgan Stanley | 07/13/18 | (9,998 | ) | ||||||||||||
SGD | 648,988 | USD | 493,286 | Morgan Stanley | 07/13/18 | (16,872 | ) | ||||||||||||
USD | 3,372,000 | GBP | 2,517,538 | Morgan Stanley | 07/13/18 | 47,916 | |||||||||||||
GBP | 2,665,755 | USD | 3,488,000 | Morgan Stanley | 07/13/18 | 31,785 |
See Accompanying Notes to Financial Statements
80
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||||||||||
HKD | 762,813 | USD | 97,742 | Morgan Stanley | 07/13/18 | $ | (499 | ) | |||||||||||
GBP | 2,017,479 | USD | 2,684,000 | Morgan Stanley | 07/13/18 | (20,179 | ) | ||||||||||||
NOK | 7,468,533 | USD | 917,000 | Morgan Stanley | 07/13/18 | 396 | |||||||||||||
USD | 887,000 | CHF | 880,827 | Morgan Stanley | 07/13/18 | (3,229 | ) | ||||||||||||
USD | 1,607,000 | GBP | 1,211,754 | Morgan Stanley | 07/13/18 | 7,035 | |||||||||||||
USD | 111,000 | ZAR | 1,400,472 | Morgan Stanley | 08/10/18 | 9,419 | |||||||||||||
ILS | 955,265 | USD | 273,403 | Morgan Stanley | 08/10/18 | (11,551 | ) | ||||||||||||
AUD | 1,130,364 | USD | 839,000 | The Bank of New York Mellon | 07/13/18 | (2,443 | ) | ||||||||||||
$51,172 |
At June 30, 2018, the following futures contracts were outstanding for Voya Global Bond Portfolio:
Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | |||||||||||||||
Long Contracts: | |||||||||||||||||||
30-year German Government Bond | 25 | 09/06/18 | $ | 5,187,958 | $ | 30,825 | |||||||||||||
Australia 10-Year Bond | 11 | 09/17/18 | 1,053,075 | 13,649 | |||||||||||||||
Australia 3-Year Bond | 36 | 09/17/18 | 2,966,392 | 10,210 | |||||||||||||||
Canada 10-Year Bond | 22 | 09/19/18 | 2,287,772 | 47,998 | |||||||||||||||
Euro-Bobl 5-Year | 54 | 09/06/18 | 8,334,809 | 17,412 | |||||||||||||||
Euro-OAT | 66 | 09/06/18 | 11,911,154 | 114,730 | |||||||||||||||
Euro-Schatz | 116 | 09/06/18 | 15,183,590 | (1,771 | ) | ||||||||||||||
Japanese Government Bonds 10-Year Mini | 1 | 09/11/18 | 136,242 | 143 | |||||||||||||||
Long Gilt | 35 | 09/26/18 | 5,684,290 | 19,566 | |||||||||||||||
Short Gilt | 9 | 09/26/18 | 1,224,951 | (998 | ) | ||||||||||||||
U.S. Treasury Long Bond | 16 | 09/19/18 | 2,320,000 | (6,658 | ) | ||||||||||||||
U.S. Treasury Ultra Long Bond | 8 | 09/19/18 | 1,276,500 | (3,355 | ) | ||||||||||||||
$ | 57,566,733 | $ | 241,751 | ||||||||||||||||
Short Contracts: | |||||||||||||||||||
Euro-Bund | (19 | ) | 09/06/18 | (3,606,696 | ) | (39,794 | ) | ||||||||||||
U.S. Treasury 10-Year Note | (10 | ) | 09/19/18 | (1,201,875 | ) | (6,270 | ) | ||||||||||||
U.S. Treasury 2-Year Note | (4 | ) | 09/28/18 | (847,313 | ) | 242 | |||||||||||||
U.S. Treasury 5-Year Note | (68 | ) | 09/28/18 | (7,725,969 | ) | (11,818 | ) | ||||||||||||
U.S. Treasury Ultra 10-Year Note | (115 | ) | 09/19/18 | (14,746,953 | ) | 75,236 | |||||||||||||
$ | (28,128,806 | ) | $ | 17,596 |
At June 30, 2018, 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 | 2.960 | % | Semi-Annual | 11/21/44 | CAD | 1,000,000 | $ | 46,597 | $ | 38,704 | |||||||||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 0.294 | Annual | 02/10/23 | EUR | 2,400,000 | 10,782 | 11,395 | ||||||||||||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 0.325 | Annual | 02/16/23 | EUR | 100,000 | 608 | 624 | ||||||||||||||||||||||||||
Pay | 6-month GBP-LIBOR | Semi-Annual | 2.899 | Semi-Annual | 08/22/44 | GBP | 2,000,000 | 740,293 | 854,718 | ||||||||||||||||||||||||||
Pay | 6-month JPY-LIBOR | Semi-Annual | (0.165 | ) | Semi-Annual | 07/14/18 | JPY | 619,500,000 | (498 | ) | (1,579 | ) | |||||||||||||||||||||||
Pay | 6-month JPY-LIBOR | Semi-Annual | (0.105 | ) | Semi-Annual | 03/07/21 | JPY | 750,000,000 | (29,438 | ) | (30,112 | ) | |||||||||||||||||||||||
Pay | 6-month JPY-LIBOR | Semi-Annual | (0.199 | ) | Semi-Annual | 07/14/21 | JPY | 512,300,000 | (37,033 | ) | (39,395 | ) | |||||||||||||||||||||||
Pay | 6-month JPY-LIBOR | Semi-Annual | (0.020 | ) | Semi-Annual | 03/07/23 | JPY | 750,000,000 | (39,030 | ) | (37,554 | ) | |||||||||||||||||||||||
Pay | 6-month JPY-LIBOR | Semi-Annual | 0.754 | Semi-Annual | 05/21/24 | JPY | 1,855,000,000 | 609,357 | 582,838 | ||||||||||||||||||||||||||
Pay | 6-month JPY-LIBOR | Semi-Annual | 0.558 | Semi-Annual | 02/24/25 | JPY | 1,084,559,370 | 258,872 | 232,307 | ||||||||||||||||||||||||||
Pay | 6-month JPY-LIBOR | Semi-Annual | (0.092 | ) | Semi-Annual | 07/14/26 | JPY | 652,900,000 | (143,434 | ) | (146,570 | ) | |||||||||||||||||||||||
Pay | 6-month JPY-LIBOR | Semi-Annual | 0.387 | Semi-Annual | 03/02/31 | JPY | 7,700,000 | (110 | ) | 25 | |||||||||||||||||||||||||
Pay | 6-month JPY-LIBOR | Semi-Annual | 0.360 | Semi-Annual | 03/03/31 | JPY | 867,000,000 | (39,142 | ) | (23,061 | ) | ||||||||||||||||||||||||
Pay | 6-month JPY-LIBOR | Semi-Annual | 0.623 | Semi-Annual | 03/02/36 | JPY | 6,200,000 | 255 | 397 | ||||||||||||||||||||||||||
Pay | 6-month JPY-LIBOR | Semi-Annual | 0.585 | Semi-Annual | 03/03/36 | JPY | 693,000,000 | (12,230 | ) | 4,996 | |||||||||||||||||||||||||
Pay | 6-month JPY-LIBOR | Semi-Annual | 1.289 | Semi-Annual | 02/04/45 | JPY | 1,015,000,000 | 1,135,412 | 1,093,199 | ||||||||||||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.932 | Semi-Annual | 03/16/22 | USD | 255,600,000 | (239,841 | ) | (239,841 | ) | ||||||||||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.904 | Semi-Annual | 06/29/28 | USD | 54,100,000 | (95,283 | ) | (95,283 | ) | ||||||||||||||||||||||||
Pay | 1-month USD-LIBOR | Monthly | 2.400 | Monthly | 10/27/32 | USD | 690,000 | (39,351 | ) | (39,262 | ) | ||||||||||||||||||||||||
Pay | 1-month USD-LIBOR | Monthly | 2.488 | Monthly | 10/27/47 | USD | 800,000 | (54,254 | ) | (54,143 | ) | ||||||||||||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | (0.123 | ) | Annual | 02/11/19 | EUR | 200,000 | (215 | ) | (194 | ) | |||||||||||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | (0.095 | ) | Annual | 02/16/19 | EUR | 100,000 | (131 | ) | (119 | ) | |||||||||||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.056 | Annual | 02/10/21 | EUR | 100,000 | (456 | ) | (469 | ) | ||||||||||||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 1.143 | Annual | 02/04/46 | EUR | 500,000 | 43,752 | 39,332 |
See Accompanying Notes to Financial Statements
81
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (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) | |||||||||||||||||||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | (0.030 | )% | Semi-Annual | 03/02/23 | JPY | 15,400,000 | $ | 860 | $ | 829 | |||||||||||||||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | (0.044 | ) | Semi-Annual | 03/03/23 | JPY | 1,733,000,000 | 107,061 | 102,996 | |||||||||||||||||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 0.119 | Semi-Annual | 03/02/26 | JPY | 10,900,000 | 589 | 500 | ||||||||||||||||||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 0.103 | Semi-Annual | 03/03/26 | JPY | 1,231,000,000 | 80,131 | 69,497 | ||||||||||||||||||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 0.373 | Semi-Annual | 03/07/31 | JPY | 350,000,000 | 11,051 | 4,689 | ||||||||||||||||||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 0.178 | Semi-Annual | 07/14/36 | JPY | 326,600,000 | 224,675 | 225,788 | ||||||||||||||||||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 1.443 | Semi-Annual | 02/24/45 | JPY | 468,636,765 | (689,329 | ) | (659,077 | ) | ||||||||||||||||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 0.233 | Semi-Annual | 07/14/46 | JPY | 172,300,000 | 240,722 | 243,469 | ||||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 1.578 | Monthly | 10/27/18 | USD | 35,780,000 | 71,803 | 70,460 | ||||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 1.720 | Monthly | 10/27/19 | USD | 18,320,000 | 189,222 | 188,245 | ||||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.656 | Monthly | 06/19/20 | USD | 8,150,000 | (4,581 | ) | (4,581 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 1.079 | Monthly | 04/04/21 | USD | 7,500,000 | 326,686 | 326,687 | ||||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 1.983 | Monthly | 10/27/22 | USD | 23,590,000 | 749,080 | 747,133 | ||||||||||||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.939 | Semi-Annual | 03/16/23 | USD | 262,500,000 | (72,279 | ) | (72,279 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.816 | Monthly | 06/19/23 | USD | 1,716,000 | (3,873 | ) | (3,873 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.514 | Monthly | 01/24/25 | USD | 1,210,000 | 20,135 | 20,135 | ||||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.728 | Monthly | 03/01/25 | USD | 4,110,000 | 15,303 | 15,303 | ||||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.210 | Monthly | 10/27/26 | USD | 3,590,000 | 162,110 | 161,723 | ||||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.681 | Monthly | 02/02/28 | USD | 1,690,000 | 21,560 | 21,560 | ||||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.884 | Monthly | 06/19/28 | USD | 910,000 | (3,922 | ) | (3,922 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.390 | Monthly | 12/11/32 | USD | 400,000 | 23,474 | 23,474 | ||||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.962 | Monthly | 04/30/33 | USD | 530,000 | (6,788 | ) | (6,788 | ) | ||||||||||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.188 | Semi-Annual | 04/04/46 | USD | 900,000 | 141,499 | 141,499 | ||||||||||||||||||||||||||
$3,720,671 | $3,764,420 |
At June 30, 2018, the following over-the-counter purchased interest rate swaptions were outstanding for Voya Global Bond Portfolio:
Description | Counterparty | Exercise Rate | Pay/ Receive Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Cost | Fair Value | |||||||||||||||||||||||||||
Call on 10-Year Interest Rate Swap | BNP Paribas | 2.768 | % | Receive | 3-month USD-LIBOR | 07/11/18 | USD | 61,625,000 | $ | 24,148 | $ | 10,507 | |||||||||||||||||||||||
Put on 10-Year Interest Rate Swap | Barclays Bank PLC | 3.400 | % | Pay | 3-month USD-LIBOR | 08/20/18 | USD | 47,400,000 | 162,444 | 9,492 | |||||||||||||||||||||||||
Put on 10-Year Interest Rate Swap | BNP Paribas | 3.068 | % | Pay | 3-month USD-LIBOR | 07/11/18 | USD | 61,625,000 | 24,148 | 16,908 | |||||||||||||||||||||||||
Put on 10-Year Interest Rate Swap | Citibank N.A. | 3.332 | % | Pay | 3-month USD-LIBOR | 07/25/18 | USD | 47,400,000 | 184,860 | 1,199 | |||||||||||||||||||||||||
Put on 10-Year Interest Rate Swap | Deutsche Bank AG | 3.375 | % | Pay | 3-month USD-LIBOR | 08/15/18 | USD | 47,400,000 | 166,848 | 8,215 | |||||||||||||||||||||||||
$ | 562,448 | $ | 46,321 |
At June 30, 2018, the following over-the-counter written interest rate swaptions were outstanding for Voya Global Bond Portfolio:
Description | Counterparty | Exercise Rate | Pay/ Receive Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Premiums Received | Fair Value | |||||||||||||||||||||||||||
Call on 10-Year Interest Rate Swap | Barclays Bank PLC | 2.900 | % | Pay | 3-month USD-LIBOR | 08/20/18 | USD | 47,400,000 | $ | 146,328 | $ | (269,500 | ) | ||||||||||||||||||||||
Call on 10-Year Interest Rate Swap | BNP Paribas | 2.913 | % | Pay | 3-month USD-LIBOR | 07/25/18 | USD | 61,625,000 | 326,110 | (250,220 | ) | ||||||||||||||||||||||||
Call on 10-Year Interest Rate Swap | Citibank N.A. | 2.832 | % | Pay | 3-month USD-LIBOR | 07/25/18 | USD | 47,400,000 | 172,536 | (82,573 | ) | ||||||||||||||||||||||||
Call on 10-Year Interest Rate Swap | Deutsche Bank AG | 2.875 | % | Pay | 3-month USD-LIBOR | 08/15/18 | USD | 47,400,000 | 150,495 | (210,697 | ) | ||||||||||||||||||||||||
Put on 10-Year Interest Rate Swap | BNP Paribas | 2.913 | % | Receive | 3-month USD-LIBOR | 07/25/18 | USD | 61,625,000 | 326,111 | (355,538 | ) | ||||||||||||||||||||||||
$ | 1,121,580 | $ | (1,168,528 | ) |
See Accompanying Notes to Financial Statements
82
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
At June 30, 2018, the following over-the-counter forward premium swaptions were outstanding for Voya Global Bond Portfolio:
Description | Counterparty | Exercise Rate | Pay/ Receive Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Premium Receivable/ (Payable) at Expiration | Unrealized Appreciation/ (Depreciation) | |||||||||||||||||||||||||||
Call on 5-Year Interest Rate Swap (Purchased) | Bank of America N.A. | 0.000 | % | Receive | 3-month USD-LIBOR | 02/20/19 | USD | 10,170,000 | $ | (541,552 | ) | $ | 13,458 | ||||||||||||||||||||||
Call on 5-Year Interest Rate Swap (Purchased) | Barclays Bank PLC | 0.000 | % | Receive | 3-month USD-LIBOR | 04/25/19 | USD | 14,449,000 | 763,991 | 23,918 | |||||||||||||||||||||||||
Call on 5-Year Interest Rate Swap (Purchased) | Morgan Stanley Capital Services LLC | 0.000 | % | Receive | 3-month USD-LIBOR | 02/13/19 | USD | 10,170,000 | (551,520 | ) | 3,701 | ||||||||||||||||||||||||
Call on 5-Year Interest Rate Swap (Purchased) | Morgan Stanley Capital Services LLC | 0.000 | % | Receive | 3-month USD-LIBOR | 03/06/19 | USD | 10,170,000 | (544,858 | ) | 10,010 | ||||||||||||||||||||||||
Call on 5-Year Interest Rate Swap (Purchased) | Morgan Stanley Capital Services LLC | 0.000 | % | Receive | 3-month USD-LIBOR | 04/25/19 | USD | 16,061,000 | 854,445 | 21,458 | |||||||||||||||||||||||||
$ | (19,494 | ) | $ | 72,545 |
Currency Abbreviations
AUD — Australian Dollar
BRL — Brazilian Real
CAD — Canadian Dollar
CHF — Swiss Franc
CLP — Chilean Peso
COP — Colombian Peso
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
83
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (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, 2018 was as follows:
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | |||||||||
Asset Derivatives | |||||||||||
Interest rate contracts | Investments in securities at value* | $ | 46,321 | ||||||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | 2,839,753 | |||||||||
Interest rate contracts | Unrealized appreciation on forward premium swaptions** | 72,545 | |||||||||
Interest rate contracts | Net Assets — Unrealized appreciation*** | 330,011 | |||||||||
Interest rate contracts | Net Assets — Unrealized appreciation**** | 5,222,522 | |||||||||
Total Asset Derivatives | $ | 8,511,152 | |||||||||
Liability Derivatives | |||||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 2,788,581 | ||||||||
Interest rate contracts | Net Assets — Unrealized depreciation*** | 70,664 | |||||||||
Interest rate contracts | Net Assets — Unrealized depreciation**** | 1,458,102 | |||||||||
Interest rate contracts | Written options, at fair value | 1,168,528 | |||||||||
Total Liability Derivatives | $ | 5,485,875 |
* Includes purchased options.
** Includes cumulative appreciation/depreciation of forward premium swaptions as reported in the following the Portfolio of Investments.
*** Includes cumulative appreciation/depreciation of futures contracts as reported in the table following the Portfolio of Investments.
**** Includes cumulative appreciation/depreciation of centrally cleared swaps as reported in the table following the Portfolio of Investments. Only current day's variation margin receivable/payable is shown on the Statement of Assets and Liabiliites.
The effect of derivative instruments on the Portfolio's Statement of Operations for the period ended June 30, 2018 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 | |||||||||||||||||||||
Equity contracts | $ | — | $ | — | $ | (30,468 | ) | $ | — | $ | — | $ | (30,468 | ) | |||||||||||||
Credit Contracts | — | — | — | 77,798 | — | 77,798 | |||||||||||||||||||||
Foreign exchange contracts | 201,600 | (194,471 | ) | — | — | 108,675 | 115,804 | ||||||||||||||||||||
Interest rate contracts | 5,123,560 | — | 664,802 | 1,254,393 | (4,054,228 | ) | 2,988,527 | ||||||||||||||||||||
Total | $ | 5,325,160 | $ | (194,471 | ) | $ | 634,334 | $ | 1,332,191 | $ | (3,945,553 | ) | $ | 3,151,661 | |||||||||||||
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 | |||||||||||||||||||||
Credit contracts | $ | — | $ | — | $ | — | $ | (8,193 | ) | $ | — | $ | (8,193 | ) | |||||||||||||
Foreign exchange contracts | — | (1,296,479 | ) | — | — | — | (1,296,479 | ) | |||||||||||||||||||
Interest rate contracts | 24,194 | — | 464,756 | 708,905 | (647,112 | ) | 550,743 | ||||||||||||||||||||
Total | $ | 24,194 | $ | (1,296,479 | ) | $ | 464,756 | $ | 700,712 | $ | (647,112 | ) | $ | (753,929 | ) |
* 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
84
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2018 (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, 2018:
Bank of America N.A. | Barclays Bank PLC | BNP Paribas | Citibank N.A. | Credit Suisse International | Deutsche Bank AG | Goldman Sachs International | HSBC Bank USA N.A. | JPMorgan Chase Bank N.A. | Morgan Stanley | Morgan Stanley Capital Services LLC | The Bank of New York Mellon | Totals | |||||||||||||||||||||||||||||||||||||||||||
Assets: | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Purchased options | $ | — | $ | 9,492 | $ | 27,415 | $ | 1,199 | $ | — | $ | 8,215 | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | 46,321 | |||||||||||||||||||||||||||||
Forward premium swaptions | 13,458 | 23,918 | — | — | — | — | — | — | — | — | 35,169 | — | 72,545 | ||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | — | 564,436 | 183,355 | 671,601 | 68,208 | 174,053 | 284,982 | 403,065 | 327,903 | 162,150 | — | — | 2,839,753 | ||||||||||||||||||||||||||||||||||||||||||
Total Assets | $ | 13,458 | $ | 597,846 | $ | 210,770 | $ | 672,800 | $ | 68,208 | $ | 182,268 | $ | 284,982 | $ | 403,065 | $ | 327,903 | $ | 162,150 | $ | 35,169 | $ | — | $ | 2,958,619 | |||||||||||||||||||||||||||||
Liabilities: | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | — | $ | 383,560 | $ | 158,519 | $ | 318,859 | $ | 68,356 | $ | 101,247 | $ | 1,169,436 | $ | 56,925 | $ | 421,542 | $ | 107,694 | $ | — | $ | 2,443 | $ | 2,788,581 | |||||||||||||||||||||||||||||
Written options | — | 269,500 | 605,758 | 82,573 | — | 210,697 | — | — | — | — | — | — | 1,168,528 | ||||||||||||||||||||||||||||||||||||||||||
Total Liabilities | $ | — | $ | 653,060 | $ | 764,277 | $ | 401,432 | $ | 68,356 | $ | 311,944 | $ | 1,169,436 | $ | 56,925 | $ | 421,542 | $ | 107,694 | $ | — | $ | 2,443 | $ | 3,957,109 | |||||||||||||||||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | 13,458 | $ | (55,214 | ) | $ | (553,507 | ) | $ | 271,368 | $ | (148 | ) | $ | (129,676 | ) | $ | (884,454 | ) | $ | 346,140 | $ | (93,639 | ) | $ | 54,456 | $ | 35,169 | $ | (2,443 | ) | $ | (998,490 | ) | |||||||||||||||||||||
Total collateral pledged by the Portfolio/ (Received from counterparty) | $ | — | $ | 55,214 | $ | — | $ | (226,000 | ) | $ | — | $ | 50,000 | $ | — | $ | (346,140 | ) | $ | — | $ | — | $ | (35,169 | ) | $ | — | $ | (502,095 | ) | |||||||||||||||||||||||||
Net Exposure(1)(2) | $ | 13,458 | $ | — | $ | (553,507 | ) | $ | 45,368 | $ | (148 | ) | $ | (79,676 | ) | $ | (884,454 | ) | $ | — | $ | (93,639 | ) | $ | 54,456 | $ | — | $ | (2,443 | ) | $ | (1,500,585 | ) |
(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, 2018, the Portfolio pledged $330,000 in cash collateral from Barclays Bank PLC. In addition, the Portfolio received $410,000 and $40,000 in cash collateral from HSBC Bank USA N.A and Morgan Stanley Capital Services LLC, respectively. Excess cash collateral is not shown for financial reporting purposes.
At June 30, 2018, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments at period end were:
Cost for federal income tax purposes was $233,486,649.
Net unrealized depreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 10,373,589 | |||||
Gross Unrealized Depreciation | (19,678,054 | ) | |||||
Net Unrealized Depreciation | $ | (9,304,465 | ) |
See Accompanying Notes to Financial Statements
85
VY® AMERICAN CENTURY SUMMARY PORTFOLIO OF INVESTMENTS
SMALL-MID CAP VALUE PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED)
Sector Diversification
as of June 30, 2018
(as a percentage of net assets)
Financials | 24.9 | % | |||||
Industrials | 16.3 | % | |||||
Consumer Staples | 9.5 | % | |||||
Energy | 7.9 | % | |||||
Information Technology | 7.7 | % | |||||
Materials | 7.5 | % | |||||
Health Care | 7.2 | % | |||||
Real Estate | 5.8 | % | |||||
Consumer Discretionary | 5.3 | % | |||||
Utilities | 4.7 | % | |||||
Exchange-Traded Funds | 1.1 | % | |||||
Assets in Excess of Other Liabilities* | 2.1 | % | |||||
Net Assets | 100.0 | % |
* Includes short-term investments.
Portfolio holdings are subject to change daily.
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 96.7% | |||||||||||||||||||
Consumer Discretionary: 5.3% | |||||||||||||||||||
20,652 | Advance Auto Parts, Inc. | $ | 2,802,477 | 0.8 | |||||||||||||||
585,061 | (1 | ),(2) | Other Securities | 16,467,876 | 4.5 | ||||||||||||||
19,270,353 | 5.3 | ||||||||||||||||||
Consumer Staples: 9.5% | |||||||||||||||||||
121,692 | Conagra Brands, Inc. | 4,348,055 | 1.2 | ||||||||||||||||
50,914 | Kellogg Co. | 3,557,361 | 1.0 | ||||||||||||||||
75,921 | Mondelez International, Inc. | 3,112,761 | 0.8 | ||||||||||||||||
319,347 | Orkla ASA | 2,793,931 | 0.8 | ||||||||||||||||
54,384 | Sysco Corp. | 3,713,883 | 1.0 | ||||||||||||||||
65,419 | (3 | ) | US Foods Holding Corp. | 2,474,147 | 0.7 | ||||||||||||||
252,191 | (1 | ),(2) | Other Securities | 14,593,785 | 4.0 | ||||||||||||||
34,593,923 | 9.5 | ||||||||||||||||||
Energy: 7.9% | |||||||||||||||||||
93,604 | Baker Hughes a GE Co. | 3,091,740 | 0.9 | ||||||||||||||||
26,744 | Cimarex Energy Co. | 2,720,935 | 0.8 | ||||||||||||||||
76,256 | Devon Energy Corp. | 3,352,214 | 0.9 | ||||||||||||||||
68,592 | EQT Corp. | 3,784,907 | 1.0 | ||||||||||||||||
70,991 | National Oilwell Varco, Inc. | 3,081,009 | 0.8 | ||||||||||||||||
97,477 | Noble Energy, Inc. | 3,438,989 | 0.9 | ||||||||||||||||
306,354 | (1 | ),(2) | Other Securities | 9,330,244 | 2.6 | ||||||||||||||
28,800,038 | 7.9 | ||||||||||||||||||
Financials: 24.9% | |||||||||||||||||||
24,613 | Ameriprise Financial, Inc. | 3,442,866 | 1.0 | ||||||||||||||||
36,454 | Bank of Hawaii Corp. | 3,040,993 | 0.9 | ||||||||||||||||
58,250 | Bank of the Ozarks, Inc. | 2,623,580 | 0.7 | ||||||||||||||||
68,889 | BankUnited, Inc. | 2,814,116 | 0.8 | ||||||||||||||||
95,036 | BB&T Corp. | 4,793,616 | 1.3 | ||||||||||||||||
28,877 | Chubb Ltd. | 3,667,956 | 1.0 | ||||||||||||||||
45,953 | Commerce Bancshares, Inc. | 2,973,619 | 0.8 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
194,572 | (4 | ),(5) | Compass Diversified Holdings | $ | 3,366,096 | 0.9 | |||||||||||||
118,077 | (4 | ) | Home Bancshares, Inc./ Conway AR | 2,663,817 | 0.7 | ||||||||||||||
187,518 | Invesco Ltd. | 4,980,478 | 1.4 | ||||||||||||||||
19,690 | M&T Bank Corp. | 3,350,253 | 0.9 | ||||||||||||||||
53,628 | Northern Trust Corp. | 5,517,785 | 1.5 | ||||||||||||||||
39,974 | SunTrust Banks, Inc. | 2,639,083 | 0.7 | ||||||||||||||||
53,086 | UMB Financial Corp. | 4,046,746 | 1.1 | ||||||||||||||||
265,189 | Valley National Bancorp | 3,224,698 | 0.9 | ||||||||||||||||
1,117,752 | (1 | ),(2) | Other Securities | 37,591,662 | 10.3 | ||||||||||||||
90,737,364 | 24.9 | ||||||||||||||||||
Health Care: 7.2% | |||||||||||||||||||
58,172 | Cardinal Health, Inc. | 2,840,539 | 0.8 | ||||||||||||||||
64,360 | (3 | ) | LifePoint Health, Inc. | 3,140,768 | 0.8 | ||||||||||||||
24,923 | (3 | ),(6) | Siemens Healthineers AG | 1,027,043 | 0.3 | ||||||||||||||
64,546 | Zimmer Biomet Holdings, Inc. | 7,193,006 | 2.0 | ||||||||||||||||
134,812 | (2 | ) | Other Securities | 12,030,716 | 3.3 | ||||||||||||||
26,232,072 | 7.2 | ||||||||||||||||||
Industrials: 16.2% | |||||||||||||||||||
32,572 | Eaton Corp. PLC | 2,434,431 | 0.7 | ||||||||||||||||
45,376 | Emerson Electric Co. | 3,137,297 | 0.8 | ||||||||||||||||
150,857 | Heartland Express, Inc. | 2,798,397 | 0.8 | ||||||||||||||||
47,435 | Hubbell, Inc. | 5,015,777 | 1.4 | ||||||||||||||||
27,006 | Ingersoll-Rand PLC - Class A | 2,423,249 | 0.7 | ||||||||||||||||
152,478 | Johnson Controls International plc | 5,100,389 | 1.4 | ||||||||||||||||
43,039 | MSC Industrial Direct Co. | 3,651,859 | 1.0 | ||||||||||||||||
50,293 | Southwest Airlines Co. | 2,558,908 | 0.7 | ||||||||||||||||
961,718 | (1 | ),(2) | Other Securities | 31,618,686 | 8.7 | ||||||||||||||
58,738,993 | 16.2 |
See Accompanying Notes to Financial Statements
86
VY® AMERICAN CENTURY SUMMARY PORTFOLIO OF INVESTMENTS
SMALL-MID CAP VALUE PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Information Technology: 7.7% | |||||||||||||||||||
57,472 | Maxim Integrated Products | $ | 3,371,308 | 0.9 | |||||||||||||||
637,757 | (1 | ),(2) | Other Securities | 24,610,988 | 6.8 | ||||||||||||||
27,982,296 | 7.7 | ||||||||||||||||||
Materials: 7.5% | |||||||||||||||||||
88,051 | Bemis Co., Inc. | 3,716,633 | 1.0 | ||||||||||||||||
442,372 | Graphic Packaging Holding Co. | 6,418,818 | 1.8 | ||||||||||||||||
119,241 | Silgan Holdings, Inc. | 3,199,236 | 0.9 | ||||||||||||||||
56,274 | Sonoco Products Co. | 2,954,385 | 0.8 | ||||||||||||||||
77,727 | WestRock Co. | 4,431,993 | 1.2 | ||||||||||||||||
214,443 | Other Securities | 6,671,812 | 1.8 | ||||||||||||||||
27,392,877 | 7.5 | ||||||||||||||||||
Real Estate: 5.8% | |||||||||||||||||||
136,319 | Weyerhaeuser Co. | 4,970,191 | 1.4 | ||||||||||||||||
775,923 | (1 | ) | Other Securities | 16,182,760 | 4.4 | ||||||||||||||
21,152,951 | 5.8 | ||||||||||||||||||
Utilities: 4.7% | |||||||||||||||||||
41,931 | Edison International | 2,652,974 | 0.8 | ||||||||||||||||
51,082 | NorthWestern Corp. | 2,924,445 | 0.8 | ||||||||||||||||
78,970 | Xcel Energy, Inc. | 3,607,350 | 1.0 | ||||||||||||||||
108,934 | Other Securities | 7,707,688 | 2.1 | ||||||||||||||||
16,892,457 | 4.7 | ||||||||||||||||||
Total Common Stock (Cost $328,706,028) | 351,793,324 | 96.7 | |||||||||||||||||
EXCHANGE-TRADED FUNDS: 1.1% | |||||||||||||||||||
46,503 | iShares Russell Midcap Value Index Fund | 4,115,051 | 1.1 | ||||||||||||||||
Total Exchange-Traded Funds (Cost $4,115,036) | 4,115,051 | 1.1 | |||||||||||||||||
PREFERRED STOCK: 0.1% | |||||||||||||||||||
Industrials: 0.1% | |||||||||||||||||||
5,780 | (2 | ) | Other Securities | 361,134 | 0.1 | ||||||||||||||
Total Preferred Stock (Cost $308,095) | 361,134 | 0.1 | |||||||||||||||||
Total Long-Term Investments (Cost $333,129,159) | 356,269,509 | 97.9 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 5.5% | |||||||||||||||||||
Securities Lending Collateral(7): 3.3% | |||||||||||||||||||
5,722,101 | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/29/18, 2.08%, due 07/02/18 (Repurchase Amount $5,723,079, collateralized by various U.S. Government Agency Obligations, 1.691%-8.500%, Market Value plus accrued interest $5,836,543, due 07/25/18-06/15/53) | $ | 5,722,101 | 1.6 | |||||||||||||||
591,523 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $591,634, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $603,354, due 11/15/42-08/15/44) | 591,523 | 0.1 | ||||||||||||||||
2,856,451 | NBC Global Finance Ltd., Repurchase Agreement dated 06/29/18, 1.95%, due 07/02/18 (Repurchase Amount $2,856,909, collateralized by various U.S. Government Securities, 0.000%-3.625%, Market Value plus accrued interest $2,913,588, due 01/31/20-09/09/49) | 2,856,451 | 0.8 | ||||||||||||||||
2,856,451 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $2,856,991, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,913,601, due 07/15/19-02/15/48) | 2,856,451 | 0.8 | ||||||||||||||||
12,026,526 | 3.3 |
See Accompanying Notes to Financial Statements
87
VY® AMERICAN CENTURY SUMMARY PORTFOLIO OF INVESTMENTS
SMALL-MID CAP VALUE PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Mutual Funds: 2.2% | |||||||||||||||||||
7,816,187 | (8 | ) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% (Cost $7,816,187) | $ | 7,816,187 | 2.2 | |||||||||||||
Total Short-Term Investments (Cost $19,842,713) | 19,842,713 | 5.5 | |||||||||||||||||
Total Investments in Securities (Cost $352,971,872) | $ | 376,112,222 | 103.4 | ||||||||||||||||
Liabilities in Excess of Other Assets | (12,273,422 | ) | (3.4 | ) | |||||||||||||||
Net Assets | $ | 363,838,800 | 100.0 |
"Other Securities" represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2018.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† Unless otherwise indicated, principal amount is shown in USD.
(1) The grouping contains securities on loan.
(2) The grouping contains non-income producing securities.
(3) Non-income producing security.
(4) Security, or a portion of the security, is on loan.
(5) Security is a Master Limited Partnership.
(6) 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.
(7) Represents securities purchased with cash collateral received for securities on loan.
(8) Rate shown is the 7-day yield as of June 30, 2018.
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2018 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, 2018 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Consumer Discretionary | $ | 19,270,353 | $ | — | $ | — | $ | 19,270,353 | |||||||||||
Consumer Staples | 31,799,992 | 2,793,931 | — | 34,593,923 | |||||||||||||||
Energy | 28,800,038 | — | — | 28,800,038 | |||||||||||||||
Financials | 90,737,364 | — | — | 90,737,364 | |||||||||||||||
Health Care | 25,205,029 | 1,027,043 | — | 26,232,072 | |||||||||||||||
Industrials | 56,691,128 | 2,047,865 | — | 58,738,993 | |||||||||||||||
Information Technology | 27,982,296 | — | — | 27,982,296 | |||||||||||||||
Materials | 27,392,877 | — | — | 27,392,877 | |||||||||||||||
Real Estate | 21,152,951 | — | — | 21,152,951 | |||||||||||||||
Utilities | 16,892,457 | — | — | 16,892,457 | |||||||||||||||
Total Common Stock | 345,924,485 | 5,868,839 | — | 351,793,324 | |||||||||||||||
Exchange-Traded Funds | 4,115,051 | — | — | 4,115,051 | |||||||||||||||
Preferred Stock | 361,134 | — | — | 361,134 | |||||||||||||||
Short-Term Investments | 7,816,187 | 12,026,526 | — | 19,842,713 | |||||||||||||||
Total Investments, at fair value | $ | 358,216,857 | $ | 17,895,365 | $ | — | $ | 376,112,222 | |||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | — | 31,863 | — | 31,863 | |||||||||||||||
Total Assets | $ | 358,216,857 | $ | 17,927,228 | $ | — | $ | 376,144,085 | |||||||||||
Liabilities Table | |||||||||||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (32,280 | ) | $ | — | $ | (32,280 | ) | |||||||||
Total Liabilities | $ | — | $ | (32,280 | ) | $ | — | $ | (32,280 | ) |
^ 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 valued at the unrealized gain (loss) 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
88
VY® AMERICAN CENTURY SUMMARY PORTFOLIO OF INVESTMENTS
SMALL-MID CAP VALUE PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
At June 30, 2018, 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 | 911,655 | EUR | 774,401 | Credit Suisse AG | 09/28/18 | $ | 1,233 | ||||||||||||
EUR | 21,290 | USD | 24,986 | Credit Suisse AG | 09/28/18 | 44 | |||||||||||||
USD | 2,402,156 | NOK | 19,407,857 | Goldman Sachs & Co. | 09/28/18 | 10,767 | |||||||||||||
USD | 238,062 | GBP | 180,854 | Morgan Stanley | 09/28/18 | (1,563 | ) | ||||||||||||
USD | 178,269 | GBP | 134,628 | Morgan Stanley | 09/28/18 | (108 | ) | ||||||||||||
CAD | 89,605 | USD | 67,449 | Morgan Stanley | 09/28/18 | 812 | |||||||||||||
GBP | 34,959 | USD | 46,459 | Morgan Stanley | 09/28/18 | (140 | ) | ||||||||||||
USD | 593,712 | GBP | 452,373 | Morgan Stanley | 09/28/18 | (5,665 | ) | ||||||||||||
USD | 1,755,416 | GBP | 1,317,148 | Morgan Stanley | 09/28/18 | 10,243 | |||||||||||||
USD | 1,141,133 | JPY | 124,592,299 | Morgan Stanley | 09/28/18 | 8,764 | |||||||||||||
JPY | 4,597,849 | USD | 42,131 | Morgan Stanley | 09/28/18 | (343 | ) | ||||||||||||
USD | 1,792,086 | CAD | 2,384,549 | Morgan Stanley | 09/28/18 | (24,461 | ) | ||||||||||||
$(417) |
Currency Abbreviations
CAD — Canadian Dollar
EUR — EU Euro
GBP — British Pound
JPY — Japanese Yen
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, 2018 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 | $ | 31,863 | ||||||||
Total Asset Derivatives | $ | 31,863 | |||||||||
Liability Derivatives | |||||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 32,280 | ||||||||
Total Liability Derivatives | $ | 32,280 |
The effect of derivative instruments on the Portfolio's Statement of Operations for the period ended June 30, 2018 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 | $ | 48,553 | |||||
Total | $ | 48,553 | |||||
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 | $ | 132,051 | |||||
Total | $ | 132,051 |
At June 30, 2018, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments at period end were:
Cost for federal income tax purposes was $356,708,789.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 35,099,427 | |||||
Gross Unrealized Depreciation | (15,696,350 | ) | |||||
Net Unrealized Appreciation | $ | 19,403,077 |
See Accompanying Notes to Financial Statements
89
SUMMARY PORTFOLIO OF INVESTMENTS
VY® BARON GROWTH PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED)
Sector Diversification
as of June 30, 2018
(as a percentage of net assets)
Consumer Discretionary | 32.9 | % | |||||
Financials | 19.3 | % | |||||
Information Technology | 18.9 | % | |||||
Health Care | 8.8 | % | |||||
Real Estate | 7.8 | % | |||||
Industrials | 7.3 | % | |||||
Telecommunication Services | 1.9 | % | |||||
Consumer Staples | 1.2 | % | |||||
Assets in Excess of Other Liabilities* | 1.9 | % | |||||
Net Assets | 100.0 | % |
* Includes short-term investments.
Portfolio holdings are subject to change daily.
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 98.1% | |||||||||||||||||||
Consumer Discretionary: 32.9% | |||||||||||||||||||
230,000 | (1 | ) | Bright Horizons Family Solutions, Inc. | $ | 23,579,600 | 3.0 | |||||||||||||
544,900 | Choice Hotels International, Inc. | 41,194,440 | 5.3 | ||||||||||||||||
63,500 | Dick's Sporting Goods, Inc. | 2,238,375 | 0.3 | ||||||||||||||||
640,000 | Manchester United PLC - Class A | 13,184,000 | 1.7 | ||||||||||||||||
188,200 | Marriott Vacations Worldwide Corp. | 21,259,072 | 2.7 | ||||||||||||||||
43,123 | (1 | ) | Ollie's Bargain Outlet Holdings, Inc. | 3,126,417 | 0.4 | ||||||||||||||
472,571 | (1 | ) | Penn National Gaming, Inc. | 15,873,660 | 2.0 | ||||||||||||||
538,500 | (1 | ) | Pinnacle Entertainment, Inc. | 18,163,605 | 2.3 | ||||||||||||||
213,000 | Red Rock Resorts, Inc. | 7,135,500 | 0.9 | ||||||||||||||||
131,000 | (1 | ) | Under Armour, Inc. - Class A | 2,944,880 | 0.4 | ||||||||||||||
396,000 | Vail Resorts, Inc. | 108,579,240 | 13.9 | ||||||||||||||||
257,278,789 | 32.9 | ||||||||||||||||||
Consumer Staples: 1.2% | |||||||||||||||||||
98,425 | Church & Dwight Co., Inc. | 5,232,273 | 0.7 | ||||||||||||||||
116,900 | (1 | ) | Performance Food Group Co. | 4,290,230 | 0.5 | ||||||||||||||
9,522,503 | 1.2 | ||||||||||||||||||
Financials: 19.3% | |||||||||||||||||||
561,000 | (1 | ) | Arch Capital Group Ltd. | 14,844,060 | 1.9 | ||||||||||||||
270,000 | (2 | ) | Carlyle Group L.P. | 5,751,000 | 0.7 | ||||||||||||||
317,200 | Cohen & Steers, Inc. | 13,230,412 | 1.7 | ||||||||||||||||
65,500 | (1 | ) | Essent Group Ltd. | 2,346,210 | 0.3 | ||||||||||||||
82,000 | Factset Research Systems, Inc. | 16,244,200 | 2.1 | ||||||||||||||||
148,460 | Financial Engines, Inc. | 6,665,854 | 0.8 | ||||||||||||||||
51,000 | Houlihan Lokey, Inc. | 2,612,220 | 0.3 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
123,241 | Kinsale Capital Group, Inc. | $ | 6,761,001 | 0.9 | |||||||||||||||
80,000 | Moelis & Co. | 4,692,000 | 0.6 | ||||||||||||||||
136,500 | Morningstar, Inc. | 17,506,125 | 2.2 | ||||||||||||||||
181,000 | MSCI, Inc. - Class A | 29,942,830 | 3.8 | ||||||||||||||||
150,900 | (2 | ) | Oaktree Capital Group LLC | 6,134,085 | 0.8 | ||||||||||||||
226,825 | Primerica, Inc. | 22,591,770 | 2.9 | ||||||||||||||||
9,600 | (3 | ) | Other Securities | 2,052,480 | 0.3 | ||||||||||||||
151,374,247 | 19.3 | ||||||||||||||||||
Health Care: 8.8% | |||||||||||||||||||
94,500 | Bio-Techne Corp. | 13,981,275 | 1.8 | ||||||||||||||||
144,400 | (1 | ) | Idexx Laboratories, Inc. | 31,470,536 | 4.0 | ||||||||||||||
16,600 | (1 | ) | Mettler Toledo International, Inc. | 9,605,258 | 1.2 | ||||||||||||||
62,677 | (1 | ) | Neogen Corp. | 5,026,069 | 0.6 | ||||||||||||||
80,500 | West Pharmaceutical Services, Inc. | 7,992,845 | 1.0 | ||||||||||||||||
77,000 | (3 | ) | Other Securities | 1,174,250 | 0.2 | ||||||||||||||
69,250,233 | 8.8 | ||||||||||||||||||
Industrials: 7.3% | |||||||||||||||||||
64,300 | Air Lease Corp. | 2,698,671 | 0.3 | ||||||||||||||||
113,800 | (1 | ) | CoStar Group, Inc. | 46,957,294 | 6.0 | ||||||||||||||
108,800 | (1 | ) | Trex Co., Inc. | 6,809,792 | 0.9 | ||||||||||||||
5,150 | (3 | ) | Other Securities | 513,414 | 0.1 | ||||||||||||||
56,979,171 | 7.3 | ||||||||||||||||||
Information Technology: 18.9% | |||||||||||||||||||
99,734 | (1 | ) | 2U, Inc. | 8,333,773 | 1.1 | ||||||||||||||
91,000 | (1 | ) | Altair Engineering, Inc. | 3,110,380 | 0.4 | ||||||||||||||
176,700 | (1 | ) | ANSYS, Inc. | 30,777,606 | 3.9 | ||||||||||||||
283,700 | (1 | ) | Benefitfocus, Inc. | 9,532,320 | 1.2 | ||||||||||||||
265,600 | (1 | ) | Gartner, Inc. | 35,298,240 | 4.5 | ||||||||||||||
164,000 | (1 | ) | Guidewire Software, Inc. | 14,559,920 | 1.9 | ||||||||||||||
15,000 | Littelfuse, Inc. | 3,422,700 | 0.4 | ||||||||||||||||
198,700 | Maximus, Inc. | 12,341,257 | 1.6 |
See Accompanying Notes to Financial Statements
90
SUMMARY PORTFOLIO OF INVESTMENTS
VY® BARON GROWTH PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Information Technology (continued) | |||||||||||||||||||
473,650 | SS&C Technologies Holdings, Inc. | $ | 24,582,435 | 3.1 | |||||||||||||||
52,753 | (1 | ) | Wix.com Ltd. | 5,291,126 | 0.7 | ||||||||||||||
3,358 | (3 | ) | Other Securities | 348,695 | 0.1 | ||||||||||||||
147,598,452 | 18.9 | ||||||||||||||||||
Real Estate: 7.8% | |||||||||||||||||||
11,500 | Alexander's, Inc. | 4,400,245 | 0.6 | ||||||||||||||||
82,000 | Alexandria Real Estate Equities, Inc. | 10,345,940 | 1.3 | ||||||||||||||||
68,838 | American Assets Trust, Inc. | 2,635,807 | 0.3 | ||||||||||||||||
470,000 | Douglas Emmett, Inc. | 18,884,600 | 2.4 | ||||||||||||||||
699,650 | Gaming and Leisure Properties, Inc. | 25,047,470 | 3.2 | ||||||||||||||||
61,314,062 | 7.8 | ||||||||||||||||||
Telecommunication Services: 1.9% | |||||||||||||||||||
908,000 | (1 | ) | Iridium Communications, Inc. | 14,618,800 | 1.9 | ||||||||||||||
Total Common Stock (Cost $244,611,683) | 767,936,257 | 98.1 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 2.0% | |||||||||||||||||||
Mutual Funds: 2.0% | |||||||||||||||||||
15,914,992 | (4 | ) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% (Cost $15,914,992) | $ | 15,914,992 | 2.0 | |||||||||||||
Total Short-Term Investments (Cost $15,914,992) | 15,914,992 | 2.0 | |||||||||||||||||
Total Investments in Securities (Cost $260,526,675) | $ | 783,851,249 | 100.1 | ||||||||||||||||
Liabilities in Excess of Other Assets | (847,288 | ) | (0.1 | ) | |||||||||||||||
Net Assets | $ | 783,003,961 | 100.0 |
"Other Securities" represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2018.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
(1) Non-income producing security.
(2) Security is a Master Limited Partnership.
(3) The grouping contains non-income producing securities.
(4) Rate shown is the 7-day yield as of June 30, 2018.
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2018 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, 2018 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock* | $ | 767,936,257 | $ | — | $ | — | $ | 767,936,257 | |||||||||||
Short-Term Investments | 15,914,992 | — | — | 15,914,992 | |||||||||||||||
Total Investments, at fair value | $ | 783,851,249 | $ | — | $ | — | $ | 783,851,249 |
^ 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, 2018, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments at period end were:
Cost for federal income tax purposes was $266,182,604.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 522,316,916 | |||||
Gross Unrealized Depreciation | (4,648,271 | ) | |||||
Net Unrealized Appreciation | $ | 517,668,645 |
See Accompanying Notes to Financial Statements
91
VY® COLUMBIA SUMMARY PORTFOLIO OF INVESTMENTS
CONTRARIAN CORE PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED)
Sector Diversification
as of June 30, 2018
(as a percentage of net assets)
Information Technology | 27.1 | % | |||||
Financials | 15.4 | % | |||||
Health Care | 15.1 | % | |||||
Consumer Discretionary | 12.1 | % | |||||
Energy | 6.5 | % | |||||
Consumer Staples | 6.4 | % | |||||
Industrials | 5.9 | % | |||||
Materials | 4.5 | % | |||||
Telecommunication Services | 2.8 | % | |||||
Real Estate | 2.5 | % | |||||
Utilities | 0.7 | % | |||||
Assets in Excess of Other Liabilities* | 1.0 | % | |||||
Net Assets | 100.0 | % |
* Includes short-term investments.
Portfolio holdings are subject to change daily.
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 99.0% | |||||||||||||||||||
Consumer Discretionary: 12.1% | |||||||||||||||||||
5,625 | (1 | ) | Amazon.com, Inc. | $ | 9,561,375 | 3.2 | |||||||||||||
144,504 | Comcast Corp. - Class A | 4,741,176 | 1.6 | ||||||||||||||||
42,719 | Lowe's Cos, Inc. | 4,082,655 | 1.4 | ||||||||||||||||
19,241 | McDonald's Corp. | 3,014,872 | 1.0 | ||||||||||||||||
26,450 | PVH Corp. | 3,960,094 | 1.4 | ||||||||||||||||
65,530 | Tapestry, Inc. | 3,060,906 | 1.0 | ||||||||||||||||
50,648 | (2 | ) | Other Securities | 7,388,163 | 2.5 | ||||||||||||||
35,809,241 | 12.1 | ||||||||||||||||||
Consumer Staples: 6.4% | |||||||||||||||||||
125,585 | Mondelez International, Inc. | 5,148,985 | 1.7 | ||||||||||||||||
77,865 | Philip Morris International, Inc. | 6,286,820 | 2.1 | ||||||||||||||||
37,930 | Sysco Corp. | 2,590,240 | 0.9 | ||||||||||||||||
105,169 | Other Securities | 5,064,112 | 1.7 | ||||||||||||||||
19,090,157 | 6.4 | ||||||||||||||||||
Energy: 6.5% | |||||||||||||||||||
133,618 | Canadian Natural Resources Ltd. | 4,819,602 | 1.6 | ||||||||||||||||
53,861 | Chevron Corp. | 6,809,646 | 2.3 | ||||||||||||||||
32,834 | EOG Resources, Inc. | 4,085,535 | 1.4 | ||||||||||||||||
77,771 | Halliburton Co. | 3,504,361 | 1.2 | ||||||||||||||||
19,219,144 | 6.5 | ||||||||||||||||||
Financials: 15.4% | |||||||||||||||||||
48,910 | American International Group, Inc. | 2,593,208 | 0.9 | ||||||||||||||||
22,030 | Aon PLC | 3,021,855 | 1.0 | ||||||||||||||||
58,351 | Bank of New York Mellon Corp. | 3,146,869 | 1.1 | ||||||||||||||||
37,487 | (1 | ) | Berkshire Hathaway, Inc. - Class B | 6,996,949 | 2.4 | ||||||||||||||
4,386 | Blackrock, Inc. | 2,188,789 | 0.7 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
83,737 | Citigroup, Inc. | $ | 5,603,680 | 1.9 | |||||||||||||||
89,993 | JPMorgan Chase & Co. | 9,377,271 | 3.2 | ||||||||||||||||
63,440 | Morgan Stanley | 3,007,056 | 1.0 | ||||||||||||||||
61,755 | US Bancorp | 3,088,985 | 1.0 | ||||||||||||||||
85,315 | Wells Fargo & Co. | 4,729,864 | 1.6 | ||||||||||||||||
8,775 | Other Securities | 1,789,135 | 0.6 | ||||||||||||||||
45,543,661 | 15.4 | ||||||||||||||||||
Health Care: 15.1% | |||||||||||||||||||
38,093 | Abbott Laboratories | 2,323,292 | 0.8 | ||||||||||||||||
19,420 | (1 | ) | Alexion Pharmaceuticals, Inc. | 2,410,993 | 0.8 | ||||||||||||||
22,665 | Allergan plc | 3,778,709 | 1.3 | ||||||||||||||||
19,170 | Anthem, Inc. | 4,563,035 | 1.5 | ||||||||||||||||
16,935 | (1 | ) | Biogen, Inc. | 4,915,214 | 1.7 | ||||||||||||||
56,487 | Johnson & Johnson | 6,854,132 | 2.3 | ||||||||||||||||
93,783 | Medtronic PLC | 8,028,763 | 2.7 | ||||||||||||||||
166,581 | Pfizer, Inc. | 6,043,559 | 2.0 | ||||||||||||||||
56,228 | (2 | ) | Other Securities | 5,927,736 | 2.0 | ||||||||||||||
44,845,433 | 15.1 | ||||||||||||||||||
Industrials: 5.9% | |||||||||||||||||||
26,474 | FedEx Corp. | 6,011,186 | 2.0 | ||||||||||||||||
11,995 | General Dynamics Corp. | 2,235,988 | 0.8 | ||||||||||||||||
42,802 | Honeywell International, Inc. | 6,165,628 | 2.1 | ||||||||||||||||
49,568 | Other Securities | 2,987,650 | 1.0 | ||||||||||||||||
17,400,452 | 5.9 | ||||||||||||||||||
Information Technology: 27.1% | |||||||||||||||||||
41,675 | Activision Blizzard, Inc. | 3,180,636 | 1.1 | ||||||||||||||||
4,133 | (1 | ) | Alphabet, Inc. - Class A | 4,666,942 | 1.6 | ||||||||||||||
8,644 | (1 | ) | Alphabet, Inc. - Class C | 9,643,679 | 3.2 | ||||||||||||||
73,566 | Apple, Inc. | 13,617,802 | 4.6 | ||||||||||||||||
25,406 | Broadcom, Inc. | 6,164,512 | 2.1 | ||||||||||||||||
104,750 | Cisco Systems, Inc. | 4,507,392 | 1.5 | ||||||||||||||||
46,270 | (1 | ) | Facebook, Inc.- Class A | 8,991,186 | 3.0 |
See Accompanying Notes to Financial Statements
92
VY® COLUMBIA SUMMARY PORTFOLIO OF INVESTMENTS
CONTRARIAN CORE PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Information Technology (continued) | |||||||||||||||||||
35,290 | Fidelity National Information Services, Inc. | $ | 3,741,799 | 1.3 | |||||||||||||||
37,111 | Mastercard, Inc. - Class A | 7,293,054 | 2.5 | ||||||||||||||||
124,070 | Microsoft Corp. | 12,234,543 | 4.1 | ||||||||||||||||
122,554 | (2 | ) | Other Securities | 6,141,544 | 2.1 | ||||||||||||||
80,183,089 | 27.1 | ||||||||||||||||||
Materials: 4.5% | |||||||||||||||||||
62,571 | DowDuPont, Inc. | 4,124,680 | 1.4 | ||||||||||||||||
46,800 | Nucor Corp. | 2,925,000 | 1.0 | ||||||||||||||||
7,138 | Sherwin-Williams Co. | 2,909,235 | 1.0 | ||||||||||||||||
98,004 | Other Securities | 3,352,588 | 1.1 | ||||||||||||||||
13,311,503 | 4.5 | ||||||||||||||||||
Real Estate: 2.5% | |||||||||||||||||||
37,805 | American Tower Corp. | 5,450,347 | 1.9 | ||||||||||||||||
4,385 | Other Securities | 1,885,068 | 0.6 | ||||||||||||||||
7,335,415 | 2.5 | ||||||||||||||||||
Telecommunication Services: 2.8% | |||||||||||||||||||
84,685 | AT&T, Inc. | 2,719,235 | 0.9 | ||||||||||||||||
94,517 | Verizon Communications, Inc. | 4,755,150 | 1.6 | ||||||||||||||||
12,370 | (2 | ) | Other Securities | 739,108 | 0.3 | ||||||||||||||
8,213,493 | 2.8 | ||||||||||||||||||
Utilities: 0.7% | |||||||||||||||||||
32,360 | American Electric Power Co., Inc. | 2,240,930 | 0.7 | ||||||||||||||||
Total Common Stock (Cost $242,711,220) | 293,192,518 | 99.0 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
CORPORATE BONDS/NOTES: —% | |||||||||||||||||||
Materials: —% | |||||||||||||||||||
649,000 | (3 | ) | Other Securities | $ | — | — | |||||||||||||
Total Corporate Bonds/Notes (Cost $—) | — | — | |||||||||||||||||
Total Long-Term Investments (Cost $242,711,220) | 293,192,518 | 99.0 | |||||||||||||||||
Shares | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 1.1% | |||||||||||||||||||
Mutual Funds: 1.1% | |||||||||||||||||||
3,174,622 | (4 | ) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% (Cost $3,174,622) | $ | 3,174,622 | 1.1 | |||||||||||||
Total Short-Term Investments (Cost $3,174,622) | 3,174,622 | 1.1 | |||||||||||||||||
Total Investments in Securities (Cost $245,885,842) | $ | 296,367,140 | 100.1 | ||||||||||||||||
Liabilities in Excess of Other Assets | (241,289 | ) | (0.1 | ) | |||||||||||||||
Net Assets | $ | 296,125,851 | 100.0 |
"Other Securities" represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2018.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† Unless otherwise indicated, principal amount is shown in USD.
(1) Non-income producing security.
(2) The grouping contains non-income producing securities.
(3) The grouping contains Level 3 securities.
(4) Rate shown is the 7-day yield as of June 30, 2018.
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2018 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, 2018 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock* | $ | 293,192,518 | $ | — | $ | — | $ | 293,192,518 | |||||||||||
Corporate Bonds/Notes | — | — | — | — | |||||||||||||||
Short-Term Investments | 3,174,622 | — | — | 3,174,622 | |||||||||||||||
Total Investments, at fair value | $ | 296,367,140 | $ | — | $ | — | $ | 296,367,140 |
^ 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.
See Accompanying Notes to Financial Statements
93
VY® COLUMBIA SUMMARY PORTFOLIO OF INVESTMENTS
CONTRARIAN CORE PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
At June 30, 2018, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments at period end were:
Cost for federal income tax purposes was $246,887,049.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 55,107,970 | |||||
Gross Unrealized Depreciation | (5,627,880 | ) | |||||
Net Unrealized Appreciation | $ | 49,480,090 |
See Accompanying Notes to Financial Statements
94
VY® COLUMBIA SUMMARY PORTFOLIO OF INVESTMENTS
SMALL CAP VALUE II PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED)
Sector Diversification
as of June 30, 2018
(as a percentage of net assets)
Financials | 31.7 | % | |||||
Industrials | 13.3 | % | |||||
Consumer Discretionary | 10.1 | % | |||||
Real Estate | 7.6 | % | |||||
Information Technology | 6.9 | % | |||||
Energy | 6.1 | % | |||||
Health Care | 6.1 | % | |||||
Utilities | 5.2 | % | |||||
Materials | 5.2 | % | |||||
Consumer Staples | 2.3 | % | |||||
Telecommunication Services | 1.0 | % | |||||
Assets in Excess of Other Liabilities* | 4.5 | % | |||||
Net Assets | 100.0 | % |
* Includes short-term investments.
Portfolio holdings are subject to change daily.
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 95.5% | |||||||||||||||||||
Consumer Discretionary: 10.1% | |||||||||||||||||||
52,000 | (1 | ) | Adtalem Global Education, Inc. | $ | 2,501,200 | 1.2 | |||||||||||||
83,000 | American Eagle Outfitters, Inc. | 1,929,750 | 0.9 | ||||||||||||||||
16,300 | (1 | ) | Cooper-Standard Holdings, Inc. | 2,129,921 | 1.0 | ||||||||||||||
47,500 | (1 | ) | Genesco, Inc. | 1,885,750 | 0.9 | ||||||||||||||
26,500 | Nexstar Media Group, Inc. | 1,945,100 | 1.0 | ||||||||||||||||
83,544 | (1 | ) | William Lyon Homes | 1,938,221 | 0.9 | ||||||||||||||
205,500 | (2 | ) | Other Securities | 8,797,210 | 4.2 | ||||||||||||||
21,127,152 | 10.1 | ||||||||||||||||||
Consumer Staples: 2.3% | |||||||||||||||||||
136,481 | (2 | ) | Other Securities | 4,762,471 | 2.3 | ||||||||||||||
Energy: 6.1% | |||||||||||||||||||
180,000 | (1 | ) | SRC Energy, Inc. | 1,983,600 | 0.9 | ||||||||||||||
561,869 | (2 | ) | Other Securities | 10,822,754 | 5.2 | ||||||||||||||
12,806,354 | 6.1 | ||||||||||||||||||
Financials: 31.7% | |||||||||||||||||||
53,000 | American Equity Investment Life Holding Co. | 1,908,000 | 0.9 | ||||||||||||||||
47,000 | Ameris Bancorp. | 2,507,450 | 1.2 | ||||||||||||||||
37,000 | Amerisafe, Inc. | 2,136,750 | 1.0 | ||||||||||||||||
41,000 | Argo Group International Holdings Ltd. | 2,384,150 | 1.2 | ||||||||||||||||
66,000 | (1 | ) | BofI Holding, Inc. | 2,700,060 | 1.3 | ||||||||||||||
58,000 | Cathay General Bancorp. | 2,348,420 | 1.1 | ||||||||||||||||
48,000 | Community Bank System, Inc. | 2,835,360 | 1.4 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
33,000 | (1 | ) | FCB Financial Holdings, Inc. | $ | 1,940,400 | 0.9 | |||||||||||||
53,027 | Hancock Holding Co. | 2,473,709 | 1.2 | ||||||||||||||||
51,000 | Houlihan Lokey, Inc. | 2,612,220 | 1.3 | ||||||||||||||||
41,000 | Independent Bank Corp. | 3,214,400 | 1.5 | ||||||||||||||||
209,000 | (1 | ) | MBIA, Inc. | 1,889,360 | 0.9 | ||||||||||||||
206,365 | (1 | ) | MGIC Investment Corp. | 2,212,233 | 1.1 | ||||||||||||||
31,500 | Moelis & Co. | 1,847,475 | 0.9 | ||||||||||||||||
51,000 | (1 | ) | Pacific Premier Bancorp, Inc. | 1,945,650 | 0.9 | ||||||||||||||
63,500 | Renasant Corp. | 2,890,520 | 1.4 | ||||||||||||||||
62,000 | Sandy Spring Bancorp, Inc. | 2,542,620 | 1.2 | ||||||||||||||||
75,000 | TCF Financial Corp. | 1,846,500 | 0.9 | ||||||||||||||||
33,200 | UMB Financial Corp. | 2,530,836 | 1.2 | ||||||||||||||||
79,000 | Union Bankshares Corp. | 3,071,520 | 1.5 | ||||||||||||||||
51,000 | WSFS Financial Corp. | 2,718,300 | 1.3 | ||||||||||||||||
650,487 | (2 | ) | Other Securities | 15,513,182 | 7.4 | ||||||||||||||
66,069,115 | 31.7 | ||||||||||||||||||
Health Care: 6.1% | |||||||||||||||||||
142,000 | (1 | ) | Horizon Pharma PLC | 2,351,520 | 1.2 | ||||||||||||||
31,500 | (1 | ) | LHC Group, Inc. | 2,696,085 | 1.3 | ||||||||||||||
226,400 | (2 | ) | Other Securities | 7,557,654 | 3.6 | ||||||||||||||
12,605,259 | 6.1 | ||||||||||||||||||
Industrials: 13.3% | |||||||||||||||||||
35,500 | (1 | ) | Armstrong World Industries, Inc. | 2,243,600 | 1.1 | ||||||||||||||
74,000 | (1 | ) | Covenant Transportation Group, Inc. | 2,331,000 | 1.1 | ||||||||||||||
34,000 | Granite Construction, Inc. | 1,892,440 | 0.9 | ||||||||||||||||
50,000 | Kennametal, Inc. | 1,795,000 | 0.8 | ||||||||||||||||
36,000 | Korn/Ferry International | 2,229,480 | 1.1 | ||||||||||||||||
46,500 | (1 | ) | Mastec, Inc. | 2,359,875 | 1.1 | ||||||||||||||
54,500 | (1 | ) | Navistar International Corp. | 2,219,240 | 1.1 |
See Accompanying Notes to Financial Statements
95
VY® COLUMBIA SUMMARY PORTFOLIO OF INVESTMENTS
SMALL CAP VALUE II PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Industrials (continued) | |||||||||||||||||||
35,500 | Skywest, Inc. | $ | 1,842,450 | 0.9 | |||||||||||||||
360,400 | (2 | ) | Other Securities | 10,805,282 | 5.2 | ||||||||||||||
27,718,367 | 13.3 | ||||||||||||||||||
Information Technology: 6.9% | |||||||||||||||||||
546,300 | (2 | ) | Other Securities | 14,472,367 | 6.9 | ||||||||||||||
Materials: 5.2% | |||||||||||||||||||
82,000 | (1 | ) | Allegheny Technologies, Inc. | 2,059,840 | 1.0 | ||||||||||||||
33,500 | Materion Corp. | 1,814,025 | 0.9 | ||||||||||||||||
76,000 | Orion Engineered Carbons SA | 2,344,600 | 1.1 | ||||||||||||||||
196,300 | (2 | ) | Other Securities | 4,551,955 | 2.2 | ||||||||||||||
10,770,420 | 5.2 | ||||||||||||||||||
Real Estate: 7.6% | |||||||||||||||||||
70,400 | Chesapeake Lodging Trust | 2,227,456 | 1.1 | ||||||||||||||||
92,000 | First Industrial Realty Trust, Inc. | 3,067,280 | 1.5 | ||||||||||||||||
17,500 | PS Business Parks, Inc. | 2,248,750 | 1.1 | ||||||||||||||||
129,000 | Sunstone Hotel Investors, Inc. | 2,143,980 | 1.0 | ||||||||||||||||
250,300 | Other Securities | 6,120,437 | 2.9 | ||||||||||||||||
15,807,903 | 7.6 | ||||||||||||||||||
Telecommunication Services: 1.0% | |||||||||||||||||||
156,000 | (1 | ) | Vonage Holdings Corp. | 2,010,840 | 1.0 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Utilities: 5.2% | |||||||||||||||||||
64,500 | New Jersey Resources Corp. | $ | 2,886,375 | 1.4 | |||||||||||||||
26,500 | ONE Gas, Inc. | 1,980,610 | 0.9 | ||||||||||||||||
56,700 | PNM Resources, Inc. | 2,205,630 | 1.1 | ||||||||||||||||
69,000 | South Jersey Industries, Inc. | 2,309,430 | 1.1 | ||||||||||||||||
18,500 | Other Securities | 1,410,995 | 0.7 | ||||||||||||||||
10,793,040 | 5.2 | ||||||||||||||||||
Total Common Stock (Cost $159,027,569) | 198,943,288 | 95.5 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 5.2% | |||||||||||||||||||
Mutual Funds: 5.2% | |||||||||||||||||||
10,931,312 | (3 | ) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% (Cost $10,931,312) | 10,931,312 | 5.2 | ||||||||||||||
Total Short-Term Investments (Cost $10,931,312) | 10,931,312 | 5.2 | |||||||||||||||||
Total Investments in Securities (Cost $169,958,881) | $ | 209,874,600 | 100.7 | ||||||||||||||||
Liabilities in Excess of Other Assets | (1,362,954 | ) | (0.7 | ) | |||||||||||||||
Net Assets | $ | 208,511,646 | 100.0 |
"Other Securities" represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2018.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
(1) Non-income producing security.
(2) The grouping contains non-income producing securities.
(3) Rate shown is the 7-day yield as of June 30, 2018.
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2018 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, 2018 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock* | $ | 198,943,288 | $ | — | $ | — | $ | 198,943,288 | |||||||||||
Short-Term Investments | 10,931,312 | — | — | 10,931,312 | |||||||||||||||
Total Investments, at fair value | $ | 209,874,600 | $ | — | $ | — | $ | 209,874,600 |
^ 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.
See Accompanying Notes to Financial Statements
96
VY® COLUMBIA SUMMARY PORTFOLIO OF INVESTMENTS
SMALL CAP VALUE II PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
At June 30, 2018, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments at period end were:
Cost for federal income tax purposes was $169,964,997.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 42,436,719 | |||||
Gross Unrealized Depreciation | (2,527,116 | ) | |||||
Net Unrealized Appreciation | $ | 39,909,603 |
See Accompanying Notes to Financial Statements
97
SUMMARY PORTFOLIO OF INVESTMENTS
VY® INVESCO COMSTOCK PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED)
Sector Diversification
as of June 30, 2018
(as a percentage of net assets)
Financials | 30.7 | % | |||||
Energy | 19.7 | % | |||||
Health Care | 14.8 | % | |||||
Information Technology | 10.8 | % | |||||
Industrials | 7.1 | % | |||||
Consumer Discretionary | 5.8 | % | |||||
Consumer Staples | 3.9 | % | |||||
Materials | 2.0 | % | |||||
Telecommunication Services | 0.7 | % | |||||
Assets in Excess of Other Liabilities* | 4.5 | % | |||||
Net Assets | 100.0 | % |
* Includes short-term investments.
Portfolio holdings are subject to change daily.
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 95.0% | |||||||||||||||||||
Consumer Discretionary: 5.8% | |||||||||||||||||||
41,310 | Advance Auto Parts, Inc. | $ | 5,605,767 | 1.0 | |||||||||||||||
143,441 | Carnival Corp. | 8,220,604 | 1.5 | ||||||||||||||||
268,347 | General Motors Co. | 10,572,872 | 1.9 | ||||||||||||||||
140,290 | (1 | ) | Other Securities | 7,538,375 | 1.4 | ||||||||||||||
31,937,618 | 5.8 | ||||||||||||||||||
Consumer Staples: 3.9% | |||||||||||||||||||
74,693 | Danone | 5,453,529 | 1.0 | ||||||||||||||||
63,494 | Kimberly-Clark Corp. | 6,688,458 | 1.2 | ||||||||||||||||
55,690 | Reckitt Benckiser Group PLC | 4,575,755 | 0.9 | ||||||||||||||||
97,722 | Other Securities | 4,478,599 | 0.8 | ||||||||||||||||
21,196,341 | 3.9 | ||||||||||||||||||
Energy: 19.7% | |||||||||||||||||||
250,369 | BP PLC ADR | 11,431,849 | 2.1 | ||||||||||||||||
174,588 | Canadian Natural Resources Ltd. | 6,301,449 | 1.2 | ||||||||||||||||
88,109 | Chevron Corp. | 11,139,621 | 2.0 | ||||||||||||||||
242,831 | Devon Energy Corp. | 10,674,851 | 1.9 | ||||||||||||||||
109,375 | Halliburton Co. | 4,928,437 | 0.9 | ||||||||||||||||
129,875 | Hess Corp. | 8,687,339 | 1.6 | ||||||||||||||||
579,862 | Marathon Oil Corp. | 12,095,921 | 2.2 | ||||||||||||||||
68,309 | Occidental Petroleum Corp. | 5,716,097 | 1.0 | ||||||||||||||||
190,535 | Royal Dutch Shell PLC - Class A ADR | 13,190,738 | 2.4 | ||||||||||||||||
347,364 | Suncor Energy, Inc. | 14,130,768 | 2.6 | ||||||||||||||||
339,249 | (1 | ) | Other Securities | 9,734,557 | 1.8 | ||||||||||||||
108,031,627 | 19.7 | ||||||||||||||||||
Financials: 30.7% | |||||||||||||||||||
186,221 | American International Group, Inc. | 9,873,437 | 1.8 | ||||||||||||||||
58,814 | Allstate Corp. | 5,367,954 | 1.0 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
884,794 | Bank of America Corp. | $ | 24,942,343 | 4.5 | |||||||||||||||
144,833 | Bank of New York Mellon Corp. | 7,810,844 | 1.4 | ||||||||||||||||
424,792 | Citigroup, Inc. | 28,427,081 | 5.2 | ||||||||||||||||
176,979 | Citizens Financial Group, Inc. | 6,884,483 | 1.3 | ||||||||||||||||
307,302 | Fifth Third Bancorp | 8,819,567 | 1.6 | ||||||||||||||||
26,042 | Goldman Sachs Group, Inc. | 5,744,084 | 1.0 | ||||||||||||||||
185,579 | JPMorgan Chase & Co. | 19,337,332 | 3.5 | ||||||||||||||||
183,198 | Metlife, Inc. | 7,987,433 | 1.5 | ||||||||||||||||
213,821 | Morgan Stanley | 10,135,115 | 1.8 | ||||||||||||||||
60,620 | PNC Financial Services Group, Inc. | 8,189,762 | 1.5 | ||||||||||||||||
71,577 | State Street Corp. | 6,663,103 | 1.2 | ||||||||||||||||
159,403 | Wells Fargo & Co. | 8,837,302 | 1.6 | ||||||||||||||||
354,464 | Other Securities | 9,722,098 | 1.8 | ||||||||||||||||
168,741,938 | 30.7 | ||||||||||||||||||
Health Care: 14.8% | |||||||||||||||||||
51,367 | Allergan plc | 8,563,906 | 1.6 | ||||||||||||||||
36,577 | Anthem, Inc. | 8,706,423 | 1.6 | ||||||||||||||||
16,220 | (2 | ) | Biogen, Inc. | 4,707,693 | 0.8 | ||||||||||||||
54,490 | Medtronic PLC | 4,664,889 | 0.8 | ||||||||||||||||
94,867 | Merck & Co., Inc. | 5,758,427 | 1.0 | ||||||||||||||||
150,475 | (2 | ) | Mylan NV | 5,438,167 | 1.0 | ||||||||||||||
285,143 | Pfizer, Inc. | 10,344,988 | 1.9 | ||||||||||||||||
172,907 | (3 | ) | Sanofi ADR | 6,918,009 | 1.3 | ||||||||||||||
122,544 | Shire PLC | 6,903,981 | 1.3 | ||||||||||||||||
269,796 | Other Securities | 19,154,330 | 3.5 | ||||||||||||||||
81,160,813 | 14.8 | ||||||||||||||||||
Industrials: 7.1% | |||||||||||||||||||
103,205 | Eaton Corp. PLC | 7,713,542 | 1.4 | ||||||||||||||||
265,848 | Johnson Controls International plc | 8,892,615 | 1.6 | ||||||||||||||||
95,951 | Textron, Inc. | 6,324,130 | 1.2 |
See Accompanying Notes to Financial Statements
98
SUMMARY PORTFOLIO OF INVESTMENTS
VY® INVESCO COMSTOCK PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Industrials (continued) | |||||||||||||||||||
531,263 | Other Securities | $ | 15,959,774 | 2.9 | |||||||||||||||
38,890,061 | 7.1 | ||||||||||||||||||
Information Technology: 10.3% | |||||||||||||||||||
350,929 | Cisco Systems, Inc. | 15,100,475 | 2.7 | ||||||||||||||||
63,577 | Cognizant Technology Solutions Corp. | 5,021,947 | 0.9 | ||||||||||||||||
146,597 | (2 | ) | eBay, Inc. | 5,315,607 | 1.0 | ||||||||||||||
194,050 | Intel Corp. | 9,646,225 | 1.8 | ||||||||||||||||
79,988 | Microsoft Corp. | 7,887,617 | 1.4 | ||||||||||||||||
168,614 | Qualcomm, Inc. | 9,462,618 | 1.7 | ||||||||||||||||
53,747 | Other Securities | 4,220,752 | 0.8 | ||||||||||||||||
56,655,241 | 10.3 | ||||||||||||||||||
Materials: 2.0% | |||||||||||||||||||
115,031 | CF Industries Holdings, Inc. | 5,107,377 | 0.9 | ||||||||||||||||
109,805 | International Paper Co. | 5,718,644 | 1.1 | ||||||||||||||||
10,826,021 | 2.0 | ||||||||||||||||||
Telecommunication Services: 0.7% | |||||||||||||||||||
1,594,659 | Other Securities | 3,862,725 | 0.7 | ||||||||||||||||
Total Common Stock (Cost $427,042,186) | 521,302,385 | 95.0 | |||||||||||||||||
CLOSED-END FUNDS: 0.5% | |||||||||||||||||||
Information Technology: 0.5% | |||||||||||||||||||
35,821 | (1 | ) | Other Securities | 2,622,456 | 0.5 | ||||||||||||||
Total Closed-End Funds (Cost $1,261,335) | 2,622,456 | 0.5 | |||||||||||||||||
Total Long-Term Investments (Cost $428,303,521) | 523,924,841 | 95.5 | |||||||||||||||||
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 5.5% | |||||||||||||||||||
Securities Lending Collateral(4): 0.9% | |||||||||||||||||||
1,165,789 | Dominion Securities Inc., Repurchase Agreement dated 06/29/18, 2.11%, due 07/02/18 (Repurchase Amount $1,165,991, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $1,189,105, due 11/01/36-06/01/48) | $ | 1,165,789 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
1,165,789 | Jefferies LLC, Repurchase Agreement dated 06/29/18, 2.10%, due 07/02/18 (Repurchase Amount $1,165,990, collateralized by various U.S. Government Agency Obligations, 3.000%-4.500%, Market Value plus accrued interest $1,189,105, due 06/01/46-05/15/58) | $ | 1,165,789 | 0.2 | |||||||||||||||
1,165,789 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $1,166,007, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $1,189,105, due 11/15/42-08/15/44) | 1,165,789 | 0.2 | ||||||||||||||||
245,167 | Natwest Markets PLC, Repurchase Agreement dated 06/29/18, 2.09%, due 07/02/18 (Repurchase Amount $245,209, collateralized by various U.S. Government Securities, 2.500%-6.625%, Market Value plus accrued interest $250,073, due 05/15/20-05/15/46) | 245,167 | 0.1 | ||||||||||||||||
1,165,789 | Nomura Securities, Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $1,165,992, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,189,105, due 07/15/18-05/20/68) | 1,165,789 | 0.2 | ||||||||||||||||
4,908,323 | 0.9 |
See Accompanying Notes to Financial Statements
99
SUMMARY PORTFOLIO OF INVESTMENTS
VY® INVESCO COMSTOCK PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Mutual Funds: 4.6% | |||||||||||||||||||
25,524,255 | (5 | ) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% (Cost $25,524,255) | $ | 25,524,255 | 4.6 | |||||||||||||
Total Short-Term Investments (Cost $30,432,578) | 30,432,578 | 5.5 | |||||||||||||||||
Total Investments in Securities (Cost $458,736,099) | $ | 554,357,419 | 101.0 | ||||||||||||||||
Liabilities in Excess of Other Assets | (5,420,776 | ) | (1.0 | ) | |||||||||||||||
Net Assets | $ | 548,936,643 | 100.0 |
"Other Securities" represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2018.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† Unless otherwise indicated, principal amount is shown in USD.
ADR American Depositary Receipt
(1) The grouping contains non-income producing securities.
(2) Non-income producing security.
(3) Security, or a portion of the security, is on loan.
(4) Represents securities purchased with cash collateral received for securities on loan.
(5) Rate shown is the 7-day yield as of June 30, 2018.
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2018 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, 2018 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Consumer Discretionary | $ | 31,937,618 | $ | — | $ | — | $ | 31,937,618 | |||||||||||
Consumer Staples | 11,167,057 | 10,029,284 | — | 21,196,341 | |||||||||||||||
Energy | 108,031,627 | — | — | 108,031,627 | |||||||||||||||
Financials | 168,741,938 | — | — | 168,741,938 | |||||||||||||||
Health Care | 70,545,869 | 10,614,944 | — | 81,160,813 | |||||||||||||||
Industrials | 38,890,061 | — | — | 38,890,061 | |||||||||||||||
Information Technology | 56,655,241 | — | — | 56,655,241 | |||||||||||||||
Materials | 10,826,021 | — | — | 10,826,021 | |||||||||||||||
Telecommunication Services | — | 3,862,725 | — | 3,862,725 | |||||||||||||||
Total Common Stock | 496,795,432 | 24,506,953 | — | 521,302,385 | |||||||||||||||
Closed-End Funds | 2,622,456 | — | — | 2,622,456 | |||||||||||||||
Short-Term Investments | 25,524,255 | 4,908,323 | — | 30,432,578 | |||||||||||||||
Total Investments, at fair value | $ | 524,942,143 | $ | 29,415,276 | $ | — | $ | 554,357,419 | |||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | — | 111,879 | — | 111,879 | |||||||||||||||
Total Assets | $ | 524,942,143 | $ | 29,527,155 | $ | — | $ | 554,469,298 | |||||||||||
Liabilities Table | |||||||||||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (125,690 | ) | $ | — | $ | (125,690 | ) | |||||||||
Total Liabilities | $ | — | $ | (125,690 | ) | $ | — | $ | (125,690 | ) |
^ 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 valued at the unrealized gain (loss) 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
100
SUMMARY PORTFOLIO OF INVESTMENTS
VY® INVESCO COMSTOCK PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
At June 30, 2018, the following forward foreign currency contracts were outstanding for VY® Invesco Comstock Portfolio:
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||||||||||
GBP | 134,870 | USD | 178,891 | Barclays Bank PLC | 07/27/18 | $ | (695 | ) | |||||||||||
USD | 3,482,253 | GBP | 2,620,206 | Barclays Bank PLC | 07/27/18 | 20,328 | |||||||||||||
GBP | 107,132 | USD | 140,999 | Barclays Bank PLC | 07/27/18 | 549 | |||||||||||||
USD | 923,441 | CHF | 909,589 | Barclays Bank PLC | 07/27/18 | 3,023 | |||||||||||||
USD | 3,240,862 | EUR | 2,765,352 | CIBC World Markets Corp. | 07/27/18 | 5,675 | |||||||||||||
USD | 3,288,245 | CAD | 4,375,800 | CIBC World Markets Corp. | 07/27/18 | (41,663 | ) | ||||||||||||
USD | 3,288,517 | CAD | 4,375,800 | Goldman Sachs International | 07/27/18 | (41,392 | ) | ||||||||||||
USD | 3,240,176 | EUR | 2,765,351 | Goldman Sachs International | 07/27/18 | 4,989 | |||||||||||||
USD | 3,482,175 | GBP | 2,620,206 | Goldman Sachs International | 07/27/18 | 20,250 | |||||||||||||
GBP | 56,163 | USD | 73,629 | Goldman Sachs International | 07/27/18 | 575 | |||||||||||||
USD | 3,482,306 | GBP | 2,620,206 | JPMorgan Chase Bank N.A. | 07/27/18 | 20,381 | |||||||||||||
USD | 3,240,964 | EUR | 2,765,351 | JPMorgan Chase Bank N.A. | 07/27/18 | 5,777 | |||||||||||||
GBP | 105,413 | USD | 138,729 | JPMorgan Chase Bank N.A. | 07/27/18 | 547 | |||||||||||||
USD | 932,869 | CHF | 918,680 | JPMorgan Chase Bank N.A. | 07/27/18 | 3,252 | |||||||||||||
USD | 3,482,450 | GBP | 2,620,239 | RBC Capital Markets Corp. | 07/27/18 | 20,479 | |||||||||||||
USD | 3,287,960 | CAD | 4,375,787 | RBC Capital Markets Corp. | 07/27/18 | (41,940 | ) | ||||||||||||
USD | 3,241,241 | EUR | 2,765,351 | RBC Capital Markets Corp. | 07/27/18 | 6,054 | |||||||||||||
$ | (13,811 | ) |
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, 2018 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 | $ | 111,879 | ||||||||
Total Asset Derivatives | $ | 111,879 | |||||||||
Liability Derivatives | |||||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 125,690 | ||||||||
Total Liability Derivatives | $ | 125,690 |
The effect of derivative instruments on the Portfolio's Statement of Operations for the period ended June 30, 2018 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 | $ | (104,514 | ) | ||||
Total | $ | (104,514 | ) | ||||
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 | $ | 796,682 | |||||
Total | $ | 796,682 |
See Accompanying Notes to Financial Statements
101
SUMMARY PORTFOLIO OF INVESTMENTS
VY® INVESCO COMSTOCK PORTFOLIO AS OF JUNE 30, 2018 (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, 2018:
Barclays Bank PLC | CIBC World Markets Corp. | Goldman Sachs International | JPMorgan Chase Bank N.A. | RBC Capital Markets Corp. | Totals | ||||||||||||||||||||||
Assets: | |||||||||||||||||||||||||||
Forward foreign currency contracts | $ | 23,900 | $ | 5,675 | $ | 25,814 | $ | 29,957 | $ | 26,533 | $ | 111,879 | |||||||||||||||
Total Assets | $ | 23,900 | $ | 5,675 | $ | 25,814 | $ | 29,957 | $ | 26,533 | $ | 111,879 | |||||||||||||||
Liabilities: | |||||||||||||||||||||||||||
Forward foreign currency contracts | $ | 695 | $ | 41,663 | $ | 41,392 | $ | — | $ | 41,940 | $ | 125,690 | |||||||||||||||
Total Liabilities | $ | 695 | $ | 41,663 | $ | 41,392 | $ | — | $ | 41,940 | $ | 125,690 | |||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | 23,205 | $ | (35,988 | ) | $ | (15,578 | ) | $ | 29,957 | $ | (15,407 | ) | $ | (13,811 | ) | |||||||||||
Total collateral pledged by the Portfolio/ (Received from counterparty) | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | |||||||||||||||
Net Exposure(1) | $ | 23,205 | $ | (35,988 | ) | $ | (15,578 | ) | $ | 29,957 | $ | (15,407 | ) | $ | (13,811 | ) |
(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.
At June 30, 2018, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments at period end were:
Cost for federal income tax purposes was $463,606,737.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 109,675,263 | |||||
Gross Unrealized Depreciation | (18,944,732 | ) | |||||
Net Unrealized Appreciation | $ | 90,730,531 |
See Accompanying Notes to Financial Statements
102
VY® INVESCO SUMMARY PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED)
Sector Diversification
as of June 30, 2018
(as a percentage of net assets)
Financials | 27.1 | % | |||||
Energy | 13.1 | % | |||||
U.S. Treasury Obligations | 11.8 | % | |||||
Health Care | 10.1 | % | |||||
Information Technology | 6.9 | % | |||||
Consumer Discretionary | 4.7 | % | |||||
Communications | 4.1 | % | |||||
Industrials | 4.1 | % | |||||
Consumer, Non-cyclical | 3.5 | % | |||||
Consumer Staples | 3.1 | % | |||||
Technology | 2.5 | % | |||||
Materials | 1.6 | % | |||||
Consumer, Cyclical | 1.1 | % | |||||
Utilities | 0.6 | % | |||||
Telecommunication Services | 0.6 | % | |||||
Basic Materials | 0.2 | % | |||||
Federal National Mortgage Association | 0.1 | % | |||||
Municipal** | 0.0 | % | |||||
Assets in Excess of Other Liabilities* | 4.8 | % | |||||
Net Assets | 100.0 | % |
* Includes short-term investments.
** Amount is less than 0.05%.
Portfolio holdings are subject to change daily.
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 61.6% | |||||||||||||||||||
Consumer Discretionary: 4.7% | |||||||||||||||||||
269,297 | Carnival Corp. | $ | 15,433,411 | 1.0 | |||||||||||||||
39,731 | (1 | ) | Charter Communications, Inc. | 11,649,527 | 0.7 | ||||||||||||||
616,798 | General Motors Co. | 24,301,841 | 1.6 | ||||||||||||||||
3,434,420 | Kingfisher PLC | 13,430,662 | 0.9 | ||||||||||||||||
238,541 | Other Securities | 7,826,530 | 0.5 | ||||||||||||||||
72,641,971 | 4.7 | ||||||||||||||||||
Consumer Staples: 3.1% | |||||||||||||||||||
366,070 | Mondelez International, Inc. | 15,008,870 | 1.0 | ||||||||||||||||
265,635 | Philip Morris International, Inc. | 21,447,370 | 1.4 | ||||||||||||||||
188,400 | Walgreens Boots Alliance, Inc. | 11,306,826 | 0.7 | ||||||||||||||||
47,763,066 | 3.1 | ||||||||||||||||||
Energy: 11.0% | |||||||||||||||||||
304,801 | Anadarko Petroleum Corp. | 22,326,673 | 1.5 | ||||||||||||||||
351,280 | (2 | ) | Apache Corp. | 16,422,340 | 1.1 | ||||||||||||||
2,418,992 | BP PLC | 18,404,924 | 1.2 | ||||||||||||||||
423,157 | Canadian Natural Resources Ltd. | 15,273,114 | 1.0 | ||||||||||||||||
579,937 | Devon Energy Corp. | 25,494,031 | 1.7 | ||||||||||||||||
281,700 | Occidental Petroleum Corp. | 23,572,656 | 1.5 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
683,347 | Royal Dutch Shell PLC - Class A | $ | 23,649,885 | 1.5 | |||||||||||||||
543,248 | TechnipFMC PLC | 17,242,692 | 1.1 | ||||||||||||||||
206,840 | Other Securities | 6,831,925 | 0.4 | ||||||||||||||||
169,218,240 | 11.0 | ||||||||||||||||||
Financials: 19.9% | |||||||||||||||||||
396,398 | American International Group, Inc. | 21,017,022 | 1.4 | ||||||||||||||||
80,927 | Aon PLC | 11,100,757 | 0.7 | ||||||||||||||||
1,428,231 | Bank of America Corp. | 40,261,832 | 2.6 | ||||||||||||||||
689,377 | Citigroup, Inc. | 46,133,109 | 3.0 | ||||||||||||||||
563,629 | Citizens Financial Group, Inc. | 21,925,168 | 1.4 | ||||||||||||||||
422,393 | Fifth Third Bancorp | 12,122,679 | 0.8 | ||||||||||||||||
46,494 | Goldman Sachs Group, Inc. | 10,255,182 | 0.7 | ||||||||||||||||
328,850 | JPMorgan Chase & Co. | 34,266,170 | 2.2 | ||||||||||||||||
537,833 | Morgan Stanley | 25,493,284 | 1.7 | ||||||||||||||||
102,839 | Northern Trust Corp. | 10,581,105 | 0.7 | ||||||||||||||||
106,264 | PNC Financial Services Group, Inc. | 14,356,266 | 0.9 | ||||||||||||||||
140,884 | State Street Corp. | 13,114,892 | 0.9 | ||||||||||||||||
270,635 | Wells Fargo & Co. | 15,004,004 | 1.0 | ||||||||||||||||
860,630 | (3 | ),(4) | Other Securities | 29,366,613 | 1.9 | ||||||||||||||
304,998,083 | 19.9 |
See Accompanying Notes to Financial Statements
103
VY® INVESCO SUMMARY PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Health Care: 10.1% | |||||||||||||||||||
57,889 | Amgen, Inc. | $ | 10,685,731 | 0.7 | |||||||||||||||
42,160 | Anthem, Inc. | 10,035,345 | 0.7 | ||||||||||||||||
321,678 | CVS Health Corp. | 20,699,979 | 1.3 | ||||||||||||||||
110,154 | McKesson Corp. | 14,694,544 | 1.0 | ||||||||||||||||
152,568 | Medtronic PLC | 13,061,346 | 0.8 | ||||||||||||||||
246,941 | Merck & Co., Inc. | 14,989,319 | 1.0 | ||||||||||||||||
173,110 | Novartis AG | 13,113,246 | 0.9 | ||||||||||||||||
353,776 | Pfizer, Inc. | 12,834,993 | 0.8 | ||||||||||||||||
102,428 | Zimmer Biomet Holdings, Inc. | 11,414,576 | 0.7 | ||||||||||||||||
487,613 | (4 | ) | Other Securities | 34,107,915 | 2.2 | ||||||||||||||
155,636,994 | 10.1 | ||||||||||||||||||
Industrials: 3.4% | |||||||||||||||||||
227,117 | CSX Corp. | 14,485,522 | 1.0 | ||||||||||||||||
100,889 | General Dynamics Corp. | 18,806,719 | 1.2 | ||||||||||||||||
123,191 | Ingersoll-Rand PLC - Class A | 11,053,928 | 0.7 | ||||||||||||||||
239,881 | Other Securities | 8,024,020 | 0.5 | ||||||||||||||||
52,370,189 | 3.4 | ||||||||||||||||||
Information Technology: 6.9% | |||||||||||||||||||
432,045 | Cisco Systems, Inc. | 18,590,896 | 1.2 | ||||||||||||||||
163,755 | Cognizant Technology Solutions Corp. | 12,935,007 | 0.8 | ||||||||||||||||
358,827 | (1 | ) | eBay, Inc. | 13,011,067 | 0.9 | ||||||||||||||
262,194 | Intel Corp. | 13,033,664 | 0.9 | ||||||||||||||||
499,847 | Oracle Corp. | 22,023,259 | 1.4 | ||||||||||||||||
273,913 | Qualcomm, Inc. | 15,371,998 | 1.0 | ||||||||||||||||
441,111 | Other Securities | 10,875,885 | 0.7 | ||||||||||||||||
105,841,776 | 6.9 | ||||||||||||||||||
Materials: 1.6% | |||||||||||||||||||
751,181 | Other Securities | 23,810,446 | 1.6 | ||||||||||||||||
Telecommunication Services: 0.6% | |||||||||||||||||||
177,485 | Verizon Communications, Inc. | 8,929,270 | 0.6 | ||||||||||||||||
Utilities: 0.3% | |||||||||||||||||||
131,916 | Other Securities | 4,737,103 | 0.3 | ||||||||||||||||
Total Common Stock (Cost $797,626,802) | 945,947,138 | 61.6 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
PREFERRED STOCK: 0.7% | |||||||||||||||||||
Energy: 0.4% | |||||||||||||||||||
140,612 | (4 | ) | Other Securities | $ | 6,679,070 | 0.4 | |||||||||||||
Financials: 0.3% | |||||||||||||||||||
4,000 | (1 | ),(2),(5),(6) | Wells Fargo & Co. | 103,600 | 0.0 | ||||||||||||||
75,900 | (4 | ) | Other Securities | 4,544,513 | 0.3 | ||||||||||||||
4,648,113 | 0.3 | ||||||||||||||||||
Total Preferred Stock (Cost $10,847,296) | 11,327,183 | 0.7 | |||||||||||||||||
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
CORPORATE BONDS/NOTES: 11.9% | |||||||||||||||||||
Basic Materials: 0.2% | |||||||||||||||||||
770,000 | (7 | ) | Basell Finance Co. BV, 8.100%, 03/15/2027 | $ | 962,522 | 0.1 | |||||||||||||
2,191,000 | Other Securities | 2,232,325 | 0.1 | ||||||||||||||||
3,194,847 | 0.2 | ||||||||||||||||||
Communications: 1.2% | |||||||||||||||||||
533,000 | (7 | ) | AT&T, Inc., 4.300%, 02/15/2030 | 505,089 | 0.0 | ||||||||||||||
271,000 | (7 | ) | AT&T, Inc., 5.150%, 11/15/2046 | 256,037 | 0.0 | ||||||||||||||
2,700,000 | (7 | ) | Crown Castle Towers LLC, 4.883%, 08/15/2040 | 2,770,510 | 0.2 | ||||||||||||||
260,000 | (7 | ) | Sky PLC, 9.500%, 11/15/2018 | 266,204 | 0.0 | ||||||||||||||
1,504,000 | Verizon Communications, Inc., 4.125%- 4.812%, 11/01/2034- 08/15/2046 | 1,424,150 | 0.1 | ||||||||||||||||
14,421,000 | Other Securities | 13,981,312 | 0.9 | ||||||||||||||||
19,203,302 | 1.2 | ||||||||||||||||||
Consumer, Cyclical: 1.0% | |||||||||||||||||||
137,000 | (7 | ) | Alimentation Couche-Tard, Inc., 4.500%, 07/26/2047 | 129,663 | 0.0 | ||||||||||||||
705,254 | (7 | ) | Virgin Australia 2013-1A Pass Through Trust, 5.000%, 04/23/2025 | 717,868 | 0.1 |
See Accompanying Notes to Financial Statements
104
VY® INVESCO SUMMARY PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Consumer, Cyclical (continued) | |||||||||||||||||||
1,737,000 | Walgreens Boots Alliance, Inc., 3.300%-4.500%, 11/18/2021- 11/18/2034 | $ | 1,692,525 | 0.1 | |||||||||||||||
12,510,520 | Other Securities | 12,354,824 | 0.8 | ||||||||||||||||
14,894,880 | 1.0 | ||||||||||||||||||
Consumer, Non-cyclical: 1.8% | |||||||||||||||||||
498,000 | (7 | ) | Bayer US Finance II LLC, 4.375%, 12/15/2028 | 499,777 | 0.0 | ||||||||||||||
1,200,000 | (7 | ) | Bayer US Finance LLC, 2.375%, 10/08/2019 | 1,190,111 | 0.1 | ||||||||||||||
981,000 | (7 | ) | Bayer US Finance LLC, 3.000%, 10/08/2021 | 965,706 | 0.1 | ||||||||||||||
965,000 | (7 | ) | ERAC USA Finance LLC, 2.350%, 10/15/2019 | 954,440 | 0.0 | ||||||||||||||
1,232,000 | (7 | ) | Heineken NV, 3.500%, 01/29/2028 | 1,187,519 | 0.1 | ||||||||||||||
1,095,000 | Philip Morris International, Inc., 3.600%- 4.875%, 11/15/2023- 11/15/2043 | 1,119,745 | 0.1 | ||||||||||||||||
21,570,718 | Other Securities | 21,515,333 | 1.4 | ||||||||||||||||
27,432,631 | 1.8 | ||||||||||||||||||
Energy: 0.9% | |||||||||||||||||||
13,732,000 | Other Securities | 13,669,638 | 0.9 | ||||||||||||||||
Financial: 5.4% | |||||||||||||||||||
1,535,000 | American International Group, Inc., 2.300%-4.375%, 07/16/2019- 01/15/2055 | 1,381,239 | 0.1 | ||||||||||||||||
455,000 | (7 | ) | ANZ New Zealand Int'l Ltd./London, 2.875%, 01/25/2022 | 443,960 | 0.0 | ||||||||||||||
440,000 | (7 | ) | Apollo Management Holdings L.P., 4.000%, 05/30/2024 | 437,430 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
927,000 | (7 | ) | Athene Global Funding, 2.875%, 10/23/2018 | $ | 926,879 | 0.1 | |||||||||||||
1,555,000 | (7 | ) | Athene Global Funding, 4.000%, 01/25/2022 | 1,566,524 | 0.1 | ||||||||||||||
725,000 | (7 | ) | BBVA Bancomer SA/Texas, 4.375%, 04/10/2024 | 724,275 | 0.1 | ||||||||||||||
485,000 | (7 | ) | Carlyle Holdings Finance LLC, 3.875%, 02/01/2023 | 484,383 | 0.0 | ||||||||||||||
595,000 | Citizens Financial Group, Inc., 2.375%, 07/28/2021 | 575,699 | 0.0 | ||||||||||||||||
1,335,000 | (7 | ) | Commonwealth Bank of Australia, 2.250%, 03/10/2020 | 1,316,188 | 0.1 | ||||||||||||||
895,000 | (6 | ),(7) | Cooperatieve Centrale Raiffeisen- Boerenleenbank BA/Netherlands, 11.000%, 12/31/2199 | 962,125 | 0.1 | ||||||||||||||
472,000 | (7 | ) | Credit Suisse AG, 6.500%, 08/08/2023 | 503,145 | 0.0 | ||||||||||||||
615,000 | (6 | ) | Goldman Sachs Group, Inc./The, 4.017%, 10/31/2038 | 561,071 | 0.0 | ||||||||||||||
1,175,000 | Goldman Sachs Group, Inc., 4.250%-5.250%, 07/27/2021- 10/21/2025 | 1,181,688 | 0.1 | ||||||||||||||||
670,000 | (7 | ) | Jackson National Life Global Funding, 2.100%, 10/25/2021 | 642,028 | 0.1 | ||||||||||||||
620,000 | (7 | ) | Jackson National Life Global Funding, 3.250%, 01/30/2024 | 608,039 | 0.0 | ||||||||||||||
4,430,000 | (6 | ) | JPMorgan Chase & Co., 3.200%-5.000%, 06/15/2026- 12/31/2199 | 4,173,949 | 0.3 | ||||||||||||||
443,000 | (7 | ) | KKR Group Finance Co. III LLC, 5.125%, 06/01/2044 | 438,461 | 0.0 |
See Accompanying Notes to Financial Statements
105
VY® INVESCO SUMMARY PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Financial (continued) | |||||||||||||||||||
2,335,000 | (7 | ) | Liberty Mutual Group, Inc., 4.850%, 08/01/2044 | $ | 2,347,859 | 0.2 | |||||||||||||
3,250,000 | (7 | ) | MassMutual Global Funding II, 2.100%, 08/02/2018 | 3,249,210 | 0.2 | ||||||||||||||
1,300,000 | (7 | ) | MassMutual Global Funding II, 2.000%, 04/15/2021 | 1,255,724 | 0.1 | ||||||||||||||
670,000 | (7 | ) | Metropolitan Life Global Funding I, 2.050%, 06/12/2020 | 656,631 | 0.0 | ||||||||||||||
2,360,000 | (7 | ) | Mizuho Financial Group Cayman 3 Ltd., 4.600%, 03/27/2024 | 2,400,892 | 0.2 | ||||||||||||||
4,015,000 | Morgan Stanley, 2.375%-4.000%, 07/23/2019- 07/23/2025 | 3,995,905 | 0.3 | ||||||||||||||||
1,515,000 | (7 | ) | Nationwide Financial Services, Inc., 5.300%, 11/18/2044 | 1,622,510 | 0.1 | ||||||||||||||
1,000,000 | (7 | ) | Reliance Standard Life Global Funding II, 2.150%, 10/15/2018 | 998,555 | 0.1 | ||||||||||||||
690,000 | (7 | ) | Reliance Standard Life Global Funding II, 3.050%, 01/20/2021 | 682,197 | 0.0 | ||||||||||||||
1,360,000 | (7 | ) | Societe Generale SA, 2.625%, 09/16/2020 | 1,338,342 | 0.1 | ||||||||||||||
805,000 | (7 | ) | Societe Generale SA, 5.000%, 01/17/2024 | 808,371 | 0.0 | ||||||||||||||
985,000 | (7 | ) | Standard Chartered PLC, 3.050%, 01/15/2021 | 971,917 | 0.1 | ||||||||||||||
616,000 | (7 | ) | Teachers Insurance & Annuity Association of America, 4.270%, 05/15/2047 | 590,039 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
585,000 | (7 | ) | UBS Group Funding Switzerland AG, 4.125%, 04/15/2026 | $ | 579,345 | 0.0 | |||||||||||||
45,825,000 | Other Securities | 45,129,745 | 2.9 | ||||||||||||||||
83,554,325 | 5.4 | ||||||||||||||||||
Industrial: 0.7% | |||||||||||||||||||
1,105,000 | (7 | ) | Aviation Capital Group LLC, 2.875%, 09/17/2018 | 1,105,241 | 0.1 | ||||||||||||||
305,000 | (7 | ) | Aviation Capital Group LLC, 2.875%, 01/20/2022 | 295,174 | 0.0 | ||||||||||||||
1,095,000 | (7 | ) | Aviation Capital Group LLC, 4.875%, 10/01/2025 | 1,138,924 | 0.1 | ||||||||||||||
435,000 | (7 | ) | BAE Systems Holdings, Inc., 2.850%, 12/15/2020 | 429,858 | 0.0 | ||||||||||||||
410,000 | (7 | ) | SMBC Aviation Capital Finance DAC, 2.650%, 07/15/2021 | 397,792 | 0.0 | ||||||||||||||
6,771,000 | Other Securities | 6,791,603 | 0.5 | ||||||||||||||||
10,158,592 | 0.7 | ||||||||||||||||||
Technology: 0.4% | |||||||||||||||||||
910,000 | (7 | ) | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | 952,709 | 0.1 | ||||||||||||||
35,000 | (7 | ) | Dell International LLC / EMC Corp., 8.350%, 07/15/2046 | 42,251 | 0.0 | ||||||||||||||
4,695,000 | Other Securities | 4,571,279 | 0.3 | ||||||||||||||||
5,566,239 | 0.4 | ||||||||||||||||||
Utilities: 0.3% | |||||||||||||||||||
150,000 | (7 | ) | Electricite de France SA, 4.600%, 01/27/2020 | 153,401 | 0.0 | ||||||||||||||
620,000 | (7 | ) | Electricite de France SA, 4.875%, 01/22/2044 | 629,271 | 0.1 | ||||||||||||||
350,000 | (6 | ),(7) | Electricite de France SA, 5.625%, 12/31/2199 | 344,313 | 0.0 |
See Accompanying Notes to Financial Statements
106
VY® INVESCO SUMMARY PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Utilities (continued) | |||||||||||||||||||
1,680,000 | (7 | ) | Southern Electric Generating Co., 2.200%, 12/01/2018 | $ | 1,676,113 | 0.1 | |||||||||||||
2,735,000 | Other Securities | 2,628,940 | 0.1 | ||||||||||||||||
5,432,038 | 0.3 | ||||||||||||||||||
Total Corporate Bonds/Notes (Cost $185,325,999) | 183,106,492 | 11.9 | |||||||||||||||||
MUNICIPAL BONDS: 0.0% | |||||||||||||||||||
Georgia: 0.0% | |||||||||||||||||||
500,000 | Other Securities | 629,708 | 0.0 | ||||||||||||||||
Total Municipal Bonds (Cost $503,925) | 629,708 | 0.0 | |||||||||||||||||
U.S. TREASURY OBLIGATIONS: 11.8% | |||||||||||||||||||
U.S. Treasury Bonds: 0.9% | |||||||||||||||||||
13,440,000 | (2 | ) | 3.000%, 02/15/2048 | 13,474,125 | 0.9 | ||||||||||||||
425,000 | 4.500%, 02/15/2036 | 519,438 | 0.0 | ||||||||||||||||
13,993,563 | 0.9 | ||||||||||||||||||
U.S. Treasury Notes: 10.9% | |||||||||||||||||||
47,470,000 | 2.500%, 05/31/2020 | 47,450,530 | 3.1 | ||||||||||||||||
59,651,000 | 2.625%, 06/15/2021 | 59,659,155 | 3.9 | ||||||||||||||||
40,081,700 | 2.750%, 05/31/2023 | 40,122,408 | 2.6 | ||||||||||||||||
19,954,200 | 1.250%-2.875%, 01/31/2019- 05/15/2028 | 19,957,341 | 1.3 | ||||||||||||||||
167,189,434 | 10.9 | ||||||||||||||||||
Total U.S. Treasury Obligations (Cost $180,995,127) | 181,182,997 | 11.8 | |||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS(8): 0.1% | |||||||||||||||||||
Federal National Mortgage Association: 0.1% | |||||||||||||||||||
915,000 | Other Securities | 1,232,653 | 0.1 | ||||||||||||||||
Total U.S. Government Agency Obligations (Cost $1,025,858) | 1,232,653 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
CONVERTIBLE BONDS/NOTES: 9.1% | |||||||||||||||||||
Communications: 2.9% | |||||||||||||||||||
2,954,000 | (7 | ) | GCI Liberty, Inc., 1.750%, 09/30/2046 | $ | 3,054,276 | 0.2 | |||||||||||||
1,807,000 | (2 | ),(7) | Liberty Expedia Holdings, Inc., 1.000%, 06/30/2047 | 1,788,997 | 0.1 | ||||||||||||||
9,559,000 | Liberty Media Corp., 1.375%, 10/15/2023 | 11,915,007 | 0.8 | ||||||||||||||||
939,188 | Liberty Media Corp., 2.250%, 09/30/2046 | 495,629 | 0.0 | ||||||||||||||||
673,000 | Liberty Media Corp.-Liberty Formula One, 1.000%, 01/30/2023 | 788,785 | 0.1 | ||||||||||||||||
2,258,000 | (7 | ) | Viavi Solutions, Inc., 1.750%, 06/01/2023 | 2,328,637 | 0.1 | ||||||||||||||
23,590,000 | (3 | ) | Other Securities | 24,177,436 | 1.6 | ||||||||||||||
44,548,767 | 2.9 | ||||||||||||||||||
Consumer, Cyclical: 0.1% | |||||||||||||||||||
2,264,000 | (7 | ) | Live Nation Entertainment, Inc., 2.500%, 03/15/2023 | 2,349,835 | 0.1 | ||||||||||||||
Consumer, Non-cyclical: 1.7% | |||||||||||||||||||
2,934,000 | (7 | ) | DexCom, Inc., 0.750%, 05/15/2022 | 3,409,493 | 0.2 | ||||||||||||||
514,000 | (7 | ) | Insulet Corp., 1.375%, 11/15/2024 | 578,645 | 0.0 | ||||||||||||||
798,000 | (7 | ) | Supernus Pharmaceuticals, Inc., 0.625%, 04/01/2023 | 976,495 | 0.1 | ||||||||||||||
18,406,000 | Other Securities | 20,928,881 | 1.4 | ||||||||||||||||
25,893,514 | 1.7 | ||||||||||||||||||
Energy: 0.8% | |||||||||||||||||||
1,677,000 | (2 | ),(7) | Oil States International, Inc., 1.500%, 02/15/2023 | 1,753,012 | 0.1 | ||||||||||||||
10,449,000 | (3 | ) | Other Securities | 10,025,655 | 0.7 | ||||||||||||||
11,778,667 | 0.8 |
See Accompanying Notes to Financial Statements
107
VY® INVESCO SUMMARY PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Financial: 1.5% | |||||||||||||||||||
9,000,000 | (7 | ) | Credit Suisse AG Convertible Basket, 0.500%, 06/24/2024 | $ | 8,993,700 | 0.6 | |||||||||||||
4,179,000 | (7 | ),(9) | Goldman Sachs Group, Inc., 1.000%, 09/28/2020 | 7,561,316 | 0.5 | ||||||||||||||
6,746,000 | GS Finance Corp., 0.250%, 07/08/2024 | 6,250,776 | 0.4 | ||||||||||||||||
22,805,792 | 1.5 | ||||||||||||||||||
Technology: 2.1% | |||||||||||||||||||
2,238,000 | (2 | ),(7) | Western Digital Corp., 1.500%, 02/01/2024 | 2,268,260 | 0.2 | ||||||||||||||
2,643,000 | (7 | ) | Workday, Inc., 0.250%, 10/01/2022 | 2,781,176 | 0.2 | ||||||||||||||
22,089,000 | Other Securities | 26,577,625 | 1.7 | ||||||||||||||||
31,627,061 | 2.1 | ||||||||||||||||||
Total Convertible Bonds/Notes (Cost $128,398,745) | 139,003,636 | 9.1 | |||||||||||||||||
Total Long-Term Investments (Cost $1,304,723,752) | 1,462,429,807 | 95.2 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 6.5% | |||||||||||||||||||
Securities Lending Collateral(10): 1.7% | |||||||||||||||||||
1,306,351 | Dominion Securities Inc., Repurchase Agreement dated 06/29/18, 2.11%, due 07/02/18 (Repurchase Amount $1,306,578, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $1,332,478, due 11/01/36- 06/01/48) | 1,306,351 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
6,284,897 | Jefferies LLC, Repurchase Agreement dated 06/29/18, 2.00%, due 07/02/18 (Repurchase Amount $6,285,930, collateralized by various U.S. Government Securities, 0.000%-2.375%, Market Value plus accrued interest $6,410,595, due 07/05/18- 09/09/49) | $ | 6,284,897 | 0.4 | |||||||||||||||
6,284,897 | NBC Global Finance Ltd., Repurchase Agreement dated 06/29/18, 1.95%, due 07/02/18 (Repurchase Amount $6,285,904, collateralized by various U.S. Government Securities, 0.000%-3.625%, Market Value plus accrued interest $6,410,613, due 01/31/20- 09/09/49) | 6,284,897 | 0.4 | ||||||||||||||||
6,284,897 | Nomura Securities, Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $6,285,992, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $6,410,595, due 07/15/18- 05/20/68) | 6,284,897 | 0.4 |
See Accompanying Notes to Financial Statements
108
VY® INVESCO SUMMARY PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Securities Lending Collateral(10) (continued) | |||||||||||||||||||
6,284,897 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $6,286,085, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $6,410,642, due 07/15/19- 02/15/48) | $ | 6,284,897 | 0.4 | |||||||||||||||
26,445,939 | 1.7 | ||||||||||||||||||
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Mutual Funds: 4.8% | |||||||||||||||||||
73,683,317 | (11 | ) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% (Cost $73,683,317) | $ | 73,683,317 | 4.8 | |||||||||||||
Total Short-Term Investments (Cost $100,129,256) | 100,129,256 | 6.5 | |||||||||||||||||
Total Investments in Securities (Cost $1,404,853,008) | $ | 1,562,559,063 | 101.7 | ||||||||||||||||
Liabilities in Excess of Other Assets | (26,468,512 | ) | (1.7 | ) | |||||||||||||||
Net Assets | $ | 1,536,090,551 | 100.0 |
"Other Securities" represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2018.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† 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) The grouping contains securities on loan.
(4) The grouping contains non-income producing securities.
(5) Preferred Stock may be called prior to convertible date.
(6) Variable rate security. Rate shown is the rate in effect as of June 30, 2018.
(7) 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.
(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) Exchangeable into a basket of 5 common shares.
(10) Represents securities purchased with cash collateral received for securities on loan.
(11) Rate shown is the 7-day yield as of June 30, 2018.
See Accompanying Notes to Financial Statements
109
VY® INVESCO SUMMARY PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2018 in valuing the assets and liabilities:(1)
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, 2018 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Consumer Discretionary | $ | 59,211,309 | $ | 13,430,662 | $ | — | $ | 72,641,971 | |||||||||||
Consumer Staples | 47,763,066 | — | — | 47,763,066 | |||||||||||||||
Energy | 127,163,431 | 42,054,809 | — | 169,218,240 | |||||||||||||||
Financials | 304,998,083 | — | — | 304,998,083 | |||||||||||||||
Health Care | 133,381,295 | 22,255,699 | — | 155,636,994 | |||||||||||||||
Industrials | 52,370,189 | — | — | 52,370,189 | |||||||||||||||
Information Technology | 105,841,776 | — | — | 105,841,776 | |||||||||||||||
Materials | 15,651,591 | 8,158,855 | — | 23,810,446 | |||||||||||||||
Telecommunication Services | 8,929,270 | — | — | 8,929,270 | |||||||||||||||
Utilities | 4,737,103 | — | — | 4,737,103 | |||||||||||||||
Total Common Stock | 860,047,113 | 85,900,025 | — | 945,947,138 | |||||||||||||||
Preferred Stock | 6,782,670 | 4,544,513 | — | 11,327,183 | |||||||||||||||
Corporate Bonds/Notes | — | 183,106,492 | — | 183,106,492 | |||||||||||||||
Municipal Bonds | — | 629,708 | — | 629,708 | |||||||||||||||
U.S. Treasury Obligations | — | 181,182,997 | — | 181,182,997 | |||||||||||||||
Convertible Bonds/Notes | — | 139,003,636 | — | 139,003,636 | |||||||||||||||
U.S. Government Agency Obligations | — | 1,232,653 | — | 1,232,653 | |||||||||||||||
Short-Term Investments | 73,683,317 | 26,445,939 | — | 100,129,256 | |||||||||||||||
Total Investments, at fair value | $ | 940,513,100 | $ | 622,045,963 | $ | — | $ | 1,562,559,063 | |||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | — | 1,092,918 | — | 1,092,918 | |||||||||||||||
Total Assets | $ | 940,513,100 | $ | 623,138,881 | $ | — | $ | 1,563,651,981 | |||||||||||
Liabilities Table | |||||||||||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (44,550 | ) | $ | — | $ | (44,550 | ) | |||||||||
Total Liabilities | $ | — | $ | (44,550 | ) | $ | — | $ | (44,550 | ) |
(1) For the period ended June 30, 2018, as a result of the fair value pricing procedures for international equities utilized by the Portfolio (Note 2) certain securities have transferred in and out of Level 1 and Level 2 measurements during the year. The Portfolio's policy is to recognize transfers between levels at the beginning of the reporting period. At June 30, 2018, securities valued at $13,885,677 and $6,859,222 were transferred from Level 1 to Level 2 and from Level 2 to Level 1, respectively, within the fair value hierarchy.
^ 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 valued at the unrealized gain (loss) 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, 2018, 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 | 230,319 | USD | 173,579 | State Street Bank and Trust Co. | 07/03/18 | $ | 1,615 | ||||||||||||
USD | 113,873 | CHF | 112,946 | State Street Bank and Trust Co. | 07/13/18 | (278 | ) | ||||||||||||
USD | 495,198 | GBP | 376,487 | State Street Bank and Trust Co. | 07/13/18 | (1,904 | ) | ||||||||||||
USD | 81,515 | EUR | 69,918 | State Street Bank and Trust Co. | 07/13/18 | (197 | ) | ||||||||||||
USD | 130,201 | CAD | 172,739 | State Street Bank and Trust Co. | 07/13/18 | (1,218 | ) | ||||||||||||
USD | 338,863 | CHF | 337,730 | State Street Bank and Trust Co. | 07/13/18 | (2,471 | ) |
See Accompanying Notes to Financial Statements
110
VY® INVESCO SUMMARY PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||||||||||
USD | 72,368 | AUD | 98,060 | State Street Bank and Trust Co. | 07/13/18 | $ | (204 | ) | |||||||||||
AUD | 266,794 | USD | 204,160 | State Street Bank and Trust Co. | 07/13/18 | (6,712 | ) | ||||||||||||
CAD | 444,095 | USD | 343,177 | State Street Bank and Trust Co. | 07/13/18 | (5,312 | ) | ||||||||||||
EUR | 179,796 | USD | 212,120 | State Street Bank and Trust Co. | 07/13/18 | (1,997 | ) | ||||||||||||
GBP | 1,017,382 | USD | 1,365,857 | State Street Bank and Trust Co. | 07/13/18 | (22,535 | ) | ||||||||||||
USD | 23,938,830 | GBP | 17,858,268 | State Street Bank and Trust Co. | 07/13/18 | 359,294 | |||||||||||||
USD | 3,400,021 | EUR | 2,894,152 | State Street Bank and Trust Co. | 07/13/18 | 17,694 | |||||||||||||
USD | 5,463,340 | CAD | 7,093,573 | State Street Bank and Trust Co. | 07/13/18 | 66,593 | |||||||||||||
USD | 4,858,917 | CHF | 4,768,371 | State Street Bank and Trust Co. | 07/13/18 | 39,647 | |||||||||||||
USD | 3,112,595 | AUD | 4,084,835 | State Street Bank and Trust Co. | 07/13/18 | 89,501 | |||||||||||||
USD | 3,108,915 | AUD | 4,084,835 | The Bank of New York Mellon | 07/13/18 | 85,821 | |||||||||||||
USD | 23,905,926 | GBP | 17,858,268 | The Bank of New York Mellon | 07/13/18 | 326,390 | |||||||||||||
USD | 3,392,119 | EUR | 2,894,152 | The Bank of New York Mellon | 07/13/18 | 9,793 | |||||||||||||
USD | 5,461,258 | CAD | 7,093,573 | The Bank of New York Mellon | 07/13/18 | 64,511 | |||||||||||||
CHF | 297,251 | USD | 302,146 | The Bank of New York Mellon | 07/13/18 | (1,722 | ) | ||||||||||||
USD | 4,851,329 | CHF | 4,768,371 | The Bank of New York Mellon | 07/13/18 | 32,059 | |||||||||||||
$ | 1,048,368 |
Currency Abbreviations
AUD — Australian Dollar
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, 2018 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 | $ | 1,092,918 | ||||||||
Total Asset Derivatives | $ | 1,092,918 | |||||||||
Liability Derivatives | |||||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 44,550 | ||||||||
Total Liability Derivatives | $ | 44,550 |
The effect of derivative instruments on the Portfolio's Statement of Operations for the period ended June 30, 2018 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 | $ | 399,718 | |||||
Total | $ | 399,718 | |||||
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 | $ | 2,526,484 | |||||
Total | $ | 2,526,484 |
See Accompanying Notes to Financial Statements
111
VY® INVESCO SUMMARY PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2018 (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, 2018:
State Street Bank and Trust Co. | The Bank of New York Mellon | Totals | |||||||||||||
Assets: | |||||||||||||||
Forward foreign currency contracts | $ | 574,344 | $ | 518,574 | $ | 1,092,918 | |||||||||
Total Assets | $ | 574,344 | $ | 518,574 | $ | 1,092,918 | |||||||||
Liabilities: | |||||||||||||||
Forward foreign currency contracts | $ | 42,828 | $ | 1,722 | $ | 44,550 | |||||||||
Total Liabilities | $ | 42,828 | $ | 1,722 | $ | 44,550 | |||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | 531,516 | $ | 516,852 | $ | 1,048,368 | |||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | |||||||||
Net Exposure(1) | $ | 531,516 | $ | 516,852 | $ | 1,048,368 |
(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.
At June 30, 2018, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments at period end were:
Cost for federal income tax purposes was $1,414,863,606.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 197,499,827 | |||||
Gross Unrealized Depreciation | (47,542,461 | ) | |||||
Net Unrealized Appreciation | $ | 149,957,366 |
See Accompanying Notes to Financial Statements
112
VY® JPMORGAN SUMMARY PORTFOLIO OF INVESTMENTS
MID CAP VALUE PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED)
Sector Diversification
as of June 30, 2018
(as a percentage of net assets)
Financials | 21.3 | % | |||||
Consumer Discretionary | 16.7 | % | |||||
Real Estate | 11.6 | % | |||||
Information Technology | 8.3 | % | |||||
Industrials | 7.7 | % | |||||
Utilities | 7.6 | % | |||||
Consumer Staples | 7.4 | % | |||||
Health Care | 6.7 | % | |||||
Energy | 6.6 | % | |||||
Materials | 4.3 | % | |||||
Assets in Excess of Other Liabilities* | 1.8 | % | |||||
Net Assets | 100.0 | % |
* Includes short-term investments.
Portfolio holdings are subject to change daily.
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 98.2% | |||||||||||||||||||
Consumer Discretionary: 16.7% | |||||||||||||||||||
8,860 | (1 | ) | Autozone, Inc. | $ | 5,944,440 | 1.1 | |||||||||||||
72,980 | Best Buy Co., Inc. | 5,442,848 | 1.1 | ||||||||||||||||
53,760 | Expedia, Inc. | 6,461,414 | 1.3 | ||||||||||||||||
164,370 | Gap, Inc. | 5,323,944 | 1.0 | ||||||||||||||||
97,030 | Hilton Worldwide Holdings, Inc. | 7,680,895 | 1.5 | ||||||||||||||||
97,191 | Kohl's Corp. | 7,085,224 | �� | 1.4 | |||||||||||||||
41,480 | (1 | ) | Mohawk Industries, Inc. | 8,887,920 | 1.7 | ||||||||||||||
42,070 | PVH Corp. | 6,298,720 | 1.2 | ||||||||||||||||
46,130 | Tiffany & Co. | 6,070,708 | 1.2 | ||||||||||||||||
527,384 | (2 | ) | Other Securities | 26,771,258 | 5.2 | ||||||||||||||
85,967,371 | 16.7 | ||||||||||||||||||
Consumer Staples: 7.4% | |||||||||||||||||||
21,430 | Constellation Brands, Inc. | 4,690,384 | 0.9 | ||||||||||||||||
69,160 | Dr Pepper Snapple Group, Inc. | 8,437,520 | 1.6 | ||||||||||||||||
208,120 | Kroger Co. | 5,921,014 | 1.2 | ||||||||||||||||
462,566 | (2 | ),(3) | Other Securities | 19,003,319 | 3.7 | ||||||||||||||
38,052,237 | 7.4 | ||||||||||||||||||
Energy: 6.6% | |||||||||||||||||||
151,334 | (1 | ) | Energen Corp. | 11,020,142 | 2.1 | ||||||||||||||
187,330 | EQT Corp. | 10,336,869 | 2.0 | ||||||||||||||||
331,300 | Williams Cos., Inc. | 8,981,543 | 1.8 | ||||||||||||||||
80,940 | Other Securities | 3,393,814 | 0.7 | ||||||||||||||||
33,732,368 | 6.6 | ||||||||||||||||||
Financials: 21.3% | |||||||||||||||||||
186,890 | Ally Financial, Inc. | 4,909,600 | 1.0 | ||||||||||||||||
33,480 | Ameriprise Financial, Inc. | 4,683,182 | 0.9 | ||||||||||||||||
251,300 | Fifth Third Bancorp | 7,212,310 | 1.4 | ||||||||||||||||
134,280 | Hartford Financial Services Group, Inc. | 6,865,736 | 1.3 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
182,090 | Loews Corp. | $ | 8,791,305 | 1.7 | |||||||||||||||
55,163 | M&T Bank Corp. | 9,385,985 | 1.8 | ||||||||||||||||
54,790 | Northern Trust Corp. | 5,637,343 | 1.1 | ||||||||||||||||
53,470 | Raymond James Financial, Inc. | 4,777,545 | 0.9 | ||||||||||||||||
117,590 | SunTrust Banks, Inc. | 7,763,292 | 1.5 | ||||||||||||||||
68,310 | T. Rowe Price Group, Inc. | 7,930,108 | 1.6 | ||||||||||||||||
943,800 | Other Securities | 41,453,761 | 8.1 | ||||||||||||||||
109,410,167 | 21.3 | ||||||||||||||||||
Health Care: 6.7% | |||||||||||||||||||
65,110 | AmerisourceBergen Corp. | 5,551,930 | 1.1 | ||||||||||||||||
33,620 | Cigna Corp. | 5,713,719 | 1.1 | ||||||||||||||||
28,030 | (1 | ) | Laboratory Corp. of America Holdings | 5,032,226 | 1.0 | ||||||||||||||
50,690 | Zimmer Biomet Holdings, Inc. | 5,648,893 | 1.1 | ||||||||||||||||
103,480 | (2 | ) | Other Securities | 12,336,325 | 2.4 | ||||||||||||||
34,283,093 | 6.7 | ||||||||||||||||||
Industrials: 7.7% | |||||||||||||||||||
67,310 | Ametek, Inc. | 4,857,089 | 1.0 | ||||||||||||||||
48,720 | Carlisle Cos., Inc. | 5,276,863 | 1.0 | ||||||||||||||||
37,370 | IDEX Corp. | 5,100,258 | 1.0 | ||||||||||||||||
57,200 | MSC Industrial Direct Co. | 4,853,420 | 0.9 | ||||||||||||||||
42,161 | Snap-On, Inc. | 6,776,116 | 1.3 | ||||||||||||||||
157,090 | (2 | ),(3) | Other Securities | 12,768,574 | 2.5 | ||||||||||||||
39,632,320 | 7.7 | ||||||||||||||||||
Information Technology: 8.3% | |||||||||||||||||||
65,870 | Amphenol Corp. | 5,740,570 | 1.1 | ||||||||||||||||
74,530 | (1 | ) | Arrow Electronics, Inc. | 5,610,618 | 1.1 | ||||||||||||||
72,030 | CDW Corp. | 5,819,304 | 1.1 | ||||||||||||||||
41,816 | Jack Henry & Associates, Inc. | 5,451,134 | 1.1 |
See Accompanying Notes to Financial Statements
113
VY® JPMORGAN SUMMARY PORTFOLIO OF INVESTMENTS
MID CAP VALUE PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Information Technology (continued) | |||||||||||||||||||
78,379 | (1 | ) | Keysight Technologies, Inc. | $ | 4,626,712 | 0.9 | |||||||||||||
306,962 | (2 | ),(3) | Other Securities | 15,593,379 | 3.0 | ||||||||||||||
42,841,717 | 8.3 | ||||||||||||||||||
Materials: 4.3% | |||||||||||||||||||
220,210 | (4 | ) | Ball Corp. | 7,828,466 | 1.5 | ||||||||||||||
92,570 | WestRock Co. | 5,278,341 | 1.1 | ||||||||||||||||
176,420 | Other Securities | 8,845,341 | 1.7 | ||||||||||||||||
21,952,148 | 4.3 | ||||||||||||||||||
Real Estate: 11.6% | |||||||||||||||||||
31,030 | AvalonBay Communities, Inc. | 5,333,747 | 1.0 | ||||||||||||||||
42,250 | Boston Properties, Inc. | 5,298,995 | 1.0 | ||||||||||||||||
97,830 | (1 | ) | CBRE Group, Inc. | 4,670,404 | 0.9 | ||||||||||||||
70,396 | Vornado Realty Trust | 5,203,672 | 1.0 | ||||||||||||||||
1,175,246 | Other Securities | 39,315,713 | 7.7 | ||||||||||||||||
59,822,531 | 11.6 | ||||||||||||||||||
Utilities: 7.6% | |||||||||||||||||||
184,390 | CMS Energy Corp. | 8,717,959 | 1.7 | ||||||||||||||||
90,150 | National Fuel Gas Co. | 4,774,344 | 0.9 | ||||||||||||||||
43,740 | Sempra Energy | 5,078,652 | 1.0 | ||||||||||||||||
126,880 | WEC Energy Group, Inc. | 8,202,792 | 1.6 | ||||||||||||||||
176,590 | Xcel Energy, Inc. | 8,066,631 | 1.6 | ||||||||||||||||
72,920 | Other Securities | 4,390,009 | 0.8 | ||||||||||||||||
39,230,387 | 7.6 | ||||||||||||||||||
Total Common Stock (Cost $376,515,541) | 504,924,339 | 98.2 | |||||||||||||||||
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 3.6% | |||||||||||||||||||
Securities Lending Collateral(5): 1.7% | |||||||||||||||||||
3,094,531 | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/29/18, 2.08%, due 07/02/18 (Repurchase Amount $3,095,060, collateralized by various U.S. Government Agency Obligations, 1.691%-8.500%, Market Value plus accrued interest $3,156,422, due 07/25/18-06/15/53) | $ | 3,094,531 | 0.6 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
1,521,466 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $1,521,751, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $1,551,896, due 11/15/42-08/15/44) | $ | 1,521,466 | 0.3 | |||||||||||||||
2,088,296 | NBC Global Finance Ltd., Repurchase Agreement dated 06/29/18, 1.95%, due 07/02/18 (Repurchase Amount $2,088,631, collateralized by various U.S. Government Securities, 0.000%-3.625%, Market Value plus accrued interest $2,130,068, due 01/31/20-09/09/49) | 2,088,296 | 0.4 | ||||||||||||||||
2,088,296 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $2,088,691, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,130,078, due 07/15/19-02/15/48) | 2,088,296 | 0.4 | ||||||||||||||||
8,792,589 | 1.7 |
See Accompanying Notes to Financial Statements
114
VY® JPMORGAN SUMMARY PORTFOLIO OF INVESTMENTS
MID CAP VALUE PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Mutual Funds: 1.9% | |||||||||||||||||||
9,728,986 | (6 | ) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% (Cost $9,728,986) | $ | 9,728,986 | 1.9 | |||||||||||||
Total Short-Term Investments (Cost $18,521,575) | 18,521,575 | 3.6 | |||||||||||||||||
Total Investments in Securities (Cost $395,037,116) | $ | 523,445,914 | 101.8 | ||||||||||||||||
Liabilities in Excess of Other Assets | (9,178,685 | ) | (1.8 | ) | |||||||||||||||
Net Assets | $ | 514,267,229 | 100.0 |
"Other Securities" represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2018.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† Unless otherwise indicated, principal amount is shown in USD.
(1) Non-income producing security.
(2) The grouping contains non-income producing securities.
(3) The grouping contains securities on loan.
(4) Security, or a portion of the security, is on loan.
(5) Represents securities purchased with cash collateral received for securities on loan.
(6) Rate shown is the 7-day yield as of June 30, 2018.
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2018 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, 2018 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock* | $ | 504,924,339 | $ | — | $ | — | $ | 504,924,339 | |||||||||||
Short-Term Investments | 9,728,986 | 8,792,589 | — | 18,521,575 | |||||||||||||||
Total Investments, at fair value | $ | 514,653,325 | $ | 8,792,589 | $ | — | $ | 523,445,914 |
^ 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, 2018, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments at period end were:
Cost for federal income tax purposes was $396,082,237.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 146,463,136 | |||||
Gross Unrealized Depreciation | (19,099,459 | ) | |||||
Net Unrealized Appreciation | $ | 127,363,677 |
See Accompanying Notes to Financial Statements
115
SUMMARY PORTFOLIO OF INVESTMENTS
VY® OPPENHEIMER GLOBAL PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED)
Geographic Diversification
as of June 30, 2018
(as a percentage of net assets)
United States | 48.1 | % | |||||
Japan | 14.3 | % | |||||
Germany | 8.8 | % | |||||
United Kingdom | 6.9 | % | |||||
France | 6.2 | % | |||||
Netherlands | 3.3 | % | |||||
China | 2.6 | % | |||||
Switzerland | 2.4 | % | |||||
India | 2.4 | % | |||||
Spain | 2.1 | % | |||||
Countries between 0.3% - 1.2%^ | 2.1 | % | |||||
Assets in Excess of Other Liabilities* | 0.8 | % | |||||
Net Assets | 100.0 | % |
* Includes short-term investments.
^ Includes 3 countries, which each represents 0.3% - 1.2% of net assets.
Portfolio holdings are subject to change daily.
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 97.7% | |||||||||||||||||||
China: 2.6% | |||||||||||||||||||
62,040 | (1 | ) | Baidu, Inc. ADR | $ | 15,075,720 | 0.9 | |||||||||||||
741,718 | (1 | ) | JD.com, Inc. ADR | 28,889,916 | 1.7 | ||||||||||||||
43,965,636 | 2.6 | ||||||||||||||||||
Denmark: 0.6% | |||||||||||||||||||
170,890 | (2 | ) | Other Securities | 10,196,369 | 0.6 | ||||||||||||||
France: 6.2% | |||||||||||||||||||
159,108 | LVMH Moet Hennessy Louis Vuitton SE | 52,826,935 | 3.1 | ||||||||||||||||
63,560 | Kering SA | 35,803,384 | 2.1 | ||||||||||||||||
376,630 | Societe Generale | 15,829,748 | 1.0 | ||||||||||||||||
104,460,067 | 6.2 | ||||||||||||||||||
Germany: 7.3% | |||||||||||||||||||
135,211 | Allianz SE | 27,860,899 | 1.6 | ||||||||||||||||
168,790 | Bayer AG | 18,537,148 | 1.1 | ||||||||||||||||
73,636 | (1 | ) | Linde AG | 17,494,380 | 1.0 | ||||||||||||||
329,413 | SAP SE | 38,020,166 | 2.3 | ||||||||||||||||
144,982 | Siemens AG | 19,102,248 | 1.1 | ||||||||||||||||
6,129 | Other Securities | 3,580,614 | 0.2 | ||||||||||||||||
124,595,455 | 7.3 | ||||||||||||||||||
India: 2.4% | |||||||||||||||||||
10,027,593 | DLF Ltd. | 27,694,731 | 1.7 | ||||||||||||||||
1,535,612 | Other Securities | 12,330,965 | 0.7 | ||||||||||||||||
40,025,696 | 2.4 | ||||||||||||||||||
Italy: 0.3% | |||||||||||||||||||
114,772 | Other Securities | 5,110,649 | 0.3 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Japan: 14.3% | |||||||||||||||||||
783,700 | Dai-ichi Life Holdings, Inc. | $ | 13,948,017 | 0.8 | |||||||||||||||
45,602 | Keyence Corp. | 25,720,191 | 1.5 | ||||||||||||||||
286,600 | Kyocera Corp. | 16,117,791 | 1.0 | ||||||||||||||||
203,900 | Murata Manufacturing Co., Ltd. | 34,230,001 | 2.0 | ||||||||||||||||
283,400 | Nidec Corp. | 42,393,716 | 2.5 | ||||||||||||||||
319,000 | Suzuki Motor Corp. | 17,579,490 | 1.1 | ||||||||||||||||
237,600 | TDK Corp. | 24,193,108 | 1.4 | ||||||||||||||||
2,259,600 | (2 | ) | Other Securities | 67,829,056 | 4.0 | ||||||||||||||
242,011,370 | 14.3 | ||||||||||||||||||
Netherlands: 3.3% | |||||||||||||||||||
478,733 | Airbus SE | 55,865,726 | 3.3 | ||||||||||||||||
Spain: 2.1% | |||||||||||||||||||
824,488 | Industria de Diseno Textil SA | 28,077,246 | 1.6 | ||||||||||||||||
1,131,205 | Other Securities | 7,977,910 | 0.5 | ||||||||||||||||
36,055,156 | 2.1 | ||||||||||||||||||
Sweden: 1.2% | |||||||||||||||||||
950,342 | Assa Abloy AB | 20,158,277 | 1.2 | ||||||||||||||||
Switzerland: 2.4% | |||||||||||||||||||
1,163,175 | Credit Suisse Group AG | 17,393,046 | 1.0 | ||||||||||||||||
1,521,655 | UBS Group AG | 23,327,523 | 1.4 | ||||||||||||||||
40,720,569 | 2.4 |
See Accompanying Notes to Financial Statements
116
SUMMARY PORTFOLIO OF INVESTMENTS
VY® OPPENHEIMER GLOBAL PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
United Kingdom: 6.9% | |||||||||||||||||||
1,694,440 | International Consolidated Airlines Group SA | $ | 14,783,009 | 0.9 | |||||||||||||||
1,268,676 | Prudential PLC | 28,921,120 | 1.7 | ||||||||||||||||
489,974 | TechnipFMC PLC | 15,583,632 | 0.9 | ||||||||||||||||
602,707 | Unilever PLC | 33,293,775 | 2.0 | ||||||||||||||||
12,581,543 | (2 | ),(3) | Other Securities | 23,861,133 | 1.4 | ||||||||||||||
116,442,669 | 6.9 | ||||||||||||||||||
United States: 48.1% | |||||||||||||||||||
117,090 | 3M Co. | 23,033,945 | 1.4 | ||||||||||||||||
197,813 | (1 | ) | Adobe Systems, Inc. | 48,228,788 | 2.8 | ||||||||||||||
225,120 | Aetna, Inc. | 41,309,520 | 2.4 | ||||||||||||||||
91,310 | (1 | ) | Alphabet, Inc. - Class A | 103,106,339 | 6.1 | ||||||||||||||
154,400 | Anthem, Inc. | 36,751,832 | 2.2 | ||||||||||||||||
52,000 | (1 | ) | Biogen, Inc. | 15,092,480 | 0.9 | ||||||||||||||
115,960 | (1 | ) | Centene Corp. | 14,287,432 | 0.8 | ||||||||||||||
554,630 | Citigroup, Inc. | 37,115,840 | 2.2 | ||||||||||||||||
526,030 | Colgate-Palmolive Co. | 34,092,004 | 2.0 | ||||||||||||||||
222,510 | (1 | ) | Facebook, Inc. - Class A | 43,238,143 | 2.6 | ||||||||||||||
108,150 | Goldman Sachs Group, Inc. | 23,854,645 | 1.4 | ||||||||||||||||
209,920 | Intuit, Inc. | 42,887,706 | 2.5 | ||||||||||||||||
83,700 | (1 | ) | Loxo Oncology, Inc. | 14,520,276 | 0.9 | ||||||||||||||
626,540 | Maxim Integrated Products | 36,752,836 | 2.2 | ||||||||||||||||
705,460 | Newell Brands, Inc. | 18,193,813 | 1.1 | ||||||||||||||||
331,472 | (1 | ) | PayPal Holdings, Inc. | 27,601,673 | 1.6 | ||||||||||||||
231,180 | S&P Global, Inc. | 47,135,290 | 2.8 | ||||||||||||||||
109,070 | (1 | ) | Sage Therapeutics, Inc. | 17,072,727 | 1.0 | ||||||||||||||
204,670 | Tiffany & Co. | 26,934,572 | 1.6 | ||||||||||||||||
156,170 | United Parcel Service, Inc. - Class B | 16,589,939 | 1.0 | ||||||||||||||||
214,890 | Walt Disney Co. | 22,522,621 | 1.3 | ||||||||||||||||
137,420 | Zimmer Biomet Holdings, Inc. | 15,314,085 | 0.9 | ||||||||||||||||
2,347,676 | (2 | ),(3) | Other Securities | 108,535,026 | 6.4 | ||||||||||||||
814,171,532 | 48.1 | ||||||||||||||||||
Total Common Stock (Cost $880,337,710) | 1,653,779,171 | 97.7 | |||||||||||||||||
PREFERRED STOCK: 1.5% | |||||||||||||||||||
Germany: 1.5% | |||||||||||||||||||
317,694 | Bayerische Motoren Werke AG | 25,271,950 | 1.5 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
India: 0.0% | |||||||||||||||||||
2,598,630 | (2 | ) | Other Securities | $ | 292,424 | 0.0 | |||||||||||||
Total Preferred Stock (Cost $12,023,223) | 25,564,374 | 1.5 | |||||||||||||||||
Total Long-Term Investments (Cost $892,360,933) | 1,679,343,545 | 99.2 | |||||||||||||||||
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 1.6% | |||||||||||||||||||
Securities Lending Collateral(4): 0.8% | |||||||||||||||||||
3,203,708 | Jefferies LLC, Repurchase Agreement dated 06/29/18, 2.00%, due 07/02/18 (Repurchase Amount $3,204,235, collateralized by various U.S. Government Securities, 0.000%-2.375%, Market Value plus accrued interest $3,267,782, due 07/05/18-09/09/49) | $ | 3,203,708 | 0.2 | |||||||||||||||
3,203,708 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $3,204,308, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $3,267,783, due 11/15/42-08/15/44) | 3,203,708 | 0.2 |
See Accompanying Notes to Financial Statements
117
SUMMARY PORTFOLIO OF INVESTMENTS
VY® OPPENHEIMER GLOBAL PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Securities Lending Collateral(4) (continued) | |||||||||||||||||||
673,790 | MUFG Securities America Inc., Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $673,907, collateralized by various U.S. Government Agency Obligations, 2.430%-6.000%, Market Value plus accrued interest $687,266, due 02/01/21-10/15/58) | $ | 673,790 | 0.0 | |||||||||||||||
3,203,708 | NBC Global Finance Ltd., Repurchase Agreement dated 06/29/18, 1.95%, due 07/02/18 (Repurchase Amount $3,204,221, collateralized by various U.S. Government Securities, 0.000%-3.625%, Market Value plus accrued interest $3,267,792, due 01/31/20-09/09/49) | 3,203,708 | 0.2 | ||||||||||||||||
3,203,708 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $3,204,314, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $3,267,806, due 07/15/19-02/15/48) | 3,203,708 | 0.2 | ||||||||||||||||
13,488,622 | 0.8 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Mutual Funds: 0.8% | |||||||||||||||||||
14,225,369 | (5 | ) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% (Cost $14,225,369) | $ | 14,225,369 | 0.8 | |||||||||||||
Total Short-Term Investments (Cost $27,713,991) | 27,713,991 | 1.6 | |||||||||||||||||
Total Investments in Securities (Cost $920,074,924) | $ | 1,707,057,536 | 100.8 | ||||||||||||||||
Liabilities in Excess of Other Assets | (14,001,674 | ) | (0.8 | ) | |||||||||||||||
Net Assets | $ | 1,693,055,862 | 100.0 |
"Other Securities" represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2018.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† Unless otherwise indicated, principal amount is shown in USD.
ADR American Depositary Receipt
(1) Non-income producing security.
(2) The grouping contains non-income producing securities.
(3) The grouping contains securities on loan.
(4) Represents securities purchased with cash collateral received for securities on loan.
(5) Rate shown is the 7-day yield as of June 30, 2018.
Sector Diversification | Percentage of Net Assets | ||||||
Information Technology | 29.7 | % | |||||
Consumer Discretionary | 16.6 | ||||||
Financials | 15.8 | ||||||
Health Care | 15.5 | ||||||
Industrials | 14.0 | ||||||
Consumer Staples | 4.0 | ||||||
Real Estate | 1.7 | ||||||
Materials | 1.0 | ||||||
Energy | 0.9 | ||||||
Short-Term Investments | 1.6 | ||||||
Liabilities in Excess of Other Assets | (0.8 | ) | |||||
Net Assets | 100.0 | % |
See Accompanying Notes to Financial Statements
118
SUMMARY PORTFOLIO OF INVESTMENTS
VY® OPPENHEIMER GLOBAL PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2018 in valuing the assets and liabilities:(1)
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, 2018 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
China | $ | 43,965,636 | $ | — | $ | — | $ | 43,965,636 | |||||||||||
Denmark | — | 10,196,369 | — | 10,196,369 | |||||||||||||||
France | — | 104,460,067 | — | 104,460,067 | |||||||||||||||
Germany | — | 124,595,455 | — | 124,595,455 | |||||||||||||||
India | 12,330,965 | 27,694,731 | — | 40,025,696 | |||||||||||||||
Italy | — | 5,110,649 | — | 5,110,649 | |||||||||||||||
Japan | — | 242,011,370 | — | 242,011,370 | |||||||||||||||
Netherlands | — | 55,865,726 | — | 55,865,726 | |||||||||||||||
Spain | — | 36,055,156 | — | 36,055,156 | |||||||||||||||
Sweden | — | 20,158,277 | — | 20,158,277 | |||||||||||||||
Switzerland | — | 40,720,569 | — | 40,720,569 | |||||||||||||||
United Kingdom | 16,045,816 | 100,396,853 | — | 116,442,669 | |||||||||||||||
United States | 814,171,532 | — | — | 814,171,532 | |||||||||||||||
Total Common Stock | 886,513,949 | 767,265,222 | — | 1,653,779,171 | |||||||||||||||
Preferred Stock | 292,424 | 25,271,950 | — | 25,564,374 | |||||||||||||||
Short-Term Investments | 14,225,369 | 13,488,622 | — | 27,713,991 | |||||||||||||||
Total Investments, at fair value | $ | 901,031,742 | $ | 806,025,794 | $ | — | $ | 1,707,057,536 |
(1) For the period ended June 30, 2018, as a result of the fair value pricing procedures for international equities utilized by the Portfolio (Note 2) certain securities have transferred in and out of Level 1 and Level 2 measurements during the year. The Portfolio's policy is to recognize transfers between levels at the beginning of the reporting period. At June 30, 2018, securities valued at $18,209,435 were transferred from Level 1 to Level 2 within the fair value hierarchy.
^ 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, 2018, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments at period end were:
Cost for federal income tax purposes was $936,734,387.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 804,558,728 | |||||
Gross Unrealized Depreciation | (34,182,611 | ) | |||||
Net Unrealized Appreciation | $ | 770,376,117 |
See Accompanying Notes to Financial Statements
119
VY® PIONEER SUMMARY PORTFOLIO OF INVESTMENTS
HIGH YIELD PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED)
Investment Type Allocation
as of June 30, 2018
(as a percentage of net assets)
Corporate Bonds/Notes | 76.7 | % | |||||
Convertible Bonds/Notes | 7.0 | % | |||||
Bank Loans | 3.7 | % | |||||
Common Stock | 2.0 | % | |||||
Preferred Stock | 1.4 | % | |||||
Warrants** | 0.0 | % | |||||
Assets in Excess of Other Liabilities* | 9.2 | % | |||||
Net Assets | 100.0 | % |
* Includes short-term investments.
** Amount is less than 0.05%.
Portfolio holdings are subject to change daily.
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
CORPORATE BONDS/NOTES: 76.7% | |||||||||||||||||||
Basic Materials: 6.2% | |||||||||||||||||||
300,000 | (1 | ) | Ausdrill Finance Pty Ltd., 6.875%, 11/01/2019 | $ | 302,250 | 0.3 | |||||||||||||
400,000 | (1 | ) | Century Aluminum Co., 7.500%, 06/01/2021 | 405,000 | 0.4 | ||||||||||||||
539,000 | CF Industries, Inc., 3.450%, 06/01/2023 | 512,045 | 0.5 | ||||||||||||||||
400,000 | Chemours Co/The, 7.000%, 05/15/2025 | 431,000 | 0.4 | ||||||||||||||||
130,000 | Commercial Metals Co., 5.375%, 07/15/2027 | 123,825 | 0.1 | ||||||||||||||||
475,000 | (1 | ) | Commercial Metals Co., 5.750%, 04/15/2026 | 459,562 | 0.5 | ||||||||||||||
250,000 | (1 | ) | Constellium NV, 5.875%, 02/15/2026 | 241,875 | 0.2 | ||||||||||||||
225,000 | (1 | ) | First Quantum Minerals Ltd., 6.875%, 03/01/2026 | 216,000 | 0.2 | ||||||||||||||
250,000 | (1 | ) | GCP Applied Technologies, Inc., 5.500%, 04/15/2026 | 245,937 | 0.2 | ||||||||||||||
75,000 | (1 | ) | Hudbay Minerals, Inc., 7.250%, 01/15/2023 | 77,625 | 0.1 | ||||||||||||||
100,000 | (1 | ) | Hudbay Minerals, Inc., 7.625%, 01/15/2025 | 105,250 | 0.1 | ||||||||||||||
534,000 | (1 | ) | Ingevity Corp., 4.500%, 02/01/2026 | 504,630 | 0.5 | ||||||||||||||
435,000 | (1 | ) | Kraton Polymers LLC / Kraton Polymers Capital Corp., 7.000%, 04/15/2025 | 452,400 | 0.5 | ||||||||||||||
125,000 | (1 | ) | NOVA Chemicals Corp., 4.875%, 06/01/2024 | 119,219 | 0.1 | ||||||||||||||
450,000 | (1 | ) | NOVA Chemicals Corp., 5.000%, 05/01/2025 | 427,500 | 0.4 | ||||||||||||||
130,000 | (1 | ) | Nufarm Australia Ltd. / Nufarm Americas, Inc., 5.750%, 04/30/2026 | 126,263 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
621,000 | United States Steel Corp., 6.250%, 03/15/2026 | $ | 615,954 | 0.6 | |||||||||||||||
1,025,000 | Other Securities | 978,453 | 1.0 | ||||||||||||||||
6,344,788 | 6.2 | ||||||||||||||||||
Communications: 11.5% | |||||||||||||||||||
200,000 | (1 | ) | Altice Financing SA, 6.625%, 02/15/2023 | 197,600 | 0.2 | ||||||||||||||
200,000 | (1 | ) | Altice France SA/France, 6.000%, 05/15/2022 | 201,500 | 0.2 | ||||||||||||||
200,000 | (1 | ) | Altice US Finance I Corp., 5.375%, 07/15/2023 | 199,500 | 0.2 | ||||||||||||||
210,000 | (1 | ) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | 193,200 | 0.2 | ||||||||||||||
505,000 | (1 | ) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/2026 | 490,961 | 0.5 | ||||||||||||||
310,000 | (1 | ) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/2026 | 305,350 | 0.3 | ||||||||||||||
155,000 | (1 | ) | CommScope Technologies LLC, 5.000%, 03/15/2027 | 146,281 | 0.2 | ||||||||||||||
120,000 | (1 | ) | CommScope, Inc., 5.000%, 06/15/2021 | 120,450 | 0.1 | ||||||||||||||
200,000 | (1 | ) | CSC Holdings LLC, 5.375%, 02/01/2028 | 185,500 | 0.2 | ||||||||||||||
400,000 | (1 | ) | CSC Holdings LLC, 5.500%, 04/15/2027 | 383,000 | 0.3 | ||||||||||||||
100,000 | (1 | ) | Frontier Communications Corp., 8.500%, 04/01/2026 | 96,875 | 0.1 | ||||||||||||||
555,000 | Frontier Communications Corp., 8.750%, 04/15/2022 | 471,750 | 0.5 |
See Accompanying Notes to Financial Statements
120
VY® PIONEER SUMMARY PORTFOLIO OF INVESTMENTS
HIGH YIELD PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Communications (continued) | |||||||||||||||||||
330,000 | Frontier Communications Corp., 11.000%, 09/15/2025 | $ | 265,551 | 0.2 | |||||||||||||||
250,000 | (1 | ) | Gray Television, Inc., 5.125%, 10/15/2024 | 239,375 | 0.3 | ||||||||||||||
249,000 | (1 | ) | Gray Television, Inc., 5.875%, 07/15/2026 | 237,484 | 0.2 | ||||||||||||||
690,000 | Level 3 Financing, Inc., 5.250%, 03/15/2026 | 657,984 | 0.6 | ||||||||||||||||
530,000 | (1 | ) | MDC Partners, Inc., 6.500%, 05/01/2024 | 462,425 | 0.4 | ||||||||||||||
526,000 | Netflix, Inc., 4.375%, 11/15/2026 | 494,335 | 0.5 | ||||||||||||||||
200,000 | (1 | ) | Sinclair Television Group, Inc., 5.875%, 03/15/2026 | 195,250 | 0.2 | ||||||||||||||
322,000 | (1 | ) | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | 301,875 | 0.3 | ||||||||||||||
200,000 | Sprint Corp., 7.125%, 06/15/2024 | 202,418 | 0.2 | ||||||||||||||||
1,660,000 | Sprint Corp., 7.250%, 09/15/2021 | 1,730,550 | 1.7 | ||||||||||||||||
450,000 | T-Mobile USA, Inc., 6.500%, 01/15/2026 | 464,490 | 0.5 | ||||||||||||||||
545,000 | T-Mobile USA, Inc., 5.125%-6.500%, 03/01/2023- 04/15/2025 | 562,717 | 0.5 | ||||||||||||||||
480,000 | (1 | ) | Videotron Ltd., 5.375%, 06/15/2024 | 493,200 | 0.5 | ||||||||||||||
546,000 | (1 | ) | Wind Tre SpA, 5.000%, 01/20/2026 | 435,549 | 0.4 | ||||||||||||||
335,000 | (1 | ) | Windstream Services LLC / Windstream Finance Corp., 8.625%, 10/31/2025 | 319,925 | 0.3 | ||||||||||||||
317,000 | (1 | ) | Windstream Services LLC / Windstream Finance Corp., 8.750%, 12/15/2024 | 202,087 | 0.2 | ||||||||||||||
575,000 | Windstream Services LLC, 6.375%-7.750%, 10/15/2020- 08/01/2023 | 405,500 | 0.4 | ||||||||||||||||
2,957,000 | (2 | ),(3) | Other Securities | 1,134,919 | 1.1 | ||||||||||||||
11,797,601 | 11.5 | ||||||||||||||||||
Consumer, Cyclical: 11.7% | |||||||||||||||||||
200,000 | (1 | ) | Aramark Services, Inc., 5.000%, 02/01/2028 | 191,500 | 0.2 | ||||||||||||||
570,000 | Beazer Homes USA, Inc., 6.750%, 03/15/2025 | 547,200 | 0.5 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
295,000 | Beazer Homes USA, Inc., 5.875%-8.750%, 03/15/2022- 10/15/2027 | $ | 271,654 | 0.3 | |||||||||||||||
125,000 | (1 | ) | Dana Financing Luxembourg Sarl, 5.750%, 04/15/2025 | 123,437 | 0.1 | ||||||||||||||
650,000 | Ferrellgas L.P. / Ferrellgas Finance Corp., 6.500%, 05/01/2021 | 599,625 | 0.6 | ||||||||||||||||
148,000 | (1 | ) | Golden Nugget, Inc., 6.750%, 10/15/2024 | 148,397 | 0.1 | ||||||||||||||
96,000 | (1 | ) | Golden Nugget, Inc., 8.750%, 10/01/2025 | 98,852 | 0.1 | ||||||||||||||
300,000 | (1 | ) | International Game Technology PLC, 6.500%, 02/15/2025 | 311,250 | 0.3 | ||||||||||||||
100,000 | (1 | ) | JC Penney Corp., Inc., 8.625%, 03/15/2025 | 85,000 | 0.1 | ||||||||||||||
400,000 | KB Home, 7.000%, 12/15/2021 | 422,000 | 0.4 | ||||||||||||||||
245,000 | KB Home, 7.500%, 09/15/2022 | 265,406 | 0.3 | ||||||||||||||||
205,000 | (1 | ) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.000%, 06/01/2024 | 202,888 | 0.2 | ||||||||||||||
205,000 | (1 | ) | KFC Holding Co/Pizza Hut Holdings LLC/ Taco Bell of America LLC, 5.250%, 06/01/2026 | 202,438 | 0.2 | ||||||||||||||
250,000 | Lennar Corp., 4.500%, 06/15/2019 | 251,562 | 0.2 | ||||||||||||||||
465,000 | Lennar Corp., 4.750%, 11/15/2022 | 465,291 | 0.5 | ||||||||||||||||
200,000 | (1 | ) | LHMC Finco Sarl, 7.875%, 12/20/2023 | 195,626 | 0.2 | ||||||||||||||
615,000 | Meritage Homes Corp., 5.125%-7.000%, 04/01/2022- 06/06/2027 | 615,638 | 0.6 | ||||||||||||||||
420,000 | (1 | ) | PetSmart, Inc., 5.875%, 06/01/2025 | 324,450 | 0.3 | ||||||||||||||
200,000 | (1 | ) | Scientific Games International, Inc., 5.000%, 10/15/2025 | 191,000 | 0.2 | ||||||||||||||
595,000 | Scientific Games International, Inc., 10.000%, 12/01/2022 | 635,906 | 0.6 | ||||||||||||||||
250,000 | (1 | ) | Silversea Cruise Finance Ltd., 7.250%, 02/01/2025 | 271,275 | 0.3 |
See Accompanying Notes to Financial Statements
121
VY® PIONEER SUMMARY PORTFOLIO OF INVESTMENTS
HIGH YIELD PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Consumer, Cyclical (continued) | |||||||||||||||||||
365,000 | (1 | ) | Taylor Morrison Communities, Inc. / Taylor Morrison Holdings II, Inc., 5.625%, 03/01/2024 | $ | 358,839 | 0.4 | |||||||||||||
150,000 | (1 | ) | Taylor Morrison Communities, Inc. / Taylor Morrison Holdings II, Inc., 5.875%, 04/15/2023 | 150,000 | 0.1 | ||||||||||||||
169,000 | (1 | ) | TI Group Automotive Systems LLC, 8.750%, 07/15/2023 | 176,723 | 0.2 | ||||||||||||||
255,000 | (1 | ) | Titan International, Inc., 6.500%, 11/30/2023 | 255,000 | 0.3 | ||||||||||||||
678,000 | (1 | ) | Viking Cruises Ltd., 5.875%, 09/15/2027 | 642,405 | 0.6 | ||||||||||||||
305,000 | (1 | ) | Viking Cruises Ltd, 6.250%, 05/15/2025 | 300,425 | 0.3 | ||||||||||||||
150,000 | (1 | ) | VOC Escrow Ltd., 5.000%, 02/15/2028 | 142,457 | 0.1 | ||||||||||||||
3,558,000 | Other Securities | 3,470,945 | 3.4 | ||||||||||||||||
11,917,189 | 11.7 | ||||||||||||||||||
Consumer, Non-cyclical: 11.0% | |||||||||||||||||||
80,000 | (1 | ) | Alliance One International, Inc., 8.500%, 04/15/2021 | 82,600 | 0.1 | ||||||||||||||
190,000 | (1 | ) | Aptim Corp., 7.750%, 06/15/2025 | 154,850 | 0.2 | ||||||||||||||
200,000 | (1 | ) | Ashtead Capital, Inc., 4.125%, 08/15/2025 | 187,500 | 0.2 | ||||||||||||||
446,000 | (1 | ) | Brink's Co/The, 4.625%, 10/15/2027 | 413,665 | 0.4 | ||||||||||||||
215,000 | (1 | ) | C&S Group Enterprises LLC, 5.375%, 07/15/2022 | 211,775 | 0.2 | ||||||||||||||
250,000 | (1 | ) | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | 227,500 | 0.2 | ||||||||||||||
250,000 | (1 | ) | Carriage Services, Inc., 6.625%, 06/01/2026 | 254,687 | 0.2 | ||||||||||||||
590,000 | (1 | ) | Centene Corp., 5.375%, 06/01/2026 | 599,222 | 0.6 | ||||||||||||||
7,000 | (1 | ) | CHS/Community Health Systems, Inc., 8.125%, 06/30/2024 | 5,819 | 0.0 | ||||||||||||||
270,000 | (1 | ) | Endo Finance LLC, 5.750%, 01/15/2022 | 243,000 | 0.2 | ||||||||||||||
200,000 | (1 | ) | Endo Ltd. / Endo Finance LLC / Endo Finco, Inc., 6.000%, 02/01/2025 | 157,000 | 0.2 | ||||||||||||||
171,000 | (1 | ) | Garda World Security Corp., 8.750%, 05/15/2025 | 175,275 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
738,000 | HCA, Inc., 5.375%, 02/01/2025 | $ | 728,554 | 0.7 | |||||||||||||||
35,000 | (1 | ) | Horizon Pharma, Inc. / Horizon Pharma USA, Inc., 8.750%, 11/01/2024 | 37,756 | 0.0 | ||||||||||||||
416,000 | Horizon Pharma, Inc., 6.625%, 05/01/2023 | 420,680 | 0.4 | ||||||||||||||||
400,000 | (1 | ) | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | 378,380 | 0.4 | ||||||||||||||
450,000 | Kindred Healthcare, Inc., 6.375%, 04/15/2022 | 465,750 | 0.5 | ||||||||||||||||
240,000 | Kindred Healthcare, Inc., 8.000%, 01/15/2020 | 258,362 | 0.2 | ||||||||||||||||
371,000 | (1 | ) | Pilgrim's Pride Corp., 5.875%, 09/30/2027 | 345,030 | 0.3 | ||||||||||||||
259,000 | (1 | ) | Post Holdings, Inc., 5.625%, 01/15/2028 | 243,784 | 0.2 | ||||||||||||||
365,000 | (1 | ) | RegionalCare Hospital Partners Holdings, Inc., 8.250%, 05/01/2023 | 385,759 | 0.4 | ||||||||||||||
235,000 | (1 | ) | Team Health Holdings, Inc., 6.375%, 02/01/2025 | 203,275 | 0.2 | ||||||||||||||
470,000 | United Rentals North America, Inc., 5.750%, 11/15/2024 | 479,400 | 0.5 | ||||||||||||||||
120,000 | United Rentals North America, Inc., 4.625%-4.875%, 10/15/2025- 01/15/2028 | 113,175 | 0.1 | ||||||||||||||||
200,000 | (1 | ) | Valeant Pharmaceuticals International, Inc., 5.500%, 11/01/2025 | 197,850 | 0.2 | ||||||||||||||
1,859,000 | (1 | ) | Valeant Pharmaceuticals International, Inc., 5.875%, 05/15/2023 | 1,753,270 | 1.7 | ||||||||||||||
95,000 | (1 | ) | Valeant Pharmaceuticals International, Inc., 6.500%, 03/15/2022 | 98,681 | 0.1 | ||||||||||||||
125,000 | (1 | ) | Valeant Pharmaceuticals International, Inc., 7.000%, 03/15/2024 | 131,211 | 0.1 | ||||||||||||||
100,000 | (1 | ) | Valeant Pharmaceuticals International, 8.500%, 01/31/2027 | 101,750 | 0.1 | ||||||||||||||
525,000 | WellCare Health Plans, Inc., 5.250%, 04/01/2025 | 523,688 | 0.5 | ||||||||||||||||
1,761,000 | Other Securities | 1,690,431 | 1.7 | ||||||||||||||||
11,269,679 | 11.0 |
See Accompanying Notes to Financial Statements
122
VY® PIONEER SUMMARY PORTFOLIO OF INVESTMENTS
HIGH YIELD PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Energy: 16.6% | |||||||||||||||||||
200,000 | Andeavor Logistics L.P. / Tesoro Logistics Finance Corp., 5.250%, 01/15/2025 | $ | 205,226 | 0.2 | |||||||||||||||
300,000 | Andeavor, 5.375%, 10/01/2022 | 307,140 | 0.3 | ||||||||||||||||
525,000 | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.000%, 04/01/2021 | 523,687 | 0.5 | ||||||||||||||||
50,000 | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.000%, 10/01/2022 | 49,750 | 0.1 | ||||||||||||||||
355,000 | (1 | ) | Blue Racer Midstream LLC / Blue Racer Finance Corp., 6.125%, 11/15/2022 | 360,325 | 0.4 | ||||||||||||||
155,000 | (1 | ) | Blue Racer Midstream LLC / Blue Racer Finance Corp., 6.625%, 07/15/2026 | 153,791 | 0.1 | ||||||||||||||
145,000 | (1 | ) | Calfrac Holdings L.P., 8.500%, 06/15/2026 | 145,906 | 0.1 | ||||||||||||||
525,000 | Calumet Specialty Products Partners L.P. / Calumet Finance Corp., 6.500%-7.750%, 04/15/2021- 04/15/2023 | 526,312 | 0.5 | ||||||||||||||||
230,000 | (1 | ) | Chaparral Energy, Inc., 8.750%, 07/15/2023 | 232,156 | 0.2 | ||||||||||||||
518,000 | Cheniere Corpus Christi Holdings LLC, 5.125%, 06/30/2027 | 515,410 | 0.5 | ||||||||||||||||
100,000 | Cheniere Corpus Christi Holdings LLC, 5.875%, 03/31/2025 | 104,375 | 0.1 | ||||||||||||||||
104,000 | (1 | ) | Chesapeake Energy Corp., 8.000%, 12/15/2022 | 109,559 | 0.1 | ||||||||||||||
249,000 | (1 | ) | Covey Park Energy LLC / Covey Park Finance Corp., 7.500%, 05/15/2025 | 255,225 | 0.3 | ||||||||||||||
543,000 | Genesis Energy L.P. / Genesis Energy Finance Corp., 6.250%-6.750%, 08/01/2022- 05/15/2026 | 524,795 | 0.5 | ||||||||||||||||
494,000 | (1 | ) | Great Western Petroleum LLC / Great Western Finance Corp., 9.000%, 09/30/2021 | 508,820 | 0.5 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
400,000 | (1 | ) | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | $ | 401,000 | 0.4 | |||||||||||||
230,000 | (1 | ) | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.750%, 10/01/2025 | 230,575 | 0.2 | ||||||||||||||
361,000 | (1 | ) | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | 351,072 | 0.3 | ||||||||||||||
173,000 | (1 | ) | Jagged Peak Energy LLC, 5.875%, 05/01/2026 | 169,973 | 0.2 | ||||||||||||||
100,000 | (1 | ) | MEG Energy Corp., 6.500%, 01/15/2025 | 100,125 | 0.1 | ||||||||||||||
220,000 | (1 | ) | MEG Energy Corp., 7.000%, 03/31/2024 | 206,525 | 0.2 | ||||||||||||||
262,000 | (1 | ) | Neptune Energy Bondco PLC, 6.625%, 05/15/2025 | 255,450 | 0.3 | ||||||||||||||
162,000 | (1 | ) | NGPL PipeCo LLC, 4.375%, 08/15/2022 | 160,988 | 0.2 | ||||||||||||||
230,000 | (1 | ) | Parsley Energy LLC / Parsley Finance Corp., 5.375%, 01/15/2025 | 229,425 | 0.2 | ||||||||||||||
200,000 | (1 | ) | Parsley Energy LLC / Parsley Finance Corp., 5.625%, 10/15/2027 | 199,000 | 0.2 | ||||||||||||||
210,000 | (1 | ) | Parsley Energy LLC / Parsley Finance Corp., 6.250%, 06/01/2024 | 218,400 | 0.2 | ||||||||||||||
400,000 | PBF Holding Co. LLC / PBF Finance Corp., 7.000%, 11/15/2023 | 416,000 | 0.4 | ||||||||||||||||
200,000 | (1 | ) | Precision Drilling Corp., 7.125%, 01/15/2026 | 205,900 | 0.2 | ||||||||||||||
110,000 | (1 | ) | Sanchez Energy Corp., 7.250%, 02/15/2023 | 109,313 | 0.1 | ||||||||||||||
517,000 | (1 | ) | Shelf Drilling Holdings Ltd., 8.250%, 02/15/2025 | 522,816 | 0.5 | ||||||||||||||
250,000 | (1 | ) | Sunoco L.P. / Sunoco Finance Corp., 4.875%, 01/15/2023 | 240,625 | 0.2 | ||||||||||||||
100,000 | (1 | ) | Sunoco L.P. / Sunoco Finance Corp., 5.875%, 03/15/2028 | 94,533 | 0.1 | ||||||||||||||
84,000 | (1 | ) | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 5.000%, 01/15/2028 | 78,330 | 0.1 |
See Accompanying Notes to Financial Statements
123
VY® PIONEER SUMMARY PORTFOLIO OF INVESTMENTS
HIGH YIELD PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Energy (continued) | |||||||||||||||||||
550,000 | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 4.250%-5.250%, 05/01/2023- 11/15/2023 | $ | 537,975 | 0.5 | |||||||||||||||
300,000 | (1 | ) | TerraForm Power Operating LLC, 4.250%, 01/31/2023 | 290,250 | 0.3 | ||||||||||||||
205,000 | (1 | ) | TerraForm Power Operating LLC, 5.000%, 01/31/2028 | 195,006 | 0.2 | ||||||||||||||
211,000 | (1 | ) | Trinidad Drilling Ltd, 6.625%, 02/15/2025 | 204,143 | 0.2 | ||||||||||||||
125,000 | (1 | ) | Whiting Petroleum Corp., 6.625%, 01/15/2026 | 129,063 | 0.1 | ||||||||||||||
7,014,000 | Other Securities | 6,940,408 | 6.8 | ||||||||||||||||
17,009,372 | 16.6 | ||||||||||||||||||
Financial: 7.8% | |||||||||||||||||||
500,000 | (1 | ) | Alliance Data Systems Corp., 5.875%, 11/01/2021 | 511,250 | 0.5 | ||||||||||||||
300,000 | (1 | ) | Avation Capital SA, 6.500%, 05/15/2021 | 302,250 | 0.3 | ||||||||||||||
405,000 | (1 | ) | Freedom Mortgage Corp., 8.125%, 11/15/2024 | 393,862 | 0.4 | ||||||||||||||
515,000 | (1 | ) | Freedom Mortgage Corp., 8.250%, 04/15/2025 | 508,563 | 0.5 | ||||||||||||||
260,000 | (1 | ) | Iron Mountain US Holdings, Inc., 5.375%, 06/01/2026 | 248,300 | 0.2 | ||||||||||||||
300,000 | Iron Mountain, Inc., 5.750%, 08/15/2024 | 296,250 | 0.3 | ||||||||||||||||
250,000 | (1 | ) | Kendall Re Ltd., 7.452%, (US0003M + 5.250%), 05/06/2024 | 250,387 | 0.3 | ||||||||||||||
250,000 | (1 | ) | Kilimanjaro Re Ltd. (Cat Bond), 11.162%, (T-BILL 3MO + 9.250%), 12/06/2019 | 249,037 | 0.2 | ||||||||||||||
575,000 | Nationstar Mortgage LLC / Nationstar Capital Corp., 6.500%, 07/01/2021 | 574,828 | 0.6 | ||||||||||||||||
225,000 | Nationstar Mortgage LLC / Nationstar Capital Corp., 6.500%, 08/01/2018- 06/01/2022 | 224,479 | 0.2 | ||||||||||||||||
295,000 | (1 | ) | Oxford Finance LLC / Oxford Finance Co-Issuer II, Inc., 6.375%, 12/15/2022 | 300,163 | 0.3 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
343,000 | (1 | ) | Provident Funding Associates L.P. / PFG Finance Corp., 6.375%, 06/15/2025 | $ | 334,785 | 0.3 | |||||||||||||
120,000 | (1 | ) | Quicken Loans, Inc., 5.750%, 05/01/2025 | 118,054 | 0.1 | ||||||||||||||
600,000 | (4 | ) | Royal Bank of Scotland Group PLC, 8.000%, 12/31/2199 | 631,500 | 0.6 | ||||||||||||||
200,000 | (1 | ),(4) | Societe Generale SA, 7.375%, 12/31/2199 | 204,000 | 0.2 | ||||||||||||||
250,000 | (1 | ) | Tailwind Re Ltd. 2017-1, 9.162%, (T-BILL 3MO + 7.250%), 01/08/2025 | 256,038 | 0.3 | ||||||||||||||
335,000 | (1 | ) | Uniti Group L.P. / Uniti Group Finance, Inc. / CSL Capital LLC, 6.000%, 04/15/2023 | 323,903 | 0.3 | ||||||||||||||
250,000 | (1 | ) | Ursa Re Ltd 2017-2 D (Cat Bond), 5.250%, (T-BILL 3MO + 5.250%), 12/10/2020 | 252,688 | 0.3 | ||||||||||||||
1,940,000 | Other Securities | 1,946,299 | 1.9 | ||||||||||||||||
7,926,636 | 7.8 | ||||||||||||||||||
Industrial: 6.7% | |||||||||||||||||||
255,000 | (1 | ) | American Woodmark Corp., 4.875%, 03/15/2026 | 242,250 | 0.2 | ||||||||||||||
250,000 | (1 | ) | Amsted Industries, Inc., 5.000%, 03/15/2022 | 250,937 | 0.3 | ||||||||||||||
250,000 | (1 | ) | Amsted Industries, Inc., 5.375%, 09/15/2024 | 249,375 | 0.2 | ||||||||||||||
80,000 | (1 | ) | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 4.625%, 05/15/2023 | 79,300 | 0.1 | ||||||||||||||
220,000 | (1 | ) | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 6.000%, 02/15/2025 | 214,775 | 0.2 | ||||||||||||||
90,000 | (1 | ) | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.250%, 05/15/2024 | 93,937 | 0.1 | ||||||||||||||
275,000 | (1 | ) | BlueLine Rental Finance Corp. / BlueLine Rental LLC, 9.250%, 03/15/2024 | 293,260 | 0.3 | ||||||||||||||
249,000 | (1 | ) | Builders FirstSource, Inc., 5.625%, 09/01/2024 | 243,709 | 0.2 | ||||||||||||||
640,000 | Crown Cork & Seal Co., Inc., 7.375%, 12/15/2026 | 694,400 | 0.7 | ||||||||||||||||
110,000 | (1 | ) | DAE Funding LLC, 4.500%, 08/01/2022 | 106,975 | 0.1 | ||||||||||||||
600,000 | Fly Leasing Ltd., 6.375%, 10/15/2021 | 620,250 | 0.6 |
See Accompanying Notes to Financial Statements
124
VY® PIONEER SUMMARY PORTFOLIO OF INVESTMENTS
HIGH YIELD PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Industrial (continued) | |||||||||||||||||||
416,000 | (1 | ) | GFL Environmental, Inc., 5.375%, 03/01/2023 | $ | 385,840 | 0.4 | |||||||||||||
215,000 | (1 | ) | Itron, Inc., 5.000%, 01/15/2026 | 204,723 | 0.2 | ||||||||||||||
225,000 | (1 | ) | Kratos Defense & Security Solutions, Inc., 6.500%, 11/30/2025 | 233,719 | 0.2 | ||||||||||||||
125,000 | (1 | ) | Plastipak Holdings, Inc., 6.250%, 10/15/2025 | 115,625 | 0.1 | ||||||||||||||
175,000 | (1 | ) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/2024 | 179,047 | 0.2 | ||||||||||||||
200,000 | (1 | ) | syncreon Group BV / syncreon Global Finance US, Inc., 8.625%, 11/01/2021 | 173,000 | 0.2 | ||||||||||||||
270,000 | (1 | ) | Tervita 2018 Escrow Corp., 7.625%, 12/01/2021 | 276,750 | 0.3 | ||||||||||||||
75,000 | (1 | ) | TTM Technologies, Inc., 5.625%, 10/01/2025 | 73,312 | 0.1 | ||||||||||||||
185,000 | (1 | ) | USG Corp., 4.875%, 06/01/2027 | 189,625 | 0.2 | ||||||||||||||
150,000 | (1 | ) | Waste Pro USA, Inc., 5.500%, 02/15/2026 | 144,563 | 0.1 | ||||||||||||||
1,710,911 | Other Securities | 1,758,552 | 1.7 | ||||||||||||||||
6,823,924 | 6.7 | ||||||||||||||||||
Technology: 2.7% | |||||||||||||||||||
435,000 | Diebold Nixdorf, Inc., 8.500%, 04/15/2024 | 418,287 | 0.4 | ||||||||||||||||
570,000 | (1 | ) | First Data Corp., 5.750%, 01/15/2024 | 571,767 | 0.6 | ||||||||||||||
155,000 | (1 | ) | First Data Corp., 7.000%, 12/01/2023 | 161,832 | 0.1 | ||||||||||||||
160,000 | (1 | ) | MSCI, Inc., 4.750%, 08/01/2026 | 155,200 | 0.1 | ||||||||||||||
200,000 | (1 | ) | Open Text Corp., 5.875%, 06/01/2026 | 204,500 | 0.2 | ||||||||||||||
200,000 | (1 | ) | IQVIA, Inc., 5.000%, 10/15/2026 | 195,500 | 0.2 | ||||||||||||||
400,000 | (1 | ) | Rackspace Hosting, Inc., 8.625%, 11/15/2024 | 403,000 | 0.4 | ||||||||||||||
875,000 | (2 | ),(3) | Other Securities | 682,688 | 0.7 | ||||||||||||||
2,792,774 | 2.7 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Utilities: 2.5% | |||||||||||||||||||
200,000 | (1 | ) | Calpine Corp., 5.250%, 06/01/2026 | $ | 189,250 | 0.2 | |||||||||||||
580,000 | Calpine Corp., 5.750%, 01/15/2025 | 531,788 | 0.5 | ||||||||||||||||
361,000 | (1 | ) | Vistra Energy Corp., 8.000%, 01/15/2025 | 389,320 | 0.4 | ||||||||||||||
65,000 | (1 | ) | NextEra Energy Operating Partners L.P., 4.250%, 09/15/2024 | 62,725 | 0.0 | ||||||||||||||
695,000 | NRG Energy, Inc., 6.625%, 01/15/2027 | 717,588 | 0.7 | ||||||||||||||||
178,875 | (1 | ) | NSG Holdings LLC / NSG Holdings, Inc., 7.750%, 12/15/2025 | 195,868 | 0.2 | ||||||||||||||
550,000 | Other Securities | 498,375 | 0.5 | ||||||||||||||||
2,584,914 | 2.5 | ||||||||||||||||||
Total Corporate Bonds/Notes (Cost $79,511,192) | 78,466,877 | 76.7 | |||||||||||||||||
BANK LOANS: 3.7% | |||||||||||||||||||
Basic Materials: 0.3% | |||||||||||||||||||
261,688 | Caraustar Industries, Inc. - TL 1L, 7.834%, (US0003M + 5.500%), 03/14/2022 | 263,356 | 0.3 | ||||||||||||||||
Cable & Satellite Television: 0.3% | |||||||||||||||||||
269,328 | Virgin Media Bristol LLC 2017 USD Term Loan, 4.573%, (US0003M + 2.500%), 01/15/2026 | 267,729 | 0.3 | ||||||||||||||||
Communications: 0.5% | |||||||||||||||||||
365,334 | McGraw-Hill Global Education Holdings, LLC, 6.094%, (US0003M + 4.000%), 05/04/2022 | 357,897 | 0.3 | ||||||||||||||||
56,746 | Univision Communications Inc. Term Loan C5, 4.844%, (US0003M + 2.750%), 03/15/2024 | 54,942 | 0.1 | ||||||||||||||||
107,220 | West Corp. - TL 1L, 6.094%, (US0003M + 4.000%), 10/10/2024 | 107,000 | 0.1 | ||||||||||||||||
519,839 | 0.5 |
See Accompanying Notes to Financial Statements
125
VY® PIONEER SUMMARY PORTFOLIO OF INVESTMENTS
HIGH YIELD PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Consumer, Cyclical: 0.8% | |||||||||||||||||||
128,050 | American Axle & Manufacturing Holdings, Inc. - Term Loan A, 4.350%, (US0003M + 2.000%), 04/06/2024 | $ | 127,762 | 0.1 | |||||||||||||||
219,289 | Camping World TL B 1L, 4.844%, (US0003M + 3.750%), 11/08/2023 | 217,473 | 0.2 | ||||||||||||||||
99,599 | Federal-Mogul Holdings Corporation New Term Loan C, 5.840%, (US0003M + 3.750%), 04/15/2021 | 99,930 | 0.1 | ||||||||||||||||
59,422 | Golden Nugget, Inc. - TL 1L, 4.844%, (US0003M + 3.250%), 10/04/2023 | 59,547 | 0.1 | ||||||||||||||||
366,119 | Tower Automotive Holdings Term Loan B1, 4.813%, (US0003M + 2.750%), 03/07/2024 | 365,203 | 0.3 | ||||||||||||||||
869,915 | 0.8 | ||||||||||||||||||
Consumer, Non-cyclical: 0.3% | |||||||||||||||||||
385,985 | Revlon Consumer Products Corp. TL B 1L, 5.594%, (US0003M + 3.500%), 09/07/2023 | 301,137 | 0.3 | ||||||||||||||||
Energy: 0.3% | |||||||||||||||||||
325,000 | Gavilan Resources LLC - TL 2L, 8.085%, (US0003M + 6.000%), 03/01/2024 | 321,073 | 0.3 | ||||||||||||||||
Financial: 0.3% | |||||||||||||||||||
310,822 | Confie Seguros Holding II - TL B 1L, 7.557%, (US0003M + 4.750%), 04/19/2022 | 308,879 | 0.3 | ||||||||||||||||
Industrial: 0.5% | |||||||||||||||||||
205,811 | Builders FirstSource, Inc., 5.334%, (US0003M + 3.000%), 02/29/2024 | 206,160 | 0.2 | ||||||||||||||||
308,724 | Zekelman Industries, Inc. Term Loan B, 4.582%, (US0003M + 3.500%), 06/14/2021 | 308,869 | 0.3 | ||||||||||||||||
515,029 | 0.5 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Insurance: 0.1% | |||||||||||||||||||
70,495 | Alliant Holdings I, Inc. 2015 Term Loan B, 5.046%, (US0003M + 3.250%), 05/09/2025 | $ | 70,139 | 0.1 | |||||||||||||||
Retailers (Except Food & Drug): 0.2% | |||||||||||||||||||
248,701 | Neiman Marcus Group, Inc. - TL 1L, 5.263%, (US0003M + 3.250%), 10/25/2020 | 221,033 | 0.2 | ||||||||||||||||
Technology: 0.1% | |||||||||||||||||||
122,799 | DynCorp International, Inc. Term Loan B2 1L, 8.088%, (US0003M + 6.000%), 07/07/2020 | 123,362 | 0.1 | ||||||||||||||||
Total Bank Loans (Cost $3,839,687) | 3,781,491 | 3.7 | |||||||||||||||||
CONVERTIBLE BONDS/NOTES: 7.0% | |||||||||||||||||||
Communications: 0.7% | |||||||||||||||||||
759,000 | Other Securities | 717,604 | 0.7 | ||||||||||||||||
Consumer, Cyclical: 0.3% | |||||||||||||||||||
310,000 | KB Home, 1.375%, 02/01/2019 | 337,414 | 0.3 | ||||||||||||||||
Consumer, Non-cyclical: 3.1% | |||||||||||||||||||
457,000 | Alder Biopharmaceuticals, Inc., 2.500%, 02/01/2025 | 475,874 | 0.4 | ||||||||||||||||
330,000 | Cardtronics, Inc., 1.000%, 12/01/2020 | 307,573 | 0.3 | ||||||||||||||||
581,000 | Wright Medical Group, Inc., 1.625%, 06/15/2023 | 579,257 | 0.6 | ||||||||||||||||
1,871,000 | Other Securities | 1,808,189 | 1.8 | ||||||||||||||||
3,170,893 | 3.1 | ||||||||||||||||||
Energy: 0.5% | |||||||||||||||||||
590,000 | Other Securities | 583,453 | 0.5 | ||||||||||||||||
Industrial: 0.3% | |||||||||||||||||||
68,000 | (1 | ) | Air Transport Services Group, Inc., 1.125%, 10/15/2024 | 66,423 | 0.1 | ||||||||||||||
182,000 | Other Securities | 211,673 | 0.2 | ||||||||||||||||
278,096 | 0.3 |
See Accompanying Notes to Financial Statements
126
VY® PIONEER SUMMARY PORTFOLIO OF INVESTMENTS
HIGH YIELD PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Technology: 2.1% | |||||||||||||||||||
400,000 | (1 | ) | Akamai Technologies, Inc., 0.125%, 05/01/2025 | $ | 401,542 | 0.4 | |||||||||||||
110,000 | (5 | ) | Akamai Technologies, Inc., 0.000%, 02/15/2019 | 110,429 | 0.1 | ||||||||||||||
275,000 | (1 | ) | Envestnet, Inc., 1.750%, 06/01/2023 | 283,745 | 0.3 | ||||||||||||||
246,000 | (1 | ) | Pure Storage, Inc., 0.125%, 04/15/2023 | 275,488 | 0.3 | ||||||||||||||
100,000 | (1 | ) | Western Digital Corp., 1.500%, 02/01/2024 | 101,352 | 0.1 | ||||||||||||||
868,000 | Other Securities | 967,706 | 0.9 | ||||||||||||||||
2,140,262 | 2.1 | ||||||||||||||||||
Total Convertible Bonds/Notes (Cost $7,046,580) | 7,227,722 | 7.0 | |||||||||||||||||
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 2.0% | |||||||||||||||||||
Consumer Discretionary: —% | |||||||||||||||||||
1,476 | (1 | ),(6),(7) | Perseus Holding Corp. | $ | — | — | |||||||||||||
Energy: 0.0% | |||||||||||||||||||
424,564 | (3 | ),(8) | Other Securities | 7,225 | 0.0 | ||||||||||||||
Financials: 0.2% | |||||||||||||||||||
2,083 | Other Securities | 191,428 | 0.2 | ||||||||||||||||
Health Care: 0.9% | |||||||||||||||||||
2,581 | Aetna, Inc. | 473,614 | 0.5 | ||||||||||||||||
17,334 | (8 | ) | Other Securities | 416,503 | 0.4 | ||||||||||||||
890,117 | 0.9 | ||||||||||||||||||
Industrials: 0.1% | |||||||||||||||||||
7,898 | (3 | ),(8) | Other Securities | 143,783 | 0.1 | ||||||||||||||
Information Technology: 0.2% | |||||||||||||||||||
7,059 | (8 | ) | Other Securities | 211,629 | 0.2 | ||||||||||||||
Materials: 0.1% | |||||||||||||||||||
1,018 | Other Securities | 111,827 | 0.1 | ||||||||||||||||
Real Estate: 0.5% | |||||||||||||||||||
20,704 | (8 | ) | Other Securities | 456,245 | 0.5 | ||||||||||||||
Total Common Stock (Cost $1,430,078) | 2,012,254 | 2.0 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
PREFERRED STOCK: 1.4% | |||||||||||||||||||
Consumer Discretionary: —% | |||||||||||||||||||
775 | (1 | ),(6),(7) | Perseus Holding Corp. | $ | — | — | |||||||||||||
Financials: 1.4% | |||||||||||||||||||
470 | (7 | ) | Bank of America Corp. | 587,735 | 0.6 | ||||||||||||||
602 | (7 | ) | Wells Fargo & Co. | 758,195 | 0.7 | ||||||||||||||
3,542 | (8 | ) | Other Securities | 93,154 | 0.1 | ||||||||||||||
1,439,084 | 1.4 | ||||||||||||||||||
Health Care: 0.0% | |||||||||||||||||||
44 | (3 | ),(8) | Other Securities | 4,240 | 0.0 | ||||||||||||||
Total Preferred Stock (Cost $1,422,347) | 1,443,324 | 1.4 | |||||||||||||||||
WARRANTS: —% | |||||||||||||||||||
Energy: —% | |||||||||||||||||||
659 | (3 | ),(8) | Other Securities | — | — | ||||||||||||||
Health Care: —% | |||||||||||||||||||
252 | (3 | ),(8) | Other Securities | — | — | ||||||||||||||
Total Warrants (Cost $—) | — | — | |||||||||||||||||
Total Long-Term Investments (Cost $93,249,884) | 92,931,668 | 90.8 | |||||||||||||||||
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 7.8% | |||||||||||||||||||
U.S. Treasury Bills: 7.7% | |||||||||||||||||||
3,530,000 | (5 | ) | United States Treasury Bill, 0.000%, 07/12/2018 | $ | 3,528,358 | 3.4 | |||||||||||||
4,000,000 | (5 | ) | United States Treasury Bill, 0.000%, 07/19/2018 | 3,996,753 | 3.9 | ||||||||||||||
400,000 | (5 | ) | United States Treasury Bill, 0.000%, 07/26/2018 | 399,541 | 0.4 | ||||||||||||||
7,924,652 | 7.7 |
See Accompanying Notes to Financial Statements
127
VY® PIONEER SUMMARY PORTFOLIO OF INVESTMENTS
HIGH YIELD PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Mutual Funds: 0.1% | |||||||||||||||||||
76,818 | (9 | ) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% (Cost $76,818) | $ | 76,818 | 0.1 | |||||||||||||
Total Short-Term Investments (Cost $8,000,832) | 8,001,470 | 7.8 | |||||||||||||||||
Total Investments in Securities (Cost $101,250,716) | $ | 100,933,138 | 98.6 | ||||||||||||||||
Assets in Excess of Other Liabilities | 1,394,649 | 1.4 | |||||||||||||||||
Net Assets | $ | 102,327,787 | 100.0 |
"Other Securities" represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2018.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† Unless otherwise indicated, principal amount is shown in USD.
(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) The grouping contains securities in default.
(3) The grouping contains Level 3 securities.
(4) Variable rate security. Rate shown is the rate in effect as of June 30, 2018.
(5) Represents a zero coupon bond. Rate shown reflects the effective yield as of June 30, 2018.
(6) For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs.
(7) Non-income producing security.
(8) The grouping contains non-income producing securities.
(9) Rate shown is the 7-day yield as of June 30, 2018.
EUR EU Euro
Reference Rate Abbreviations:
T-BILL 3MO 3-month U.S. Treasury Bill
US0003M 3-month LIBOR
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2018 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, 2018 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Consumer Discretionary | $ | — | $ | — | $ | — | $ | — | |||||||||||
Energy | 2,132 | — | 5,093 | 7,225 | |||||||||||||||
Financials | 191,428 | — | — | 191,428 | |||||||||||||||
Health Care | 890,117 | — | — | 890,117 | |||||||||||||||
Industrials | 143,783 | — | — | 143,783 | |||||||||||||||
Information Technology | 211,629 | — | — | 211,629 | |||||||||||||||
Materials | 111,827 | — | — | 111,827 | |||||||||||||||
Real Estate | 456,245 | — | — | 456,245 | |||||||||||||||
Total Common Stock | 2,007,161 | — | 5,093 | 2,012,254 | |||||||||||||||
Preferred Stock | 1,439,084 | — | 4,240 | 1,443,324 | |||||||||||||||
Warrants | — | — | — | — | |||||||||||||||
Corporate Bonds/Notes | — | 78,466,877 | — | 78,466,877 | |||||||||||||||
Bank Loans | — | 3,781,491 | — | 3,781,491 | |||||||||||||||
Convertible Bonds/Notes | — | 7,227,722 | — | 7,227,722 | |||||||||||||||
Short-Term Investments | 76,818 | 7,924,652 | — | 8,001,470 | |||||||||||||||
Total Investments, at fair value | $ | 3,523,063 | $ | 97,400,742 | $ | 9,333 | $ | 100,933,138 | |||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Centrally Cleared Swaps | — | 26,560 | — | 26,560 | |||||||||||||||
Futures | 49,984 | — | — | 49,984 | |||||||||||||||
Total Assets | $ | 3,573,047 | $ | 97,427,302 | $ | 9,333 | $ | 101,009,682 |
^ 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 valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument.
See Accompanying Notes to Financial Statements
128
VY® PIONEER SUMMARY PORTFOLIO OF INVESTMENTS
HIGH YIELD PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
At June 30, 2018, the following futures contracts were outstanding for VY® Pioneer High Yield Portfolio:
Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | |||||||||||||||
Short Contracts: | |||||||||||||||||||
S&P 500 E-Mini | (15 | ) | 09/21/18 | $ | (2,041,200 | ) | $ | 49,984 | |||||||||||
$ | (2,041,200 | ) | $ | 49,984 |
At June 30, 2018, the following centrally cleared credit default swaps were outstanding for VY® Pioneer High Yield Portfolio:
Centrally Cleared Credit Default Swaps on Credit Indices — Sell Protection(1)
Reference Entity/Obligation | Buy/Sell Protection | (Pay)/ Receive Financing Rate (%)(2) | Termination Date | Notional Amount(3) | Fair Value(4) | Unrealized Appreciation/ (Depreciation) | |||||||||||||||||||||
CDX North American High Yield Index, Series 23, Version 6 | Sell | 5.000 | 12/20/19 | USD | 1,067,605 | $ | 54,905 | $ | 7,175 | ||||||||||||||||||
CDX North American High Yield Index, Series 25, Version 4 | Sell | 5.000 | 12/20/20 | USD | 1,982,400 | 129,320 | 19,385 | ||||||||||||||||||||
$ | 184,225 | $ | 26,560 |
(1) If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the 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.
(2) Payments received quarterly.
(3) The maximum amount of future payments (undiscounted) that a Portfolio as seller of protection could be required to make or receive as a buyer of credit protection under a credit default swap agreement would be an amount equal to the notional amount of the agreement.
(4) The fair values for credit default swap agreements 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. Increasing fair values, in absolute terms, when compared to the notional amount of the agreement, represent a deterioration of the referenced obligation's credit soundness and a greater likelihood or risk of default or other credit event occurring.
Currency Abbreviations
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, 2018 was as follows:
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | |||||||||
Asset Derivatives | |||||||||||
Credit contracts | Net Assets — Unrealized appreciation* | $ | 26,560 | ||||||||
Equity contracts | Net Assets — Unrealized appreciation** | 49,984 | |||||||||
Total Asset Derivatives | $ | 76,544 |
* Includes cumulative appreciation/depreciation of centrally cleared swaps as reported in the table following the Portfolio of Investments. Only current day's variation margin receivable/payable is shown on the Statement of Assets and Liabiliites.
** Includes cumulative appreciation/depreciation of futures contracts as reported in the table following the Portfolio of Investments.
The effect of derivative instruments on the Portfolio's Statement of Operations for the period ended June 30, 2018 was as follows:
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | |||||||||||||||
Derivatives not accounted for as hedging instruments | Futures | Swaps | Total | ||||||||||||
Credit Contract | $ | — | $ | 83,571 | $ | 83,571 | |||||||||
Equity contracts | (93,101 | ) | — | (93,101 | ) | ||||||||||
Total | $ | (93,101 | ) | $ | 83,571 | $ | (9,530 | ) |
See Accompanying Notes to Financial Statements
129
VY® PIONEER SUMMARY PORTFOLIO OF INVESTMENTS
HIGH YIELD PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | |||||||||||||||
Derivatives not accounted for as hedging instruments | Futures | Swaps | Total | ||||||||||||
Credit contracts | $ | — | $ | (41,907 | ) | $ | (41,907 | ) | |||||||
Equity contracts | 57,866 | — | 57,866 | ||||||||||||
Total | $ | 57,866 | $ | (41,907 | ) | $ | 15,959 |
* Amounts recognized for purchased options are included in net realized gain (loss) on investments and net change in unrealized appreciation or depreciation on investments.
At June 30, 2018, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments at period end were:
Cost for federal income tax purposes was $101,401,579.
Net unrealized depreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 2,550,207 | |||||
Gross Unrealized Depreciation | (2,783,617 | ) | |||||
Net Unrealized Depreciation | $ | (233,410 | ) |
See Accompanying Notes to Financial Statements
130
VY® T. ROWE PRICE DIVERSIFIED SUMMARY PORTFOLIO OF INVESTMENTS
MID CAP GROWTH PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED)
Sector Diversification
as of June 30, 2018
(as a percentage of net assets)
Information Technology | 29.2 | % | |||||
Industrials | 19.0 | % | |||||
Consumer Discretionary | 15.6 | % | |||||
Health Care | 13.2 | % | |||||
Financials | 8.0 | % | |||||
Consumer Staples | 4.6 | % | |||||
Materials | 4.4 | % | |||||
Real Estate | 3.0 | % | |||||
Energy | 1.6 | % | |||||
Utilities | 0.9 | % | |||||
Telecommunication Services | 0.2 | % | |||||
Assets in Excess of Other Liabilities* | 0.3 | % | |||||
Net Assets | 100.0 | % |
* Includes short-term investments.
Portfolio holdings are subject to change daily.
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 98.6% | |||||||||||||||||||
Consumer Discretionary: 15.6% | |||||||||||||||||||
45,000 | (1 | ) | Burlington Stores, Inc. | $ | 6,773,850 | 0.7 | |||||||||||||
85,000 | Delphi Technologies PLC | 7,788,550 | 0.8 | ||||||||||||||||
97,000 | Dollar General Corp. | 9,564,200 | 0.9 | ||||||||||||||||
73,300 | (1 | ) | Dollar Tree, Inc. | 6,230,500 | 0.6 | ||||||||||||||
87,400 | (2 | ) | Dunkin' Brands Group, Inc. | 6,036,718 | 0.6 | ||||||||||||||
91,133 | Hilton Worldwide Holdings, Inc. | 7,214,088 | 0.7 | ||||||||||||||||
24,700 | (1 | ) | Mohawk Industries, Inc. | 5,292,469 | 0.5 | ||||||||||||||
21,200 | (1 | ) | O'Reilly Automotive, Inc. | 5,799,684 | 0.6 | ||||||||||||||
118,100 | Ross Stores, Inc. | 10,008,975 | 1.0 | ||||||||||||||||
1,536,274 | (3 | ),(4) | Other Securities | 94,635,926 | 9.2 | ||||||||||||||
159,344,960 | 15.6 | ||||||||||||||||||
Consumer Staples: 4.6% | |||||||||||||||||||
40,400 | Clorox Co. | 5,464,100 | 0.5 | ||||||||||||||||
58,000 | Dr Pepper Snapple Group, Inc. | 7,076,000 | 0.7 | ||||||||||||||||
588,375 | (3 | ),(4) | Other Securities | 34,654,542 | 3.4 | ||||||||||||||
47,194,642 | 4.6 | ||||||||||||||||||
Energy: 1.6% | |||||||||||||||||||
44 | (1 | ),(5),(6) | Venture Global LNG, Inc. - Series B | 222,860 | 0.0 | ||||||||||||||
560 | (1 | ),(5),(6) | Venture Global LNG, Inc. - Series C | 2,836,400 | 0.3 | ||||||||||||||
457,237 | (3 | ),(4) | Other Securities | 13,234,192 | 1.3 | ||||||||||||||
16,293,452 | 1.6 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Financials: 8.0% | |||||||||||||||||||
64,833 | Cboe Global Markets, Inc. | $ | 6,747,170 | 0.7 | |||||||||||||||
70,700 | First Republic Bank | 6,843,053 | 0.7 | ||||||||||||||||
40,600 | Moody's Corp. | 6,924,736 | 0.7 | ||||||||||||||||
147,600 | Progressive Corp. | 8,730,540 | 0.8 | ||||||||||||||||
36,500 | Willis Towers Watson PLC | 5,533,400 | 0.5 | ||||||||||||||||
713,230 | (4 | ) | Other Securities | 46,998,345 | 4.6 | ||||||||||||||
81,777,244 | 8.0 | ||||||||||||||||||
Health Care: 13.2% | |||||||||||||||||||
63,700 | (1 | ) | BioMarin Pharmaceutical, Inc. | 6,000,540 | 0.6 | ||||||||||||||
50,100 | (1 | ) | Centene Corp. | 6,172,821 | 0.6 | ||||||||||||||
33,200 | Cooper Cos., Inc. | 7,816,940 | 0.7 | ||||||||||||||||
147,600 | (1 | ) | Hologic, Inc. | 5,867,100 | 0.6 | ||||||||||||||
26,500 | (1 | ) | Idexx Laboratories, Inc. | 5,775,410 | 0.6 | ||||||||||||||
19,100 | (1 | ) | Illumina, Inc. | 5,334,439 | 0.5 | ||||||||||||||
1,295,115 | (3 | ),(4) | Other Securities | 98,153,596 | 9.6 | ||||||||||||||
135,120,846 | 13.2 | ||||||||||||||||||
Industrials: 19.0% | |||||||||||||||||||
16,300 | (1 | ) | CoStar Group, Inc. | 6,725,869 | 0.6 | ||||||||||||||
47,300 | Harris Corp. | 6,836,742 | 0.7 | ||||||||||||||||
125,600 | (1 | ) | HD Supply Holdings, Inc. | 5,386,984 | 0.5 | ||||||||||||||
17,200 | TransDigm Group, Inc. | 5,936,408 | 0.6 | ||||||||||||||||
80,300 | TransUnion | 5,752,692 | 0.6 | ||||||||||||||||
56,500 | (1 | ) | Verisk Analytics, Inc. | 6,081,660 | 0.6 |
See Accompanying Notes to Financial Statements
131
VY® T. ROWE PRICE DIVERSIFIED SUMMARY PORTFOLIO OF INVESTMENTS
MID CAP GROWTH PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Industrials (continued) | |||||||||||||||||||
70,050 | Waste Connections, Inc. | $ | 5,273,364 | 0.5 | |||||||||||||||
2,219,152 | (3 | ),(4) | Other Securities | 152,444,413 | 14.9 | ||||||||||||||
194,438,132 | 19.0 | ||||||||||||||||||
Information Technology: 28.6% | |||||||||||||||||||
86,000 | Amphenol Corp. | 7,494,900 | 0.7 | ||||||||||||||||
116,379 | (1 | ) | Atlassian Corp. PLC | 7,276,015 | 0.7 | ||||||||||||||
107,570 | (1 | ) | Black Knight, Inc. | 5,760,373 | 0.6 | ||||||||||||||
136,564 | Booz Allen Hamilton Holding Corp. | 5,971,944 | 0.6 | ||||||||||||||||
80,000 | �� | Fidelity National Information Services, Inc. | 8,482,400 | 0.8 | |||||||||||||||
126,400 | (1 | ) | Fiserv, Inc. | 9,364,976 | 0.9 | ||||||||||||||
26,800 | (1 | ) | FleetCor Technologies, Inc. | 5,645,420 | 0.6 | ||||||||||||||
47,600 | (1 | ) | Gartner, Inc. | 6,326,040 | 0.6 | ||||||||||||||
69,700 | Global Payments, Inc. | 7,770,853 | 0.8 | ||||||||||||||||
60,100 | KLA-Tencor Corp. | 6,162,053 | 0.6 | ||||||||||||||||
255,948 | Marvell Technology Group Ltd. | 5,487,525 | 0.5 | ||||||||||||||||
142,600 | Maxim Integrated Products | 8,364,916 | 0.8 | ||||||||||||||||
92,400 | (2 | ) | Microchip Technology, Inc. | 8,403,780 | 0.8 | ||||||||||||||
45,600 | (1 | ) | Red Hat, Inc. | 6,127,272 | 0.6 | ||||||||||||||
47,600 | (1 | ) | ServiceNow, Inc. | 8,209,572 | 0.8 | ||||||||||||||
84,100 | Skyworks Solutions, Inc. | 8,128,265 | 0.8 | ||||||||||||||||
104,500 | SS&C Technologies Holdings, Inc. | 5,423,550 | 0.5 | ||||||||||||||||
109,500 | (1 | ) | Worldpay, Inc. | 8,954,910 | 0.9 | ||||||||||||||
2,736,627 | (3 | ),(4) | Other Securities | 163,569,286 | 16.0 | ||||||||||||||
292,924,050 | 28.6 | ||||||||||||||||||
Materials: 4.4% | |||||||||||||||||||
203,600 | Ball Corp. | 7,237,980 | 0.7 | ||||||||||||||||
64,900 | Vulcan Materials Co. | 8,375,994 | 0.8 | ||||||||||||||||
611,729 | (3 | ),(4) | Other Securities | 29,489,738 | 2.9 | ||||||||||||||
45,103,712 | 4.4 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Real Estate: 2.5% | |||||||||||||||||||
47,350 | (1 | ) | SBA Communications Corp. | $ | 7,818,432 | 0.8 | |||||||||||||
18,276 | (1 | ),(5),(6) | WeWork Companies, Inc. - Class A | 837,955 | 0.1 | ||||||||||||||
420,425 | (3 | ) | Other Securities | 16,550,180 | 1.6 | ||||||||||||||
25,206,567 | 2.5 | ||||||||||||||||||
Telecommunication Services: 0.2% | |||||||||||||||||||
65,600 | (4 | ) | Other Securities | 2,393,088 | 0.2 | ||||||||||||||
Utilities: 0.9% | |||||||||||||||||||
161,826 | Other Securities | 9,320,356 | 0.9 | ||||||||||||||||
Total Common Stock (Cost $710,306,292) | 1,009,117,049 | 98.6 | |||||||||||||||||
PREFERRED STOCK: 1.1% | |||||||||||||||||||
Information Technology: 0.6% | |||||||||||||||||||
32,391 | (1 | ),(5),(6) | AirBNB, Inc. - Series D | 3,677,350 | 0.4 | ||||||||||||||
3,719 | (1 | ),(5),(6) | AirBNB, Inc. - Series E | 422,218 | 0.0 | ||||||||||||||
353,970 | (1 | ),(5),(6) | Tanium, Inc. - Series G | 2,401,758 | 0.2 | ||||||||||||||
6,501,326 | 0.6 | ||||||||||||||||||
Real Estate: 0.5% | |||||||||||||||||||
44,396 | (1 | ),(5),(6) | WeWork Companies, Inc. - Series D-1 | 2,035,556 | 0.2 | ||||||||||||||
34,882 | (1 | ),(5),(6) | WeWork Companies, Inc. - Series D-2 | 1,599,340 | 0.2 | ||||||||||||||
24,709 | (1 | ),(5),(6) | WeWork Companies, Inc. - Series E | 1,132,908 | 0.1 | ||||||||||||||
4,767,804 | 0.5 | ||||||||||||||||||
Total Preferred Stock (Cost $5,554,906) | 11,269,130 | 1.1 | |||||||||||||||||
Total Long-Term Investments (Cost $715,861,198) | 1,020,386,179 | 99.7 |
See Accompanying Notes to Financial Statements
132
VY® T. ROWE PRICE DIVERSIFIED SUMMARY PORTFOLIO OF INVESTMENTS
MID CAP GROWTH PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 2.9% | |||||||||||||||||||
Securities Lending Collateral(7): 2.9% | |||||||||||||||||||
13,629,790 | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/29/18, 2.08%, due 07/02/18 (Repurchase Amount $13,632,120, collateralized by various U.S. Government Agency Obligations, 1.691%-8.500%, Market Value plus accrued interest $13,902,386, due 07/25/18- 06/15/53) | $ | 13,629,790 | 1.3 | |||||||||||||||
1,763,774 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $1,764,105, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $1,799,050, due 11/15/42-08/15/44) | 1,763,774 | 0.2 | ||||||||||||||||
6,964,460 | NBC Global Finance Ltd., Repurchase Agreement dated 06/29/18, 1.95%, due 07/02/18 (Repurchase Amount $6,965,576, collateralized by various U.S. Government Securities, 0.000%-3.625%, Market Value plus accrued interest $7,103,769, due 01/31/20-09/09/49) | 6,964,460 | 0.7 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
6,964,460 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $6,965,777, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $7,103,801, due 07/15/19- 02/15/48) | $ | 6,964,460 | 0.7 | |||||||||||||||
29,322,484 | 2.9 | ||||||||||||||||||
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Mutual Funds: 0.0% | |||||||||||||||||||
1,000 | (8 | ) | T. Rowe Price Reserve Investment Fund, 1.970% (Cost $1,000) | $ | 1,000 | 0.0 | |||||||||||||
Total Short-Term Investments (Cost $29,323,484) | 29,323,484 | 2.9 | |||||||||||||||||
Total Investments in Securities (Cost $745,184,682) | $ | 1,049,709,663 | 102.6 | ||||||||||||||||
Liabilities in Excess of Other Assets | (27,020,499 | ) | (2.6 | ) | |||||||||||||||
Net Assets | $ | 1,022,689,164 | 100.0 |
"Other Securities" represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2018.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† 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) The grouping contains securities on loan.
(4) The grouping contains non-income producing securities.
(5) For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs.
(6) Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2018, the Portfolio held restricted securities with a fair value of $15,166,345 or 1.48% of net assets. Please refer to the table below for additional details.
See Accompanying Notes to Financial Statements
133
VY® T. ROWE PRICE DIVERSIFIED SUMMARY PORTFOLIO OF INVESTMENTS
MID CAP GROWTH PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
(7) Represents securities purchased with cash collateral received for securities on loan.
(8) Rate shown is the 7-day yield as of June 30, 2018.
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2018 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, 2018 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Consumer Discretionary | $ | 159,344,960 | $ | — | $ | — | $ | 159,344,960 | |||||||||||
Consumer Staples | 47,194,642 | — | — | 47,194,642 | |||||||||||||||
Energy | 13,234,192 | — | 3,059,260 | 16,293,452 | |||||||||||||||
Financials | 81,777,244 | — | — | 81,777,244 | |||||||||||||||
Health Care | 135,120,846 | — | — | 135,120,846 | |||||||||||||||
Industrials | 194,438,132 | — | — | 194,438,132 | |||||||||||||||
Information Technology | 288,497,462 | 4,426,588 | — | 292,924,050 | |||||||||||||||
Materials | 45,103,712 | — | — | 45,103,712 | |||||||||||||||
Real Estate | 24,368,612 | — | 837,955 | 25,206,567 | |||||||||||||||
Telecommunication Services | 2,393,088 | — | — | 2,393,088 | |||||||||||||||
Utilities | 9,320,356 | — | — | 9,320,356 | |||||||||||||||
Total Common Stock | 1,000,793,246 | 4,426,588 | 3,897,215 | 1,009,117,049 | |||||||||||||||
Preferred Stock | — | — | 11,269,130 | 11,269,130 | |||||||||||||||
Short-Term Investments | 1,000 | 29,322,484 | — | 29,323,484 | |||||||||||||||
Total Investments, at fair value | $ | 1,000,794,246 | $ | 33,749,072 | $ | 15,166,345 | $ | 1,049,709,663 |
^ 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 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, 2018:
Investments, at fair value | Fair Value at June 30, 2018 | Valuation Technique(s) | Unobservable Inputs | Range | Impact to Valuation from an Increase in Input** | ||||||||||||||||||
Common Stock | |||||||||||||||||||||||
Venture Global LNG, Inc. - Series B | $ | 222,860 | Recent Comparable Transaction Price | Discount Factor* | — | n/a | |||||||||||||||||
Venture Global LNG, Inc. - Series C | 2,836,400 | Recent Comparable Transaction Price | Discount Factor* | — | n/a | ||||||||||||||||||
WeWork Companies, Inc. - Class A | 837,955 | Recent Comparable Transaction Price | Discount Factor* | — | n/a | ||||||||||||||||||
Total Common Stock | $ | 3,897,215 | |||||||||||||||||||||
Preferred Stock | |||||||||||||||||||||||
AirBNB, Inc. - Series D | $ | 3,677,350 | Recent Comparable Transaction Price/ Market Comparable | Discount Factor* | — | n/a | |||||||||||||||||
Enterprise Value to Sales Multiple | 4.5 | x-5.4x | Increase | ||||||||||||||||||||
Discount for Lack of Marketability | 10 | % | Decrease | ||||||||||||||||||||
Enterprise Value to Gross Profit Multiple | 5.8 | x-7.3x | Increase | ||||||||||||||||||||
Sales Growth Rate | 20 | % | Increase | ||||||||||||||||||||
Gross Profit Growth Rate | 21 | % | Increase |
See Accompanying Notes to Financial Statements
134
VY® T. ROWE PRICE DIVERSIFIED SUMMARY PORTFOLIO OF INVESTMENTS
MID CAP GROWTH PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Investments, at fair value | Fair Value at June 30, 2018 | Valuation Technique(s) | Unobservable Inputs | Range | Impact to Valuation from an Increase in Input** | ||||||||||||||||||
AirBNB, Inc. - Series E | $ | 422,218 | Recent Comparable Transaction Price/ Market Comparable | Discount Factor* | — | n/a | |||||||||||||||||
Enterprise Value to | Sales Multiple | 4.5 | x-5.4x | Increase | |||||||||||||||||||
Discount for Lack of Marketability | 10 | % | Decrease | ||||||||||||||||||||
Enterprise Value to Gross Profit Multiple | 5.8 | x-7.3x | Increase | ||||||||||||||||||||
Sales Growth Rate | 20 | % | Increase | ||||||||||||||||||||
Gross Profit Growth Rate | 21 | % | Increase | ||||||||||||||||||||
Tanium, Inc. - Series G | 2,401,757 | Recent Comparable Transaction Price | Discount Factor* | — | n/a | ||||||||||||||||||
WeWork Companies, Inc. - Series D-1 | 2,035,557 | Recent Comparable Transaction Price | Discount Factor* | — | n/a | ||||||||||||||||||
WeWork Companies, Inc. - Series D-2 | 1,599,340 | Recent Comparable Transaction Price | Discount Factor* | — | n/a | ||||||||||||||||||
WeWork Companies, Inc. - Series E | 1,132,908 | Recent Comparable Transaction Price | Discount Factor* | — | n/a | ||||||||||||||||||
Total Preferred Stock | $ | 11,269,130 |
* No quantitative unobservable inputs were significant to the fair valuation determination at June 30, 2018.
** 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 in the unobservable input would have the opposite effect. Significant increases and decreases in these inputs in isolation could result in significantly 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, 2018:
Beginning Balance 12/31/17 | Purchases | Sales | Accrued Discounts/ (Premiums) | Total Realized Gain/(Loss) | Net Change in Unrealized Appreciation/ (Depreciation)* | Transfers Into Level 3 | Transfers Out of Level 3 | Ending Balance 6/30/18 | |||||||||||||||||||||||||||||||
Asset Table | |||||||||||||||||||||||||||||||||||||||
Investments, at fair value Common Stock | $ | 3,556,700 | $ | 244,620 | $ | (1,021,736 | ) | $ | — | $ | 275,223 | $ | 842,408 | $ | — | $ | — | $ | 3,897,215 | ||||||||||||||||||||
Preferred Stock | 13,201,310 | — | (2,183,218 | ) | — | (370,573 | ) | 621,611 | — | — | 11,269,130 | ||||||||||||||||||||||||||||
Total Investments, at value | $ | 16,758,010 | $ | 244,620 | $ | (3,204,954 | ) | $ | — | $ | (95,350 | ) | $ | 1,464,019 | $ | — | $ | — | $ | 15,166,345 |
* As of June 30, 2018, total change in unrealized gain (loss) on Level 3 securities still held at period end and included in the change in net assets was $1,464,019.
At June 30, 2018, VY® T. Rowe Price Diversified Mid Cap Growth Portfolio held the following restricted securities:
Security | Acquisition Date | Acquisition Cost | Fair Value | ||||||||||||
AirBNB, Inc. - Series D | 4/16/2014 | $ | 1,318,736 | $ | 3,677,350 | ||||||||||
AirBNB, Inc. - Series E | 7/14/2015 | 346,218 | 422,218 | ||||||||||||
Tanium, Inc. - Series G | 8/26/2015 | 1,757,213 | 2,401,758 | ||||||||||||
Venture Global LNG, Inc. - Series B | 3/8/2018 | 132,880 | 222,860 | ||||||||||||
Venture Global LNG, Inc. - Series C | 10/16/2017 | 2,083,973 | 2,836,400 | ||||||||||||
WeWork Companies, Inc. - Class A | 6/23/2015 | 311,583 | 837,955 | ||||||||||||
WeWork Companies, Inc. - Series D-1 | 12/9/2014 | 739,245 | 2,035,556 | ||||||||||||
WeWork Companies, Inc. - Series D-2 | 12/9/2014 | 580,826 | 1,599,340 | ||||||||||||
WeWork Companies, Inc. - Series E | 6/23/2015 | 812,668 | 1,132,908 | ||||||||||||
$ | 8,083,342 | $ | 15,166,345 |
See Accompanying Notes to Financial Statements
135
VY® T. ROWE PRICE DIVERSIFIED SUMMARY PORTFOLIO OF INVESTMENTS
MID CAP GROWTH PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
At June 30, 2018, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments at period end were:
Cost for federal income tax purposes was $748,971,598.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 324,031,966 | |||||
Gross Unrealized Depreciation | (23,293,901 | ) | |||||
Net Unrealized Appreciation | $ | 300,738,065 |
See Accompanying Notes to Financial Statements
136
VY® T. ROWE PRICE SUMMARY PORTFOLIO OF INVESTMENTS
GROWTH EQUITY PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED)
Sector Diversification
as of June 30, 2018
(as a percentage of net assets)
Information Technology | 43.3 | % | |||||
Consumer Discretionary | 23.4 | % | |||||
Health Care | 12.8 | % | |||||
Industrials | 8.8 | % | |||||
Financials | 6.3 | % | |||||
Consumer Staples | 1.6 | % | |||||
Utilities | 1.5 | % | |||||
Real Estate | 1.4 | % | |||||
Materials | 0.6 | % | |||||
Consumer, Cyclical | 0.2 | % | |||||
Assets in Excess of Other Liabilities* | 0.1 | % | |||||
Net Assets | 100.0 | % | �� |
* Includes short-term investments.
Portfolio holdings are subject to change daily.
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 98.6% | |||||||||||||||||||
Consumer Discretionary: 23.4% | |||||||||||||||||||
103,195 | (1 | ) | Amazon.com, Inc. | $ | 175,410,861 | 9.1 | |||||||||||||
37,294 | (1 | ) | Booking Holdings, Inc. | 75,598,294 | 3.9 | ||||||||||||||
174,500 | Delphi Technologies PLC | 15,989,435 | 0.8 | ||||||||||||||||
73,300 | (1 | ) | Netflix, Inc. | 28,691,819 | 1.5 | ||||||||||||||
234,395 | Nike, Inc. | 18,676,594 | 1.0 | ||||||||||||||||
125,256 | (1 | ),(2) | Tesla, Inc. | 42,956,545 | 2.3 | ||||||||||||||
189,500 | Walt Disney Co. | 19,861,495 | 1.0 | ||||||||||||||||
88,981 | Wynn Resorts Ltd. | 14,890,081 | 0.8 | ||||||||||||||||
1,335,317 | (3 | ) | Other Securities | 57,533,926 | 3.0 | ||||||||||||||
449,609,050 | 23.4 | ||||||||||||||||||
Consumer Staples: 1.6% | |||||||||||||||||||
271,385 | Philip Morris International, Inc. | 21,911,625 | 1.1 | ||||||||||||||||
87,937 | Other Securities | 9,573,701 | 0.5 | ||||||||||||||||
31,485,326 | 1.6 | ||||||||||||||||||
Financials: 6.3% | |||||||||||||||||||
1,134,411 | (1 | ),(4),(5) | Ant International Co., Limited Class C | 6,364,046 | 0.3 | ||||||||||||||
388,800 | Charles Schwab Corp. | 19,867,680 | 1.1 | ||||||||||||||||
124,206 | Chubb Ltd. | 15,776,646 | 0.8 | ||||||||||||||||
241,329 | Intercontinental Exchange, Inc. | 17,749,748 | 0.9 | ||||||||||||||||
189,130 | JPMorgan Chase & Co. | 19,707,346 | 1.0 | ||||||||||||||||
316,000 | Morgan Stanley | 14,978,400 | 0.8 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
428,876 | TD Ameritrade Holding Corp. | $ | 23,489,539 | 1.2 | |||||||||||||||
34,160 | Other Securities | 3,306,346 | 0.2 | ||||||||||||||||
121,239,751 | 6.3 | ||||||||||||||||||
Health Care: 12.8% | |||||||||||||||||||
149,004 | (1 | ) | Alexion Pharmaceuticals, Inc. | 18,498,846 | 1.0 | ||||||||||||||
93,000 | Anthem, Inc. | 22,136,790 | 1.1 | ||||||||||||||||
169,989 | Becton Dickinson & Co. | 40,722,565 | 2.1 | ||||||||||||||||
121,471 | (1 | ) | Centene Corp. | 14,966,442 | 0.8 | ||||||||||||||
62,400 | (1 | ) | Intuitive Surgical, Inc. | 29,857,152 | 1.6 | ||||||||||||||
180,100 | Stryker Corp. | 30,411,686 | 1.6 | ||||||||||||||||
192,566 | UnitedHealth Group, Inc. | 47,244,142 | 2.5 | ||||||||||||||||
156,633 | (1 | ) | Vertex Pharmaceuticals, Inc. | 26,621,345 | 1.4 | ||||||||||||||
112,281 | Other Securities | 14,385,463 | 0.7 | ||||||||||||||||
244,844,431 | 12.8 | ||||||||||||||||||
Industrials: 8.8% | |||||||||||||||||||
188,741 | Boeing Co. | 63,324,493 | 3.3 | ||||||||||||||||
134,378 | Equifax, Inc. | 16,812,032 | 0.9 | ||||||||||||||||
207,385 | Fortive Corp. | 15,991,457 | 0.8 | ||||||||||||||||
100,600 | Honeywell International, Inc. | 14,491,430 | 0.8 | ||||||||||||||||
65,665 | Roper Technologies, Inc. | 18,117,630 | 1.0 | ||||||||||||||||
251,270 | TransUnion | 18,000,983 | 0.9 | ||||||||||||||||
288,173 | (6 | ) | Other Securities | 21,453,207 | 1.1 | ||||||||||||||
168,191,232 | 8.8 |
See Accompanying Notes to Financial Statements
137
VY® T. ROWE PRICE SUMMARY PORTFOLIO OF INVESTMENTS
GROWTH EQUITY PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Information Technology: 42.3% | |||||||||||||||||||
184,000 | Activision Blizzard, Inc. | $ | 14,042,880 | 0.7 | |||||||||||||||
975 | (1 | ),(7) | Adyen NV | 537,138 | 0.0 | ||||||||||||||
284,571 | (1 | ) | Alibaba Group Holding Ltd. ADR | 52,796,458 | 2.7 | ||||||||||||||
44,750 | (1 | ) | Alphabet, Inc. - Class A | 50,531,252 | 2.6 | ||||||||||||||
49,571 | (1 | ) | Alphabet, Inc. - Class C | 55,303,886 | 2.9 | ||||||||||||||
83,471 | Apple, Inc. | 15,451,317 | 0.8 | ||||||||||||||||
80,552 | Broadcom, Inc. | 19,545,137 | 1.0 | ||||||||||||||||
137,600 | (1 | ) | Electronic Arts, Inc. | 19,404,352 | 1.0 | ||||||||||||||
489,754 | (1 | ) | Facebook, Inc. - Class A | 95,168,997 | 5.0 | ||||||||||||||
191,756 | (1 | ) | Fiserv, Inc. | 14,207,202 | 0.7 | ||||||||||||||
156,544 | Intuit, Inc. | 31,982,722 | 1.7 | ||||||||||||||||
251,766 | Mastercard, Inc. - Class A | 49,477,054 | 2.6 | ||||||||||||||||
1,023,165 | Microsoft Corp. | 100,894,301 | 5.3 | ||||||||||||||||
330,814 | (1 | ) | PayPal Holdings, Inc. | 27,546,882 | 1.4 | ||||||||||||||
252,964 | (1 | ) | Salesforce.com, Inc. | 34,504,290 | 1.8 | ||||||||||||||
85,095 | (1 | ) | ServiceNow, Inc. | 14,676,335 | 0.8 | ||||||||||||||
1,106,778 | Symantec Corp. | 22,854,966 | 1.2 | ||||||||||||||||
648,900 | Tencent Holdings Ltd. | 32,584,775 | 1.7 | ||||||||||||||||
148,350 | Texas Instruments, Inc. | 16,355,587 | 0.8 | ||||||||||||||||
3,251 | (1 | ),(4),(5) | Uber Technologies, Inc. - Class A | 130,040 | 0.0 | ||||||||||||||
444,974 | Visa, Inc. - Class A | 58,936,806 | 3.1 | ||||||||||||||||
271,600 | (1 | ) | Worldpay, Inc. | 22,211,448 | 1.2 | ||||||||||||||
565,874 | (3 | ),(6) | Other Securities | 64,352,974 | 3.3 | ||||||||||||||
813,496,799 | 42.3 | ||||||||||||||||||
Materials: 0.6% | |||||||||||||||||||
180,200 | Other Securities | 11,878,784 | 0.6 | ||||||||||||||||
Real Estate: 1.3% | |||||||||||||||||||
221,635 | Crown Castle International Corp. | 23,896,686 | 1.3 | ||||||||||||||||
1,800 | (1 | ),(4),(5) | WeWork Companies, Inc. - Class A | 82,530 | 0.0 | ||||||||||||||
23,979,216 | 1.3 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Utilities: 1.5% | |||||||||||||||||||
128,496 | Sempra Energy | $ | 14,919,671 | 0.8 | |||||||||||||||
120,200 | Other Securities | 13,789,956 | 0.7 | ||||||||||||||||
28,709,627 | 1.5 | ||||||||||||||||||
Total Common Stock (Cost $1,347,447,451) | 1,893,434,216 | 98.6 | |||||||||||||||||
PREFERRED STOCK: 1.1% | |||||||||||||||||||
Information Technology: 1.0% | |||||||||||||||||||
59,241 | (1 | ),(4),(5) | AirBNB, Inc. - Series D | 6,725,631 | 0.3 | ||||||||||||||
16,058 | (1 | ),(4),(5) | AirBNB, Inc. - Series E | 1,823,065 | 0.1 | ||||||||||||||
93,459 | (1 | ),(4),(5) | Magic Leap, Inc. - Series C | 2,523,393 | 0.1 | ||||||||||||||
61,969 | (1 | ),(4),(5) | Magic Leap, Inc. - Series D | 1,673,163 | 0.1 | ||||||||||||||
464 | (1 | ),(4),(5) | Uber Technologies, Inc. - Series A | 18,560 | 0.0 | ||||||||||||||
1,243 | (1 | ),(4),(5) | Uber Technologies, Inc. - Series B | 49,720 | 0.0 | ||||||||||||||
329 | (1 | ),(4),(5) | Uber Technologies, Inc. - Series C-1 | 13,160 | 0.0 | ||||||||||||||
266 | (1 | ),(4),(5) | Uber Technologies, Inc. - Series C-2 | 10,640 | 0.0 | ||||||||||||||
3 | (1 | ),(4),(5) | Uber Technologies, Inc. - Series C-3 | 120 | 0.0 | ||||||||||||||
296 | (1 | ),(4),(5) | Uber Technologies, Inc. - Series D | 11,840 | 0.0 | ||||||||||||||
142 | (1 | ),(4),(5) | Uber Technologies, Inc. - Series E | 5,680 | 0.0 | ||||||||||||||
73,385 | (1 | ),(4),(5) | Uber Technologies, Inc. - Series G | 2,935,400 | 0.2 | ||||||||||||||
713 | (1 | ),(4),(5) | Uber Technologies, Inc. - Series G-1 | 28,520 | 0.0 | ||||||||||||||
1,187 | (1 | ),(4),(5) | Uber Technologies, Inc. - Series Seed | 47,480 | 0.0 | ||||||||||||||
68,026 | (1 | ),(4),(5) | Xiaoju Kuaizhi, Inc.- Series A-17 (DiDi Chuxing, Inc.) | 3,289,737 | 0.2 | ||||||||||||||
19,156,109 | 1.0 |
See Accompanying Notes to Financial Statements
138
VY® T. ROWE PRICE SUMMARY PORTFOLIO OF INVESTMENTS
GROWTH EQUITY PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Real Estate: 0.1% | |||||||||||||||||||
45,554 | (1 | ),(4),(5) | WeWork Companies, Inc. - Series E | $ | 2,088,651 | 0.1 | |||||||||||||
Total Preferred Stock (Cost $14,840,031) | 21,244,760 | 1.1 | |||||||||||||||||
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
CONVERTIBLE BONDS/NOTES: 0.2% | |||||||||||||||||||
Consumer, Cyclical: 0.2% | |||||||||||||||||||
2,259,785 | Other Securities | $ | 3,870,528 | 0.2 | |||||||||||||||
Total Convertible Bonds/Notes (Cost $4,204,151) | 3,870,528 | 0.2 | |||||||||||||||||
Total Long-Term Investments (Cost $1,366,491,633) | 1,918,549,504 | 99.9 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 3.2% | |||||||||||||||||||
Securities Lending Collateral(8): 2.9% | |||||||||||||||||||
13,306,955 | Jefferies LLC, Repurchase Agreement dated 06/29/18, 2.00%-2.10%, due 07/02/18 (Repurchase Amount $13,309,143, collateralized by various U.S. Gov't/U.S. Gov't Agency Obligations, 0.000%-4.500%, Market Value plus accrued interest $13,573,094, due 07/05/ 18-05/15/58) | 13,306,955 | 0.7 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
13,306,955 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $13,309,449, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $13,573,097, due 11/15/42- 08/15/44) | $ | 13,306,955 | 0.7 | |||||||||||||||
2,798,609 | MUFG Securities America Inc., Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $2,799,097, collateralized by various U.S. Government Agency Obligations, 2.430%-6.000%, Market Value plus accrued interest $2,854,581, due 02/01/21- 10/15/58) | 2,798,609 | 0.1 | ||||||||||||||||
13,306,955 | NBC Global Finance Ltd., Repurchase Agreement dated 06/29/18, 1.95%, due 07/02/18 (Repurchase Amount $13,309,088, collateralized by various U.S. Government Securities, 0.000%-3.625%, Market Value plus accrued interest $13,573,133, due 01/31/20- 09/09/49) | 13,306,955 | 0.7 |
See Accompanying Notes to Financial Statements
139
VY® T. ROWE PRICE SUMMARY PORTFOLIO OF INVESTMENTS
GROWTH EQUITY PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
13,306,955 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $13,309,471, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $13,573,194, due 07/15/19- 02/15/48) | $ | 13,306,955 | 0.7 | |||||||||||||||
56,026,429 | 2.9 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Mutual Funds: 0.3% | |||||||||||||||||||
6,009,326 | (9 | ) | T. Rowe Price Reserve Investment Fund, 1.970% (Cost $6,009,326) | $ | 6,009,326 | 0.3 | |||||||||||||
Total Short-Term Investments (Cost $62,035,755) | 62,035,755 | 3.2 | |||||||||||||||||
Total Investments in Securities (Cost $1,428,527,388) | $ | 1,980,585,259 | 103.1 | ||||||||||||||||
Liabilities in Excess of Other Assets | (59,312,997 | ) | (3.1 | ) | |||||||||||||||
Net Assets | $ | 1,921,272,262 | 100.0 |
"Other Securities" represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2018.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† 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) The grouping contains non-income producing securities.
(4) For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs.
(5) Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2018, the Portfolio held restricted securities with a fair value of $27,821,376 or 1.45% of net assets. Please refer to the table below for additional details.
(6) The grouping contains securities on loan.
(7) 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.
(8) Represents securities purchased with cash collateral received for securities on loan.
(9) Rate shown is the 7-day yield as of June 30, 2018.
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2018 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, 2018 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Consumer Discretionary | $ | 449,609,050 | $ | — | $ | — | $ | 449,609,050 | |||||||||||
Consumer Staples | 31,485,326 | — | — | 31,485,326 | |||||||||||||||
Financials | 114,875,705 | — | 6,364,046 | 121,239,751 | |||||||||||||||
Health Care | 244,844,431 | — | — | 244,844,431 | |||||||||||||||
Industrials | 168,191,232 | — | — | 168,191,232 | |||||||||||||||
Information Technology | 777,714,845 | 35,651,914 | 130,040 | 813,496,799 | |||||||||||||||
Materials | 11,878,784 | — | — | 11,878,784 | |||||||||||||||
Real Estate | 23,896,686 | — | 82,530 | 23,979,216 | |||||||||||||||
Utilities | 28,709,627 | — | — | 28,709,627 | |||||||||||||||
Total Common Stock | 1,851,205,686 | 35,651,914 | 6,576,616 | 1,893,434,216 |
See Accompanying Notes to Financial Statements
140
VY® T. ROWE PRICE SUMMARY PORTFOLIO OF INVESTMENTS
GROWTH EQUITY PORTFOLIO AS OF JUNE 30, 2018 (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, 2018 | ||||||||||||||||
Preferred Stock | $ | — | $ | — | $ | 21,244,760 | $ | 21,244,760 | |||||||||||
Convertible Bonds/Notes | — | 3,870,528 | — | 3,870,528 | |||||||||||||||
Short-Term Investments | 6,009,326 | 56,026,429 | — | 62,035,755 | |||||||||||||||
Total Investments, at fair value | $ | 1,857,215,012 | $ | 95,548,871 | $ | 27,821,376 | $ | 1,980,585,259 |
^ 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 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, 2018:
Investments, at fair value | Fair Value at June 30, 2018 | Valuation Technique(s) | Unobservable Inputs | Range | Impact to Valuation from an Increase in Input** | ||||||||||||||||||
Common Stock | |||||||||||||||||||||||
Ant International Co., Limited Class C | $ | 6,364,046 | Recent Comparable Transaction Price | Discount Factor* | — | n/a | |||||||||||||||||
Uber Technologies, Inc. - Class A | 130,040 | Recent Comparable Transaction Price | Discount Factor* | — | n/a | ||||||||||||||||||
WeWork Companies, Inc., - Class A | 82,530 | Recent Comparable Transaction Price | Discount Factor* | — | n/a | ||||||||||||||||||
Total Common Stock | $ | 6,576,616 | |||||||||||||||||||||
Preferred Stock | |||||||||||||||||||||||
AirBNB, Inc. - Series D | $ | 6,725,631 | Recent Comparable Transaction Price/ Market Comparable | Discount Factor* | — | n/a | |||||||||||||||||
Enterprise Value to Sales Multiple | 4.5 | x-5.4x | Increase | ||||||||||||||||||||
Discount for Lack of Marketability | 10 | % | Decrease | ||||||||||||||||||||
Enterprise Value to Gross Profit Multiple | 5.8 | x-7.3x | Increase | ||||||||||||||||||||
Sales Growth Rate | 20 | % | Increase | ||||||||||||||||||||
Gross Profit Growth Rate | 21 | % | Increase | ||||||||||||||||||||
AirBNB, Inc. - Series E | 1,823,065 | Recent Comparable Transaction Price/ Market Comparable | Discount Factor* | — | n/a | ||||||||||||||||||
Enterprise Value to Sales Multiple | 4.5 | x-5.4x | Increase | ||||||||||||||||||||
Discount for Lack of Marketability | 10 | % | Decrease | ||||||||||||||||||||
Enterprise Value to Gross Profit Multiple | 5.8 | x-7.3x | Increase | ||||||||||||||||||||
Sales Growth Rate | 20 | % | Increase | ||||||||||||||||||||
Gross Profit Growth Rate | 21 | % | Increase | ||||||||||||||||||||
Magic Leap, Inc., Series C | 2,523,393 | Recent Comparable Transaction Price | Discount Factor* | — | n/a | ||||||||||||||||||
Magic Leap, Inc., Series D | 1,673,163 | Recent Comparable Transaction Price | Discount Factor* | — | n/a | ||||||||||||||||||
Uber Technologies, Inc. - Series A | 18,560 | Recent Comparable Transaction Price | Discount Factor* | — | n/a | ||||||||||||||||||
Uber Technologies, Inc. - Series B | 49,720 | Recent Comparable Transaction Price | Discount Factor* | — | n/a | ||||||||||||||||||
Uber Technologies, Inc. - Series C-1 | 13,160 | Recent Comparable Transaction Price | Discount Factor* | — | n/a | ||||||||||||||||||
Uber Technologies, Inc. - Series C-2 | 10,640 | Recent Comparable Transaction Price | Discount Factor* | — | n/a |
See Accompanying Notes to Financial Statements
141
VY® T. ROWE PRICE SUMMARY PORTFOLIO OF INVESTMENTS
GROWTH EQUITY PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Investments, at fair value | Fair Value at June 30, 2018 | Valuation Technique(s) | Unobservable Inputs | Range | Impact to Valuation from an Increase in Input** | ||||||||||||||||||
Uber Technologies, Inc. - Series C-3 | $ | 120 | Recent Comparable Transaction Price | Discount Factor* | — | n/a | |||||||||||||||||
Uber Technologies, Inc. - Series D | 11,840 | Recent Comparable Transaction Price | Discount Factor* | — | n/a | ||||||||||||||||||
Uber Technologies, Inc. - Series E | 5,680 | Recent Comparable Transaction Price | Discount Factor* | — | n/a | ||||||||||||||||||
Uber Technologies, Inc. - Series G | 2,935,400 | Recent Comparable Transaction Price | Discount Factor* | — | n/a | ||||||||||||||||||
Uber Technologies, Inc. - Series G-1 | 28,520 | Recent Comparable Transaction Price | Discount Factor* | — | n/a | ||||||||||||||||||
Uber Technologies, Inc. - Series Seed | 47,480 | Recent Comparable Transaction Price | Discount Factor* | — | n/a | ||||||||||||||||||
WeWork Companies, Inc. - Series E | 2,088,651 | Recent Comparable Transaction Price | Discount Factor* | — | n/a | ||||||||||||||||||
Xiaoju Kuaizhi, Inc., Series A-17 | 3,289,737 | Recent Comparable Transaction Price | Discount Factor* | — | n/a | ||||||||||||||||||
Total Preferred Stock | $ | 21,244,760 |
* No quantitative unobservable inputs were significant to the fair valuation determination at June 30, 2018
** 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 in the unobservable input would have the opposite effect. Significant increases and decreases in these inputs in isolation could result in significantly 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 2018:
Beginning Balance 12/31/17 | Purchases | Sales | Accrued Discounts/ (Premiums) | Total Realized Gain/(Loss) | Net Change in Unrealized Appreciation/ (Depreciation)* | Transfers Into Level 3 | Transfers Out of Level 3 | Ending Balance 6/30/18 | |||||||||||||||||||||||||||||||
Asset Table | |||||||||||||||||||||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||||||||||||||||||||
Common Stock | $ | 1,986,212 | $ | 6,471,228 | $ | (3,032,712 | ) | $ | — | $ | 1,129,029 | $ | 22,859 | $ | — | $ | — | $ | 6,576,616 | ||||||||||||||||||||
Preferred Stock | 24,850,180 | 164,342 | (3,938,602 | ) | — | 182,208 | (13,368 | ) | — | — | 21,244,760 | ||||||||||||||||||||||||||||
Total Investments, at value | $ | 26,836,392 | $ | 6,635,570 | $ | (6,971,314 | ) | $ | — | $ | 1,311,237 | $ | 9,491 | $ | — | $ | — | $ | 27,821,376 |
* As of June 30, 2018, total change in unrealized gain (loss) on Level 3 securities still held at period end and included in the change in net assets was $9,491.
At June 30, 2018, VY® T. Rowe Price Growth Equity Portfolio held the following restricted securities:
Security | Acquisition Date | Acquisition Cost | Fair Value | ||||||||||||
AirBNB, Inc. - Series D | 4/16/2014 | $ | 2,411,881 | $ | 6,725,631 | ||||||||||
AirBNB, Inc. - Series E | 7/14/2015 | 1,494,910 | 1,823,065 | ||||||||||||
Ant International Co., Limited Class C | 6/7/2018 | 6,364,046 | 6,364,046 | ||||||||||||
Magic Leap, Inc. - Series C | 1/20/2016 | 2,152,641 | 2,523,393 | ||||||||||||
Magic Leap, Inc. - Series D | 10/12/2017 | 1,673,163 | 1,673,163 | ||||||||||||
Uber Technologies, Inc. - Class A | 1/16/2018 | 107,182 | 130,040 | ||||||||||||
Uber Technologies, Inc. - Series A | 1/16/2018 | 15,297 | 18,560 | ||||||||||||
Uber Technologies, Inc. - Series B | 1/16/2018 | 40,980 | 49,720 | ||||||||||||
Uber Technologies, Inc. - Series C-1 | 1/16/2018 | 10,847 | 13,160 | ||||||||||||
Uber Technologies, Inc. - Series C-2 | 1/16/2018 | 8,770 | 10,640 | ||||||||||||
Uber Technologies, Inc. - Series C-3 | 1/16/2018 | 99 | 120 | ||||||||||||
Uber Technologies, Inc. - Series D | 1/16/2018 | 9,759 | 11,840 | ||||||||||||
Uber Technologies, Inc. - Series E | 1/16/2018 | 4,682 | 5,680 | ||||||||||||
Uber Technologies, Inc. - Series G | 12/3/2015 | 3,579,148 | 2,935,400 | ||||||||||||
Uber Technologies, Inc. - Series G-1 | 1/16/2018 | 34,774 | 28,520 | ||||||||||||
Uber Technologies, Inc. - Series Seed | 1/16/2018 | 39,134 | 47,480 | ||||||||||||
WeWork Companies, Inc. - Class A | 6/23/2015 | 59,201 | 82,530 | ||||||||||||
WeWork Companies, Inc. - Series E | 6/23/2015 | 1,498,251 | 2,088,651 | ||||||||||||
Xiaoju Kuaizhi, Inc.- Series A-17 (DiDi Chuxing, Inc.) | 10/19/2015 | 1,865,695 | 3,289,737 | ||||||||||||
$ | 21,370,460 | $ | 27,821,376 |
See Accompanying Notes to Financial Statements
142
VY® T. ROWE PRICE SUMMARY PORTFOLIO OF INVESTMENTS
GROWTH EQUITY PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
At June 30, 2018, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments at period end were:
Cost for federal income tax purposes was $1,431,524,614.
Net unrealized appreciation consisted of:
Gross Unrealized Appreciation | $ | 580,150,755 | |||||
Gross Unrealized Depreciation | (31,090,110 | ) | |||||
Net Unrealized Appreciation | $ | 549,060,645 |
See Accompanying Notes to Financial Statements
143
VY® TEMPLETON SUMMARY PORTFOLIO OF INVESTMENTS
FOREIGN EQUITY PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED)
Geographic Diversification
as of June 30, 2018
(as a percentage of net assets)
United Kingdom | 20.5 | % | |||||
Japan | 13.3 | % | |||||
Germany | 12.0 | % | |||||
France | 9.1 | % | |||||
China | 6.8 | % | |||||
Netherlands | 5.0 | % | |||||
Switzerland | 4.9 | % | |||||
South Korea | 4.6 | % | |||||
Hong Kong | 3.3 | % | |||||
Canada | 2.4 | % | |||||
Countries between 0.5% - 2.1%^ | 14.6 | % | |||||
Assets in Excess of Other Liabilities* | �� | 3.5 | % | ||||
Net Assets | 100.0 | % |
* Includes short-term investments.
^ Includes 12 countries, which each represents 0.5% - 2.1% of net assets.
Portfolio holdings are subject to change daily.
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 96.5% | |||||||||||||||||||
Canada: 2.4% | |||||||||||||||||||
460,200 | Husky Energy, Inc. | $ | 7,172,630 | 1.3 | |||||||||||||||
676,810 | Other Securities | 6,595,422 | 1.1 | ||||||||||||||||
13,768,052 | 2.4 | ||||||||||||||||||
China: 6.8% | |||||||||||||||||||
26,610 | (1 | ) | Baidu, Inc. ADR | 6,466,230 | 1.1 | ||||||||||||||
2,585,000 | China Life Insurance Co., Ltd. - H Shares | 6,631,797 | 1.2 | ||||||||||||||||
729,000 | China Mobile Ltd. | 6,468,378 | 1.1 | ||||||||||||||||
21,246,000 | China Telecom Corp., Ltd. - H Shares | 9,969,426 | 1.8 | ||||||||||||||||
3,856,800 | Other Securities | 8,753,411 | 1.6 | ||||||||||||||||
38,289,242 | 6.8 | ||||||||||||||||||
Denmark: 0.5% | |||||||||||||||||||
43,919 | Other Securities | 2,711,398 | 0.5 | ||||||||||||||||
France: 9.1% | |||||||||||||||||||
294,784 | AXA S.A. | 7,202,696 | 1.3 | ||||||||||||||||
155,207 | BNP Paribas | 9,600,641 | 1.7 | ||||||||||||||||
121,133 | Cie de Saint-Gobain | 5,395,869 | 1.0 | ||||||||||||||||
47,171 | Cie Generale des Etablissements Michelin SCA | 5,706,664 | 1.0 | ||||||||||||||||
120,056 | Sanofi | 9,635,649 | 1.7 | ||||||||||||||||
284,240 | Veolia Environnement | 6,073,938 | 1.1 | ||||||||||||||||
273,851 | Other Securities | 7,622,770 | 1.3 | ||||||||||||||||
51,238,227 | 9.1 | ||||||||||||||||||
Germany: 12.0% | |||||||||||||||||||
94,795 | Bayer AG | 10,410,741 | 1.8 | ||||||||||||||||
73,732 | HeidelbergCement AG | 6,191,024 | 1.1 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
336,555 | Infineon Technologies AG | $ | 8,548,944 | 1.5 | |||||||||||||||
127,264 | (2 | ),(3) | Innogy SE | 5,437,191 | 1.0 | ||||||||||||||
96,477 | LANXESS AG | 7,500,698 | 1.3 | ||||||||||||||||
83,268 | Merck KGaA | 8,105,930 | 1.4 | ||||||||||||||||
69,071 | Siemens AG | 9,100,519 | 1.6 | ||||||||||||||||
1,713,703 | (4 | ),(5) | Other Securities | 12,749,548 | 2.3 | ||||||||||||||
68,044,595 | 12.0 | ||||||||||||||||||
Hong Kong: 3.3% | |||||||||||||||||||
731,300 | AIA Group Ltd. | 6,370,655 | 1.1 | ||||||||||||||||
228,400 | CK Hutchison Holdings Ltd. ADR | 2,411,904 | 0.5 | ||||||||||||||||
485,640 | CK Hutchison Holdings Ltd. | 5,140,996 | 0.9 | ||||||||||||||||
583,140 | Other Securities | 4,616,319 | 0.8 | ||||||||||||||||
18,539,874 | 3.3 | ||||||||||||||||||
India: 2.1% | |||||||||||||||||||
413,798 | Housing Development Finance Corp. | 11,530,308 | 2.1 | ||||||||||||||||
Ireland: 1.0% | |||||||||||||||||||
744,632 | Bank of Ireland Group PLC | 5,778,517 | 1.0 | ||||||||||||||||
Israel: 1.8% | |||||||||||||||||||
412,458 | Teva Pharmaceutical Industries Ltd. ADR | 10,030,979 | 1.8 | ||||||||||||||||
Italy: 1.9% | |||||||||||||||||||
571,066 | ENI S.p.A. | 10,588,361 | 1.9 |
See Accompanying Notes to Financial Statements
144
VY® TEMPLETON SUMMARY PORTFOLIO OF INVESTMENTS
FOREIGN EQUITY PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Japan: 13.3% | |||||||||||||||||||
573,700 | Astellas Pharma, Inc. | $ | 8,730,901 | 1.5 | |||||||||||||||
522,200 | Inpex Corp. | 5,423,508 | 1.0 | ||||||||||||||||
277,700 | Mitsui Fudosan Co., Ltd. | 6,689,314 | 1.2 | ||||||||||||||||
560,600 | Panasonic Corp. | 7,559,368 | 1.3 | ||||||||||||||||
17,100 | Ryohin Keikaku Co., Ltd. | 6,007,631 | 1.1 | ||||||||||||||||
135,800 | Seven & I Holdings Co., Ltd. | 5,923,010 | 1.0 | ||||||||||||||||
119,400 | SoftBank Group Corp. | 8,526,133 | 1.5 | ||||||||||||||||
240,400 | Suntory Beverage & Food Ltd. | 10,277,746 | 1.8 | ||||||||||||||||
535,000 | Other Securities | 16,300,535 | 2.9 | ||||||||||||||||
75,438,146 | 13.3 | ||||||||||||||||||
Luxembourg: 1.3% | |||||||||||||||||||
392,554 | SES S.A. - Luxembourg | 7,175,785 | 1.3 | ||||||||||||||||
Netherlands: 5.0% | |||||||||||||||||||
444,736 | Royal Dutch Shell PLC - Class B | 15,927,313 | 2.8 | ||||||||||||||||
454,408 | (5 | ) | Other Securities | 12,539,100 | 2.2 | ||||||||||||||
28,466,413 | 5.0 | ||||||||||||||||||
Norway: 0.9% | |||||||||||||||||||
126,013 | (4 | ) | Other Securities | 5,213,435 | 0.9 | ||||||||||||||
Portugal: 0.5% | |||||||||||||||||||
156,113 | Other Securities | 2,969,843 | 0.5 | ||||||||||||||||
Singapore: 1.3% | |||||||||||||||||||
3,347,000 | Singapore Telecommunications Ltd. | 7,556,848 | 1.3 | ||||||||||||||||
South Korea: 4.6% | |||||||||||||||||||
15,480 | Samsung Electronics Co., Ltd. GDR | 16,055,303 | 2.8 | ||||||||||||||||
234,720 | Other Securities | 9,838,962 | 1.8 | ||||||||||||||||
25,894,265 | 4.6 | ||||||||||||||||||
Sweden: 0.5% | |||||||||||||||||||
322,994 | (4 | ) | Other Securities | 2,932,150 | 0.5 | ||||||||||||||
Switzerland: 4.9% | |||||||||||||||||||
91,997 | Novartis AG | 6,968,860 | 1.2 | ||||||||||||||||
43,811 | Roche Holding AG | 9,719,829 | 1.7 | ||||||||||||||||
547,076 | UBS Group AG | 8,386,873 | 1.5 | ||||||||||||||||
40,890 | (4 | ),(5) | Other Securities | 2,836,668 | 0.5 | ||||||||||||||
27,912,230 | 4.9 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Taiwan: 1.4% | |||||||||||||||||||
1,099,251 | Taiwan Semiconductor Manufacturing Co., Ltd. | $ | 7,805,869 | 1.4 | |||||||||||||||
Thailand: 1.4% | |||||||||||||||||||
1,298,000 | Bangkok Bank PCL - Foreign Reg | 7,767,087 | 1.4 | ||||||||||||||||
United Kingdom: 20.5% | |||||||||||||||||||
973,060 | BAE Systems PLC | 8,278,114 | 1.5 | ||||||||||||||||
3,841,860 | Barclays PLC | 9,496,049 | 1.7 | ||||||||||||||||
2,106,820 | BP PLC | 16,029,761 | 2.8 | ||||||||||||||||
217,734 | CRH PLC - London | 7,637,503 | 1.3 | ||||||||||||||||
297,651 | GlaxoSmithKline PLC | 6,000,918 | 1.1 | ||||||||||||||||
1,061,200 | HSBC Holdings PLC (HKD) | 9,928,598 | 1.8 | ||||||||||||||||
164,170 | Johnson Matthey PLC | 7,817,196 | 1.4 | ||||||||||||||||
1,619,746 | Kingfisher PLC | 6,334,188 | 1.1 | ||||||||||||||||
145,444 | Shire PLC | 8,194,139 | 1.4 | ||||||||||||||||
1,090,602 | Standard Chartered PLC | 9,906,380 | 1.7 | ||||||||||||||||
3,653,591 | Vodafone Group PLC | 8,850,054 | 1.6 | ||||||||||||||||
3,406,375 | (5 | ) | Other Securities | 17,525,610 | 3.1 | ||||||||||||||
115,998,510 | 20.5 | ||||||||||||||||||
Total Common Stock (Cost $453,368,353) | 545,650,134 | 96.5 | |||||||||||||||||
PREFERRED STOCK: 0.0% | |||||||||||||||||||
United Kingdom: 0.0% | |||||||||||||||||||
22,646,160 | (5 | ) | Other Securities | 29,887 | 0.0 | ||||||||||||||
Total Preferred Stock (Cost $31,520) | 29,887 | 0.0 | |||||||||||||||||
Total Long-Term Investments (Cost $453,399,873) | 545,680,021 | 96.5 | |||||||||||||||||
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 5.1% | |||||||||||||||||||
U.S. Government Agency Obligations: 3.1% | |||||||||||||||||||
17,500,000 | (6 | ) | Federal Home Loan Bank Discount Notes, 0.000%, 07/02/2018 (Cost $17,499,219) | $ | 17,500,000 | 3.1 |
See Accompanying Notes to Financial Statements
145
VY® TEMPLETON SUMMARY PORTFOLIO OF INVESTMENTS
FOREIGN EQUITY PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Securities Lending Collateral(7): 2.0% | |||||||||||||||||||
2,672,294 | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/29/18, 2.08%, due 07/02/18 (Repurchase Amount $2,672,751, collateralized by various U.S. Government Agency Obligations, 1.691%-8.500%, Market Value plus accrued interest $2,725,740, due 07/25/18-06/15/53) | $ | 2,672,294 | 0.4 | |||||||||||||||
561,963 | Jefferies LLC, Repurchase Agreement dated 06/29/18, 2.00%, due 07/02/18 (Repurchase Amount $562,055, collateralized by various U.S. Government Securities, 0.000%-2.375%, Market Value plus accrued interest $573,202, due 07/05/18-09/09/49) | 561,963 | 0.1 | ||||||||||||||||
2,672,294 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $2,672,795, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $2,725,740, due 11/15/42-08/15/44) | 2,672,294 | 0.5 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
2,672,294 | NBC Global Finance Ltd., Repurchase Agreement dated 06/29/18, 1.95%, due 07/02/18 (Repurchase Amount $2,672,722, collateralized by various U.S. Government Securities, 0.000%-3.625%, Market Value plus accrued interest $2,725,748, due 01/31/20-09/09/49) | $ | 2,672,294 | 0.5 | |||||||||||||||
2,672,294 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $2,672,799, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,725,760, due 07/15/19-02/15/48) | 2,672,294 | 0.5 | ||||||||||||||||
11,251,139 | 2.0 | ||||||||||||||||||
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Mutual Funds: 0.0% | |||||||||||||||||||
172,021 | (8 | ) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% (Cost $172,021) | $ | 172,021 | 0.0 | |||||||||||||
Total Short-Term Investments (Cost $28,922,379) | 28,923,160 | 5.1 | |||||||||||||||||
Total Investments in Securities (Cost $482,322,252) | $ | 574,603,181 | 101.6 | ||||||||||||||||
Liabilities in Excess of Other Assets | (8,844,537 | ) | (1.6 | ) | |||||||||||||||
Net Assets | $ | 565,758,644 | 100.0 |
See Accompanying Notes to Financial Statements
146
VY® TEMPLETON SUMMARY PORTFOLIO OF INVESTMENTS
FOREIGN EQUITY PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
"Other Securities" represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2018.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† Unless otherwise indicated, principal amount is shown in USD.
ADR American Depositary Receipt
GDR Global Depositary Receipt
(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) The grouping contains securities on loan.
(5) The grouping contains non-income producing securities.
(6) Represents a zero coupon bond. Rate shown reflects the effective yield as of June 30, 2018.
(7) Represents securities purchased with cash collateral received for securities on loan.
(8) Rate shown is the 7-day yield as of June 30, 2018.
Sector Diversification | Percentage of Net Assets | ||||||
Financials | 18.7 | % | |||||
Health Care | 17.0 | ||||||
Energy | 12.5 | ||||||
Industrials | 9.1 | ||||||
Information Technology | 8.8 | ||||||
Telecommunication Services | 8.2 | ||||||
Materials | 8.1 | ||||||
Consumer Discretionary | 6.4 | ||||||
Utilities | 2.9 | ||||||
Consumer Staples | 2.8 | ||||||
Real Estate | 2.0 | ||||||
Short-Term Investments | 5.1 | ||||||
Liabilities in Excess of Other Assets | (1.6 | ) | |||||
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, 2018 in valuing the assets and liabilities:(1)
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, 2018 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Canada | $ | 13,768,052 | $ | — | $ | — | $ | 13,768,052 | |||||||||||
China | 12,517,509 | 25,771,733 | — | 38,289,242 | |||||||||||||||
Denmark | — | 2,711,398 | — | 2,711,398 | |||||||||||||||
France | — | 51,238,227 | — | 51,238,227 | |||||||||||||||
Germany | — | 68,044,595 | — | 68,044,595 | |||||||||||||||
Hong Kong | 2,411,904 | 16,127,970 | — | 18,539,874 | |||||||||||||||
India | — | 11,530,308 | — | 11,530,308 | |||||||||||||||
Ireland | — | 5,778,517 | — | 5,778,517 | |||||||||||||||
Israel | 10,030,979 | — | — | 10,030,979 | |||||||||||||||
Italy | — | 10,588,361 | — | 10,588,361 | |||||||||||||||
Japan | — | 75,438,146 | — | 75,438,146 | |||||||||||||||
Luxembourg | — | 7,175,785 | — | 7,175,785 | |||||||||||||||
Netherlands | — | 28,466,413 | — | 28,466,413 | |||||||||||||||
Norway | — | 5,213,435 | — | 5,213,435 | |||||||||||||||
Portugal | — | 2,969,843 | — | 2,969,843 | |||||||||||||||
Singapore | — | 7,556,848 | — | 7,556,848 | |||||||||||||||
South Korea | 4,749,326 | 21,144,939 | — | 25,894,265 | |||||||||||||||
Sweden | — | 2,932,150 | — | 2,932,150 | |||||||||||||||
Switzerland | — | 27,912,230 | — | 27,912,230 | |||||||||||||||
Taiwan | — | 7,805,869 | — | 7,805,869 | |||||||||||||||
Thailand | — | 7,767,087 | — | 7,767,087 | |||||||||||||||
United Kingdom | 5,252,528 | 110,745,982 | — | 115,998,510 | |||||||||||||||
Total Common Stock | 48,730,298 | 496,919,836 | — | 545,650,134 | |||||||||||||||
Preferred Stock | — | 29,887 | — | 29,887 | |||||||||||||||
Short-Term Investments | 172,021 | 28,751,139 | — | 28,923,160 | |||||||||||||||
Total Investments, at fair value | $ | 48,902,319 | $ | 525,700,862 | $ | — | $ | 574,603,181 |
(1) For the period ended June 30, 2018, as a result of the fair value pricing procedures for international equities utilized by the Portfolio (Note 2) certain securities have transferred in and out of Level 1 and Level 2 measurements during the year. The Portfolio's policy is to recognize transfers between levels at the beginning of the reporting period. At June 30, 2018, securities valued at $38,859,922 and $3,234,289 were transferred from Level 1 to Level 2 and from Level 2 to Level 1, respectively, within the fair value hierarchy.
See Accompanying Notes to Financial Statements
147
VY® TEMPLETON SUMMARY PORTFOLIO OF INVESTMENTS
FOREIGN EQUITY PORTFOLIO AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED)
^ 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, 2018 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 | $ | 20,580 | |||||
Total | $ | 20,580 | |||||
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 | $ | (362 | ) | ||||
Total | $ | (362 | ) |
At June 30, 2018, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments at period end were:
Cost for federal income tax purposes was $484,711,445.
Net unrealized appreciation consisted of:
Gross Unrealized Appreciation | $ | 124,565,295 | |||||
Gross Unrealized Depreciation | (34,536,499 | ) | |||||
Net Unrealized Appreciation | $ | 90,028,796 |
See Accompanying Notes to Financial Statements
148
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
Before investing, carefully consider the investment objectives, risks, charges and expenses of the variable annuity contract or variable life insurance policy and the underlying variable investment options. This and other information is contained in the prospectus for the variable annuity contract or variable life insurance policy and the underlying variable investment options. Obtain these prospectuses from your agent/registered representative and read them carefully before investing.
RETIREMENT | INVESTMENTS | INSURANCE
voyainvestments.com
VPSAR-VPI
(0618-082318)
2 |
| ■ Voya Solution Aggressive Portfolio | | | ■ Voya Solution 2030 Portfolio | |
| ■ Voya Solution Balanced Portfolio | | | ■ Voya Solution 2035 Portfolio | |
| ■ Voya Solution Conservative Portfolio | | | ■ Voya Solution 2040 Portfolio | |
| ■ Voya Solution Income Portfolio | | | ■ Voya Solution 2045 Portfolio | |
| ■ Voya Solution Moderately Aggressive Portfolio | | | ■ Voya Solution 2050 Portfolio | |
| ■ Voya Solution Moderately Conservative Portfolio | | | ■ Voya Solution 2055 Portfolio | |
| ■ Voya Solution 2020 Portfolio | | | ■ Voya Solution 2060 Portfolio | |
| ■ Voya Solution 2025 Portfolio | | |
| | 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. | | |
| | | | | 1 | | | |
| | | | | 2 | | | |
| | | | | 4 | | | |
| | | | | 7 | | | |
| | | | | 15 | | | |
| | | | | 19 | | | |
| | | | | 27 | | | |
| | | | | 42 | | | |
| | | | | 57 | | |
President
Voya Family of Funds
July 19, 2018
| | Index | | | | Description | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | An index of publicly issued investment grade U.S. government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | Bloomberg Barclays U.S. Corporate Investment Grade Bond Index | | | | An index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | | |
| | MSCI Europe ex UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | | |
| | MSCI Japan® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | | |
| | MSCI UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | | |
| | MSCI World IndexSM | | | | An index that measures the performance of over 1,600 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | | |
| | S&P 500® Index | | | | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2018 | | | Ending Account Value June 30, 2018 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2018** | | | Beginning Account Value January 1, 2018 | | | Ending Account Value June 30, 2018 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2018** | | ||||||||||||||||||||||||
Voya Solution Aggressive Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 994.80 | | | | | | 0.67% | | | | | $ | 3.31 | | | | | $ | 1,000.00 | | | | | $ | 1,021.47 | | | | | | 0.67% | | | | | $ | 3.36 | | |
Class I | | | | | 1,000.00 | | | | | | 997.10 | | | | | | 0.17 | | | | | | 0.84 | | | | | | 1,000.00 | | | | | | 1,023.95 | | | | | | 0.17 | | | | | | 0.85 | | |
Class R6 | | | | | 1,000.00 | | | | | | 997.10 | | | | | | 0.17 | | | | | | 0.84 | | | | | | 1,000.00 | | | | | | 1,023.95 | | | | | | 0.17 | | | | | | 0.85 | | |
Class S | | | | | 1,000.00 | | | | | | 996.30 | | | | | | 0.42 | | | | | | 2.08 | | | | | | 1,000.00 | | | | | | 1,022.71 | | | | | | 0.42 | | | | | | 2.11 | | |
Class S2 | | | | | 1,000.00 | | | | | | 995.60 | | | | | | 0.57 | | | | | | 2.82 | | | | | | 1,000.00 | | | | | | 1,021.97 | | | | | | 0.57 | | | | | | 2.86 | | |
Voya Solution Balanced Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 993.10 | | | | | | 0.67% | | | | | $ | 3.31 | | | | | $ | 1,000.00 | | | | | $ | 1,021.47 | | | | | | 0.67% | | | | | $ | 3.36 | | |
Class I | | | | | 1,000.00 | | | | | | 997.10 | | | | | | 0.17 | | | | | | 0.84 | | | | | | 1,000.00 | | | | | | 1,023.95 | | | | | | 0.17 | | | | | | 0.85 | | |
Class R6 | | | | | 1,000.00 | | | | | | 997.10 | | | | | | 0.17 | | | | | | 0.84 | | | | | | 1,000.00 | | | | | | 1,023.95 | | | | | | 0.17 | | | | | | 0.85 | | |
Class S | | | | | 1,000.00 | | | | | | 995.10 | | | | | | 0.42 | | | | | | 2.08 | | | | | | 1,000.00 | | | | | | 1,022.71 | | | | | | 0.42 | | | | | | 2.11 | | |
Class S2 | | | | | 1,000.00 | | | | | | 994.10 | | | | | | 0.57 | | | | | | 2.82 | | | | | | 1,000.00 | | | | | | 1,021.97 | | | | | | 0.57 | | | | | | 2.86 | | |
Voya Solution Conservative Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 993.70 | | | | | | 0.62% | | | | | $ | 3.06 | | | | | $ | 1,000.00 | | | | | $ | 1,021.72 | | | | | | 0.62% | | | | | $ | 3.11 | | |
Class I | | | | | 1,000.00 | | | | | | 995.50 | | | | | | 0.12 | | | | | | 0.59 | | | | | | 1,000.00 | | | | | | 1,024.20 | | | | | | 0.12 | | | | | | 0.60 | | |
Class R6 | | | | | 1,000.00 | | | | | | 995.50 | | | | | | 0.12 | | | | | | 0.59 | | | | | | 1,000.00 | | | | | | 1,024.20 | | | | | | 0.12 | | | | | | 0.60 | | |
Class S | | | | | 1,000.00 | | | | | | 994.60 | | | | | | 0.37 | | | | | | 1.83 | | | | | | 1,000.00 | | | | | | 1,022.96 | | | | | | 0.37 | | | | | | 1.86 | | |
Class S2 | | | | | 1,000.00 | | | | | | 993.70 | | | | | | 0.52 | | | | | | 2.57 | | | | | | 1,000.00 | | | | | | 1,022.22 | | | | | | 0.52 | | | | | | 2.61 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2018 | | | Ending Account Value June 30, 2018 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2018** | | | Beginning Account Value January 1, 2018 | | | Ending Account Value June 30, 2018 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2018** | | ||||||||||||||||||||||||
Voya Solution Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 990.70 | | | | | | 0.61% | | | | | $ | 3.01 | | | | | $ | 1,000.00 | | | | | $ | 1,021.77 | | | | | | 0.61% | | | | | $ | 3.06 | | |
Class I | | | | | 1,000.00 | | | | | | 993.40 | | | | | | 0.11 | | | | | | 0.54 | | | | | | 1,000.00 | | | | | | 1,024.25 | | | | | | 0.11 | | | | | | 0.55 | | |
Class S | | | | | 1,000.00 | | | | | | 991.70 | | | | | | 0.36 | | | | | | 1.78 | | | | | | 1,000.00 | | | | | | 1,023.01 | | | | | | 0.36 | | | | | | 1.81 | | |
Class S2 | | | | | 1,000.00 | | | | | | 991.50 | | | | | | 0.51 | | | | | | 2.52 | | | | | | 1,000.00 | | | | | | 1,022.27 | | | | | | 0.51 | | | | | | 2.56 | | |
Class T | | | | | 1,000.00 | | | | | | 990.50 | | | | | | 0.81 | | | | | | 4.00 | | | | | | 1,000.00 | | | | | | 1,020.78 | | | | | | 0.81 | | | | | | 4.06 | | |
Voya Solution Moderately Aggressive Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 994.00 | | | | | | 0.71% | | | | | $ | 3.51 | | | | | $ | 1,000.00 | | | | | $ | 1,021.27 | | | | | | 0.71% | | | | | $ | 3.56 | | |
Class I | | | | | 1,000.00 | | | | | | 997.10 | | | | | | 0.21 | | | | | | 1.04 | | | | | | 1,000.00 | | | | | | 1,023.75 | | | | | | 0.21 | | | | | | 1.05 | | |
Class R6 | | | | | 1,000.00 | | | | | | 997.10 | | | | | | 0.21 | | | | | | 1.04 | | | | | | 1,000.00 | | | | | | 1,023.75 | | | | | | 0.21 | | | | | | 1.05 | | |
Class S | | | | | 1,000.00 | | | | | | 995.60 | | | | | | 0.46 | | | | | | 2.28 | | | | | | 1,000.00 | | | | | | 1,022.51 | | | | | | 0.46 | | | | | | 2.31 | | |
Class S2 | | | | | 1,000.00 | | | | | | 994.80 | | | | | | 0.61 | | | | | | 3.02 | | | | | | 1,000.00 | | | | | | 1,021.77 | | | | | | 0.61 | | | | | | 3.06 | | |
Voya Solution Moderately Conservative Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 993.00 | | | | | | 0.66% | | | | | $ | 3.26 | | | | | $ | 1,000.00 | | | | | $ | 1,021.52 | | | | | | 0.66% | | | | | $ | 3.31 | | |
Class I | | | | | 1,000.00 | | | | | | 995.20 | | | | | | 0.16 | | | | | | 0.79 | | | | | | 1,000.00 | | | | | | 1,024.00 | | | | | | 0.16 | | | | | | 0.80 | | |
Class R6 | | | | | 1,000.00 | | | | | | 995.20 | | | | | | 0.16 | | | | | | 0.79 | | | | | | 1,000.00 | | | | | | 1,024.00 | | | | | | 0.16 | | | | | | 0.80 | | |
Class S | | | | | 1,000.00 | | | | | | 994.10 | | | | | | 0.41 | | | | | | 2.03 | | | | | | 1,000.00 | | | | | | 1,022.76 | | | | | | 0.41 | | | | | | 2.06 | | |
Class S2 | | | | | 1,000.00 | | | | | | 993.10 | | | | | | 0.56 | | | | | | 2.77 | | | | | | 1,000.00 | | | | | | 1,022.02 | | | | | | 0.56 | | | | | | 2.81 | | |
Voya Solution 2020 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 994.70 | | | | | | 0.62% | | | | | $ | 3.07 | | | | | $ | 1,000.00 | | | | | $ | 1,021.72 | | | | | | 0.62% | | | | | $ | 3.11 | | |
Class I | | | | | 1,000.00 | | | | | | 996.30 | | | | | | 0.12 | | | | | | 0.59 | | | | | | 1,000.00 | | | | | | 1,024.20 | | | | | | 0.12 | | | | | | 0.60 | | |
Class S | | | | | 1,000.00 | | | | | | 994.80 | | | | | | 0.37 | | | | | | 1.83 | | | | | | 1,000.00 | | | | | | 1,022.96 | | | | | | 0.37 | | | | | | 1.86 | | |
Class S2 | | | | | 1,000.00 | | | | | | 994.70 | | | | | | 0.52 | | | | | | 2.57 | | | | | | 1,000.00 | | | | | | 1,022.22 | | | | | | 0.52 | | | | | | 2.61 | | |
Class T | | | | | 1,000.00 | | | | | | 993.20 | | | | | | 0.82 | | | | | | 4.05 | | | | | | 1,000.00 | | | | | | 1,020.73 | | | | | | 0.82 | | | | | | 4.11 | | |
Voya Solution 2025 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 994.90 | | | | | | 0.67% | | | | | $ | 3.31 | | | | | $ | 1,000.00 | | | | | $ | 1,021.47 | | | | | | 0.67% | | | | | $ | 3.36 | | |
Class I | | | | | 1,000.00 | | | | | | 996.70 | | | | | | 0.17 | | | | | | 0.84 | | | | | | 1,000.00 | | | | | | 1,023.95 | | | | | | 0.17 | | | | | | 0.85 | | |
Class S | | | | | 1,000.00 | | | | | | 995.80 | | | | | | 0.42 | | | | | | 2.08 | | | | | | 1,000.00 | | | | | | 1,022.71 | | | | | | 0.42 | | | | | | 2.11 | | |
Class S2 | | | | | 1,000.00 | | | | | | 994.80 | | | | | | 0.57 | | | | | | 2.82 | | | | | | 1,000.00 | | | | | | 1,021.97 | | | | | | 0.57 | | | | | | 2.86 | | |
Class T | | | | | 1,000.00 | | | | | | 993.50 | | | | | | 0.87 | | | | | | 4.30 | | | | | | 1,000.00 | | | | | | 1,020.48 | | | | | | 0.87 | | | | | | 4.36 | | |
Voya Solution 2030 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 993.70 | | | | | | 0.65% | | | | | $ | 3.21 | | | | | $ | 1,000.00 | | | | | $ | 1,021.57 | | | | | | 0.65% | | | | | $ | 3.26 | | |
Class I | | | | | 1,000.00 | | | | | | 995.70 | | | | | | 0.15 | | | | | | 0.74 | | | | | | 1,000.00 | | | | | | 1,024.05 | | | | | | 0.15 | | | | | | 0.75 | | |
Class S | | | | | 1,000.00 | | | | | | 994.50 | | | | | | 0.40 | | | | | | 1.98 | | | | | | 1,000.00 | | | | | | 1,022.81 | | | | | | 0.40 | | | | | | 2.01 | | |
Class S2 | | | | | 1,000.00 | | | | | | 993.80 | | | | | | 0.55 | | | | | | 2.72 | | | | | | 1,000.00 | | | | | | 1,022.07 | | | | | | 0.55 | | | | | | 2.76 | | |
Class T | | | | | 1,000.00 | | | | | | 992.50 | | | | | | 0.85 | | | | | | 4.20 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
Voya Solution 2035 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 993.50 | | | | | | 0.67% | | | | | $ | 3.31 | | | | | $ | 1,000.00 | | | | | $ | 1,021.47 | | | | | | 0.67% | | | | | $ | 3.36 | | |
Class I | | | | | 1,000.00 | | | | | | 996.80 | | | | | | 0.17 | | | | | | 0.84 | | | | | | 1,000.00 | | | | | | 1,023.95 | | | | | | 0.17 | | | | | | 0.85 | | |
Class S | | | | | 1,000.00 | | | | | | 995.20 | | | | | | 0.42 | | | | | | 2.08 | | | | | | 1,000.00 | | | | | | 1,022.71 | | | | | | 0.42 | | | | | | 2.11 | | |
Class S2 | | | | | 1,000.00 | | | | | | 994.20 | | | | | | 0.57 | | | | | | 2.82 | | | | | | 1,000.00 | | | | | | 1,021.97 | | | | | | 0.57 | | | | | | 2.86 | | |
Class T | | | | | 1,000.00 | | | | | | 993.00 | | | | | | 0.87 | | | | | | 4.30 | | | | | | 1,000.00 | | | | | | 1,020.48 | | | | | | 0.87 | | | | | | 4.36 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2018 | | | Ending Account Value June 30, 2018 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2018** | | | Beginning Account Value January 1, 2018 | | | Ending Account Value June 30, 2018 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2018** | | ||||||||||||||||||||||||
Voya Solution 2040 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 993.60 | | | | | | 0.64% | | | | | $ | 3.16 | | | | | $ | 1,000.00 | | | | | $ | 1,021.62 | | | | | | 0.64% | | | | | $ | 3.21 | | |
Class I | | | | | 1,000.00 | | | | | | 995.40 | | | | | | 0.14 | | | | | | 0.69 | | | | | | 1,000.00 | | | | | | 1,024.10 | | | | | | 0.14 | | | | | | 0.70 | | |
Class S | | | | | 1,000.00 | | | | | | 994.80 | | | | | | 0.39 | | | | | | 1.93 | | | | | | 1,000.00 | | | | | | 1,022.86 | | | | | | 0.39 | | | | | | 1.96 | | |
Class S2 | | | | | 1,000.00 | | | | | | 994.20 | | | | | | 0.54 | | | | | | 2.67 | | | | | | 1,000.00 | | | | | | 1,022.12 | | | | | | 0.54 | | | | | | 2.71 | | |
Class T | | | | | 1,000.00 | | | | | | 992.40 | | | | | | 0.84 | | | | | | 4.15 | | | | | | 1,000.00 | | | | | | 1,020.63 | | | | | | 0.84 | | | | | | 4.21 | | |
Voya Solution 2045 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 990.30 | | | | | | 0.67% | | | | | $ | 3.31 | | | | | $ | 1,000.00 | | | | | $ | 1,021.47 | | | | | | 0.67% | | | | | $ | 3.36 | | |
Class I | | | | | 1,000.00 | | | | | | 992.90 | | | | | | 0.17 | | | | | | 0.84 | | | | | | 1,000.00 | | | | | | 1,023.95 | | | | | | 0.17 | | | | | | 0.85 | | |
Class S | | | | | 1,000.00 | | | | | | 992.00 | | | | | | 0.42 | | | | | | 2.07 | | | | | | 1,000.00 | | | | | | 1,022.71 | | | | | | 0.42 | | | | | | 2.11 | | |
Class S2 | | | | | 1,000.00 | | | | | | 991.80 | | | | | | 0.57 | | | | | | 2.81 | | | | | | 1,000.00 | | | | | | 1,021.97 | | | | | | 0.57 | | | | | | 2.86 | | |
Class T | | | | | 1,000.00 | | | | | | 989.80 | | | | | | 0.87 | | | | | | 4.29 | | | | | | 1,000.00 | | | | | | 1,020.48 | | | | | | 0.87 | | | | | | 4.36 | | |
Voya Solution 2050 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 989.60 | | | | | | 0.66% | | | | | $ | 3.26 | | | | | $ | 1,000.00 | | | | | $ | 1,021.52 | | | | | | 0.66% | | | | | $ | 3.31 | | |
Class I | | | | | 1,000.00 | | | | | | 992.10 | | | | | | 0.16 | | | | | | 0.79 | | | | | | 1,000.00 | | | | | | 1,024.00 | | | | | | 0.16 | | | | | | 0.80 | | |
Class S | | | | | 1,000.00 | | | | | | 990.90 | | | | | | 0.41 | | | | | | 2.02 | | | | | | 1,000.00 | | | | | | 1,022.76 | | | | | | 0.41 | | | | | | 2.06 | | |
Class S2 | | | | | 1,000.00 | | | | | | 990.20 | | | | | | 0.56 | | | | | | 2.76 | | | | | | 1,000.00 | | | | | | 1,022.02 | | | | | | 0.56 | | | | | | 2.81 | | |
Class T | | | | | 1,000.00 | | | | | | 988.50 | | | | | | 0.86 | | | | | | 4.24 | | | | | | 1,000.00 | | | | | | 1,020.53 | | | | | | 0.86 | | | | | | 4.31 | | |
Voya Solution 2055 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 989.60 | | | | | | 0.67% | | | | | $ | 3.31 | | | | | $ | 1,000.00 | | | | | $ | 1,021.47 | | | | | | 0.67% | | | | | $ | 3.36 | | |
Class I | | | | | 1,000.00 | | | | | | 992.60 | | | | | | 0.17 | | | | | | 0.84 | | | | | | 1,000.00 | | | | | | 1,023.95 | | | | | | 0.17 | | | | | | 0.85 | | |
Class S | | | | | 1,000.00 | | | | | | 991.10 | | | | | | 0.42 | | | | | | 2.07 | | | | | | 1,000.00 | | | | | | 1,022.71 | | | | | | 0.42 | | | | | | 2.11 | | |
Class S2 | | | | | 1,000.00 | | | | | | 990.40 | | | | | | 0.57 | | | | | | 2.81 | | | | | | 1,000.00 | | | | | | 1,021.97 | | | | | | 0.57 | | | | | | 2.86 | | |
Class T | | | | | 1,000.00 | | | | | | 989.10 | | | | | | 0.87 | | | | | | 4.29 | | | | | | 1,000.00 | | | | | | 1,020.48 | | | | | | 0.87 | | | | | | 4.36 | | |
Voya Solution 2060 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 990.30 | | | | | | 0.67% | | | | | $ | 3.31 | | | | | $ | 1,000.00 | | | | | $ | 1,021.47 | | | | | | 0.67% | | | | | $ | 3.36 | | |
Class I | | | | | 1,000.00 | | | | | | 992.00 | | | | | | 0.17 | | | | | | 0.84 | | | | | | 1,000.00 | | | | | | 1,023.95 | | | | | | 0.17 | | | | | | 0.85 | | |
Class S | | | | | 1,000.00 | | | | | | 991.10 | | | | | | 0.42 | | | | | | 2.07 | | | | | | 1,000.00 | | | | | | 1,022.71 | | | | | | 0.42 | | | | | | 2.11 | | |
Class S2 | | | | | 1,000.00 | | | | | | 990.30 | | | | | | 0.57 | | | | | | 2.81 | | | | | | 1,000.00 | | | | | | 1,021.97 | | | | | | 0.57 | | | | | | 2.86 | | |
Class T | | | | | 1,000.00 | | | | | | 988.60 | | | | | | 0.87 | | | | | | 4.29 | | | | | | 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* | | | | $ | 14,437,324 | | | | | $ | 52,035,217 | | | | | $ | 15,274,575 | | | | | $ | 389,773,017 | | |
Investments in unaffiliated underlying funds at fair value** | | | | | 836,451 | | | | | | 3,607,510 | | | | | | 472,132 | | | | | | 5,937,483 | | |
Cash | | | | | 24,907 | | | | | | 43,884 | | | | | | 31,107 | | | | | | 357,861 | | |
Cash collateral for futures | | | | | — | | | | | | — | | | | | | — | | | | | | 176,985 | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds sold | | | | | 215,147 | | | | | | 498,837 | | | | | | 77,153 | | | | | | 2,607,032 | | |
Investments in unaffiliated underlying funds sold | | | | | — | | | | | | 60,014 | | | | | | — | | | | | | 48,466 | | |
Fund shares sold | | | | | 24,774 | | | | | | 90,516 | | | | | | 4,136 | | | | | | 155,270 | | |
Dividends | | | | | 37 | | | | | | 1,457 | | | | | | 1,019 | | | | | | 15,790 | | |
Prepaid expenses | | | | | 142 | | | | | | 586 | | | | | | 157 | | | | | | 4,126 | | |
Reimbursement due from manager | | | | | 2,885 | | | | | | 2,712 | | | | | | 3,839 | | | | | | 44,477 | | |
Other assets | | | | | 173 | | | | | | 1,417 | | | | | | 439 | | | | | | 28,393 | | |
Total assets | | | | | 15,541,840 | | | | | | 56,342,150 | | | | | | 15,864,557 | | | | | | 399,148,900 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investments in affiliated underlying funds purchased | | | | | 221,808 | | | | | | 585,784 | | | | | | 47,289 | | | | | | 2,591,868 | | |
Payable for investments in unaffiliated underlying funds purchased | | | | | 18,039 | | | | | | 742 | | | | | | 24,725 | | | | | | — | | |
Payable for fund shares redeemed | | | | | — | | | | | | 62,676 | | | | | | 9,287 | | | | | | 378,469 | | |
Payable for investment management fees | | | | | 2,666 | | | | | | 9,829 | | | | | | 2,671 | | | | | | 66,860 | | |
Payable for distribution and shareholder service fees | | | | | 2,635 | | | | | | 11,206 | | | | | | 4,182 | | | | | | 101,267 | | |
Payable for directors fees | | | | | 75 | | | | | | 294 | | | | | | 81 | | | | | | 2,081 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 173 | | | | | | 1,417 | | | | | | 439 | | | | | | 28,393 | | |
Other accrued expenses and liabilities | | | | | 3,877 | | | | | | 12,913 | | | | | | 5,811 | | | | | | 106,695 | | |
Total liabilities | | | | | 249,273 | | | | | | 684,861 | | | | | | 94,485 | | | | | | 3,275,633 | | |
NET ASSETS | | | | $ | 15,292,567 | | | | | $ | 55,657,289 | | | | | $ | 15,770,072 | | | | | $ | 395,873,267 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 13,723,216 | | | | | $ | 50,443,081 | | | | | $ | 15,425,979 | | | | | $ | 379,426,833 | | |
Undistributed net investment income | | | | | 212,851 | | | | | | 1,294,485 | | | | | | 460,798 | | | | | | 11,644,086 | | |
Accumulated net realized gain (loss) | | | | | 1,119,194 | | | | | | 2,827,211 | | | | | | (12,072) | | | | | | 2,406,191 | | |
Net unrealized appreciation (depreciation) | | | | | 237,306 | | | | | | 1,092,512 | | | | | | (104,633) | | | | | | 2,396,157 | | |
NET ASSETS | | | | $ | 15,292,567 | | | | | $ | 55,657,289 | | | | | $ | 15,770,072 | | | | | $ | 395,873,267 | | |
* Cost of investments in affiliated underlying funds | | | | $ | 14,209,684 | | | | | $ | 51,010,171 | | | | | $ | 15,364,286 | | | | | $ | 387,009,877 | | |
** Cost of investments in unaffiliated underlying funds | | | | $ | 826,786 | | | | | $ | 3,540,044 | | | | | $ | 487,054 | | | | | $ | 6,381,121 | | |
| | | Voya Solution Aggressive Portfolio | | | Voya Solution Balanced Portfolio | | | Voya Solution Conservative Portfolio | | | Voya Solution Income Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 3,392,084 | | | | | $ | 15,429,990 | | | | | $ | 8,025,908 | | | | | $ | 168,795,204 | | |
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 | | | | | 251,487 | | | | | | 1,540,828 | | | | | | 730,511 | | | | | | 14,374,909 | | |
Net asset value and redemption price per share | | | | $ | 13.49 | | | | | $ | 10.01 | | | | | $ | 10.99 | | | | | $ | 11.74 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 458,315 | | | | | $ | 4,115,261 | | | | | $ | 117,032 | | | | | $ | 82,546,050 | | |
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 | | | | | 33,192 | | | | | | 395,023 | | | | | | 10,484 | | | | | | 6,847,636 | | |
Net asset value and redemption price per share | | | | $ | 13.81 | | | | | $ | 10.42 | | | | | $ | 11.16 | | | | | $ | 12.05 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 6,191,732 | | | | | $ | 13,469,183 | | | | | $ | 3,686,636 | | | | | | 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 | | | | | 448,374 | | | | | | 1,292,881 | | | | | | 330,299 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 13.81 | | | | | $ | 10.42 | | | | | $ | 11.16 | | | | | | n/a | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 4,440,747 | | | | | $ | 21,668,698 | | | | | $ | 3,510,973 | | | | | $ | 137,186,891 | | |
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 | | | | | 325,589 | | | | | | 2,132,622 | | | | | | 317,130 | | | | | | 11,494,547 | | |
Net asset value and redemption price per share | | | | $ | 13.64 | | | | | $ | 10.16 | | | | | $ | 11.07 | | | | | $ | 11.93 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 809,689 | | | | | $ | 974,157 | | | | | $ | 429,523 | | | | | $ | 7,127,392 | | |
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 | | | | | 60,155 | | | | | | 96,346 | | | | | | 39,158 | | | | | | 613,208 | | |
Net asset value and redemption price per share | | | | $ | 13.46 | | | | | $ | 10.11 | | | | | $ | 10.97 | | | | | $ | 11.62 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | $ | 217,730 | | |
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 | | | | | | 17,445 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | $ | 12.48 | | |
| | | Voya Solution Moderately Aggressive Portfolio | | | Voya Solution Moderately Conservative Portfolio | | | Voya Solution 2020 Portfolio | | | Voya Solution 2025 Portfolio | | ||||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds at fair value* | | | | $ | 611,894,884 | | | | | $ | 29,566,834 | | | | | $ | 34,831,817 | | | | | $ | 833,460,542 | | |
Investments in unaffiliated underlying funds at fair value** | | | | | 45,929,115 | | | | | | 912,983 | | | | | | 818,427 | | | | | | 32,380,589 | | |
Cash | | | | | 780,411 | | | | | | 40,069 | | | | | | 58,465 | | | | | | 1,187,229 | | |
Cash collateral for futures | | | | | 769,638 | | | | | | — | | | | | | — | | | | | | 291,228 | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds sold | | | | | 8,321,633 | | | | | | 224,452 | | | | | | 270,695 | | | | | | 8,120,467 | | |
Investments in unaffiliated underlying funds sold | | | | | 1,356,357 | | | | | | — | | | | | | 7,606 | | | | | | 921,682 | | |
Fund shares sold | | | | | 76,490 | | | | | | 12,475 | | | | | | 21,808 | | | | | | 714,727 | | |
Dividends | | | | | 10,239 | | | | | | 1,344 | | | | | | 1,266 | | | | | | 24,793 | | |
Prepaid expenses | | | | | 6,886 | | | | | | 300 | | | | | | 331 | | | | | | 8,958 | | |
Reimbursement due from manager | | | | | 21,053 | | | | | | 4,064 | | | | | | 6,550 | | | | | | 49,958 | | |
Other assets | | | | | 30,509 | | | | | | 1,086 | | | | | | 380 | | | | | | 40,903 | | |
Total assets | | | | | 669,197,215 | | | | | | 30,763,607 | | | | | | 36,017,345 | | | | | | 877,201,076 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investments in affiliated underlying funds purchased | | | | | 6,443,713 | | | | | | 190,454 | | | | | | 207,288 | | | | | | 7,688,228 | | |
Payable for investments in unaffiliated underlying funds purchased | | | | | 3,277,697 | | | | | | 41,469 | | | | | | — | | | | | | 2,156,169 | | |
Payable for fund shares redeemed | | | | | 178,718 | | | | | | 5,014 | | | | | | 19,456 | | | | | | 105,637 | | |
Payable for investment management fees | | | | | 118,091 | | | | | | 5,201 | | | | | | 6,069 | | | | | | 150,576 | | |
Payable for distribution and shareholder service fees | | | | | 140,498 | | | | | | 8,080 | | | | | | 9,098 | | | | | | 192,432 | | |
Payable for directors fees | | | | | 3,474 | | | | | | 155 | | | | | | 177 | | | | | | 4,553 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 30,509 | | | | | | 1,086 | | | | | | 380 | | | | | | 40,903 | | |
Other accrued expenses and liabilities | | | | | 93,991 | | | | | | 21,117 | | | | | | 7,019 | | | | | | 124,302 | | |
Total liabilities | | | | | 10,286,691 | | | | | | 272,576 | | | | | | 249,487 | | | | | | 10,462,800 | | |
NET ASSETS | | | | $ | 658,910,524 | | | | | $ | 30,491,031 | | | | | $ | 35,767,858 | | | | | $ | 866,738,276 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 573,772,443 | | | | | $ | 29,094,792 | | | | | $ | 32,734,563 | | | | | $ | 787,997,973 | | |
Undistributed net investment income | | | | | 14,116,968 | | | | | | 834,290 | | | | | | 757,279 | | | | | | 20,807,675 | | |
Accumulated net realized gain | | | | | 41,804,884 | | | | | | 229,751 | | | | | | 2,095,048 | | | | | | 26,894,715 | | |
Net unrealized appreciation | | | | | 29,216,229 | | | | | | 332,198 | | | | | | 180,968 | | | | | | 31,037,913 | | |
NET ASSETS | | | | $ | 658,910,524 | | | | | $ | 30,491,031 | | | | | $ | 35,767,858 | | | | | $ | 866,738,276 | | |
* Cost of investments in affiliated underlying funds | | | | $ | 585,055,297 | | | | | $ | 29,225,097 | | | | | $ | 34,652,084 | | | | | $ | 802,123,641 | | |
** Cost of investments in unaffiliated underlying funds | | | | $ | 43,614,070 | | | | | $ | 922,522 | | | | | $ | 817,192 | | | | | $ | 32,805,869 | | |
| | | Voya Solution Moderately Aggressive Portfolio | | | Voya Solution Moderately Conservative Portfolio | | | Voya Solution 2020 Portfolio | | | Voya Solution 2025 Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 24,239,133 | | | | | $ | 10,933,195 | | | | | $ | 15,353,571 | | | | | $ | 280,860,830 | | |
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 | | | | | 1,820,791 | | | | | | 1,102,110 | | | | | | 1,167,120 | | | | | | 24,095,689 | | |
Net asset value and redemption price per share | | | | $ | 13.31 | | | | | $ | 9.92 | | | | | $ | 13.16 | | | | | $ | 11.66 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 4,176,652 | | | | | $ | 28,683 | | | | | $ | 7,718,637 | | | | | $ | 241,994,330 | | |
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 | | | | | 307,129 | | | | | | 2,767 | | | | | | 573,296 | | | | | | 20,162,931 | | |
Net asset value and redemption price per share | | | | $ | 13.60 | | | | | $ | 10.37 | | | | | $ | 13.46 | | | | | $ | 12.00 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 10,278,501 | | | | | $ | 3,204,972 | | | | | | 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 | | | | | 756,339 | | | | | | 309,415 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 13.59 | | | | | $ | 10.36 | | | | | | n/a | | | | | | n/a | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 619,367,304 | | | | | $ | 15,369,041 | | | | | $ | 11,938,953 | | | | | $ | 330,255,826 | | |
Shares authorized | | | | | 200,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 46,082,222 | | | | | | 1,517,580 | | | | | | 891,399 | | | | | | 27,876,353 | | |
Net asset value and redemption price per share | | | | $ | 13.44 | | | | | $ | 10.13 | | | | | $ | 13.39 | | | | | $ | 11.85 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 848,934 | | | | | $ | 955,140 | | | | | $ | 744,637 | | | | | $ | 12,845,957 | | |
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 | | | | | 63,333 | | | | | | 95,444 | | | | | | 56,208 | | | | | | 1,116,600 | | |
Net asset value and redemption price per share | | | | $ | 13.40 | | | | | $ | 10.01 | | | | | $ | 13.25 | | | | | $ | 11.50 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 12,060 | | | | | $ | 781,333 | | |
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 | | | | | | 917 | | | | | | 64,315 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 13.15 | | | | | $ | 12.15 | | |
| | | Voya Solution 2030 Portfolio | | | Voya Solution 2035 Portfolio | | | Voya Solution 2040 Portfolio | | | Voya Solution 2045 Portfolio | | ||||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds at fair value* | | | | $ | 29,552,109 | | | | | $ | 833,527,174 | | | | | $ | 24,718,643 | | | | | $ | 616,739,500 | | |
Investments in unaffiliated underlying funds at fair value** | | | | | 1,712,464 | | | | | | 43,246,265 | | | | | | 1,430,322 | | | | | | 36,414,924 | | |
Cash | | | | | 49,270 | | | | | | 997,665 | | | | | | 30,897 | | | | | | 880,745 | | |
Cash collateral for futures | | | | | — | | | | | | 1,043,398 | | | | | | — | | | | | | 737,677 | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds sold | | | | | 337,903 | | | | | | 10,803,409 | | | | | | 323,657 | | | | | | 9,421,225 | | |
Investments in unaffiliated underlying funds sold | | | | | 104,948 | | | | | | 1,256,584 | | | | | | 28,973 | | | | | | 914,811 | | |
Fund shares sold | | | | | 59,336 | | | | | | 953,008 | | | | | | 68,874 | | | | | | 904,910 | | |
Dividends | | | | | 563 | | | | | | 835,826 | | | | | | 302 | | | | | | 4,468 | | |
Prepaid expenses | | | | | 307 | | | | | | 9,088 | | | | | | 244 | | | | | | 6,791 | | |
Reimbursement due from manager | | | | | 4,893 | | | | | | 11,511 | | | | | | 2,706 | | | | | | 39,651 | | |
Other assets | | | | | 294 | | | | | | 36,340 | | | | | | 239 | | | | | | 24,451 | | |
Total assets | | | | | 31,822,087 | | | | | | 892,720,268 | | | | | | 26,604,857 | | | | | | 666,089,153 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investments in affiliated underlying funds purchased | | | | | 471,215 | | | | | | 9,644,999 | | | | | | 401,965 | | | | | | 7,508,774 | | |
Payable for investments in unaffiliated underlying funds purchased | | | | | 23,765 | | | | | | 3,927,433 | | | | | | 19,512 | | | | | | 3,897,832 | | |
Payable for fund shares redeemed | | | | | 7,080 | | | | | | 409,101 | | | | | | — | | | | | | 76,603 | | |
Payable for investment management fees | | | | | 5,580 | | | | | | 153,982 | | | | | | 4,569 | | | | | | 115,543 | | |
Payable for distribution and shareholder service fees | | | | | 7,638 | | | | | | 182,049 | | | | | | 5,672 | | | | | | 123,922 | | |
Payable for directors fees | | | | | 162 | | | | | | 4,613 | | | | | | 130 | | | | | | 3,451 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 294 | | | | | | 36,340 | | | | | | 239 | | | | | | 24,451 | | |
Other accrued expenses and liabilities | | | | | 4,833 | | | | | | 87,128 | | | | | | 8,188 | | | | | | 86,535 | | |
Total liabilities | | | | | 520,567 | | | | | | 14,445,645 | | | | | | 440,275 | | | | | | 11,837,111 | | |
NET ASSETS | | | | $ | 31,301,520 | | | | | $ | 878,274,623 | | | | | $ | 26,164,582 | | | | | $ | 654,252,042 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 27,720,081 | | | | | $ | 764,243,469 | | | | | $ | 22,730,469 | | | | | $ | 558,306,036 | | |
Undistributed net investment income | | | | | 601,485 | | | | | | 18,925,498 | | | | | | 461,149 | | | | | | 12,092,292 | | |
Accumulated net realized gain | | | | | 2,713,833 | | | | | | 44,077,054 | | | | | | 2,492,779 | | | | | | 44,803,402 | | |
Net unrealized appreciation | | | | | 266,121 | | | | | | 51,028,602 | | | | | | 480,185 | | | | | | 39,050,312 | | |
NET ASSETS | | | | $ | 31,301,520 | | | | | $ | 878,274,623 | | | | | $ | 26,164,582 | | | | | $ | 654,252,042 | | |
* Cost of investments in affiliated underlying funds | | | | $ | 29,321,689 | | | | | $ | 782,798,698 | | | | | $ | 24,274,535 | | | | | $ | 579,196,196 | | |
** Cost of investments in unaffiliated underlying funds | | | | $ | 1,676,763 | | | | | $ | 43,037,122 | | | | | $ | 1,394,245 | | | | | $ | 34,955,518 | | |
| | | Voya Solution 2030 Portfolio | | | Voya Solution 2035 Portfolio | | | Voya Solution 2040 Portfolio | | | Voya Solution 2045 Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 12,190,360 | | | | | $ | 251,747,042 | | | | | $ | 9,132,850 | | | | | $ | 166,454,355 | | |
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 | | | | | 768,683 | | | | | | 20,650,179 | | | | | | 537,310 | | | | | | 13,550,112 | | |
Net asset value and redemption price per share | | | | $ | 15.86 | | | | | $ | 12.19 | | | | | $ | 17.00 | | | | | $ | 12.28 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 8,273,690 | | | | | $ | 273,426,969 | | | | | $ | 8,456,325 | | | | | $ | 238,295,758 | | |
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 | | | | | 507,775 | | | | | | 21,793,819 | | | | | | 484,481 | | | | | | 18,818,022 | | |
Net asset value and redemption price per share | | | | $ | 16.29 | | | | | $ | 12.55 | | | | | $ | 17.45 | | | | | $ | 12.66 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 10,267,473 | | | | | $ | 334,952,634 | | | | | $ | 7,668,818 | | | | | $ | 239,838,542 | | |
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 | | | | | 634,166 | | | | | | 27,033,787 | | | | | | 443,083 | | | | | | 19,228,130 | | |
Net asset value and redemption price per share | | | | $ | 16.19 | | | | | $ | 12.39 | | | | | $ | 17.31 | | | | | $ | 12.47 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 551,239 | | | | | $ | 17,458,317 | | | | | $ | 885,034 | | | | | $ | 9,146,167 | | |
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 | | | | | 34,487 | | | | | | 1,462,992 | | | | | | 51,827 | | | | | | 752,923 | | |
Net asset value and redemption price per share | | | | $ | 15.98 | | | | | $ | 11.93 | | | | | $ | 17.08 | | | | | $ | 12.15 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 18,758 | | | | | $ | 689,661 | | | | | $ | 21,555 | | | | | $ | 517,220 | | |
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 | | | | | 1,180 | | | | | | 54,322 | | | | | | 1,272 | | | | | | 40,930 | | |
Net asset value and redemption price per share | | | | $ | 15.90 | | | | | $ | 12.70 | | | | | $ | 16.95 | | | | | $ | 12.64 | | |
| | | Voya Solution 2050 Portfolio | | | Voya Solution 2055 Portfolio | | | Voya Solution 2060 Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds at fair value* | | | | $ | 19,602,073 | | | | | $ | 174,649,185 | | | | | $ | 9,927,036 | | |
Investments in unaffiliated underlying funds at fair value** | | | | | 1,242,897 | | | | | | 10,292,457 | | | | | | 629,815 | | |
Cash | | | | | 24,840 | | | | | | 259,906 | | | | | | 5,930 | | |
Cash collateral for futures | | | | | — | | | | | | 212,043 | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds sold | | | | | 270,238 | | | | | | 2,543,192 | | | | | | 139,732 | | |
Investments in unaffiliated underlying funds sold | | | | | 29,482 | | | | | | 277,382 | | | | | | 1,583 | | |
Fund shares sold | | | | | 71,555 | | | | | | 637,059 | | | | | | 29,089 | | |
Dividends | | | | | 91 | | | | | | 750 | | | | | | 46 | | |
Prepaid expenses | | | | | 190 | | | | | | 1,831 | | | | | | 91 | | |
Reimbursement due from manager | | | | | 3,044 | | | | | | 4,995 | | | | | | 9,177 | | |
Other assets | | | | | 160 | | | | | | 3,495 | | | | | | 74 | | |
Total assets | | | | | 21,244,570 | | | | | | 188,882,295 | | | | | | 10,742,573 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Payable for investments in affiliated underlying funds purchased | | | | | 366,968 | | | | | | 2,457,496 | | | | | | 163,661 | | |
Payable for investments in unaffiliated underlying funds purchased | | | | | — | | | | | | 1,101,683 | | | | | | 5,049 | | |
Payable for fund shares redeemed | | | | | 4,327 | | | | | | 89,300 | | | | | | 1,690 | | |
Payable for investment management fees | | | | | 3,714 | | | | | | 32,502 | | | | | | 1,848 | | |
Payable for distribution and shareholder service fees | | | | | 4,765 | | | | | | 31,764 | | | | | | 2,635 | | |
Payable for directors fees | | | | | 103 | | | | | | 948 | | | | | | 50 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 160 | | | | | | 3,495 | | | | | | 74 | | |
Other accrued expenses and liabilities | | | | | 7,600 | | | | | | 20,979 | | | | | | 7,497 | | |
Total liabilities | | | | | 387,637 | | | | | | 3,738,167 | | | | | | 182,504 | | |
NET ASSETS | | | | $ | 20,856,933 | | | | | $ | 185,144,128 | | | | | $ | 10,560,069 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 18,709,129 | | | | | $ | 162,834,927 | | | | | $ | 9,557,887 | | |
Undistributed net investment income | | | | | 281,436 | | | | | | 3,016,013 | | | | | | 130,562 | | |
Accumulated net realized gain | | | | | 1,726,102 | | | | | | 9,755,172 | | | | | | 837,393 | | |
Net unrealized appreciation | | | | | 140,266 | | | | | | 9,538,016 | | | | | | 34,227 | | |
NET ASSETS | | | | $ | 20,856,933 | | | | | $ | 185,144,128 | | | | | $ | 10,560,069 | | |
* Cost of investments in affiliated underlying funds | | | | $ | 19,482,759 | | | | | $ | 165,495,361 | | | | | $ | 9,902,795 | | |
** Cost of investments in unaffiliated underlying funds | | | | $ | 1,221,945 | | | | | $ | 9,920,688 | | | | | $ | 619,830 | | |
| | | Voya Solution 2050 Portfolio | | | Voya Solution 2055 Portfolio | | | Voya Solution 2060 Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 8,216,963 | | | | | $ | 46,366,506 | | | | | $ | 4,432,813 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 479,041 | | | | | | 3,232,423 | | | | | | 361,350 | | |
Net asset value and redemption price per share | | | | $ | 17.15 | | | | | $ | 14.34 | | | | | $ | 12.27 | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 7,111,235 | | | | | $ | 82,306,498 | | | | | $ | 2,383,983 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 402,452 | | | | | | 5,611,856 | | | | | | 191,777 | | |
Net asset value and redemption price per share | | | | $ | 17.67 | | | | | $ | 14.67 | | | | | $ | 12.43 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 5,081,738 | | | | | $ | 53,193,557 | | | | | $ | 3,506,013 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 290,554 | | | | | | 3,671,922 | | | | | | 285,353 | | |
Net asset value and redemption price per share | | | | $ | 17.49 | | | | | $ | 14.49 | | | | | $ | 12.29 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 427,170 | | | | | $ | 3,245,714 | | | | | $ | 233,506 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 24,751 | | | | | | 225,446 | | | | | | 19,013 | | |
Net asset value and redemption price per share | | | | $ | 17.26 | | | | | $ | 14.40 | | | | | $ | 12.28 | | |
Class T | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 19,827 | | | | | $ | 31,853 | | | | | $ | 3,754 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,153 | | | | | | 2,186 | | | | | | 308 | | |
Net asset value and redemption price per share | | | | $ | 17.19 | | | | | $ | 14.57 | | | | | $ | 12.19 | | |
| | | Voya Solution Aggressive Portfolio | | | Voya Solution Balanced Portfolio | | | Voya Solution Conservative Portfolio | | | Voya Solution Income Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends from affiliated underlying funds | | | | $ | 70,687 | | | | | $ | 367,484 | | | | | $ | 161,362 | | | | | $ | 3,352,017 | | |
Dividends from unaffiliated underlying funds | | | | | 3,016 | | | | | | 15,324 | | | | | | 2,490 | | | | | | 38,722 | | |
Total investment income | | | | | 73,703 | | | | | | 382,808 | | | | | | 163,852 | | | | | | 3,390,739 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 15,725 | | | | | | 61,770 | | | | | | 16,701 | | | | | | 423,808 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 8,769 | | | | | | 40,337 | | | | | | 20,265 | | | | | | 436,510 | | |
Class S | | | | | 5,547 | | | | | | 28,127 | | | | | | 4,475 | | | | | | 181,568 | | |
Class S2 | | | | | 1,522 | | | | | | 3,217 | | | | | | 1,108 | | | | | | 17,410 | | |
Class T | | | | | — | | | | | | — | | | | | | — | | | | | | 764 | | |
Transfer agent fees | | | | | 86 | | | | | | 105 | | | | | | 131 | | | | | | 2,292 | | |
Shareholder reporting expense | | | | | 2,198 | | | | | | 3,620 | | | | | | 1,873 | | | | | | 17,805 | | |
Professional fees | | | | | 4,716 | | | | | | 6,335 | | | | | | 4,887 | | | | | | 28,655 | | |
Custody and accounting expense | | | | | 776 | | | | | | 2,172 | | | | | | 684 | | | | | | 17,500 | | |
Directors fees | | | | | 300 | | | | | | 1,174 | | | | | | 322 | | | | | | 8,328 | | |
Miscellaneous expense | | | | | 4,804 | | | | | | 6,549 | | | | | | 5,310 | | | | | | 8,681 | | |
Interest expense | | | | | 21 | | | | | | 42 | | | | | | 32 | | | | | | 399 | | |
Total expenses | | | | | 44,464 | | | | | | 153,448 | | | | | | 55,788 | | | | | | 1,143,720 | | |
Waived and reimbursed fees | | | | | (15,832) | | | | | | (31,607) | | | | | | (20,137) | | | | | | (280,067) | | |
Net expenses | | | | | 28,632 | | | | | | 121,841 | | | | | | 35,651 | | | | | | 863,653 | | |
Net investment income | | | | | 45,071 | | | | | | 260,967 | | | | | | 128,201 | | | | | | 2,527,086 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Sale of affiliated underlying funds | | | | | 513,262 | | | | | | 1,720,795 | | | | | | 118,319 | | | | | | 3,821,228 | | |
Sale of unaffiliated underlying funds | | | | | 5,877 | | | | | | 27,196 | | | | | | 8,102 | | | | | | 301,628 | | |
Capital gain distributions from affiliated underlying funds | | | | | 288,599 | | | | | | 337,728 | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | — | | | | | | (577) | | | | | | — | | | | | | (2,522) | | |
Futures | | | | | — | | | | | | (112,605) | | | | | | — | | | | | | (748,500) | | |
Net realized gain | | | | | 807,738 | | | | | | 1,972,537 | | | | | | 126,421 | | | | | | 3,371,834 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Affiliated underlying funds | | | | | (898,157) | | | | | | (2,425,228) | | | | | | (308,983) | | | | | | (8,927,396) | | |
Unaffiliated underlying funds | | | | | (44,276) | | | | | | (65,694) | | | | | | (38,996) | | | | | | (296,664) | | |
Foreign currency related transactions | | | | | — | | | | | | (86) | | | | | | — | | | | | | (642) | | |
Futures | | | | | — | | | | | | 4,451 | | | | | | — | | | | | | 93,381 | | |
Net change in unrealized appreciation (depreciation) | | | | | (942,433) | | | | | | (2,486,557) | | | | | | (347,979) | | | | | | (9,131,321) | | |
Net realized and unrealized loss | | | | | (134,695) | | | | | | (514,020) | | | | | | (221,558) | | | | | | (5,759,487) | | |
Decrease in net assets resulting from operations | | | | $ | (89,624) | | | | | $ | (253,053) | | | | | $ | (93,357) | | | | | $ | (3,232,401) | | |
|
| | | Voya Solution Moderately Aggressive Portfolio | | | Voya Solution Moderately Conservative Portfolio | | | Voya Solution 2020 Portfolio | | | Voya Solution 2025 Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends from affiliated underlying funds | | | | $ | 3,989,085 | | | | | $ | 266,608 | | | | | $ | 252,113 | | | | | $ | 5,581,656 | | |
Dividends from unaffiliated underlying funds | | | | | 238,084 | | | | | | 6,001 | | | | | | 4,270 | | | | | | 181,258 | | |
Total investment income | | | | | 4,227,169 | | | | | | 272,609 | | | | | | 256,383 | | | | | | 5,762,914 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 739,595 | | | | | | 31,953 | | | | | | 36,559 | | | | | | 943,226 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 64,673 | | | | | | 27,433 | | | | | | 37,151 | | | | | | 734,827 | | |
Class S | | | | | 807,924 | | | | | | 19,731 | | | | | | 14,463 | | | | | | 433,807 | | |
Class S2 | | | | | 3,154 | | | | | | 2,016 | | | | | | 1,624 | | | | | | 32,741 | | |
Class T | | | | | — | | | | | | — | | | | | | 41 | | | | | | 2,752 | | |
Transfer agent fees | | | | | 3,305 | | | | | | 71 | | | | | | 57 | | | | | | 584 | | |
Shareholder reporting expense | | | | | 19,910 | | | | | | 3,439 | | | | | | 3,220 | | | | | | 23,530 | | |
Professional fees | | | | | 45,900 | | | | | | 5,973 | | | | | | 5,966 | | | | | | 51,223 | | |
Custody and accounting expense | | | | | 24,435 | | | | | | 1,810 | | | | | | 1,159 | | | | | | 32,580 | | |
Directors fees | | | | | 13,897 | | | | | | 619 | | | | | | 708 | | | | | | 18,211 | | |
Miscellaneous expense | | | | | 16,500 | | | | | | 6,117 | | | | | | 4,844 | | | | | | 20,950 | | |
Interest expense | | | | | 532 | | | | | | 49 | | | | | | 54 | | | | | | 627 | | |
Total expenses | | | | | 1,739,825 | | | | | | 99,211 | | | | | | 105,846 | | | | | | 2,295,058 | | |
Waived and reimbursed fees | | | | | (132,619) | | | | | | (24,992) | | | | | | (31,081) | | | | | | (312,497) | | |
Net expenses | | | | | 1,607,206 | | | | | | 74,219 | | | | | | 74,765 | | | | | | 1,982,561 | | |
Net investment income | | | | | 2,619,963 | | | | | | 198,390 | | | | | | 181,618 | | | | | | 3,780,353 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Sale of affiliated underlying funds | | | | | 14,584,007 | | | | | | 464,553 | | | | | | 540,564 | | | | | | 16,175,406 | | |
Sale of unaffiliated underlying funds | | | | | 893,430 | | | | | | 48,219 | | | | | | 30,542 | | | | | | 272,299 | | |
Capital gain distributions from affiliated underlying funds | | | | | 8,278,865 | | | | | | 91,566 | | | | | | 53,770 | | | | | | 2,654,388 | | |
Foreign currency related transactions | | | | | (5,552) | | | | | | (18) | | | | | | — | | | | | | (7,303) | | |
Futures | | | | | (1,253,188) | | | | | | (43,355) | | | | | | — | | | | | | (1,624,002) | | |
Net realized gain | | | | | 22,497,562 | | | | | | 560,965 | | | | | | 624,876 | | | | | | 17,470,788 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Affiliated underlying funds | | | | | (26,216,597) | | | | | | (872,605) | | | | | | (851,636) | | | | | | (24,266,817) | | |
Unaffiliated underlying funds | | | | | (1,595,338) | | | | | | (62,895) | | | | | | (104,204) | | | | | | (946,611) | | |
Foreign currency related transactions | | | | | (1,053) | | | | | | (47) | | | | | | — | | | | | | (1,360) | | |
Futures | | | | | 90,035 | | | | | | (286) | | | | | | — | | | | | | 163,557 | | |
Net change in unrealized appreciation (depreciation) | | | | | (27,722,953) | | | | | | (935,833) | | | | | | (955,840) | | | | | | (25,051,231) | | |
Net realized and unrealized loss | | | | | (5,225,391) | | | | | | (374,868) | | | | | | (330,964) | | | | | | (7,580,443) | | |
Decrease in net assets resulting from operations | | | | $ | (2,605,428) | | | | | $ | (176,478) | | | | | $ | (149,346) | | | | | $ | (3,800,090) | | |
|
| | | Voya Solution 2030 Portfolio | | | Voya Solution 2035 Portfolio | | | Voya Solution 2040 Portfolio | | | Voya Solution 2045 Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends from affiliated underlying funds | | | | $ | 169,272 | | | | | $ | 5,291,718 | | | | | $ | 149,885 | | | | | $ | 3,662,690 | | |
Dividends from unaffiliated underlying funds | | | | | 8,482 | | | | | | 188,549 | | | | | | 5,781 | | | | | | 197,999 | | |
Total investment income | | | | | 177,754 | | | | | | 5,480,267 | | | | | | 155,666 | | | | | | 3,860,689 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 34,406 | | | | | | 960,235 | | | | | | 27,343 | | | | | | 726,304 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 32,992 | | | | | | 651,852 | | | | | | 22,763 | | | | | | 433,429 | | |
Class S | | | | | 12,300 | | | | | | 444,046 | | | | | | 9,157 | | | | | | 325,466 | | |
Class S2 | | | | | 1,067 | | | | | | 38,761 | | | | | | 1,633 | | | | | | 19,936 | | |
Class T | | | | | 60 | | | | | | 2,437 | | | | | | 72 | | | | | | 1,802 | | |
Transfer agent fees | | | | | 57 | | | | | | 757 | | | | | | 244 | | | | | | 469 | | |
Shareholder reporting expense | | | | | 2,738 | | | | | | 22,625 | | | | | | 1,704 | | | | | | 19,005 | | |
Professional fees | | | | | 5,322 | | | | | | 47,965 | | | | | | 5,234 | | | | | | 39,820 | | |
Custody and accounting expense | | | | | 995 | | | | | | 25,340 | | | | | | 844 | | | | | | 21,720 | | |
Directors fees | | | | | 649 | | | | | | 18,453 | | | | | | 518 | | | | | | 13,805 | | |
Miscellaneous expense | | | | | 4,265 | | | | | | 23,016 | | | | | | 5,264 | | | | | | 16,390 | | |
Interest expense | | | | | 50 | | | | | | 781 | | | | | | 38 | | | | | | 574 | | |
Total expenses | | | | | 94,901 | | | | | | 2,236,268 | | | | | | 74,814 | | | | | | 1,618,720 | | |
Waived and reimbursed fees | | | | | (24,082) | | | | | | (310,233) | | | | | | (22,896) | | | | | | (249,037) | | |
Net expenses | | | | | 70,819 | | | | | | 1,926,035 | | | | | | 51,918 | | | | | | 1,369,683 | | |
Net investment income | | | | | 106,935 | | | | | | 3,554,232 | | | | | | 103,748 | | | | | | 2,491,006 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Sale of affiliated underlying funds | | | | | 1,046,935 | | | | | | 17,896,029 | | | | | | 603,058 | | | | | | 16,132,925 | | |
Sale of unaffiliated underlying funds | | | | | 14,952 | | | | | | 463,427 | | | | | | 16,488 | | | | | | 1,036,047 | | |
Capital gain distributions from affiliated underlying funds | | | | | 99,443 | | | | | | 6,072,399 | | | | | | 233,045 | | | | | | 7,068,144 | | |
Foreign currency related transactions | | | | | — | | | | | | (8,249) | | | | | | — | | | | | | (6,182) | | |
Futures | | | | | — | | | | | | (1,637,206) | | | | | | — | | | | | | (1,211,189) | | |
Net realized gain | | | | | 1,161,330 | | | | | | 22,786,400 | | | | | | 852,591 | | | | | | 23,019,745 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Affiliated underlying funds | | | | | (1,317,077) | | | | | | (29,695,123) | | | | | | (1,027,430) | | | | | | (28,787,312) | | |
Unaffiliated underlying funds | | | | | (108,438) | | | | | | (871,152) | | | | | | (80,303) | | | | | | (1,644,315) | | |
Foreign currency related transactions | | | | | — | | | | | | (1,370) | | | | | | — | | | | | | (1,016) | | |
Futures | | | | | — | | | | | | 127,465 | | | | | | — | | | | | | 75,541 | | |
Net change in unrealized appreciation (depreciation) | | | | | (1,425,515) | | | | | | (30,440,180) | | | | | | (1,107,733) | | | | | | (30,357,102) | | |
Net realized and unrealized loss | | | | | (264,185) | | | | | | (7,653,780) | | | | | | (255,142) | | | | | | (7,337,357) | | |
Decrease in net assets resulting from operations | | | | $ | (157,250) | | | | | $ | (4,099,548) | | | | | $ | (151,394) | | | | | $ | (4,846,351) | | |
|
| | | Voya Solution 2050 Portfolio | | | Voya Solution 2055 Portfolio | | | Voya Solution 2060 Portfolio | | |||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | |
Dividends from affiliated underlying funds | | | | $ | 106,214 | | | | | $ | 945,920 | | | | | $ | 51,528 | | |
Dividends from unaffiliated underlying funds | | | | | 5,623 | | | | | | 53,414 | | | | | | 2,671 | | |
Total investment income | | | | | 111,837 | | | | | | 999,334 | | | | | | 54,199 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 21,807 | | | | | | 199,214 | | | | | | 10,541 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 20,624 | | | | | | 118,544 | | | | | | 9,944 | | |
Class S | | | | | 6,107 | | | | | | 71,913 | | | | | | 3,949 | | |
Class S2 | | | | | 782 | | | | | | 6,544 | | | | | | 400 | | |
Class T | | | | | 83 | | | | | | 112 | | | | | | 15 | | |
Transfer agent fees | | | | | 231 | | | | | | 758 | | | | | | 6 | | |
Shareholder reporting expense | | | | | 1,576 | | | | | | 7,602 | | | | | | 1,448 | | |
Professional fees | | | | | 4,962 | | | | | | 16,833 | | | | | | 4,482 | | |
Custody and accounting expense | | | | | 618 | | | | | | 5,973 | | | | | | 452 | | |
Directors fees | | | | | 410 | | | | | | 3,790 | | | | | | 199 | | |
Miscellaneous expense | | | | | 5,158 | | | | | | 6,837 | | | | | | 4,963 | | |
Interest expense | | | | | 27 | | | | | | 140 | | | | | | 19 | | |
Total expenses | | | | | 62,385 | | | | | | 438,260 | | | | | | 36,418 | | |
Waived and reimbursed fees | | | | | (18,328) | | | | | | (79,681) | | | | | | (13,686) | | |
Net expenses | | | | | 44,057 | | | | | | 358,579 | | | | | | 22,732 | | |
Net investment income | | | | | 67,780 | | | | | | 640,755 | | | | | | 31,467 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | |
Sale of affiliated underlying funds | | | | | 589,330 | | | | | | 5,756,803 | | | | | | 236,065 | | |
Sale of unaffiliated underlying funds | | | | | 10,500 | | | | | | 235,336 | | | | | | 2,102 | | |
Capital gain distributions from affiliated underlying funds | | | | | 223,287 | | | | | | 1,980,054 | | | | | | 108,417 | | |
Foreign currency related transactions | | | | | — | | | | | | (1,788) | | | | | | — | | |
Futures | | | | | — | | | | | | (323,517) | | | | | | — | | |
Net realized gain | | | | | 823,117 | | | | | | 7,646,888 | | | | | | 346,584 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Affiliated underlying funds | | | | | (1,077,433) | | | | | | (9,658,268) | | | | | | (461,551) | | |
Unaffiliated underlying funds | | | | | (69,898) | | | | | | (412,262) | | | | | | (30,531) | | |
Foreign currency related transactions | | | | | — | | | | | | (269) | | | | | | — | | |
Futures | | | | | — | | | | | | 20,751 | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | (1,147,331) | | | | | | (10,050,048) | | | | | | (492,082) | | |
Net realized and unrealized loss | | | | | (324,214) | | | | | | (2,403,160) | | | | | | (145,498) | | |
Decrease in net assets resulting from operations | | | | $ | (256,434) | | | | | $ | (1,762,405) | | | | | $ | (114,031) | | |
|
| | | Voya Solution Aggressive Portfolio | | | Voya Solution Balanced Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 45,071 | | | | | $ | 124,521 | | | | | $ | 260,967 | | | | | $ | 875,157 | | |
Net realized gain | | | | | 807,738 | | | | | | 715,217 | | | | | | 1,972,537 | | | | | | 2,102,982 | | |
Net change in unrealized appreciation (depreciation) | | | | | (942,433) | | | | | | 1,250,321 | | | | | | (2,486,557) | | | | | | 4,560,262 | | |
Increase (decrease) in net assets resulting from operations | | | | | (89,624) | | | | | | 2,090,059 | | | | | | (253,053) | | | | | | 7,538,401 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (10,735) | | | | | | — | | | | | | (215,300) | | |
Class I | | | | | — | | | | | | (2,617) | | | | | | — | | | | | | (74,182) | | |
Class R6 | | | | | — | | | | | | (25,471) | | | | | | — | | | | | | (143,410) | | |
Class S | | | | | — | | | | | | (24,175) | | | | | | — | | | | | | (350,819) | | |
Class S2 | | | | | — | | | | | | (3,194) | | | | | | — | | | | | | (27,779) | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (38,660) | | | | | | — | | | | | | (308,304) | | |
Class I | | | | | — | | | | | | (4,496) | | | | | | — | | | | | | (70,860) | | |
Class R6 | | | | | — | | | | | | (43,697) | | | | | | — | | | | | | (136,987) | | |
Class S | | | | | — | | | | | | (56,340) | | | | | | — | | | | | | (389,772) | | |
Class S2 | | | | | — | | | | | | (7,443) | | | | | | — | | | | | | (29,665) | | |
Total distributions | | | | | — | | | | | | (216,828) | | | | | | — | | | | | | (1,747,078) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 3,427,933 | | | | | | 7,019,835 | | | | | | 5,277,721 | | | | | | 18,408,524 | | |
Reinvestment of distributions | | | | | — | | | | | | 216,828 | | | | | | — | | | | | | 1,747,078 | | |
| | | | | 3,427,933 | | | | | | 7,236,663 | | | | | | 5,277,721 | | | | | | 20,155,602 | | |
Cost of shares redeemed | | | | | (1,953,196) | | | | | | (3,015,037) | | | | | | (12,125,258) | | | | | | (12,907,802) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 1,474,737 | | | | | | 4,221,626 | | | | | | (6,847,537) | | | | | | 7,247,800 | | |
Net increase (decrease) in net assets | | | | | 1,385,113 | | | | | | 6,094,857 | | | | | | (7,100,590) | | | | | | 13,039,123 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 13,907,454 | | | | | | 7,812,597 | | | | | | 62,757,879 | | | | | | 49,718,756 | | |
End of year or period | | | | $ | 15,292,567 | | | | | $ | 13,907,454 | | | | | $ | 55,657,289 | | | | | $ | 62,757,879 | | |
Undistributed net investment income at end of year or period | | | | $ | 212,851 | | | | | $ | 167,780 | | | | | $ | 1,294,485 | | | | | $ | 1,033,518 | | |
|
| | | Voya Solution Conservative Portfolio | | | Voya Solution Income Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 128,201 | | | | | $ | 324,400 | | | | | $ | 2,527,086 | | | | | $ | 8,167,015 | | |
Net realized gain | | | | | 126,421 | | | | | | 380,574 | | | | | | 3,371,834 | | | | | | 11,023,310 | | |
Net change in unrealized appreciation (depreciation) | | | | | (347,979) | | | | | | 435,526 | | | | | | (9,131,321) | | | | | | 22,036,758 | | |
Increase (decrease) in net assets resulting from operations | | | | | (93,357) | | | | | | 1,140,500 | | | | | | (3,232,401) | | | | | | 41,227,083 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (169,438) | | | | | | — | | | | | | (3,761,189) | | |
Class I | | | | | — | | | | | | (1,908) | | | | | | — | | | | | | (2,203,622) | | |
Class R6 | | | | | — | | | | | | (52,764) | | | | | | — | | | | | | — | | |
Class S | | | | | — | | | | | | (103,928) | | | | | | — | | | | | | (3,708,171) | | |
Class S2 | | | | | — | | | | | | (13,314) | | | | | | — | | | | | | (211,040) | | |
Class T | | | | | — | | | | | | — | | | | | | — | | | | | | (2,177) | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (51,575) | | | | | | — | | | | | | (591,484) | | |
Class I | | | | | — | | | | | | (463) | | | | | | — | | | | | | (266,332) | | |
Class R6 | | | | | — | | | | | | (12,783) | | | | | | — | | | | | | — | | |
Class S | | | | | — | | | | | | (29,058) | | | | | | — | | | | | | (509,978) | | |
Class S2 | | | | | — | | | | | | (3,660) | | | | | | — | | | | | | (32,163) | | |
Class T | | | | | — | | | | | | — | | | | | | — | | | | | | (631) | | |
Total distributions | | | | | — | | | | | | (438,891) | | | | | | — | | | | | | (11,286,787) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 2,225,750 | | | | | | 5,302,856 | | | | | | 14,546,448 | | | | | | 25,934,613 | | |
Reinvestment of distributions | | | | | — | | | | | | 438,891 | | | | | | — | | | | | | 11,286,787 | | |
| | | | | 2,225,750 | | | | | | 5,741,747 | | | | | | 14,546,448 | | | | | | 37,221,400 | | |
Cost of shares redeemed | | | | | (3,031,549) | | | | | | (6,143,731) | | | | | | (49,098,318) | | | | | | (119,171,815) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (805,799) | | | | | | (401,984) | | | | | | (34,551,870) | | | | | | (81,950,415) | | |
Net increase (decrease) in net assets | | | | | (899,156) | | | | | | 299,625 | | | | | | (37,784,271) | | | | | | (52,010,119) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 16,669,228 | | | | | | 16,369,603 | | | | | | 433,657,538 | | | | | | 485,667,657 | | |
End of year or period | | | | $ | 15,770,072 | | | | | $ | 16,669,228 | | | | | $ | 395,873,267 | | | | | $ | 433,657,538 | | |
Undistributed net investment income at end of year or period | | | | $ | 460,798 | | | | | $ | 332,597 | | | | | $ | 11,644,086 | | | | | $ | 9,117,000 | | |
|
| | | Voya Solution Moderately Aggressive Portfolio | | | Voya Solution Moderately Conservative Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 2,619,963 | | | | | $ | 9,061,463 | | | | | $ | 198,390 | | | | | $ | 579,316 | | |
Net realized gain | | | | | 22,497,562 | | | | | | 32,520,844 | | | | | | 560,965 | | | | | | 1,120,837 | | |
Net change in unrealized appreciation (depreciation) | | | | | (27,722,953) | | | | | | 76,526,187 | | | | | | (935,833) | | | | | | 1,586,763 | | |
Increase (decrease) in net assets resulting from operations | | | | | (2,605,428) | | | | | | 118,108,494 | | | | | | (176,478) | | | | | | 3,286,916 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (301,993) | | | | | | — | | | | | | (196,049) | | |
Class I | | | | | — | | | | | | (83,485) | | | | | | — | | | | | | (636) | | |
Class R6 | | | | | — | | | | | | (73,824) | | | | | | — | | | | | | (30,444) | | |
Class S | | | | | — | | | | | | (9,267,927) | | | | | | — | | | | | | (445,570) | | |
Class S2 | | | | | — | | | | | | (21,190) | | | | | | — | | | | | | (20,307) | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (296,003) | | | | | | — | | | | | | — | | |
Class I | | | | | — | | | | | | (56,591) | | | | | | — | | | | | | — | | |
Class R6 | | | | | — | | | | | | (50,019) | | | | | | — | | | | | | — | | |
Class S | | | | | — | | | | | | (7,427,819) | | | | | | — | | | | | | — | | |
Class S2 | | | | | — | | | | | | (17,137) | | | | | | — | | | | | | — | | |
Total distributions | | | | | — | | | | | | (17,595,988) | | | | | | — | | | | | | (693,006) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 6,372,367 | | | | | | 17,669,067 | | | | | | 3,155,136 | | | | | | 6,018,372 | | |
Reinvestment of distributions | | | | | — | | | | | | 17,595,988 | | | | | | — | | | | | | 693,006 | | |
| | | | | 6,372,367 | | | | | | 35,265,055 | | | | | | 3,155,136 | | | | | | 6,711,378 | | |
Cost of shares redeemed | | | | | (58,617,956) | | | | | | (115,212,536) | | | | | | (3,967,333) | | | | | | (13,360,522) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (52,245,589) | | | | | | (79,947,481) | | | | | | (812,197) | | | | | | (6,649,144) | | |
Net increase (decrease) in net assets | | | | | (54,851,017) | | | | | | 20,565,025 | | | | | | (988,675) | | | | | | (4,055,234) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 713,761,541 | | | | | | 693,196,516 | | | | | | 31,479,706 | | | | | | 35,534,940 | | |
End of year or period | | | | $ | 658,910,524 | | | | | $ | 713,761,541 | | | | | $ | 30,491,031 | | | | | $ | 31,479,706 | | |
Undistributed net investment income at end of year or period | | | | $ | 14,116,968 | | | | | $ | 11,497,005 | | | | | $ | 834,290 | | | | | $ | 635,900 | | |
|
| | | Voya Solution 2020 Portfolio | | | Voya Solution 2025 Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 181,618 | | | | | $ | 500,072 | | | | | $ | 3,780,353 | | | | | $ | 14,523,452 | | |
Net realized gain | | | | | 624,876 | | | | | | 1,769,830 | | | | | | 17,470,788 | | | | | | 31,443,349 | | |
Net change in unrealized appreciation (depreciation) | | | | | (955,840) | | | | | | 998,920 | | | | | | (25,051,231) | | | | | | 83,828,725 | | |
Increase (decrease) in net assets resulting from operations | | | | | (149,346) | | | | | | 3,268,822 | | | | | | (3,800,090) | | | | | | 129,795,526 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (130,093) | | | | | | — | | | | | | (5,009,214) | | |
Class I | | | | | — | | | | | | (96,738) | | | | | | — | | | | | | (4,924,333) | | |
Class S | | | | | — | | | | | | (86,715) | | | | | | — | | | | | | (6,930,538) | | |
Class S2 | | | | | — | | | | | | (2,729) | | | | | | — | | | | | | (337,961) | | |
Class T | | | | | — | | | | | | (80) | | | | | | — | | | | | | (10,442) | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (266,322) | | | | | | — | | | | | | (8,261,983) | | |
Class I | | | | | — | | | | | | (156,426) | | | | | | — | | | | | | (6,125,343) | | |
Class S | | | | | — | | | | | | (161,782) | | | | | | — | | | | | | (9,833,333) | | |
Class S2 | | | | | — | | | | | | (5,526) | | | | | | — | | | | | | (546,738) | | |
Class T | | | | | — | | | | | | (197) | | | | | | — | | | | | | (20,229) | | |
Total distributions | | | | | — | | | | | | (906,608) | | | | | | — | | | | | | (42,000,114) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 10,019,526 | | | | | | 17,793,238 | | | | | | 46,770,925 | | | | | | 82,645,520 | | |
Reinvestment of distributions | | | | | — | | | | | | 906,491 | | | | | | — | | | | | | 42,000,114 | | |
| | | | | 10,019,526 | | | | | | 18,699,729 | | | | | | 46,770,925 | | | | | | 124,645,634 | | |
Cost of shares redeemed | | | | | (7,417,599) | | | | | | (9,923,346) | | | | | | (97,234,269) | | | | | | (187,468,620) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 2,601,927 | | | | | | 8,776,383 | | | | | | (50,463,344) | | | | | | (62,822,986) | | |
Net increase (decrease) in net assets | | | | | 2,452,581 | | | | | | 11,138,597 | | | | | | (54,263,434) | | | | | | 24,972,426 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 33,315,277 | | | | | | 22,176,680 | | | | | | 921,001,710 | | | | | | 896,029,284 | | |
End of year or period | | | | $ | 35,767,858 | | | | | $ | 33,315,277 | | | | | $ | 866,738,276 | | | | | $ | 921,001,710 | | |
Undistributed net investment income at end of year or period | | | | $ | 757,279 | | | | | $ | 575,661 | | | | | $ | 20,807,675 | | | | | $ | 17,027,322 | | |
|
| | | Voya Solution 2030 Portfolio | | | Voya Solution 2035 Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 106,935 | | | | | $ | 399,979 | | | | | $ | 3,554,232 | | | | | $ | 12,320,227 | | |
Net realized gain | | | | | 1,161,330 | | | | | | 1,771,278 | | | | | | 22,786,400 | | | | | | 38,919,009 | | |
Net change in unrealized appreciation (depreciation) | | | | | (1,425,515) | | | | | | 1,535,660 | | | | | | (30,440,180) | | | | | | 107,162,691 | | |
Increase (decrease) in net assets resulting from operations | | | | | (157,250) | | | | | | 3,706,917 | | | | | | (4,099,548) | | | | | | 158,401,927 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (84,233) | | | | | | — | | | | | | (3,456,441) | | |
Class I | | | | | — | | | | | | (58,032) | | | | | | — | | | | | | (4,515,290) | | |
Class S | | | | | — | | | | | | (55,605) | | | | | | — | | | | | | (5,536,220) | | |
Class S2 | | | | | — | | | | | | (2,095) | | | | | | — | | | | | | (294,989) | | |
Class T | | | | | — | | | | | | (62) | | | | | | — | | | | | | (7,417) | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (178,355) | | | | | | — | | | | | | (6,886,293) | | |
Class I | | | | | — | | | | | | (98,063) | | | | | | — | | | | | | (6,405,075) | | |
Class S | | | | | — | | | | | | (105,944) | | | | | | — | | | | | | (9,133,000) | | |
Class S2 | | | | | — | | | | | | (5,093) | | | | | | — | | | | | | (541,219) | | |
Class T | | | | | — | | | | | | (187) | | | | | | — | | | | | | (17,775) | | |
Total distributions | | | | | — | | | | | | (587,669) | | | | | | — | | | | | | (36,793,719) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 9,727,292 | | | | | | 20,544,004 | | | | | | 48,361,610 | | | | | | 79,749,603 | | |
Reinvestment of distributions | | | | | — | | | | | | 587,571 | | | | | | — | | | | | | 36,793,719 | | |
| | | | | 9,727,292 | | | | | | 21,131,575 | | | | | | 48,361,610 | | | | | | 116,543,322 | | |
Cost of shares redeemed | | | | | (9,570,161) | | | | | | (7,855,628) | | | | | | (96,515,635) | | | | | | (161,532,032) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 157,131 | | | | | | 13,275,947 | | | | | | (48,154,025) | | | | | | (44,988,710) | | |
Net increase (decrease) in net assets | | | | | (119) | | | | | | 16,395,195 | | | | | | (52,253,573) | | | | | | 76,619,498 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 31,301,639 | | | | | | 14,906,444 | | | | | | 930,528,196 | | | | | | 853,908,698 | | |
End of year or period | | | | $ | 31,301,520 | | | | | $ | 31,301,639 | | | | | $ | 878,274,623 | | | | | $ | 930,528,196 | | |
Undistributed net investment income at end of year or period | | | | $ | 601,485 | | | | | $ | 494,550 | | | | | $ | 18,925,498 | | | | | $ | 15,371,266 | | |
|
| | | Voya Solution 2040 Portfolio | | | Voya Solution 2045 Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 103,748 | | | | | $ | 280,413 | | | | | $ | 2,491,006 | | | | | $ | 7,387,993 | | |
Net realized gain | | | | | 852,591 | | | | | | 1,854,789 | | | | | | 23,019,745 | | | | | | 33,308,471 | | |
Net change in unrealized appreciation (depreciation) | | | | | (1,107,733) | | | | | | 1,412,566 | | | | | | (30,357,102) | | | | | | 85,323,136 | | |
Increase (decrease) in net assets resulting from operations | | | | | (151,394) | | | | | | 3,547,768 | | | | | | (4,846,351) | | | | | | 126,019,600 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (39,286) | | | | | | — | | | | | | (1,463,320) | | |
Class I | | | | | — | | | | | | (46,566) | | | | | | — | | | | | | (2,774,509) | | |
Class S | | | | | — | | | | | | (41,477) | | | | | | — | | | | | | (2,779,697) | | |
Class S2 | | | | | — | | | | | | (3,488) | | | | | | — | | | | | | (124,295) | | |
Class T | | | | | — | | | | | | (58) | | | | | | — | | | | | | (3,603) | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (130,761) | | | | | | — | | | | | | (4,780,180) | | |
Class I | | | | | — | | | | | | (104,170) | | | | | | — | | | | | | (5,566,229) | | |
Class S | | | | | — | | | | | | (103,261) | | | | | | — | | | | | | (6,862,244) | | |
Class S2 | | | | | — | | | | | | (8,983) | | | | | | — | | | | | | (354,473) | | |
Class T | | | | | — | | | | | | (251) | | | | | | — | | | | | | (12,746) | | |
Total distributions | | | | | — | | | | | | (478,301) | | | | | | — | | | | | | (24,721,296) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 6,995,553 | | | | | | 17,122,504 | | | | | | 40,504,659 | | | | | | 72,557,426 | | |
Reinvestment of distributions | | | | | — | | | | | | 478,199 | | | | | | — | | | | | | 24,721,296 | | |
| | | | | 6,995,553 | | | | | | 17,600,703 | | | | | | 40,504,659 | | | | | | 97,278,722 | | |
Cost of shares redeemed | | | | | (4,600,271) | | | | | | (7,945,866) | | | | | | (74,082,941) | | | | | | (123,812,716) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 2,395,282 | | | | | | 9,654,837 | | | | | | (33,578,282) | | | | | | (26,533,994) | | |
Net increase (decrease) in net assets | | | | | 2,243,888 | | | | | | 12,724,304 | | | | | | (38,424,633) | | | | | | 74,764,310 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 23,920,694 | | | | | | 11,196,390 | | | | | | 692,676,675 | | | | | | 617,912,365 | | |
End of year or period | | | | $ | 26,164,582 | | | | | $ | 23,920,694 | | ��� | | | $ | 654,252,042 | | | | | $ | 692,676,675 | | |
Undistributed net investment income at end of year or period | | | | $ | 461,149 | | | | | $ | 357,401 | | | | | $ | 12,092,292 | | | | | $ | 9,601,286 | | |
|
| | | Voya Solution 2050 Portfolio | | | Voya Solution 2055 Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 67,780 | | | | | $ | 165,493 | | | | | $ | 640,755 | | | | | $ | 1,824,346 | | |
Net realized gain | | | | | 823,117 | | | | | | 1,036,421 | | | | | | 7,646,888 | | | | | | 6,813,822 | | |
Net change in unrealized appreciation (depreciation) | | | | | (1,147,331) | | | | | | 1,150,898 | | | | | | (10,050,048) | | | | | | 22,866,259 | | |
Increase (decrease) in net assets resulting from operations | | | | | (256,434) | | | | | | 2,352,812 | | | | | | (1,762,405) | | | | | | 31,504,427 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (21,251) | | | | | | — | | | | | | (323,990) | | |
Class I | | | | | — | | | | | | (24,994) | | | | | | — | | | | | | (710,484) | | |
Class S | | | | | — | | | | | | (16,722) | | | | | | — | | | | | | (501,577) | | |
Class S2 | | | | | — | | | | | | (1,116) | | | | | | — | | | | | | (26,141) | | |
Class T | | | | | — | | | | | | (15) | | | | | | — | | | | | | (181) | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (83,562) | | | | | | — | | | | | | (922,482) | | |
Class I | | | | | — | | | | | | (65,655) | | | | | | — | | | | | | (1,235,395) | | |
Class S | | | | | — | | | | | | (51,460) | | | | | | — | | | | | | (1,079,609) | | |
Class S2 | | | | | — | | | | | | (3,844) | | | | | | — | | | | | | (66,565) | | |
Class T | | | | | — | | | | | | (167) | | | | | | — | | | | | | (521) | | |
Total distributions | | | | | — | | | | | | (268,786) | | | | | | — | | | | | | (4,866,945) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 8,208,265 | | | | | | 11,743,400 | | | | | | 26,102,141 | | | | | | 44,087,327 | | |
Reinvestment of distributions | | | | | — | | | | | | 268,702 | | | | | | — | | | | | | 4,866,945 | | |
| | | | | 8,208,265 | | | | | | 12,012,102 | | | | | | 26,102,141 | | | | | | 48,954,272 | | |
Cost of shares redeemed | | | | | (4,536,658) | | | | | | (3,438,140) | | | | | | (21,955,153) | | | | | | (34,458,608) | | |
Net increase in net assets resulting from capital share transactions | | | | | 3,671,607 | | | | | | 8,573,962 | | | | | | 4,146,988 | | | | | | 14,495,664 | | |
Net increase in net assets | | | | | 3,415,173 | | | | | | 10,657,988 | | | | | | 2,384,583 | | | | | | 41,133,146 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 17,441,760 | | | | | | 6,783,772 | | | | | | 182,759,545 | | | | | | 141,626,399 | | |
End of year or period | | | | $ | 20,856,933 | | | | | $ | 17,441,760 | | | | | $ | 185,144,128 | | | | | $ | 182,759,545 | | |
Undistributed net investment income at end of year or period | | | | $ | 281,436 | | | | | $ | 213,656 | | | | | $ | 3,016,013 | | | | | $ | 2,375,258 | | |
|
| | | Voya Solution 2060 Portfolio | | |||||||||
| | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | ||||||
FROM OPERATIONS: | | | | | | | | | | | | | |
Net investment income | | | | $ | 31,467 | | | | | $ | 76,188 | | |
Net realized gain | | | | | 346,584 | | | | | | 539,173 | | |
Net change in unrealized appreciation (depreciation) | | | | | (492,082) | | | | | | 470,914 | | |
Increase (decrease) in net assets resulting from operations | | | | | (114,031) | | | | | | 1,086,275 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Net investment income: | | | | ||||||||||
Class ADV | | | | | — | | | | | | (7,401) | | |
Class I | | | | | — | | | | | | (7,285) | | |
Class S | | | | | — | | | | | | (11,691) | | |
Class S2 | | | | | — | | | | | | (373) | | |
Net realized gains: | | | | ||||||||||
Class ADV | | | | | — | | | | | | (37,209) | | |
Class I | | | | | — | | | | | | (25,098) | | |
Class S | | | | | — | | | | | | (41,979) | | |
Class S2 | | | | | — | | | | | | (1,720) | | |
Class T | | | | | — | | | | | | (62) | | |
Total distributions | | | | | — | | | | | | (132,818) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 4,417,790 | | | | | | 6,667,962 | | |
Reinvestment of distributions | | | | | — | | | | | | 132,818 | | |
| | | | | 4,417,790 | | | | | | 6,800,780 | | |
Cost of shares redeemed | | | | | (2,114,391) | | | | | | (2,255,044) | | |
Net increase in net assets resulting from capital share transactions | | | | | 2,303,399 | | | | | | 4,545,736 | | |
Net increase in net assets | | | | | 2,189,368 | | | | | | 5,499,193 | | |
NET ASSETS: | | | | | | | | | | | | | |
Beginning of year or period | | | | | 8,370,701 | | | | | | 2,871,508 | | |
End of year or period | | | | $ | 10,560,069 | | | | | $ | 8,370,701 | | |
Undistributed net investment income at end of year or period | | | | $ | 130,562 | | | | | $ | 99,095 | | |
|
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.56 | | | | | | 0.02• | | | | | | (0.09) | | | | | | (0.07) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.49 | | | | | | (0.52) | | | | | | 0.89 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.29 | | | | | | 3,392 | | | | | | 43 | | |
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 | | |
12-31-15 | | | | | 12.13 | | | | | | 0.06• | | | | | | (0.19) | | | | | | (0.13) | | | | | | 0.21 | | | | | | 0.44 | | | | | | — | | | | | | 0.65 | | | | | | — | | | | | | 11.35 | | | | | | (1.32) | | | | | | 0.94 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.53 | | | | | | 2,383 | | | | | | 78 | | |
12-31-14 | | | | | 11.55 | | | | | | 0.13• | | | | | | 0.57 | | | | | | 0.70 | | | | | | 0.06 | | | | | | 0.06 | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 12.13 | | | | | | 6.10 | | | | | | 1.26 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.12 | | | | | | 2,180 | | | | | | 70 | | |
05-01-13(5) - 12-31-13 | | | | | 10.00 | | | | | | 0.19• | | | | | | 1.36 | | | | | | 1.55 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.55 | | | | | | 15.50 | | | | | | 12.00 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 2.55 | | | | | | 496 | | | | | | 35 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.85 | | | | | | 0.05• | | | | | | (0.09) | | | | | | (0.04) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.81 | | | | | | (0.29) | | | | | | 0.39 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 0.78 | | | | | | 458 | | | | | | 43 | | |
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 | | |
12-31-15 | | | | | 12.32 | | | | | | 0.19• | | | | | | (0.26) | | | | | | (0.07) | | | | | | 0.24 | | | | | | 0.44 | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 11.57 | | | | | | (0.83) | | | | | | 0.44 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 1.56 | | | | | | 138 | | | | | | 78 | | |
12-31-14 | | | | | 11.65 | | | | | | 0.24• | | | | | | 0.52 | | | | | | 0.76 | | | | | | 0.03 | | | | | | 0.06 | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 12.32 | | | | | | 6.56 | | | | | | 0.76 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.01 | | | | | | 12 | | | | | | 70 | | |
05-01-13(5) - 12-31-13 | | | | | 10.00 | | | | | | 0.29• | | | | | | 1.36 | | | | | | 1.65 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.65 | | | | | | 16.50 | | | | | | 11.50 | | | | | | 0.06 | | | | | | 0.06 | | | | | | 3.99 | | | | | | 4 | | | | | | 35 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.85 | | | | | | 0.06• | | | | | | (0.10) | | | | | | (0.04) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.81 | | | | | | (0.29) | | | | | | 0.39 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 0.84 | | | | | | 6,192 | | | | | | 43 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.69 | | | | | | 0.04• | | | | | | (0.09) | | | | | | (0.05) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.64 | | | | | | (0.37) | | | | | | 0.64 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 0.56 | | | | | | 4,441 | | | | | | 43 | | |
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 | | |
12-31-15 | | | | | 12.23 | | | | | | 0.13• | | | | | | (0.23) | | | | | | (0.10) | | | | | | 0.23 | | | | | | 0.44 | | | | | | — | | | | | | 0.67 | | | | | | — | | | | | | 11.46 | | | | | | (1.12) | | | | | | 0.69 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.04 | | | | | | 2,417 | | | | | | 78 | | |
12-31-14 | | | | | 11.63 | | | | | | 0.11• | | | | | | 0.61 | | | | | | 0.72 | | | | | | 0.06 | | | | | | 0.06 | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 12.23 | | | | | | 6.25 | | | | | | 1.01 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 0.92 | | | | | | 1,395 | | | | | | 70 | | |
05-01-13(5) - 12-31-13 | | | | | 10.00 | | | | | | 0.28• | | | | | | 1.35 | | | | | | 1.63 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.63 | | | | | | 16.30 | | | | | | 11.75 | | | | | | 0.31 | | | | | | 0.31 | | | | | | 3.73 | | | | | | 591 | | | | | | 35 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.52 | | | | | | 0.03• | | | | | | (0.09) | | | | | | (0.06) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.46 | | | | | | (0.44) | | | | | | 0.79 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 0.45 | | | | | | 810 | | | | | | 43 | | |
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 | | |
12-31-15 | | | | | 12.14 | | | | | | 0.11• | | | | | | (0.22) | | | | | | (0.11) | | | | | | 0.23 | | | | | | 0.44 | | | | | | — | | | | | | 0.67 | | | | | | — | | | | | | 11.36 | | | | | | (1.20) | | | | | | 0.94 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 0.93 | | | | | | 169 | | | | | | 78 | | |
12-31-14 | | | | | 11.56 | | | | | | 0.18• | | | | | | 0.51 | | | | | | 0.69 | | | | | | 0.05 | | | | | | 0.06 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 12.14 | | | | | | 6.04 | | | | | | 1.26 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 1.54 | | | | | | 78 | | | | | | 70 | | |
05-01-13(5) - 12-31-13 | | | | | 10.00 | | | | | | 0.23• | | | | | | 1.33 | | | | | | 1.56 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.56 | | | | | | 15.60 | | | | | | 12.00 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 3.12 | | | | | | 38 | | | | | | 35 | | �� |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 10.08 | | | | | | 0.03• | | | | | | (0.10) | | | | | | (0.07) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.01 | | | | | | (0.69) | | | | | | 0.78 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.64 | | | | | | 15,430 | | | | | | 29 | | |
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 | | |
12-31-15 | | | | | 10.57 | | | | | | 0.10• | | | | | | (0.14) | | | | | | (0.04) | | | | | | 0.28 | | | | | | 0.86 | | | | | | — | | | | | | 1.14 | | | | | | — | | | | | | 9.39 | | | | | | (0.72) | | | | | | 0.78 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 0.97 | | | | | | 25,079 | | | | | | 49 | | |
12-31-14 | | | | | 10.88 | | | | | | 0.12 | | | | | | 0.52 | | | | | | 0.64 | | | | | | 0.20 | | | | | | 0.75 | | | | | | — | | | | | | 0.95 | | | | | | — | | | | | | 10.57 | | | | | | 6.14 | | | | | | 0.78 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.09 | | | | | | 28,237 | | | | | | 61 | | |
12-31-13 | | | | | 9.84 | | | | | | 0.10• | | | | | | 1.38 | | | | | | 1.48 | | | | | | 0.20 | | | | | | 0.24 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 10.88 | | | | | | 15.39 | | | | | | 0.78 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 0.97 | | | | | | 27,369 | | | | | | 78 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 10.45 | | | | | | 0.06• | | | | | | (0.09) | | | | | | (0.03) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.42 | | | | | | (0.29) | | | | | | 0.28 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 1.15 | | | | | | 4,115 | | | | | | 29 | | |
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 | | |
12-31-15 | | | | | 10.90 | | | | | | 0.18• | | | | | | (0.16) | | | | | | 0.02 | | | | | | 0.34 | | | | | | 0.86 | | | | | | — | | | | | | 1.20 | | | | | | — | | | | | | 9.72 | | | | | | (0.19) | | | | | | 0.28 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.72 | | | | | | 59 | | | | | | 49 | | |
12-31-14 | | | | | 11.19 | | | | | | 0.27• | | | | | | 0.45 | | | | | | 0.72 | | | | | | 0.26 | | | | | | 0.75 | | | | | | — | | | | | | 1.01 | | | | | | — | | | | | | 10.90 | | | | | | 6.66 | | | | | | 0.28 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 2.53 | | | | | | 23 | | | | | | 61 | | |
12-31-13 | | | | | 10.10 | | | | | | 0.16 | | | | | | 1.42 | | | | | | 1.58 | | | | | | 0.25 | | | | | | 0.24 | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 11.19 | | | | | | 15.93 | | | | | | 0.28 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 1.49 | | | | | | 1 | | | | | | 78 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 10.45 | | | | | | 0.06• | | | | | | (0.09) | | | | | | (0.03) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.42 | | | | | | (0.29) | | | | | | 0.28 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 1.16 | | | | | | 13,469 | | | | | | 29 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 10.21 | | | | | | 0.05• | | | | | | (0.10) | | | | | | (0.05) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.16 | | | | | | (0.49) | | | | | | 0.53 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 0.89 | | | | | | 21,669 | | | | | | 29 | | |
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 | | |
12-31-15 | | | | | 10.70 | | | | | | 0.13 | | | | | | (0.14) | | | | | | (0.01) | | | | | | 0.31 | | | | | | 0.86 | | | | | | — | | | | | | 1.17 | | | | | | — | | | | | | 9.52 | | | | | | (0.46) | | | | | | 0.53 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.28 | | | | | | 22,552 | | | | | | 49 | | |
12-31-14 | | | | | 11.01 | | | | | | 0.16 | | | | | | 0.51 | | | | | | 0.67 | | | | | | 0.23 | | | | | | 0.75 | | | | | | — | | | | | | 0.98 | | | | | | — | | | | | | 10.70 | | | | | | 6.34 | | | | | | 0.53 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 1.35 | | | | | | 23,128 | | | | | | 61 | | |
12-31-13 | | | | | 9.95 | | | | | | 0.13• | | | | | | 1.39 | | | | | | 1.52 | | | | | | 0.22 | | | | | | 0.24 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 11.01 | | | | | | 15.65 | | | | | | 0.53 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 1.24 | | | | | | 23,012 | | | | | | 78 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 10.17 | | | | | | 0.03• | | | | | | (0.09) | | | | | | (0.06) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.11 | | | | | | (0.59) | | | | | | 0.68 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 0.65 | | | | | | 974 | | | | | | 29 | | |
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 | | |
12-31-15 | | | | | 10.67 | | | | | | 0.11• | | | | | | (0.13) | | | | | | (0.02) | | | | | | 0.29 | | | | | | 0.86 | | | | | | — | | | | | | 1.15 | | | | | | — | | | | | | 9.50 | | | | | | (0.60) | | | | | | 0.78 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 1.06 | | | | | | 578 | | | | | | 49 | | |
12-31-14 | | | | | 10.95 | | | | | | 0.12• | | | | | | 0.54 | | | | | | 0.66 | | | | | | 0.19 | | | | | | 0.75 | | | | | | — | | | | | | 0.94 | | | | | | — | | | | | | 10.67 | | | | | | 6.22 | | | | | | 0.78 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 1.06 | | | | | | 671 | | | | | | 61 | | |
12-31-13 | | | | | 9.90 | | | | | | 0.11• | | | | | | 1.39 | | | | | | 1.50 | | | | | | 0.21 | | | | | | 0.24 | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 10.95 | | | | | | 15.51 | | | | | | 0.78 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 1.06 | | | | | | 1,103 | | | | | | 78 | | |
Voya Solution Conservative Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 11.06 | | | | | | 0.08• | | | | | | (0.15) | | | | | | (0.07) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.99 | | | | | | (0.63) | | | | | | 0.88 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.43 | | | | | | 8,026 | | | | | | 27 | | |
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 | | |
12-31-15 | | | | | 11.15 | | | | | | 0.14• | | | | | | (0.22) | | | | | | (0.08) | | | | | | 0.27 | | | | | | 0.35 | | | | | | — | | | | | | 0.62 | | | | | | — | | | | | | 10.45 | | | | | | (0.76) | | | | | | 0.83 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.29 | | | | | | 8,595 | | | | | | 51 | | |
12-31-14 | | | | | 11.42 | | | | | | 0.17 | | | | | | 0.30 | | | | | | 0.47 | | | | | | 0.27 | | | | | | 0.47 | | | | | | — | | | | | | 0.74 | | | | | | — | | | | | | 11.15 | | | | | | 4.20 | | | | | | 0.81 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.62 | | | | | | 11,527 | | | | | | 54 | | |
12-31-13 | | | | | 11.22 | | | | | | 0.17• | | | | | | 0.43 | | | | | | 0.60 | | | | | | 0.29 | | | | | | 0.11 | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 11.42 | | | | | | 5.40 | | | | | | 0.85 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.50 | | | | | | 10,870 | | | | | | 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 Conservative Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 11.21 | | | | | | 0.11• | | | | | | (0.16) | | | | | | (0.05) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.16 | | | | | | (0.45) | | | | | | 0.38 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 1.94 | | | | | | 117 | | | | | | 27 | | |
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 | | |
12-31-15 | | | | | 11.30 | | | | | | 0.21• | | | | | | (0.23) | | | | | | (0.02) | | | | | | 0.33 | | | | | | 0.35 | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 10.60 | | | | | | (0.23) | | | | | | 0.33 | | | | | | 0.11 | | | | | | 0.11 | | | | | | 1.86 | | | | | | 13 | | | | | | 51 | | |
12-31-14 | | | | | 11.57 | | | | | | 0.25• | | | | | | 0.27 | | | | | | 0.52 | | | | | | 0.32 | | | | | | 0.47 | | | | | | — | | | | | | 0.79 | | | | | | — | | | | | | 11.30 | | | | | | 4.63 | | | | | | 0.31 | | | | | | 0.08 | | | | | | 0.08 | | | | | | 2.19 | | | | | | 10 | | | | | | 54 | | |
12-31-13 | | | | | 11.34 | | | | | | 0.23 | | | | | | 0.44 | | | | | | 0.67 | | | | | | 0.33 | | | | | | 0.11 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 11.57 | | | | | | 6.02 | | | | | | 0.35 | | | | | | 0.10 | | | | | | 0.10 | | | | | | 1.99 | | | | | | 3 | | | | | | 72 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 11.21 | | | | | | 0.11• | | | | | | (0.16) | | | | | | (0.05) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.16 | | | | | | (0.45) | | | | | | 0.38 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 1.93 | | | | | | 3,687 | | | | | | 27 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 11.13 | | | | | | 0.09• | | | | | | (0.15) | | | | | | (0.06) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.07 | | | | | | (0.54) | | | | | | 0.63 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.68 | | | | | | 3,511 | | | | | | 27 | | |
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 | | |
12-31-15 | | | | | 11.22 | | | | | | 0.17 | | | | | | (0.21) | | | | | | (0.04) | | | | | | 0.31 | | | | | | 0.35 | | | | | | — | | | | | | 0.66 | | | | | | — | | | | | | 10.52 | | | | | | (0.48) | | | | | | 0.58 | | | | | | 0.36 | | | | | | 0.36 | | | | | | 1.61 | | | | | | 5,539 | | | | | | 51 | | |
12-31-14 | | | | | 11.49 | | | | | | 0.21• | | | | | | 0.29 | | | | | | 0.50 | | | | | | 0.30 | | | | | | 0.47 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 11.22 | | | | | | 4.40 | | | | | | 0.56 | | | | | | 0.33 | | | | | | 0.33 | | | | | | 1.86 | | | | | | 5,867 | | | | | | 54 | | |
12-31-13 | | | | | 11.27 | | | | | | 0.20• | | | | | | 0.44 | | | | | | 0.64 | | | | | | 0.31 | | | | | | 0.11 | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 11.49 | | | | | | 5.77 | | | | | | 0.60 | | | | | | 0.35 | | | | | | 0.35 | | | | | | 1.74 | | | | | | 6,168 | | | | | | 72 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 11.04 | | | | | | 0.08• | | | | | | (0.15) | | | | | | (0.07) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.97 | | | | | | (0.63) | | | | | | 0.78 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 1.52 | | | | | | 430 | | | | | | 27 | | |
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 | | |
12-31-15 | | | | | 11.17 | | | | | | 0.16• | | | | | | (0.22) | | | | | | (0.06) | | | | | | 0.30 | | | | | | 0.35 | | | | | | — | | | | | | 0.65 | | | | | | — | | | | | | 10.46 | | | | | | (0.67) | | | | | | 0.83 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.43 | | | | | | 357 | | | | | | 51 | | |
12-31-14 | | | | | 11.44 | | | | | | 0.18 | | | | | | 0.30 | | | | | | 0.48 | | | | | | 0.28 | | | | | | 0.47 | | | | | | — | | | | | | 0.75 | | | | | | — | | | | | | 11.17 | | | | | | 4.28 | | | | | | 0.81 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 1.70 | | | | | | 312 | | | | | | 54 | | |
12-31-13 | | | | | 11.23 | | | | | | 0.18• | | | | | | 0.44 | | | | | | 0.62 | | | | | | 0.30 | | | | | | 0.11 | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 11.44 | | | | | | 5.59 | | | | | | 0.85 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 1.60 | | | | | | 298 | | | | | | 72 | | |
Voya Solution Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 11.85 | | | | | | 0.06• | | | | | | (0.17) | | | | | | (0.11) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.74 | | | | | | (0.93) | | | | | | 0.75 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.03 | | | | | | 168,795 | | | | | | 14 | | |
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 | | |
12-31-15 | | | | | 11.61 | | | | | | 0.13• | | | | | | (0.15) | | | | | | (0.02) | | | | | | 0.29 | | | | | | 0.42 | | | | | | — | | | | | | 0.71 | | | | | | — | | | | | | 10.88 | | | | | | (0.30) | | | | | | 0.73 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.16 | | | | | | 248,968 | | | | | | 31 | | |
12-31-14 | | | | | 11.26 | | | | | | 0.15• | | | | | | 0.47 | | | | | | 0.62 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 11.61 | | | | | | 5.53 | | | | | | 0.75 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.33 | | | | | | 84,286 | | | | | | 47 | | |
12-31-13 | | | | | 10.89 | | | | | | 0.13• | | | | | | 0.59 | | | | | | 0.72 | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 11.26 | | | | | | 6.68 | | | | | | 0.74 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.19 | | | | | | 94,068 | | | | | | 70 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.13 | | | | | | 0.09• | | | | | | (0.17) | | | | | | (0.08) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.05 | | | | | | (0.66) | | | | | | 0.25 | | | | | | 0.11 | | | | | | 0.11 | | | | | | 1.53 | | | | | | 82,546 | | | | | | 14 | | |
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 | | |
12-31-15 | | | | | 11.86 | | | | | | 0.19• | | | | | | (0.15) | | | | | | 0.04 | | | | | | 0.36 | | | | | | 0.42 | | | | | | — | | | | | | 0.78 | | | | | | — | | | | | | 11.12 | | | | | | 0.20 | | | | | | 0.23 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 1.72 | | | | | | 98,321 | | | | | | 31 | | |
12-31-14 | | | | | 11.51 | | | | | | 0.22• | | | | | | 0.47 | | | | | | 0.69 | | | | | | 0.34 | | | | | | — | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 11.86 | | | | | | 6.02 | | | | | | 0.25 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 1.85 | | | | | | 23,178 | | | | | | 47 | | |
12-31-13 | | | | | 11.12 | | | | | | 0.19• | | | | | | 0.61 | | | | | | 0.80 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 11.51 | | | | | | 7.30 | | | | | | 0.24 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 1.70 | | | | | | 24,937 | | | | | | 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 Income Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.03 | | | | | | 0.08• | | | | | | (0.18) | | | | | | (0.10) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.93 | | | | | | (0.83) | | | | | | 0.50 | | | | | | 0.36 | | | | | | 0.36 | | | | | | 1.28 | | | | | | 137,187 | | | | | | 14 | | |
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 | | |
12-31-15 | | | | | 11.76 | | | | | | 0.16• | | | | | | (0.14) | | | | | | 0.02 | | | | | | 0.32 | | | | | | 0.42 | | | | | | — | | | | | | 0.74 | | | | | | — | | | | | | 11.04 | | | | | | 0.10 | | | | | | 0.48 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 1.43 | | | | | | 225,274 | | | | | | 31 | | |
12-31-14 | | | | | 11.41 | | | | | | 0.19• | | | | | | 0.46 | | | | | | 0.65 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 11.76 | | | | | | 5.76 | | | | | | 0.50 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.59 | | | | | | 56,602 | | | | | | 47 | | |
12-31-13 | | | | | 11.03 | | | | | | 0.16• | | | | | | 0.60 | | | | | | 0.76 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 11.41 | | | | | | 6.97 | | | | | | 0.49 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 1.46 | | | | | | 62,431 | | | | | | 70 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | �� | | | | | | | | | | |
06-30-18 | | | | | 11.72 | | | | | | 0.07• | | | | | | (0.17) | | | | | | (0.10) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.62 | | | | | | (0.85) | | | | | | 0.65 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.13 | | | | | | 7,127 | | | | | | 14 | | |
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 | | |
12-31-15 | | | | | 11.50 | | | | | | 0.14• | | | | | | (0.14) | | | | | | 0.00* | | | | | | 0.31 | | | | | | 0.42 | | | | | | — | | | | | | 0.73 | | | | | | — | | | | | | 10.77 | | | | | | (0.13) | | | | | | 0.73 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 1.27 | | | | | | 15,377 | | | | | | 31 | | |
12-31-14 | | | | | 11.15 | | | | | | 0.16• | | | | | | 0.46 | | | | | | 0.62 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 11.50 | | | | | | 5.61 | | | | | | 0.75 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 1.42 | | | | | | 4,281 | | | | | | 47 | | |
12-31-13 | | | | | 10.79 | | | | | | 0.14• | | | | | | 0.59 | | | | | | 0.73 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 11.15 | | | | | | 6.85 | | | | | | 0.74 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 1.28 | | | | | | 5,274 | | | | | | 70 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.60 | | | | | | 0.05• | | | | | | (0.17) | | | | | | (0.12) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.48 | | | | | | (0.95) | | | | | | 0.95 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 0.83 | | | | | | 218 | | | | | | 14 | | |
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 | | |
12-31-15 | | | | | 12.07 | | | | | | 0.13• | | | | | | (0.17) | | | | | | (0.04) | | | | | | 0.22 | | | | | | 0.42 | | | | | | — | | | | | | 0.64 | | | | | | — | | | | | | 11.39 | | | | | | (0.40) | | | | | | 0.98 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.09 | | | | | | 815 | | | | | | 31 | | |
12-31-14 | | | | | 11.67 | | | | | | 0.13• | | | | | | 0.48 | | | | | | 0.61 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 12.07 | | | | | | 5.22 | | | | | | 1.00 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 1.05 | | | | | | 91 | | | | | | 47 | | |
12-31-13 | | | | | 11.29 | | | | | | 0.12• | | | | | | 0.61 | | | | | | 0.73 | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 11.67 | | | | | | 6.55 | | | | | | 0.99 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.00 | | | | | | 193 | | | | | | 70 | | |
Voya Solution Moderately Aggressive Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.39 | | | | | | 0.03• | | | | | | (0.11) | | | | | | (0.08) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.31 | | | | | | (0.60) | | | | | | 0.75 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 0.50 | | | | | | 24,239 | | | | | | 26 | | |
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 | | |
12-31-15 | | | | | 13.03 | | | | | | 0.11• | | | | | | (0.22) | | | | | | (0.11) | | | | | | 0.37 | | | | | | 1.32 | | | | | | — | | | | | | 1.69 | | | | | | — | | | | | | 11.23 | | | | | | (1.42) | | | | | | 0.74 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 0.94 | | | | | | 31,416 | | | | | | 26 | | |
12-31-14 | | | | | 13.38 | | | | | | 0.12• | | | | | | 0.67 | | | | | | 0.79 | | | | | | 0.20 | | | | | | 0.94 | | | | | | — | | | | | | 1.14 | | | | | | — | | | | | | 13.03 | | | | | | 6.09 | | | | | | 0.78 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.89 | | | | | | 20,020 | | | | | | 71 | | |
12-31-13 | | | | | 11.61 | | | | | | 0.10• | | | | | | 2.23 | | | | | | 2.33 | | | | | | 0.21 | | | | | | 0.35 | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 13.38 | | | | | | 20.42 | | | | | | 0.80 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 0.78 | | | | | | 16,945 | | | | | | 79 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.64 | | | | | | 0.08• | | | | | | (0.12) | | | | | | (0.04) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.60 | | | | | | (0.29) | | | | | | 0.25 | | | | | | 0.21 | | | | | | 0.21 | | | | | | 1.10 | | | | | | 4,177 | | | | | | 26 | | |
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 | | |
12-31-15 | | | | | 13.23 | | | | | | 0.23• | | | | | | (0.27) | | | | | | (0.04) | | | | | | 0.43 | | | | | | 1.32 | | | | | | — | | | | | | 1.75 | | | | | | — | | | | | | 11.44 | | | | | | (0.85) | | | | | | 0.24 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 2.00 | | | | | | 4,035 | | | | | | 26 | | |
12-31-14 | | | | | 13.56 | | | | | | 0.31• | | | | | | 0.56 | | | | | | 0.87 | | | | | | 0.26 | | | | | | 0.94 | | | | | | — | | | | | | 1.20 | | | | | | — | | | | | | 13.23 | | | | | | 6.60 | | | | | | 0.28 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 2.39 | | | | | | 56 | | | | | | 71 | | |
12-31-13 | | | | | 11.74 | | | | | | 0.15 | | | | | | 2.28 | | | | | | 2.43 | | | | | | 0.26 | | | | | | 0.35 | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 13.56 | | | | | | 21.10 | | | | | | 0.30 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 1.19 | | | | | | 4 | | | | | | 79 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.63 | | | | | | 0.07• | | | | | | (0.11) | | | | | | (0.04) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.59 | | | | | | (0.29) | | | | | | 0.25 | | | | | | 0.21 | | | | | | 0.21 | | | | | | 1.06 | | | | | | 10,279 | | | | | | 26 | | |
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 | | |
| | | | | | | | | 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 (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.50 | | | | | | 0.05• | | | | | | (0.11) | | | | | | (0.06) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.44 | | | | | | (0.44) | | | | | | 0.50 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 0.76 | | | | | | 619,367 | | | | | | 26 | | |
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 | | |
12-31-15 | | | | | 13.13 | | | | | | 0.21• | | | | | | (0.29) | | | | | | (0.08) | | | | | | 0.39 | | | | | | 1.32 | | | | | | — | | | | | | 1.71 | | | | | | — | | | | | | 11.34 | | | | | | (1.15) | | | | | | 0.49 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.81 | | | | | | 719,319 | | | | | | 26 | | |
12-31-14 | | | | | 13.47 | | | | | | 0.15 | | | | | | 0.68 | | | | | | 0.83 | | | | | | 0.23 | | | | | | 0.94 | | | | | | — | | | | | | 1.17 | | | | | | — | | | | | | 13.13 | | | | | | 6.33 | | | | | | 0.53 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 1.04 | | | | | | 11,315 | | | | | | 71 | | |
12-31-13 | | | | | 11.67 | | | | | | 0.12• | | | | | | 2.27 | | | | | | 2.39 | | | | | | 0.24 | | | | | | 0.35 | | | | | | — | | | | | | 0.59 | | | | | | — | | | | | | 13.47 | | | | | | 20.84 | | | | | | 0.55 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 0.96 | | | | | | 11,871 | | | | | | 79 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.47 | | | | | | 0.05• | | | | | | (0.12) | | | | | | (0.07) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.40 | | | | | | (0.52) | | | | | | 0.65 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 0.71 | | | | | | 849 | | | | | | 26 | | |
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 | | |
12-31-15 | | | | | 13.12 | | | | | | 0.12• | | | | | | (0.21) | | | | | | (0.09) | | | | | | 0.39 | | | | | | 1.32 | | | | | | — | | | | | | 1.71 | | | | | | — | | | | | | 11.32 | | | | | | (1.21) | | | | | | 0.74 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 0.98 | | | | | | 1,040 | | | | | | 26 | | |
12-31-14 | | | | | 13.50 | | | | | | 0.14• | | | | | | 0.67 | | | | | | 0.81 | | | | | | 0.25 | | | | | | 0.94 | | | | | | — | | | | | | 1.19 | | | | | | — | | | | | | 13.12 | | | | | | 6.17 | | | | | | 0.78 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 1.08 | | | | | | 806 | | | | | | 71 | | |
12-31-13 | | | | | 11.72 | | | | | | 0.17• | | | | | | 2.19 | | | | | | 2.36 | | | | | | 0.23 | | | | | | 0.35 | | | ��� | | | — | | | | | | 0.58 | | | | | | — | | | | | | 13.50 | | | | | | 20.56 | | | | | | 0.80 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 1.34 | | | | | | 284 | | | | | | 79 | | |
Voya Solution Moderately Conservative Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 9.99 | | | | | | 0.06• | | | | | | (0.13) | | | | | | (0.07) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 9.92 | | | | | | (0.70) | | | | | | 0.83 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.11 | | | | | | 10,933 | | | | | | 23 | | |
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 | | |
12-31-15 | | | | | 10.45 | | | | | | 0.10 | | | | | | (0.14) | | | | | | (0.04) | | | | | | 0.28 | | | | | | 0.62 | | | | | | — | | | | | | 0.90 | | | | | | — | | | | | | 9.51 | | | | | | (0.60) | | | | | | 0.78 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.09 | | | | | | 22,005 | | | | | | 58 | | |
12-31-14 | | | | | 10.80 | | | | | | 0.15 | | | | | | 0.39 | | | | | | 0.54 | | | | | | 0.23 | | | | | | 0.66 | | | | | | — | | | | | | 0.89 | | | | | | — | | | | | | 10.45 | | | | | | 5.20 | | | | | | 0.78 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.30 | | | | | | 21,659 | | | | | | 66 | | |
12-31-13 | | | | | 10.42 | | | | | | 0.13• | | | | | | 0.81 | | | | | | 0.94 | | | | | | 0.27 | | | | | | 0.29 | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 10.80 | | | | | | 9.27 | | | | | | 0.79 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.23 | | | | | | 21,918 | | | | | | 85 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 10.42 | | | | | | 0.08• | | | | | | (0.13) | | | | | | (0.05) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.37 | | | | | | (0.48) | | | | | | 0.33 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.62 | | | | | | 29 | | | | | | 23 | | |
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 | | |
12-31-15 | | | | | 10.87 | | | | | | 0.16 | | | | | | (0.15) | | | | | | 0.01 | | | | | | 0.33 | | | | | | 0.62 | | | | | | — | | | | | | 0.95 | | | | | | — | | | | | | 9.93 | | | | | | (0.09) | | | | | | 0.28 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.58 | | | | | | 36 | | | | | | 58 | | |
12-31-14 | | | | | 11.20 | | | | | | 0.23• | | | | | | 0.39 | | | | | | 0.62 | | | | | | 0.29 | | | | | | 0.66 | | | | | | — | | | | | | 0.95 | | | | | | — | | | | | | 10.87 | | | | | | 5.74 | | | | | | 0.28 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.19 | | | | | | 37 | | | | | | 66 | | |
12-31-13 | | | | | 10.79 | | | | | | 0.18 | | | | | | 0.84 | | | | | | 1.02 | | | | | | 0.32 | | | | | | 0.29 | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 11.20 | | | | | | 9.70 | | | | | | 0.29 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 1.66 | | | | | | 1 | | | | | | 85 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 10.41 | | | | | | 0.08• | | | | | | (0.13) | | | | | | (0.05) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.36 | | | | | | (0.48) | | | | | | 0.33 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.63 | | | | | | 3,205 | | | | | | 23 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 10.19 | | | | | | 0.07• | | | | | | (0.13) | | | | | | (0.06) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.13 | | | | | | (0.59) | | | | | | 0.58 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.36 | | | | | | 15,369 | | | | | | 23 | | |
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 | | |
12-31-15 | | | | | 10.67 | | | | | | 0.14• | | | | | | (0.16) | | | | | | (0.02) | | | | | | 0.30 | | | | | | 0.62 | | | | | | — | | | | | | 0.92 | | | | | | — | | | | | | 9.73 | | | | | | (0.38) | | | | | | 0.53 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.33 | | | | | | 20,081 | | | | | | 58 | | |
12-31-14 | | | | | 11.00 | | | | | | 0.17• | | | | | | 0.42 | | | | | | 0.59 | | | | | | 0.26 | | | | | | 0.66 | | | | | | — | | | | | | 0.92 | | | | | | — | | | | | | 10.67 | | | | | | 5.58 | | | | | | 0.53 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.53 | | | | | | 22,346 | | | | | | 66 | | |
12-31-13 | | | | | 10.60 | | | | | | 0.16 | | | | | | 0.82 | | | | | | 0.98 | | | | | | 0.29 | | | | | | 0.29 | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 11.00 | | | | | | 9.54 | | | | | | 0.54 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.43 | | | | | | 24,016 | | | | | | 85 | | |
| | | | | | | | | 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 (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 10.08 | | | | | | 0.06• | | | | | | (0.13) | | | | | | (0.07) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.01 | | | | | | (0.69) | | | | | | 0.73 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 1.21 | | | | | | 955 | | | | | | 23 | | |
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 | | |
12-31-15 | | | | | 10.59 | | | | | | 0.10 | | | | | | (0.13) | | | | | | (0.03) | | | | | | 0.30 | | | | | | 0.62 | | | | | | — | | | | | | 0.92 | | | | | | — | | | | | | 9.64 | | | | | | (0.50) | | | | | | 0.78 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 1.14 | | | | | | 751 | | | | | | 58 | | |
12-31-14 | | | | | 10.93 | | | | | | 0.16• | | | | | | 0.41 | | | | | | 0.57 | | | | | | 0.25 | | | | | | 0.66 | | | | | | — | | | | | | 0.91 | | | | | | — | | | | | | 10.59 | | | | | | 5.40 | | | | | | 0.78 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 1.43 | | | | | | 848 | | | | | | 66 | | |
12-31-13 | | | | | 10.55 | | | | | | 0.14• | | | | | | 0.82 | | | | | | 0.96 | | | | | | 0.29 | | | | | | 0.29 | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 10.93 | | | | | | 9.36 | | | | | | 0.79 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 1.26 | | | | | | 669 | | | | | | 85 | | |
Voya Solution 2020 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.23 | | | | | | 0.05• | | | | | | (0.12) | | | | | | (0.07) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.16 | | | | | | (0.53) | | | | | | 0.80 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 0.83 | | | | | | 15,354 | | | | | | 34 | | |
12-31-17 | | | | | 12.15 | | | | | | 0.20• | | | | | | 1.30 | | | | | | 1.50 | | | | | | 0.14 | | | | | | 0.28 | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 13.23 | | | | | | 12.43 | | | | | | 0.81 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.59 | | | | | | 14,590 | | | | | | 72 | | |
12-31-16 | | | | | 11.65 | | | | | | 0.18• | | | | | | 0.43 | | | | | | 0.61 | | | | | | 0.05 | | | | | | 0.06 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 12.15 | | | | | | 5.21 | | | | | | 0.86 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.53 | | | | | | 9,167 | | | | | | 84 | | |
12-31-15 | | | | | 12.87 | | | | | | 0.19• | | | | | | (0.05) | | | | | | 0.14 | | | | | | 0.57 | | | | | | 0.79 | | | | | | — | | | | | | 1.36 | | | | | | — | | | | | | 11.65 | | | | | | 0.88 | | | | | | 1.49 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.60 | | | | | | 2,853 | | | | | | 86 | | |
12-31-14 | | | | | 12.19 | | | | | | 0.20• | | | | | | 0.53 | | | | | | 0.73 | | | | | | 0.01 | | | | | | 0.04 | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 12.87 | | | | | | 5.97 | | | | | | 4.32 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.55 | | | | | | 631 | | | | | | 32 | | |
12-31-13 | | | | | 11.80 | | | | | | 0.11• | | | | | | 1.36 | | | | | | 1.47 | | | | | | 0.29 | | | | | | 0.80 | | | | | | — | | | | | | 1.09 | | | | | | 0.01 | | | | | | 12.19 | | | | | | 13.01(a) | | | | | | 89.79 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 0.87 | | | | | | 4 | | | | | | 68 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.51 | | | | | | 0.09• | | | | | | (0.14) | | | | | | (0.05) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.46 | | | | | | (0.37) | | | | | | 0.30 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 1.35 | | | | | | 7,719 | | | | | | 34 | | |
12-31-17 | | | | | 12.37 | | | | | | 0.26 | | | | | | 1.33 | | | | | | 1.59 | | | | | | 0.17 | | | | | | 0.28 | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 13.51 | | | | | | 13.01 | | | | | | 0.31 | | | | | | 0.11 | | | | | | 0.11 | | | | | | 2.00 | | | | | | 7,487 | | | | | | 72 | | |
12-31-16 | | | | | 11.81 | | | | | | 0.26• | | | | | | 0.42 | | | | | | 0.68 | | | | | | 0.06 | | | | | | 0.06 | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 12.37 | | | | | | 5.73 | | | | | | 0.36 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 2.13 | | | | | | 6,377 | | | | | | 84 | | |
12-31-15 | | | | | 13.04 | | | | | | 0.32• | | | | | | (0.11) | | | | | | 0.21 | | | | | | 0.65 | | | | | | 0.79 | | | | | | — | | | | | | 1.44 | | | | | | — | | | | | | 11.81 | | | | | | 1.38 | | | | | | 0.99 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 2.76 | | | | | | 2,157 | | | | | | 86 | | |
12-31-14 | | | | | 12.29 | | | | | | 0.19 | | | | | | 0.60 | | | | | | 0.79 | | | | | | — | | | | | | 0.04 | | | | | | — | | | | | | 0.04 | | | | | | — | | | | | | 13.04 | | | | | | 6.41 | | | | | | 3.82 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 1.52 | | | | | | 4 | | | | | | 32 | | |
12-31-13 | | | | | 11.85 | | | | | | 0.17 | | | | | | 1.40 | | | | | | 1.57 | | | | | | 0.34 | | | | | | 0.80 | | | | | | — | | | | | | 1.14 | | | | | | 0.01 | | | | | | 12.29 | | | | | | 13.85(a) | | | | | | 89.29 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 1.38 | | | | | | 4 | | | | | | 68 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.46 | | | | | | 0.07• | | | | | | (0.14) | | | | | | (0.07) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.39 | | | | | | (0.52) | | | | | | 0.55 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.09 | | | | | | 11,939 | | | | | | 34 | | |
12-31-17 | | | | | 12.33 | | | | | | 0.25• | | | | | | 1.31 | | | | | | 1.56 | | | | | | 0.15 | | | | | | 0.28 | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 13.46 | | | | | | 12.78 | | | | | | 0.56 | | | | | | 0.36 | | | | | | 0.36 | | | | | | 1.91 | | | | | | 10,565 | | | | | | 72 | | |
12-31-16 | | | | | 11.80 | | | | | | 0.20• | | | | | | 0.44 | | | | | | 0.64 | | | | | | 0.05 | | | | | | 0.06 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 12.33 | | | | | | 5.46 | | | | | | 0.61 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 1.65 | | | | | | 6,477 | | | | | | 84 | | |
12-31-15 | | | | | 13.01 | | | | | | 0.53• | | | | | | (0.34) | | | | | | 0.19 | | | | | | 0.61 | | | | | | 0.79 | | | | | | — | | | | | | 1.40 | | | | | | — | | | | | | 11.80 | | | | | | 1.23 | | | | | | 1.24 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 4.58 | | | | | | 4,145 | | | | | | 86 | | |
12-31-14 | | | | | 12.30 | | | | | | 0.16 | | | | | | 0.59 | | | | | | 0.75 | | | | | | — | | | | | | 0.04 | | | | | | — | | | | | | 0.04 | | | | | | — | | | | | | 13.01 | | | | | | 6.08 | | | | | | 4.07 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 1.27 | | | | | | 4 | | | | | | 32 | | |
12-31-13 | | | | | 11.81 | | | | | | 0.14 | | | | | | 1.39 | | | | | | 1.53 | | | | | | 0.25 | | | | | | 0.80 | | | | | | — | | | | | | 1.05 | | | | | | 0.01 | | | | | | 12.30 | | | | | | 13.47(a) | | | | | | 89.54 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 1.14 | | | | | | 4 | | | | | | 68 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.32 | | | | | | 0.06• | | | | | | (0.13) | | | | | | (0.07) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.25 | | | | | | (0.53) | | | | | | 0.70 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 0.93 | | | | | | 745 | | | | | | 34 | | |
12-31-17 | | | | | 12.22 | | | | | | 0.26• | | | | | | 1.26 | | | | | | 1.52 | | | | | | 0.14 | | | | | | 0.28 | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 13.32 | | | | | | 12.54 | | | | | | 0.71 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 2.05 | | | | | | 660 | | | | | | 72 | | |
12-31-16 | | | | | 11.70 | | | | | | 0.14• | | | | | | 0.48 | | | | | | 0.62 | | | | | | 0.04 | | | | | | 0.06 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 12.22 | | | | | | 5.33 | | | | | | 0.79 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 1.18 | | | | | | 148 | | | | | | 84 | | |
12-31-15 | | | | | 12.91 | | | | | | 0.36• | | | | | | (0.20) | | | | | | 0.16 | | | | | | 0.58 | | | | | | 0.79 | | | | | | — | | | | | | 1.37 | | | | | | — | | | | | | 11.70 | | | | | | 1.08 | | | | | | 1.49 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 3.08 | | | | | | 283 | | | | | | 86 | | |
12-31-14 | | | | | 12.23 | | | | | | 0.14 | | | | | | 0.58 | | | | | | 0.72 | | | | | | — | | | | | | 0.04 | | | | | | — | | | | | | 0.04 | | | | | | — | | | | | | 12.91 | | | | | | 5.87 | | | | | | 4.32 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 1.12 | | | | | | 4 | | | | | | 32 | | |
12-31-13 | | | | | 11.81 | | | | | | 0.12 | | | | | | 1.40 | | | | | | 1.52 | | | | | | 0.31 | | | | | | 0.80 | | | | | | — | | | | | | 1.11 | | | | | | 0.01 | | | | | | 12.23 | | | | | | 13.39(a) | | | | | | 89.79 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.97 | | | | | | 4 | | | | | | 68 | | |
| | | | | | | | | 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 2020 Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.24 | | | | | | 0.04• | | | | | | (0.13) | | | | | | (0.09) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.15 | | | | | | (0.68) | | | | | | 1.00 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 0.62 | | | | | | 12 | | | | | | 34 | | |
12-31-17 | | | | | 12.16 | | | | | | 0.18• | | | | | | 1.29 | | | | | | 1.47 | | | | | | 0.11 | | | | | | 0.28 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 13.24 | | | | | | 12.22 | | | | | | 1.01 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 1.42 | | | | | | 12 | | | | | | 72 | | |
12-31-16 | | | | | 11.64 | | | | | | 0.15• | | | | | | 0.43 | | | | | | 0.58 | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 12.16 | | | | | | 4.99 | | | | | | 1.08 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 1.29 | | | | | | 8 | | | | | | 84 | | |
12-31-15 | | | | | 12.87 | | | | | | 0.11• | | | | | | 0.01 | | | | | | 0.12 | | | | | | 0.56 | | | | | | 0.79 | | | | | | — | | | | | | 1.35 | | | | | | — | | | | | | 11.64 | | | | | | 0.72 | | | | | | 1.74 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.91 | | | | | | 4 | | | | | | 86 | | |
12-31-14 | | | | | 12.21 | | | | | | 0.10 | | | | | | 0.60 | | | | | | 0.70 | | | | | | — | | | | | | 0.04 | | | | | | — | | | | | | 0.04 | | | | | | — | | | | | | 12.87 | | | | | | 5.72 | | | | | | 4.57 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.81 | | | | | | 4 | | | | | | 32 | | |
12-31-13 | | | | | 11.77 | | | | | | 0.08 | | | | | | 1.42 | | | | | | 1.50 | | | | | | 0.27 | | | | | | 0.80 | | | | | | — | | | | | | 1.07 | | | | | | 0.01 | | | | | | 12.21 | | | | | | 13.28(a) | | | | | | 90.04 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.67 | | | | | | 4 | | | | | | 68 | | |
Voya Solution 2025 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 11.72 | | | | | | 0.04• | | | | | | (0.10) | | | | | | (0.06) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.66 | | | | | | (0.51) | | | | | | 0.74 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.60 | | | | | | 280,861 | | | | | | 23 | | |
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 | | |
12-31-15 | | | | | 12.83 | | | | | | 0.11• | | | | | | (0.09) | | | | | | 0.02 | | | | | | 0.37 | | | | | | 1.31 | | | | | | — | | | | | | 1.68 | | | | | | — | | | | | | 11.17 | | | | | | (0.26) | | | | | | 0.74 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 0.89 | | | | | | 357,443 | | | | | | 42 | | |
12-31-14 | | | | | 13.06 | | | | | | 0.12• | | | | | | 0.54 | | | | | | 0.66 | | | | | | 0.23 | | | | | | 0.66 | | | | | | — | | | | | | 0.89 | | | | | | — | | | | | | 12.83 | | | | | | 5.26 | | | | | | 0.74 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 0.94 | | | | | | 435,280 | | | | | | 46 | | |
12-31-13 | | | | | 11.48 | | | | | | 0.10• | | | | | | 1.73 | | | | | | 1.83 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 13.06 | | | | | | 16.05 | | | | | | 0.74 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 0.85 | | | | | | 500,390 | | | | | | 72 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.04 | | | | | | 0.07• | | | | | | (0.11) | | | | | | (0.04) | | | | | | — | | | | | | — | | | | | | — | ��� | | | | | — | | | | | | — | | | | | | 12.00 | | | | | | (0.33) | | | | | | 0.24 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 1.11 | | | | | | 241,994 | | | | | | 23 | | |
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 | | |
12-31-15 | | | | | 13.12 | | | | | | 0.18• | | | | | | (0.10) | | | | | | 0.08 | | | | | | 0.45 | | | | | | 1.31 | | | | | | — | | | | | | 1.76 | | | | | | — | | | | | | 11.44 | | | | | | 0.19 | | | | | | 0.24 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.44 | | | | | | 204,693 | | | | | | 42 | | |
12-31-14 | | | | | 13.34 | | | | | | 0.20• | | | | | | 0.55 | | | | | | 0.75 | | | | | | 0.31 | | | | | | 0.66 | | | | | | — | | | | | | 0.97 | | | | | | — | | | | | | 13.12 | | | | | | 5.82 | | | | | | 0.24 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 1.47 | | | | | | 197,457 | | | | | | 46 | | |
12-31-13 | | | | | 11.73 | | | | | | 0.17• | | | | | | 1.75 | | | | | | 1.92 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 13.34 | | | | | | 16.54 | | | | | | 0.24 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 1.39 | | | | | | 225,551 | | | | | | 72 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ��� | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 11.90 | | | | | | 0.05• | | | | | | (0.10) | | | | | | (0.05) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.85 | | | | | | (0.42) | | | | | | 0.49 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 0.85 | | | | | | 330,256 | | | | | | 23 | | |
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 | | |
12-31-15 | | | | | 13.00 | | | | | | 0.14• | | | | | | (0.10) | | | | | | 0.04 | | | | | | 0.41 | | | | | | 1.31 | | | | | | — | | | | | | 1.72 | | | | | | — | | | | | | 11.32 | | | | | | (0.09) | | | | | | 0.49 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.14 | | | | | | 418,555 | | | | | | 42 | | |
12-31-14 | | | | | 13.22 | | | | | | 0.16• | | | | | | 0.55 | | | | | | 0.71 | | | | | | 0.27 | | | | | | 0.66 | | | | | | — | | | | | | 0.93 | | | | | | — | | | | | | 13.00 | | | | | | 5.58 | | | | | | 0.49 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 1.21 | | | | | | 486,302 | | | | | | 46 | | |
12-31-13 | | | | | 11.62 | | | | | | 0.14• | | | | | | 1.74 | | | | | | 1.88 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 13.22 | | | | | | 16.33 | | | | | | 0.49 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.11 | | | | | | 530,013 | | | | | | 72 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 11.56 | | | | | | 0.04• | | | | | | (0.10) | | | | | | (0.06) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.50 | | | | | | (0.52) | | | | | | 0.64 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 0.71 | | | | | | 12,846 | | | | | | 23 | | |
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 | | |
12-31-15 | | | | | 12.70 | | | | | | 0.12• | | | | | | (0.10) | | | | | | 0.02 | | | | | | 0.38 | | | | | | 1.31 | | | | | | — | | | | | | 1.69 | | | | | | — | | | | | | 11.03 | | | | | | (0.23) | | | | | | 0.74 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 0.98 | | | | | | 27,673 | | | | | | 42 | | |
12-31-14 | | | | | 12.93 | | | | | | 0.13• | | | | | | 0.55 | | | | | | 0.68 | | | | | | 0.25 | | | | | | 0.66 | | | | | | — | | | | | | 0.91 | | | | | | — | | | | | | 12.70 | | | | | | 5.40 | | | | | | 0.74 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 1.03 | | | | | | 35,050 | | | | | | 46 | | |
12-31-13 | | | | | 11.38 | | | | | | 0.11• | | | | | | 1.70 | | | | | | 1.81 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 12.93 | | | | | | 16.08 | | | | | | 0.74 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 0.93 | | | | | | 41,255 | | | | | | 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 2025 Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.23 | | | | | | 0.03 | | | | | | (0.11) | | | | | | (0.08) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.15 | | ��� | | | | (0.65) | | | | | | 0.94 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.40 | | | | | | 781 | | | | | | 23 | | |
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 | | |
12-31-15 | | | | | 13.07 | | | | | | 0.09• | | | | | | (0.12) | | | | | | (0.03) | | | | | | 0.15 | | | | | | 1.31 | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 11.58 | | | | | | (0.56) | | | | | | 0.99 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.70 | | | | | | 837 | | | | | | 42 | | |
12-31-14 | | | | | 13.29 | | | | | | 0.06• | | | | | | 0.60 | | | | | | 0.66 | | | | | | 0.22 | | | | | | 0.66 | | | | | | — | | | | | | 0.88 | | | | | | — | | | | | | 13.07 | | | | | | 5.14 | | | | | | 0.99 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.45 | | | | | | 869 | | | | | | 46 | | |
12-31-13 | | | | | 11.68 | | | | | | 0.08• | | | | | | 1.75 | | | | | | 1.83 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 13.29 | | | | | | 15.75 | | | | | | 0.99 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 0.66 | | | | | | 2,992 | | | | | | 72 | | |
Voya Solution 2030 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 15.96 | | | | | | 0.03• | | | | | | (0.13) | | | | | | (0.10) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.86 | | | | | | (0.63) | | | | | | 0.80 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 0.43 | | | | | | 12,190 | | | | | | 51 | | |
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 | | |
12-31-15 | | | | | 13.94 | | | | | | 0.36• | | | | | | (0.31) | | | | | | 0.05 | | | | | | 0.19 | | | | | | 0.56 | | | | | | — | | | | | | 0.75 | | | | | | — | | | | | | 13.24 | | | | | | 0.18 | | | | | | 2.57 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 2.65 | | | | | | 1,569 | | | | | | 69 | | |
12-31-14 | | | | | 13.23 | | | | | | 0.14• | | | | | | 0.69 | | | | | | 0.83 | | | | | | 0.02 | | | | | | 0.10 | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 13.94 | | | | | | 6.30 | | | | | | 8.42 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.98 | | | | | | 157 | | | | | | 136 | | |
12-31-13 | | | | | 12.12 | | | | | | 0.11 | | | | | | 2.06 | | | | | | 2.17 | | | | | | 0.24 | | | | | | 0.84 | | | | | | — | | | | | | 1.08 | | | | | | 0.02 | | | | | | 13.23 | | | | | | 18.66(b) | | | | | | 85.63 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.86 | | | | | | 4 | | | | | | 73 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 16.36 | | | | | | 0.08• | | | | | | (0.15) | | | | | | (0.07) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.29 | | | | | | (0.43) | | | | | | 0.30 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 0.97 | | | | | | 8,274 | | | | | | 51 | | |
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 | | |
12-31-15 | | | | | 14.14 | | | | | | 0.39• | | | | | | (0.27) | | | | | | 0.12 | | | | | | 0.24 | | | | | | 0.56 | | | | | | — | | | | | | 0.80 | | | | | | — | | | | | | 13.46 | | | | | | 0.66 | | | | | | 2.07 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 2.90 | | ��� | | | | 861 | | | | | | 69 | | |
12-31-14 | | | | | 13.32 | | | | | | 0.20 | | | | | | 0.72 | | | | | | 0.92 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 14.14 | | | | | | 6.94 | | | | | | 7.92 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.50 | | | | | | 4 | | | | | | 136 | | |
12-31-13 | | | | | 12.17 | | | | | | 0.18 | | | | | | 2.08 | | | | | | 2.26 | | | | | | 0.29 | | | | | | 0.84 | | | | | | — | | | | | | 1.13 | | | | | | 0.02 | | | | | | 13.32 | | | | | | 19.38(b) | | | | | | 85.13 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 1.36 | | | | | | 4 | | | | | | 73 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 16.28 | | | | | | 0.06• | | | | | | (0.15) | | | | | | (0.09) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.19 | | | | | | (0.55) | | | | | | 0.55 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 0.72 | | | | | | 10,267 | | | | | | 51 | | |
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 | | �� |
12-31-15 | | | | | 14.07 | | | | | | 0.49• | | | | | | (0.39) | | | | | | 0.10 | | | | | | 0.17 | | | | | | 0.56 | | | | | | — | | | | | | 0.73 | | | | | | — | | | | | | 13.44 | | | | | | 0.52 | | | | | | 2.32 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 3.69 | | | | | | 1,454 | | | | | | 69 | | |
12-31-14 | | | | | 13.32 | | | | | | 0.17 | | | | | | 0.68 | | | | | | 0.85 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 14.07 | | | | | | 6.41 | | | | | | 8.17 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.25 | | | | | | 4 | | | | | | 136 | | |
12-31-13 | | | | | 12.13 | | | | | | 0.14 | | | | | | 2.06 | | | | | | 2.20 | | | | | | 0.19 | | | | | | 0.84 | | | | | | — | | | | | | 1.03 | | | | | | 0.02 | | | | | | 13.32 | | | | | | 18.92(b) | | | | | | 85.38 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 1.09 | | | | | | 4 | | | | | | 73 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 16.08 | | | | | | 0.04• | | | | | | (0.14) | | | | | | (0.10) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.98 | | | | | | (0.62) | | | | | | 0.70 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 0.53 | | | | | | 551 | | | | | | 51 | | |
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 | | |
12-31-15 | | | | | 13.96 | | | | | | 0.28• | | | | | | (0.22) | | | | | | 0.06 | | | | | | 0.16 | | | | | | 0.56 | | | | | | — | | | | | | 0.72 | | | | | | — | | | | | | 13.30 | | | | | | 0.23 | | | | | | 2.57 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 2.01 | | | | | | 41 | | | | | | 69 | | |
12-31-14 | | | | | 13.22 | | | | | | 0.15 | | | | | | 0.69 | | | | | | 0.84 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 13.96 | | | | | | 6.38 | | | | | | 8.42 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 1.10 | | | | | | 4 | | | | | | 136 | | |
12-31-13 | | | | | 12.13 | | | | | | 0.12 | | | | | | 2.04 | | | | | | 2.16 | | | | | | 0.25 | | | | | | 0.84 | | | | | | — | | | | | | 1.09 | | | | | | 0.02 | | | | | | 13.22 | | | | | | 18.57(b) | | | | | | 85.63 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 0.96 | | | | | | 4 | | | | | | 73 | | |
| | | | | | | | | 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 (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 16.02 | | | | | | 0.02• | | | | | | (0.14) | | | | | | (0.12) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.90 | | | | | | (0.75) | | | | | | 1.00 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.27 | | | | | | 19 | | | | | | 51 | | |
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 | | |
12-31-15 | | | | | 13.97 | | | | | | 0.13 | | | | | | (0.14) | | | | | | (0.01) | | | | | | 0.13 | | | | | | 0.56 | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 13.27 | | | | | | (0.26) | | | | | | 2.82 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.92 | | | | | | 4 | | | | | | 69 | | |
12-31-14 | | | | | 13.25 | | | �� | | | 0.11 | | | | | | 0.71 | | | | | | 0.82 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 13.97 | | | | | | 6.22 | | | | | | 8.67 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.80 | | | | | | 4 | | | | | | 136 | | |
12-31-13 | | | | | 12.09 | | | | | | 0.08 | | | | | | 2.11 | | | | | | 2.19 | | | | | | 0.21 | | | | | | 0.84 | | | | | | — | | | | | | 1.05 | | | | | | 0.02 | | | | | | 13.25 | | | | | | 18.89(b) | | | | | | 85.88 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.66 | | | | | | 4 | | | | | | 73 | | |
Voya Solution 2035 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.27 | | | | | | 0.03• | | | | | | (0.11) | | | | | | (0.08) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.19 | | | | | | (0.65) | | | | | | 0.74 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.52 | | | | | | 251,747 | | | | | | 26 | | |
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 | | |
12-31-15 | | | | | 13.22 | | | | | | 0.11• | | | | | | (0.13) | | | | | | (0.02) | | | | | | 0.38 | | | | | | 1.55 | | | | | | — | | | | | | 1.93 | | | | | | — | | | | | | 11.27 | | | | | | (0.77) | | | | | | 0.74 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.84 | | | | | | 303,218 | | | | | | 46 | | |
12-31-14 | | | | | 13.97 | | | | | | 0.12• | | | | | | 0.61 | | | | | | 0.73 | | | | | | 0.26 | | | | | | 1.22 | | | | | | — | | | | | | 1.48 | | | | | | — | | | | | | 13.22 | | | | | | 5.38 | | | | | | 0.75 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.84 | | | | | | 361,683 | | | | | | 59 | | |
12-31-13 | | | | | 11.82 | | | | | | 0.11• | | | | | | 2.25 | | | | | | 2.36 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 13.97 | | | | | | 20.09 | | | | | | 0.74 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 0.82 | | | | | | 425,221 | | | | | | 74 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.59 | | | | | | 0.07• | | | | | | (0.11) | | | | | | (0.04) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.55 | | | | | | (0.32) | | | | | | 0.24 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 1.04 | | | | | | 273,427 | | | | | | 26 | | |
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 | | |
12-31-15 | | | | | 13.51 | | | | | | 0.18• | | | | | | (0.14) | | | | | | 0.04 | | | | | | 0.46 | | | | | | 1.55 | | | | | | — | | | | | | 2.01 | | | | | | — | | | | | | 11.54 | | | | | | (0.30) | | | | | | 0.24 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 1.39 | | | | | | 218,051 | | | | | | 46 | | |
12-31-14 | | | | | 14.25 | | | | | | 0.20 | | | | | | 0.61 | | | | | | 0.81 | | | | | | 0.33 | | | | | | 1.22 | | | | | | — | | | | | | 1.55 | | | | | | — | | | | | | 13.51 | | | | | | 5.93 | | | | | | 0.25 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.40 | | | | | | 214,675 | | | | | | 59 | | |
12-31-13 | | | | | 12.05 | | | | | | 0.18• | | | | | | 2.30 | | | | | | 2.48 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 14.25 | | | | | | 20.72 | | | | | | 0.24 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 1.39 | | | | | | 208,709 | | | | | | 74 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.45 | | | | | | 0.05• | | | | | | (0.11) | | | | | | (0.06) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.39 | | | | | | (0.48) | | | | | | 0.49 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 0.77 | | | | | | 334,953 | | | | | | 26 | | |
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 | | |
12-31-15 | | | | | 13.39 | | | | | | 0.14• | | | | | | (0.13) | | | | | | 0.01 | | | | | | 0.42 | | | | | | 1.55 | | | | | | — | | | | | | 1.97 | | | | | | — | | | | | | 11.43 | | | | | | (0.48) | | | | | | 0.49 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 1.10 | | | | | | 383,233 | | | | | | 46 | | |
12-31-14 | | | | | 14.13 | | | | | | 0.16• | | | | | | 0.61 | | | | | | 0.77 | | | | | | 0.29 | | | | | | 1.22 | | | | | | — | | | | | | 1.51 | | | | | | — | | | | | | 13.39 | | | | | | 5.68 | | | | | | 0.50 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.14 | | | | | | 432,573 | | | | | | 59 | | |
12-31-13 | | | | | 11.96 | | | | | | 0.14• | | | | | | 2.28 | | | | | | 2.42 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 14.13 | | | | | | 20.35 | | | | | | 0.49 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 1.08 | | | | | | 485,103 | | | | | | 74 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.00 | | | | | | 0.04• | | | | | | (0.11) | | | | | | (0.07) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.93 | | | | | | (0.58) | | | | | | 0.64 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 0.67 | | | | | | 17,458 | | | | | | 26 | | |
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 | | |
12-31-15 | | | | | 13.01 | | | | | | 0.11• | | | | | | (0.11) | | | | | | 0.00* | | | | | | 0.39 | | | | | | 1.55 | | | | | | — | | | | | | 1.94 | | | | | | — | | | | | | 11.07 | | | | | | (0.62) | | | | | | 0.74 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 0.90 | | | | | | 22,289 | | | | | | 46 | | |
12-31-14 | | | | | 13.77 | | | | | | 0.13• | | | | | | 0.60 | | | | | | 0.73 | | | | | | 0.27 | | | | | | 1.22 | | | | | | — | | | | | | 1.49 | | | | | | — | | | | | | 13.01 | | | | | | 5.50 | | | | | | 0.75 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 0.95 | | | | | | 31,331 | | | | | | 59 | | |
12-31-13 | | | | | 11.66 | | | | | | 0.11• | | | | | | 2.22 | | | | | | 2.33 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 13.77 | | | | | | 20.17 | | | | | | 0.74 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.88 | | | | | | 34,588 | | | | | | 74 | | |
| | | | | | | | | 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 (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.79 | | | | | | 0.02• | | | | | | (0.11) | | | | | | (0.09) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.70 | | | | | | (0.70) | | | | | | 0.94 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.32 | | | | | | 690 | | | | | | 26 | | |
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 | | |
12-31-15 | | | | | 13.50 | | | | | | 0.09• | | | | | | (0.15) | | | | | | (0.06) | | | | | | 0.24 | | | | | | 1.55 | | | | | | — | | | | | | 1.79 | | | | | | — | | | | | | 11.65 | | | | | | (1.00) | | | | | | 0.99 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.69 | | | | | | 887 | | | | | | 46 | | |
12-31-14 | | | | | 14.22 | | | | | | 0.05• | | | | | | 0.67 | | | | | | 0.72 | | | | | | 0.22 | | | | | | 1.22 | | | | | | — | | | | | | 1.44 | | | | | | — | | | | | | 13.50 | | | | | | 5.26 | | | | | | 1.00 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.32 | | | | | | 864 | | | | | | 59 | | |
12-31-13 | | | | | 12.02 | | | | | | 0.06• | | | | | | 2.31 | | | | | | 2.37 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 14.22 | | | | | | 19.85 | | | | | | 0.99 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.48 | | | | | | 1,898 | | | | | | 74 | | |
Voya Solution 2040 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 17.11 | | | | | | 0.05• | | | | | | (0.16) | | | | | | (0.11) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.00 | | | | | | (0.64) | | | | | | 0.82 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.56 | | | | | | 9,133 | | | | | | 40 | | |
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 | | |
12-31-15 | | | | | 14.89 | | | | | | 0.25• | | | | | | (0.26) | | | | | | (0.01) | | | | | | 0.35 | | | | | | 0.69 | | | | | | — | | | | | | 1.04 | | | | | | — | | | | | | 13.84 | | | | | | (0.33) | | | | | | 2.07 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.72 | | | | | | 2,229 | | | | | | 108 | | |
12-31-14 | | | | | 14.04 | | | | | | 0.18• | | | | | | 0.73 | | | | | | 0.91 | | | | | | 0.01 | | | | | | 0.05 | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 14.89 | | | | | | 6.51 | | | | | | 3.66 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.23 | | | | | | 701 | | | | | | 80 | | |
12-31-13 | | | | | 12.45 | | | | | | 0.08 | | | | | | 2.58 | | | | | | 2.66 | | | | | | 0.21 | | | | | | 0.89 | | | | | | — | | | | | | 1.10 | | | | | | 0.03 | | | | | | 14.04 | | | | | | 22.31(c) | | | | | | 84.89 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.63 | | | | | | 4 | | | | | | 67 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 17.53 | | | | | | 0.09• | | | | | | (0.17) | | | | | | (0.08) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.45 | | | | | | (0.46) | | | | | | 0.32 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 1.07 | | | | | | 8,456 | | | | | | 40 | | |
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 | | |
12-31-15 | | | | | 15.08 | | | | | | 0.43• | | | | | | (0.36) | | | | | | 0.07 | | | | | | 0.39 | | | | | | 0.69 | | | | | | — | | | | | | 1.08 | | | | | | — | | | | | | 14.07 | | | | | | 0.22 | | | | | | 1.57 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 3.06 | | | | | | 487 | | | | | | 108 | | |
12-31-14 | | | | | 14.14 | | | | | | 0.17 | | | | | | 0.82 | | | | | | 0.99 | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 15.08 | | | | | | 7.04 | | | | | | 3.16 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 1.14 | | | | | | 5 | | | | | | 80 | | |
12-31-13 | | | | | 12.52 | | | | | | 0.15 | | | | | | 2.60 | | | | | | 2.75 | | | | | | 0.27 | | | | | | 0.89 | | | | | | — | | | | | | 1.16 | | | | | | 0.03 | | | | | | 14.14 | | | | | | 22.99(c) | | | | | | 84.39 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 1.11 | | | | | | 4 | | | | | | 67 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 17.40 | | | | | | 0.07• | | | | | | (0.16) | | | | | | (0.09) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.31 | | | | | | (0.52) | | | | | | 0.57 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 0.82 | | | | | | 7,669 | | | | | | 40 | | |
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 | | |
12-31-15 | | | | | 15.02 | | | | | | 0.49• | | | | | | (0.45) | | | | | | 0.04 | | | | | | 0.34 | | | | | | 0.69 | | | | | | — | | | | | | 1.03 | | | | | | — | | | | | | 14.03 | | | | | | 0.03 | | | | | | 1.82 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 3.50 | | | | | | 610 | | | | | | 108 | | |
12-31-14 | | | | | 14.15 | | | | | | 0.13 | | | | | | 0.79 | | | | | | 0.92 | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 15.02 | | | | | | 6.54 | | | | | | 3.41 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 0.90 | | | | | | 5 | | | | | | 80 | | |
12-31-13 | | | | | 12.48 | | | | | | 0.11 | | | | | | 2.59 | | | | | | 2.70 | | | | | | 0.17 | | | | | | 0.89 | | | | | | — | | | | | | 1.06 | | | | | | 0.03 | | | | | | 14.15 | | | | | | 22.57(c) | | | | | | 84.64 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 0.84 | | | | | | 4 | | | | | | 67 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 17.18 | | | | | | 0.06• | | | | | | (0.16) | | | | | | (0.10) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.08 | | | | | | (0.58) | | | | | | 0.72 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 0.67 | | | | | | 885 | | | | | | 40 | | |
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 | | |
12-31-15 | | | | | 14.93 | | | | | | 0.22• | | | | | | (0.23) | | | | | | (0.01) | | | | | | 0.33 | | | | | | 0.69 | | | | | | — | | | | | | 1.02 | | | | | | — | | | | | | 13.90 | | | | | | (0.33) | | | | | | 2.07 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 1.46 | | | | | | 9 | | | | | | 108 | | |
12-31-14 | | | | | 14.05 | | | | | | 0.11 | | | | | | 0.82 | | | | | | 0.93 | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 14.93 | | | | | | 6.66 | | | | | | 3.66 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 0.76 | | | | | | 5 | | | | | | 80 | | |
12-31-13 | | | | | 12.47 | | | | | | 0.10 | | | | | | 2.56 | | | | | | 2.66 | | | | | | 0.22 | | | | | | 0.89 | | | | | | — | | | | | | 1.11 | | | | | | 0.03 | | | | | | 14.05 | | | | | | 22.30(c) | | | | | | 84.89 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 0.71 | | | | | | 4 | | | | | | 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 2040 Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 17.08 | | | | | | 0.03• | | | | | | (0.16) | | | | | | (0.13) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.95 | | | | | | (0.76) | | | | | | 1.02 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.34 | | | | | | 22 | | | | | | 40 | | |
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 | | |
12-31-15 | | | | | 14.85 | | | | | | 0.10• | | | | | | (0.16) | | | | | | (0.06) | | | | | | 0.29 | | | | | | 0.69 | | | | | | — | | | | | | 0.98 | | | | | | — | | | | | | 13.81 | | | | | | (0.66) | | | | | | 2.32 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.67 | | | | | | 4 | | | | | | 108 | | |
12-31-14 | | | | | 14.01 | | | | | | 0.06 | | | | | | 0.83 | | | | | | 0.89 | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 14.85 | | | | | | 6.40 | | | | | | 3.91 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.45 | | | | | | 4 | | | | | | 80 | | |
12-31-13 | | | | | 12.43 | | | | | | 0.06 | | | | | | 2.56 | | | | | | 2.62 | | | | | | 0.18 | | | | | | 0.89 | | | | | | — | | | | | | 1.07 | | | | | | 0.03 | | | | | | 14.01 | | | | | | 22.06(c) | | | | | | 85.14 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.41 | | | | | | 4 | | | | | | 67 | | |
Voya Solution 2045 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.40 | | | | | | 0.03• | | | | | | (0.15) | | | | | | (0.12) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.28 | | | | | | (0.97) | | | | | | 0.75 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.44 | | | | | | 166,454 | | | | | | 29 | | |
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 | | |
12-31-15 | | | | | 13.60 | | | | | | 0.07• | | | | | | (0.11) | | | | | | (0.04) | | | | | | 0.38 | | | | | | 2.03 | | | | | | — | | | | | | 2.41 | | | | | | — | | | | | | 11.15 | | | | | | (1.15) | | | | | | 0.75 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 0.58 | | | | | | 197,360 | | | | | | 41 | | |
12-31-14 | | | | | 14.55 | | | | | | 0.08• | | | | | | 0.73 | | | | | | 0.81 | | | | | | 0.22 | | | | | | 1.54 | | | | | | — | | | | | | 1.76 | | | | | | — | | | | | | 13.60 | | | | | | 5.84 | | | | | | 0.74 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.55 | | | | | | 237,641 | | | | | | 58 | | |
12-31-13 | | | | | 11.98 | | | | | | 0.06• | | | | | | 2.69 | | | | | | 2.75 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 14.55 | | | | | | 23.09 | | | | | | 0.74 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 0.49 | | | | | | 266,469 | | | | | | 72 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.75 | | | | | | 0.06• | | | | | | (0.15) | | | | | | (0.09) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.66 | | | | | | (0.71) | | | | | | 0.25 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 0.97 | | | | | | 238,296 | | | | | | 29 | | |
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 | | |
12-31-15 | | | | | 13.90 | | | | | | 0.15• | | | | | | (0.12) | | | | | | 0.03 | | | | | | 0.46 | | | | | | 2.03 | | | | | | — | | | | | | 2.49 | | | | | | — | | | | | | 11.44 | | | | | | (0.59) | | | | | | 0.25 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 1.15 | | | | | | 169,325 | | | | | | 41 | | |
12-31-14 | | | | | 14.84 | | | | | | 0.15 | | | | | | 0.75 | | | | | | 0.90 | | | | | | 0.30 | | | | | | 1.54 | | | | | | — | | | | | | 1.84 | | | | | | — | | | | | | 13.90 | | | | | | 6.34 | | | | | | 0.24 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 1.04 | | | | | | 161,654 | | | | | | 58 | | |
12-31-13 | | | | | 12.21 | | | | | | 0.14• | | | | | | 2.74 | | | | | | 2.88 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 14.84 | | | | | | 23.74 | | | | | | 0.24 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 1.07 | | | | | | 158,048 | | | | | | 72 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.57 | | | | | | 0.04• | | | | | | (0.14) | | | | | | (0.10) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.47 | | | | | | (0.80) | | | | | | 0.50 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 0.70 | | | | | | 239,839 | | | | | | 29 | | |
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 | | |
12-31-15 | | | | | 13.76 | | | | | | 0.12 | | | | | | (0.14) | | | | | | (0.02) | | | | | | 0.42 | | | | | | 2.03 | | | | | | — | | | | | | 2.45 | | | | | | — | | | | | | 11.29 | | | | | | (0.95) | | | | | | 0.50 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 0.85 | | | | | | 270,222 | | | | | | 41 | | |
12-31-14 | | | | | 14.70 | | | | | | 0.12• | | | | | | 0.73 | | | | | | 0.85 | | | | | | 0.25 | | | | | | 1.54 | | | | | | — | | | | | | 1.79 | | | | | | — | | | | | | 13.76 | | | | | | 6.10 | | | | | | 0.49 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.83 | | | | | | 301,617 | | | | | | 58 | | |
12-31-13 | | | | | 12.10 | | | | | | 0.10• | | | | | | 2.72 | | | | | | 2.82 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 14.70 | | | | | | 23.45 | | | | | | 0.49 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 0.74 | | | | | | 350,686 | | | | | | 72 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.25 | | | | | | 0.04• | | | | | | (0.14) | | | | | | (0.10) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.15 | | | | | | (0.82) | | | | | | 0.65 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 0.58 | | | | | | 9,146 | | | | | | 29 | | |
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 | | |
12-31-15 | | | | | 13.49 | | | | | | 0.08• | | | | | | (0.11) | | | | | | (0.03) | | | | | | 0.39 | | | | | | 2.03 | | | | | | — | | | | | | 2.42 | | | | | | — | | | | | | 11.04 | | | | | | (1.07) | | | | | | 0.75 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 0.65 | | | | | | 13,402 | | | | | | 41 | | |
12-31-14 | | | | | 14.45 | | | | | | 0.09• | | | | | | 0.72 | | | | | | 0.81 | | | | | | 0.23 | | | | | | 1.54 | | | | | | — | | | | | | 1.77 | | | | | | — | | | | | | 13.49 | | | | | | 5.87 | | | | | | 0.74 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 0.67 | | | | | | 19,353 | | | | | | 58 | | |
12-31-13 | | | | | 11.89 | | | | | | 0.07• | | | | | | 2.68 | | | | | | 2.75 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 14.45 | | | | | | 23.26 | | | | | | 0.74 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.52 | | | | | | 19,968 | | | | | | 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 (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.77 | | | | | | 0.02• | | | | | | (0.15) | | | | | | (0.13) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.64 | | | | | | (1.02) | | | | | | 0.95 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.26 | | | | | | 517 | | | | | | 29 | | |
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 | | |
12-31-15 | | | | | 13.77 | | | | | | 0.06• | | | | | | (0.13) | | | | | | (0.07) | | | | | | 0.21 | | | | | | 2.03 | | | | | | — | | | | | | 2.24 | | | | | | — | | | | | | 11.46 | | | | | | (1.31) | | | | | | 1.00 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.44 | | | | | | 393 | | | | | | 41 | | |
12-31-14 | | | | | 14.73 | | | | | | (0.00)•* | | | | | | 0.78 | | | | | | 0.78 | | | | | | 0.20 | | | | | | 1.54 | | | | | | — | | | | | | 1.74 | | | | | | — | | | | | | 13.77 | | | | | | 5.53 | | | | | | 0.99 | | | | | | 0.88 | | | | | | 0.88 | | | | | | (0.00)* | | | | | | 376 | | | | | | 58 | | |
12-31-13 | | | | | 12.10 | | | | | | 0.04• | | | | | | 2.72 | | | | | | 2.76 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 14.73 | | | | | | 22.93 | | | | | | 0.99 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.27 | | | | | | 1,068 | | | | | | 72 | | |
Voya Solution 2050 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 17.33 | | | | | | 0.04• | | | | | | (0.22) | | | | | | (0.18) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.15 | | | | | | (1.04) | | | | | | 0.84 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.43 | | | | | | 8,217 | | | | | | 46 | | |
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 | | |
12-31-15 | | | | | 14.95 | | | | | | 0.18• | | | | | | (0.19) | | | | | | (0.01) | | | | | | 0.35 | | | | | | 0.73 | | | | | | — | | | | | | 1.08 | | | | | | — | | | | | | 13.86 | | | | | | (0.33) | | | | | | 3.24 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.22 | | | | | | 960 | | | | | | 67 | | |
12-31-14 | | | | | 14.16 | | | | | | 0.17• | | | | | | 0.74 | | | | | | 0.91 | | | | | | 0.01 | | | | | | 0.11 | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 14.95 | | | | | | 6.49 | | | | | | 6.49 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.15 | | | | | | 355 | | | | | | 51 | | |
12-31-13 | | | | | 12.44 | | | | | | 0.06 | | | | | | 2.70 | | | | | | 2.76 | | | | | | 0.19 | | | | | | 0.88 | | | | | | — | | | | | | 1.07 | | | | | | 0.03 | | | | | | 14.16 | | | | | | 23.18(d) | | | | | | 84.37 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.48 | | | | | | 4 | | | | | | 65 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ��� | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 17.81 | | | | | | 0.09• | | | | | | (0.23) | | | | | | (0.14) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.67 | | | | | | (0.79) | | | | | | 0.34 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 0.96 | | | | | | 7,111 | | | | | | 46 | | |
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 | | |
12-31-15 | | | | | 15.15 | | | | | | 0.53• | | | | | | (0.43) | | | | | | 0.10 | | | | | | 0.39 | | | | | | 0.73 | | | | | | — | | | | | | 1.12 | | | | | | — | | | | | | 14.13 | | | | | | 0.38 | | | | | | 2.74 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 3.80 | | | | | | 387 | | | | | | 67 | | |
12-31-14 | | | | | 14.26 | | | | | | 0.14 | | | | | | 0.86 | | | | | | 1.00 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 15.15 | | | | | | 7.04 | | | | | | 5.99 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 0.97 | | | | | | 5 | | | | | | 51 | | |
12-31-13 | | | | | 12.51 | | | | | | 0.13 | | | | | | 2.73 | | | | | | 2.86 | | | | | | 0.26 | | | | | | 0.88 | | | | | | — | | | | | | 1.14 | | | | | | 0.03 | | | | | | 14.26 | | | | | | 23.84(d) | | | | | | 84.87 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 0.98 | | | | | | 4 | | | | | | 65 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 17.65 | | | | | | 0.06• | | | | | | (0.22) | | | | | | (0.16) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.49 | | | | | | (0.91) | | | | | | 0.59 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 0.66 | | | | | | 5,082 | | | | | | 46 | | |
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 | | |
12-31-15 | | | | | 15.09 | | | | | | 0.38• | | | | | | (0.34) | | | | | | 0.04 | | | | | | 0.34 | | | | | | 0.73 | | | | | | — | | | | | | 1.07 | | | | | | — | | | | | | 14.06 | | | | | | 0.00 | | | | | | 2.99 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 2.70 | | | | | | 317 | | | | | | 67 | | |
12-31-14 | | | | | 14.25 | | | | | | 0.13 | | | | | | 0.82 | | | | | | 0.95 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 15.09 | | | | | | 6.69 | | | | | | 6.24 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.87 | | | | | | 5 | | | | | | 51 | | |
12-31-13 | | | | | 12.46 | | | | | | 0.09 | | | | | | 2.71 | | | | | | 2.80 | | | | | | 0.16 | | | | | | 0.88 | | | | | | — | | | | | | 1.04 | | | | | | 0.03 | | | | | | 14.25 | | | | | | 23.37(d) | | | | | | 84.12 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 0.66 | | | | | | 4 | | | | | | 65 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 17.43 | | | | | | 0.05• | | | | | | (0.22) | | | | | | (0.17) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.26 | | | | | | (0.98) | | | | | | 0.74 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 0.58 | | | | | | 427 | | | | | | 46 | | |
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 | | |
12-31-15 | | | | | 14.97 | | | | | | 0.13• | | | | | | (0.11) | | | | | | 0.02 | | | | | | 0.33 | | | | | | 0.73 | | | | | | — | | | | | | 1.06 | | | | | | — | | | | | | 13.93 | | | | | | (0.17) | | | | | | 3.24 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 0.89 | | | | | | 9 | | | | | | 67 | | |
12-31-14 | | | | | 14.15 | | | | | | 0.08 | | | | | | 0.85 | | | | | | 0.93 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 14.97 | | | | | | 6.59 | | | | | | 6.49 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 5 | | | | | | 51 | | |
12-31-13 | | | | | 12.45 | | | | | | 0.08 | | | | | | 2.68 | | | | | | 2.76 | | | | | | 0.21 | | | | | | 0.88 | | | | | | — | | | | | | 1.09 | | | | | | 0.03 | | | | | | 14.15 | | | | | | 23.09(d) | | | | | | 84.37 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 0.58 | | | | | | 4 | | | | | | 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 2050 Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 17.39 | | | | | | 0.02• | | | | | | (0.22) | | | | | | (0.20) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.19 | | | | | | (1.15) | | | | | | 1.04 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.28 | | | | | | 20 | | | | | | 46 | | |
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 | | |
12-31-15 | | | | | 14.95 | | | | | | 0.08 | | | | | | (0.13) | | | | | | (0.05) | | | | | | 0.29 | | | | | | 0.73 | | | | | | — | | | | | | 1.02 | | | | | | — | | | | | | 13.88 | | | | | | (0.60) | | | | | | 3.49 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.51 | | | | | | 4 | | | | | | 67 | | |
12-31-14 | | | | | 14.17 | | | | | | 0.04 | | | | | | 0.85 | | | | | | 0.89 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 14.95 | | | | | | 6.30 | | | | | | 6.74 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.28 | | | | | | 5 | | | | | | 51 | | |
12-31-13 | | | | | 12.42 | | | | | | 0.04 | | | | | | 2.73 | | | | | | 2.77 | | | | | | 0.17 | | | | | | 0.88 | | | | | | — | | | | | | 1.05 | | | | | | 0.03 | | | | | | 14.17 | | | | | | 23.28(d) | | | | | | 84.62 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.26 | | | | | | 4 | | | | | | 65 | | |
Voya Solution 2055 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 14.49 | | | | | | 0.03• | | | | | | (0.18) | | | | | | (0.15) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.34 | | | | | | (1.04) | | | | | | 0.76 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.37 | | | | | | 46,367 | | | | | | 34 | | |
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 | | |
12-31-15 | | | | | 14.27 | | | | | | 0.08• | | | | | | (0.17) | | | | | | (0.09) | | | | | | 0.32 | | | | | | 1.34 | | | | | | — | | | | | | 1.66 | | | | | | — | | | | | | 12.52 | | | | | | (1.15) | | | | | | 0.76 | | | | | | 0.70 | | | ��� | | | 0.70 | | | | | | 0.61 | | | | | | 41,770 | | | | | | 41 | | |
12-31-14 | | | | | 14.46 | | | | | | 0.09• | | | | | | 0.76 | | | | | | 0.85 | | | | | | 0.18 | | | | | | 0.86 | | | | | | — | | | | | | 1.04 | | | | | | — | | | | | | 14.27 | | | | | | 6.03 | | | | | | 0.77 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.60 | | | | | | 38,558 | | | | | | 72 | | |
12-31-13 | | | | | 12.05 | | | | | | 0.08• | | | | | | 2.69 | | | | | | 2.77 | | | | | | 0.14 | | | | | | 0.22 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 14.46 | | | | | | 23.19 | | | | | | 0.76 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 0.61 | | | | | | 34,195 | | | | | | 73 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 14.78 | | | | | | 0.07• | | | | | | (0.18) | | | | | | (0.11) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.67 | | | | | | (0.74) | | | | | | 0.26 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 0.91 | | | | | | 82,306 | | | | | | 34 | | |
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 | | |
12-31-15 | | | | | 14.49 | | | | | | 0.17• | | | | | | (0.19) | | | | | | (0.02) | | | | | | 0.39 | | | | | | 1.34 | | | | | | — | | | | | | 1.73 | | | | | | — | | | | | | 12.74 | | | | | | (0.67) | | | | | | 0.26 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 1.22 | | | | | | 36,692 | | | | | | 41 | | |
12-31-14 | | | | | 14.65 | | | | | | 0.17• | | | | | | 0.76 | | | | | | 0.93 | | | | | | 0.23 | | | | | | 0.86 | | | | | | — | | | | | | 1.09 | | | | | | — | | | | | | 14.49 | | | | | | 6.56 | | | | | | 0.27 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 1.15 | | | | | | 24,787 | | | | | | 72 | | |
12-31-13 | | | | | 12.17 | | | | | | 0.17• | | | | | | 2.71 | | | | | | 2.88 | | | | | | 0.18 | | | | | | 0.22 | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 14.65 | | | | | | 23.89 | | | | | | 0.26 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 1.24 | | | | | | 16,948 | | | | | | 73 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 14.62 | | | | | | 0.05• | | | | | | (0.18) | | | | | | (0.13) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.49 | | | | | | (0.89) | | | | | | 0.51 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 0.63 | | | | | | 53,194 | | | | | | 34 | | |
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 | | |
12-31-15 | | | | | 14.37 | | | | | | 0.12• | | | | | | (0.17) | | | | | | (0.05) | | | | | | 0.36 | | | | | | 1.34 | | | | | | — | | | | | | 1.70 | | | | | | — | | | | | | 12.62 | | | | | | (0.87) | | | | | | 0.51 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 0.86 | | | | | | 46,913 | | | | | | 41 | | |
12-31-14 | | | | | 14.55 | | | | | | 0.14• | | | | | | 0.74 | | | | | | 0.88 | | | | | | 0.20 | | | | | | 0.86 | | | | | | — | | | | | | 1.06 | | | | | | — | | | | | | 14.37 | | | | | | 6.25 | | | | | | 0.52 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.93 | | | | | | 43,206 | | | | | | 72 | | |
12-31-13 | | | | | 12.11 | | | | | | 0.12• | | | | | | 2.70 | | | | | | 2.82 | | | | | | 0.16 | | | | | | 0.22 | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 14.55 | | | | | | 23.52 | | | | | | 0.51 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 0.90 | | | | | | 37,658 | | | | | | 73 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 14.54 | | | | | | 0.04• | | | | | | (0.18) | | | | | | (0.14) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.40 | | | | | | (0.96) | | | | | | 0.66 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 0.50 | | | | | | 3,246 | | | | | | 34 | | |
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 | | |
12-31-15 | | | | | 14.31 | | | | | | 0.10 | | | | | | (0.17) | | | | | | (0.07) | | | | | | 0.34 | | | | | | 1.34 | | | | | | — | | | | | | 1.68 | | | | | | — | | | | | | 12.56 | | | | | | (1.04) | | | | | | 0.76 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.71 | | | | | | 3,014 | | | | | | 41 | | |
12-31-14 | | | | | 14.50 | | | | | | 0.11• | | | | | | 0.75 | | | | | | 0.86 | | | | | | 0.19 | | | | | | 0.86 | | | | | | — | | | | | | 1.05 | | | | | | — | | | | | | 14.31 | | | | | | 6.12 | | | | | | 0.77 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 0.78 | | | | | | 3,071 | | | | | | 72 | | |
12-31-13 | | | | | 12.07 | | | | | | 0.10• | | | | | | 2.69 | | | | | | 2.79 | | | | | | 0.14 | | | | | | 0.22 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 14.50 | | | | | | 23.36 | | | | | | 0.76 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.72 | | | | | | 2,250 | | | | | | 73 | | |
| | | | | | | | | 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 distri��butions | | | 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 (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 14.73 | | | | | | 0.01• | | | | | | (0.17) | | | | | | (0.16) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.57 | | | | | | (1.09) | | | | | | 0.96 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.17 | | | | | | 32 | | | | | | 34 | | |
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 | | |
12-31-15 | | �� | | | 14.25 | | | | | | 0.08• | | | | | | (0.21) | | | | | | (0.13) | | | | | | — | | | | | | 1.34 | | | | | | — | | | | | | 1.34 | | | | | | — | | | | | | 12.78 | | | | | | (1.36) | | | | | | 1.01 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.56 | | | | | | 9 | | | | | | 41 | | |
12-31-14 | | | | | 14.44 | | | | | | (0.06)• | | | | | | 0.90 | | | | | | 0.84 | | | | | | 0.17 | | | | | | 0.86 | | | | | | — | | | | | | 1.03 | | | | | | — | | | | | | 14.25 | | | | | | 6.00 | | | | | | 1.02 | | | | | | 0.88 | | | | | | 0.88 | | | | | | (0.40) | | | | | | 5 | | | | | | 72 | | |
12-31-13 | | | | | 12.06 | | | | | | 0.14• | | | | | | 2.61 | | | | | | 2.75 | | | | | | 0.15 | | | | | | 0.22 | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 14.44 | | | | | | 23.00 | | | | | | 1.01 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.02 | | | | | | 68 | | | | | | 73 | | |
Voya Solution 2060 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.39 | | | | | | 0.03• | | | | | | (0.15) | | | | | | (0.12) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.27 | | | | | | (0.97) | | | | | | 0.95 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.44 | | | | | | 4,433 | | | | | | 45 | | |
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 | | |
02-09-15(5) - 12-31-15 | | | | | 10.00 | | | | | | 0.25• | | | | | | (0.36) | | | | | | (0.11) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 9.89 | | | | | | (1.10) | | | | | | 19.06 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 2.85 | | | | | | 191 | | | | | | 78 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.53 | | | | | | 0.06• | | | | | | (0.16) | | | | | | (0.10) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.43 | | | | | | (0.80) | | | | | | 0.45 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 0.92 | | | | | | 2,384 | | | | | | 45 | | |
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 | | |
02-09-15(5) - 12-31-15 | | | | | 10.00 | | | | | | 0.27• | | | | | | (0.35) | | | | | | (0.08) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 9.92 | | | | | | (0.80) | | | | | | 18.56 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 3.11 | | | | | | 317 | | | | | | 78 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.40 | | | | | | 0.04• | | | | | | (0.15) | | | | | | (0.11) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.29 | | | | | | (0.89) | | | | | | 0.70 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 0.67 | | | | | | 3,506 | | | | | | 45 | | |
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 | | |
02-09-15(5) - 12-31-15 | | | | | 10.00 | | | | | | 0.27• | | | | | | (0.41) | | | | | | (0.14) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 9.86 | | | | | | (1.40) | | | | | | 18.81 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 3.06 | | | | | | 140 | | | | | | 78 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.40 | | | | | | 0.03• | | | | | | (0.15) | | | | | | (0.12) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.28 | | | | | | (0.97) | | | | | | 0.85 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 0.54 | | | | | | 234 | | | | | | 45 | | |
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 | | |
02-09-15(5) - 12-31-15 | | | | | 10.00 | | | | | | 0.24• | | | | | | (0.35) | | | | | | (0.11) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 9.89 | | | | | | (1.10) | | | | | | 19.06 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.66 | | | | | | 26 | | | | | | 78 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.33 | | | | | | 0.01 | | | | | | (0.15) | | | | | | (0.14) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.19 | | | | | | (1.14) | | | | | | 1.15 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.14 | | | | | | 4 | | | | | | 45 | | |
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 | | |
02-09-15(5) - 12-31-15 | | | | | 10.00 | | | | | | 0.05 | | | | | | (0.19) | | | | | | (0.14) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 9.86 | | | | | | (1.40) | | | | | | 19.31 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.58 | | | | | | 3 | | | | | | 78 | | |
| | | Purchased | | | Sold | | ||||||
Solution Balanced | | | | $ | 1,773,863 | | | | | $ | 1,896,300 | | |
Solution Income | | | | | 8,624,038 | | | | | | 8,625,795 | | |
Solution Moderately Aggressive | | | | | 15,659,069 | | | | | | 15,820,498 | | |
Solution Moderately Conservative | | | | | 967,562 | | | | | | 881,250 | | |
Solution 2025 | | | | | 17,232,349 | | | | | | 17,286,255 | | |
Solution 2035 | | | | | 20,820,227 | | | | | | 20,926,030 | | |
Solution 2045 | | | | | 14,938,176 | | | | | | 15,058,855 | | |
Solution 2055 | | | | | 4,011,727 | | | | | | 4,080,093 | | |
| | | Purchases | | | Sales | | ||||||
Solution Aggressive | | | | $ | 7,869,727 | | | | | $ | 6,342,911 | | |
Solution Balanced | | | | | 16,867,538 | | | | | | 23,424,842 | | |
Solution Conservative | | | | | 4,334,662 | | | | | | 5,006,416 | | |
Solution Income | | | | | 57,269,817 | | | | | | 89,070,415 | | |
Solution Moderately Aggressive | | | | | 180,215,338 | | | | | | 230,291,389 | | |
Solution Moderately Conservative | | | | | 7,084,147 | | | | | | 7,687,515 | | |
Solution 2020 | | | | | 14,891,024 | | | | | | 12,157,190 | | |
Solution 2025 | | | | | 207,369,334 | | | | | | 254,248,397 | | |
Solution 2030 | | | | | 16,940,193 | | | | | | 16,647,282 | | |
Solution 2035 | | | | | 242,368,519 | | | | | | 287,709,719 | | |
Solution 2040 | | | | | 12,827,110 | | | | | | 10,289,412 | | |
Solution 2045 | | | | | 197,163,663 | | | | | | 228,777,021 | | |
Solution 2050 | | | | | 13,074,075 | | | | | | 9,311,169 | | |
Solution 2055 | | | | | 69,085,138 | | | | | | 64,311,911 | | |
Solution 2060 | | | | | 6,799,873 | | | | | | 4,459,908 | | |
Subsidiary | | | Portfolio | | | Percentage | | |||
Voya Institutional Trust Company | | | Solution Aggressive | | | | | 5.15% | | |
| | | Solution Balanced | | | | | 8.14 | | |
| | | Solution Income | | | | | 40.17 | | |
| | | Solution 2020 | | | | | 17.71 | | |
| | | Solution 2025 | | | | | 37.75 | | |
| | | Solution 2030 | | | | | 19.72 | | |
| | | Solution 2035 | | | | | 36.62 | | |
| | | Solution 2040 | | | | | 14.44 | | |
| | | Solution 2045 | | | | | 36.16 | | |
| | | Solution 2050 | | | | | 15.54 | | |
| | | Solution 2055 | | | | | 40.29 | | |
| | | Solution 2060 | | | | | 12.39 | | |
Voya Insurance and Annuity Company | | | Solution Moderately Aggressive | | | | | 90.96 | | |
Voya Retirement Insurance and Annuity Company | | | Solution Aggressive | | | | | 94.79 | | |
| | | Solution Balanced | | | | | 91.85 | | |
| | | Solution Conservative | | | | | 95.27 | | |
| | | Solution Income | | | | | 54.42 | | |
| | | Solution Moderately Conservative | | | | | 99.75 | | |
| | | Solution 2020 | | | | | 82.28 | | |
| | | Solution 2025 | | | | | 59.36 | | |
| | | Solution 2030 | | | | | 80.06 | | |
| | | Solution 2035 | | | | | 61.37 | | |
| | | Solution 2040 | | | | | 85.54 | | |
| | | Solution 2045 | | | | | 62.18 | | |
| | | Solution 2050 | | | | | 84.44 | | |
| | | Solution 2055 | | | | | 59.65 | | |
| | | Solution 2060 | | | | | 87.58 | | |
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 2020 | | | | | 1.22% | | | | | | 0.72% | | | | | | N/A | | | | | | 0.97% | | | | | | 1.12% | | | | | | 1.42% | | |
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% | | |
| | | June 30, | | | ||||||||||||||||||||
| | | 2019 | | | 2020 | | | 2021 | | | Total | | ||||||||||||
Solution Aggressive | | | | $ | 13,587 | | | | | $ | 27,231 | | | | | $ | 30,278 | | | | | $ | 71,096 | | |
Solution Balanced | | | | | 66,004 | | | | | | 64,135 | | | | | | 67,622 | | | | | | 197,761 | | |
Solution Conservative | | | | | 34,948 | | | | | | 38,455 | | | | | | 40,088 | | | | | | 113,491 | | |
Solution Income | | | | | 550,313 | | | | | | 678,943 | | | | | | 604,411 | | | | | | 1,833,667 | | |
Solution Moderately Aggressive | | | | | 287,331 | | | | | | 305,266 | | | | | | 302,860 | | | | | | 895,457 | | |
Solution Moderately Conservative | | | | | 53,631 | | | | | | 63,019 | | | | | | 52,961 | | | | | | 169,611 | | |
Solution 2020 | | | | | 23,352 | | | | | | 46,693 | | | | | | 63,061 | | | | | | 133,106 | | |
Solution 2025 | | | | | 936,710 | | | | | | 884,246 | | | | | | 641,378 | | | | | | 2,462,334 | | |
Solution 2030 | | | | | 19,161 | | | | | | 35,290 | | | | | | 48,846 | | | | | | 103,297 | | |
Solution 2035 | | | | | 750,730 | | | | | | 770,232 | | | | | | 715,717 | | | | | | 2,236,679 | | |
Solution 2040 | | | | | 20,590 | | | | | | 35,719 | | | | | | 47,317 | | | | | | 103,626 | | |
Solution 2045 | | | | | 348,768 | | | | | | 510,904 | | | | | | 499,249 | | | | | | 1,358,921 | | |
Solution 2050 | | | | | 19,144 | | | | | | 29,633 | | | | | | 36,683 | | | | | | 85,460 | | |
Solution 2055 | | | | | 79,138 | | | | | | 120,365 | | | | | | 174,209 | | | | | | 373,712 | | |
Solution 2060 | | | | | 29,698 | | | | | | 23,519 | | | | | | 26,368 | | | | | | 79,585 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Solution Moderately Aggressive | | | | | 8 | | | | | $ | 733,000 | | | | | | 2.42% | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Solution 2025 | | | | | 8 | | | | | | 921,375 | | | | | | 2.42 | | |
Solution 2035 | | | | | 8 | | | | | | 963,500 | | | | | | 2.42 | | |
Solution 2045 | | | | | 8 | | | | | | 710,625 | | | | | | 2.42 | | |
| | | 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 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 47,620 | | | | | | — | | | | | | — | | | | | | (51,838) | | | | | | (4,218) | | | | | | 659,865 | | | | | | — | | | | | | — | | | | | | (698,731) | | | | | | (38,866) | | |
12/31/2017 | | | | | 70,549 | | | | | | — | | | | | | 3,927 | | | | | | (41,100) | | | | | | 33,376 | | | | | | 882,139 | | | | | | — | | | | | | 49,395 | | | | | | (501,964) | | | | | | 429,570 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 7,042 | | | | | | — | | | | | | — | | | | | | (5,949) | | | | | | 1,093 | | | | | | 99,126 | | | | | | — | | | | | | — | | | | | | (82,998) | | | | | | 16,128 | | |
12/31/2017 | | | | | 36,932 | | | | | | — | | | | | | 555 | | | | | | (27,707) | | | | | | 9,780 | | | | | | 493,068 | | | | | | — | | | | | | 7,113 | | | | | | (375,556) | | | | | | 124,625 | | |
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 146,974 | | | | | | — | | | | | | — | | | | | | (60,796) | | | | | | 86,178 | | | | | | 2,061,007 | | | | | | — | | | | | | — | | | | | | (856,453) | | | | | | 1,204,554 | | |
12/31/2017 | | | | | 311,284 | | | | | | — | | | | | | 5,395 | | | | | | (11,459) | | | | | | 305,220 | | | | | | 3,996,774 | | | | | | — | | | | | | 69,168 | | | | | | (144,648) | | | | | | 3,921,294 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 31,793 | | | | | | — | | | | | | — | | | | | | (20,206) | | | | | | 11,587 | | | | | | 441,303 | | | | | | — | | | | | | — | | | | | | (281,720) | | | | | | 159,583 | | |
12/31/2017 | | | | | 113,053 | | | | | | — | | | | | | 6,345 | | | | | | (151,055) | | | | | | (31,657) | | | | | | 1,396,502 | | | | | | — | | | | | | 80,515 | | | | | | (1,894,241) | | | | | | (417,224) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 12,226 | | | | | | — | | | | | | — | | | | | | (2,445) | | | | | | 9,781 | | | | | | 166,632 | | | | | | — | | | | | | — | | | | | | (33,294) | | | | | | 133,338 | | |
12/31/2017 | | | | | 20,260 | | | | | | — | | | | | | 848 | | | | | | (8,046) | | | | | | 13,062 | | | | | | 251,352 | | | | | | — | | | | | | 10,637 | | | | | | (98,628) | | | | | | 163,361 | | |
Solution Balanced | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 78,035 | | | | | | — | | | | | | — | | | | | | (424,982) | | | | | | (346,947) | | | | | | 788,290 | | | | | | — | | | | | | — | | | | | | (4,255,008) | | | | | | (3,466,718) | | |
12/31/2017 | | | | | 213,164 | | | | | | — | | | | | | 54,656 | | | | | | (391,211) | | | | | | (123,391) | | | | | | 2,056,748 | | | | | | — | | | | | | 523,604 | | | | | | (3,737,707) | | | | | | (1,157,355) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 29,790 | | | | | | — | | | | | | — | | | | | | (82,671) | | | | | | (52,881) | | | | | | 310,858 | | | | | | — | | | | | | — | | | | | | (868,523) | | | | | | (557,665) | | |
12/31/2017 | | | | | 260,084 | | | | | | — | | | | | | 14,621 | | | | | | (49,453) | | | | | | 225,252 | | | | | | 2,625,214 | | | | | | — | | | | | | 145,042 | | | | | | (501,667) | | | | | | 2,268,589 | | |
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 291,545 | | | | | | — | | | | | | — | | | | | | (256,121) | | | | | | 35,424 | | | | | | 3,058,295 | | | | | | — | | | | | | — | | | | | | (2,691,895) | | | | | | 366,400 | | |
12/31/2017 | | | | | 1,048,618 | | | | | | — | | | | | | 28,266 | | | | | | (76,203) | | | | | | 1,000,681 | | | | | | 10,487,577 | | | | | | — | | | | | | 280,397 | | | | | | (769,000) | | | | | | 9,998,974 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 97,855 | | | | | | — | | | | | | — | | | | | | (306,682) | | | | | | (208,827) | | | | | | 1,006,731 | | | | | | — | | | | | | — | | | | | | (3,171,725) | | | | | | (2,164,994) | | |
12/31/2017 | | | | | 283,709 | | | | | | — | | | | | | 76,350 | | | | | | (777,289) | | | | | | (417,230) | | | | | | 2,761,287 | | | | | | — | | | | | | 740,591 | | | | | | (7,515,852) | | | | | | (4,013,974) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 11,129 | | | | | | — | | | | | | — | | | | | | (111,869) | | | | | | (100,740) | | | | | | 113,547 | | | | | | — | | | | | | — | | | | | | (1,138,107) | | | | | | (1,024,560) | | |
12/31/2017 | | | | | 49,066 | | | | | | — | | | | | | 5,946 | | | | | | (39,912) | | | | | | 15,100 | | | | | | 477,698 | | | | | | — | | | | | | 57,444 | | | | | | (383,576) | | | | | | 151,566 | | |
Solution Conservative | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 91,366 | | | | | | — | | | | | | — | | | | | | (127,957) | | | | | | (36,591) | | | | | | 1,008,858 | | | | | | — | | | | | | — | | | | | | (1,409,278) | | | | | | (400,420) | | |
12/31/2017 | | | | | 131,986 | | | | | | — | | | | | | 20,445 | | | | | | (189,309) | | | | | | (36,878) | | | | | | 1,436,079 | | | | | | — | | | | | | 221,013 | | | | | | (2,049,592) | | | | | | (392,500) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 2,869 | | | | | | — | | | | | | — | | | | | | (428) | | | | | | 2,441 | | | | | | 32,064 | | | | | | — | | | | | | — | | | | | | (4,797) | | | | | | 27,267 | | |
12/31/2017 | | | | | 12,492 | | | | | | — | | | | | | 217 | | | | | | (14,794) | | | | | | (2,085) | | | | | | 138,943 | | | | | | — | | | | | | 2,371 | | | | | | (164,720) | | | | | | (23,406) | | |
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 64,118 | | | | | | — | | | | | | — | | | | | | (40,661) | | | | | | 23,457 | | | | | | 715,472 | | | | | | — | | | | | | — | | | | | | (455,823) | | | | | | 259,649 | | |
12/31/2017 | | | | | 243,826 | | | | | | — | | | | | | 5,991 | | | | | | (9,826) | | | | | | 239,991 | | | | | | 2,691,034 | | | | | | — | | | | | | 65,547 | | | | | | (108,214) | | | | | | 2,648,367 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 36,183 | | | | | | — | | | | | | — | | | | | | (80,067) | | | | | | (43,884) | | | | | | 401,553 | | | | | | — | | | | | | — | | | | | | (892,348) | | | | | | (490,795) | | |
12/31/2017 | | | | | 74,983 | | | | | | — | | | | | | 12,234 | | | | | | (337,198) | | | | | | (249,981) | | | | | | 817,743 | | | | | | — | | | | | | 132,986 | | | | | | (3,689,749) | | | | | | (2,739,020) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 6,173 | | | | | | — | | | | | | — | | | | | | (24,529) | | | | | | (18,356) | | | | | | 67,803 | | | | | | — | | | | | | — | | | | | | (269,303) | | | | | | (201,500) | | |
12/31/2017 | | | | | 20,239 | | | | | | — | | | | | | 1,573 | | | | | | (12,058) | | | | | | 9,754 | | | | | | 219,057 | | | | | | — | | | | | | 16,974 | | | | | | (131,456) | | | | | | 104,575 | | |
| | | 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 Income | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 353,685 | | | | | | — | | | | | | — | | | | | | (1,417,318) | | | | | | (1,063,633) | | | | | | 4,172,733 | | | | | | — | | | | | | — | | | | | | (16,761,544) | | | | | | (12,588,811) | | |
12/31/2017 | | | | | 684,874 | | | | | | — | | | | | | 378,493 | | | | | | (4,082,575) | | | | | | (3,019,208) | | | | | | 7,890,664 | | | | | | — | | | | | | 4,352,673 | | | | | | (46,973,035) | | | | | | (34,729,698) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 505,835 | | | | | | — | | | | | | — | | | | | | (737,602) | | | | | | (231,767) | | | | | | 6,132,250 | | | | | | — | | | | | | — | | | | | | (8,937,207) | | | | | | (2,804,957) | | |
12/31/2017 | | | | | 972,564 | | | | | | — | | | | | | 210,030 | | | | | | (1,344,676) | | | | | | (162,082) | | | | | | 11,483,747 | | | | | | — | | | | | | 2,469,954 | | | | | | (15,929,389) | | | | | | (1,975,688) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 332,222 | | | | | | — | | | | | | — | | | | | | (1,733,298) | | | | | | (1,401,076) | | | | | | 3,974,321 | | | | | | — | | | | | | — | | | | | | (20,801,852) | | | | | | (16,827,531) | | |
12/31/2017 | | | | | 476,825 | | | | | | — | | | | | | 361,452 | | | | | | (4,456,256) | | | | | | (3,617,979) | | | | | | 5,587,254 | | | | | | — | | | | | | 4,218,149 | | | | | | (52,216,060) | | | | | | (42,410,657) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 22,638 | | | | | | — | | | | | | — | | | | | | (222,719) | | | | | | (200,081) | | | | | | 264,910 | | | | | | — | | | | | | — | | | | | | (2,593,442) | | | | | | (2,328,532) | | |
12/31/2017 | | | | | 84,331 | | | | | | — | | | | | | 21,371 | | | | | | (353,977) | | | | | | (248,275) | | | | | | 964,888 | | | | | | — | | | | | | 243,203 | | | | | | (4,044,357) | | | | | | (2,836,266) | | |
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 178 | | | | | | — | | | | | | — | | | | | | (342) | | | | | | (164) | | | | | | 2,234 | | | | | | — | | | | | | — | | | | | | (4,273) | | | | | | (2,039) | | |
12/31/2017 | | | | | 654 | | | | | | — | | | | | | 229 | | | | | | (734) | | | | | | 149 | | | | | | 8,060 | | | | | | — | | | | | | 2,808 | | | | | | (8,974) | | | | | | 1,894 | | |
Solution Moderately Aggressive | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 150,804 | | | | | | — | | | | | | — | | | | | | (381,837) | | | | | | (231,033) | | | | | | 2,045,997 | | | | | | — | | | | | | — | | | | | | (5,108,908) | | | | | | (3,062,911) | | |
12/31/2017 | | | | | 291,030 | | | | | | — | | | | | | 47,573 | | | | | | (408,252) | | | | | | (69,649) | | | | | | 3,643,839 | | | | | | — | | | | | | 597,996 | | | | | | (5,109,635) | | | | | | (867,800) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 28,020 | | | | | | — | | | | | | — | | | | | | (165,249) | | | | | | (137,229) | | | | | | 384,659 | | | | | | — | | | | | | — | | | | | | (2,272,334) | | | | | | (1,887,675) | | |
12/31/2017 | | | | | 121,084 | | | | | | — | | | | | | 10,952 | | | | | | (53,924) | | | | | | 78,112 | | | | | | 1,581,007 | | | | | | — | | | | | | 140,076 | | | | | | (711,450) | | | | | | 1,009,633 | | |
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 214,603 | | | | | | — | | | | | | — | | | | | | (61,150) | | | | | | 153,453 | | | | | | 2,948,302 | | | | | | — | | | | | | — | | | | | | (845,864) | | | | | | 2,102,438 | | |
12/31/2017 | | | | | 524,385 | | | | | | — | | | | | | 9,690 | | | | | | (40,049) | | | | | | 494,026 | | | | | | 6,672,950 | | | | | | — | | | | | | 123,843 | | | | | | (511,598) | | | | | | 6,285,195 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 65,635 | | | | | | — | | | | | | — | | | | | | (3,639,101) | | | | | | (3,573,466) | | | | | | 891,816 | | | | | | — | | | | | | — | | | | | | (49,447,394) | | | | | | (48,555,578) | | |
12/31/2017 | | | | | 426,945 | | | | | | — | | | | | | 1,318,779 | | | | | | (8,595,557) | | | | | | (6,849,833) | | | | | | 5,365,781 | | | | | | — | | | | | | 16,695,746 | | | | | | (108,801,058) | | | | | | (86,739,531) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 7,493 | | | | | | — | | | | | | — | | | | | | (70,003) | | | | | | (62,510) | | | | | | 101,593 | | | | | | — | | | | | | — | | | | | | (943,456) | | | | | | (841,863) | | |
12/31/2017 | | | | | 32,201 | | | | | | — | | | | | | 3,032 | | | | | | (6,133) | | | | | | 29,100 | | | | | | 405,490 | | | | | | — | | | | | | 38,327 | | | | | | (78,795) | | | | | | 365,022 | | |
Solution Moderately Conservative | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 84,029 | | | | | | — | | | | | | — | | | | | | (96,074) | | | | | | (12,045) | | | | | | 837,962 | | | | | | — | | | | | | — | | | | | | (960,665) | | | | | | (122,703) | | |
12/31/2017 | | | | | 162,327 | | | | | | — | | | | | | 20,316 | | | | | | (528,478) | | | | | | (345,835) | | | | | | 1,566,854 | | | | | | — | | | | | | 196,049 | | | | | | (5,031,935) | | | | | | (3,269,032) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 211 | | | | | | — | | | | | | — | | | | | | (1) | | | | | | 210 | | | | | | 2,206 | | | | | | — | | | | | | — | | | | | | (4) | | | | | | 2,202 | | |
12/31/2017 | | | | | 2,567 | | | | | | — | | | | | | 63 | | | | | | (3,474) | | | | | | (844) | | | | | | 26,570 | | | | | | — | | | | | | 636 | | | | | | (35,731) | | | | | | (8,525) | | |
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 145,833 | | | | | | — | | | | | | — | | | | | | (44,387) | | | | | | 101,446 | | | | | | 1,521,787 | | | | | | — | | | | | | — | | | | | | (465,459) | | | | | | 1,056,328 | | |
12/31/2017 | | | | | 182,228 | | | | | | — | | | | | | 3,035 | | | | | | (7,090) | | | | | | 178,173 | | | | | | 1,833,857 | | | | | | — | | | | | | 30,444 | | | | | | (71,677) | | | | | | 1,792,624 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 73,188 | | | | | | — | | | | | | — | | | | | | (237,082) | | | | | | (163,894) | | | | | | 743,630 | | | | | | — | | | | | | — | | | | | | (2,433,023) | | | | | | (1,689,393) | | |
12/31/2017 | | | | | 244,517 | | | | | | — | | | | | | 45,328 | | | | | | (821,170) | | | | | | (531,325) | | | | | | 2,407,463 | | | | | | — | | | | | | 445,570 | | | | | | (8,121,600) | | | | | | (5,268,567) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 4,923 | | | | | | — | | | | | | — | | | | | | (10,782) | | | | | | (5,859) | | | | | | 49,551 | | | | | | — | | | | | | — | | | | | | (108,182) | | | | | | (58,631) | | |
12/31/2017 | | | | | 18,817 | | | | | | — | | | | | | 2,089 | | | | | | (10,029) | | | | | | 10,877 | | | | | | 183,628 | | | | | | — | | | | | | 20,307 | | | | | | (99,579) | | | | | | 104,356 | | |
Solution 2020 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 296,146 | | | | | | — | | | | | | — | | | | | | (231,473) | | | | | | 64,673 | | | | | | 3,929,806 | | | | | | — | | | | | | — | | | | | | (3,073,038) | | | | | | 856,768 | | |
12/31/2017 | | | | | 639,343 | | | | | | — | | | | | | 31,214 | | | | | | (322,318) | | | | | | 348,239 | | | | | | 8,161,610 | | | | | | — | | | | | | 396,415 | | | | | | (4,125,782) | | | | | | 4,432,243 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 195,892 | | | | | | — | | | | | | — | | | | | | (176,738) | | | | | | 19,154 | | | | | | 2,633,426 | | | | | | — | | | | | | — | | | | | | (2,407,514) | | | | | | 225,912 | | |
12/31/2017 | | | | | 259,146 | | | | | | — | | | | | | 19,564 | | | | | | (239,902) | | | | | | 38,808 | | | | | | 3,330,586 | | | | | | — | | | | | | 253,164 | | | | | | (3,128,692) | | | | | | 455,058 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 234,805 | | | | | | — | | | | | | — | | | | | | (128,495) | | | | | | 106,310 | | | | | | 3,159,834 | | | | | | — | | | | | | — | | | | | | (1,733,949) | | | | | | 1,425,885 | | |
12/31/2017 | | | | | 432,943 | | | | | | — | | | | | | 19,263 | | | | | | (192,256) | | | | | | 259,950 | | | | | | 5,637,344 | | | | | | — | | | | | | 248,497 | | | | | | (2,485,606) | | | | | | 3,400,235 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 22,015 | | | | | | — | | | | | | — | | | | | | (15,385) | | | | | | 6,630 | | | | | | 296,070 | | | | | | — | | | | | | — | | | | | | (203,069) | | | | | | 93,001 | | |
12/31/2017 | | | | | 50,917 | | | | | | — | | | | | | 646 | | | | | | (14,084) | | | | | | 37,479 | | | | | | 660,922 | | | | | | — | | | | | | 8,255 | | | | | | (183,206) | | | | | | 485,971 | | |
| | | 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 2020 (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 30 | | | | | | — | | | | | | — | | | | | | (2) | | | | | | 28 | | | | | | 390 | | | | | | — | | | | | | — | | | | | | (29) | | | | | | 361 | | |
12/31/2017 | | | | | 215 | | | | | | — | | | | | | 13 | | | | | | (5) | | | | | | 223 | | | | | | 2,776 | | | | | | — | | | | | | 160 | | | | | | (60) | | | | | | 2,876 | | |
Solution 2025 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 949,761 | | | | | | — | | | | | | — | | | | | | (2,486,101) | | | | | | (1,536,340) | | | | | | 11,227,419 | | | | | | — | | | | | | — | | | | | | (29,289,341) | | | | | | (18,061,922) | | |
12/31/2017 | | | | | 1,776,381 | | | | | | — | | | | | | 1,189,175 | | | | | | (5,727,557) | | | | | | (2,762,001) | | | | | | 19,975,178 | | | | | | — | | | | | | 13,271,197 | | | | | | (64,495,016) | | | | | | (31,248,641) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 1,875,954 | | | | | | — | | | | | | — | | | | | | (1,900,374) | | | | | | (24,420) | | | | | | 22,829,952 | | | | | | — | | | | | | — | | | | | | (23,083,641) | | | | | | (253,689) | | |
12/31/2017 | | | | | 3,825,273 | | | | | | — | | | | | | 965,881 | | | | | | (2,317,907) | | | | | | 2,473,247 | | | | | | 44,273,044 | | | | | | — | | | | | | 11,049,676 | | | | | | (26,891,127) | | | | | | 28,431,593 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 993,387 | | | | | | — | | | | | | — | | | | | | (3,351,508) | | | | | | (2,358,121) | | | | | | 11,854,219 | | | | | | — | | | | | | — | | | | | | (39,958,408) | | | | | | (28,104,189) | | |
12/31/2017 | | | | | 1,419,950 | | | | | | — | | | | | | 1,480,907 | | | | | | (7,466,931) | | | | | | (4,566,074) | | | | | | 16,260,819 | | | | | | — | | | | | | 16,763,871 | | | | | | (85,534,946) | | | | | | (52,510,256) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 73,773 | | | | | | — | | | | | | — | | | | | | (419,734) | | | | | | (345,961) | | | | | | 853,695 | | | | | | — | | | | | | — | | | | | | (4,861,061) | | | | | | (4,007,366) | | |
12/31/2017 | | | | | 187,371 | | | | | | — | | | | | | 80,427 | | | | | | (931,312) | | | | | | (663,514) | | | | | | 2,085,637 | | | | | | — | | | | | | 884,699 | | | | | | (10,402,544) | | | | | | (7,432,208) | | |
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 463 | | | | | | — | | | | | | — | | | | | | (3,305) | | | | | | (2,842) | | | | | | 5,640 | | | | | | — | | | | | | — | | | | | | (41,818) | | | | | | (36,178) | | |
12/31/2017 | | | | | 4,239 | | | | | | — | | | | | | 2,633 | | | | | | (12,325) | | | | | | (5,453) | | | | | | 50,842 | | | | | | — | | | | | | 30,671 | | | | | | (144,987) | | | | | | (63,474) | | |
Solution 2030 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 236,460 | | | | | | — | | | | | | — | | | | | | (319,106) | | | | | | (82,646) | | | | | | 3,798,648 | | | | | | — | | | | | | — | | | | | | (5,133,885) | | | | | | (1,335,237) | | |
12/31/2017 | | | | | 577,415 | | | | | | — | | | | | | 17,436 | | | | | | (218,741) | | | | | | 376,110 | | | | | | 8,654,852 | | | | | | — | | | | | | 262,588 | | | | | | (3,278,742) | | | | | | 5,638,698 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 167,186 | | | | | | — | | | | | | — | | | | | | (186,629) | | | | | | (19,443) | | | | | | 2,765,379 | | | | | | — | | | | | | — | | | | | | (3,090,862) | | | | | | (325,483) | | |
12/31/2017 | | | | | 353,934 | | | | | | — | | | | | | 10,136 | | | | | | (64,992) | | | | | | 299,078 | | | | | | 5,417,548 | | | | | | — | | | | | | 156,095 | | | | | | (996,430) | | | | | | 4,577,213 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 188,133 | | | | | | — | | | | | | — | | | | | | (75,231) | | | | | | 112,902 | | | | | | 3,084,118 | | | | | | — | | | | | | — | | | | | | (1,232,991) | | | | | | 1,851,127 | | |
12/31/2017 | | | | | 365,883 | | | | | | — | | | | | | 10,531 | | | | | | (191,459) | | | | | | 184,955 | | | | | | 5,597,191 | | | | | | — | | | | | | 161,549 | | | | | | (2,974,531) | | | | | | 2,784,209 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 4,651 | | | | | | — | | | | | | — | | | | | | (6,711) | | | | | | (2,060) | | | | | | 75,030 | | | | | | — | | | | | | — | | | | | | (112,318) | | | | | | (37,288) | | |
12/31/2017 | | | | | 58,446 | | | | | | — | | | | | | 474 | | | | | | (40,580) | | | | | | 18,340 | | | | | | 871,998 | | | | | | — | | | | | | 7,188 | | | | | | (605,778) | | | | | | 273,408 | | |
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 256 | | | | | | — | | | | | | — | | | | | | (7) | | | | | | 249 | | | | | | 4,117 | | | | | | — | | | | | | — | | | | | | (105) | | | | | | 4,012 | | |
12/31/2017 | | | | | 156 | | | | | | — | | | | | | 10 | | | | | | (10) | | | | | | 156 | | | | | | 2,415 | | | | | | — | | | | | | 151 | | | | | | (147) | | | | | | 2,419 | | |
Solution 2035 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 892,800 | | | | | | — | | | | | | — | | | | | | (2,027,388) | | | | | | (1,134,588) | | | | | | 11,087,703 | | | | | | — | | | | | | — | | | | | | (25,102,242) | | | | | | (14,014,539) | | |
12/31/2017 | | | | | 1,318,385 | | | | | | — | | | | | | 899,368 | | | | | | (4,916,043) | | | | | | (2,698,290) | | | | | | 15,196,026 | | | | | | — | | | | | | 10,342,734 | | | | | | (56,561,388) | | | | | | (31,022,628) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 1,876,823 | | | | | | — | | | | | | — | | | | | | (1,913,183) | | | | | | (36,360) | | | | | | 23,982,796 | | | | | | — | | | | | | — | | | | | | (24,452,700) | | | | | | (469,904) | | |
12/31/2017 | | | | | 3,453,853 | | | | | | — | | | | | | 927,026 | | | | | | (1,749,649) | | | | | | 2,631,230 | | | | | | 40,906,412 | | | | | | — | | | | | | 10,920,365 | | | | | | (20,889,385) | | | | | | 30,937,392 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 889,070 | | | | | | — | | | | | | — | | | | | | (3,453,740) | | | | | | (2,564,670) | | | | | | 11,154,461 | | | | | | — | | | | | | — | | | | | | (43,207,540) | | | | | | (32,053,079) | | |
12/31/2017 | | | | | 1,780,894 | | | | | | — | | | | | | 1,258,081 | | | | | | (6,525,031) | | | | | | (3,486,056) | | | | | | 20,884,733 | | | | | | — | | | | | | 14,669,220 | | | | | | (76,020,373) | | | | | | (40,466,420) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 176,778 | | | | | | — | | | | | | — | | | | | | (309,114) | | | | | | (132,336) | | | | | | 2,120,660 | | | | | | — | | | | | | — | | | | | | (3,731,814) | | | | | | (1,611,154) | | |
12/31/2017 | | | | | 239,075 | | | | | | — | | | | | | 74,330 | | | | | | (702,456) | | | | | | (389,051) | | | | | | 2,718,615 | | | | | | — | | | | | | 836,208 | | | | | | (7,971,707) | | | | | | (4,416,884) | | |
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 1,250 | | | | | | — | | | | | | — | | | | | | (1,645) | | | | | | (395) | | | | | | 15,990 | | | | | | — | | | | | | — | | | | | | (21,339) | | | | | | (5,349) | | |
12/31/2017 | | | | | 3,605 | | | | | | — | | | | | | 2,100 | | | | | | (7,030) | | | | | | (1,325) | | | | | | 43,817 | | | | | | — | | | | | | 25,192 | | | | | | (89,179) | | | | | | (20,170) | | |
Solution 2040 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 136,829 | | | | | | — | | | | | | — | | | | | | (107,712) | | | | | | 29,117 | | | | | | 2,367,317 | | | | | | — | | | | | | — | | | | | | (1,858,033) | | | | | | 509,284 | | |
12/31/2017 | | | | | 336,474 | | | | | | — | | | | | | 10,641 | | | | | | (175,506) | | | | | | 171,609 | | | | | | 5,328,978 | | | | | | — | | | | | | 170,047 | | | | | | (2,829,354) | | | | | | 2,669,671 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 129,811 | | | | | | — | | | | | | — | | | | | | (87,633) | | | | | | 42,178 | | | | | | 2,300,549 | | | | | | — | | | | | | — | | | | | | (1,564,926) | | | | | | 735,623 | | |
12/31/2017 | | | | | 347,672 | | | | | | — | | | | | | 9,225 | | | | | | (108,903) | | | | | | 247,994 | | | | | | 5,520,587 | | | | | | — | | | | | | 150,736 | | | | | | (1,752,433) | | | | | | 3,918,890 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 113,359 | | | | | | — | | | | | | — | | | | | | (57,113) | | | | | | 56,246 | | | | | | 1,985,736 | | | | | | — | | | | | | — | | | | | | (1,000,588) | | | | | | 985,148 | | |
12/31/2017 | | | | | 361,532 | | | | | | — | | | | | | 8,912 | | | | | | (201,286) | | | | | | 169,158 | | | | | | 5,704,597 | | | | | | — | | | | | | 144,738 | | | | | | (3,264,564) | | | | | | 2,584,771 | | |
| | | 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 S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 19,708 | | | | | | — | | | | | | — | | | | | | (9,842) | | | | | | 9,866 | | | | | | 339,900 | | | | | | — | | | | | | — | | | | | | (176,679) | | | | | | 163,221 | | |
12/31/2017 | | | | | 34,887 | | | | | | — | | | | | | 778 | | | | | | (6,193) | | | | | | 29,472 | | | | | | 562,954 | | | | | | — | | | | | | 12,471 | | | | | | (99,361) | | | | | | 476,064 | | |
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 120 | | | | | | — | | | | | | — | | | | | | (2) | | | | | | 118 | | | | | | 2,051 | | | | | | — | | | | | | — | | | | | | (45) | | | | | | 2,006 | | |
12/31/2017 | | | | | 331 | | | | | | — | | | | | | 13 | | | | | | (9) | | | | | | 335 | | | | | | 5,388 | | | | | | — | | | | | | 207 | | | | | | (154) | | | | | | 5,441 | | |
Solution 2045 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 536,773 | | | | | | — | | | | | | — | | | | | | (1,314,310) | | | | | | (777,537) | | | | | | 6,722,964 | | | | | | — | | | | | | — | | | | | | (16,433,307) | | | | | | (9,710,343) | | |
12/31/2017 | | | | | 1,148,545 | | | | | | — | | | | | | 541,031 | | | | | | (3,962,418) | | | | | | (2,272,842) | | | | | | 13,187,351 | | | | | | — | | | | | | 6,243,500 | | | | | | (45,636,936) | | | | | | (26,206,085) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 1,871,058 | | | | | | — | | | | | | — | | | | | | (1,496,644) | | | | | | 374,414 | | | | | | 24,194,320 | | | | | | — | | | | | | — | | | | | | (19,380,217) | | | | | | 4,814,103 | | |
12/31/2017 | | | | | 3,343,846 | | | | | | — | | | | | | 703,860 | | | | | | (1,311,150) | | | | | | 2,736,556 | | | | | | 39,726,370 | | | | | | — | | | | | | 8,340,738 | | | | | | (15,678,311) | | | | | | 32,388,797 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 694,795 | | | | | | — | | | | | | — | | | | | | (2,904,243) | | | | | | (2,209,448) | | | | | | 8,831,868 | | | | | | — | | | | | | — | | | | | | (36,844,121) | | | | | | (28,012,253) | | |
12/31/2017 | | | | | 1,531,641 | | | | | | — | | | | | | 824,098 | | | | | | (4,770,307) | | | | | | (2,414,568) | | | | | | 17,937,145 | | | | | | — | | | | | | 9,641,941 | | | | | | (55,598,747) | | | | | | (28,019,661) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 59,894 | | | | | | — | | | | | | — | | | | | | (115,075) | | | | | | (55,181) | | | | | | 739,407 | | | | | | — | | | | | | — | | | | | | (1,423,587) | | | | | | (684,180) | | |
12/31/2017 | | | | | 146,757 | | | | | | — | | | | | | 41,997 | | | | | | (587,995) | | | | | | (399,241) | | | | | | 1,670,246 | | | | | | — | | | | | | 478,768 | | | | | | (6,863,864) | | | | | | (4,714,850) | | |
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 1,253 | | | | | | — | | | | | | — | | | | | | (133) | | | | | | 1,120 | | | | | | 16,100 | | | | | | — | | | | | | — | | | | | | (1,709) | | | | | | 14,391 | | |
12/31/2017 | | | | | 3,030 | | | | | | — | | | | | | 1,374 | | | | | | (2,766) | | | | | | 1,638 | | | | | | 36,314 | | | | | | — | | | | | | 16,349 | | | | | | (34,858) | | | | | | 17,805 | | |
Solution 2050 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 182,419 | | | | | | — | | | | | | — | | | | | | (106,351) | | | | | | 76,068 | | | | | | 3,207,155 | | | | | | — | | | | | | — | | | | | | (1,853,190) | | | | | | 1,353,965 | | |
12/31/2017 | | | | | 264,981 | | | | | | — | | | | | | 6,506 | | | | | | (87,124) | | | | | | 184,363 | | | | | | 4,224,246 | | | | | | — | | | | | | 104,813 | | | | | | (1,397,537) | | | | | | 2,931,522 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 158,719 | | | | | | — | | | | | | — | | | | | | (76,661) | | | | | | 82,058 | | | | | | 2,862,939 | | | | | | — | | | | | | — | | | | | | (1,384,849) | | | | | | 1,478,090 | | |
12/31/2017 | | | | | 258,937 | | | | | | — | | | | | | 5,487 | | | | | | (41,352) | | | | | | 223,072 | | | | | | 4,231,596 | | | | | | — | | | | | | 90,649 | | | | | | (691,523) | | | | | | 3,630,722 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 107,672 | | | | | | — | | | | | | — | | | | | | (67,821) | | | | | | 39,851 | | | | | | 1,919,433 | | | | | | — | | | | | | — | | | | | | (1,201,408) | | | | | | 718,025 | | |
12/31/2017 | | | | | 188,908 | | | | | | — | | | | | | 4,160 | | | | | | (77,130) | | | | | | 115,938 | | | | | | 3,080,202 | | | | | | — | | | | | | 68,182 | | | | | | (1,274,572) | | | | | | 1,873,812 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 11,957 | | | | | | — | | | | | | — | | | | | | (4,949) | | | | | | 7,008 | | | | | | 211,189 | | | | | | — | | | | | | — | | | | | | (89,214) | | | | | | 121,975 | | |
12/31/2017 | | | | | 12,224 | | | | | | — | | | | | | 306 | | | | | | (4,519) | | | | | | 8,011 | | | | | | 198,794 | | | | | | — | | | | | | 4,960 | | | | | | (74,353) | | | | | | 129,401 | | |
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 437 | | | | | | — | | | | | | — | | | | | | (459) | | | | | | (22) | | | | | | 7,549 | | | | | | — | | | | | | — | | | | | | (7,997) | | | | | | (448) | | |
12/31/2017 | | | | | 518 | | | | | | — | | | | | | 6 | | | | | | (10) | | | | | | 514 | | | | | | 8,562 | | | | | | — | | | | | | 98 | | | | | | (155) | | | | | | 8,505 | | |
Solution 2055 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 318,628 | | | | | | — | | | | | | — | | | | | | (355,078) | | | | | | (36,450) | | | | | | 4,663,769 | | | | | | — | | | | | | — | | | | | | (5,171,263) | | | | | | (507,494) | | |
12/31/2017 | | | | | 655,026 | | | | | | — | | | | | | 92,468 | | | | | | (965,030) | | | | | | (217,536) | | | | | | 8,716,067 | | | | | | — | | | | | | 1,246,472 | | | | | | (12,864,981) | | | | | | (2,902,442) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 1,035,954 | | | | | | — | | | | | | — | | | | | | (423,888) | | | | | | 612,066 | | | | | | 15,506,315 | | | | | | — | | | | | | — | | | | | | (6,362,174) | | | | | | 9,144,141 | | |
12/31/2017 | | | | | 1,701,510 | | | | | | — | | | | | | 141,828 | | | | | | (403,399) | | | | | | 1,439,939 | | | | | | 23,353,725 | | | | | | — | | | | | | 1,945,879 | | | | | | (5,572,271) | | | | | | 19,727,333 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 369,259 | | | | | | — | | | | | | — | | | | | | (680,374) | | | | | | (311,115) | | | | | | 5,444,545 | | | | | | — | | | | | | — | | | | | | (9,956,660) | | | | | | (4,512,115) | | |
12/31/2017 | | | | | 797,872 | | | | | | — | | | | | | 116,435 | | | | | | (1,076,062) | | | | | | (161,755) | | | | | | 10,767,683 | | | | | | — | | | | | | 1,581,186 | | | | | | (14,390,753) | | | | | | (2,041,884) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 33,289 | | | | | | — | | | | | | — | | | | | | (31,430) | | | | | | 1,859 | | | | | | 486,797 | | | | | | — | | | | | | — | | | | | | (464,915) | | | | | | 21,882 | | |
12/31/2017 | | | | | 92,134 | | | | | | — | | | | | | 6,862 | | | | | | (118,763) | | | | | | (19,767) | | | | | | 1,245,259 | | | | | | — | | | | | | 92,706 | | | | | | (1,627,487) | | | | | | (289,522) | | |
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 49 | | | | | | — | | | | | | — | | | | | | (10) | | | | | | 39 | | | | | | 715 | | | | | | — | | | | | | — | | | | | | (141) | | | | | | 574 | | |
12/31/2017 | | | | | 328 | | | | | | — | | | | | | 51 | | | | | | (230) | | | | | | 149 | | | | | | 4,593 | | | | | | — | | | | | | 702 | | | | | | (3,116) | | | | | | 2,179 | | |
Solution 2060 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 158,629 | | | | | | — | | | | | | — | | | | | | (55,657) | | | | | | 102,972 | | | | | | 1,977,242 | | | | | | — | | | | | | — | | | | | | (697,995) | | | | | | 1,279,247 | | |
12/31/2017 | | | | | 202,745 | | | | | | — | | | | | | 3,872 | | | | | | (82,080) | | | | | | 124,537 | | | | | | 2,333,115 | | | | | | — | | | | | | 44,610 | | | | | | (927,573) | | | | | | 1,450,152 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 88,056 | | | | | | — | | | | | | — | | | | | | (68,699) | | | | | | 19,357 | | | | | | 1,116,210 | | | | | | — | | | | | | — | | | | | | (869,083) | | | | | | 247,127 | | |
12/31/2017 | | | | | 142,758 | | | | | | — | | | | | | 2,787 | | | | | | (30,905) | | | | | | 114,640 | | | | | | 1,643,865 | | | | | | — | | | | | | 32,383 | | | | | | (356,198) | | | | | | 1,320,050 | | |
| | | 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 S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 99,577 | | | | | | — | | | | | | — | | | | | | (42,041) | | | | | | 57,536 | | | | | | 1,244,550 | | | | | | — | | | | | | — | | | | | | (523,409) | | | | | | 721,141 | | |
12/31/2017 | | | | | 220,422 | | | | | | — | | | | | | 4,659 | | | | | | (77,534) | | | | | | 147,547 | | | | | | 2,498,807 | | | | | | — | | | | | | 53,670 | | | | | | (908,917) | | | | | | 1,643,560 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 6,399 | | | | | | — | | | | | | — | | | | | | (1,925) | | | | | | 4,474 | | | | | | 79,788 | | | | | | — | | | | | | — | | | | | | (23,904) | | | | | | 55,884 | | |
12/31/2017 | | | | | 16,697 | | | | | | — | | | | | | 181 | | | | | | (5,390) | | | | | | 11,488 | | | | | | 192,176 | | | | | | — | | | | | | 2,093 | | | | | | (62,345) | | | | | | 131,924 | | |
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
12/31/2017 | | | | | —* | | | | | | — | | | | | | 5 | | | | | | (1) | | | | | | 4 | | | | | | (1) | | | | | | — | | | | | | 62 | | | | | | (11) | | | | | | 50 | | |
| | | Ordinary Income | | | Long-term Capital Gains | | ||||||
Solution Aggressive | | | | $ | 66,192 | | | | | $ | 150,636 | | |
Solution Balanced | | | | | 811,490 | | | | | | 935,588 | | |
Solution Conservative | | | | | 341,352 | | | | | | 97,539 | | |
Solution Income | | | | | 9,886,199 | | | | | | 1,400,588 | | |
Solution Moderately Aggressive | | | | | 9,748,419 | | | | | | 7,847,569 | | |
Solution Moderately Conservative | | | | | 693,006 | | | | | | — | | |
Solution 2020 | | | | | 482,935 | | | | | | 423,673 | | |
| | | Ordinary Income | | | Long-term Capital Gains | | ||||||
Solution 2025 | | | | | 17,212,488 | | | | | | 24,787,626 | | |
Solution 2030 | | | | | 281,217 | | | | | | 306,452 | | |
Solution 2035 | | | | | 13,810,357 | | | | | | 22,983,362 | | |
Solution 2040 | | | | | 199,452 | | | | | | 278,849 | | |
Solution 2045 | | | | | 7,145,424 | | | | | | 17,575,872 | | |
Solution 2050 | | | | | 109,808 | | | | | | 158,978 | | |
Solution 2055 | | | | | 1,562,373 | | | | | | 3,304,572 | | |
Solution 2060 | | | | | 62,957 | | | | | | 69,861 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | |||||||||
Solution Aggressive | | | | $ | 232,781 | | | | | $ | 563,780 | | | | | $ | 862,503 | | |
Solution Balanced | | | | | 1,351,294 | | | | | | 1,695,380 | | | | | | 2,421,477 | | |
Solution Conservative | | | | | 476,385 | | | | | | 128,015 | | | | | | (166,663) | | |
Solution Income | | | | | 13,577,150 | | | | | | 5,253,969 | | | | | | 868,551 | | |
Solution Moderately Aggressive | | | | | 15,279,431 | | | | | | 26,499,346 | | | | | | 45,985,408 | | |
Solution Moderately Conservative | | | | | 832,143 | | | | | | 513,211 | | | | | | 228,078 | | |
Solution 2020 | | | | | 1,034,363 | | | | | | 1,129,773 | | | | | | 1,018,693 | | |
Solution 2025 | | | | | 21,870,596 | | | | | | 21,957,992 | | | | | | 38,740,692 | | |
Solution 2030 | | | | | 1,019,540 | | | | | | 1,105,437 | | | | | | 1,613,850 | | |
Solution 2035 | | | | | 18,155,622 | | | | | | 32,577,350 | | | | | | 67,423,013 | | |
Solution 2040 | | | | | 831,111 | | | | | | 1,234,567 | | | | | | 1,519,943 | | |
Solution 2045 | | | | | 13,092,109 | | | | | | 28,338,008 | | | | | | 59,378,951 | | |
Solution 2050 | | | | | 455,928 | | | | | | 718,190 | | | | | | 1,230,191 | | |
Solution 2055 | | | | | 2,967,614 | | | | | | 6,008,509 | | | | | | 15,097,536 | | |
Solution 2060 | | | | | 285,724 | | | | | | 316,029 | | | | | | 514,493 | | |
| | | PER SHARE AMOUNTS | | | | |||||||||||||||||||
| | | Net Investment Income | | | Short-term Capital Gains | | | Long-term Capital Gains | | | Payable Date | | | Record Date | | |||||||||
Solution Aggressive | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.1127 | | | | | $ | 0.0571 | | | | | $ | 0.4882 | | | | August 6, 2018 | | | August 2, 2018 | |
Class I | | | | $ | 0.1697 | | | | | $ | 0.0571 | | | | | $ | 0.4882 | | | | August 6, 2018 | | | August 2, 2018 | |
Class R6 | | | | $ | 0.1700 | | | | | $ | 0.0571 | | | | | $ | 0.4882 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S | | | | $ | 0.1373 | | | | | $ | 0.0571 | | | | | $ | 0.4882 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S2 | | | | $ | 0.1344 | | | | | $ | 0.0571 | | | | | $ | 0.4882 | | | | August 6, 2018 | | | August 2, 2018 | |
Solution Balanced | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.1593 | | | | | $ | 0.0584 | | | | | $ | 0.3116 | | | | August 6, 2018 | | | August 2, 2018 | |
Class I | | | | $ | 0.2195 | | | | | $ | 0.0584 | | | | | $ | 0.3116 | | | | August 6, 2018 | | | August 2, 2018 | |
Class R6 | | | | $ | 0.2195 | | | | | $ | 0.0584 | | | | | $ | 0.3116 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S | | | | $ | 0.1909 | | | | | $ | 0.0584 | | | | | $ | 0.3116 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S2 | | | | $ | 0.1404 | | | | | $ | 0.0584 | | | | | $ | 0.3116 | | | | August 6, 2018 | | | August 2, 2018 | |
Solution Conservative | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.2152 | | | | | $ | 0.1007 | | | | | $ | 0.0899 | | | | August 6, 2018 | | | August 2, 2018 | |
Class I | | | | $ | 0.2731 | | | | | $ | 0.1007 | | | | | $ | 0.0899 | | | | August 6, 2018 | | | August 2, 2018 | |
Class R6 | | | | $ | 0.2730 | | | | | $ | 0.1007 | | | | | $ | 0.0899 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S | | | | $ | 0.2315 | | | | | $ | 0.1007 | | | | | $ | 0.0899 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S2 | | | | $ | 0.2114 | | | | | $ | 0.1007 | | | | | $ | 0.0899 | | | | August 6, 2018 | | | August 2, 2018 | |
Solution Income | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.2554 | | | | | $ | 0.1359 | | | | | $ | 0.1608 | | | | August 6, 2018 | | | August 2, 2018 | |
Class I | | | | $ | 0.3235 | | | | | $ | 0.1359 | | | | | $ | 0.1608 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S | | | | $ | 0.2858 | | | | | $ | 0.1359 | | | | | $ | 0.1608 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S2 | | | | $ | 0.2459 | | | | | $ | 0.1359 | | | | | $ | 0.1608 | | | | August 6, 2018 | | | August 2, 2018 | |
Class T | | | | $ | 0.2381 | | | | | $ | 0.1359 | | | | | $ | 0.1608 | | | | August 6, 2018 | | | August 2, 2018 | |
Solution Moderately Aggressive | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.2029 | | | | | $ | 0.0774 | | | | | $ | 0.5453 | | | | August 6, 2018 | | | August 2, 2018 | |
Class I | | | | $ | 0.2742 | | | | | $ | 0.0774 | | | | | $ | 0.5453 | | | | August 6, 2018 | | | August 2, 2018 | |
Class R6 | | | | $ | 0.2743 | | | | | $ | 0.0774 | | | | | $ | 0.5453 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S | | | | $ | 0.2375 | | | | | $ | 0.0774 | | | | | $ | 0.5453 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S2 | | | | $ | 0.1805 | | | | | $ | 0.0774 | | | | | $ | 0.5453 | | | | August 6, 2018 | | | August 2, 2018 | |
Solution Moderately Conservative | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.1951 | | | | | $ | 0.0647 | | | | | $ | 0.1701 | | | | August 6, 2018 | | | August 2, 2018 | |
Class I | | | | $ | 0.2470 | | | | | $ | 0.0647 | | | | | $ | 0.1701 | | | | August 6, 2018 | | | August 2, 2018 | |
Class R6 | | | | $ | 0.2471 | | | | | $ | 0.0647 | | | | | $ | 0.1701 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S | | | | $ | 0.2143 | | | | | $ | 0.0647 | | | | | $ | 0.1701 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S2 | | | | $ | 0.2076 | | | | | $ | 0.0647 | | | | | $ | 0.1701 | | | | August 6, 2018 | | | August 2, 2018 | |
| | | PER SHARE AMOUNTS | | | | |||||||||||||||||||
| | | Net Investment Income | | | Short-term Capital Gains | | | Long-term Capital Gains | | | Payable Date | | | Record Date | | |||||||||
Solution 2020 | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.2042 | | | | | $ | 0.1802 | | | | | $ | 0.4435 | | | | August 6, 2018 | | | August 2, 2018 | |
Class I | | | | $ | 0.2578 | | | | | $ | 0.1802 | | | | | $ | 0.4435 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S | | | | $ | 0.2357 | | | | | $ | 0.1802 | | | | | $ | 0.4435 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S2 | | | | $ | 0.2276 | | | | | $ | 0.1802 | | | | | $ | 0.4435 | | | | August 6, 2018 | | | August 2, 2018 | |
Class T | | | | $ | 0.1865 | | | | | $ | 0.1802 | | | | | $ | 0.4435 | | | | August 6, 2018 | | | August 2, 2018 | |
Solution 2025 | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.2087 | | | | | $ | 0.0669 | | | | | $ | 0.3052 | | | | August 6, 2018 | | | August 2, 2018 | |
Class I | | | | $ | 0.2720 | | | | | $ | 0.0669 | | | | | $ | 0.3052 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S | | | | $ | 0.2385 | | | | | $ | 0.0669 | | | | | $ | 0.3052 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S2 | | | | $ | 0.1981 | | | | | $ | 0.0669 | | | | | $ | 0.3052 | | | | August 6, 2018 | | | August 2, 2018 | |
Class T | | | | $ | 0.1858 | | | | | $ | 0.0669 | | | | | $ | 0.3052 | | | | August 6, 2018 | | | August 2, 2018 | |
Solution 2030 | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.2280 | | | | | $ | 0.2710 | | | | | $ | 0.5712 | | | | August 6, 2018 | | | August 2, 2018 | |
Class I | | | | $ | 0.2921 | | | | | $ | 0.2710 | | | | | $ | 0.5712 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S | | | | $ | 0.2663 | | | | | $ | 0.2710 | | | | | $ | 0.5712 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S2 | | | | $ | 0.2412 | | | | | $ | 0.2710 | | | | | $ | 0.5712 | | | | August 6, 2018 | | | August 2, 2018 | |
Class T | | | | $ | 0.2224 | | | | | $ | 0.2710 | | | | | $ | 0.5712 | | | | August 6, 2018 | | | August 2, 2018 | |
Solution 2035 | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.1874 | | | | | $ | 0.0394 | | | | | $ | 0.4641 | | | | August 6, 2018 | | | August 2, 2018 | |
Class I | | | | $ | 0.2522 | | | | | $ | 0.0394 | | | | | $ | 0.4641 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S | | | | $ | 0.2189 | | | ��� | | $ | 0.0394 | | | | | $ | 0.4641 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S2 | | | | $ | 0.1960 | | | | | $ | 0.0394 | | | | | $ | 0.4641 | | | | August 6, 2018 | | | August 2, 2018 | |
Class T | | | | $ | 0.1626 | | | | | $ | 0.0394 | | | | | $ | 0.4641 | | | | August 6, 2018 | | | August 2, 2018 | |
Solution 2040 | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.2175 | | | | | $ | 0.3254 | | | | | $ | 0.8489 | | | | August 6, 2018 | | | August 2, 2018 | |
Class I | | | | $ | 0.2817 | | | | | $ | 0.3254 | | | | | $ | 0.8489 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S | | | | $ | 0.2495 | | | | | $ | 0.3254 | | | | | $ | 0.8489 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S2 | | | | $ | 0.2519 | | | | | $ | 0.3254 | | | | | $ | 0.8489 | | | | August 6, 2018 | | | August 2, 2018 | |
Class T | | | | $ | 0.2016 | | | | | $ | 0.3254 | | | | | $ | 0.8489 | | | | August 6, 2018 | | | August 2, 2018 | |
Solution 2045 | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.1503 | | | | | $ | 0.0672 | | | | | $ | 0.5477 | | | | August 6, 2018 | | | August 2, 2018 | |
Class I | | | | $ | 0.2167 | | | | | $ | 0.0672 | | | | | $ | 0.5477 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S | | | | $ | 0.1826 | | | | | $ | 0.0672 | | | | | $ | 0.5477 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S2 | | | | $ | 0.1478 | | | | | $ | 0.0672 | | | | | $ | 0.5477 | | | | August 6, 2018 | | | August 2, 2018 | |
Class T | | | | $ | 0.1358 | | | | | $ | 0.0672 | | | | | $ | 0.5477 | | | | August 6, 2018 | | | August 2, 2018 | |
Solution 2050 | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.1637 | | | | | $ | 0.2103 | | | | | $ | 0.6210 | | | | August 6, 2018 | | | August 2, 2018 | |
Class I | | | | $ | 0.2154 | | | | | $ | 0.2103 | | | | | $ | 0.6210 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S | | | | $ | 0.1885 | | | | | $ | 0.2103 | | | | | $ | 0.6210 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S2 | | | | $ | 0.1765 | | | | | $ | 0.2103 | | | | | $ | 0.6210 | | | | August 6, 2018 | | | August 2, 2018 | |
Class T | | | | $ | 0.1307 | | | | | $ | 0.2103 | | | | | $ | 0.6210 | | | | August 6, 2018 | | | August 2, 2018 | |
| | | PER SHARE AMOUNTS | | | | |||||||||||||||||||
| | | Net Investment Income | | | Short-term Capital Gains | | | Long-term Capital Gains | | | Payable Date | | | Record Date | | |||||||||
Solution 2055 | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.1462 | | | | | $ | 0.0465 | | | | | $ | 0.4732 | | | | August 6, 2018 | | | August 2, 2018 | |
Class I | | | | $ | 0.2167 | | | | | $ | 0.0465 | | | | | $ | 0.4732 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S | | | | $ | 0.1803 | | | | | $ | 0.0465 | | | | | $ | 0.4732 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S2 | | | | $ | 0.1583 | | | | | $ | 0.0465 | | | | | $ | 0.4732 | | | | August 6, 2018 | | | August 2, 2018 | |
Class T | | | | $ | 0.0978 | | | | | $ | 0.0465 | | | | | $ | 0.4732 | | | | August 6, 2018 | | | August 2, 2018 | |
Solution 2060 | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.1070 | | | | | $ | 0.2164 | | | | | $ | 0.3665 | | | | August 6, 2018 | | | August 2, 2018 | |
Class I | | | | $ | 0.1348 | | | | | $ | 0.2164 | | | | | $ | 0.3665 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S | | | | $ | 0.1167 | | | | | $ | 0.2164 | | | | | $ | 0.3665 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S2 | | | | $ | 0.1140 | | | | | $ | 0.2164 | | | | | $ | 0.3665 | | | | August 6, 2018 | | | August 2, 2018 | |
Class T | | | | $ | 0.0589 | | | | | $ | 0.2164 | | | | | $ | 0.3665 | | | | August 6, 2018 | | | August 2, 2018 | |
Voya Solution Aggressive Portfolio | as of June 30, 2018 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
EXCHANGE-TRADED FUNDS: 4.0% | | ||||||||||||||||||
| | 1,822 | | | | iShares 1-3 Year Treasury Bond ETF | | | | $ | 151,900 | | | | | | 1.0 | | |
| | 3,758 | | | | iShares Russell 1000 Value Index Fund | | | | | 456,146 | | | | | | 3.0 | | |
| | | | | | Total Exchange-Traded Funds (Cost $592,819) | | | | | 608,046 | | | | | | 4.0 | | |
MUTUAL FUNDS: 95.9% | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies: 94.4% | | ||||||||||||
| | 13,315 | | | | Voya Emerging Markets Index Portfolio - Class I | | | | | 155,255 | | | | | | 1.0 | | |
| | 42,904 | | | | Voya Index Plus LargeCap Portfolio - Class I | | | | | 1,142,097 | | | | | | 7.5 | | |
| | 31,236 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 305,491 | | | | | | 2.0 | | |
| | 97,841 | | | | Voya International Index Portfolio - Class I | | | | | 996,023 | | | | | | 6.5 | | |
| | 38,162 | | | | Voya Large Cap Growth Portfolio - Class I | | | | | 839,956 | | | | | | 5.5 | | |
| | 29,130 | | | | Voya Large Cap Value Fund - Class R6 | | | | | 381,309 | | | | | | 2.5 | | |
| | 50,641 | | | | Voya MidCap Opportunities Portfolio - Class I | | | | | 762,145 | | | | | | 5.0 | | |
| | 88,435 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 1,078,019 | | | | | | 7.0 | | |
| | 114,422 | | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 1,382,216 | | | | | | 8.9 | | |
| | 81,574 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 843,473 | | | | | | 5.5 | | |
| | 95,218 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 1,141,659 | | | | | | 7.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | 11,568 | | | | Voya Russell™ Mid Cap Growth Index Portfolio - Class I | | | | $ | 381,151 | | | | | | 2.5 | | |
| | 55,210 | | | | Voya Small Company Portfolio - Class I | | | | | 1,065,548 | | | | | | 7.0 | | |
| | 32,864 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 380,889 | | | | | | 2.5 | | |
| | 71,066 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 1,143,454 | | | | | | 7.5 | | |
| | 12,468 | | | | VY® Clarion Global Real Estate Portfolio - Class I | | | | | 152,852 | | | | | | 1.0 | | |
| | 56,101 | | | | VY® Invesco Comstock Portfolio - Class I | | | | | 1,141,097 | | | | | | 7.5 | | |
| | 11,180 | | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 1,144,690 | | | | | | 7.5 | | |
| | | | | | | | | | | 14,437,324 | | | | | | 94.4 | | |
| | | | | | Unaffiliated Investment Companies: 1.5% | | ||||||||||||
| | 45,864 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 228,405 | | | | | | 1.5 | | |
| | | | | | Total Mutual Funds (Cost $14,443,651) | | | | | 14,665,729 | | | | | | 95.9 | | |
| | | | | | Total Investments in Securities (Cost $15,036,470) | | | | $ | 15,273,775 | | | | | | 99.9 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 18,792 | | | | | | 0.1 | | |
| | | | | | Net Assets | | | | $ | 15,292,567 | | | | | | 100.0 | | |
|
| | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 608,046 | | | | | $ | — | | | | | $ | — | | | | | $ | 608,046 | | |
Mutual Funds | | | | | 14,665,729 | | | | | | — | | | | | | — | | | | | | 14,665,729 | | |
Total Investments, at fair value | | | | $ | 15,273,775 | | | | | $ | — | | | | | $ | — | | | | | $ | 15,273,775 | | |
|
Voya Solution Aggressive Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/17 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 417,044 | | | | | $ | 96,287 | | | | | $ | (295,320) | | | | | $ | (62,756) | | | | | $ | 155,255 | | | | | $ | 10,662 | | | | | $ | 24,951 | | | | | $ | — | | |
Voya Index Plus LargeCap Portfolio - Class I | | | | | 420,037 | | | | | | 917,561 | | | | | | (86,665) | | | | | | (108,836) | | | | | | 1,142,097 | | | | | | 17,050 | | | | | | 19,343 | | | | | | 89,900 | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 274,577 | | | | | | 86,594 | | | | | | (47,570) | | | | | | (8,110) | | | | | | 305,491 | | | | | | 4,806 | | | | | | (1,726) | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 285,186 | | | | | | 882,583 | | | | | | (107,327) | | | | | | (64,419) | | | | | | 996,023 | | | | | | 26,416 | | | | | | 10,816 | | | | | | — | | |
Voya Large Cap Growth Portfolio - Class I | | | | | 1,398,332 | | | | | | 269,919 | | | | | | (782,502) | | | | | | (45,793) | | | | | | 839,956 | | | | | | — | | | | | | 97,844 | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 773,295 | | | | | | 229,077 | | | | | | (603,882) | | | | | | (17,181) | | | | | | 381,309 | | | | | | 3,841 | | | | | | (853) | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 696,517 | | | | | | 152,988 | | | | | | (94,743) | | | | | | 7,383 | | | | | | 762,145 | | | | | | — | | | | | | 15,823 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 627,741 | | | | | | 659,000 | | | | | | (81,786) | | | | | | (126,936) | | | | | | 1,078,019 | | | | | | — | | | | | | 36,598 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 1,728,023 | | | | | | 391,838 | | | | | | (592,897) | | | | | | (144,748) | | | | | | 1,382,216 | | | | | | — | | | | | | 110,259 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 763,207 | | | | | | 201,696 | | | | | | (82,333) | | | | | | (39,097) | | | | | | 843,473 | | | | | | — | | | | | | 16,317 | | | | | | — | | |
Voya Multi-Manager Large Cap Core Portfolio - Class I | | | | | 1,268,052 | | | | | | 225,849 | | | | | | (1,381,199) | | | | | | (112,702) | | | | | | — | | | | | | — | | | | | | 72,852 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 1,031,753 | | | | | | 257,103 | | | | | | (125,668) | | | | | | (21,529) | | | | | | 1,141,659 | | | | | | — | | | | | | 27,112 | | | | | | — | | |
Voya Russell™ Mid Cap Growth Index Portfolio - Class I | | | | | 345,836 | | | | | | 119,744 | | | | | | (46,345) | | | | | | (38,084) | | | | | | 381,151 | | | | | | 2,455 | | | | | | 13,082 | | | | | | 40,795 | | |
Voya Small Company Portfolio - Class I | | | | | 957,412 | | | | | | 407,720 | | | | | | (159,848) | | | | | | (139,736) | | | | | | 1,065,548 | | | | | | 5,457 | | | | | | 6,608 | | | | | | 157,904 | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | — | | | | | | 398,506 | | | | | | (25,290) | | | | | | 7,673 | | | | | | 380,889 | | | | | | — | | | | | | 762 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 489,683 | | | | | | 762,153 | | | | | | (105,314) | | | | | | (3,068) | | | | | | 1,143,454 | | | | | | — | | | | | | 17,413 | | | | | | — | | |
VY® Clarion Global Real Estate Portfolio - Class I | | | | | 139,646 | | | | | | 37,692 | | | | | | (22,138) | | | | | | (2,348) | | | | | | 152,852 | | | | | | — | | | | | | (268) | | | | | | — | | |
VY® Clarion Real Estate Portfolio - Class I | | | | | 136,892 | | | | | | 625 | | | | | | (133,584) | | | | | | (3,933) | | | | | | — | | | | | | — | | | | | | (1,498) | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 702,918 | | | | | | 549,436 | | | | | | (87,248) | | | | | | (24,009) | | | | | | 1,141,097 | | | | | | — | | | | | | 25,538 | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 412,015 | | | | | | 798,635 | | | | | | (116,032) | | | | | | 50,072 | | | | | | 1,144,690 | | | | | | — | | | | | | 22,289 | | | | | | — | | |
| | | | $ | 12,868,166 | | | | | $ | 7,445,006 | | | | | $ | (4,977,691) | | | | | $ | (898,157) | | | | | $ | 14,437,324 | | | | | $ | 70,687 | | | | | $ | 513,262 | | | | | $ | 288,599 | | |
|
| Cost for federal income tax purposes was $15,238,373. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 495,699 | | |
| Gross Unrealized Depreciation | | | | | (460,296) | | |
| Net Unrealized Appreciation | | | | $ | 35,403 | | |
|
Voya Solution Balanced Portfolio | as of June 30, 2018 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
EXCHANGE-TRADED FUNDS: 5.0% | | ||||||||||||||||||
| | 6,650 | | | | iShares 1-3 Year Treasury Bond ETF | | | | $ | 554,410 | | | | | | 1.0 | | |
| | 18,286 | | | | iShares Russell 1000 Value Index Fund | | | | | 2,219,555 | | | | | | 4.0 | | |
| | | | | | Total Exchange-Traded Funds (Cost $2,667,047) | | | | | 2,773,965 | | | | | | 5.0 | | |
MUTUAL FUNDS: 95.0% | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies: 93.5% | | ||||||||||||
| | 48,411 | | | | Voya Emerging Markets Index Portfolio - Class I | | | | | 564,467 | | | | | | 1.0 | | |
| | 283,859 | | | | Voya Floating Rate Fund - Class I | | | | | 2,784,660 | | | | | | 5.0 | | |
| | 284,392 | | | | Voya High Yield Bond Fund - Class R6 | | | | | 2,229,634 | | | | | | 4.0 | | |
| | 511,961 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 5,006,978 | | | | | | 9.0 | | |
| | 164,600 | | | | Voya International Index Portfolio - Class I | | | | | 1,675,629 | | | | | | 3.0 | | |
| | 88,523 | | | | Voya Large Cap Growth Portfolio - Class I | | | | | 1,948,388 | | | | | | 3.5 | | |
| | 127,249 | | | | Voya Large Cap Value Fund - Class R6 | | | | | 1,665,694 | | | | | | 3.0 | | |
| | 92,294 | | | | Voya MidCap Opportunities Portfolio - Class I | | | | | 1,389,032 | | | | | | 2.5 | | |
| | 184,236 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 2,245,841 | | | | | | 4.0 | | |
| | 208,540 | | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 2,519,169 | | | | | | 4.5 | | |
| | 216,247 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 2,235,992 | | | | | | 4.0 | | |
| | 115,692 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 1,387,151 | | | | | | 2.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | 114,625 | | | | Voya Short Term Bond Fund - Class R6 | | | | $ | 1,111,865 | | | | | | 2.0 | | |
| | 114,997 | | | | Voya Small Company Portfolio - Class I | | | | | 2,219,441 | | | | | | 4.0 | | |
| | 297,439 | | | | Voya U.S. Bond Index Portfolio - Class I | | | | | 3,054,703 | | | | | | 5.5 | | |
| | 167,707 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 1,943,726 | | | | | | 3.5 | | |
| | 207,187 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 3,333,644 | | | | | | 6.0 | | |
| | 45,445 | | | | VY® Clarion Global Real Estate Portfolio - Class I | | | | | 557,157 | | | | | | 1.0 | | |
| | 251,954 | | | | VY® Goldman Sachs Bond Portfolio - Class I | | | | | 2,494,344 | | | | | | 4.5 | | |
| | 163,595 | | | | VY® Invesco Comstock Portfolio - Class I | | | | | 3,327,524 | | | | | | 6.0 | | |
| | 195,929 | | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 5,558,518 | | | | | | 10.0 | | |
| | 27,167 | | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 2,781,660 | | | | | | 5.0 | | |
| | | | | | | | | | | 52,035,217 | | | | | | 93.5 | | |
| | | | | | Unaffiliated Investment Companies: 1.5% | | ||||||||||||
| | 167,379 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 833,545 | | | | | | 1.5 | | |
| | | | | | Total Mutual Funds (Cost $51,883,168) | | | | | 52,868,762 | | | | | | 95.0 | | |
| | | | | | Total Investments in Securities (Cost $54,550,215) | | | | $ | 55,642,727 | | | | | | 100.0 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 14,562 | | | | | | 0.0 | | |
| | | | | | Net Assets | | | | $ | 55,657,289 | | | | | | 100.0 | | |
|
| | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 2,773,965 | | | | | $ | — | | | | | $ | — | | | | | $ | 2,773,965 | | |
Mutual Funds | | | | | 52,868,762 | | | | | | — | | | | | | — | | | | | | 52,868,762 | | |
Total Investments, at fair value | | | | $ | 55,642,727 | | | | | $ | — | | | | | $ | — | | | | | $ | 55,642,727 | | |
|
Voya Solution Balanced Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/17 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 1,577,026 | | | | | $ | 491,471 | | | | | $ | (1,244,300) | | | | | $ | (259,730) | | | | | $ | 564,467 | | | | | $ | 39,890 | | | | | $ | 131,850 | | | | | $ | — | | |
Voya Floating Rate Fund - Class I | | | | | 3,112,722 | | | | | | 338,691 | | | | | | (683,815) | | | | | | 17,062 | | | | | | 2,784,660 | | | | | | 55,830 | | | | | | (16,711) | | | | | | — | | |
Voya High Yield Bond Fund - Class R6 | | | | | 2,497,363 | | | | | | 299,162 | | | | | | (500,750) | | | | | | (66,141) | | | | | | 2,229,634 | | | | | | 65,389 | | | | | | (8,556) | | | | | | — | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 6,225,802 | | | | | | 771,491 | | | | | | (1,846,132) | | | | | | (144,183) | | | | | | 5,006,978 | | | | | | 90,535 | | | | | | (55,149) | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 1,880,909 | | | | | | 253,690 | | | | | | (323,872) | | | | | | (135,098) | | | | | | 1,675,629 | | | | | | 45,574 | | | | | | 49,770 | | | | | | — | | |
Voya Large Cap Growth Portfolio - Class I | | | | | 3,170,880 | | | | | | 176,166 | | | | | | (1,297,218) | | | | | | (101,440) | | | | | | 1,948,388 | | | | | | — | | | | | | 237,386 | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 3,216,298 | | | | | | 494,000 | | | | | | (1,857,982) | | | | | | (186,622) | | | | | | 1,665,694 | | | | | | 13,342 | | | | | | 136,412 | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 2,527,447 | | | | | | 153,439 | | | | | | (1,137,830) | | | | | | (154,024) | | | | | | 1,389,032 | | | | | | — | | | | | | 206,861 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 1,259,190 | | | | | | 1,478,798 | | | | | | (209,683) | | | | | | (282,464) | | | | | | 2,245,841 | | | | | | — | | | | | | 106,301 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 2,194,211 | | | | | | 834,887 | | | | | | (382,830) | | | | | | (127,099) | | | | | | 2,519,169 | | | | | | — | | | | | | 82,597 | | | | | | (1) | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 3,146,700 | | | | | | 277,274 | | | | | | (986,275) | | | | | | (201,707) | | | | | | 2,235,992 | | | | | | — | | | | | | 158,790 | | | | | | — | | |
Voya Multi-Manager Large Cap Core Portfolio - Class I | | | | | 3,834,317 | | | | | | 270,333 | | | | | | (3,736,123) | | | | | | (368,527) | | | | | | — | | | | | | — | | | | | | 285,602 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 2,495,475 | | | | | | 154,312 | | | | | | (1,093,602) | | | | | | (169,034) | | | | | | 1,387,151 | | | | | | — | | | | | | 159,485 | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | 1,240,195 | | | | | | 142,075 | | | | | | (262,701) | | | | | | (7,704) | | | | | | 1,111,865 | | | | | | 12,030 | | | | | | (4,665) | | | | | | — | | |
Voya Small Company Portfolio - Class I | | | | | 2,481,298 | | | | | | 524,601 | | | | | | (469,548) | | | | | | (316,910) | | | | | | 2,219,441 | | | | | | 11,671 | | | | | | 37,686 | | | | | | 337,727 | | |
Voya U.S. Bond Index Portfolio - Class I | | | | | 2,797,813 | | | | | | 876,176 | | | | | | (558,950) | | | | | | (60,336) | | | | | | 3,054,703 | | | | | | 33,223 | | | | | | (23,532) | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | — | | | | | | 2,027,192 | | | | | | (124,565) | | | | | | 41,099 | | | | | | 1,943,726 | | | | | | — | | | | | | 3,389 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 1,278,223 | | | | | | 2,533,750 | | | | | | (483,302) | | | | | | 4,973 | | | | | | 3,333,644 | | | | | | — | | | | | | 48,707 | | | | | | — | | |
VY® Clarion Global Real Estate Portfolio - Class I | | | | | 633,299 | | | | | | 54,023 | | | | | | (118,457) | | | | | | (11,708) | | | | | | 557,157 | | | | | | — | | | | | | (1,871) | | | | | | — | | |
VY® Clarion Real Estate Portfolio - Class I | | | | | 620,753 | | | | | | 642 | | | | | | (600,455) | | | | | | (20,940) | | | | | | — | | | | | | — | | | | | | (3,464) | | | | | | — | | |
VY® Goldman Sachs Bond Portfolio - Class I | | | | | 2,793,114 | | | | | | 320,267 | | | | | | (578,025) | | | | | | (41,012) | | | | | | 2,494,344 | | | | | | — | | | | | | (19,290) | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 2,231,187 | | | | | | 1,618,956 | | | | | | (426,749) | | | | | | (95,870) | | | | | | 3,327,524 | | | | | | — | | | | | | 110,978 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 6,196,389 | | | | | | 428,429 | | | | | | (1,243,468) | | | | | | 177,168 | | | | | | 5,558,518 | | | | | | — | | | | | | (26,377) | | | | | | 2 | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 1,557,361 | | | | | | 1,537,003 | | | | | | (397,723) | | | | | | 85,019 | | | | | | 2,781,660 | | | | | | — | | | | | | 124,596 | | | | | | — | | |
| | | | $ | 58,967,972 | | | | | $ | 16,056,828 | | | | | $ | (20,564,355) | | | | | $ | (2,425,228) | | | | | $ | 52,035,217 | | | | | $ | 367,484 | | | | | $ | 1,720,795 | | | | | $ | 337,728 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (112,605) | | |
Total | | | | $ | (112,605) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 4,451 | | |
Total | | | | $ | 4,451 | | |
|
Voya Solution Balanced Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Cost for federal income tax purposes was $55,429,698. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 1,863,109 | | |
| Gross Unrealized Depreciation | | | | | (1,650,080) | | |
| Net Unrealized Appreciation | | | | $ | 213,029 | | |
|
Voya Solution Conservative Portfolio | as of June 30, 2018 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
EXCHANGE-TRADED FUNDS: 1.0% | | ||||||||||||||||||
| | 1,885 | | | | iShares 1-3 Year Treasury Bond ETF | | | | $ | 157,152 | | | | | | 1.0 | | |
| | | | | | Total Exchange-Traded Funds (Cost $156,994) | | | | | 157,152 | | | | | | 1.0 | | |
MUTUAL FUNDS: 98.9% | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies: 96.9% | | ||||||||||||
| | 112,535 | | | | Voya Floating Rate Fund - Class I | | | | | 1,103,971 | | | | | | 7.0 | | |
| | 49,078 | | | | Voya Global Bond Fund - Class R6 | | | | | 474,588 | | | | | | 3.0 | | |
| | 140,933 | | | | Voya High Yield Bond Fund - Class R6 | | | | | 1,104,911 | | | | | | 7.0 | | |
| | 161,084 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 1,575,402 | | | | | | 10.0 | | |
| | 31,074 | | | | Voya International Index Portfolio - Class I | | | | | 316,331 | | | | | | 2.0 | | |
| | 17,906 | | | | Voya Large Cap Growth Portfolio - Class I | | | | | 394,108 | | | | | | 2.5 | | |
| | 42,012 | | | | Voya Large Cap Value Fund - Class R6 | | | | | 549,936 | | | | | | 3.5 | | |
| | 15,682 | | | | Voya MidCap Opportunities Portfolio - Class I | | | | | 236,008 | | | | | | 1.5 | | |
| | 19,584 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 238,735 | | | | | | 1.5 | | |
| | 30,619 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 316,599 | | | | | | 2.0 | | |
| | 19,657 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 235,688 | | | | | | 1.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | 324,507 | | | | Voya Short Term Bond Fund - Class R6 | | | | $ | 3,147,720 | | | | | | 20.0 | | |
| | 145,486 | | | | Voya U.S. Bond Index Portfolio - Class I | | | | | 1,494,136 | | | | | | 9.5 | | |
| | 39,104 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 629,190 | | | | | | 4.0 | | |
| | 82,601 | | | | VY® BlackRock Inflation Protected Bond Portfolio - Class I | | | | | 785,534 | | | | | | 5.0 | | |
| | 150,624 | | | | VY® Goldman Sachs Bond Portfolio - Class I | | | | | 1,491,180 | | | | | | 9.4 | | |
| | 41,612 | | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 1,180,538 | | | | | | 7.5 | | |
| | | | | | | | | | | 15,274,575 | | | | | | 96.9 | | |
| | | | | | Unaffiliated Investment Companies: 2.0% | | ||||||||||||
| | 63,249 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 314,980 | | | | | | 2.0 | | |
| | | | | | Total Mutual Funds (Cost $15,694,346) | | | | | 15,589,555 | | | | | | 98.9 | | |
| | | | | | Total Investments in Securities (Cost $15,851,340) | | | | $ | 15,746,707 | | | | | | 99.9 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 23,365 | | | | | | 0.1 | | |
| | | | | | Net Assets | | | | $ | 15,770,072 | | | | | | 100.0 | | |
|
| | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 157,152 | | | | | $ | — | | | | | $ | — | | | | | $ | 157,152 | | |
Mutual Funds | | | | | 15,589,555 | | | | | | — | | | | | | — | | | | | | 15,589,555 | | |
Total Investments, at fair value | | | | $ | 15,746,707 | | | | | $ | — | | | | | $ | — | | | | | $ | 15,746,707 | | |
|
Voya Solution Conservative Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/17 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 423,959 | | | | | $ | 39,007 | | | | | $ | (429,439) | | | | | $ | (33,527) | | | | | $ | — | | | | | $ | — | | | | | $ | 38,151 | | | | | $ | — | | |
Voya Floating Rate Fund - Class I | | | | | 1,163,831 | | | | | | 160,271 | | | | | | (225,399) | | | | | | 5,268 | | | | | | 1,103,971 | | | | | | 21,600 | | | | | | (5,388) | | | | | | — | | |
Voya Global Bond Fund - Class R6 | | | | | 501,888 | | | | | | 80,442 | | | | | | (90,383) | | | | | | (17,359) | | | | | | 474,588 | | | | | | 10,925 | | | | | | 779 | | | | | | — | | |
Voya High Yield Bond Fund - Class R6 | | | | | 1,085,080 | | | | | | 247,240 | | | | | | (183,560) | | | | | | (43,849) | | | | | | 1,104,911 | | | | | | 29,794 | | | | | | 10,510 | | | | | | — | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 1,664,476 | | | | | | 251,608 | | | | | | (295,573) | | | | | | (45,109) | | | | | | 1,575,402 | | | | | | 25,670 | | | | | | (8,957) | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 177,682 | | | | | | 412,729 | | | | | | (247,620) | | | | | | (26,460) | | | | | | 316,331 | | | | | | 8,556 | | | | | | 13,398 | | | | | | — | | |
Voya Large Cap Growth Portfolio - Class I | | | | | 335,744 | | | | | | 125,886 | | | | | | (84,926) | | | | | | 17,404 | | | | | | 394,108 | | | | | | — | | | | | | 5,408 | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 501,666 | | | | | | 160,671 | | | | | | (106,824) | | | | | | (5,577) | | | | | | 549,936 | | | | | | 2,155 | | | | | | (662) | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 337,136 | | | | | | 36,315 | | | | | | (122,857) | | | | | | (14,586) | | | | | | 236,008 | | | | | | — | | | | | | 23,624 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | — | | | | | | 414,757 | | | | | | (157,694) | | | | | | (18,328) | | | | | | 238,735 | | | | | | — | | | | | | (7,106) | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | — | | | | | | 339,626 | | | | | | (12,415) | | | | | | (10,612) | | | | | | 316,599 | | | | | | — | | | | | | 61 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 333,740 | | | | | | 36,315 | | | | | | (111,957) | | | | | | (22,410) | | | | | | 235,688 | | | | | | — | | | | | | 22,977 | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | 3,320,845 | | | | | | 463,747 | | | | | | (613,067) | | | | | | (23,805) | | | | | | 3,147,720 | | | | | | 32,919 | | | | | | (9,469) | | | | | | — | | |
Voya U.S. Bond Index Portfolio - Class I | | | | | 1,496,686 | | | | | | 303,165 | | | | | | (269,196) | | | | | | (36,519) | | | | | | 1,494,136 | | | | | | 17,227 | | | | | | (8,527) | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 427,222 | | | | | | 371,250 | | | | | | (163,052) | | | | | | (6,230) | | | | | | 629,190 | | | | | | — | | | | | | 21,386 | | | | | | — | | |
VY® BlackRock Inflation Protected Bond Portfolio - Class I | | | | | 833,616 | | | | | | 121,254 | | | | | | (152,436) | | | | | | (16,900) | | | | | | 785,534 | | | | | | 12,516 | | | | | | 3,974 | | | | | | — | | |
VY® Goldman Sachs Bond Portfolio - Class I | | | | | 1,329,885 | | | | | | 421,942 | | | | | | (236,512) | | | | | | (24,135) | | | | | | 1,491,180 | | | | | | — | | | | | | (4,246) | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 1,657,138 | | | | | | 181,572 | | | | | | (671,923) | | | | | | 13,751 | | | | | | 1,180,538 | | | | | | — | | | | | | 22,406 | | | | | | — | | |
| | | | $ | 15,590,594 | | | | | $ | 4,167,797 | | | | | $ | (4,174,833) | | | | | $ | (308,983) | | | | | $ | 15,274,575 | | | | | $ | 161,362 | | | | | $ | 118,319 | | | | | $ | — | | |
|
| Cost for federal income tax purposes was $16,246,017. | | | |||||
| Net unrealized depreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 158,133 | | |
| Gross Unrealized Depreciation | | | | | (657,443) | | |
| Net Unrealized Depreciation | | | | $ | (499,310) | | |
|
Voya Solution Income Portfolio | as of June 30, 2018 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: 100.0% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 98.5% | | ||||||||||||
| | | 2,019,805 | | | | Voya Floating Rate Fund - Class I | | | | $ | 19,814,283 | | | | | | 5.0 | | |
| | | 1,233,213 | | | | Voya Global Bond Fund - Class R6 | | | | | 11,925,169 | | | | | | 3.0 | | |
| | | 1,011,800 | | | | Voya High Yield Bond Fund - Class R6 | | | | | 7,932,512 | | | | | | 2.0 | | |
| | | 4,452,374 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 43,544,221 | | | | | | 11.0 | | |
| | | 780,799 | | | | Voya International Index Portfolio - Class I | | | | | 7,948,531 | | | | | | 2.0 | | |
| | | 719,863 | | | | Voya Large Cap Growth Portfolio - Class I | | | | | 15,844,180 | | | | | | 4.0 | | |
| | | 1,206,441 | | | | Voya Large Cap Value Fund - Class R6 | | | | | 15,792,308 | | | | | | 4.0 | | |
| | | 262,687 | | | | Voya MidCap Opportunities Portfolio - Class I | | | | | 3,953,435 | | | | | | 1.0 | | |
| | | 983,426 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 11,987,965 | | | | | | 3.0 | | |
| | | 1,923,365 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 19,887,595 | | | | | | 5.0 | | |
| | | 329,281 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 3,948,077 | | | | | | 1.0 | | |
| | | 4,077,045 | | | | Voya Short Term Bond Fund - Class R6 | | | | | 39,547,333 | | | | | | 10.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | 4,810,059 | | | | Voya U.S. Bond Index Portfolio - Class I | | | | $ | 49,399,305 | | | | | | 12.5 | | |
| | | 1,193,311 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 13,830,470 | | | | | | 3.5 | | |
| | | 736,835 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 11,855,669 | | | | | | 3.0 | | |
| | | 2,905,712 | | | | VY® BlackRock Inflation Protected Bond Portfolio - Class I | | | | | 27,633,324 | | | | | | 7.0 | | |
| | | 323,362 | | | | VY® Clarion Global Real Estate Portfolio - Class I | | | | | 3,964,413 | | | | | | 1.0 | | |
| | | 4,183,119 | | | | VY® Goldman Sachs Bond Portfolio - Class I | | | | | 41,412,877 | | | | | | 10.5 | | |
| | | 1,394,126 | | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 39,551,350 | | | | | | 10.0 | | |
| | | | | | | | | | | | 389,773,017 | | | | | | 98.5 | | |
| | | | | | | Unaffiliated Investment Companies: 1.5% | | ||||||||||||
| | | 1,192,266 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 5,937,483 | | | | | | 1.5 | | |
| | | | | | | Total Mutual Funds (Cost $393,390,998) | | | | | 395,710,500 | | | | | | 100.0 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 162,767 | | | | | | 0.0 | | |
| | | | | | | Net Assets | | | | $ | 395,873,267 | | | | | | 100.0 | | |
|
| | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Mutual Funds | | | | $ | 395,710,500 | | | | | $ | — | | | | | $ | — | | | | | $ | 395,710,500 | | |
Total Investments, at fair value | | | | $ | 395,710,500 | | | | | $ | — | | | | | $ | — | | | | | $ | 395,710,500 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 76,654 | | | | | | — | | | | | | — | | | | | | 76,654 | | |
Total Assets | | | | $ | 395,787,154 | | | | | $ | — | | | | | $ | — | | | | | $ | 395,787,154 | | |
|
Voya Solution Income Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | ||||||||||||||||||||
U.S. Treasury 2-Year Note | | | | | 19 | | | | | | 09/28/18 | | | | | $ | 4,024,734 | | | | | $ | 2,915 | | |
| | | | | | | | | | | | | | | | $ | 4,024,734 | | | | | $ | 2,915 | | |
Short Contracts: | | | | | | ||||||||||||||||||||
Mini MSCI Emerging Markets Index | | | | | (76) | | | | | | 09/21/18 | | | | | | (4,040,540) | | | | | | 73,739 | | |
| | | | | | | | | | | | | | | | $ | (4,040,540) | | | | | $ | 73,739 | | |
|
Issuer | | | Beginning Fair Value at 12/31/17 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 4,369,369 | | | | | $ | 34,682 | | | | | $ | (3,828,022) | | | | | $ | (576,029) | | | | | $ | — | | | | | $ | — | | | | | $ | 622,540 | | | | | $ | — | | |
Voya Floating Rate Fund - Class I | | | | | 21,586,996 | | | | | | 838,111 | | | | | | (2,693,688) | | | | | | 82,864 | | | | | | 19,814,283 | | | | | | 397,484 | | | | | | (82,822) | | | | | | — | | |
Voya Global Bond Fund - Class R6 | | | | | 12,978,976 | | | | | | 715,071 | | | | | | (1,329,169) | | | | | | (439,709) | | | | | | 11,925,169 | | | | | | 282,880 | | | | | | 15,533 | | | | | | — | | |
Voya High Yield Bond Fund - Class R6 | | | | | 8,660,236 | | | | | | 434,019 | | | | | | (930,830) | | | | | | (230,913) | | | | | | 7,932,512 | | | | | | 231,666 | | | | | | (32,628) | | | | | | — | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 47,489,503 | | | | | | 2,551,562 | | | | | | (5,072,576) | | | | | | (1,424,268) | | | | | | 43,544,221 | | | | | | 730,537 | | | | | | (122,086) | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 8,693,125 | | | | | | 829,076 | | | | | | (1,102,931) | | | | | | (470,739) | | | | | | 7,948,531 | | | | | | 217,985 | | | | | | 69,681 | | | | | | — | | |
Voya Large Cap Growth Portfolio - Class I | | | | | 23,998,593 | | | | | | 213,698 | | | | | | (8,208,009) | | | | | | (160,102) | | | | | | 15,844,180 | | | | | | — | | | | | | 1,272,198 | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 15,305,707 | | | | | | 2,871,868 | | | | | | (1,887,261) | | | | | | (498,006) | | | | | | 15,792,308 | | | | | | 67,681 | | | | | | 308,528 | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 6,574,390 | | | | | | 57,760 | | | | | | (2,685,287) | | | | | | 6,572 | | | | | | 3,953,435 | | | | | | — | | | | | | 154,121 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 8,723,481 | | | | | | 5,669,479 | | | | | | (1,163,403) | | | | | | (1,241,592) | | | | | | 11,987,965 | | | | | | — | | | | | | 281,710 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 21,814,211 | | | | | | 1,503,499 | | | | | | (2,770,833) | | | | | | (659,282) | | | | | | 19,887,595 | | | | | | — | | | | | | 241,189 | | | | �� | | — | | |
Voya Multi-Manager Large Cap Core Portfolio - Class I | | | | | 10,975,633 | | | | | | 343,729 | | | | | | (10,027,952) | | | | | | (1,291,410) | | | | | | — | | | | | | — | | | | | | 1,057,680 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 6,488,658 | | | | | | 57,760 | | | | | | (2,594,765) | | | | | | (3,576) | | | | | | 3,948,077 | | | | | | — | | | | | | (3,037) | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | 42,994,885 | | | | | | 1,878,003 | | | | | | (5,036,319) | | | | | | (289,236) | | | | | | 39,547,333 | | | | | | 424,805 | | | | | | (144,537) | | | | | | — | | |
Voya U.S. Bond Index Portfolio - Class I | | | | | 45,265,975 | | | | | | 10,304,112 | | | | | | (5,006,967) | | | | | | (1,163,815) | | | | | | 49,399,305 | | | | | | 542,720 | | | | | | (199,947) | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | — | | | | | | 14,322,291 | | | | | | (789,878) | | | | | | 298,057 | | | | | | 13,830,470 | | | | | | — | | | | | | 19,694 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 10,885,254 | | | | | | 4,721,160 | | | | | | (3,666,528) | | | | | | (84,217) | | | | | | 11,855,669 | | | | | | — | | | | | | 290,226 | | | | | | — | | |
VY® BlackRock Inflation Protected Bond Portfolio - Class I | | | | | 30,281,288 | | | | | | 1,450,397 | | | | | | (3,631,016) | | | | | | (467,345) | | | | | | 27,633,324 | | | | | | 456,259 | | | | | | (9,957) | | | | | | — | | |
VY® Clarion Global Real Estate Portfolio - Class I | | | | | 4,392,367 | | | | | | 94,517 | | | | | | (439,815) | | | | | | (82,656) | | | | | | 3,964,413 | | | | | | — | | | | | | (3,473) | | | | | | — | | |
VY® Clarion Real Estate Portfolio - Class I | | | | | 4,303,500 | | | | | | 2,741 | | | | | | (4,018,909) | | | | | | (287,332) | | | | | | — | | | | | | — | | | | | | 116,762 | | | | | | — | | |
VY® Goldman Sachs Bond Portfolio - Class I | | | | | 47,332,314 | | | | | | 1,837,525 | | | | | | (6,775,759) | | | | | | (981,203) | | | | | | 41,412,877 | | | | | | — | | | | | | (47,438) | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 36,513,042 | | | | | | 6,538,758 | | | | | | (4,536,991) | | | | | | 1,036,541 | | | | | | 39,551,350 | | | | | | — | | | | | | 17,291 | | | | | | — | | |
| | | | $ | 419,627,503 | | | | | $ | 57,269,818 | | | | | $ | (78,196,908) | | | | | $ | (8,927,396) | | | | | $ | 389,773,017 | | | | | $ | 3,352,017 | | | | | $ | 3,821,228 | | | | | $ | — | | |
|
Voya Solution Income Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 73,739 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 2,915 | | |
Total Asset Derivatives | | | | | | | $ | 76,654 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (748,500) | | |
Total | | | | $ | (748,500) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 90,466 | | |
Interest rate contracts | | | | | 2,915 | | |
Total | | | | $ | 93,381 | | |
|
| Cost for federal income tax purposes was $403,802,984. | | | |||||
| Net unrealized depreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 7,900,398 | | |
| Gross Unrealized Depreciation | | | | | (15,916,227) | | |
| Net Unrealized Depreciation | | | | $ | (8,015,829) | | |
|
Voya Solution Moderately | PORTFOLIO OF INVESTMENTS |
Aggressive Portfolio | as of June 30, 2018 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 5.5% | | ||||||||||||||||||
| | | 39,308 | | | | iShares 1-3 Year Treasury Bond ETF | | | | $ | 3,277,698 | | | | | | 0.5 | | |
| | | 270,207 | | | | iShares Russell 1000 Value Index Fund | | | | | 32,797,725 | | | | | | 5.0 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $33,504,148) | | | | | 36,075,423 | | | | | | 5.5 | | |
| MUTUAL FUNDS: 94.3% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 92.8% | | ||||||||||||
| | | 1,599,626 | | | | Voya Emerging Markets Index Portfolio - Class I | | | | | 18,651,634 | | | | | | 2.8 | | |
| | | 3,353,428 | | | | Voya Floating Rate Fund - Class I | | | | | 32,897,129 | | | | | | 5.0 | | |
| | | 1,679,874 | | | | Voya High Yield Bond Fund - Class R6 | | | | | 13,170,215 | | | | | | 2.0 | | |
| | | 1,046,895 | | | | Voya Index Plus LargeCap Portfolio - Class I | | | | | 27,868,357 | | | | | | 4.2 | | |
| | | 3,192,060 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 31,218,347 | | | | | | 4.7 | | |
| | | 3,240,912 | | | | Voya International Index Portfolio - Class I | | | | | 32,992,486 | | | | | | 5.0 | | |
| | | 1,045,753 | | | | Voya Large Cap Growth Portfolio - Class I | | | | | 23,017,017 | | | | | | 3.5 | | |
| | | 1,501,843 | | | | Voya Large Cap Value Fund - Class R6 | | | | | 19,659,121 | | | | | | 3.0 | | |
| | | 1,962,565 | | | | Voya MidCap Opportunities Portfolio - Class I | | | | | 29,536,596 | | | | | | 4.5 | | |
| | | 3,104,335 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 37,841,846 | | | | | | 5.7 | | |
| | | 3,832,317 | | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 46,294,388 | | | | | | 7.0 | | |
| | | 3,193,342 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 33,019,161 | | | | | | 5.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | 2,460,079 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | $ | 29,496,348 | | | | | | 4.5 | | |
| | | 2,037,744 | | | | Voya Small Company Portfolio - Class I | | | | | 39,328,464 | | | | | | 6.0 | | |
| | | 1,132,106 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 13,121,114 | | | | | | 2.0 | | |
| | | 2,039,385 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 32,813,707 | | | | | | 5.0 | | |
| | | 536,868 | | | | VY® Clarion Global Real Estate Portfolio - Class I | | | | | 6,582,006 | | | | | | 1.0 | | |
| | | 2,415,746 | | | | VY® Invesco Comstock Portfolio - Class I | | | | | 49,136,278 | | | | | | 7.4 | | |
| | | 1,851,684 | | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 52,532,272 | | | | | | 8.0 | | |
| | | 417,213 | | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 42,718,398 | | | | | | 6.5 | | |
| | | | | | | | | | | | 611,894,884 | | | | | | 92.8 | | |
| | | | | | | Unaffiliated Investment Companies: 1.5% | | ||||||||||||
| | | 1,978,653 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 9,853,692 | | | | | | 1.5 | | |
| | | | | | | Total Mutual Funds (Cost $595,165,219) | | | | | 621,748,576 | | | | | | 94.3 | | |
| | | | | | | Total Investments in Securities (Cost $628,669,367) | | | | $ | 657,823,999 | | | | | | 99.8 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 1,086,525 | | | | | | 0.2 | | |
| | | | | | | Net Assets | | | | $ | 658,910,524 | | | | | | 100.0 | | |
|
| | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 36,075,423 | | | | | $ | — | | | | | $ | — | | | | | $ | 36,075,423 | | |
Mutual Funds | | | | | 621,748,576 | | | | | | — | | | | | | — | | | | | | 621,748,576 | | |
Total Investments, at fair value | | | | $ | 657,823,999 | | | | | $ | — | | | | | $ | — | | | | | $ | 657,823,999 | | |
|
Voya Solution Moderately | PORTFOLIO OF INVESTMENTS |
Aggressive Portfolio | as of June 30, 2018 (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, 2018 | | ||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 188,678 | | | | | | — | | | | | | — | | | | | | 188,678 | | |
Total Assets | | | | $ | 658,012,677 | | | | | $ | — | | | | | $ | — | | | | | $ | 658,012,677 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (127,081) | | | | | $ | — | | | | | $ | — | | | | | $ | (127,081) | | |
Total Liabilities | | | | $ | (127,081) | | | | | $ | — | | | | | $ | — | | | | | $ | (127,081) | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | ||||||||||||||||||||
S&P 500 E-Mini | | | | | 48 | | | | | | 09/21/18 | | | | | $ | 6,531,840 | | | | | $ | (127,081) | | |
U.S. Treasury 2-Year Note | | | | | 15 | | | | | | 09/28/18 | | | | | | 3,177,422 | | | | | | 2,299 | | |
| | | | | | | | | | | | | | | | $ | 9,709,262 | | | | | $ | (124,782) | | |
Short Contracts: | | | | | | ||||||||||||||||||||
Mini MSCI Emerging Markets Index | | | | | (188) | | | | | | 09/21/18 | | | | | | (9,995,020) | | | | | | 186,379 | | |
| | | | | | | | | | | | | | | | $ | (9,995,020) | | | | | $ | 186,379 | | |
|
Issuer | | | Beginning Fair Value at 12/31/17 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 28,722,711 | | | | | $ | 846,662 | | | | | $ | (7,102,385) | | | | | $ | (3,815,354) | | | | | $ | 18,651,634 | | | | | $ | 474,372 | | | | | $ | 2,083,090 | | | | | $ | — | | |
Voya Floating Rate Fund - Class I | | | | | 35,327,319 | | | | | | 2,244,946 | | | | | | (4,743,243) | | | | | | 68,107 | | | | | | 32,897,129 | | | | | | 662,174 | | | | | | (73,143) | | | | | | — | | |
Voya High Yield Bond Fund - Class R6 | | | | | 14,171,746 | | | | | | 1,064,255 | | | | | | (1,622,728) | | | | | | (443,058) | | | | | | 13,170,215 | | | | | | 387,760 | | | | | | (2,456) | | | | | | — | | |
Voya Index Plus LargeCap Portfolio - Class I | | | | | 21,629,704 | | | | | | 11,506,271 | | | | | | (2,343,193) | | | | | | (2,924,425) | | | | | | 27,868,357 | | | | | | 428,554 | | | | | | 590,989 | | | | | | 2,259,657 | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 49,459,974 | | | | | | 3,790,750 | | | | | | (21,095,248) | | | | | | (937,129) | | | | | | 31,218,347 | | | | | | 692,079 | | | | | | (672,589) | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 21,341,642 | | | | | | 15,843,494 | | | | | | (2,148,513) | | | | | | (2,044,137) | | | | | | 32,992,486 | | | | | | 903,563 | | | | | | 209,249 | | | | | | — | | |
Voya Large Cap Growth Portfolio - Class I | | | | | 42,971,988 | | | | | | 78,919 | | | | | | (18,755,014) | | | | | | (1,278,876) | | | | | | 23,017,017 | | | | | | — | | | | | | 2,957,446 | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 38,900,620 | | | | | | 2,933,954 | | | | | | (19,838,287) | | | | | | (2,337,166) | | | | | | 19,659,121 | | | | | | 177,494 | | | | | | 1,590,477 | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 42,886,354 | | | | | | 78,919 | | | | | | (12,855,650) | | | | | | (573,027) | | | | | | 29,536,596 | | | | | | — | | | | | | 1,668,875 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 14,284,209 | | | | | | 29,056,816 | | | | | | (1,721,612) | | | | | | (3,777,567) | | | | | | 37,841,846 | | | | | | — | | | | | | 662,751 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 53,349,145 | | | | | | 1,645,177 | | | | | | (7,144,852) | | | | | | (1,555,082) | | | | | | 46,294,388 | | | | | | — | | | | | | 651,036 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 46,413,888 | | | | | | 1,536,506 | | | | | | (13,379,239) | | | | | | (1,551,994) | | | | | | 33,019,161 | | | | | | — | | | | | | 876,848 | | | | | | — | | |
Voya Multi-Manager Large Cap Core Portfolio - Class I | | | | | 36,034,537 | | | | | | 835,495 | | | | | | (32,671,317) | | | | | | (4,198,715) | | | | | | — | | | | | | — | | | | | | 3,321,987 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 42,477,357 | | | | | | 690,571 | | | | | | (14,861,313) | | | | | | 1,189,733 | | | | | | 29,496,348 | | | | | | — | | | | | | (1,213,569) | | | | | | — | | |
Voya Small Company Portfolio - Class I | | | | | 42,223,673 | | | | | | 7,125,180 | | | | | | (5,062,289) | | | | | | (4,958,100) | | | | | | 39,328,464 | | | | | | 208,003 | | | | | | (11,696) | | | | | | 6,019,208 | | |
Voya Solution Moderately | PORTFOLIO OF INVESTMENTS |
Aggressive Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/17 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio - Class I | | | | | 7,055,811 | | | | | | 510,378 | | | | | | (7,670,808) | | | | | | 104,619 | | | | | | — | | | | | | 55,086 | | | | | | (328,757) | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | — | | | | | | 13,627,136 | | | | | | (789,048) | | | | | | 283,026 | | | | | | 13,121,114 | | | | | | — | | | | | | 16,747 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 21,268,052 | | | | | | 14,881,546 | | | | | | (3,701,507) | | | | | | 365,616 | | | | | | 32,813,707 | | | | | | — | | | | | | 306,390 | | | | | | — | | |
VY® Clarion Global Real Estate Portfolio - Class I | | | | | 7,187,624 | | | | | | 289,359 | | | | | | (752,751) | | | | | | (142,226) | | | | | | 6,582,006 | | | | | | — | | | | | | (5,113) | | | | | | — | | |
VY® Clarion Real Estate Portfolio - Class I | | | | | 7,042,853 | | | | | | — | | | | | | (6,557,883) | | | | | | (484,970) | | | | | | — | | | | | | — | | | | | | 206,548 | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 28,954,683 | | | | | | 24,110,104 | | | | | | (3,293,802) | | | | | | (634,707) | | | | | | 49,136,278 | | | | | | — | | | | | | 831,416 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 35,244,100 | | | | | | 20,458,365 | | | | | | (4,237,640) | | | | | | 1,067,447 | | | | | | 52,532,272 | | | | | | — | | | | | | 182,902 | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 21,103,324 | | | | | | 42,718,398 | | | | | | (23,464,712) | | | | | | 2,361,388 | | | | | | 42,718,398 | | | | | | — | | | | | | 734,579 | | | | | | — | | |
| | | | $ | 658,051,314 | | | | | $ | 195,873,201 | | | | | $ | (215,813,034) | | | | | $ | (26,216,597) | | | | | $ | 611,894,884 | | | | | $ | 3,989,085 | | | | | $ | 14,584,007 | | | | | $ | 8,278,865 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 186,379 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 2,299 | | |
Total Asset Derivatives | | | | | | | $ | 188,678 | | |
Liability Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 127,081 | | |
Total Liability Derivatives | | | | | | | $ | 127,081 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (1,253,339) | | |
Interest rate contracts | | | | | 151 | | |
Total | | | | $ | (1,253,188) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 87,736 | | |
Interest rate contracts | | | | | 2,299 | | |
Total | | | | $ | 90,035 | | |
|
Voya Solution Moderately | PORTFOLIO OF INVESTMENTS |
Aggressive Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Cost for federal income tax purposes was $637,456,178. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 35,606,931 | | |
| Gross Unrealized Depreciation | | | | | (15,177,513) | | |
| Net Unrealized Appreciation | | | | $ | 20,429,418 | | |
|
Voya Solution Moderately | PORTFOLIO OF INVESTMENTS |
Conservative Portfolio | as of June 30, 2018 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
EXCHANGE-TRADED FUNDS: 1.0% | | ||||||||||||||||||
| | 3,645 | | | | iShares 1-3 Year Treasury Bond ETF | | | | $ | 303,883 | | | | | | 1.0 | | |
| | | | | | Total Exchange-Traded Funds (Cost $303,568) | | | | | 303,883 | | | | | | 1.0 | | |
MUTUAL FUNDS: 99.0% | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies: 97.0% | | ||||||||||||
| | 26,502 | | | | Voya Emerging Markets Index Portfolio - Class I | | | | | 309,015 | | | | | | 1.0 | | |
| | 217,748 | | | | Voya Floating Rate Fund - Class I | | | | | 2,136,105 | | | | | | 7.0 | | |
| | 63,308 | | | | Voya Global Bond Fund - Class R6 | | | | | 612,193 | | | | | | 2.0 | | |
| | 233,740 | | | | Voya High Yield Bond Fund - Class R6 | | | | | 1,832,519 | | | | | | 6.0 | | |
| | 280,516 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 2,743,446 | | | | | | 9.0 | | |
| | 60,125 | | | | Voya International Index Portfolio - Class I | | | | | 612,073 | | | | | | 2.0 | | |
| | 45,039 | | | | Voya Large Cap Growth Portfolio - Class I | | | | | 991,317 | | | | | | 3.3 | | |
| | 69,676 | | | | Voya Large Cap Value Fund - Class R6 | | | | | 912,056 | | | | | | 3.0 | | |
| | 30,342 | | | | Voya MidCap Opportunities Portfolio - Class I | | | | | 456,646 | | | | | | 1.5 | | |
| | 63,102 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 769,215 | | | | | | 2.5 | | |
| | 50,783 | | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 613,459 | | | | | | 2.0 | | |
| | 118,487 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 1,225,159 | | | | | | 4.0 | | |
| | 38,034 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 456,028 | | | | | | 1.5 | | |
| | 251,168 | | | | Voya Short Term Bond Fund - Class R6 | | | | | 2,436,328 | | | | | | 8.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | 31,505 | | | | Voya Small Company Portfolio - Class I | | | | $ | 608,038 | | | | | | 2.0 | | |
| | 237,053 | | | | Voya U.S. Bond Index Portfolio - Class I | | | | | 2,434,535 | | | | | | 8.0 | | |
| | 52,509 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 608,575 | | | | | | 2.0 | | |
| | 94,603 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 1,522,163 | | | | | | 5.0 | | |
| | 127,859 | | | | VY® BlackRock Inflation Protected Bond Portfolio - Class I | | | | | 1,215,935 | | | | | | 4.0 | | |
| | 24,900 | | | | VY® Clarion Global Real Estate Portfolio - Class I | | | | | 305,278 | | | | | | 1.0 | | |
| | 245,423 | | | | VY® Goldman Sachs Bond Portfolio - Class I | | | | | 2,429,687 | | | | | | 8.0 | | |
| | 63,493 | | | | VY® Invesco Comstock Portfolio - Class I | | | | | 1,291,443 | | | | | | 4.2 | | |
| | 107,354 | | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 3,045,621 | | | | | | 10.0 | | |
| | | | | | | | | | | 29,566,834 | | | | | | 97.0 | | |
| | | | | | Unaffiliated Investment Companies: 2.0% | | ||||||||||||
| | 122,309 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 609,100 | | | | | | 2.0 | | |
| | | | | | Total Mutual Funds (Cost $29,844,051) | | | | | 30,175,934 | | | | | | 99.0 | | |
| | | | | | Total Investments in Securities (Cost $30,147,619) | | | | $ | 30,479,817 | | | | | | 100.0 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 11,214 | | | | | | 0.0 | | |
| | | | | | Net Assets | | | | $ | 30,491,031 | | | | | | 100.0 | | |
|
| | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 303,883 | | | | | $ | — | | | | | $ | — | | | | | $ | 303,883 | | |
Mutual Funds | | | | | 30,175,934 | | | | | | — | | | | | | — | | | | | | 30,175,934 | | |
Total Investments, at fair value | | | | $ | 30,479,817 | | | | | $ | — | | | | | $ | — | | | | | $ | 30,479,817 | | |
|
Voya Solution Moderately | PORTFOLIO OF INVESTMENTS |
Conservative Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/17 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 1,109,388 | | | | | $ | 103,120 | | | | | $ | (715,991) | | | | | $ | (187,502) | | | | | $ | 309,015 | | | | | $ | 14,533 | | | | | $ | 143,762 | | | | | $ | — | | |
Voya Floating Rate Fund - Class I | | | | | 2,192,022 | | | | | | 235,116 | | | | | | (293,480) | | | | | | 2,447 | | | | | | 2,136,105 | | | | | | 41,489 | | | | | | (3,121) | | | | | | — | | |
Voya Global Bond Fund - Class R6 | | | | | 627,553 | | | | | | 75,863 | | | | | | (67,320) | | | | | | (23,903) | | | | | | 612,193 | | | | | | 13,971 | | | | | | 2,256 | | | | | | — | | |
Voya High Yield Bond Fund - Class R6 | | | | | 1,884,377 | | | | | | 223,891 | | | | | | (205,569) | | | | | | (70,180) | | | | | | 1,832,519 | | | | | | 51,669 | | | | | | 12,147 | | | | | | — | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 3,146,288 | | | | | | 360,733 | | | | | | (676,657) | | | | | | (86,918) | | | | | | 2,743,446 | | | | | | 47,729 | | | | | | (15,778) | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 630,584 | | | | | | 95,339 | | | | | | (73,170) | | | | | | (40,680) | | | | | | 612,073 | | | | | | 16,582 | | | | | | 10,013 | | | | | | — | | |
Voya Large Cap Growth Portfolio - Class I | | | | | 1,114,519 | | | | | | 73,780 | | | | | | (214,087) | | | | | | 17,105 | | | | | | 991,317 | | | | | | — | | | | | | 46,058 | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 1,108,630 | | | | | | 140,365 | | | | | | (326,242) | | | | | | (10,697) | | | | | | 912,056 | | | | | | 5,019 | | | | | | (4,417) | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 794,543 | | | | | | 47,773 | | | | | | (343,461) | | | | | | (42,209) | | | | | | 456,646 | | | | | | — | | | | | | 60,087 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | — | | | | | | 851,782 | | | | | | (26,763) | | | | | | (55,804) | | | | | | 769,215 | | | | | | — | | | | | | (641) | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 788,114 | | | | | | 74,636 | | | | | | (197,874) | | | | | | (51,417) | | | | | | 613,459 | | | | | | — | | | | | | 41,152 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 791,160 | | | | | | 595,286 | | | | | | (102,837) | | | | | | (58,450) | | | | | | 1,225,159 | | | | | | — | | | | | | 26,575 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 784,388 | | | | | | 47,772 | | | | | | (305,666) | | | | | | (70,466) | | | | | | 456,028 | | | | | | — | | | | | | 68,920 | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | 2,494,772 | | | | | | 280,810 | | | | | | (318,920) | | | | | | (20,334) | | | | | | 2,436,328 | | | | | | 25,239 | | | | | | (4,957) | | | | | | — | | |
Voya Small Company Portfolio - Class I | | | | | 935,658 | | | | | | 153,257 | | | | | | (371,572) | | | | | | (109,305) | | | | | | 608,038 | | | | | | 3,164 | | | | | | 31,625 | | | | | | 91,566 | | |
Voya U.S. Bond Index Portfolio - Class I | | | | | 2,345,068 | | | | | | 429,939 | | | | | | (279,229) | | | | | | (61,243) | | | | | | 2,434,535 | | | | | | 27,732 | | | | | | (10,030) | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | — | | | | | | 629,762 | | | | | | (34,050) | | | | | | 12,863 | | | | | | 608,575 | | | | | | — | | | | | | 980 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 1,420,170 | | | | | | 534,706 | | | | | | (430,545) | | | | | | (2,168) | | | | | | 1,522,163 | | | | | | — | | | | | | 36,899 | | | | | | — | | |
VY® BlackRock Inflation Protected Bond Portfolio - Class I | | | | | 1,255,030 | | | | | | 146,198 | | | | | | (167,241) | | | | | | (18,052) | | | | | | 1,215,935 | | | | | | 19,481 | | | | | | (1,551) | | | | | | — | | |
VY® Clarion Global Real Estate Portfolio - Class I | | | | | 318,564 | | | | | | 26,589 | | | | | | (34,111) | | | | | | (5,764) | | | | | | 305,278 | | | | | | — | | ��� | | | | (24) | | | | | | — | | |
VY® Clarion Real Estate Portfolio - Class I | | | | | 312,132 | | | | | | 872 | | | | | | (297,043) | | | | | | (15,961) | | | | | | — | | | | | | — | | | | | | 3,569 | | | | | | — | | |
VY® Goldman Sachs Bond Portfolio - Class I | | | | | 2,028,646 | | | | | | 667,991 | | | | | | (223,241) | | | | | | (43,709) | | | | | | 2,429,687 | | | | | | — | | | | | | (147) | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 641,678 | | | | | | 764,052 | | | | | | (89,094) | | | | | | (25,193) | | | | | | 1,291,443 | | | | | | — | | | | | | 31,987 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 3,124,189 | | | | | | 215,085 | | | | | | (388,588) | | | | | | 94,935 | | | | | | 3,045,621 | | | | | | — | | | | | | (10,811) | | | | | | — | | |
| | | | $ | 29,847,473 | | | | | $ | 6,774,717 | | | | | $ | (6,182,751) | | | | | $ | (872,605) | | | | | $ | 29,566,834 | | | | | $ | 266,608 | | | | | $ | 464,553 | | | | | $ | 91,566 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (43,355) | | |
Total | | | | $ | (43,355) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (286) | | |
Total | | | | $ | (286) | | |
|
Voya Solution Moderately | PORTFOLIO OF INVESTMENTS |
Conservative Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Cost for federal income tax purposes was $31,047,993. | | | |||||
| Net unrealized depreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 758,070 | | |
| Gross Unrealized Depreciation | | | | | (1,326,246) | | |
| Net Unrealized Depreciation | | | | $ | (568,176) | | |
|
Voya Solution 2020 Portfolio | as of June 30, 2018 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 0.8% | | ||||||||||||||||||
| | | 3,393 | | | | iShares 1-3 Year Treasury Bond ETF | | | | $ | 282,874 | | | | | | 0.8 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $282,534) | | | | | 282,874 | | | | | | 0.8 | | |
| MUTUAL FUNDS: 98.9% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 97.4% | | ||||||||||||
| | | 182,296 | | | | Voya Floating Rate Fund - Class I | | | | | 1,788,323 | | | | | | 5.0 | | |
| | | 111,303 | | | | Voya Global Bond Fund - Class R6 | | | | | 1,076,298 | | | | | | 3.0 | | |
| | | 91,319 | | | | Voya High Yield Bond Fund - Class R6 | | | | | 715,942 | | | | | | 2.0 | | |
| | | 328,783 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 3,215,501 | | | | | | 9.0 | | |
| | | 105,706 | | | | Voya International Index Portfolio - Class I | | | | | 1,076,090 | | | | | | 3.0 | | |
| | | 64,971 | | | | Voya Large Cap Growth Portfolio - Class I | | | | | 1,430,019 | | | | | | 4.0 | | |
| | | 108,887 | | | | Voya Large Cap Value Fund - Class R6 | | | | | 1,425,327 | | | | | | 4.0 | | |
| | | 23,709 | | | | Voya MidCap Opportunities Portfolio - Class I | | | | | 356,816 | | | | | | 1.0 | | |
| | | 74,025 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 902,364 | | | | | | 2.5 | | |
| | | 89,283 | | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 1,078,537 | | | | | | 3.0 | | |
| | | 173,593 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 1,794,957 | | | | | | 5.0 | | |
| | | 29,719 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 356,332 | | | | | | 1.0 | | |
| | | 266,782 | | | | Voya Short Term Bond Fund - Class R6 | | | | | 2,587,781 | | | | | | 7.2 | | |
| | | 18,463 | | | | Voya Small Company Portfolio - Class I | | | | | 356,332 | | | | | | 1.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | 312,572 | | | | Voya U.S. Bond Index Portfolio - Class I | | | | $ | 3,210,119 | | | | | | 9.0 | | |
| | | 123,088 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 1,426,587 | | | | | | 4.0 | | |
| | | 110,872 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 1,783,931 | | | | | | 5.0 | | |
| | | 187,324 | | | | VY® BlackRock Inflation Protected Bond Portfolio - Class I | | | | | 1,781,452 | | | | | | 5.0 | | |
| | | 29,185 | | | | VY® Clarion Global Real Estate Portfolio - Class I | | | | | 357,807 | | | | | | 1.0 | | |
| | | 314,621 | | | | VY® Goldman Sachs Bond Portfolio - Class I | | | | | 3,114,748 | | | | | | 8.7 | | |
| | | 35,020 | | | | VY® Invesco Comstock Portfolio - Class I | | | | | 712,315 | | | | | | 2.0 | | |
| | | 125,826 | | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 3,569,686 | | | | | | 10.0 | | |
| | | 6,979 | | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 714,553 | | | | | | 2.0 | | |
| | | | | | | | | | | | 34,831,817 | | | | | | 97.4 | | |
| | | | | | | Unaffiliated Investment Companies: 1.5% | | ||||||||||||
| | | 107,541 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 535,553 | | | | | | 1.5 | | |
| | | | | | | Total Mutual Funds (Cost $35,186,742) | | | | | 35,367,370 | | | | | | 98.9 | | |
| | | | | | | Total Investments in Securities (Cost $35,469,276) | | | | $ | 35,650,244 | | | | | | 99.7 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 117,614 | | | | | | 0.3 | | |
| | | | | | | Net Assets | | | | $ | 35,767,858 | | | | | | 100.0 | | |
|
| | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 282,874 | | | | | $ | — | | | | | $ | — | | | | | $ | 282,874 | | |
Mutual Funds | | | | | 35,367,370 | | | | | | — | | | | | | — | | | | | | 35,367,370 | | |
Total Investments, at fair value | | | | $ | 35,650,244 | | | | | $ | — | | | | | $ | — | | | | | $ | 35,650,244 | | |
|
Voya Solution 2020 Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/17 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation (Depreciation) | | | Ending Fair Value at 06/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 331,522 | | | | | $ | — | | | | | $ | (331,522) | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 2,467 | | | | | $ | — | | |
Voya Floating Rate Fund - Class I | | | | | 1,654,532 | | | | | | 452,581 | | | | | | (314,617) | | | | | | (4,173) | | | | | | 1,788,323 | | | | | | 34,222 | | | | | | 2,482 | | | | | | — | | |
Voya Global Bond Fund - Class R6 | | | | | 994,754 | | | | | | 288,669 | | | | | | (160,698) | | | | | | (46,427) | | | | | | 1,076,298 | | | | | | 24,076 | | | | | | 6,460 | | | | | | — | | |
Voya High Yield Bond Fund - Class R6 | | | | | 663,699 | | | | | | 189,197 | | | | | | (112,714) | | | | | | (24,240) | | | | | | 715,942 | | | | | | 19,720 | | | | | | 2,286 | | | | | | — | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 3,308,898 | | | | | | 941,114 | | | | | | (941,392) | | | | | | (93,119) | | | | | | 3,215,501 | | | | | | 54,570 | | | | | | (20,710) | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 393,312 | | | | | | 1,020,417 | | | | | | (268,797) | | | | | | (68,842) | | | | | | 1,076,090 | | | | | | 29,810 | | | | | | 19,382 | | | | | | — | | |
Voya Large Cap Growth Portfolio - Class I | | | | | 1,685,287 | | | | | | 372,406 | | | | | | (614,345) | | | | | | (13,329) | | | | | | 1,430,019 | | | | | | — | | | | | | 104,653 | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 859,144 | | | | | | 815,796 | | | | | | (228,345) | | | | | | (21,268) | | | | | | 1,425,327 | | | | | | 4,278 | | | | | | 13,665 | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 503,761 | | | | | | 109,780 | | | | | | (228,289) | | | | | | (28,436) | | | | | | 356,816 | | | | | | — | | | | | | 41,130 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 857,536 | | | | | | 666,101 | | | | | | (444,589) | | | | | | (176,684) | | | | | | 902,364 | | | | | | — | | | | | | 80,168 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 999,946 | | | | | | 288,083 | | | | | | (155,352) | | | | | | (54,140) | | | | | | 1,078,537 | | | | | | — | | | | | | 34,228 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 1,672,856 | | | | | | 480,323 | | | | | | (266,323) | | | | | | (91,899) | | | | | | 1,794,957 | | | | | | — | | | | | | 51,447 | | | | | | — | | |
Voya Multi-Manager Large Cap Core Portfolio - Class I | | | | | 846,952 | | | | | | 166,788 | | | | | | (951,071) | | | | | | (62,669) | | | | | | — | | | | | | — | | | | | | 40,695 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 497,436 | | | | | | 109,780 | | | | | | (236,314) | | | | | | (14,570) | | | | | | 356,332 | | | | | | — | | | | | | 14,813 | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | 2,389,757 | | | | | | 664,350 | | | | | | (447,742) | | | | | | (18,584) | | | | | | 2,587,781 | | | | | | 26,299 | | | | | | (6,981) | | | | | | — | | |
Voya Small Company Portfolio - Class I | | | | | 989,132 | | | | | | 265,481 | | | | | | (841,622) | | | | | | (56,659) | | | | | | 356,332 | | | | | | 1,858 | | | | | | 4,714 | | | | | | 53,770 | | |
Voya U.S. Bond Index Portfolio - Class I | | | | | 1,949,708 | | | | | | 1,720,553 | | | | | | (407,989) | | | | | | (52,153) | | | | | | 3,210,119 | | | | | | 28,895 | | | | | | (8,569) | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | — | | | | | | 1,522,410 | | | | | | (125,633) | | | | | | 29,810 | | | | | | 1,426,587 | | | | | | — | | | | | | 3,798 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 1,391,069 | | | | | | 1,206,430 | | | | | | (784,228) | | | | | | (29,340) | | | | | | 1,783,931 | | | | | | — | | | | | | 64,267 | | | | | | — | | |
VY® BlackRock Inflation Protected Bond Portfolio - Class I | | | | | 1,658,118 | | | | | | 467,233 | | | | | | (324,632) | | | | | | (19,267) | | | | | | 1,781,452 | | | | | | 28,385 | | | | | | (7,346) | | | | | | — | | |
VY® Clarion Global Real Estate Portfolio - Class I | | | | | 336,581 | | | | | | 82,506 | | | | | | (57,427) | | | | | | (3,853) | | | | | | 357,807 | | | | | | — | | | | | | (941) | | | | | | — | | |
VY® Clarion Real Estate Portfolio - Class I | | | | | 329,957 | | | | | | 3,085 | | | | | | (328,564) | | | | | | (4,478) | | | | | | — | | | | | | — | | | | | | (8,557) | | | | | | — | | |
VY® Goldman Sachs Bond Portfolio - Class I | | | | | 2,260,057 | | | | | | 1,311,782 | | | | | | (422,779) | | | | | | (34,312) | | | | | | 3,114,748 | | | | | | — | | | | | | (15,984) | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 847,032 | | | | | | 189,432 | | | | | | (259,807) | | | | | | (64,342) | | | | | | 712,315 | | | | | | — | | | | | | 68,236 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 3,301,787 | | | | | | 764,228 | | | | | | (568,712) | | | | | | 72,383 | | | | | | 3,569,686 | | | | | | — | | | | | | 23,231 | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 496,824 | | | | | | 303,311 | | | | | | (114,537) | | | | | | 28,955 | | | | | | 714,553 | | | | | | — | | | | | | 31,530 | | | | | | — | | |
| | | | $ | 31,219,657 | | | | | $ | 14,401,836 | | | | | $ | (9,938,040) | | | | | $ | (851,636) | | | | | $ | 34,831,817 | | | | | $ | 252,113 | | | | | $ | 540,564 | | | | | $ | 53,770 | | |
|
| Cost for federal income tax purposes was $35,607,499. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 640,773 | | |
| Gross Unrealized Depreciation | | | | | (598,028) | | |
| Net Unrealized Appreciation | | | | $ | 42,745 | | |
|
Voya Solution 2025 Portfolio | as of June 30, 2018 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
EXCHANGE-TRADED FUNDS: 2.2% | | ||||||||||||||||||
| | 25,858 | | | | iShares 1-3 Year Treasury Bond ETF | | | | $ | 2,156,169 | | | | | | 0.2 | | |
| | 142,200 | | | | iShares Russell 1000 Value Index Fund | | | | | 17,260,236 | | | | | | 2.0 | | |
| | | | | | Total Exchange-Traded Funds (Cost $18,796,900) | | | | | 19,416,405 | | | | | | 2.2 | | |
MUTUAL FUNDS: 97.7% | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies: 96.2% | | ||||||||||||
| | 751,471 | | | | Voya Emerging Markets Index Portfolio - Class I | | | | | 8,762,152 | | | | | | 1.0 | | |
| | 4,415,772 | | | | Voya Floating Rate Fund - Class I | | | | | 43,318,719 | | | | | | 5.0 | | |
| | 2,696,114 | | | | Voya Global Bond Fund - Class R6 | | | | | 26,071,422 | | | | | | 3.0 | | |
| | 2,212,050 | | | | Voya High Yield Bond Fund - Class R6 | | | | | 17,342,470 | | | | | | 2.0 | | |
| | 7,964,101 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 77,888,907 | | | | | | 9.0 | | |
| | 3,413,985 | | | | Voya International Index Portfolio - Class I | | | | | 34,754,372 | | | | | | 4.0 | | |
| | 1,967,188 | | | | Voya Large Cap Growth Portfolio - Class I | | | | | 43,297,801 | | | | | | 5.0 | | |
| | 2,638,439 | | | | Voya Large Cap Value Fund - Class R6 | | | | | 34,537,166 | | | | | | 4.0 | | |
| | 1,005,001 | | | | Voya MidCap Opportunities Portfolio - Class I | | | | | 15,125,265 | | | | | | 1.8 | | |
| | 2,689,789 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 32,788,525 | | | | | | 3.8 | | |
| | 3,244,011 | | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 39,187,657 | | | | | | 4.5 | | |
| | 4,625,385 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 47,826,480 | | | | | | 5.5 | | |
| | 1,259,773 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 15,104,680 | | | | | | 1.7 | | |
| | 2,896,818 | | | | Voya Short Term Bond Fund - Class R6 | | | | | 28,099,137 | | | | | | 3.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | 894,430 | | | | Voya Small Company Portfolio - Class I | | | | $ | 17,262,492 | | | | | | 2.0 | | |
| | 5,468,215 | | | | Voya U.S. Bond Index Portfolio - Class I | | | | | 56,158,568 | | | | | | 6.5 | | |
| | 2,981,496 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 34,555,535 | | | | | | 4.0 | | |
| | 2,686,106 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 43,219,440 | | | | | | 5.0 | | |
| | 1,814,982 | | | | VY® BlackRock Inflation Protected Bond Portfolio - Class I | | | | | 17,260,480 | | | | | | 2.0 | | |
| | 706,936 | | | | VY® Clarion Global Real Estate Portfolio - Class I | | | | | 8,667,034 | | | | | | 1.0 | | |
| | 4,572,537 | | | | VY® Goldman Sachs Bond Portfolio - Class I | | | | | 45,268,117 | | | | | | 5.2 | | |
| | 1,272,420 | | | | VY® Invesco Comstock Portfolio - Class I | | | | | 25,881,030 | | | | | | 3.0 | | |
| | 3,047,830 | | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 86,466,943 | | | | | | 10.0 | | |
| | 338,081 | | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 34,616,150 | | | | | | 4.0 | | |
| | | | | | | | | | | 833,460,542 | | | | | | 96.2 | | |
| | | | | | Unaffiliated Investment Companies: 1.5% | | ||||||||||||
| | 2,603,250 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 12,964,184 | | | | | | 1.5 | | |
| | | | | | Total Mutual Funds (Cost $816,132,610) | | | | | 846,424,726 | | | | | | 97.7 | | |
| | | | | | Total Investments in Securities (Cost $834,929,510) | | | | $ | 865,841,131 | | | | | | 99.9 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 897,145 | | | | | | 0.1 | | |
| | | | | | Net Assets | | | | $ | 866,738,276 | | | | | | 100.0 | | |
|
| | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 19,416,405 | | | | | $ | — | | | | | $ | — | | | | | $ | 19,416,405 | | |
Mutual Funds | | | | | 846,424,726 | | | | | | — | | | | | | — | | | | | | 846,424,726 | | |
Total Investments, at fair value | | | | $ | 865,841,131 | | | | | $ | — | | | | | $ | — | | | | | $ | 865,841,131 | | |
|
Voya Solution 2025 Portfolio | as of June 30, 2018 (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, 2018 | | ||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 126,292 | | | | | | — | | | | | | — | | | | | | 126,292 | | |
Total Assets | | | | $ | 865,967,423 | | | | | $ | — | | | | | $ | — | | | | | $ | 865,967,423 | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | ||||||||||||||||||||
U.S. Treasury 2-Year Note | | | | | 31 | | | | | | 09/28/18 | | | | | $ | 6,566,672 | | | | | $ | 4,735 | | |
| | | | | | | | | | | | | | | | $ | 6,566,672 | | | | | $ | 4,735 | | |
Short Contracts: | | | | | | ||||||||||||||||||||
Mini MSCI Emerging Markets Index | | | | | (124) | | | | | | 09/21/18 | | | | | | (6,592,460) | | | | | | 121,557 | | |
| | | | | | | | | | | | | | | | $ | (6,592,460) | | | | | $ | 121,557 | | |
|
Issuer | | | Beginning Fair Value at 12/31/17 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 27,772,416 | | | | | $ | 1,514,836 | | | | | $ | (15,716,053) | | | | | $ | (4,809,047) | | | | | $ | 8,762,152 | | | | | $ | 211,106 | | | | | $ | 4,166,886 | | | | | $ | — | | |
Voya Floating Rate Fund - Class I | | | | | 45,717,600 | | | | | | 3,351,856 | | | | | | (5,924,899) | | | | | | 174,162 | | | | | | 43,318,719 | | | | | | 868,204 | | | | | | (184,249) | | | | | | — | | |
Voya Global Bond Fund - Class R6 | | | | | 27,487,089 | | | | | | 2,335,488 | | | | | | (2,750,264) | | | | | | (1,000,891) | | | | | | 26,071,422 | | | | | | 619,896 | | | | | | 45,858 | | | | | | — | | |
Voya High Yield Bond Fund - Class R6 | | | | | 18,340,529 | | | | | | 1,558,526 | | | | | | (2,074,954) | | | | | | (481,631) | | | | | | 17,342,470 | | | | | | 507,621 | | | | | | (99,717) | | | | | | — | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 89,033,389 | | | | | | 8,088,912 | | | | | | (16,715,336) | | | | | | (2,518,058) | | | | | | 77,888,907 | | | | | | 1,376,943 | | | | | | (441,239) | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 36,825,106 | | | | | | 3,660,041 | | | | | | (3,238,863) | | | | | | (2,491,912) | | | | | | 34,754,372 | | | | | | 961,616 | | | | | | 661,280 | | | | | | — | | |
Voya Large Cap Growth Portfolio - Class I | | | | | 55,606,446 | | | | | | 1,283,916 | | | | | | (14,789,135) | | | | | | 1,196,574 | | | | | | 43,297,801 | | | | | | — | | | | | | 1,631,126 | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 27,689,894 | | | | | | 11,578,754 | | | | | | (4,129,040) | | | | | | (602,442) | | | | | | 34,537,166 | | | | | | 125,212 | | | | | | 238,451 | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 20,883,650 | | | | | | 476,401 | | | | | | (5,991,968) | | | | | | (242,818) | | | | | | 15,125,265 | | | | | | — | | | | | | 810,419 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 18,482,458 | | | | | | 20,090,436 | | | | | | (2,093,112) | | | | | | (3,691,257) | | | | | | 32,788,525 | | | | | | — | | | | | | 885,596 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 41,423,736 | | | | | | 3,012,138 | | | | | | (4,180,478) | | | | | | (1,067,739) | | | | | | 39,187,657 | | | | | | — | | | | | | 314,903 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 50,824,833 | | | | | | 3,731,534 | | | | | | (4,854,111) | | | | | | (1,875,776) | | | | | | 47,826,480 | | | | | | — | | | | | | 757,024 | | | | | | — | | |
Voya Multi-Manager Large Cap Core Portfolio - Class I | | | | | 37,198,139 | | | | | | 1,441,111 | | | | | | (34,306,963) | | | | | | (4,332,287) | | | | | | — | | | | | | — | | | | | | 3,417,225 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 20,614,504 | | | | | | 509,499 | | | | | | (5,904,275) | | | | | | (115,048) | | | | | | 15,104,680 | | | | | | — | | | | | | 132,822 | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | 29,594,566 | | | | | | 2,311,158 | | | | | | (3,593,345) | | | | | | (213,242) | | | | | | 28,099,137 | | | | | | 303,049 | | | | | | (93,893) | | | | | | — | | |
Voya Small Company Portfolio - Class I | | | | | 27,320,054 | | | | | | 3,547,398 | | | | | | (11,171,619) | | | | | | (2,433,341) | | | | | | 17,262,492 | | | | | | 91,726 | | | | | | 124,226 | | | | | | 2,654,388 | | |
Voya U.S. Bond Index Portfolio - Class I | | | | | 27,391,992 | | | | | | 33,621,275 | | | | | | (4,167,857) | | | | | | (686,842) | | | | | | 56,158,568 | | | | | | 442,188 | | | | | | (133,376) | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | — | | | | | | 36,131,830 | | | | | | (2,318,340) | | | | | | 742,045 | | | | | | 34,555,535 | | | | | | — | | | | | | 64,053 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 64,458,621 | | | | | | 12,484,215 | | | | | | (32,399,906) | | | | | | (1,323,490) | | | | | | 43,219,440 | | | | | | — | | | | | | 2,150,812 | | | | | | — | | |
VY® BlackRock Inflation Protected Bond Portfolio - Class I | | | | | — | | | | | | 18,140,010 | | | | | | (951,997) | | | | | | 72,467 | | | | | | 17,260,480 | | | | | | 74,095 | | | | | | 508 | | | | | | — | | |
VY® Clarion Global Real Estate Portfolio - Class I | | | | | 9,302,237 | | | | | | 462,740 | | | | | | (918,229) | | | | | | (179,714) | | | | | | 8,667,034 | | | | | | — | | | | | | (6,254) | | | | | | — | | |
Voya Solution 2025 Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/17 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
VY® Clarion Real Estate Portfolio - Class I | | | | | 9,114,241 | | | | | | 27,672 | | | | | | (8,537,612) | | | | | | (604,301) | | | | | | — | | | | | | — | | | | | | 241,807 | | | | | | — | | |
VY® Goldman Sachs Bond Portfolio - Class I | | | | | 54,685,451 | | | | | | 3,953,913 | | | | | | (12,317,591) | | | | | | (1,053,656) | | | | | | 45,268,117 | | | | | | — | | | | | | (170,596) | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 28,104,268 | | | | | | 1,152,093 | | | | | | (2,841,576) | | | | | | (533,755) | | | | | | 25,881,030 | | | | | | — | | | | | | 641,565 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 91,122,569 | | | | | | 2,589,570 | | | | | | (9,535,327) | | | | | | 2,290,131 | | | | | | 86,466,943 | | | | | | — | | | | | | 49,155 | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 16,012,849 | | | | | | 20,602,120 | | | | | | (3,513,870) | | | | | | 1,515,051 | | | | | | 34,616,150 | | | | | | — | | | | | | 971,014 | | | | | | — | | |
| | | | $ | 875,006,637 | | | | | $ | 197,657,442 | | | | | $ | (214,936,720) | | | | | $ | (24,266,817) | | | | | $ | 833,460,542 | | | | | $ | 5,581,656 | | | | | $ | 16,175,406 | | | | | $ | 2,654,388 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 121,557 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 4,735 | | |
Total Asset Derivatives | | | | | | | $ | 126,292 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (1,624,002) | | |
Total | | | | $ | (1,624,002) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 158,822 | | |
Interest rate contracts | | | | | 4,735 | | |
Total | | | | $ | 163,557 | | |
|
| Cost for federal income tax purposes was $849,861,128. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 38,411,045 | | |
| Gross Unrealized Depreciation | | | | | (22,304,750) | | |
| Net Unrealized Appreciation | | | | $ | 16,106,295 | | |
|
Voya Solution 2030 Portfolio | as of June 30, 2018 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 4.0% | | ||||||||||||||||||
| | | 3,731 | | | | iShares 1-3 Year Treasury Bond ETF | | | | $ | 311,054 | | | | | | 1.0 | | |
| | | 7,693 | | | | iShares Russell 1000 Value Index Fund | | | | | 933,776 | | | | | | 3.0 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $1,212,056) | | | | | 1,244,830 | | | | | | 4.0 | | |
| MUTUAL FUNDS: 95.9% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 94.4% | | ||||||||||||
| | | 27,160 | | | | Voya Emerging Markets Index Portfolio - Class I | | | | | 316,684 | | | | | | 1.0 | | |
| | | 127,543 | | | | Voya Floating Rate Fund - Class I | | | | | 1,251,200 | | | | | | 4.0 | | |
| | | 79,865 | | | | Voya High Yield Bond Fund - Class R6 | | | | | 626,142 | | | | | | 2.0 | | |
| | | 239,613 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 2,343,417 | | | | | | 7.5 | | |
| | | 154,070 | | | | Voya International Index Portfolio - Class I | | | | | 1,568,435 | | | | | | 5.0 | | |
| | | 71,024 | | | | Voya Large Cap Growth Portfolio - Class I | | | | | 1,563,231 | | | | | | 5.0 | | |
| | | 71,537 | | | | Voya Large Cap Value Fund - Class R6 | | | | | 936,417 | | | | | | 3.0 | | |
| | | 41,467 | | | | Voya MidCap Opportunities Portfolio - Class I | | | | | 624,084 | | | | | | 2.0 | | |
| | | 103,496 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 1,261,612 | | | | | | 4.0 | | |
| | | 169,174 | | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 2,043,619 | | | | | | 6.5 | | |
| | | 227,717 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 2,354,589 | | | | | | 7.5 | | |
| | | 51,979 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 623,233 | | | | | | 2.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | 32,292 | | | | Voya Small Company Portfolio - Class I | | | | $ | 623,233 | | | | | | 2.0 | | |
| | | 136,729 | | | | Voya U.S. Bond Index Portfolio - Class I | | | | | 1,404,202 | | | | | | 4.5 | | |
| | | 94,187 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 1,091,625 | | | | | | 3.5 | | |
| | | 145,480 | | | | Voya U.S. Stock Index Portfolio - Class I | | | �� | | 2,340,775 | | | | | | 7.5 | | |
| | | 38,284 | | | | VY® Clarion Global Real Estate Portfolio - Class I | | | | | 469,364 | | | | | | 1.5 | | |
| | | 157,223 | | | | VY® Goldman Sachs Bond Portfolio - Class I | | | | | 1,556,503 | | | | | | 4.9 | | |
| | | 76,564 | | | | VY® Invesco Comstock Portfolio - Class I | | | | | 1,557,315 | | | | | | 5.0 | | |
| | | 110,037 | | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 3,121,746 | | | | | | 10.0 | | |
| | | 18,309 | | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 1,874,683 | | | | | | 6.0 | | |
| | | | | | | | | | | | 29,552,109 | | | | | | 94.4 | | |
| | | | | | | Unaffiliated Investment Companies: 1.5% | | ||||||||||||
| | | 93,902 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 467,634 | | | | | | 1.5 | | |
| | | | | | | Total Mutual Funds (Cost $29,786,396) | | | | | 30,019,743 | | | | | | 95.9 | | |
| | | | | | | Total Investments in Securities (Cost $30,998,452) | | | | $ | 31,264,573 | | | | | | 99.9 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 36,947 | | | | | | 0.1 | | |
| | | | | | | Net Assets | | | | $ | 31,301,520 | | | | | | 100.0 | | |
|
| | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 1,244,830 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,244,830 | | |
Mutual Funds | | | | | 30,019,743 | | | | | | — | | | | | | — | | | | | | 30,019,743 | | |
Total Investments, at fair value | | | | $ | 31,264,573 | | | | | $ | — | | | | | $ | — | | | | | $ | 31,264,573 | | |
|
Voya Solution 2030 Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/17 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 940,753 | | | | | $ | 250,744 | | | | | $ | (737,431) | | | | | $ | (137,382) | | | | | $ | 316,684 | | | | | $ | 23,822 | | | | | $ | 59,318 | | | | | $ | — | | |
Voya Floating Rate Fund - Class I | | | | | 1,549,912 | | | | | | 461,269 | | | | | | (761,041) | | | | | | 1,060 | | | | | | 1,251,200 | | | | | | 31,553 | | | | | | (2,899) | | | | | | — | | |
Voya High Yield Bond Fund - Class R6 | | | | | 621,744 | | | | | | 198,490 | | | | | | (172,917) | | | | | | (21,175) | | | | | | 626,142 | | | | | | 18,112 | | | | | | 621 | | | | | | — | | |
Voya Index Plus LargeCap Portfolio - Class I | | | | | 948,705 | | | | | | 180,632 | | | | | | (998,410) | | | | | | (130,927) | | | | | | — | | | | | | — | | | | | | 116,394 | | | | | | — | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 2,095,676 | | | | | | 921,980 | | | | | | (612,386) | | | | | | (61,853) | | | | | | 2,343,417 | | | | | | 36,524 | | | | | | (10,993) | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 633,988 | | | | | | 1,412,330 | | | | | | (365,245) | | | | | | (112,638) | | | | | | 1,568,435 | | | | | | 45,371 | | | | | | 26,353 | | | | | | — | | |
Voya Large Cap Growth Portfolio - Class I | | | | | 1,894,894 | | | | | | 444,585 | | | | | | (749,398) | | | | | | (26,850) | | | | | | 1,563,231 | | | | | | — | | | | | | 127,111 | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 951,870 | | | | | | 509,565 | | | | | | (521,016) | | | | | | (4,002) | | | | | | 936,417 | | | | | | 4,628 | | | | | | (11,161) | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 786,539 | | | | | | 183,855 | | | | | | (311,889) | | | | | | (34,421) | | | | | | 624,084 | | | | | | — | | | | | | 56,832 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 943,326 | | | | | | 762,173 | | | | | | (260,006) | | | | | | (183,881) | | | | | | 1,261,612 | | | | | | — | | | | | | 73,460 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 1,872,839 | | | | | | 721,557 | | | | | | (419,473) | | | | | | (131,304) | | | | | | 2,043,619 | | | | | | — | | | | | | 90,041 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 2,193,367 | | | | | | 814,047 | | | | | | (500,610) | | | | | | (152,215) | | | | | | 2,354,589 | | | | | | — | | | | | | 92,834 | | | | | | — | | |
Voya Multi-Manager Large Cap Core Portfolio - Class I | | | | | 1,269,987 | | | | | | 240,843 | | | | | | (1,418,881) | | | | | | (91,949) | | | | | | — | | | | | | — | | | | | | 56,826 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 776,569 | | | | | | 192,727 | | | | | | (328,162) | | | | | | (17,901) | | | | | | 623,233 | | | | | | — | | | | | | 20,475 | | | | | | — | | |
Voya Small Company Portfolio - Class I | | | | | 1,235,204 | | | | | | 397,210 | | | | | | (915,811) | | | | | | (93,370) | | | | | | 623,233 | | | | | | 3,436 | | | | | | 3,433 | | | | | | 99,441 | | |
Voya U.S. Bond Index Portfolio - Class I | | | | | — | | | | | | 1,603,423 | | | | | | (200,663) | | | | | | 1,442 | | | | | | 1,404,202 | | | | | | 5,826 | | | | | | (126) | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | — | | | | | | 1,239,708 | | | | | | (170,338) | | | | | | 22,255 | | | | | | 1,091,625 | | | | | | — | | | | | | 5,224 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 2,521,545 | | | | | | 1,944,678 | | | | | | (2,004,794) | | | | | | (120,654) | | | | | | 2,340,775 | | | | | | — | | | | | | 144,994 | | | | | | — | | |
VY® Clarion Global Real Estate Portfolio - Class I | | | | | 473,041 | | | | | | 132,256 | | | | | | (127,337) | | | | | | (8,596) | | | | | | 469,364 | | | | | | — | | | | | | 409 | | | | | | — | | |
VY® Clarion Real Estate Portfolio - Class I | | | | | 463,620 | | | | | | 2,529 | | | | | | (457,585) | | | | | | (8,564) | | | | | | — | | | | | | — | | | | | | (9,893) | | | | | | — | | |
VY® Goldman Sachs Bond Portfolio - Class I | | | | | 1,313,518 | | | | | | 639,168 | | | | | | (374,779) | | | | | | (21,404) | | | | | | 1,556,503 | | | | | | — | | | | | | (7,941) | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 952,545 | | | | | | 945,507 | | | | | | (296,486) | | | | | | (44,251) | | | | | | 1,557,315 | | | | | | — | | | | | | 51,941 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 3,092,836 | | | | | | 809,353 | | | | | | (801,067) | | | | | | 20,624 | | | | | | 3,121,746 | | | | | | — | | | | | | 62,918 | | | | | | 2 | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 930,569 | | | | | | 1,280,930 | | | | | | (377,695) | | | | | | 40,879 | | | | | | 1,874,683 | | | | | | — | | | | | | 100,764 | | | | | | — | | |
| | | | $ | 28,463,047 | | | | | $ | 16,289,559 | | | | | $ | (13,883,420) | | | | | $ | (1,317,077) | | | | | $ | 29,552,109 | | | | | $ | 169,272 | | | | | $ | 1,046,935 | | | | | $ | 99,443 | | |
|
| Cost for federal income tax purposes was $31,060,622. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 634,771 | | |
| Gross Unrealized Depreciation | | | | | (430,820) | | |
| Net Unrealized Appreciation | | | | $ | 203,951 | | |
|
Voya Solution 2035 Portfolio | as of June 30, 2018 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 3.4% | | ||||||||||||||||||
| | | 47,100 | | | | iShares 1-3 Year Treasury Bond ETF | | | | $ | 3,927,434 | | | | | | 0.4 | | |
| | | 215,849 | | | | iShares Russell 1000 Value Index Fund | | | | | 26,199,751 | | | | | | 3.0 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $28,910,508) | | | | | 30,127,185 | | | | | | 3.4 | | |
| MUTUAL FUNDS: 96.4% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 94.9% | | ||||||||||||
| | | 2,131,506 | | | | Voya Emerging Markets Index Portfolio - Class I | | | | | 24,853,355 | | | | | | 2.8 | | |
| | | 3,574,541 | | | | Voya Floating Rate Fund - Class I | | | | | 35,066,244 | | | | | | 4.0 | | |
| | | 2,238,290 | | | | Voya High Yield Bond Fund - Class R6 | | | | | 17,548,191 | | | | | | 2.0 | | |
| | | 1,559,007 | | | | Voya Index Plus LargeCap Portfolio - Class I | | | | | 41,500,775 | | | | | | 4.7 | | |
| | | 6,939,312 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 67,866,475 | | | | | | 7.7 | | |
| | | 5,181,907 | | | | Voya International Index Portfolio - Class I | | | | | 52,751,813 | | | | | | 6.0 | | |
| | | 2,189,591 | | | | Voya Large Cap Growth Portfolio - Class I | | | | | 48,192,903 | | | | | | 5.5 | | |
| | | 2,002,846 | | | | Voya Large Cap Value Fund - Class R6 | | | | | 26,217,260 | | | | | | 3.0 | | |
| | | 1,452,752 | | | | Voya MidCap Opportunities Portfolio - Class I | | | | | 21,863,910 | | | | | | 2.5 | | |
| | | 3,447,036 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 42,019,370 | | | | | | 4.8 | | |
| | | 5,471,057 | | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 66,090,370 | | | | | | 7.5 | | |
| | | 6,382,400 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 65,994,016 | | | | | | 7.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | 1,821,027 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | $ | 21,834,119 | | | | | | 2.5 | | |
| | | 905,041 | | | | Voya Small Company Portfolio - Class I | | | | | 17,467,287 | | | | | | 2.0 | | |
| | | 851,239 | | | | Voya U.S. Bond Index Portfolio - Class I | | | | | 8,742,226 | | | | | | 1.0 | | |
| | | 1,508,440 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 17,482,819 | | | | | | 2.0 | | |
| | | 3,533,164 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 56,848,602 | | | | | | 6.5 | | |
| | | 1,073,004 | | | | VY® Clarion Global Real Estate Portfolio - Class I | | | | | 13,155,032 | | | | | | 1.5 | | |
| | | 2,789,608 | | | | VY® Invesco Comstock Portfolio - Class I | | | | | 56,740,627 | | | | | | 6.4 | | |
| | | 2,467,201 | | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 69,994,500 | | | | | | 8.0 | | |
| | | 598,665 | | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 61,297,280 | | | | | | 7.0 | | |
| | | | | | | | | | | | 833,527,174 | | | | | | 94.9 | | |
| | | | | | | Unaffiliated Investment Companies: 1.5% | | ||||||||||||
| | | 2,634,353 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 13,119,080 | | | | | | 1.5 | | |
| | | | | | | Total Mutual Funds (Cost $796,925,312) | | | | | 846,646,254 | | | | | | 96.4 | | |
| | | | | | | Total Investments in Securities (Cost $825,835,820) | | | | $ | 876,773,439 | | | | | | 99.8 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 1,501,184 | | | | | | 0.2 | | |
| | | | | | | Net Assets | | | | $ | 878,274,623 | | | | | | 100.0 | | |
|
| | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 30,127,185 | | | | | $ | — | | | | | $ | — | | | | | $ | 30,127,185 | | |
Mutual Funds | | | | | 846,646,254 | | | | | | — | | | | | | — | | | | | | 846,646,254 | | |
Total Investments, at fair value | | | | $ | 876,773,439 | | | | | $ | — | | | | | $ | — | | | | | $ | 876,773,439 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 259,078 | | | | | | — | | | | | | — | | | | | | 259,078 | | |
Total Assets | | | | $ | 877,032,517 | | | | | $ | — | | | | | $ | — | | | | | $ | 877,032,517 | | |
|
Voya Solution 2035 Portfolio | as of June 30, 2018 (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, 2018 | | ||||||||||||
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (168,095) | | | | | $ | — | | | | | $ | — | | | | | $ | (168,095) | | |
Total Liabilities | | | | $ | (168,095) | | | | | $ | — | | | | | $ | — | | | | | $ | (168,095) | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | ||||||||||||||||||||
S&P 500 E-Mini | | | | | 64 | | | | 09/21/18 | | | | $ | 8,709,120 | | | | | $ | (168,095) | | | |||
U.S. Treasury 2-Year Note | | | | | 23 | | | | | | 09/28/18 | | | | | | 4,872,047 | | | | | | 3,532 | | |
| | | | | | | | | | | | | | | | $ | 13,581,167 | | | | | $ | (164,563) | | |
Short Contracts: | | | | | | ||||||||||||||||||||
Mini MSCI Emerging Markets Index | | | | | (259) | | | | | | 09/21/18 | | | | | | (13,769,735) | | | | | | 255,546 | | |
| | | | | | | | | | | | | | | | $ | (13,769,735) | | | | | $ | 255,546 | | |
|
Issuer | | | Beginning Fair Value at 12/31/17 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 27,963,942 | | | | | $ | 2,552,186 | | | | | $ | (2,498,942) | | | | | $ | (3,163,831) | | | | | $ | 24,853,355 | | | | | $ | 638,930 | | | | | $ | 733,470 | | | | | $ | — | | |
Voya Floating Rate Fund - Class I | | | | | 46,020,909 | | | | | | 4,152,407 | | | | | | (15,554,089) | | | | | | 447,017 | | | | | | 35,066,244 | | | | | | 892,784 | | | | | | (482,594) | | | | | | — | | |
Voya High Yield Bond Fund - Class R6 | | | | | 18,461,448 | | | | | | 1,898,160 | | | | | | (2,201,304) | | | | | | (610,113) | | | | | | 17,548,191 | | | | | | 511,551 | | | | | | 21,293 | | | | | | — | | |
Voya Index Plus LargeCap Portfolio - Class I | | | | | 28,175,352 | | | | | | 21,100,068 | | | | | | (3,484,387) | | | | | | (4,290,258) | | | | | | 41,500,775 | | | | | | 645,825 | | | | | | 812,080 | | | | | | 3,405,271 | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 47,862,192 | | | | | | 28,174,940 | | | | | | (6,699,616) | | | | | | (1,471,041) | | | | | | 67,866,475 | | | | | | 886,527 | | | | | | (182,830) | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 46,338,518 | | | | | | 13,760,203 | | | | | | (3,695,628) | | | | | | (3,651,280) | | | | | | 52,751,813 | | | | | | 1,460,170 | | | | | | 766,881 | | | | | | — | | |
Voya Large Cap Growth Portfolio - Class I | | | | | 65,374,808 | | | | | | 1,565,352 | | | | | | (19,528,807) | | | | | | 781,550 | | | | | | 48,192,903 | | | | | | — | | | | | | 2,365,396 | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 27,805,710 | | | | | | 3,153,758 | | | | | | (4,209,362) | | | | | | (532,846) | | | | | | 26,217,260 | | | | | | 128,468 | | | | | | 79,646 | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 32,697,693 | | | | | | 767,386 | | | | | | (11,455,851) | | | | | | (145,318) | | | | | | 21,863,910 | | | | | | — | | | | | | 940,762 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 37,219,584 | | | | | | 12,773,359 | | | | | | (3,527,326) | | | | | | (4,446,247) | | | | | | 42,019,370 | | | | | | — | | | | | | 681,008 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 64,868,082 | | | | | | 8,628,689 | | | | | | (5,700,812) | | | | | | (1,705,589) | | | | | | 66,090,370 | | | | | | — | | | | | | 390,558 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 65,117,493 | | | | | | 8,673,467 | | | | | | (6,100,506) | | | | | | (1,696,438) | | | | | | 65,994,016 | | | | | | — | | | | | | 58,915 | | | | | | — | | |
Voya Multi-Manager Large Cap Core Portfolio - Class I | | | | | 73,325,404 | | | | | | 2,907,758 | | | | | | (68,878,710) | | | | | | (7,354,452) | | | | | | — | | | | | | — | | | | | | 5,482,353 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 32,279,828 | | | | | | 1,342,770 | | | | | | (12,213,456) | | | | | | 424,977 | | | | | | 21,834,119 | | | | | | — | | | | | | (477,777) | | | | | | — | | |
Voya Small Company Portfolio - Class I | | | | | 36,671,155 | | | | | | 4,420,095 | | | | | | (20,223,197) | | | | | | (3,400,766) | | | | | | 17,467,287 | | | | | | 92,167 | | | | | | 935,234 | | | | | | 2,667,128 | | |
Voya U.S. Bond Index Portfolio - Class I | | | | | — | | | | | | 9,196,039 | | | | | | (462,332) | | | | | | 8,519 | | | | | | 8,742,226 | | | | | | 35,296 | | | | | | 105 | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | — | | | | | | 18,321,481 | | | | | | (1,213,234) | | | | | | 374,572 | | | | | | 17,482,819 | | | | | | — | | | | | | 31,517 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 74,265,145 | | | | | | 17,065,511 | | | | | | (32,693,594) | | | | | | (1,788,460) | | | | | | 56,848,602 | | | | | | — | | | | | | 2,763,080 | | | | | | — | | |
VY® Clarion Global Real Estate Portfolio - Class I | | | | | 14,044,966 | | | | | | 945,337 | | | | | | (1,525,285) | | | | | | (309,986) | | | | | | 13,155,032 | | | | | | — | | | | | | 22,510 | | | | | | — | | |
VY® Clarion Real Estate Portfolio - Class I | | | | | 13,762,642 | | | | | | 17,599 | | | | | | (12,531,262) | | | | | | (1,248,979) | | | | | | — | | | | | | — | | | | | | 701,884 | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 37,717,518 | | | | | | 24,071,553 | | | | | | (4,310,784) | | | | | | (737,660) | | | | | | 56,740,627 | | | | | | — | | | | | | 940,265 | | | | | | — | | |
Voya Solution 2035 Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/17 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 64,278,276 | | | | | | 10,833,257 | | | | | | (6,890,461) | | | | | | 1,773,428 | | | | | | 69,994,500 | | | | | | — | | | | | | 18,872 | | | | | | | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 27,627,985 | | | | | | 37,143,909 | | | | | | (6,522,692) | | | | | | 3,048,078 | | | | | | 61,297,280 | | | | | | — | | | | | | 1,293,401 | | | | | | — | | |
| | | | $ | 881,878,650 | | | | | $ | 233,465,284 | | | | | $ | (252,121,637) | | | | | $ | (29,695,123) | | | | | $ | 833,527,174 | | | | | $ | 5,291,718 | | | | | $ | 17,896,029 | | | | | $ | 6,072,399 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 255,546 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 3,532 | | |
Total Asset Derivatives | | | | | | | $ | 259,078 | | |
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 168,095 | | |
Total Liability Derivatives | | | | | | | $ | 168,095 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (1,637,206) | | |
Total | | | | $ | (1,637,206) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 123,933 | | |
Interest rate contracts | | | | | 3,532 | | |
Total | | | | $ | 127,465 | | |
|
| Cost for federal income tax purposes was $840,107,777. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 55,941,532 | | |
| Gross Unrealized Depreciation | | | | | (19,184,887) | | |
| Net Unrealized Appreciation | | | | $ | 36,756,645 | | |
|
Voya Solution 2040 Portfolio | as of June 30, 2018 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
EXCHANGE-TRADED FUNDS: 4.0% | | ||||||||||||||||||
| | 3,116 | | | | iShares 1-3 Year Treasury Bond ETF | | | | $ | 259,781 | | | | | | 1.0 | | |
| | 6,426 | | | | iShares Russell 1000 Value Index Fund | | | | | 779,988 | | | | | | 3.0 | | |
| | | | | | Total Exchange-Traded Funds (Cost $1,002,143) | | | | | 1,039,769 | | | | | | 4.0 | | |
MUTUAL FUNDS: 95.9% | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies: 94.4% | | ||||||||||||
| | 22,833 | | | | Voya Emerging Markets Index Portfolio - Class I | | | | | 266,234 | | | | | | 1.0 | | |
| | 79,969 | | | | Voya Floating Rate Fund - Class I | | | | | 784,498 | | | | | | 3.0 | | |
| | 66,766 | | | | Voya High Yield Bond Fund - Class R6 | | | | | 523,449 | | | | | | 2.0 | | |
| | 51,402 | | | | Voya Index Plus LargeCap Portfolio - Class I | | | | | 1,368,312 | | | | | | 5.2 | | |
| | 100,231 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 980,259 | | | | | | 3.7 | | |
| | 206,103 | | | | Voya International Index Portfolio - Class I | | | | | 2,098,125 | | | | | | 8.0 | | |
| | 65,317 | | | | Voya Large Cap Growth Portfolio - Class I | | | | | 1,437,632 | | | | | | 5.5 | | |
| | 69,818 | | | | Voya Large Cap Value Fund - Class R6 | | | | | 913,924 | | | | | | 3.5 | | |
| | 52,004 | | | | Voya MidCap Opportunities Portfolio - Class I | | | | | 782,658 | | | | | | 3.0 | | |
| | 118,864 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 1,448,953 | | | | | | 5.5 | | |
| | 174,080 | | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 2,102,892 | | | | | | 8.0 | | |
| | 177,694 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 1,837,358 | | | | | | 7.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | 65,187 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | $ | 781,592 | | | | | | 3.0 | | |
| | 40,497 | | | | Voya Small Company Portfolio - Class I | | | | | 781,592 | | | | | | 3.0 | | |
| | 44,998 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 521,523 | | | | | | 2.0 | | |
| | 121,656 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 1,957,442 | | | | | | 7.5 | | |
| | 32,008 | | | | VY® Clarion Global Real Estate Portfolio - Class I | | | | | 392,418 | | | | | | 1.5 | | |
| | 83,216 | | | | VY® Invesco Comstock Portfolio - Class I | | | | | 1,692,616 | | | | | | 6.5 | | |
| | 73,598 | | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 2,087,983 | | | | | | 8.0 | | |
| | 19,135 | | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 1,959,183 | | | | | | 7.5 | | |
| | | | | | | | | | | 24,718,643 | | | | | | 94.4 | | |
| | | | | | Unaffiliated Investment Companies: 1.5% | | ||||||||||||
| | 78,424 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 390,553 | | | | | | 1.5 | | |
| | | | | | Total Mutual Funds (Cost $24,666,637) | | | | | 25,109,196 | | | | | | 95.9 | | |
| | | | | | Total Investments in Securities (Cost $25,668,780) | | | | $ | 26,148,965 | | | | | | 99.9 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 15,617 | | | | | | 0.1 | | |
| | | | | | Net Assets | | | | $ | 26,164,582 | | | | | | 100.0 | | |
|
| | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 1,039,769 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,039,769 | | |
Mutual Funds | | | | | 25,109,196 | | | | | | — | | | | | | — | | | | | | 25,109,196 | | |
Total Investments, at fair value | | | | $ | 26,148,965 | | | | | $ | — | | | | | $ | — | | | | | $ | 26,148,965 | | |
|
Voya Solution 2040 Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/17 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 716,631 | | | | | $ | 188,474 | | | | | $ | (530,871) | | | | | $ | (108,000) | | | | | $ | 266,234 | | | | | $ | 19,128 | | | | | $ | 42,766 | | | | | $ | — | | |
Voya Floating Rate Fund - Class I | | | | | 709,033 | | | | | | 214,978 | | | | | | (138,764) | | | | | | (749) | | | | | | 784,498 | | | | | | 16,349 | | | | | | (1,355) | | | | | | — | | |
Voya High Yield Bond Fund - Class R6 | | | | | 474,061 | | | | | | 148,395 | | | | | | (83,073) | | | | | | (15,934) | | | | | | 523,449 | | | | | | 14,478 | | | | | | (497) | | | | | | — | | |
Voya Index Plus LargeCap Portfolio - Class I | | | | | 723,119 | | | | | | 938,434 | | | | | | (159,940) | | | | | | (133,301) | | | | | | 1,368,312 | | | | | | 21,379 | | | | | | 19,057 | | | | | | 112,726 | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 531,804 | | | | | | 577,952 | | | | | | (111,819) | | | | | | (17,678) | | | | | | 980,259 | | | | | | 11,523 | | | | | | (1,994) | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 722,786 | | | | | | 1,739,481 | | | | | | (220,248) | | | | | | (143,894) | | | | | | 2,098,125 | | | | | | 58,316 | | | | | | 27,981 | | | | | | — | | |
Voya Large Cap Growth Portfolio - Class I | | | | | 2,046,017 | | | | | | 421,056 | | | | | | (1,018,058) | | | | | | (11,383) | | | | | | 1,437,632 | | | | | | — | | | | | | 102,547 | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 848,290 | | | | | | 377,415 | | | | | | (300,772) | | | | | | (11,009) | | | | | | 913,924 | | | | | | 4,555 | | | | | | (4,422) | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 959,098 | | | | | | 203,734 | | | | | | (346,907) | | | | | | (33,267) | | | | | | 782,658 | | | | | | — | | | | | | 58,272 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 1,078,082 | | | | | | 696,531 | | | | | | (139,849) | | | | | | (185,811) | | | | | | 1,448,953 | | | | | | — | | | | | | 58,360 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 1,903,492 | | | | | | 506,695 | | | | | | (217,989) | | | | | | (89,306) | | | | | | 2,102,892 | | | | | | — | | | | | | 44,446 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 1,671,763 | | | | | | 449,561 | | | | | | (198,185) | | | | | | (85,781) | | | | | | 1,837,358 | | | | | | — | | | | | | 39,088 | | | | | | — | | |
Voya Multi-Manager Large Cap Core Portfolio - Class I | | | | | 2,061,552 | | | | | | 407,521 | | | | | | (2,328,529) | | | | | | (140,544) | | | | | | — | | | | | | (1) | | | | | | 78,089 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 947,181 | | | | | | 224,464 | | | | | | (370,880) | | | | | | (19,173) | | | | | | 781,592 | | | | | | — | | | | | | 19,507 | | | | | | — | | |
Voya Small Company Portfolio - Class I | | | | | 1,176,801 | | | | | | 400,830 | | | | | | (714,899) | | | | | | (81,140) | | | | | | 781,592 | | | | | | 4,158 | | | | | | (26,509) | | | | | | 120,319 | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | — | | | | | | 564,732 | | | | | | (53,908) | | | | | | 10,699 | | | | | | 521,523 | | | | | | — | | | | | | 1,481 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 1,200,241 | | | | | | 1,247,428 | | | | | | (469,664) | | | | | | (20,563) | | | | | | 1,957,442 | | | | | | — | | | | | | 41,668 | | | | | | — | | |
VY® Clarion Global Real Estate Portfolio - Class I | | | | | 360,576 | | | | | | 98,067 | | | | | | (59,967) | | | | | | (6,258) | | | | | | 392,418 | | | | | | — | | | | | | 317 | | | | | | — | | |
VY® Clarion Real Estate Portfolio - Class I | | | | | 353,513 | | | | | | 3,560 | | | | | | (350,449) | | | | | | (6,624) | | | | | | — | | | | | | — | | | | | | (7,438) | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 1,089,042 | | | | | | 810,708 | | | | | | (168,954) | | | | | | (38,180) | | | | | | 1,692,616 | | | | | | — | | | | | | 43,354 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 1,591,703 | | | | | | 719,107 | | | | | | (249,146) | | | | | | 26,319 | | | | | | 2,087,983 | | | | | | — | | | | | | 23,756 | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 709,249 | | | | | | 1,419,209 | | | | | | (253,422) | | | | | | 84,147 | | | | | | 1,959,183 | | | | | | — | | | | | | 44,584 | | | | | | — | | |
| | | | $ | 21,874,034 | | | | | $ | 12,358,332 | | | | | $ | (8,486,293) | | | | | $ | (1,027,430) | | | | | $ | 24,718,643 | | | | | $ | 149,885 | | | | | $ | 603,058 | | | | | $ | 233,045 | | |
|
| Cost for federal income tax purposes was $25,728,336. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 776,946 | | |
| Gross Unrealized Depreciation | | | | | (356,317) | | |
| Net Unrealized Appreciation | | | | $ | 420,629 | | |
|
Voya Solution 2045 Portfolio | as of June 30, 2018 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 4.1% | | ||||||||||||||||||
| | | 46,745 | | | | iShares 1-3 Year Treasury Bond ETF | | | | $ | 3,897,832 | | | | | | 0.6 | | |
| | | 187,443 | | | | iShares Russell 1000 Value Index Fund | | | | | 22,751,831 | | | | | | 3.5 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $24,505,236) | | | | | 26,649,663 | | | | | | 4.1 | | |
| MUTUAL FUNDS: 95.7% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 94.2% | | ||||||||||||
| | | 1,587,692 | | | | Voya Emerging Markets Index Portfolio - Class I | | | | | 18,512,484 | | | | | | 2.8 | | |
| | | 1,164,809 | | | | Voya Floating Rate Fund - Class I | | | | | 11,426,776 | | | | | | 1.7 | | |
| | | 1,833,458 | | | | Voya Index Plus LargeCap Portfolio - Class I | | | | | 48,806,656 | | | | | | 7.5 | | |
| | | 2,834,403 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 27,720,464 | | | | | | 4.2 | | |
| | | 5,146,199 | | | | Voya International Index Portfolio - Class I | | | | | 52,388,303 | | | | | | 8.0 | | |
| | | 2,223,916 | | | | Voya Large Cap Growth Portfolio - Class I | | | | | 48,948,401 | | | | | | 7.5 | | |
| | | 1,990,007 | | | | Voya Large Cap Value Fund - Class R6 | | | | | 26,049,194 | | | | | | 4.0 | | |
| | | 1,514,873 | | | | Voya MidCap Opportunities Portfolio - Class I | | | | | 22,798,833 | | | | | | 3.5 | | |
| | | 3,567,937 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 43,493,149 | | | | | | 6.6 | | |
| | | 4,890,018 | | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 59,071,421 | | | | | | 9.0 | | |
| | | 4,436,899 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 45,877,534 | | | | | | 7.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | 1,898,889 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | $ | 22,767,678 | | | | | | 3.5 | | |
| | | 1,011,147 | | | | Voya Small Company Portfolio - Class I | | | | | 19,515,142 | | | | | | 3.0 | | |
| | | 1,123,527 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 13,021,680 | | | | | | 2.0 | | |
| | | 3,036,816 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 48,862,369 | | | | | | 7.5 | | |
| | | 799,206 | | | | VY® Clarion Global Real Estate Portfolio - Class I | | | | | 9,798,263 | | | | | | 1.5 | | |
| | | 2,397,430 | | | | VY® Invesco Comstock Portfolio - Class I | | | | | 48,763,733 | | | | | | 7.4 | | |
| | | 477,756 | | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 48,917,420 | | | | | | 7.5 | | |
| | | | | | | | | | | | 616,739,500 | | | | | | 94.2 | | |
| | | | | | | Unaffiliated Investment Companies: 1.5% | | ||||||||||||
| | | 1,960,896 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 9,765,261 | | | | | | 1.5 | | |
| | | | | | | Total Mutual Funds (Cost $589,646,478) | | | | | 626,504,761 | | | | | | 95.7 | | |
| | | | | | | Total Investments in Securities (Cost $614,151,714) | | | | $ | 653,154,424 | | | | | | 99.8 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 1,097,618 | | | | | | 0.2 | | |
| | | | | | | Net Assets | | | | $ | 654,252,042 | | | | | | 100.0 | | |
|
| | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 26,649,663 | | | | | $ | — | | | | | $ | — | | | | | $ | 26,649,663 | | |
Mutual Funds | | | | | 626,504,761 | | | | | | — | | | | | | — | | | | | | 626,504,761 | | |
Total Investments, at fair value | | | | $ | 653,154,424 | | | | | $ | — | | | | | $ | — | | | | | $ | 653,154,424 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 174,220 | | | | | | — | | | | | | — | | | | | | 174,220 | | |
Total Assets | | | | $ | 653,328,644 | | | | | $ | — | | | | | $ | — | | | | | $ | 653,328,644 | | |
|
Voya Solution 2045 Portfolio | as of June 30, 2018 (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, 2018 | | ||||||||||||
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (126,619) | | | | | $ | — | | | | �� | $ | — | | | | | $ | (126,619) | | |
Total Liabilities | | | | $ | (126,619) | | | | | $ | — | | | | | $ | — | | | | | $ | (126,619) | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500 E-Mini | | | | | 48 | | | | | | 09/21/18 | | | | | $ | 6,531,840 | | | | | $ | (126,619) | | |
U.S. Treasury 2-Year Note | | | | | 12 | | | | | | 09/28/18 | | | | | | 2,541,938 | | | | | | 1,837 | | |
| | | | | | | | | | | | | | | | $ | 9,073,778 | | | | | $ | (124,782) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
Mini MSCI Emerging Markets Index | | | | | (174) | | | | | | 09/21/18 | | | | | | (9,250,710) | | | | | | 172,383 | | |
| | | | | | | | | | | | | | | | $ | (9,250,710) | | | | | $ | 172,383 | | |
|
Issuer | | | Beginning Fair Value at 12/31/17 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 20,777,032 | | | | | $ | 1,935,363 | | | | | $ | (1,844,153) | | | | | $ | (2,355,758) | | | | | $ | 18,512,484 | | | | | $ | 480,164 | | | | | $ | 521,289 | | | | | $ | — | | |
Voya Floating Rate Fund - Class I | | | | | 11,967,575 | | | | | | 1,274,003 | | | | | | (1,851,083) | | | | | | 36,281 | | | | | | 11,426,776 | | | | | | 251,551 | | | | | | (60,324) | | | | | | — | | |
Voya Index Plus LargeCap Portfolio - Class I | | | | | 20,933,949 | | | | | | 36,608,511 | | | | | | (3,931,203) | | | | | | (4,804,601) | | | | | | 48,806,656 | | | | | | 767,773 | | | | | | 840,027 | | | | | | 4,048,275 | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 29,065,981 | | | | | | 3,470,999 | | | | | | (3,937,188) | | | | | | (879,328) | | | | | | 27,720,464 | | | | | | 466,431 | | | | | | (100,043) | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 41,315,142 | | | | | | 18,229,657 | | | | | | (3,453,115) | | | | | | (3,703,381) | | | | | | 52,388,303 | | | | | | 1,463,406 | | | | | | 772,590 | | | ��� | | | — | | |
Voya Large Cap Growth Portfolio - Class I | | | | | 72,865,831 | | | | | | 2,232,527 | | | | | | (25,722,811) | | | | | | (427,146) | | | | | | 48,948,401 | | | | | | — | | | | | | 3,723,773 | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 27,471,662 | | | | | | 3,504,979 | | | | | | (4,372,255) | | | | | | (555,192) | | | | | | 26,049,194 | | | | | | 129,009 | | | | | | 98,119 | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 34,704,127 | | | | | | 1,059,599 | | | | | | (12,105,655) | | | | | | (859,238) | | | | | | 22,798,833 | | | | | | — | | | | | | 1,691,360 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 34,567,986 | | | | | | 17,371,473 | | | | | | (3,876,330) | | | | | | (4,569,980) | | | | | | 43,493,149 | | | | | | — | | | | | | 683,519 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 61,967,101 | | | | | | 3,860,729 | | | | | | (5,169,194) | | | | | | (1,587,215) | | | | | | 59,071,421 | | | | | | — | | | | | | 370,863 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 41,469,698 | | | | | | 9,651,636 | | | | | | (4,288,455) | | | | | | (955,345) | | | | | | 45,877,534 | | | | | | — | | | | | | (231,747) | | | | | | — | | |
Voya Multi-Manager Large Cap Core Portfolio - Class I | | | | | 69,881,536 | | | | | | 2,500,283 | | | | | | (65,852,825) | | | | | | (6,528,994) | | | | | | — | | | | | | — | | | | | | 4,714,077 | | | | ��� | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 34,261,826 | | | | | | 1,871,463 | | | | | | (14,411,309) | | | | | | 1,045,698 | | | | | | 22,767,678 | | | | | | — | | | | | | (1,114,012) | | | | | | — | | |
Voya Small Company Portfolio - Class I | | | | | 34,056,436 | | | | | | 5,138,597 | | | | | | (16,148,789) | | | | | | (3,531,102) | | | | | | 19,515,142 | | | | | | 104,356 | | | | | | 834,767 | | | | | | 3,019,869 | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | — | | | | | | 13,771,027 | | | | | | (1,028,260) | | | | | | 278,913 | | | | | | 13,021,680 | | | | | | — | | | | | | 26,882 | | | | | | — | | |
Voya Solution 2045 Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/17 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio - Class I | | | | | 34,475,635 | | | | | | 19,885,042 | | | | | | (5,956,985) | | | | | | 458,677 | | | | | | 48,862,369 | | | | | | — | | | | | | 553,750 | | | | | | — | | |
VY® Clarion Global Real Estate Portfolio - Class I | | | | | 10,435,378 | | | | | | 837,597 | | | | | | (1,242,018) | | | | | | (232,694) | | | | | | 9,798,263 | | | | | | — | | | | | | 22,501 | | | | | | — | | |
VY® Clarion Real Estate Portfolio - Class I | | | | | 10,225,929 | | | | | | 6,438 | | | | | | (9,414,256) | | | | | | (818,111) | | | | | | — | | | | | | — | | | | | | 412,338 | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 35,028,298 | | | | | | 18,361,954 | | | | | | (3,889,534) | | | | | | (736,985) | | | | | | 48,763,733 | | | | | | — | | | | | | 916,215 | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 20,523,413 | | | | | | 31,287,358 | | | | | | (4,831,540) | | | | | | 1,938,189 | | | | | | 48,917,420 | | | | | | — | | | | | | 1,456,981 | | | | | | — | | |
| | | | $ | 645,994,535 | | | | | $ | 192,859,235 | | | | | $ | (193,326,958) | | | | | $ | (28,787,312) | | | | | $ | 616,739,500 | | | | | $ | 3,662,690 | | | | | $ | 16,132,925 | | | | | $ | 7,068,144 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 172,383 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 1,837 | | |
Total Asset Derivatives | | | | | | | $ | 174,220 | | |
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 126,619 | | |
Total Liability Derivatives | | | | | | | $ | 126,619 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (1,211,340) | | |
Interest rate contracts | | | | | 151 | | |
Total | | | | $ | (1,211,189) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 73,704 | | |
Interest rate contracts | | | | | 1,837 | | |
Total | | | | $ | 75,541 | | |
|
| Cost for federal income tax purposes was $624,588,057. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 43,166,341 | | |
| Gross Unrealized Depreciation | | | | | (14,552,372) | | |
| Net Unrealized Appreciation | | | | $ | 28,613,969 | | |
|
Voya Solution 2050 Portfolio | as of June 30, 2018 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
EXCHANGE-TRADED FUNDS: 4.4% | | ||||||||||||||||||
| | 2,482 | | | | iShares 1-3 Year Treasury Bond ETF | | | | $ | 206,924 | | | | | | 1.0 | | |
| | 5,972 | | | | iShares Russell 1000 Value Index Fund | | | | | 724,882 | | | | | | 3.4 | | |
| | | | | | Total Exchange-Traded Funds (Cost $911,304) | | | | | 931,806 | | | | | | 4.4 | | |
MUTUAL FUNDS: 95.5% | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies: 94.0% | | ||||||||||||
| | 18,101 | | | | Voya Emerging Markets Index Portfolio - Class I | | | | | 211,062 | | | | | | 1.0 | | |
| | 58,526 | | | | Voya Index Plus LargeCap Portfolio - Class I | | | | | 1,557,950 | | | | | | 7.5 | | |
| | 85,224 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 833,487 | | | | | | 4.0 | | |
| | 164,267 | | | | Voya International Index Portfolio - Class I | | | | | 1,672,237 | | | | | | 8.0 | | |
| | 70,990 | | | | Voya Large Cap Growth Portfolio - Class I | | | | | 1,562,490 | | | | | | 7.5 | | |
| | 63,632 | | | | Voya Large Cap Value Fund - Class R6 | | | | | 832,940 | | | | | | 4.0 | | |
| | 48,356 | | | | Voya MidCap Opportunities Portfolio - Class I | | | | | 727,753 | | | | | | 3.5 | | |
| | 129,313 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 1,576,319 | | | | | | 7.5 | | |
| | 173,432 | | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 2,095,056 | | | | | | 10.0 | | |
| | 141,626 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 1,464,413 | | | | | | 7.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | 60,614 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | $ | 726,764 | | | | | | 3.5 | | |
| | 32,277 | | | | Voya Small Company Portfolio - Class I | | | | | 622,940 | | | | | | 3.0 | | |
| | 35,864 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 415,662 | | | | | | 2.0 | | |
| | 116,355 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 1,872,150 | | | | | | 9.0 | | |
| | 25,511 | | | | VY® Clarion Global Real Estate Portfolio - Class I | | | | | 312,765 | | | | | | 1.5 | | |
| | 76,528 | | | | VY® Invesco Comstock Portfolio - Class I | | | | | 1,556,583 | | | | | | 7.5 | | |
| | 15,251 | | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 1,561,502 | | | | | | 7.5 | | |
| | | | | | | | | | | 19,602,073 | | | | | | 94.0 | | |
| | | | | | Unaffiliated Investment Companies: 1.5% | | ||||||||||||
| | 62,468 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 311,091 | | | | | | 1.5 | | |
| | | | | | Total Mutual Funds (Cost $19,793,400) | | | | | 19,913,164 | | | | | | 95.5 | | |
| | | | | | Total Investments in Securities (Cost $20,704,704) | | | | $ | 20,844,970 | | | | | | 99.9 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 11,963 | | | | | | 0.1 | | |
| | | | | | Net Assets | | | | $ | 20,856,933 | | | | | | 100.0 | | |
|
| | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 931,806 | | | | | $ | — | | | | | $ | — | | | | | $ | 931,806 | | |
Mutual Funds | | | | | 19,913,164 | | | | | | — | | | | | | — | | | | | | 19,913,164 | | |
Total Investments, at fair value | | | | $ | 20,844,970 | | | | | $ | — | | | | | $ | — | | | | | $ | 20,844,970 | | |
|
Voya Solution 2050 Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/17 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 522,773 | | | | | $ | 195,274 | | | | | $ | (428,036) | | | | | $ | (78,949) | | | | | $ | 211,062 | | | | | $ | 15,169 | | | | | $ | 23,288 | | | | | $ | — | | |
Voya Index Plus LargeCap Portfolio - Class I | | | | | 526,443 | | | | | | 1,368,637 | | | | | | (179,339) | | | | | | (157,791) | | | | | | 1,557,950 | | | | | | 24,254 | | | | | | 30,520 | | | | | | 127,885 | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 688,393 | | | | | | 324,055 | | | | | | (156,895) | | | | | | (22,066) | | | | | | 833,487 | | | | | | 13,193 | | | | | | (4,138) | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 795,233 | | | | | | 1,259,855 | | | | | | (253,171) | | | | | | (129,680) | | | | | | 1,672,237 | | | | | | 46,223 | | | | | | 36,515 | | | | | | — | | |
Voya Large Cap Growth Portfolio - Class I | | | | | 1,752,542 | | | | | | 615,748 | | | | | | (797,179) | | | | | | (8,621) | | | | | | 1,562,490 | | | | | | — | | | | | | 96,165 | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 719,055 | | | | | | 530,815 | | | | | | (411,181) | | | | | | (5,749) | | | | | | 832,940 | | | | | | 4,078 | | | | | | (10,004) | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 960,355 | | | | | | 330,696 | | | | | | (508,745) | | | | | | (54,553) | | | | | | 727,753 | | | | | | — | | | | | | 73,657 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 962,309 | | | | | | 1,014,043 | | | | | | (191,729) | | | | | | (208,304) | | | | | | 1,576,319 | | | | | | — | | | | | | 66,613 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 1,732,844 | | | | | | 707,635 | | | | | | (243,489) | | | | | | (101,934) | | | | | | 2,095,056 | | | | | | — | | | | | | 48,531 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 956,636 | | | | | | 739,666 | | | | | | (159,304) | | | | | | (72,585) | | | | | | 1,464,413 | | | | | | — | | | | | | 28,363 | | | | | | — | | |
Voya Multi-Manager Large Cap Core Portfolio - Class I | | | | | 1,769,516 | | | | | | 598,184 | | | | | | (2,237,302) | | | | | | (130,398) | | | | | | — | | | | | | — | | | | | | 64,482 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 948,448 | | | | | | 355,643 | | | | | | (537,493) | | | | | | (39,834) | | | | | | 726,764 | | | | | | — | | | | | | 34,198 | | | | | | — | | |
Voya Small Company Portfolio - Class I | | | | | 857,232 | | | | | | 423,617 | | | | | | (567,827) | | | | | | (90,082) | | | | | | 622,940 | | | | | | 3,297 | | | | | | 2,977 | | | | | | 95,402 | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | — | | | | | | 453,399 | | | | | | (46,129) | | | | | | 8,392 | | | | | | 415,662 | | | | | | — | | | | | | 1,295 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 702,479 | | | | | | 1,410,341 | | | | | | (241,686) | | | | | | 1,016 | | | | | | 1,872,150 | | | | | | — | | | | | | 24,282 | | | | | | — | | |
VY® Clarion Global Real Estate Portfolio - Class I | | | | | 262,548 | | | | | | 110,494 | | | | | | (57,060) | | | | | | (3,217) | | | | | | 312,765 | | | | | | — | | | | | | (1,021) | | | | | | — | | |
VY® Clarion Real Estate Portfolio - Class I | | | | | 257,431 | | | | | | 6,071 | | | | | | (259,251) | | | | | | (4,251) | | | | | | — | | | | | | — | | | | | | (6,101) | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 880,949 | | | | | | 886,888 | | | | | | (160,878) | | | | | | (50,376) | | | | | | 1,556,583 | | | | | | — | | | | | | 51,457 | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 516,444 | | | | | | 1,200,354 | | | | | | (226,845) | | | | | | 71,549 | | | | | | 1,561,502 | | | | | | — | | | | | | 28,251 | | | | | | — | | |
| | | | $ | 15,811,630 | | | | | $ | 12,531,415 | | | | | $ | (7,663,539) | | | | | $ | (1,077,433) | | | | | $ | 19,602,073 | | | | | $ | 106,214 | | | | | $ | 589,330 | | | | | $ | 223,287 | | |
|
| Cost for federal income tax purposes was $20,755,424. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 478,541 | | |
| Gross Unrealized Depreciation | | | | | (388,995) | | |
| Net Unrealized Appreciation | | | | $ | 89,546 | | |
|
Voya Solution 2055 Portfolio | as of June 30, 2018 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 4.1% | | ||||||||||||||||||
| | | 13,212 | | | | iShares 1-3 Year Treasury Bond ETF | | | | $ | 1,101,683 | | | | | | 0.6 | | |
| | | 52,980 | | | | iShares Russell 1000 Value Index Fund | | | | | 6,430,712 | | | | | | 3.5 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $7,002,317) | | | | | 7,532,395 | | | | | | 4.1 | | |
| MUTUAL FUNDS: 95.8% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 94.3% | | ||||||||||||
| | | 449,568 | | | | Voya Emerging Markets Index Portfolio - Class I | | | | | 5,241,964 | | | | | | 2.8 | | |
| | | 519,106 | | | | Voya Index Plus LargeCap Portfolio - Class I | | | | | 13,818,602 | | | | | | 7.5 | | |
| | | 755,286 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 7,386,693 | | | | | | 4.0 | | |
| | | 1,457,026 | | | | Voya International Index Portfolio - Class I | | | | | 14,832,525 | | | | | | 8.0 | | |
| | | 629,653 | | | | Voya Large Cap Growth Portfolio - Class I | | | | | 13,858,666 | | | | | | 7.5 | | |
| | | 564,267 | | | | Voya Large Cap Value Fund - Class R6 | | | | | 7,386,259 | | | | | | 4.0 | | |
| | | 428,903 | | | | Voya MidCap Opportunities Portfolio - Class I | | | | | 6,454,985 | | | | | | 3.5 | | |
| | | 1,086,743 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 13,247,397 | | | | | | 7.1 | | |
| | | 1,538,322 | | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 18,582,933 | | | | | | 10.0 | | |
| | | 1,256,206 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 12,989,170 | | | | | | 7.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | 537,632 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | $ | 6,446,209 | | | | | | 3.5 | | |
| | | 286,286 | | | | Voya Small Company Portfolio - Class I | | | | | 5,525,322 | | | | | | 3.0 | | |
| | | 318,103 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 3,686,815 | | | | | | 2.0 | | |
| | | 917,411 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 14,761,151 | | | | | | 8.0 | | |
| | | 226,277 | | | | VY® Clarion Global Real Estate Portfolio - Class I | | | | | 2,774,162 | | | | | | 1.5 | | |
| | | 678,785 | | | | VY® Invesco Comstock Portfolio - Class I | | | | | 13,806,482 | | | | | | 7.4 | | |
| | | 135,266 | | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 13,849,850 | | | | | | 7.5 | | |
| | | | | | | | | | | | 174,649,185 | | | | | | 94.3 | | |
| | | | | | | Unaffiliated Investment Companies: 1.5% | | ||||||||||||
| | | 554,229 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 2,760,062 | | | | | | 1.5 | | |
| | | | | | | Total Mutual Funds (Cost $168,413,732) | | | | | 177,409,247 | | | | | | 95.8 | | |
| | | | | | | Total Investments in Securities (Cost $175,416,049) | | | | $ | 184,941,642 | | | | | | 99.9 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 202,486 | | | | | | 0.1 | | |
| | | | | | | Net Assets | | | | $ | 185,144,128 | | | | | | 100.0 | | |
|
| | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 7,532,395 | | | | | $ | — | | | | | $ | — | | | | | $ | 7,532,395 | | |
Mutual Funds | | | | | 177,409,247 | | | | | | — | | | | | | — | | | | | | 177,409,247 | | |
Total Investments, at fair value | | | | $ | 184,941,642 | | | | | $ | — | | | | | $ | — | | | | | $ | 184,941,642 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 49,329 | | | | | | — | | | | | | — | | | | | | 49,329 | | |
Total Assets | | | | $ | 184,990,971 | | | | | $ | — | | | | | $ | — | | | | | $ | 184,990,971 | | |
|
Voya Solution 2055 Portfolio | as of June 30, 2018 (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, 2018 | | ||||||||||||
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (36,908) | | | | | $ | — | | | | | $ | — | | | | | $ | (36,908) | | |
Total Liabilities | | | | $ | (36,908) | | | | | $ | — | | | | | $ | — | | | | | $ | (36,908) | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500 E-Mini | | | | | 14 | | | | | | 09/21/18 | | | | | $ | 1,905,120 | | | | | $ | (36,908) | | |
U.S. Treasury 2-Year Note | | | | | 3 | | | | | | 09/28/18 | | | | | | 635,484 | | | | | | 463 | | |
| | | | | | | | | | | | | | | | $ | 2,540,604 | | | | | $ | (36,445) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
Mini MSCI Emerging Markets Index | | | | | (49) | | | | | | 09/21/18 | | | | | | (2,605,085) | | | | | | 48,866 | | |
| | | | | | | | | | | | | | | | $ | (2,605,085) | | | | | $ | 48,866 | | |
|
Issuer | | | Beginning Fair Value at 12/31/17 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 5,475,181 | | | | | $ | 940,924 | | | | | $ | (502,569) | | | | | $ | (671,572) | | | | | $ | 5,241,964 | | | | | $ | 134,514 | | | | | $ | 141,254 | | | | | $ | — | | |
Voya Index Plus LargeCap Portfolio - Class I | | | | | 5,514,741 | | | | | | 10,778,242 | | | | | | (1,121,720) | | | | | | (1,352,661) | | | | | | 13,818,602 | | | | | | 215,080 | | | | | | 234,594 | | | | | | 1,134,064 | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 7,207,720 | | | | | | 1,436,717 | | | | | | (1,033,694) | | | | | | (224,050) | | | | | | 7,386,693 | | | | | | 120,715 | | | | | | (24,809) | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 11,793,184 | | | | | | 5,084,533 | | | | | | (997,717) | | | | | | (1,047,475) | | | | | | 14,832,525 | | | | | | 409,889 | | | | | | 213,724 | | | | | | — | | |
Voya Large Cap Growth Portfolio - Class I | | | | | 18,358,198 | | | | | | 1,878,857 | | | | | | (6,135,171) | | | | | | (243,218) | | | | | | 13,858,666 | | | | | | — | | | | | | 1,111,374 | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 7,307,918 | | | | | | 1,759,961 | | | | | | (1,349,865) | | | | | | (331,755) | | | | | | 7,386,259 | | | | | | 36,488 | | | | | | 195,368 | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 10,057,476 | | | | | | 1,004,805 | | | | | | (4,267,254) | | | | | | (340,042) | | | | | | 6,454,985 | | | | | | — | | | | | | 551,455 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 10,020,297 | | | | | | 5,774,794 | | | | | | (998,548) | | | | | | (1,549,146) | | | | | | 13,247,397 | | | | | | — | | | | | | 352,462 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 18,212,399 | | | | | | 2,537,369 | | | | | | (1,540,819) | | | | | | (626,016) | | | | | | 18,582,933 | | | | | | — | | | | | | 221,625 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 10,016,175 | | | | | | 4,416,699 | | | | | | (976,892) | | | | | | (466,812) | | | | | | 12,989,170 | | | | | | — | | | | | | 107,438 | | | | | | — | | |
Voya Multi-Manager Large Cap Core Portfolio - Class I | | | | | 18,457,614 | | | | | | 1,756,064 | | | | | | (18,431,844) | | | | | | (1,781,834) | | | | | | — | | | | | | — | | | | | | 1,254,806 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 9,930,042 | | | | | | 1,259,513 | | | | | | (4,568,299) | | | | | | (175,047) | | | | | | 6,446,209 | | | | | | — | | | | | | 130,044 | | | | | | — | | |
Voya Small Company Portfolio - Class I | | | | | 8,973,535 | | | | | | 2,055,439 | | | | | | (4,484,713) | | | | | | (1,018,939) | | | | | | 5,525,322 | | | | | | 29,234 | | | | | | 255,177 | | | | | | 845,990 | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | — | | | | | | 3,911,551 | | | | | | (302,362) | | | | | | 77,626 | | | | | | 3,686,815 | | | | | | — | | | | | | 7,953 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 9,126,805 | | | | | | 7,382,757 | | | | | | (1,727,497) | | | | | | (20,914) | | | | | | 14,761,151 | | | | | | — | | | | | | 314,715 | | | | | | — | | |
Voya Solution 2055 Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/17 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
VY® Clarion Global Real Estate Portfolio - Class I | | | | | 2,749,338 | | | | | | 435,400 | | | | | | (353,031) | | | | | | (57,545) | | | | | | 2,774,162 | | | | | | — | | | | | | 4,973 | | | | | | — | | |
VY® Clarion Real Estate Portfolio - Class I | | | | | 2,694,436 | | | | | | 4,931 | | | | | | (2,583,505) | | | | | | (115,862) | | | | | | — | | | | | | — | | | | | | 9,067 | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 9,228,238 | | | | | | 5,877,751 | | | | | | (1,100,255) | | | | | | (199,252) | | | | | | 13,806,482 | | | | | | — | | | | | | 234,489 | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 5,407,241 | | | | | | 9,275,498 | | | | | | (1,319,135) | | | | | | 486,246 | | | | | | 13,849,850 | | | | | | — | | | | | | 441,094 | | | | | | — | | |
| | | | $ | 170,530,538 | | | | | $ | 67,571,805 | | | | | $ | (53,794,890) | | | | | $ | (9,658,268) | | | | | $ | 174,649,185 | | | | | $ | 945,920 | | | | | $ | 5,756,803 | | | | | $ | 1,980,054 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 48,866 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 463 | | |
Total Asset Derivatives | | | | | | | $ | 49,329 | | |
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 36,908 | | |
Total Liability Derivatives | | | | | | | $ | 36,908 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (323,669) | | |
Interest rate contracts | | | | | 152 | | |
Total | | | | $ | (323,517) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 20,288 | | |
Interest rate contracts | | | | | 463 | | |
Total | | | | $ | 20,751 | | |
|
| Cost for federal income tax purposes was $179,292,103. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 10,771,472 | | |
| Gross Unrealized Depreciation | | | | | (5,109,510) | | |
| Net Unrealized Appreciation | | | | $ | 5,661,962 | | |
|
Voya Solution 2060 Portfolio | as of June 30, 2018 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 4.5% | | ||||||||||||||||||
| | | 1,258 | | | | iShares 1-3 Year Treasury Bond ETF | | | | $ | 104,879 | | | | | | 1.0 | | |
| | | 3,026 | | | | iShares Russell 1000 Value Index Fund | | | | | 367,296 | | | | | | 3.5 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $461,596) | | | | | 472,175 | | | | | | 4.5 | | |
| MUTUAL FUNDS: 95.5% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 94.0% | | ||||||||||||
| | | 9,215 | | | | Voya Emerging Markets Index Portfolio - Class I | | | | | 107,445 | | | | | | 1.0 | | |
| | | 29,640 | | | | Voya Index Plus LargeCap Portfolio - Class I | | | | | 789,015 | | | | | | 7.5 | | |
| | | 43,153 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 422,032 | | | | | | 4.0 | | |
| | | 83,196 | | | | Voya International Index Portfolio - Class I | | | | | 846,935 | | | | | | 8.0 | | |
| | | 35,952 | | | | Voya Large Cap Growth Portfolio - Class I | | | | | 791,313 | | | | | | 7.5 | | |
| | | 32,208 | | | | Voya Large Cap Value Fund - Class R6 | | | | | 421,605 | | | | | | 4.0 | | |
| | | 24,489 | | | | Voya MidCap Opportunities Portfolio - Class I | | | | | 368,566 | | | | | | 3.5 | | |
| | | 65,446 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 797,791 | | | | | | 7.5 | | |
| | | 87,835 | | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 1,061,042 | | | | | | 10.0 | | |
| | | 71,727 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 741,654 | | | | | | 7.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | 30,698 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | $ | 368,066 | | | | | | 3.5 | | |
| | | 16,346 | | | | Voya Small Company Portfolio - Class I | | | | | 315,485 | | | | | | 3.0 | | |
| | | 18,163 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 210,510 | | | | | | 2.0 | | |
| | | 58,921 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 948,043 | | | | | | 9.0 | | |
| | | 12,920 | | | | VY® Clarion Global Real Estate Portfolio - Class I | | | | | 158,399 | | | | | | 1.5 | | |
| | | 38,757 | | | | VY® Invesco Comstock Portfolio - Class I | | | | | 788,323 | | | | | | 7.5 | | |
| | | 7,724 | | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 790,812 | | | | | | 7.5 | | |
| | | | | | | | | | | | 9,927,036 | | | | | | 94.0 | | |
| | | | | | | Unaffiliated Investment Companies: 1.5% | | ||||||||||||
| | | 31,655 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 157,640 | | | | | | 1.5 | | |
| | | | | | | Total Mutual Funds (Cost $10,061,029) | | | | | 10,084,676 | | | | | | 95.5 | | |
| | | | | | | Total Investments in Securities (Cost $10,522,625) | | | | $ | 10,556,851 | | | | | | 100.0 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 3,218 | | | | | | 0.0 | | |
| | | | | | | Net Assets | | | | $ | 10,560,069 | | | | | | 100.0 | | |
|
| | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 472,175 | | | | | $ | — | | | | | $ | — | | | | | $ | 472,175 | | |
Mutual Funds | | | | | 10,084,676 | | | | | | — | | | | | | — | | | | | | 10,084,676 | | |
Total Investments, at fair value | | | | $ | 10,556,851 | | | | | $ | — | | | | | $ | — | | | | | $ | 10,556,851 | | |
|
Voya Solution 2060 Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/17 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 250,250 | | | | | $ | 110,571 | | | | | $ | (218,236) | | | | | $ | (35,140) | | | | | $ | 107,445 | | | | | $ | 7,367 | | | | | $ | 8,269 | | | | | $ | — | | |
Voya Index Plus LargeCap Portfolio - Class I | | | | | 252,872 | | | | | | 694,923 | | | | | | (86,592) | | | | | | (72,188) | | | | | | 789,015 | | | | | | 11,777 | | | | | | 10,662 | | | | | | 62,100 | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 330,694 | | | | | | 175,933 | | | | | | (72,884) | | | | | | (11,711) | | | | | | 422,032 | | | | | | 6,392 | | | | | | (991) | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 385,797 | | | | | | 640,406 | | | | | | (119,004) | | | | | | (60,264) | | | | | | 846,935 | | | | | | 22,445 | | | | | | 15,868 | | | | | | — | | |
Voya Large Cap Growth Portfolio - Class I | | | | | 841,927 | | | | | | 339,050 | | | | | | (392,664) | | | | | | 3,000 | | | | | | 791,313 | | | | | | — | | | | | | 41,148 | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 350,302 | | | | | | 286,612 | | | | | | (214,387) | | | | | | (922) | | | | | | 421,605 | | | | | | 1,946 | | | | | | (5,684) | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 461,369 | | | | | | 180,883 | | | | | | (251,146) | | | | | | (22,540) | | | | | | 368,566 | | | | | | — | | | | | | 32,265 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 463,578 | | | | | | 515,989 | | | | | | (84,934) | | | | | | (96,842) | | | | | | 797,791 | | | | | | — | | | | | | 27,550 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 832,548 | | | | | | 390,598 | | | | | | (112,577) | | | | | | (49,527) | | | | | | 1,061,042 | | | | | | — | | | | | | 24,792 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 459,616 | | | | | | 390,692 | | | | | | (73,494) | | | | | | (35,160) | | | | | | 741,654 | | | | | | — | | | | | | 13,995 | | | | | | — | | |
Voya Multi-Manager Large Cap Core Portfolio - Class I | | | | | 851,812 | | | | | | 312,708 | | | | | | (1,113,810) | | | | | | (50,710) | | | | | | — | | | | | | — | | | | | | 21,605 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 455,611 | | | | | | 192,506 | | | | | | (268,780) | | | | | | (11,271) | | | | | | 368,066 | | | | | | — | | | | | | 9,272 | | | | | | — | | |
Voya Small Company Portfolio - Class I | | | | | 411,844 | | | | | | 223,114 | | | | | | (280,131) | | | | | | (39,342) | | | | | | 315,485 | | | | | | 1,601 | | | | | | (2,356) | | | | | | 46,317 | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | — | | | | | | 227,463 | | | | | | (21,036) | | | | | | 4,083 | | | | | | 210,510 | | | | | | — | | | | | | 535 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 338,728 | | | | | | 710,977 | | | | | | (102,981) | | | | | | 1,319 | | | | | | 948,043 | | | | | | — | | | | | | 11,862 | | | | | | — | | |
VY® Clarion Global Real Estate Portfolio - Class I | | | | | 126,120 | | | | | | 60,685 | | | | | | (25,863) | | | | | | (2,543) | | | | | | 158,399 | | | | | | — | | | | | | 670 | | | | | | — | | |
VY® Clarion Real Estate Portfolio - Class I | | | | | 123,669 | | | | | | 6,703 | | | | | | (127,882) | | | | | | (2,490) | | | | | | — | | | | | | — | | | | | | (2,617) | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 423,059 | | | | | | 462,857 | | | | | | (81,659) | | | | | | (15,934) | | | | | | 788,323 | | | | | | — | | | | | | 17,128 | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 248,149 | | | | | | 613,300 | | | | | | (107,268) | | | | | | 36,631 | | | | | | 790,812 | | | | | | — | | | | | | 12,092 | | | | | | — | | |
| | | | $ | 7,607,945 | | | | | $ | 6,535,970 | | | | | $ | (3,755,328) | | | | | $ | (461,551) | | | | | $ | 9,927,036 | | | | | $ | 51,528 | | | | | $ | 236,065 | | | | | $ | 108,417 | | |
|
| Cost for federal income tax purposes was $10,542,696. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 218,551 | | |
| Gross Unrealized Depreciation | | | | | (204,395) | | |
| Net Unrealized Appreciation | | | | $ | 14,156 | | |
|
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
| | 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. | | |
| | | | | 1 | | | |
| | | | | 2 | | | |
| | | | | 4 | | | |
| | | | | 7 | | | |
| | | | | 13 | | | |
| | | | | 16 | | | |
| | | | | 21 | | | |
| | | | | 30 | | | |
| | | | | 42 | | |
President
Voya Family of Funds
July 19, 2018
| | Index | | | | Description | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | An index of publicly issued investment grade U.S. government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | Bloomberg Barclays U.S. Corporate Investment Grade Bond Index | | | | An index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | | |
| | MSCI Europe ex UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | | |
| | MSCI Japan® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | | |
| | MSCI UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | | |
| | MSCI World IndexSM | | | | An index that measures the performance of over 1,600 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | | |
| | S&P 500® Index | | | | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2018 | | | Ending Account Value June 30, 2018 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2018** | | | Beginning Account Value January 1, 2018 | | | Ending Account Value June 30, 2018 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2018** | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||
Voya Index Solution Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 989.40 | | | | | | 0.70% | | | | | $ | 3.45 | | | | | $ | 1,000.00 | | | | | $ | 1,021.32 | | | | | | 0.70% | | | | | $ | 3.51 | | | | | | | | | | | ||||||||||||||||
Class I | | | | | 1,000.00 | | | | | | 991.50 | | | | | | 0.20 | | | | | | 0.99 | | | | | | 1,000.00 | | | | | | 1,023.80 | | | | | | 0.20 | | | | | | 1.00 | | | | | | | | | | | ||||||||||||||||
Class S | | | | | 1,000.00 | | | | | | 990.50 | | | | | | 0.45 | | | | | | 2.22 | | | | | | 1,000.00 | | | | | | 1,022.56 | | | | | | 0.45 | | | | | | 2.26 | | | | | | | | | | | ||||||||||||||||
Class S2 | | | | | 1,000.00 | | | | | | 989.30 | | | | | | 0.60 | | | | | | 2.96 | | | | | | 1,000.00 | | | | | | 1,021.82 | | | | | | 0.60 | | | | | | 3.01 | | | | | | | | | | | ||||||||||||||||
Class Z | | | | | 1,000.00 | | | | | | 992.50 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.79 | | | | | | 0.00 | | | | | | 0.00 | | | | | | | | | | | ||||||||||||||||
Voya Index Solution 2020 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 992.50 | | | | | | 0.70% | | | | | $ | 3.46 | | | | | $ | 1,000.00 | | | | | $ | 1,021.32 | | | | | | 0.70% | | | | | $ | 3.51 | | | | | | | | | | | ||||||||||||||||
Class I | | | | | 1,000.00 | | | | | | 994.10 | | | | | | 0.20 | | | | | | 0.99 | | | | | | 1,000.00 | | | | | | 1,023.80 | | | | | | 0.20 | | | | | | 1.00 | | | | | | | | | | | ||||||||||||||||
Class S | | | | | 1,000.00 | | | | | | 993.40 | | | | | | 0.45 | | | | | | 2.22 | | | | | | 1,000.00 | | | | | | 1,022.56 | | | | | | 0.45 | | | | | | 2.26 | | | | | | | | | | | ||||||||||||||||
Class S2 | | | | | 1,000.00 | | | | | | 992.60 | | | | | | 0.60 | | | | | | 2.96 | | | | | | 1,000.00 | | | | | | 1,021.82 | | | | | | 0.60 | | | | | | 3.01 | | | | | | | | | | | ||||||||||||||||
Class Z | | | | | 1,000.00 | | | | | | 995.60 | | | | | | 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, 2018 | | | Ending Account Value June 30, 2018 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2018** | | | Beginning Account Value January 1, 2018 | | | Ending Account Value June 30, 2018 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2018** | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||
Voya Index Solution 2025 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 995.40 | | | | | | 0.69% | | | | | $ | 3.41 | | | | | $ | 1,000.00 | | | | | $ | 1,021.37 | | | | | | 0.69% | | | | | $ | 3.46 | | | | | | | | | | | ||||||||||||||||
Class I | | | | | 1,000.00 | | | | | | 997.30 | | | | | | 0.19 | | | | | | 0.94 | | | | | | 1,000.00 | | | | | | 1,023.85 | | | | | | 0.19 | | | | | | 0.95 | | | | | | | | | | | ||||||||||||||||
Class S | | | | | 1,000.00 | | | | | | 996.40 | | | | | | 0.44 | | | | | | 2.18 | | | | | | 1,000.00 | | | | | | 1,022.61 | | | | | | 0.44 | | | | | | 2.21 | | | | | | | | | | | ||||||||||||||||
Class S2 | | | | | 1,000.00 | | | | | | 995.40 | | | | | | 0.59 | | | | | | 2.92 | | | | | | 1,000.00 | | | | | | 1,021.87 | | | | | | 0.59 | | | | | | 2.96 | | | | | | | | | | | ||||||||||||||||
Class Z | | | | | 1,000.00 | | | | | | 998.20 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.79 | | | | | | 0.00 | | | | | | 0.00 | | | | | | | | | | | ||||||||||||||||
Voya Index Solution 2030 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 994.80 | | | | | | 0.70% | | | | | $ | 3.46 | | | | | $ | 1,000.00 | | | | | $ | 1,021.32 | | | | | | 0.70% | | | | | $ | 3.51 | | | | | | | | | | | ||||||||||||||||
Class I | | | | | 1,000.00 | | | | | | 997.40 | | | | | | 0.20 | | | | | | 0.99 | | | | | | 1,000.00 | | | | | | 1,023.80 | | | | | | 0.20 | | | | | | 1.00 | | | | | | | | | | | ||||||||||||||||
Class S | | | | | 1,000.00 | | | | | | 996.10 | | | | | | 0.45 | | | | | | 2.23 | | | | | | 1,000.00 | | | | | | 1,022.56 | | | | | | 0.45 | | | | | | 2.26 | | | | | | | | | | | ||||||||||||||||
Class S2 | | | | | 1,000.00 | | | | | | 995.40 | | | | | | 0.60 | | | | | | 2.97 | | | | | | 1,000.00 | | | | | | 1,021.82 | | | | | | 0.60 | | | | | | 3.01 | | | | | | | | | | | ||||||||||||||||
Class Z | | | | | 1,000.00 | | | | | | 998.70 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.79 | | | | | | 0.00 | | | | | | 0.00 | | | | | | | | | | | ||||||||||||||||
Voya Index Solution 2035 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 997.40 | | | | | | 0.69% | | | | | $ | 3.42 | | | | | $ | 1,000.00 | | | | | $ | 1,021.37 | | | | | | 0.69% | | | | | $ | 3.46 | | | | | | | | | | | ||||||||||||||||
Class I | | | | | 1,000.00 | | | | | | 999.10 | | | | | | 0.19 | | | | | | 0.94 | | | | | | 1,000.00 | | | | | | 1,023.85 | | | | | | 0.19 | | | | | | 0.95 | | | | | | | | | | | ||||||||||||||||
Class S | | | | | 1,000.00 | | | | | | 998.30 | | | | | | 0.44 | | | | | | 2.18 | | | | | | 1,000.00 | | | | | | 1,022.61 | | | | | | 0.44 | | | | | | 2.21 | | | | | | | | | | | ||||||||||||||||
Class S2 | | | | | 1,000.00 | | | | | | 998.20 | | | | | | 0.59 | | | | | | 2.92 | | | | | | 1,000.00 | | | | | | 1,021.87 | | | | | | 0.59 | | | | | | 2.96 | | | | | | | | | | | ||||||||||||||||
Class Z | | | | | 1,000.00 | | | | | | 1,000.00 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.79 | | | | | | 0.00 | | | | | | 0.00 | | | | | | | | | | | ||||||||||||||||
Voya Index Solution 2040 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 997.50 | | | | | | 0.70% | | | | | $ | 3.47 | | | | | $ | 1,000.00 | | | | | $ | 1,021.32 | | | | | | 0.70% | | | | | $ | 3.51 | | | | | | | | | | | ||||||||||||||||
Class I | | | | | 1,000.00 | | | | | | 999.40 | | | | | | 0.20 | | | | | | 0.99 | | | | | | 1,000.00 | | | | | | 1,023.80 | | | | | | 0.20 | | | | | | 1.00 | | | | | | | | | | | ||||||||||||||||
Class S | | | | | 1,000.00 | | | | | | 998.80 | | | | | | 0.45 | | | | | | 2.23 | | | | | | 1,000.00 | | | | | | 1,022.56 | | | | | | 0.45 | | | | | | 2.26 | | | | | | | | | | | ||||||||||||||||
Class S2 | | | | | 1,000.00 | | | | | | 998.10 | | | | | | 0.60 | | | | | | 2.97 | | | | | | 1,000.00 | | | | | | 1,021.82 | | | | | | 0.60 | | | | | | 3.01 | | | | | | | | | | | ||||||||||||||||
Class Z | | | | | 1,000.00 | | | | | | 1,000.60 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.79 | | | | | | 0.00 | | | | | | 0.00 | | | | | | | | | | | ||||||||||||||||
Voya Index Solution 2045 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 996.60 | | | | | | 0.71% | | | | | $ | 3.51 | | | | | $ | 1,000.00 | | | | | $ | 1,021.27 | | | | | | 0.71% | | | | | $ | 3.56 | | | | | | | | | | | ||||||||||||||||
Class I | | | | | 1,000.00 | | | | | | 1,000.00 | | | | | | 0.21 | | | | | | 1.04 | | | | | | 1,000.00 | | | | | | 1,023.75 | | | | | | 0.21 | | | | | | 1.05 | | | | | | | | | | | ||||||||||||||||
Class S | | | | | 1,000.00 | | | | | | 998.30 | | | | | | 0.46 | | | | | | 2.28 | | | | | | 1,000.00 | | | | | | 1,022.51 | | | | | | 0.46 | | | | | | 2.31 | | | | | | | | | | | ||||||||||||||||
Class S2 | | | | | 1,000.00 | | | | | | 997.50 | | | | | | 0.61 | | | | | | 3.02 | | | | | | 1,000.00 | | | | | | 1,021.77 | | | | | | 0.61 | | | | | | 3.06 | | | | | | | | | | | ||||||||||||||||
Class Z | | | | | 1,000.00 | | | | | | 1,000.00 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.79 | | | | | | 0.00 | | | | | | 0.00 | | | | | | | | | | | ||||||||||||||||
Voya Index Solution 2050 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 995.70 | | | | | | 0.72% | | | | | $ | 3.56 | | | | | $ | 1,000.00 | | | | | $ | 1,021.22 | | | | | | 0.72% | | | | | $ | 3.61 | | | | | | | | | | | ||||||||||||||||
Class I | | | | | 1,000.00 | | | | | | 998.20 | | | | | | 0.22 | | | | | | 1.09 | | | | | | 1,000.00 | | | | | | 1,023.70 | | | | | | 0.22 | | | | | | 1.10 | | | | | | | | | | | ||||||||||||||||
Class S | | | | | 1,000.00 | | | | | | 997.00 | | | | | | 0.47 | | | | | | 2.33 | | | | | | 1,000.00 | | | | | | 1,022.46 | | | | | | 0.47 | | | | | | 2.36 | | | | | | | | | | | ||||||||||||||||
Class S2 | | | | | 1,000.00 | | | | | | 996.30 | | | | | | 0.62 | | | | | | 3.07 | | | | | | 1,000.00 | | | | | | 1,021.72 | | | | | | 0.62 | | | | | | 3.11 | | | | | | | | | | | ||||||||||||||||
Class Z | | | | | 1,000.00 | | | | | | 998.80 | | | | | | 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, 2018 | | | Ending Account Value June 30, 2018 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2018** | | | Beginning Account Value January 1, 2018 | | | Ending Account Value June 30, 2018 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2018** | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||
Voya Index Solution 2055 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 996.00 | | | | | | 0.72% | | | | | $ | 3.56 | | | | | $ | 1,000.00 | | | | | $ | 1,021.22 | | | | | | 0.72% | | | | | $ | 3.61 | | | | | | | | | | | ||||||||||||||||
Class I | | | | | 1,000.00 | | | | | | 998.70 | | | | | | 0.22 | | | | | | 1.09 | | | | | | 1,000.00 | | | | | | 1,023.70 | | | | | | 0.22 | | | | | | 1.10 | | | | | | | | | | | ||||||||||||||||
Class S | | | | | 1,000.00 | | | | | | 997.40 | | | | | | 0.47 | | | | | | 2.33 | | | | | | 1,000.00 | | | | | | 1,022.46 | | | | | | 0.47 | | | | | | 2.36 | | | | | | | | | | | ||||||||||||||||
Class S2 | | | | | 1,000.00 | | | | | | 996.70 | | | | | | 0.62 | | | | | | 3.07 | | | | | | 1,000.00 | | | | | | 1,021.72 | | | | | | 0.62 | | | | | | 3.11 | | | | | | | | | | | ||||||||||||||||
Class Z | | | | | 1,000.00 | | | | | | 999.40 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.79 | | | | | | 0.00 | | | | | | 0.00 | | | | | | | | | | | ||||||||||||||||
Voya Index Solution 2060 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 996.00 | | | | | | 0.72% | | | | | $ | 3.56 | | | | | $ | 1,000.00 | | | | | $ | 1,021.22 | | | | | | 0.72% | | | | | $ | 3.61 | | | | | | | | | | | ||||||||||||||||
Class I | | | | | 1,000.00 | | | | | | 998.40 | | | | | | 0.22 | | | | | | 1.09 | | | | | | 1,000.00 | | | | | | 1,023.70 | | | | | | 0.22 | | | | | | 1.10 | | | | | | | | | | | ||||||||||||||||
Class S | | | | | 1,000.00 | | | | | | 996.80 | | | | | | 0.47 | | | | | | 2.33 | | | | | | 1,000.00 | | | | | | 1,022.46 | | | | | | 0.47 | | | | | | 2.36 | | | | | | | | | | | ||||||||||||||||
Class S2 | | | | | 1,000.00 | | | | | | 996.80 | | | | | | 0.62 | | | | | | 3.07 | | | | | | 1,000.00 | | | | | | 1,021.72 | | | | | | 0.62 | | | | | | 3.11 | | | | | | | | | | | ||||||||||||||||
Class Z | | | | | 1,000.00 | | | | | | 1,000.00 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.79 | | | | | | 0.00 | | | | | | 0.00 | | | | | | | | | | |
| | | Voya Index Solution Income Portfolio | | | Voya Index Solution 2020 Portfolio | | | Voya Index Solution 2025 Portfolio | | | Voya Index Solution 2030 Portfolio | |||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds at fair value* | | | | $ | 347,417,182 | | | | | $ | 226,152,540 | | | | | $ | 744,784,015 | | | | | $ | 341,180,984 |
Investments in unaffiliated underlying funds at fair value** | | | | | 77,592,886 | | | | | | 41,454,195 | | | | | | 102,156,857 | | | | | | 35,041,555 |
Cash | | | | | 47,838,355 | | | | | | 20,620,947 | | | | | | 29,684,196 | | | | | | 465,780 |
Cash collateral for futures | | | | | 326,017 | | | | | | 177,510 | | | | | | 365,034 | | | | | | 448,811 |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds sold | | | | | 3,385,850 | | | | | | 4,734,829 | | | | | | 11,294,362 | | | | | | 6,844,413 |
Investments in unaffiliated underlying funds sold | | | | | 159,741 | | | | | | 21,656 | | | | | | 194,498 | | | | | | 56,827 |
Fund shares sold | | | | | 573,415 | | | | | | 614,523 | | | | | | 990,756 | | | | | | 346,277 |
Dividends | | | | | 97 | | | | | | 199 | | | | | | 378 | | | | | | 58 |
Interest | | | | | 9,800 | | | | | | 4,219 | | | | | | 6,047 | | | | | | 127 |
Prepaid expenses | | | | | 4,626 | | | | | | 2,517 | | | | | | 8,282 | | | | | | 3,221 |
Reimbursement due from manager | | | | | 50,760 | | | | | | 55,495 | | | | | | 113,820 | | | | | | 65,423 |
Other assets | | | | | 13,165 | | | | | | 2,093 | | | | | | 16,379 | | | | | | 2,411 |
Total assets | | | | | 477,371,894 | | | | | | 293,840,723 | | | | | | 889,614,624 | | | | | | 384,455,887 |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investments in affiliated underlying funds purchased | | | | | 3,164,070 | | | | | | 2,466,695 | | | | | | 7,418,836 | | | | | | 3,291,533 |
Payable for investments in unaffiliated underlying funds purchased | | | | | 689,617 | | | | | | 1,827,268 | | | | | | 4,501,464 | | | | | | 2,891,430 |
Payable for fund shares redeemed | | | | | 72,603 | | | | | | 320,485 | | | | | | 145,557 | | | | | | 1,218,341 |
Payable for investment management fees | | | | | 98,432 | | | | | | 56,937 | | | | | | 165,454 | | | | | | 67,722 |
Payable for distribution and shareholder service fees | | | | | 77,456 | | | | | | 14,278 | | | | | | 129,402 | | | | | | 14,798 |
Payable for directors fees | | | | | 2,374 | | | | | | 1,351 | | | | | | 4,310 | | | | | | 1,756 |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 13,165 | | | | | | 2,093 | | | | | | 16,379 | | | | | | 2,411 |
Other accrued expenses and liabilities | | | | | 58,300 | | | | | | 9,558 | | | | | | 55,138 | | | | | | 11,515 |
Total liabilities | | | | | 4,176,017 | | | | | | 4,698,665 | | | | | | 12,436,540 | | | | | | 7,499,506 |
NET ASSETS | | | | $ | 473,195,877 | | | | | $ | 289,142,058 | | | | | $ | 877,178,084 | | | | | $ | 376,956,381 |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 456,016,597 | | | | | $ | 270,459,433 | | | | | $ | 803,016,059 | | | | | $ | 346,796,161 |
Undistributed net investment income | | | | | 14,120,306 | | | | | | 7,041,227 | | | | | | 22,085,206 | | | | | | 8,677,151 |
Accumulated net realized gain | | | | | 381,937 | | | | | | 9,347,072 | | | | | | 25,501,480 | | | | | | 14,195,495 |
Net unrealized appreciation | | | | | 2,677,037 | | | | | | 2,294,326 | | | | | | 26,575,339 | | | | | | 7,287,574 |
NET ASSETS | | | | $ | 473,195,877 | | | | | $ | 289,142,058 | | | | | $ | 877,178,084 | | | | | $ | 376,956,381 |
* Cost of investments in affiliated underlying funds | | | | $ | 342,300,044 | | | | | $ | 223,520,926 | | | | | $ | 715,513,944 | | | | | $ | 333,455,570 |
** Cost of investments in unaffiliated underlying funds | | | | $ | 79,940,660 | | | | | $ | 41,768,307 | | | | | $ | 104,869,160 | | | | | $ | 35,521,438 |
| | | Voya Index Solution Income Portfolio | | | Voya Index Solution 2020 Portfolio | | | Voya Index Solution 2025 Portfolio | | | Voya Index Solution 2030 Portfolio | |||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 99,221,651 | | | | | $ | 25,879,763 | | | | | $ | 221,264,059 | | | | | $ | 28,080,187 |
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 | | | | | 9,699,213 | | | | | | 1,965,260 | | | | | | 20,326,175 | | | | | | 1,847,053 |
Net asset value and redemption price per share | | | | $ | 10.23 | | | | | $ | 13.17 | | | | | $ | 10.89 | | | | | $ | 15.20 |
Class I | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 21,531,766 | | | | | $ | 6,748,385 | | | | | $ | 59,197,958 | | | | | $ | 5,649,782 |
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 | | | | | 2,045,275 | | | | | | 499,373 | | | | | | 5,294,929 | | | | | | 361,847 |
Net asset value and redemption price per share | | | | $ | 10.53 | | | | | $ | 13.51 | | | | | $ | 11.18 | | | | | $ | 15.61 |
Class S | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 157,273,532 | | | | | $ | 11,472,501 | | | | | $ | 137,377,283 | | | | | $ | 11,501,260 |
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 | | | | | 15,107,722 | | | | | | 852,917 | | | | | | 12,435,530 | | | | | | 742,120 |
Net asset value and redemption price per share | | | | $ | 10.41 | | | | | $ | 13.45 | | | | | $ | 11.05 | | | | | $ | 15.50 |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 11,261,266 | | | | | $ | 3,386,579 | | | | | $ | 27,973,875 | | | | | $ | 1,422,130 |
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 | | | | | 1,106,151 | | | | | | 253,469 | | | | | | 2,578,533 | | | | | | 92,927 |
Net asset value and redemption price per share | | | | $ | 10.18 | | | | | $ | 13.36 | | | | | $ | 10.85 | | | | | $ | 15.30 |
Class Z | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 183,907,662 | | | | | $ | 241,654,830 | | | | | $ | 431,364,909 | | | | | $ | 330,303,022 |
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 | | | | | 17,366,987 | | | | | | 17,785,245 | | | | | | 38,364,857 | | | | | | 21,080,556 |
Net asset value and redemption price per share | | | | $ | 10.59 | | | | | $ | 13.59 | | | | | $ | 11.24 | | | | | $ | 15.67 |
| | | Voya Index Solution 2035 Portfolio | | | Voya Index Solution 2040 Portfolio | | | Voya Index Solution 2045 Portfolio | | | Voya Index Solution 2050 Portfolio | |||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds at fair value* | | | | $ | 723,948,750 | | | | | $ | 229,833,290 | | | | | $ | 512,074,645 | | | | | $ | 152,605,152 |
Investments in unaffiliated underlying funds at fair value** | | | | | 74,922,389 | | | | | | 20,976,815 | | | | | | 28,910,059 | | | | | | 5,709,425 |
Cash | | | | | 887,057 | | | | | | 271,571 | | | | | | 265,376 | | | | | | 268,565 |
Cash collateral for futures | | | | | 940,389 | | | | | | 287,953 | | | | | | 602,312 | | | | | | 172,100 |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds sold | | | | | 12,359,248 | | | | | | 4,930,505 | | | | | | 9,606,768 | | | | | | 3,253,135 |
Investments in unaffiliated underlying funds sold | | | | | 296,917 | | | | | | — | | | | | | 175,040 | | | | | | — |
Fund shares sold | | | | | 1,268,524 | | | | | | 578,061 | | | | | | 467,247 | | | | | | 215,629 |
Dividends | | | | | 127 | | | | | | 33 | | | | | | 23 | | | | | | — |
Interest | | | | | 263 | | | | | | 77 | | | | | | 114 | | | | | | 40 |
Prepaid expenses | | | | | 7,510 | | | | | | 2,051 | | | | | | 5,061 | | | | | | 1,264 |
Reimbursement due from manager | | | | | 96,561 | | | | | | 44,855 | | | | | | 55,785 | | | | | | 26,549 |
Other assets | | | | | 13,837 | | | | | | 1,513 | | | | | | 8,853 | | | | | | 899 |
Total assets | | | | | 814,741,572 | | | | | | 256,926,724 | | | | | | 552,171,283 | | | | | | 162,252,758 |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investments in affiliated underlying funds purchased | | | | | 8,846,369 | | | | | | 2,485,042 | | | | | | 5,571,194 | | | | | | 1,533,937 |
Payable for investments in unaffiliated underlying funds purchased | | | | | 5,150,400 | | | | | | 2,298,173 | | | | | | 4,137,836 | | | | | | 1,301,396 |
Payable for fund shares redeemed | | | | | 199,251 | | | | | | 789,554 | | | | | | 545,544 | | | | | | 623,890 |
Payable for investment management fees | | | | | 144,311 | | | | | | 44,377 | | | | | | 94,123 | | | | | | 26,835 |
Payable for distribution and shareholder service fees | | | | | 117,983 | | | | | | 8,810 | | | | | | 80,994 | | | | | | 6,994 |
Payable for directors fees | | | | | 3,923 | | | | | | 1,132 | | | | | | 2,644 | | | | | | 705 |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 13,837 | | | | | | 1,513 | | | | | | 8,853 | | | | | | 899 |
Other accrued expenses and liabilities | | | | | 54,698 | | | | | | 16,240 | | | | | | 41,680 | | | | | | 16,052 |
Total liabilities | | | | | 14,530,772 | | | | | | 5,644,841 | | | | | | 10,482,868 | | | | | | 3,510,708 |
NET ASSETS | | | | $ | 800,210,800 | | | | | $ | 251,281,883 | | | | | $ | 541,688,415 | | | | | $ | 158,742,050 |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 712,872,596 | | | | | $ | 229,561,434 | | | | | $ | 478,179,754 | | | | | $ | 145,805,898 |
Undistributed net investment income | | | | | 19,275,026 | | | | | | 5,311,606 | | | | | | 12,048,109 | | | | | | 3,099,843 |
Accumulated net realized gain | | | | | 29,467,619 | | | | | | 10,480,080 | | | | | | 21,742,231 | | | | | | 6,558,417 |
Net unrealized appreciation | | | | | 38,595,559 | | | | | | 5,928,763 | | | | | | 29,718,321 | | | | | | 3,277,892 |
NET ASSETS | | | | $ | 800,210,800 | | | | | $ | 251,281,883 | | | | | $ | 541,688,415 | | | | | $ | 158,742,050 |
* Cost of investments in affiliated underlying funds | | | | $ | 683,312,805 | | | | | $ | 223,629,537 | | | | | $ | 481,709,267 | | | | | $ | 149,330,454 |
** Cost of investments in unaffiliated underlying funds | | | | $ | 77,043,061 | | | | | $ | 21,275,075 | | | | | $ | 29,597,220 | | | | | $ | 5,718,503 |
| | | Voya Index Solution 2035 Portfolio | | | Voya Index Solution 2040 Portfolio | | | Voya Index Solution 2045 Portfolio | | | Voya Index Solution 2050 Portfolio | |||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 203,567,327 | | | | | $ | 15,493,798 | | | | | $ | 142,709,615 | | | | | $ | 11,162,671 |
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 | | | | | 18,001,123 | | | | | | 970,862 | | | | | | 12,144,136 | | | | | | 689,464 |
Net asset value and redemption price per share | | | | $ | 11.31 | | | | | $ | 15.96 | | | | | $ | 11.75 | | | | | $ | 16.19 |
Class I | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 57,041,399 | | | | | $ | 3,427,954 | | | | | $ | 47,043,743 | | | | | $ | 3,572,882 |
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 | | | | | 4,899,358 | | | | | | 209,636 | | | | | | 3,866,470 | | | | | | 216,336 |
Net asset value and redemption price per share | | | | $ | 11.64 | | | | | $ | 16.35 | | | | | $ | 12.17 | | | | | $ | 16.52 |
Class S | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 108,004,572 | | | | | $ | 8,850,188 | | | | | $ | 75,046,427 | | | | | $ | 8,150,266 |
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 | | | | | 9,400,781 | | | | | | 542,656 | | | | | | 6,266,482 | | | | | | 495,059 |
Net asset value and redemption price per share | | | | $ | 11.49 | | | | | $ | 16.31 | | | | | $ | 11.98 | | | | | $ | 16.46 |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 29,720,757 | | | | | $ | 1,717,820 | | | | | $ | 15,759,827 | | | | | $ | 1,815,043 |
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 | | | | | 2,631,232 | | | | | | 106,728 | | | | | | 1,338,943 | | | | | | 111,759 |
Net asset value and redemption price per share | | | | $ | 11.30 | | | | | $ | 16.10 | | | | | $ | 11.77 | | | | | $ | 16.24 |
Class Z | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 401,876,745 | | | | | $ | 221,792,123 | | | | | $ | 261,128,803 | | | | | $ | 134,041,188 |
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 | | | | | 34,286,676 | | | | | | 13,496,235 | | | | | | 21,328,003 | | | | | | 8,083,266 |
Net asset value and redemption price per share | | | | $ | 11.72 | | | | | $ | 16.43 | | | | | $ | 12.24 | | | | | $ | 16.58 |
| | | Voya Index Solution 2055 Portfolio | | | Voya Index Solution 2060 Portfolio | | ||||||
ASSETS: | | | | | | | | | | | | | |
Investments in affiliated underlying funds at fair value* | | | | $ | 199,283,478 | | | | | $ | 34,751,896 | | |
Investments in unaffiliated underlying funds at fair value** | | | | | 7,422,234 | | | | | | 1,442,863 | | |
Cash | | | | | 243,654 | | | | | | 64,779 | | |
Cash collateral for futures | | | | | 230,505 | | | | | | — | | |
Receivables: | | | | | | | | | | | | | |
Investments in affiliated underlying funds sold | | | | | 3,557,400 | | | | | | 320,664 | | |
Investments in unaffiliated underlying funds sold | | | | | 48,360 | | | | | | — | | |
Fund shares sold | | | | | 372,955 | | | | | | 156,278 | | |
Interest | | | | | 43 | | | | | | 19 | | |
Prepaid expenses | | | | | 1,837 | | | | | | 275 | | |
Reimbursement due from manager | | | | | 24,676 | | | | | | 8,546 | | |
Other assets | | | | | 2,546 | | | | | | 189 | | |
Total assets | | | | | 211,187,688 | | | | | | 36,745,509 | | |
LIABILITIES: | | | | | | | | | | | | | |
Payable for investments in affiliated underlying funds purchased | | | | | 2,524,660 | | | | | | 291,600 | | |
Payable for investments in unaffiliated underlying funds purchased | | | | | 1,520,883 | | | | | | 118,537 | | |
Payable for fund shares redeemed | | | | | — | | | | | | 67,154 | | |
Payable for investment management fees | | | | | 35,183 | | | | | | 6,011 | | |
Payable for distribution and shareholder service fees | | | | | 31,343 | | | | | | 3,080 | | |
Payable for directors fees | | | | | 980 | | | | | | 155 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 2,546 | | | | | | 189 | | |
Other accrued expenses and liabilities | | | | | 20,907 | | | | | | 9,125 | | |
Total liabilities | | | | | 4,136,502 | | | | | | 495,851 | | |
NET ASSETS | | | | $ | 207,051,186 | | | | | $ | 36,249,658 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 185,607,417 | | | | | $ | 33,706,046 | | |
Undistributed net investment income | | | | | 4,219,974 | | | | | | 631,143 | | |
Accumulated net realized gain | | | | | 6,890,663 | | | | | | 1,816,812 | | |
Net unrealized appreciation | | | | | 10,333,132 | | | | | | 95,657 | | |
NET ASSETS | | | | $ | 207,051,186 | | | | | $ | 36,249,658 | | |
* Cost of investments in affiliated underlying funds | | | | $ | 188,862,317 | | | | | $ | 34,653,208 | | |
** Cost of investments in unaffiliated underlying funds | | | | $ | 7,525,185 | | | | | $ | 1,445,894 | | |
| | | Voya Index Solution 2055 Portfolio | | | Voya Index Solution 2060 Portfolio | |||||
Class ADV | | | | | | | | | | | |
Net assets | | | | $ | 54,299,292 | | | | | $ | 5,702,400 |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 |
Shares outstanding | | | | | 3,591,297 | | | | | | 458,346 |
Net asset value and redemption price per share | | | | $ | 15.12 | | | | | $ | 12.44 |
Class I | | | | | | | | | | | |
Net assets | | | | $ | 20,477,228 | | | | | $ | 2,162,715 |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 |
Shares outstanding | | | | | 1,319,774 | | | | | | 171,180 |
Net asset value and redemption price per share | | | | $ | 15.52 | | | | | $ | 12.63 |
Class S | | | | | | | | | | | |
Net assets | | | | $ | 29,187,693 | | | | | $ | 2,725,893 |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 |
Shares outstanding | | | | | 1,904,737 | | | | | | 217,668 |
Net asset value and redemption price per share | | | | $ | 15.32 | | | | | $ | 12.52 |
Class S2 | | | | | | | | | | | |
Net assets | | | | $ | 7,690,674 | | | | | $ | 591,693 |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 |
Shares outstanding | | | | | 506,344 | | | | | | 47,446 |
Net asset value and redemption price per share | | | | $ | 15.19 | | | | | $ | 12.47 |
Class Z | | | | | | | | | | | |
Net assets | | | | $ | 95,396,299 | | | | | $ | 25,066,957 |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 |
Shares outstanding | | | | | 6,109,635 | | | | | | 1,974,492 |
Net asset value and redemption price per share | | | | $ | 15.61 | | | | | $ | 12.70 |
| | | Voya Index Solution Income Portfolio | | | Voya Index Solution 2020 Portfolio | | | Voya Index Solution 2025 Portfolio | | | Voya Index Solution 2030 Portfolio | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | |
Interest | | | | $ | 27,789 | | | | | $ | 11,916 | | | | | $ | 18,012 | | | | | $ | 847 | |
Dividends from affiliated underlying funds | | | | | 4,339,466 | | | | | | 2,461,033 | | | | | | 7,888,666 | | | | | | 3,533,387 | |
Dividends from unaffiliated underlying funds | | | | | 1,037,215 | | | | | | 568,188 | | | | | | 1,692,165 | | | | | | 617,754 | |
Total investment income | | | | | 5,404,470 | | | | | | 3,041,137 | | | | | | 9,598,843 | | | | | | 4,151,988 | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 563,512 | | | | | | 316,214 | | | | | | 991,551 | | | | | | 392,109 | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | ||||
Class ADV | | | | | 259,846 | | | | | | 61,236 | | | | | | 561,782 | | | | | | 63,667 | |
Class S | | | | | 200,597 | | | | | | 14,658 | | | | | | 174,683 | | | | | | 15,522 | |
Class S2 | | | | | 23,483 | | | | | | 7,598 | | | | | | 60,463 | | | | | | 3,722 | |
Transfer agent fees | | | | | 544 | | | | | | 295 | | | | | | 612 | | | | | | 326 | |
Shareholder reporting expense | | | | | 7,282 | | | | | | 4,429 | | | | | | 7,150 | | | | | | 5,268 | |
Professional fees | | | | | 23,387 | | | | | | 14,541 | | | | | | 44,189 | | | | | | 19,552 | |
Custody and accounting expense | | | | | 17,275 | | | | | | 7,466 | | | | | | 32,049 | | | | | | 8,870 | |
Directors fees | | | | | 9,496 | | | | | | 5,403 | | | | | | 17,240 | | | | | | 7,021 | |
Miscellaneous expense | | | | | 11,677 | | | | | | 6,750 | | | | | | 15,609 | | | | | | 6,783 | |
Interest expense | | | | | 295 | | | | | | 87 | | | | | | 408 | | | | | | 271 | |
Total expenses | | | | | 1,117,394 | | | | | | 438,677 | | | | | | 1,905,736 | | | | | | 523,111 | |
Waived and reimbursed fees | | | | | (331,761) | | | | | | (309,038) | | | | | | (671,838) | | | | | | (394,218) | |
Net expenses | | | | | 785,633 | | | | | | 129,639 | | | | | | 1,233,898 | | | | | | 128,893 | |
Net investment income | | | | | 4,618,837 | | | | | | 2,911,498 | | | | | | 8,364,945 | | | | | | 4,023,095 | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | |
Sale of affiliated underlying funds | | | | | (143,020) | | | | | | 1,458,825 | | | | | | 7,921,576 | | | | | | 3,510,283 | |
Sale of unaffiliated underlying funds | | | | | 1,000,916 | | | | | | 571,766 | | | | | | 1,866,068 | | | | | | 739,870 | |
Capital gain distributions from affiliated underlying funds | | | | | 1,025,887 | | | | | | 764,691 | | | | | | 4,294,089 | | | | | | 2,025,319 | |
Foreign currency related transactions | | | | | (3,446) | | | | | | (2,717) | | | | | | (7,178) | | | | | | (3,779) | |
Futures | | | | | (648,264) | | | | | | (360,119) | | | | | | (1,356,188) | | | | | | (544,848) | |
Net realized gain | | | | | 1,232,073 | | | | | | 2,432,446 | | | | | | 12,718,367 | | | | | | 5,726,845 | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | |
Affiliated underlying funds | | | | | (8,695,026) | | | | | | (5,789,871) | | | | | | (20,359,913) | | | | | | (9,558,590) | |
Unaffiliated underlying funds | | | | | (1,532,391) | | | | | | (1,105,976) | | | | | | (3,624,582) | | | | | | (1,484,480) | |
Foreign currency related transactions | | | | | (719) | | | | | | (340) | | | | | | (1,209) | | | | | | (395) | |
Futures | | | | | (78,061) | | | | | | (15,335) | | | | | | 46,704 | | | | | | 55,202 | |
Net change in unrealized appreciation (depreciation) | | | | | (10,306,197) | | | | | | (6,911,522) | | | | | | (23,939,000) | | | | | | (10,988,263) | |
Net realized and unrealized loss | | | | | (9,074,124) | | | | | | (4,479,076) | | | | | | (11,220,633) | | | | | | (5,261,418) | |
Decrease in net assets resulting from operations | | | | $ | (4,455,287) | | | | | $ | (1,567,578) | | | | | $ | (2,855,688) | | | | | $ | (1,238,323) | |
|
| | | Voya Index Solution 2035 Portfolio | | | Voya Index Solution 2040 Portfolio | | | Voya Index Solution 2045 Portfolio | | | Voya Index Solution 2050 Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Interest | | | | $ | 2,068 | | | | | $ | 503 | | | | | $ | 1,175 | | | | | $ | 289 | | |
Dividends from affiliated underlying funds | | | | | 7,568,242 | | | | | | 2,397,811 | | | | | | 5,627,083 | | | | | | 1,642,860 | | |
Dividends from unaffiliated underlying funds | | | | | 1,363,870 | | | | | | 316,663 | | | | | | 394,100 | | | | | | 57,464 | | |
Total investment income | | | | | 8,934,180 | | | | | | 2,714,977 | | | | | | 6,022,358 | | | | | | 1,700,613 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 874,466 | | | | | | 247,696 | | | | | | 563,571 | | | | | | 147,400 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 522,645 | | | | | | 33,930 | | | | | | 364,672 | | | | | | 24,178 | | |
Class S | | | | | 140,036 | | | | | | 10,854 | | | | | | 98,927 | | | | | | 10,405 | | |
Class S2 | | | | | 65,636 | | | | | | 3,173 | | | | | | 34,491 | | | | | | 3,933 | | |
Transfer agent fees | | | | | 704 | | | | | | 229 | | | | | | 463 | | | | | | 305 | | |
Shareholder reporting expense | | | | | 8,046 | | | | | | 3,906 | | | | | | 6,761 | | | | | | 4,460 | | |
Professional fees | | | | | 37,875 | | | | | | 12,263 | | | | | | 24,996 | | | | | | 8,704 | | |
Custody and accounting expense | | | | | 27,200 | | | | | | 7,159 | | | | | | 17,965 | | | | | | 4,667 | | |
Directors fees | | | | | 15,688 | | | | | | 4,530 | | | | | | 10,576 | | | | | | 2,820 | | |
Miscellaneous expense | | | | | 13,456 | | | | | | 5,898 | | | | | | 11,250 | | | | | | 6,241 | | |
Interest expense | | | | | 449 | | | | | | 88 | | | | | | 339 | | | | | | 112 | | |
Total expenses | | | | | 1,706,201 | | | | | | 329,726 | | | | | | 1,134,011 | | | | | | 213,225 | | |
Waived and reimbursed fees | | | | | (581,779) | | | | | | (254,316) | | | | | | (327,690) | | | | | | (148,651) | | |
Net expenses | | | | | 1,124,422 | | | | | | 75,410 | | | | | | 806,321 | | | | | | 64,574 | | |
Net investment income | | | | | 7,809,758 | | | | | | 2,639,567 | | | | | | 5,216,037 | | | | | | 1,636,039 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Sale of affiliated underlying funds | | | | | 9,079,130 | | | | | | 2,563,038 | | | | | | 5,403,656 | | | | | | 1,475,067 | | |
Sale of unaffiliated underlying funds | | | | | 1,511,801 | | | | | | 507,528 | | | | | | 1,314,956 | | | | | | 297,473 | | |
Capital gain distributions from affiliated underlying funds | | | | | 5,213,994 | | | | | | 1,983,078 | | | | | | 4,981,537 | | | | | | 1,410,082 | | |
Foreign currency related transactions | | | | | (7,145) | | | | | | (2,813) | | | | | | (4,726) | | | | | | (1,561) | | |
Futures | | | | | (1,319,669) | | | | | | (344,043) | | | | | | (879,202) | | | | | | (219,005) | | |
Net realized gain | | | | | 14,478,111 | | | | | | 4,706,788 | | | | | | 10,816,221 | | | | | | 2,962,056 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Affiliated underlying funds | | | | | (20,855,873) | | | | | | (7,101,702) | | | | | | (15,120,270) | | | | | | (4,822,068) | | |
Unaffiliated underlying funds | | | | | (2,685,811) | | | | | | (875,917) | | | | | | (1,676,677) | | | | | | (404,897) | | |
Foreign currency related transactions | | | | | (1,083) | | | | | | (253) | | | | | | (719) | | | | | | (142) | | |
Futures | | | | | 108,779 | | | | | | 30,900 | | | | | | 58,555 | | | | | | 19,834 | | |
Net change in unrealized appreciation (depreciation) | | | | | (23,433,988) | | | | | | (7,946,972) | | | | | | (16,739,111) | | | | | | (5,207,273) | | |
Net realized and unrealized loss | | | | | (8,955,877) | | | | | | (3,240,184) | | | | | | (5,922,890) | | | | | | (2,245,217) | | |
Decrease in net assets resulting from operations | | | | $ | (1,146,119) | | | | | $ | (600,617) | | | | | $ | (706,853) | | | | | $ | (609,178) | | |
|
| | | Voya Index Solution 2055 Portfolio | | | Voya Index Solution 2060 Portfolio | | ||||||
INVESTMENT INCOME: | | | | | | | | | | | | | |
Interest | | | | $ | 295 | | | | | $ | 84 | | |
Dividends from affiliated underlying funds | | | | | 2,192,111 | | | | | | 361,291 | | |
Dividends from unaffiliated underlying funds | | | | | 81,190 | | | | | | 12,563 | | |
Total investment income | | | | | 2,273,596 | | | | | | 373,938 | | |
EXPENSES: | | | | | | | | | | | | | |
Investment management fees | | | | | 205,281 | | | | | | 32,772 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | |
Class ADV | | | | | 135,770 | | | | | | 13,245 | | |
Class S | | | | | 36,145 | | | | | | 3,177 | | |
Class S2 | | | | | 17,832 | | | | | | 1,517 | | |
Transfer agent fees | | | | | 303 | | | | | | 167 | | |
Shareholder reporting expense | | | | | 3,077 | | | | | | 4,247 | | |
Professional fees | | | | | 10,860 | | | | | | 5,266 | | |
Custody and accounting expense | | | | | 8,933 | | | | | | 1,487 | | |
Directors fees | | | | | 3,921 | | | | | | 621 | | |
Miscellaneous expense | | | | | 7,668 | | | | | | 5,332 | | |
Interest expense | | | | | 228 | | | | | | 16 | | |
Total expenses | | | | | 430,018 | | | | | | 67,847 | | |
Waived and reimbursed fees | | | | | (115,180) | | | | | | (38,297) | | |
Net expenses | | | | | 314,838 | | | | | | 29,550 | | |
Net investment income | | | | | 1,958,758 | | | | | | 344,388 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | |
Sale of affiliated underlying funds | | | | | 2,555,731 | | | | | | 438,098 | | |
Sale of unaffiliated underlying funds | | | | | 442,023 | | | | | | 51,430 | | |
Capital gain distributions from affiliated underlying funds | | | | | 1,878,260 | | | | | | 309,948 | | |
Foreign currency related transactions | | | | | (2,059) | | | | | | — | | |
Futures | | | | | (311,046) | | | | | | — | | |
Net realized gain | | | | | 4,562,909 | | | | | | 799,476 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | |
Affiliated underlying funds | | | | | (6,590,173) | | | | | | (1,231,516) | | |
Unaffiliated underlying funds | | | | | (564,275) | | | | | | (129,155) | | |
Foreign currency related transactions | | | | | (253) | | | | | | — | | |
Futures | | | | | 20,588 | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | (7,134,113) | | | | | | (1,360,671) | | |
Net realized and unrealized loss | | | | | (2,571,204) | | | | | | (561,195) | | |
Decrease in net assets resulting from operations | | | | $ | (612,446) | | | | | $ | (216,807) | | |
|
| | | Voya Index Solution Income Portfolio | | | Voya Index Solution 2020 Portfolio | ||||||||||||||||||
| | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 4,618,837 | | | | | $ | 8,897,828 | | | | | $ | 2,911,498 | | | | | $ | 3,941,593 | |
Net realized gain | | | | | 1,232,073 | | | | | | 9,942,100 | | | | | | 2,432,446 | | | | | | 7,287,879 | |
Net change in unrealized appreciation (depreciation) | | | | | (10,306,197) | | | | | | 20,047,625 | | | | | | (6,911,522) | | | | | | 9,214,904 | |
Increase (decrease) in net assets resulting from operations | | | | | (4,455,287) | | | | | | 38,887,553 | | | | | | (1,567,578) | | | | | | 20,444,376 | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (1,816,969) | | | | | | — | | | | | | (79,014) | |
Class I | | | | | — | | | | | | (477,109) | | | | | | — | | | | | | (27,345) | |
Class S | | | | | — | | | | | | (3,137,969) | | | | | | — | | | | | | (55,410) | |
Class S2 | | | | | — | | | | | | (227,246) | | | | | | — | | | | | | (22,984) | |
Class Z | | | | | — | | | | | | (2,706,108) | | | | | | — | | | | | | (1,068,310) | |
Net realized gains: | | | | | | | | | | | | | | | | | | | | | ||||
Class ADV | | | | | — | | | | | | (533,474) | | | | | | — | | | | | | (149,282) | |
Class I | | | | | — | | | | | | (103,996) | | | | | | — | | | | | | (31,179) | |
Class S | | | | | — | | | | | | (786,154) | | | | | | — | | | | | | (76,400) | |
Class S2 | | | | | — | | | | | | (61,316) | | | | | | — | | | | | | (33,093) | |
Class Z | | | | | — | | | | | | (589,857) | | | | | | — | | | | | | (1,218,084) | |
Total distributions | | | | | — | | | | | | (10,440,198) | | | | | | — | | | | | | (2,761,101) | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 39,144,504 | | | | | | 136,554,617 | | | | | | 64,839,079 | | | | | | 150,367,287 | |
Reinvestment of distributions | | | | | — | | | | | | 10,440,198 | | | | | | — | | | | | | 2,761,101 | |
| | | | | 39,144,504 | | | | | | 146,994,815 | | | | | | 64,839,079 | | | | | | 153,128,388 | |
Cost of shares redeemed | | | | | (45,768,113) | | | | | | (99,723,825) | | | | | | (20,319,253) | | | | | | (27,269,884) | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (6,623,609) | | | | | | 47,270,990 | | | | | | 44,519,826 | | | | | | 125,858,504 | |
Net increase (decrease) in net assets | | | | | (11,078,896) | | | | | | 75,718,345 | | | | | | 42,952,248 | | | | | | 143,541,779 | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 484,274,773 | | | | | | 408,556,428 | | | | | | 246,189,810 | | | | | | 102,648,031 | |
End of year or period | | | | $ | 473,195,877 | | | | | $ | 484,274,773 | | | | | $ | 289,142,058 | | | | | $ | 246,189,810 | |
Undistributed net investment income at end of year or period | | | | $ | 14,120,306 | | | | | $ | 9,501,469 | | | | | $ | 7,041,227 | | | | | $ | 4,129,729 |
| | | Voya Index Solution 2025 Portfolio | | | Voya Index Solution 2030 Portfolio | |||||||||||||||||
| | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | |||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 8,364,945 | | | | | $ | 13,117,862 | | | | | $ | 4,023,095 | | | | | $ | 4,511,408 |
Net realized gain | | | | | 12,718,367 | | | | | | 20,408,838 | | | | | | 5,726,845 | | | | | | 8,854,000 |
Net change in unrealized appreciation (depreciation) | | | | | (23,939,000) | | | | | | 63,446,810 | | | | | | (10,988,263) | | | | | | 17,738,697 |
Increase (decrease) in net assets resulting from operations | | | | | (2,855,688) | | | | | | 96,973,510 | | | | | | (1,238,323) | | | | | | 31,104,105 |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (2,898,267) | | | | | | — | | | | | | (58,417) |
Class I | | | | | — | | | | | | (972,502) | | | | | | — | | | | | | (14,605) |
Class S | | | | | — | | | | | | (2,234,419) | | | | | | — | | | | | | (41,845) |
Class S2 | | | | | — | | | | | | (488,424) | | | | | | — | | | | | | (6,232) |
Class Z | | | | | — | | | | | | (4,642,570) | | | | | | — | | | | | | (903,881) |
Net realized gains: | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (4,538,916) | | | | | | — | | | | | | (108,232) |
Class I | | | | | — | | | | | | (1,094,065) | | | | | | — | | | | | | (17,665) |
Class S | | | | | — | | | | | | (2,936,547) | | | | | | — | | | | | | (59,287) |
Class S2 | | | | | — | | | | | | (699,200) | | | | | | — | | | | | | (11,470) |
Class Z | | | | | — | | | | | | (5,222,891) | | | | | | — | | | | | | (1,090,089) |
Total distributions | | | | | — | | | | | | (25,727,801) | | | | | | — | | | | | | (2,311,723) |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 103,573,166 | | | | | | 289,306,555 | | | | | | 88,675,608 | | | | | | 197,102,941 |
Reinvestment of distributions | | | | | — | | | | | | 25,727,801 | | | | | | — | | | | | | 2,311,723 |
| | | | | 103,573,166 | | | | | | 315,034,356 | | | | | | 88,675,608 | | | | | | 199,414,664 |
Cost of shares redeemed | | | | | (72,855,724) | | | | | | (124,768,106) | | | | | | (17,821,635) | | | | | | (14,459,624) |
Net increase in net assets resulting from capital share transactions | | | | | 30,717,442 | | | | | | 190,266,250 | | | | | | 70,853,973 | | | | | | 184,955,040 |
Net increase in net assets | | | | | 27,861,754 | | | | | | 261,511,959 | | | | | | 69,615,650 | | | | | | 213,747,422 |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 849,316,330 | | | | | | 587,804,371 | | | | | | 307,340,731 | | | | | | 93,593,309 |
End of year or period | | | | $ | 877,178,084 | | | | | $ | 849,316,330 | | | | | $ | 376,956,381 | | | | | $ | 307,340,731 |
Undistributed net investment income at end of year or period | | | | $ | 22,085,206 | | | | | $ | 13,720,261 | | | | | $ | 8,677,151 | | | | | $ | 4,654,056 |
| | | Voya Index Solution 2035 Portfolio | | | Voya Index Solution 2040 Portfolio | |||||||||||||||||
| | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | |||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 7,809,758 | | | | | $ | 11,104,333 | | | | | $ | 2,639,567 | | | | | $ | 2,607,506 |
Net realized gain | | | | | 14,478,111 | | | | | | 20,214,786 | | | | | | 4,706,788 | | | | | | 5,943,881 |
Net change in unrealized appreciation (depreciation) | | | | | (23,433,988) | | | | | | 74,258,729 | | | | | | (7,946,972) | | | | | | 13,187,287 |
Increase (decrease) in net assets resulting from operations | | | | | (1,146,119) | | | | | | 105,577,848 | | | | | | (600,617) | | | | | | 21,738,674 |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (2,542,369) | | | | | | — | | | | | | (31,439) |
Class I | | | | | — | | | | | | (849,548) | | | | | | — | | | | | | (5,997) |
Class S | | | | | — | | | | | | (1,725,491) | | | | | | — | | | | | | (31,144) |
Class S2 | | | | | — | | | | | | (476,736) | | | | | | — | | | | | | (5,696) |
Class Z | | | | | — | | | | | | (3,895,940) | | | | | | — | | | | | | (582,106) |
Net realized gains: | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (5,208,897) | | | | | | — | | | | | | (57,782) |
Class I | | | | | — | | | | | | (1,252,280) | | | | | | — | | | | | | (7,616) |
Class S | | | | | — | | | | | | (2,979,996) | | | | | | — | | | | | | (45,863) |
Class S2 | | | | | — | | | | | | (884,996) | | | | | | — | | | | | | (8,773) |
Class Z | | | | | — | | | | | | (5,739,724) | | | | | | — | | | | | | (737,230) |
Total distributions | | | | | — | | | | | | (25,555,977) | | | | | | — | | | | | | (1,513,646) |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 111,520,044 | | | | | | 257,784,831 | | | | | | 67,768,817 | | | | | | 121,463,332 |
Reinvestment of distributions | | | | | — | | | | | | 25,555,977 | | | | | | — | | | | | | 1,513,646 |
| | | | | 111,520,044 | | | | | | 283,340,808 | | | | | | 67,768,817 | | | | | | 122,976,978 |
Cost of shares redeemed | | | | | (69,816,878) | | | | | | (106,802,110) | | | | | | (9,199,563) | | | | | | (9,610,654) |
Net increase in net assets resulting from capital share transactions | | | | | 41,703,166 | | | | | | 176,538,698 | | | | | | 58,569,254 | | | | | | 113,366,324 |
Net increase in net assets | | | | | 40,557,047 | | | | | | 256,560,569 | | | | | | 57,968,637 | | | | | | 133,591,352 |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 759,653,753 | | | | | | 503,093,184 | | | | | | 193,313,246 | | | | | | 59,721,894 |
End of year or period | | | | $ | 800,210,800 | | | | | $ | 759,653,753 | | | | | $ | 251,281,883 | | | | | $ | 193,313,246 |
Undistributed net investment income at end of year or period | | | | $ | 19,275,026 | | | | | $ | 11,465,268 | | | | | $ | 5,311,606 | | | | | $ | 2,672,039 |
| | | Voya Index Solution 2045 Portfolio | | | Voya Index Solution 2050 Portfolio | |||||||||||||||||
| | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | |||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 5,216,037 | | | | | $ | 6,617,651 | | | | | $ | 1,636,039 | | | | | $ | 1,427,980 |
Net realized gain | | | | | 10,816,221 | | | | | | 14,527,546 | | | | | | 2,962,056 | | | | | | 3,691,780 |
Net change in unrealized appreciation (depreciation) | | | | | (16,739,111) | | | | | | 54,948,335 | | | | | | (5,207,273) | | | | | | 8,097,748 |
Increase (decrease) in net assets resulting from operations | | | | | (706,853) | | | | | | 76,093,532 | | | | | | (609,178) | | | | | | 13,217,508 |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (1,559,685) | | | | | | — | | | | | | (16,369) |
Class I | | | | | — | | | | | | (635,116) | | | | | | — | | | | | | (7,797) |
Class S | | | | | — | | | | | | (1,105,849) | | | | | | — | | | | | | (24,109) |
Class S2 | | | | | — | | | | | | (231,935) | | | | | | — | | | | | | (4,649) |
Class Z | | | | | — | | | | | | (2,200,103) | | | | | | — | | | | | | (276,317) |
Net realized gains: | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (3,979,278) | | | | | | — | | | | | | (32,392) |
Class I | | | | | — | | | | | | (1,129,891) | | | | | | — | | | | | | (9,989) |
Class S | | | | | — | | | | | | (2,297,602) | | | | | | — | | | | | | (36,035) |
Class S2 | | | | | — | | | | | | (533,517) | | | | | | — | | | | | | (7,669) |
Class Z | | | | | — | | | | | | (3,914,050) | | | | | | — | | | | | | (351,867) |
Total distributions | | | | | — | | | | | | (17,587,026) | | | | | | — | | | | | | (767,193) |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 76,626,532 | | | | | | 178,815,777 | | | | | | 46,322,025 | | | | | | 81,323,898 |
Reinvestment of distributions | | | | | — | | | | | | 17,587,026 | | | | | | — | | | | | | 767,193 |
| | | | | 76,626,532 | | | | | | 196,402,803 | | | | | | 46,322,025 | | | | | | 82,091,091 |
Cost of shares redeemed | | | | | (45,534,273) | | | | | | (73,346,963) | | | | | | (5,171,677) | | | | | | (6,420,512) |
Net increase in net assets resulting from capital share transactions | | | | | 31,092,259 | | | | | | 123,055,840 | | | | | | 41,150,348 | | | | | | 75,670,579 |
Net increase in net assets | | | | | 30,385,406 | | | | | | 181,562,346 | | | | | | 40,541,170 | | | | | | 88,120,894 |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 511,303,009 | | | | | | 329,740,663 | | | | | | 118,200,880 | | | | | | 30,079,986 |
End of year or period | | | | $ | 541,688,415 | | | | | $ | 511,303,009 | | | | | $ | 158,742,050 | | | | | $ | 118,200,880 |
Undistributed net investment income at end of year or period | | | | $ | 12,048,109 | | | | | $ | 6,832,072 | | | | | $ | 3,099,843 | | | | | $ | 1,463,804 |
| | | Voya Index Solution 2055 Portfolio | | | Voya Index Solution 2060 Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 1,958,758 | | | | | $ | 2,189,536 | | | | | $ | 344,388 | | | | | $ | 279,499 | | |
Net realized gain | | | | | 4,562,909 | | | | | | 4,635,000 | | | | | | 799,476 | | | | | | 1,040,146 | | |
Net change in unrealized appreciation (depreciation) | | | | | (7,134,113) | | | | | | 19,173,135 | | | | | | (1,360,671) | | | | | | 1,414,246 | | |
Increase (decrease) in net assets resulting from operations | | | | | (612,446) | | | | | | 25,997,671 | | | | | | (216,807) | | | | | | 2,733,891 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (456,053) | | | | | | — | | | | | | (8,650) | | |
Class I | | | | | — | | | | | | (165,727) | | | | | | — | | | | | | (2,146) | | |
Class S | | | | | — | | | | | | (342,253) | | | | | | — | | | | | | (7,545) | | |
Class S2 | | | | | — | | | | | | (89,791) | | | | | | — | | | | | | (2,620) | | |
Class Z | | | | | — | | | | | | (623,931) | | | | | | — | | | | | | (41,128) | | |
Net realized gains: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (1,037,546) | | | | | | — | | | | | | (24,996) | | |
Class I | | | | | — | | | | | | (263,367) | | | | | | — | | | | | | (4,019) | | |
Class S | | | | | — | | | | | | (628,339) | | | | | | — | | | | | | (16,110) | | |
Class S2 | | | | | — | | | | | | (183,476) | | | | | | — | | | | | | (5,333) | | |
Class Z | | | | | — | | | | | | (991,025) | | | | | | — | | | | | | (76,108) | | |
Total distributions | | | | | — | | | | | | (4,781,508) | | | | | | — | | | | | | (188,655) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 44,230,898 | | | | | | 79,552,695 | | | | | | 15,036,311 | | | | | | 20,015,383 | | |
Reinvestment of distributions | | | | | — | | | | | | 4,781,508 | | | | | | — | | | | | | 188,655 | | |
| | | | | 44,230,898 | | | | | | 84,334,203 | | | | | | 15,036,311 | | | | | | 20,204,038 | | |
Cost of shares redeemed | | | | | (17,022,260) | | | | | | (26,820,730) | | | | | | (3,053,360) | | | | | | (4,170,959) | | |
Net increase in net assets resulting from capital share transactions | | | | | 27,208,638 | | | | | | 57,513,473 | | | | | | 11,982,951 | | | | | | 16,033,079 | | |
Net increase in net assets | | | | | 26,596,192 | | | | | | 78,729,636 | | | | | | 11,766,144 | | | | | | 18,578,315 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 180,454,994 | | | | | | 101,725,358 | | | | | | 24,483,514 | | | | | | 5,905,199 | | |
End of year or period | | | | $ | 207,051,186 | | | | | $ | 180,454,994 | | | | | $ | 36,249,658 | | | | | $ | 24,483,514 | | |
Undistributed net investment income at end of year or period | | | | $ | 4,219,974 | | | | | $ | 2,261,216 | | | | | $ | 631,143 | | | | | $ | 286,755 | | |
| | | | | | | | | 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 Index Solution Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 10.34 | | | | | | 0.08• | | | | | | (0.19) | | | | | | (0.11) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.23 | | | | | | (1.06) | | | | | | 0.77 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 1.58 | | | | | | 99,222 | | | | | | 20 | | |
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 | | |
12-31-15 | | | | | 10.53 | | | | | | 0.21• | | | | | | (0.33) | | | | | | (0.12) | | | | | | 0.19 | | | | | | 0.67 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 9.55 | | | | | | (1.37) | | | | | | 0.77 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 2.17 | | | | | | 134,515 | | | | | | 34 | | |
12-31-14 | | | | | 10.73 | | | | | | 0.17 | | | | ��� | | 0.43 | | | | | | 0.60 | | | | | | 0.23 | | | | | | 0.57 | | | | | | — | | | | | | 0.80 | | | | | | — | | | | | | 10.53 | | | | | | 5.68 | | | | | | 0.78 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.50 | | | | | | 37,651 | | | | | | 23 | | |
12-31-13 | | | | | 10.64 | | | | | | 0.19• | | | | | | 0.58 | | | | | | 0.77 | | | | | | 0.30 | | | | | | 0.38 | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 10.73 | | | | | | 7.50 | | | | | | 0.76 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.74 | | | | | | 37,886 | | | | | | 39 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 10.62 | | | | | | 0.11• | | | | | | (0.20) | | | | | | (0.09) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.53 | | | | | | (0.85) | | | | | | 0.27 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 2.09 | | | | | | 21,532 | | | | | | 20 | | |
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 | | |
12-31-15 | | | | | 10.76 | | | | | | 0.28• | | | | | | (0.36) | | | | | | (0.08) | | | | | | 0.24 | | | | | | 0.67 | | | | | | — | | | | | | 0.91 | | | | | | — | | | | | | 9.77 | | | | | | (0.91) | | | | | | 0.27 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 2.84 | | | | | | 30,873 | | | | | | 34 | | |
12-31-14 | | | | | 10.94 | | | | | | 0.22• | | | | | | 0.45 | | | | | | 0.67 | | | | | | 0.28 | | | | | | 0.57 | | | | | | — | | | | | | 0.85 | | | | | | — | | | | | | 10.76 | | | | | | 6.23 | | | | | | 0.28 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 2.00 | | | | | | 5,042 | | | | | | 23 | | |
12-31-13 | | | | | 10.82 | | | | | | 0.22• | | | | | | 0.63 | | | | | | 0.85 | | | | | | 0.35 | | | | | | 0.38 | | | | | | — | | | | | | 0.73 | | | | | | — | | | | | | 10.94 | | | | | | 8.10 | | | | | | 0.26 | | | | | | 0.11 | | | | | | 0.11 | | | | | | 2.01 | | | | | | 5,682 | | | | | | 39 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 10.51 | | | | | | 0.10• | | | | | | (0.20) | | | | | | (0.10) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.41 | | | | | | (0.95) | | | | | | 0.52 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.84 | | | | | | 157,274 | | | | | | 20 | | |
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 | | |
12-31-15 | | | | | 10.66 | | | | | | 0.23• | | | | | | (0.33) | | | | | | (0.10) | | | | | | 0.21 | | | | | | 0.67 | | | | | | — | | | | | | 0.88 | | | | | | — | | | | | | 9.68 | | | | | | (1.11) | | | | | | 0.52 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 2.24 | | | | | | 199,999 | | | | | | 34 | | |
12-31-14 | | | | | 10.85 | | | | | | 0.19• | | | | | | 0.44 | | | | | | 0.63 | | | | | | 0.25 | | | | | | 0.57 | | | | | | — | | | | | | 0.82 | | | | | | — | | | | | | 10.66 | | | | | | 5.90 | | | | | | 0.53 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.73 | | | | | | 124,505 | | | | | | 23 | | |
12-31-13 | | | | | 10.74 | | | | | | 0.21• | | | | | | 0.60 | | | | | | 0.81 | | | | | | 0.32 | | | | | | 0.38 | | | | | | — | | | | | | 0.70 | | | | | | — | | | | | | 10.85 | | | | | | 7.78 | | | | | | 0.51 | | | | | | 0.36 | | | | | | 0.36 | | | | | | 1.92 | | | | | | 134,689 | | | | | | 39 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 10.29 | | | | | | 0.08• | | | | | | (0.19) | | | | | | (0.11) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.18 | | | | | | (1.07) | | | | | | 0.67 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.66 | | | | | | 11,261 | | | | | | 20 | | |
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 | | |
12-31-15 | | | | | 10.46 | | | | | | 0.22• | | | | | | (0.33) | | | | | | (0.11) | | | | | | 0.18 | | | | | | 0.67 | | | | | | — | | | | | | 0.85 | | | | | | — | | | | | | 9.50 | | | | | | (1.25) | | | | | | 0.77 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 2.28 | | | | | | 14,859 | | | | | | 34 | | |
12-31-14 | | | | | 10.66 | | | | | | 0.17• | | | | | | 0.43 | | | | | | 0.60 | | | | | | 0.23 | | | | | | 0.57 | | | | | | — | | | | | | 0.80 | | | | | | — | | | | | | 10.46 | | | | | | 5.78 | | | | | | 0.78 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 1.56 | | | | | | 4,595 | | | | | | 23 | | |
12-31-13 | | | | | 10.58 | | | | | | 0.20• | | | | | | 0.58 | | | | | | 0.78 | | | | | | 0.32 | | | | | | 0.38 | | | | | | — | | | | | | 0.70 | | | | | | — | | | | | | 10.66 | | | | | | 7.64 | | | | | | 0.76 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.87 | | | | | | 5,531 | | | | | | 39 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 10.67 | | | | | | 0.12• | | | | | | (0.20) | | | | | | (0.08) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.59 | | | | | | (0.75) | | | | | | 0.27 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.31 | | | | | | 183,908 | | | | | | 20 | | |
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 | | |
05-01-15(5) - 12-31-15 | | | | | 11.02 | | | | | | 0.58• | | | | | | (0.90) | | | | | | (0.32) | | | | | | 0.24 | | | | | | 0.67 | | | | | | — | | | | | | 0.91 | | | | | | — | | | | | | 9.79 | | | | | | (3.06) | | | | | | 0.28 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 9.14 | | | | | | 1,635 | | | | | | 34 | | |
Voya Index Solution 2020 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.27 | | | | | | 0.10• | | | | | | (0.20) | | | | | | (0.10) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.17 | | | | | | (0.75) | | | | | | 0.77 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 1.58 | | | | | | 25,880 | | | | | | 26 | | |
12-31-17 | | | | | 12.02 | | | | | | 0.20• | | | | | | 1.21 | | | | | | 1.41 | | | | | | 0.06 | | | | | | 0.10 | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 13.27 | | | | | | 11.78 | | | | | | 0.77 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.58 | | | | | | 21,918 | | | | | | 42 | | |
12-31-16 | | | | | 11.37 | | | | | | 0.24• | | | | | | 0.43 | | | | | | 0.67 | | | | | | 0.01 | | | | | | 0.01 | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 12.02 | | | | | | 5.90 | | | | | | 0.82 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 2.07 | | | | | | 13,619 | | | | | | 75 | | |
12-31-15 | | | | | 11.82 | | | | | | 0.46• | | | | | | (0.46) | | | | | | 0.00* | | | | | | 0.15 | | | | | | 0.30 | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 11.37 | | | | | | 0.00 | | | | | | 2.22 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 4.05 | | | | | | 4,703 | | | | | | 108 | | |
12-31-14 | | | | | 12.11 | | | | | | 0.15 | | | | | | 0.47 | | | | | | 0.62 | | | | | | 0.23 | | | | | | 0.68 | | | | | | — | | | | | | 0.91 | | | | | | — | | | | | | 11.82 | | | | | | 5.27 | | | | | | 71.22 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.31 | | | | | | 4 | | | | | | 23 | | |
12-31-13 | | | | | 11.41 | | | | | | 0.19 | | | | | | 1.30 | | | | | | 1.49 | | | | | | 0.26 | | | | | | 0.54 | | | | | | — | | | | | | 0.80 | | | | | | 0.01 | | | | | | 12.11 | | | | | | 13.55(a) | | | | | | 95.97 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.61 | | | | | | 4 | | | | | | 36 | | |
| | | | | | | | | 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 Index Solution 2020 Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.59 | | | | | | 0.14• | | | | | | (0.22) | | | | | | (0.08) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.51 | | | | | | (0.59) | | | | | | 0.27 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 2.07 | | | | | | 6,748 | | | | | | 26 | | |
12-31-17 | | | | | 12.27 | | | | | | 0.28• | | | | | | 1.23 | | | | | | 1.51 | | | | | | 0.09 | | | | | | 0.10 | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 13.59 | | | | | | 12.42 | | | | | | 0.27 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 2.12 | | | | | | 5,360 | | | | | | 42 | | |
12-31-16 | | | | | 11.55 | | | | | | 0.37• | | | | | | 0.38 | | | | | | 0.75 | | | | | | 0.02 | | | | | | 0.01 | | | | | | — | | | | | | 0.03 | | | | | | — | | | | | | 12.27 | | | | | | 6.45 | | | | | | 0.32 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 3.05 | | | | | | 3,539 | | | | | | 75 | | |
12-31-15 | | | | | 11.91 | | | | | | 0.34• | | | | | | (0.33) | | | | | | 0.01 | | | | | | 0.07 | | | | | | 0.30 | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 11.55 | | | | | | 0.04 | | | | | | 1.72 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 2.98 | | | | | | 311 | | | | | | 108 | | |
12-31-14 | | | | | 12.18 | | | | | | 0.21 | | | | | | 0.49 | | | | | | 0.70 | | | | | | 0.29 | | | | | | 0.68 | | | | | | — | | | | | | 0.97 | | | | | | — | | | | | | 11.91 | | | | | | 5.86 | | | | | | 70.72 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 1.82 | | | | | | 4 | | | | | | 23 | | |
12-31-13 | | | | | 11.47 | | | | | | 0.25 | | | | | | 1.30 | | | | | | 1.55 | | | | | | 0.31 | | | | | | 0.54 | | | | | | — | | | | | | 0.85 | | | | | | 0.01 | | | | | | 12.18 | | | | | | 14.02(a) | | | | | | 95.47 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 2.11 | | | | | | 4 | | | | | | 36 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.54 | | | | | | 0.12• | | | | | | (0.21) | | | | | | (0.09) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.45 | | | | | | (0.66) | | | | | | 0.52 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.80 | | | | | | 11,473 | | | | | | 26 | | |
12-31-17 | | | | | 12.25 | | | | | | 0.23• | | | | | | 1.24 | | | | | | 1.47 | | | | | | 0.08 | | | | | | 0.10 | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 13.54 | | | | | | 12.06 | | | | | | 0.52 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.80 | | | | | | 12,049 | | | | | | 42 | | |
12-31-16 | | | | | 11.55 | | | | | | 0.30• | | | | | | 0.43 | | | | | | 0.73 | | | | | | 0.02 | | | | | | 0.01 | | | | | | — | | | | | | 0.03 | | | | | | — | | | | | | 12.25 | | | | | | 6.26 | | | | | | 0.57 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 2.53 | | | | | | 8,811 | | | | | | 75 | | |
12-31-15 | | | | | 11.91 | | | | | | 0.58• | | | | | | (0.59) | | | | | | (0.01) | | | | | | 0.05 | | | | | | 0.30 | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 11.55 | | | | | | (0.08) | | | | | | 1.97 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 5.10 | | | | | | 1,084 | | | | | | 108 | | |
12-31-14 | | | | | 12.19 | | | | | | 0.18 | | | | | | 0.48 | | | | | | 0.66 | | | | | | 0.26 | | | | | | 0.68 | | | | | | — | | | | | | 0.94 | | | | | | — | | | | | | 11.91 | | | | | | 5.54 | | | | | | 70.97 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 1.57 | | | | | | 4 | | | | | | 23 | | |
12-31-13 | | | | | 11.43 | | | | | | 0.22 | | | | | | 1.29 | | | | | | 1.51 | | | | | | 0.22 | | | | | | 0.54 | | | | | | — | | | | | | 0.76 | | | | | | 0.01 | | | | | | 12.19 | | | | | | 13.63(a) | | | | | | 95.72 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.86 | | | | | | 4 | | | | | | 36 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.46 | | | | | | 0.11• | | | | | | (0.21) | | | | | | (0.10) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.36 | | | | | | (0.74) | | | | | | 0.67 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.67 | | | | | | 3,387 | | | | | | 26 | | |
12-31-17 | | | | | 12.19 | | | | | | 0.20 | | | | | | 1.24 | | | | | | 1.44 | | | | | | 0.07 | | | | | | 0.10 | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 13.46 | | | | | | 11.92 | | | | | | 0.67 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.59 | | | | | | 3,783 | | | | | | 42 | | |
12-31-16 | | | | | 11.52 | | | | | | 0.30• | | | | | | 0.39 | | | | | | 0.69 | | | | | | 0.01 | | | | | | 0.01 | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 12.19 | | | | | | 6.00 | | | | | | 0.75 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 2.54 | | | | | | 3,328 | | | | | | 75 | | |
12-31-15 | | | | | 11.84 | | | | | | 0.46• | | | | | | (0.48) | | | | | | (0.02) | | | | | | 0.00* | | | | | | 0.30 | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 11.52 | | | | | | (0.16) | | | | | | 2.22 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 3.99 | | | | | | 367 | | | | | | 108 | | |
12-31-14 | | | | | 12.13 | | | | | | 0.16 | | | | | | 0.48 | | | | | | 0.64 | | | | | | 0.25 | | | | | | 0.68 | | | | | | — | | | | | | 0.93 | | | | | | — | | | | | | 11.84 | | | | | | 5.36 | | | | | | 71.22 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 1.41 | | | | | | 4 | | | | | | 23 | | |
12-31-13 | | | | | 11.43 | | | | | | 0.20 | | | | | | 1.31 | | | | | | 1.51 | | | | | | 0.28 | | | | | | 0.54 | | | | | | — | | | | | | 0.82 | | | | | | 0.01 | | | | | | 12.13 | | | | | | 13.64(a) | | | | | | 95.97 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 1.71 | | | | | | 4 | | | | | | 36 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.65 | | | | | | 0.15• | | | | | | (0.21) | | | | | | (0.06) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.59 | | | | | | (0.44) | | | | | | 0.27 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.27 | | | | | | 241,655 | | | | | | 26 | | |
12-31-17 | | | | | 12.30 | | | | | | 0.31• | | | | | | 1.23 | | | | | | 1.54 | | | | | | 0.09 | | | | | | 0.10 | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 13.65 | | | | | | 12.63 | | | | | | 0.27 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.35 | | | | | | 203,080 | | | | | | 42 | | |
12-31-16 | | | | | 11.57 | | | | | | 0.41• | | | | | | 0.35 | | | | | | 0.76 | | | | | | 0.02 | | | | | | 0.01 | | | | | | — | | | | | | 0.03 | | | | | | — | | | | | | 12.30 | | | | | | 6.52 | | | | | | 0.32 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 3.44 | | | | | | 73,350 | | | | | | 75 | | |
05-01-15(5) - 12-31-15 | | | | | 12.30 | | | | | | 0.38• | | | | | | (0.74) | | | | | | (0.36) | | | | | | 0.07 | | | | | | 0.30 | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 11.57 | | | | | | (2.97) | | | | | | 1.70 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 4.91 | | | | | | 2,030 | | | | | | 108 | | |
Voya Index Solution 2025 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 10.94 | | | | | | 0.08• | | | | | | (0.13) | | | | | | (0.05) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.89 | | | | | | (0.46) | | | | | | 0.76 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.52 | | | | | | 221,264 | | | | | | 18 | | |
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 | | |
12-31-15 | | | | | 11.49 | | | | | | 0.19 | | | | | | (0.36) | | | | | | (0.17) | | | | | | 0.16 | | | | | | 0.97 | | | | | | — | | | | | | 1.13 | | | | | | — | | | | | | 10.19 | | | | | | (1.80) | | | | | | 0.77 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.75 | | | | | | 228,081 | | | | | | 40 | | |
12-31-14 | | | | | 11.63 | | | | | | 0.15 | | | | | | 0.46 | | | | | | 0.61 | | | | | | 0.19 | | | | | | 0.56 | | | | | | — | | | | | | 0.75 | | | | | | — | | | | | | 11.49 | | | | | | 5.41 | | | | | | 0.77 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.29 | | | | | | 242,980 | | | | | | 33 | | |
12-31-13 | | | | | 10.38 | | | | | | 0.18• | | | | | | 1.54 | | | | | | 1.72 | | | | | | 0.16 | | | | | | 0.31 | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 11.63 | | | | | | 16.77 | | | | | | 0.75 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.66 | | | | | | 245,758 | | | | | | 40 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 11.21 | | | | | | 0.11• | | | | | | (0.14) | | | | | | (0.03) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.18 | | | | | | (0.27) | | | | | | 0.26 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 2.03 | | | | | | 59,198 | | | | | | 18 | | |
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 | | |
12-31-15 | | | | | 11.72 | | | | | | 0.26• | | | | | | (0.37) | | | | | | (0.11) | | | | | | 0.22 | | | | | | 0.97 | | | | | | — | | | | | | 1.19 | | | | | | — | | | | | | 10.42 | | | | | | (1.25) | | | | | | 0.27 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 2.29 | | | | | | 49,275 | | | | | | 40 | | |
12-31-14 | | | | | 11.84 | | | | | | 0.22• | | | | | | 0.46 | | | | | | 0.68 | | | | | | 0.24 | | | | | | 0.56 | | | | | | — | | | | | | 0.80 | | | | | | — | | | | | | 11.72 | | | | | | 5.95 | | | | | | 0.27 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 1.89 | | | | | | 46,808 | | | | | | 33 | | |
12-31-13 | | | | | 10.54 | | | | | | 0.24• | | | | | | 1.56 | | | | | | 1.80 | | | | | | 0.19 | | | | | | 0.31 | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 11.84 | | | | | | 17.38 | | | | | | 0.25 | | | | | | 0.11 | | | | | | 0.11 | | | | | | 2.13 | | | | | | 33,098 | | | | | | 40 | | |
| | | | | | | | | 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 Index Solution 2025 Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 11.09 | | | | | | 0.10• | | | | | | (0.14) | | | | | | (0.04) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.05 | | | | | | (0.36) | | | | | | 0.51 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.77 | | | | | | 137,377 | | | | | | 18 | | |
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 | | |
12-31-15 | | | | | 11.61 | | | | | | 0.23 | | | | | | (0.36) | | | | | | (0.13) | | | | | | 0.20 | | | | | | 0.97 | | | | | | — | | | | | | 1.17 | | | | | | — | | | | | | 10.31 | | | | | | (1.50) | | | | | | 0.52 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 1.99 | | | | | | 166,420 | | | | | | 40 | | |
12-31-14 | | | | | 11.74 | | | | | | 0.18 | | | | | | 0.47 | | | | | | 0.65 | | | | | | 0.22 | | | | | | 0.56 | | | | | | — | | | | | | 0.78 | | | | | | — | | | | | | 11.61 | | | | | | 5.67 | | | | | | 0.52 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.55 | | | | | | 186,666 | | | | | | 33 | | |
12-31-13 | | | | | 10.47 | | | | | | 0.21• | | | | | | 1.54 | | | | | | 1.75 | | | | | | 0.17 | | | | | | 0.31 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 11.74 | | | | | | 17.00 | | | | | | 0.50 | | | | | | 0.36 | | | | | | 0.36 | | | | | | 1.88 | | | | | | 174,380 | | | | | | 40 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 10.90 | | | | | | 0.08• | | | | | | (0.13) | | | | | | (0.05) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.85 | | | | | | (0.46) | | | | | | 0.66 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 1.55 | | | | | | 27,974 | | | | | | 18 | | |
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 | | |
12-31-15 | | | | | 11.44 | | | | | | 0.20• | | | | | | (0.35) | | | | | | (0.15) | | | | | | 0.16 | | | | | | 0.97 | | | | | | — | | | | | | 1.13 | | | | | | — | | | | | | 10.16 | | | | | | (1.63) | | | | | | 0.77 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 1.83 | | | | | | 34,934 | | | | | | 40 | | |
12-31-14 | | | | | 11.58 | | | | | | 0.16• | | | | | | 0.46 | | | | | | 0.62 | | | | | | 0.20 | | | | | | 0.56 | | | | | | — | | | | | | 0.76 | | | | | | — | | | | | | 11.44 | | | | | | 5.52 | | | | | | 0.77 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 1.36 | | | | | | 42,853 | | | | | | 33 | | |
12-31-13 | | | | | 10.34 | | | | | | 0.20• | | | | | | 1.52 | | | | | | 1.72 | | | | | | 0.17 | | | | | | 0.31 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 11.58 | | | | | | 16.87 | | | | | | 0.75 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.80 | | | | | | 48,649 | | | | | | 40 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 11.26 | | | | | | 0.13• | | | | | | (0.15) | | | | | | (0.02) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.24 | | | | | | (0.18) | | | | | | 0.26 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.29 | | | | | | 431,365 | | | | | | 18 | | |
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 | | |
05-01-15(5) - 12-31-15 | | | | | 12.17 | | | | | | 0.41• | | | | | | (0.96) | | | | | | (0.55) | | | | | | 0.22 | | | | | | 0.97 | | | | | | — | | | | | | 1.19 | | | | | | — | | | | | | 10.43 | | | | | | (4.81) | | | | | | 0.28 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 5.95 | | | | | | 2,310 | | | | | | 40 | | |
Voya Index Solution 2030 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 15.28 | | | | | | 0.13• | | | | | | (0.21) | | | | | | (0.08) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.20 | | | | | | (0.52) | | | | | | 0.75 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 1.75 | | | | | | 28,080 | | | | | | 18 | | |
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 | | |
12-31-15 | | | | | 12.70 | | | | | | 0.48• | | | | | | (0.53) | | | | | | (0.05) | | | | | | 0.07 | | | | | | 0.19 | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 12.39 | | | | | | (0.48) | | | | | | 3.36 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 3.93 | | | | | | 2,598 | | | | | | 136 | | |
12-31-14 | | | | | 13.19 | | | | | | 0.14 | | | | | | 0.50 | | | | | | 0.64 | | | | | | 0.22 | | | | | | 0.91 | | | | | | — | | | | | | 1.13 | | | | | | — | | | | | | 12.70 | | | | | | 5.00 | | | | | | 65.69 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.10 | | | | | | 4 | | | | | | 32 | | |
12-31-13 | | | | | 11.85 | | | | | | 0.19• | | | | | | 1.95 | | | | | | 2.14 | | | | | | 0.27 | | | | | | 0.55 | | | | | | — | | | | | | 0.82 | | | | | | 0.02 | | | | | | 13.19 | | | | | | 18.71(b) | | | | | | 87.48 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.48 | | | | | | 4 | | | | | | 41 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 15.65 | | | | | | 0.16• | | | | | | (0.20) | | | | | | (0.04) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.61 | | | | | | (0.26) | | | | | | 0.25 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 2.09 | | | | | | 5,650 | | | | | | 18 | | |
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 | | |
12-31-15 | | | | | 12.79 | | | | | | 0.99• | | | | | | (0.99) | | | | | | 0.00* | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 12.60 | | | | | | (0.03) | | | | | | 2.86 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 8.08 | | | | | | 779 | | | | | | 136 | | |
12-31-14 | | | | | 13.28 | | | | | | 0.20 | | | | | | 0.51 | | | | | | 0.71 | | | | | | 0.29 | | | | | | 0.91 | | | | | | — | | | | | | 1.20 | | | | | | — | | | | | | 12.79 | | | | | | 5.52 | | | | | | 65.19 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 1.61 | | | | | | 4 | | | | | | 32 | | |
12-31-13 | | | | | 11.91 | | | | | | 0.25• | | | | | | 1.97 | | | | | | 2.22 | | | | | | 0.32 | | | | | | 0.55 | | | | | | — | | | | | | 0.87 | | | | | | 0.02 | | | | | | 13.28 | | | | | | 19.32(b) | | | | | | 86.98 | | | | | | 0.11 | | | | | | 0.11 | | | | | | 1.97 | | | | | | 4 | | | | | | 41 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 15.56 | | | | | | 0.14• | | | | | | (0.20) | | | | | | (0.06) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.50 | | | | | | (0.39) | | | | | | 0.50 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.84 | | | | | | 11,501 | | | | | | 18 | | |
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 | | |
12-31-15 | | | | | 12.79 | | | | | | 0.43• | | | | | | (0.46) | | | | | | (0.03) | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 12.57 | | | | | | (0.27) | | | | | | 3.11 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 3.45 | | | | | | 521 | | | | | | 136 | | |
12-31-14 | | | | | 13.27 | | | | | | 0.17 | | | | | | 0.52 | | | | | | 0.69 | | | | | | 0.26 | | | | | | 0.91 | | | | | | — | | | | | | 1.17 | | | | | | — | | | | | | 12.79 | | | | | | 5.32 | | | | | | 65.44 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 1.35 | | | | | | 4 | | | | | | 32 | | |
12-31-13 | | | | | 11.87 | | | | | | 0.22 | | | | | | 1.94 | | | | | | 2.16 | | | | | | 0.23 | | | | | | 0.55 | | | | | | — | | | | | | 0.78 | | | | | | 0.02 | | | | | | 13.27 | | | | | | 18.78(b) | | | | | | 87.23 | | | | | | 0.36 | | | | | | 0.36 | | | | | | 1.73 | | | | | | 4 | | | | | | 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) | | | 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 Index Solution 2030 Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 15.37 | | | | | | 0.12• | | | | | | (0.19) | | | | | | (0.07) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.30 | | | | | | (0.46) | | | | | | 0.65 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.61 | | | | | | 1,422 | | | | | | 18 | | |
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 | | |
12-31-15 | | | | | 12.71 | | | | | | 0.48• | | | | | | (0.55) | | | | | | (0.07) | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 12.45 | | | | | | (0.58) | | | | | | 3.36 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 3.87 | | | | | | 47 | | | | | | 136 | | |
12-31-14 | | | | | 13.21 | | | | | | 0.15 | | | | | | 0.49 | | | | | | 0.64 | | | | | | 0.23 | | | | | | 0.91 | | | | | | — | | | | | | 1.14 | | | | | | — | | | | | | 12.71 | | | | | | 5.00 | | | | | | 65.69 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 1.20 | | | | | | 4 | | | | | | 32 | | |
12-31-13 | | | | | 11.87 | | | | | | 0.20 | | | | | | 1.95 | | | | | | 2.15 | | | | | | 0.28 | | | | | | 0.55 | | | | | | — | | | | | | 0.83 | | | | | | 0.02 | | | | | | 13.21 | | | | | | 18.79(b) | | | | | | 87.48 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.58 | | | | | | 4 | | | | | | 41 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 15.69 | | | | | | 0.19• | | | | | | (0.21) | | | | | | (0.02) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.67 | | | | | | (0.13) | | | | | | 0.25 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.39 | | | | | | 330,303 | | | | | | 18 | | |
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 | | |
05-01-15(5) - 12-31-15 | | | | | 13.34 | | | | | | 0.36• | | | | | | (0.92) | | | | | | (0.56) | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 12.59 | | | | | | (4.23) | | | | | | 2.82 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 4.30 | | | | | | 1,196 | | | | | | 136 | | |
Voya Index Solution 2035 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 11.34 | | | | | | 0.09• | | | | | | (0.12) | | | | | | (0.03) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.31 | | | | | | (0.26) | | | | | | 0.75 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.56 | | | | | | 203,567 | | | | | | 18 | | |
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 | | |
12-31-15 | | | | | 11.86 | | | | | | 0.18 | | | | | | (0.35) | | | | | | (0.17) | | | | | | 0.15 | | | | | | 1.20 | | | | | | — | | | | | | 1.35 | | | | | | — | | | | | | 10.34 | | | | | | (1.91) | | | | | | 0.77 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.62 | | | | | | 199,097 | | | | | | 38 | | |
12-31-14 | | | | | 12.01 | | | | | | 0.13 | | | | | | 0.53 | | | | | | 0.66 | | | | | | 0.17 | | | | | | 0.64 | | | | | | — | | | | | | 0.81 | | | | | | — | | | | | | 11.86 | | | | | | 5.65 | | | | | | 0.76 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.12 | | | | | | 213,542 | | | | | | 44 | | |
12-31-13 | | | | | 10.25 | | | | | | 0.17• | | | | | | 2.01 | | | | | | 2.18 | | | | | | 0.12 | | | | | | 0.30 | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 12.01 | | | | | | 21.67 | | | | | | 0.75 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.51 | | | | | | 208,246 | | | | | | 45 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 11.65 | | | | | | 0.12• | | | | | | (0.13) | | | | | | (0.01) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.64 | | | | | | (0.09) | | | | | | 0.25 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 2.05 | | | | | | 57,041 | | | | | | 18 | | |
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 | | |
12-31-15 | | | | | 12.11 | | | | | | 0.25• | | | | | | (0.37) | | | | | | (0.12) | | | | | | 0.21 | | | | | | 1.20 | | | | | | — | | | | | | 1.41 | | | | | | — | | | | | | 10.58 | | | | | | (1.47) | | | | | | 0.27 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 2.18 | | | | | | 37,272 | | | | | | 38 | | |
12-31-14 | | | | | 12.24 | | | | | | 0.21• | | | | | | 0.53 | | | | | | 0.74 | | | | | | 0.23 | | | | | | 0.64 | | | | | | — | | | | | | 0.87 | | | | | | — | | | | | | 12.11 | | | | | | 6.16 | | | | | | 0.26 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 1.73 | | | | | | 34,038 | | | | | | 44 | | |
12-31-13 | | | | | 10.42 | | | | | | 0.23• | | | | | | 2.05 | | | | | | 2.28 | | | | | | 0.16 | | | | | | 0.30 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 12.24 | | | | | | 22.29 | | | | | | 0.25 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 1.99 | | | | | | 20,257 | | | | | | 45 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 11.51 | | | | | | 0.10• | | | | | | (0.12) | | | | | | (0.02) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.49 | | | | | | (0.17) | | | | | | 0.50 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.79 | | | | | | 108,005 | | | | | | 18 | | |
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 | | |
12-31-15 | | | | | 11.99 | | | | | | 0.22 | | | | | | (0.36) | | | | | | (0.14) | | | | | | 0.18 | | | | | | 1.20 | | | | | | — | | | | | | 1.38 | | | | | | — | | | | | | 10.47 | | | | | | (1.63) | | | | | | 0.52 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 1.87 | | | | | | 129,764 | | | | | | 38 | | |
12-31-14 | | | | | 12.13 | | | | | | 0.16 | | | | | | 0.54 | | | | | | 0.70 | | | | | | 0.20 | | | | | | 0.64 | | | | | | — | | | | | | 0.84 | | | | | | — | | | | | | 11.99 | | | | | | 5.90 | | | | | | 0.51 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 1.38 | | | | | | 145,942 | | | | | | 44 | | |
12-31-13 | | | | | 10.34 | | | | | | 0.20• | | | | | | 2.03 | | | | | | 2.23 | | | | | | 0.14 | | | | | | 0.30 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 12.13 | | | | | | 21.97 | | | | | | 0.50 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.76 | | | | | | 133,001 | | | | | | 45 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 11.32 | | | | | | 0.09• | | | | | | (0.11) | | | | | | (0.02) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.30 | | | | | | (0.18) | | | | | | 0.65 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 1.52 | | | | | | 29,721 | | | | | | 18 | | |
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 | | |
12-31-15 | | | | | 11.83 | | | | | | 0.19• | | | | | | (0.34) | | | | | | (0.15) | | | | | | 0.15 | | | | | | 1.20 | | | | | | — | | | | | | 1.35 | | | | | | — | | | | | | 10.33 | | | | | | (1.78) | | | | | | 0.77 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 1.71 | | | | | | 31,067 | | | | | | 38 | | |
12-31-14 | | | | | 11.98 | | | | | | 0.14• | | | | | | 0.54 | | | | | | 0.68 | | | | | | 0.19 | | | | | | 0.64 | | | | | | — | | | | | | 0.83 | | | | | | — | | | | | | 11.83 | | | | | | 5.77 | | | | | | 0.76 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 1.17 | | | | | | 40,100 | | | | | | 44 | | |
12-31-13 | | | | | 10.23 | | | | | | 0.18• | | | | | | 2.01 | | | | | | 2.19 | | | | | | 0.14 | | | | | | 0.30 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 11.98 | | | | | | 21.74 | | | | | | 0.75 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 1.66 | | | | | | 44,066 | | | | | | 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 Index Solution 2035 Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 11.72 | | | | | | 0.14• | | | | | | (0.14) | | | | | | 0.00* | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.72 | | | | | | 0.00 | | | | | | 0.25 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.37 | | | | | | 401,877 | | | | | | 18 | | |
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 | | |
05-01-15(5) - 12-31-15 | | | | | 12.66 | | | | | | 0.43• | | | | | | (1.07) | | | | | | (0.64) | | | | | | 0.21 | | | | | | 1.20 | | | | | | — | | | | | | 1.41 | | | | | | — | | | | | | 10.61 | | | | | | (5.49) | | | | | | 0.28 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 6.12 | | | | | | 2,456 | | | | | | 38 | | |
Voya Index Solution 2040 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 16.00 | | | | | | 0.14• | | | | | | (0.18) | | | | | | (0.04) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.96 | | | | | | (0.25) | | | | | | 0.75 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 1.77 | | | | | | 15,494 | | | | | | 16 | | |
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 | | |
12-31-15 | | | | | 13.60 | | | | | | 0.52• | | | | | | (0.73) | | | | | | (0.21) | | | | | | 0.13 | | | | | | 0.64 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 12.62 | | | | | | (1.78) | | | | | | 5.76 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 4.17 | | | | | | 1,252 | | | | | | 106 | | |
12-31-14 | | | | | 13.98 | | | | | | 0.14• | | | | | | 0.64 | | | | | | 0.78 | | | | | | 0.20 | | | | | | 0.96 | | | | | | — | | | | | | 1.16 | | | | | | — | | | | | | 13.60 | | | | | | 5.73 | | | | | | 61.99 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 0.98 | | | | | | 5 | | | | | | 32 | | |
12-31-13 | | | | | 12.06 | | | | | | 0.17 | | | | | | 2.54 | | | | | | 2.71 | | | | | | 0.18 | | | | | | 0.63 | | | | | | — | | | | | | 0.81 | | | | | | 0.02 | | | | | | 13.98 | | | | | | 23.19(c) | | | | | | 83.06 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.29 | | | | | | 4 | | | | | | 41 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 16.36 | | | | | | 0.18• | | | | | | (0.19) | | | | | | (0.01) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.35 | | | | | | (0.06) | | | | | | 0.25 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 2.14 | | | | | | 3,428 | | | | | | 16 | | |
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 | | |
12-31-15 | | | | | 13.71 | | | | | | 1.29• | | | | | | (1.47) | | | | | | (0.18) | | | | | | 0.10 | | | | | | 0.64 | | | | | | — | | | | | | 0.74 | | | | | | — | | | | | | 12.79 | | | | | | (1.50) | | | | | | 5.26 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 10.20 | | | | | | 165 | | | | | | 106 | | |
12-31-14 | | | | | 14.09 | | | | | | 0.19 | | | | | | 0.66 | | | | | | 0.85 | | | | | | 0.27 | | | | | | 0.96 | | | | | | — | | | | | | 1.23 | | | | | | — | | | | | | 13.71 | | | | | | 6.21 | | | | | | 61.49 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 1.42 | | | | | | 5 | | | | | | 32 | | |
12-31-13 | | | | | 12.13 | | | | | | 0.24• | | | | | | 2.57 | | | | | | 2.81 | | | | | | 0.24 | | | | | | 0.63 | | | | | | — | | | | | | 0.87 | | | | | | 0.02 | | | | | | 14.09 | | | | | | 23.90(c) | | | | | | 82.56 | | | | | | 0.11 | | | | | | 0.11 | | | | | | 1.79 | | | | | | 4 | | | | | | 41 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 16.33 | | | | | | 0.15• | | | | | | (0.17) | | | | | | (0.02) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.31 | | | | | | (0.12) | | | | | | 0.50 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.84 | | | | | | 8,850 | | | | | | 16 | | |
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 | | |
12-31-15 | | | | | 13.72 | | | | | | 0.51• | | | | | | (0.71) | | | | | | (0.20) | | | | | | 0.05 | | | | | | 0.64 | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 12.83 | | | | | | (1.65) | | | | | | 5.51 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 3.95 | | | | | | 401 | | | | | | 106 | | |
12-31-14 | | | | | 14.09 | | | | | | 0.16 | | | | | | 0.66 | | | | | | 0.82 | | | | | | 0.23 | | | | | | 0.96 | | | | | | — | | | | | | 1.19 | | | | | | — | | | | | | 13.72 | | | | | | 6.03 | | | | | | 61.74 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 1.16 | | | | | | 4 | | | | | | 32 | | |
12-31-13 | | | | | 12.08 | | | | | | 0.20• | | | | | | 2.56 | | | | | | 2.76 | | | | | | 0.14 | | | | | | 0.63 | | | | | | — | | | | | | 0.77 | | | | | | 0.02 | | | | | | 14.09 | | | | | | 23.53(c) | | | | | | 82.81 | | | | | | 0.36 | | | | | | 0.36 | | | | | | 1.54 | | | | | | 4 | | | | | | 41 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 16.13 | | | | | | 0.14• | | | | | | (0.17) | | | | | | (0.03) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.10 | | | | | | (0.19) | | | | | | 0.65 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.67 | | | | | | 1,718 | ��� | | | | | 16 | | |
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 | | |
12-31-15 | | | | | 13.62 | | | | | | 0.38• | | | | | | (0.61) | | | | | | (0.23) | | | | | | 0.05 | | | | | | 0.64 | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 12.70 | | | | | | (1.88) | | | | | | 5.76 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 2.84 | | | | | | 14 | | | | | | 106 | | |
12-31-14 | | | | | 14.00 | | | | | | 0.13 | | | | | | 0.66 | | | | | | 0.79 | | | | | | 0.21 | | | | | | 0.96 | | | | | | — | | | | | | 1.17 | | | | | | — | | | | | | 13.62 | | | | | | 5.80 | | | | | | 61.99 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 1.01 | | | | | | 4 | | | | | | 32 | | |
12-31-13 | | | | | 12.07 | | | | | | 0.18 | | | | | | 2.55 | | | | | | 2.73 | | | | | | 0.19 | | | | | | 0.63 | | | | | | — | | | | | | 0.82 | | | | | | 0.02 | | | | | | 14.00 | | | | | | 23.36(c) | | | | | | 83.06 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.38 | | | | | | 4 | | | | | | 41 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 16.42 | | | | | | 0.20• | | | | | | (0.19) | | | | | | 0.01 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.43 | | | | | | 0.06 | | | | | | 0.25 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.42 | | | | | | 221,792 | | | | | | 16 | | |
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 | | |
05-01-15(5) - 12-31-15 | | | | | 14.34 | | | | | | 0.57• | | | | | | (1.37) | | | | | | (0.80) | | | | | | 0.10 | | | | | | 0.64 | | | | | | — | | | | | | 0.74 | | | | | | — | | | | | | 12.80 | | | | | | (5.75) | | | | | | 5.12 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 6.74 | | | | | | 1,086 | | | | | | 106 | | |
| | | | | | | | | 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 Index Solution 2045 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 11.79 | | | | | | 0.09• | | | | | | (0.13) | | | | | | (0.04) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.75 | | | | | | (0.34) | | | | | | 0.74 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.54 | | | | | | 142,710 | | | | | | 18 | | |
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 | | |
12-31-15 | | | | | 12.16 | | | | | | 0.16 | | | | | | (0.34) | | | | | | (0.18) | | | | | | 0.12 | | | | | | 1.31 | | | | | | — | | | | | | 1.43 | | | | | | — | | | | | | 10.55 | | | | | | (2.05) | | | | | | 0.76 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.44 | | | | | | 133,884 | | | | | | 36 | | |
12-31-14 | | | | | 12.25 | | | | | | 0.10• | | | | | | 0.59 | | | | | | 0.69 | | | | | | 0.14 | | | | | | 0.64 | | | | | | — | | | | | | 0.78 | | | | | | — | | | | | | 12.16 | | | | | | 5.80 | | | | | | 0.75 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 0.83 | | | | | | 138,235 | | | | | | 44 | | |
12-31-13 | | | | | 10.26 | | | | | | 0.14• | | | | | | 2.26 | | | | | | 2.40 | | | | | | 0.10 | | | | | | 0.31 | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.25 | | | | | | 23.74 | | | | | | 0.75 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.27 | | | | | | 128,133 | | | | | | 48 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.17 | | | | | | 0.12• | | | | | | (0.12) | | | | | | 0.00* | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.17 | | | | | | 0.00 | | | | | | 0.24 | | | | | | 0.21 | | | | | | 0.21 | | | | | | 2.00 | | | | | | 47,044 | | | | | | 18 | | |
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 | | |
12-31-15 | | | | | 12.46 | | | | | | 0.25• | | | | | | (0.38) | | | | | | (0.13) | | | | | | 0.18 | | | | | | 1.31 | | | | | | — | | | | | | 1.49 | | | | | | — | | | | | | 10.84 | | | | | | (1.61) | | | | | | 0.26 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 2.09 | | | | | | 27,900 | | | | | | 36 | | |
12-31-14 | | | | | 12.52 | | | | | | 0.18• | | | | | | 0.59 | | | | | | 0.77 | | | | | | 0.19 | | | | | | 0.64 | | | | | | — | | | | | | 0.83 | | | | | | — | | | | | | 12.46 | | | | | | 6.32 | | | | | | 0.25 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 1.42 | | | | | | 19,837 | | | | | | 44 | | |
12-31-13 | | | | | 10.46 | | | | | | 0.20• | | | | | | 2.31 | | | | | | 2.51 | | | | | | 0.14 | | | | | | 0.31 | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 12.52 | | | | | | 24.34 | | | | | | 0.25 | | | | | | 0.11 | | | | | | 0.11 | | | | | | 1.74 | | | | | | 11,306 | | | | | | 48 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.00 | | | | | | 0.10• | | | | | | (0.12) | | | | | | (0.02) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.98 | | | | | | (0.17) | | | | | | 0.49 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 1.73 | | | | | | 75,046 | | | | | | 18 | | |
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 | | |
12-31-15 | | | | | 12.32 | | | | | | 0.20 | | | | | | (0.36) | | | | | | (0.16) | | | | | | 0.15 | | | | | | 1.31 | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 10.70 | | | | | | (1.86) | | | | | | 0.51 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 1.66 | | | | | | 80,586 | | | | | | 36 | | |
12-31-14 | | | | | 12.40 | | | | | | 0.13 | | | | | | 0.60 | | | | | | 0.73 | | | | | | 0.17 | | | | | | 0.64 | | | | | | — | | | | | | 0.81 | | | | | | — | | | | | | 12.32 | | | | | | 6.01 | | | | | | 0.50 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 1.07 | | | | | | 90,710 | | | | | | 44 | | |
12-31-13 | | | | | 10.37 | | | | | | 0.18• | | | | | | 2.28 | | | | | | 2.46 | | | | | | 0.12 | | | | | | 0.31 | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 12.40 | | | | | | 24.07 | | | | | | 0.50 | | | | | | 0.36 | | | | | | 0.36 | | | | | | 1.53 | | | | | | 83,716 | | | | | | 48 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 11.80 | | | | | | 0.09• | | | | | | (0.12) | | | | | | (0.03) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.77 | | | | | | (0.25) | | | | | | 0.64 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.52 | | | | | | 15,760 | | | | | | 18 | | |
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 | | |
12-31-15 | | | | | 12.16 | | | | | | 0.18• | | | | | | (0.35) | | | | | | (0.17) | | | | | | 0.12 | | | | | | 1.31 | | | | | | — | | | | | | 1.43 | | | | | | — | | | | | | 10.56 | | | | | | (1.99) | | | | | | 0.76 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 1.54 | | | | | | 16,368 | | | | | | 36 | | |
12-31-14 | | | | | 12.24 | | | | | | 0.11 | | | | | | 0.60 | | | | | | 0.71 | | | | | | 0.15 | | | | | | 0.64 | | | | | | — | | | | | | 0.79 | | | | | | — | | | | | | 12.16 | | | | | | 5.95 | | | | | | 0.75 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.90 | | | | | | 20,479 | | | | | | 44 | | |
12-31-13 | | | | | 10.25 | | | | | | 0.16• | | | | | | 2.25 | | | | | | 2.41 | | | | | | 0.11 | | | | | | 0.31 | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 12.24 | | | | | | 23.86 | | | | | | 0.75 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.41 | | | | | | 20,484 | | | | | | 48 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.24 | | | | | | 0.15• | | | | | | (0.15) | | | | | | 0.00* | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.24 | | | | | | 0.00 | | | | | | 0.24 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.39 | | | | | | 261,129 | | | | | | 18 | | |
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 | | |
05-01-15(5) - 12-31-15 | | | | | 13.09 | | | | | | 0.59• | | | | | | (1.34) | | | | | | (0.75) | | | | | | 0.18 | | | | | | 1.31 | | | | | | — | | | | | | 1.49 | | | | | | — | | | | | | 10.85 | | | | | | (6.26) | | | | | | 0.32 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 8.27 | | | | | | 544 | | | | | | 36 | | |
Voya Index Solution 2050 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 16.26 | | | | | | 0.14• | | | | | | (0.21) | | | | | | (0.07) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.19 | | | | | | (0.43) | | | | | | 0.75 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 1.78 | | | | | | 11,163 | | | | | | 17 | | |
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 | | |
12-31-15 | | | | | 13.68 | | | | | | 0.44• | | | | | | (0.68) | | | | | | (0.24) | | | | | | 0.04 | | | | | | 0.71 | | | | | | — | | | | | | 0.75 | | | | | | — | | | | | | 12.69 | | | | | | (1.97) | | | | | | 7.70 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 3.52 | | | | | | 666 | | | | | | 195 | | |
12-31-14 | | | | | 14.03 | | | | | | 0.10 | | | | | | 0.68 | | | | | | 0.78 | | | | | | 0.19 | | | | | | 0.94 | | | | | | — | | | | | | 1.13 | | | | | | — | | | | | | 13.68 | | | | | | 5.64 | | | | | | 62.26 | | | | | | 0.64 | | | | | | 0.64 | | �� | | | | 0.77 | | | | | | 4 | | | | | | 32 | | |
12-31-13 | | | | | 11.95 | | | | | | 0.16 | | | | | | 2.59 | | | | | | 2.75 | | | | | | 0.17 | | | | | | 0.52 | | | | | | — | | | | | | 0.69 | | | | | | 0.02 | | | | | | 14.03 | | | | | | 23.69(d) | | | | | | 83.28 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.20 | | | | | | 4 | | | | | | 39 | | |
| | | | | | | | | 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 Index Solution 2050 Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 16.55 | | | | | | 0.17• | | | | | | (0.20) | | | | | | (0.03) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.52 | | | | | | (0.18) | | | | | | 0.25 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 2.03 | | | | | | 3,573 | | | | | | 17 | | |
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 | | |
12-31-15 | | | | | 13.79 | | | | | | 0.44• | | | | | | (0.61) | | | | | | (0.17) | | | | | | 0.11 | | | | | | 0.71 | | | | | | — | | | | | | 0.82 | | | | | | — | | | | | | 12.80 | | | | | | (1.45) | | | | | | 7.20 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 3.47 | | | | | | 295 | | | | | | 195 | | |
12-31-14 | | | | | 14.14 | | | | | | 0.18 | | | | | | 0.67 | | | | | | 0.85 | | | | | | 0.26 | | | | | | 0.94 | | | | | | — | | | | | | 1.20 | | | | | | — | | | | | | 13.79 | | | | | | 6.12 | | | | | | 61.76 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 1.29 | | | | | | 5 | | | | | | 32 | | |
12-31-13 | | | | | 12.02 | | | | | | 0.22• | | | | | | 2.63 | | | | | | 2.85 | | | | | | 0.23 | | | | | | 0.52 | | | | | | — | | | | | | 0.75 | | | | | | 0.02 | | | | | | 14.14 | | | | | | 24.41(d) | | | | | | 82.78 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 1.70 | | | | | | 4 | | | | | | 39 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 16.51 | | | | | | 0.15• | | | | | | (0.20) | | | | | | (0.05) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.46 | | | | | | (0.30) | | | | | | 0.50 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 1.86 | | | | | | 8,150 | | | | | | 17 | | |
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 | | |
12-31-15 | | | | | 13.80 | | | | | | 0.55• | | | | | | (0.74) | | | | | | (0.19) | | | | | | 0.07 | | | | | | 0.71 | | | | | | — | | | | | | 0.78 | | | | | | — | | | | | | 12.83 | | | | | | (1.60) | | | | | | 7.45 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 4.31 | | | | | | 254 | | | | | | 195 | | |
12-31-14 | | | | | 14.14 | | | | | | 0.14 | | | | | | 0.68 | | | | | | 0.82 | | | | | | 0.22 | | | | | | 0.94 | | | | | | — | | | | | | 1.16 | | | | | | — | | | | | | 13.80 | | | | | | 5.93 | | | | | | 62.01 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 1.04 | | | | | | 5 | | | | | | 32 | | |
12-31-13 | | | | | 11.97 | | | | | | 0.19• | | | | | | 2.61 | | | | | | 2.80 | | | | | | 0.13 | | | | | | 0.52 | | | | | | — | | | | | | 0.65 | | | | | | 0.02 | | | | | | 14.14 | | | | | | 24.03(d) | | | | | | 83.03 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.44 | | | | | | 4 | | | | | | 39 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 16.30 | | | | | | 0.13• | | | | | | (0.19) | | | | | | (0.06) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.24 | | | | | | (0.37) | | | | | | 0.65 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.57 | | | | | | 1,815 | | | | | | 17 | | |
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 | | |
12-31-15 | | | | | 13.70 | | | | | | 0.32• | | | | | | (0.54) | | | | | | (0.22) | | | | | | 0.06 | | | | | | 0.71 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 12.71 | | | | | | (1.83) | | | | | | 7.70 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 2.43 | | | | | | 14 | | | | | | 195 | | |
12-31-14 | | | | | 14.05 | | | | | | 0.12 | | | | | | 0.67 | | | | | | 0.79 | | | | | | 0.20 | | | | | | 0.94 | | | | | | — | | | | | | 1.14 | | | | | | — | | | | | | 13.70 | | | | | | 5.71 | | | | | | 62.26 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 0.88 | | | | | | 4 | | | | | | 32 | | |
12-31-13 | | | | | 11.97 | | | | | | 0.17 | | | | | | 2.59 | | | | | | 2.76 | | | | | | 0.18 | | | | | | 0.52 | | | | | | — | | | | | | 0.70 | | | | | | 0.02 | | | | | | 14.05 | | | | | | 23.76(d) | | | | | | 83.28 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 1.30 | | | | | | 4 | | | | | | 39 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 16.60 | | | | | | 0.20• | | | | | | (0.22) | | | | | | (0.02) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.58 | | | | | | (0.12) | | | | | | 0.25 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.44 | | | | | | 134,041 | | | | | | 17 | | |
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 | | |
05-01-15(5) - 12-31-15 | | | | | 14.46 | | | | | | 0.61• | | | | | | (1.45) | | | | | | (0.84) | | | | | | 0.11 | | | | | | 0.71 | | | | | | — | | | | | | 0.82 | | | | | | — | | | | | | 12.80 | | | | | | (6.02) | | | | | | 7.05 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 7.16 | | | | | | 576 | | | | | | 195 | | |
Voya Index Solution 2055 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 15.18 | | | | | | 0.12• | | | | | | (0.18) | | | | | | (0.06) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.12 | | | | | | (0.40) | | | | | | 0.75 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 1.55 | | | | | | 54,299 | | | | | | 18 | | |
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 | | |
12-31-15 | | | | | 14.69 | | | | | | 0.20• | | | | | | (0.45) | | | | | | (0.25) | | | | | | 0.12 | | | | | | 1.20 | | | | | | — | | | | | | 1.32 | | | | | | — | | | | | | 13.12 | | | | | | (2.15) | | | | | | 0.78 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.42 | | | | | | 37,162 | | | | | | 39 | | |
12-31-14 | | | | | 14.57 | | | | | | 0.13• | | | | | | 0.74 | | | | | | 0.87 | | | | | | 0.14 | | | | | | 0.61 | | | | | | — | | | | | | 0.75 | | | | | | — | | | | | | 14.69 | | | | | | 6.08 | | | | | | 0.78 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 0.88 | | | | | | 31,811 | | | | | | 44 | | |
12-31-13 | | | | | 12.06 | | | | | | 0.17• | | | | | | 2.67 | | | | | | 2.84 | | | | | | 0.10 | | | | | | 0.23 | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 14.57 | | | | | | 23.83 | | | | | | 0.80 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.31 | | | | | | 24,873 | | | | | | 50 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 15.54 | | | | | | 0.16• | | | | | | (0.18) | | | | | | (0.02) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.52 | | | | | | (0.13) | | | | | | 0.25 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 2.03 | | | | | | 20,477 | | | | | | 18 | | |
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 | | |
12-31-15 | | | | | 14.94 | | | | | | 0.32• | | | | | | (0.50) | | | | | | (0.18) | | | | | | 0.18 | | | | | | 1.20 | | | | | | — | | | | | | 1.38 | | | | | | — | | | | | | 13.38 | | | | | | (1.66) | | | | | | 0.28 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.23 | | | | | | 8,113 | | | | | | 39 | | |
12-31-14 | | | | | 14.78 | | | | | | 0.22• | | | | | | 0.74 | | | | | | 0.96 | | | | | | 0.19 | | | | | | 0.61 | | | | | | — | | | | | | 0.80 | | | | | | — | | | | | | 14.94 | | | | | | 6.61 | | | | | | 0.28 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 1.44 | | | | | | 3,974 | | | | | | 44 | | |
12-31-13 | | | | | 12.21 | | | | | | 0.26• | | | | | | 2.67 | | | | | | 2.93 | | | | | | 0.13 | | | | | | 0.23 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 14.78 | | | | | | 24.32 | | | | | | 0.30 | | | | | | 0.11 | | | | | | 0.11 | | | | | | 1.89 | | | | | | 1,782 | | | | | | 50 | | |
| | | | | | | | | 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 Index Solution 2055 Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 15.36 | | | | | | 0.14• | | | | | | (0.18) | | | | | | (0.04) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.32 | | | | | | (0.26) | | | | | | 0.50 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 1.84 | | | | | | 29,188 | | | | | | 18 | | |
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 | | |
12-31-15 | | | | | 14.82 | | | | | | 0.21 | | | | | | (0.43) | | | | | | (0.22) | | | | | | 0.15 | | | | | | 1.20 | | | | | | — | | | | | | 1.35 | | | | | | — | | | | | | 13.25 | | | | | | (1.93) | | | | | | 0.53 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.55 | | | | | | 20,530 | | | | | | 39 | | |
12-31-14 | | | | | 14.68 | | | | | | 0.16• | | | | | | 0.76 | | | | | | 0.92 | | | | | | 0.17 | | | | | | 0.61 | | | | | | — | | | | | | 0.78 | | | | | | — | | | | | | 14.82 | | | | | | 6.35 | | | | | | 0.53 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 1.09 | | | | | | 20,758 | | | | | | 44 | | |
12-31-13 | | | | | 12.13 | | | | | | 0.21• | | | | | | 2.68 | | | | | | 2.89 | | | | | | 0.11 | | | | | | 0.23 | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 14.68 | | | | | | 24.15 | | | | | | 0.55 | | | | | | 0.36 | | | | | | 0.36 | | | | | | 1.57 | | | | | | 15,267 | | | | | | 50 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 15.24 | | | | | | 0.11• | | | | | | (0.16) | | | | | | (0.05) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.19 | | | | | | (0.33) | | | | | | 0.65 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.41 | | | | | | 7,691 | | | | | | 18 | | |
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 | | |
12-31-15 | | | | | 14.72 | | | | | | 0.21• | | | | | | (0.45) | | | | | | (0.24) | | | | | | 0.11 | | | | | | 1.20 | | | | | | — | | | | | | 1.31 | | | | | | — | | | | | | 13.17 | | | | | | (2.04) | | | | | | 0.78 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 1.50 | | | | | | 5,816 | | | | | | 39 | | |
12-31-14 | | | | | 14.59 | | | | | | 0.13• | | | | | | 0.75 | | | | | | 0.88 | | | | | | 0.14 | | | | | | 0.61 | | | | | | — | | | | | | 0.75 | | | | | | — | | | | | | 14.72 | | | | | | 6.15 | | | | | | 0.78 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.89 | | | | | | 5,363 | | | | | | 44 | | |
12-31-13 | | | | | 12.07 | | | | | | 0.18• | | | | | | 2.67 | | | | | | 2.85 | | | | | | 0.10 | | | | | | 0.23 | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 14.59 | | | | | | 23.92 | | | | | | 0.80 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.36 | | | | | | 5,212 | | | | | | 50 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 15.62 | | | | | | 0.19• | | | | | | (0.20) | | | | | | (0.01) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.61 | | | | | | (0.06) | | | | | | 0.25 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.45 | | | | | | 95,396 | | | | | | 18 | | |
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 | | |
05-01-15(5) - 12-31-15 | | | | | 15.69 | | | | | | 0.28• | | | | | | (1.19) | | | | | | (0.91) | | | | | | 0.18 | | | | | | 1.20 | | | | | | — | | | | | | 1.38 | | | | | | — | | | | | | 13.40 | | | | | | (6.22) | | | | | | 0.30 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 3.14 | | | | | | 446 | | | | | | 39 | | |
Voya Index Solution 2060 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.49 | | | | | | 0.10• | | | | | | (0.15) | | | | | | (0.05) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.44 | | | | | | (0.40) | | | | | | 0.82 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 1.57 | | | | | | 5,702 | | | | | | 23 | | |
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 | | |
02-09-15(5) - 12-31-15 | | | | | 10.00 | | | | | | 0.20• | | | | | | (0.43) | | | | | | (0.23) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 9.77 | | | | | | (2.30) | | | | | | 36.51 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 2.29 | | | | | | 87 | | | | | | 208 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.65 | | | | | | 0.13• | | | | | | (0.15) | | | | | | (0.02) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.63 | | | | | | (0.16) | | | | | | 0.32 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 2.13 | | | | | | 2,163 | | | | | | 23 | | |
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 | | |
02-09-15(5) - 12-31-15 | | | | | 10.00 | | | | | | 0.51• | | | | | | (0.69) | | | | | | (0.18) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 9.82 | | | | | | (1.80) | | | | | | 36.01 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 5.86 | | | | | | 32 | | | | | | 208 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.56 | | | | | | 0.12• | | | | | | (0.16) | | | | | | (0.04) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.52 | | | | | | (0.32) | | | | | | 0.57 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 1.89 | | | | | | 2,726 | | | | | | 23 | | |
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 | | |
02-09-15(5) - 12-31-15 | | | | | 10.00 | | | | | | 0.58• | | | | | | (0.79) | | | | | | (0.21) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 9.79 | | | | | | (2.10) | | | | | | 36.26 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 6.61 | | | | | | 131 | | | | | | 208 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.51 | | | | | | 0.06• | | | | | | (0.10) | | | | | | (0.04) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.47 | | | | | | (0.32) | | | | | | 0.72 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 0.98 | | | | | | 592 | | | | | | 23 | | |
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 | | |
02-09-15(5) - 12-31-15 | | | | | 10.00 | | | | | | 0.06• | | | | | | (0.29) | | | | | | (0.23) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 9.77 | | | | | | (2.30) | | | | | | 36.51 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 0.73 | | | | | | 4 | | | | | | 208 | | |
| | | | | | | | | 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 Index Solution 2060 Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 12.70 | | | | | | 0.16• | | | | | | (0.16) | | | | | | 0.00* | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.70 | | | | | | 0.00 | | | | | | 0.32 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.51 | | | | | | 25,067 | | | | | | 23 | | |
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 | | |
05-01-15(5) - 12-31-15 | | | | | 10.46 | | | | | | 0.03• | | | | | | (0.67) | | | | | | (0.64) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 9.82 | | | | | | (6.12) | | | | | | 35.54 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 0.52 | | | | | | 143 | | | | | | 208 | | |
| | | Purchased | | | Sold | | ||||||
Index Solution Income | | | | $ | 33,180,374 | | | | | $ | 9,607,750 | | |
Index Solution 2020 | | | | | 15,329,471 | | | | | | 5,120,838 | | |
Index Solution 2025 | | | | | 29,812,231 | | | | | | 15,975,200 | | |
Index Solution 2030 | | | | | 7,101,681 | | | | | | 7,612,800 | | |
Index Solution 2035 | | | | | 17,284,884 | | | | | | 17,588,220 | | |
| | | Purchased | | | Sold | | ||||||
Index Solution 2040 | | | | | 4,440,369 | | | | | | 4,742,628 | | |
Index Solution 2045 | | | | | 11,118,083 | | | | | | 11,459,275 | | |
Index Solution 2050 | | | | | 2,585,565 | | | | | | 2,894,728 | | |
Index Solution 2055 | | | | | 4,024,420 | | | | | | 4,121,550 | | |
| | | Purchases | | | Sales | | ||||||
Index Solution Income | | | | $ | 93,662,113 | | | | | $ | 143,028,951 | | |
Index Solution 2020 | | | | | 95,143,664 | | | | | | 68,795,702 | | |
Index Solution 2025 | | | | | 166,266,400 | | | | | | 156,051,688 | | |
Index Solution 2030 | | | | | 138,156,817 | | | | | | 63,262,063 | | |
Index Solution 2035 | | | | | 190,926,844 | | | | | | 141,466,804 | | |
Index Solution 2040 | | | | | 96,423,976 | | | | | | 35,292,633 | | |
Index Solution 2045 | | | | | 130,461,577 | | | | | | 94,233,883 | | |
Index Solution 2050 | | | | | 66,752,686 | | | | | | 23,984,655 | | |
Index Solution 2055 | | | | | 63,584,702 | | | | | | 34,612,131 | | |
Index Solution 2060 | | | | | 19,401,798 | | | | | | 7,089,884 | | |
Subsidiary | | | Portfolio | | | Percentage | | |||
Voya Institutional Trust Company | | | Index Solution Income | | | | | 36.83% | | |
| | | Index Solution 2020 | | | | | 7.99 | | |
| | | Index Solution 2025 | | | | | 14.30 | | |
| | | Index Solution 2030 | | | | | 5.53 | | |
Subsidiary | | | Portfolio | | | Percentage | | |||
| | | Index Solution 2035 | | | | | 12.18 | | |
| | | Index Solution 2045 | | | | | 10.31 | | |
| | | Index Solution 2055 | | | | | 7.95 | | |
Voya Retirement Insurance and Annuity Company | | | Index Solution Income | | | | | 63.14 | | |
| | | Index Solution 2020 | | | | | 92.01 | | |
| | | Index Solution 2025 | | | | | 85.70 | | |
| | | Index Solution 2030 | | | | | 94.47 | | |
| | | Index Solution 2035 | | | | | 87.77 | | |
| | | Index Solution 2040 | | | | | 95.69 | | |
| | | Index Solution 2045 | | | | | 89.69 | | |
| | | Index Solution 2050 | | | | | 95.96 | | |
| | | Index Solution 2055 | | | | | 92.05 | | |
| | | Index Solution 2060 | | | | | 96.30 | | |
AGREEMENTS (continued)
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 2020 | | | | | 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% | | |
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% | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Index Solution Income | | | | | 5 | | | | | $ | 540,000 | | | | | | 2.42% | | |
Index Solution 2025 | | | | | 6 | | | | | | 917,833 | | | | | | 2.42 | | |
Index Solution 2035 | | | | | 8 | | | | | | 760,250 | | | | | | 2.42 | | |
Index Solution 2045 | | | | | 5 | | | | | | 603,000 | | | | | | 2.42 | | |
| | | 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 | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 358,647 | | | | | | — | | | | | | — | | | | | | (1,341,815) | | | | | | (983,168) | | | | | | 3,707,993 | | | | | | — | | | | | | — | | | | | | (13,788,590) | | | | | | (10,080,597) | |
12/31/2017 | | | | | 930,637 | | | | | | — | | | | | | 233,642 | | | | | | (2,789,140) | | | | | | (1,624,861) | | | | | | 9,343,093 | | | | | | — | | | | | | 2,350,443 | | | | | | (28,064,554) | | | | | | (16,371,018) | |
Class I | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 103,686 | | | | | | — | | | | | | — | | | | | | (216,289) | | | | | | (112,603) | | | | | | 1,094,077 | | | | | | — | | | | | | — | | | | | | (2,282,344) | | | | | | (1,188,267) | |
12/31/2017 | | | | | 537,961 | | | | | | — | | | | | | 56,418 | | | | | | (1,402,039) | | | | | | (807,660) | | | | | | 5,533,204 | | | | | | — | | | | | | 581,105 | | | | | | (14,381,478) | | | | | | (8,267,169) | |
Class S | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 314,077 | | | | | | — | | | | | | — | | | | | | (1,254,296) | | | | | | (940,219) | | | | | | 3,274,612 | | | | | | — | | | | | | — | | | | | | (13,130,884) | | | | | | (9,856,272) | |
12/31/2017 | | | | | 811,061 | | | | | | — | | | | | | 384,341 | | | | | | (2,878,783) | | | | | | (1,683,381) | | | | | | 8,351,325 | | | | | | — | | | | | | 3,924,123 | | | | | | (29,550,303) | | | | | | (17,274,855) | |
Class S2 | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 177,589 | | | | | | — | | | | | | — | | | | | | (327,843) | | | | | | (150,254) | | | | | | 1,813,261 | | | | | | — | | | | | | — | | | | | | (3,358,223) | | | | | | (1,544,962) | |
12/31/2017 | | | | | 141,428 | | | | | | — | | | | | | 28,857 | | | | | | (343,395) | | | | | | (173,110) | | | | | | 1,419,452 | | | | | | — | | | | | | 288,562 | | | | | | (3,441,174) | | | | | | (1,733,160) | |
Class Z | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 2,755,372 | | | | | | — | | | | | | — | | | | | | (1,243,324) | | | | | | 1,512,048 | | | | | | 29,254,561 | | | | | | — | | | | | | — | | | | | | (13,208,072) | | | | | | 16,046,489 | |
12/31/2017 | | | | | 10,794,188 | | | | | | — | | | | | | 318,759 | | | | | | (2,349,521) | | | | | | 8,763,426 | | | | | | 111,907,543 | | | | | | — | | | | | | 3,295,965 | | | | | | (24,286,316) | | | | | | 90,917,192 |
| | | 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 2020 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 563,900 | | | | | | — | | | | | | — | | | | | | (249,707) | | | | | | 314,193 | | | | | | 7,459,615 | | | | | | — | | | | | | — | | | | | | (3,304,171) | | | | | | 4,155,444 | | |
12/31/2017 | | | | | 913,902 | | | | | | — | | | | | | 17,891 | | | | | | (413,898) | | | | | | 517,895 | | | | | | 11,558,777 | | | | | | — | | | | | | 228,296 | | | | | | (5,270,808) | | | | | | 6,516,265 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 130,006 | | | | | | — | | | | | | — | | | | | | (25,053) | | | | | | 104,953 | | | | | | 1,761,629 | | | | | | — | | | | | | — | | | | | | (339,686) | | | | | | 1,421,943 | | |
12/31/2017 | | | | | 271,086 | | | | | | — | | | | | | 4,488 | | | | | | (169,589) | | | | | | 105,985 | | | | | | 3,501,712 | | | | | | — | | | | | | 58,524 | | | | | | (2,200,177) | | | | | | 1,360,059 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 220,023 | | | | | | — | | | | | | — | | | | | | (256,791) | | | | | | (36,768) | | | | | | 2,963,873 | | | | | | — | | | | | | — | | | | | | (3,467,295) | | | | | | (503,422) | | |
12/31/2017 | | | | | 712,715 | | | | | | — | | | | | | 10,139 | | | | | | (552,714) | | | | | | 170,140 | | | | | | 9,279,960 | | | | | | — | | | | | | 131,810 | | | | | | (7,180,846) | | | | | | 2,230,924 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 37,572 | | | | | | — | | | | | | — | | | | | | (65,131) | | | | | | (27,559) | | | | | | 504,433 | | | | | | — | | | | | | — | | | | | | (872,369) | | | | | | (367,936) | | |
12/31/2017 | | | | | 85,453 | | | | | | — | | | | | | 4,333 | | | | | | (81,796) | | | | | | 7,990 | | | | | | 1,107,885 | | | | | | — | | | | | | 56,077 | | | | | | (1,070,572) | | | | | | 93,390 | | |
Class Z | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 3,811,675 | | | | | | — | | | | | | — | | | | | | (904,821) | | | | | | 2,906,854 | | | | | | 52,149,529 | | | | | | — | | | | | | — | | | | | | (12,335,732) | | | | | | 39,813,797 | | |
12/31/2017 | | | | | 9,624,424 | | | | | | — | | | | | | 174,801 | | | | | | (882,680) | | | | | | 8,916,545 | | | | | | 124,918,953 | | | | | | — | | | | | | 2,286,394 | | | | | | (11,547,481) | | | | | | 115,657,866 | | |
Index Solution 2025 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 876,461 | | | | | | — | | | | | | — | | | | | | (1,825,842) | | | | | | (949,381) | | | | | | 9,644,765 | | | | | | — | | | | | | — | | | | | | (20,063,315) | | | | | | (10,418,550) | | |
12/31/2017 | | | | | 2,331,125 | | | | | | — | | | | | | 713,057 | | | | | | (4,837,701) | | | | | | (1,793,519) | | | | | | 24,422,337 | | | | | | — | | | | | | 7,437,183 | | | | | | (50,598,037) | | | | | | (18,738,517) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 382,850 | | | | | | — | | | | | | — | | | | | | (499,657) | | | | | | (116,807) | | | | | | 4,310,610 | | | | | | — | | | | | | — | | | | | | (5,592,533) | | | | | | (1,281,923) | | |
12/31/2017 | | | | | 1,254,968 | | | | | | — | | | | | | 193,862 | | | | | | (1,621,412) | | | | | | (172,582) | | | | | | 13,463,987 | | | | | | — | | | | | | 2,066,567 | | | | | | (17,317,078) | | | | | | (1,786,524) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 755,232 | | | | | | — | | | | | | — | | | | | | (1,829,089) | | | | | | (1,073,857) | | | | | | 8,394,183 | | | | | | — | | | | | | — | | | | | | (20,499,938) | | | | | | (12,105,755) | | |
12/31/2017 | | | | | 1,705,397 | | | | | | — | | | | | | 489,675 | | | | | | (3,663,933) | | | | | | (1,468,861) | | | | | | 18,232,274 | | | | | | — | | | | | | 5,170,966 | | | | | | (39,073,344) | | | | | | (15,670,104) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 590,079 | | | | | | — | | | | | | — | | | | | | (1,149,332) | | | | | | (559,253) | | | | | | 6,454,807 | | | | | | — | | | | | | — | | | | | | (12,505,271) | | | | | | (6,050,464) | | |
12/31/2017 | | | | | 412,384 | | | | | | — | | | | | | 114,415 | | | | | | (841,511) | | | | | | (314,712) | | | | | | 4,293,865 | | | | | | — | | | | | | 1,187,624 | | | | | | (8,815,543) | | | | | | (3,334,054) | | |
Class Z | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 6,603,066 | | | | | | — | | | | | | — | | | | | | (1,252,638) | | | | | | 5,350,428 | | | | | | 74,768,801 | | | | | | — | | | | | | — | | | | | | (14,194,667) | | | | | | 60,574,134 | | |
12/31/2017 | | | | | 21,218,668 | | | | | | — | | | | | | 922,006 | | | | | | (829,989) | | | | | | 21,310,685 | | | | | | 228,894,092 | | | | | | — | | | | | | 9,865,461 | | | | | | (8,964,104) | | | | | | 229,795,449 | | |
Index Solution 2030 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 582,959 | | | | | | — | | | | | | — | | | | | | (106,460) | | | | | | 476,499 | | | | | | 8,956,035 | | | | | | — | | | | | | — | | | | | | (1,636,486) | | | | | | 7,319,549 | | |
12/31/2017 | | | | | 791,344 | | | | | | — | | | | | | 11,541 | | | | | | (243,965) | | | | | | 558,920 | | | | | | 11,223,971 | | | | | | — | | | | | | 166,649 | | | | | | (3,496,094) | | | | | | 7,894,526 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 95,791 | | | | | | — | | | | | | — | | | | | | (50,399) | | | | | | 45,392 | | | | | | 1,521,925 | | | | | | — | | | | | | — | | | | | | (790,324) | | | | | | 731,601 | | |
12/31/2017 | | | | | 242,273 | | | | | | — | | | | | | 2,187 | | | | | | (88,949) | | | | | | 155,511 | | | | | | 3,506,149 | | | | | | — | | | | | | 32,270 | | | | | | (1,243,412) | | | | | | 2,295,007 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 217,611 | | | | | | — | | | | | | — | | | | | | (267,506) | | | | | | (49,895) | | | | | | 3,422,334 | | | | | | — | | | | | | — | | | | | | (4,197,280) | | | | | | (774,946) | | |
12/31/2017 | | | | | 411,638 | | | | | | — | | | | | | 6,889 | | | | | | (118,075) | | | | | | 300,452 | | | | | | 5,934,899 | | | | | | — | | | | | | 101,132 | | | | | | (1,712,929) | | | | | | 4,323,102 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 73,471 | | | | | | — | | | | | | — | | | | | | (97,641) | | | | | | (24,170) | | | | | | 1,138,138 | | | | | | — | | | | | | — | | | | | | (1,501,877) | | | | | | (363,739) | | |
12/31/2017 | | | | | 65,546 | | | | | | — | | | | | | 1,219 | | | | | | (80,232) | | | | | | (13,467) | | | | | | 943,460 | | | | | | — | | | | | | 17,702 | | | | | | (1,164,903) | | | | | | (203,741) | | |
Class Z | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 4,658,132 | | | | | | — | | | | | | — | | | | | | (613,985) | | | | | | 4,044,147 | | | | | | 73,637,176 | | | | | | — | | | | | | — | | | | | | (9,695,668) | | | | | | 63,941,508 | | |
12/31/2017 | | | | | 12,011,403 | | | | | | — | | | | | | 134,910 | | | | | | (465,780) | | | | | | 11,680,533 | | | | | | 175,494,462 | | | | | | — | | | | | | 1,993,970 | | | | | | (6,842,286) | | | | | | 170,646,146 | | |
Index Solution 2035 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 985,931 | | | | | | — | | | | | | — | | | | | | (1,945,190) | | | | | | (959,259) | | | | | | 11,290,269 | | | | | | — | | | | | | — | | | | | | (22,307,887) | | | | | | (11,017,618) | | |
12/31/2017 | | | | | 2,021,115 | | | | | | — | | | | | | 727,136 | | | | | | (4,195,526) | | | | | | (1,447,275) | | | | | | 21,592,596 | | | | | | — | | | | | | 7,751,266 | | | | | | (44,860,941) | | | | | | (15,517,079) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 374,052 | | | | | | — | | | | | | — | | | | | | (455,202) | | | | | | (81,150) | | | | | | 4,390,173 | | | | | | — | | | | | | — | | | | | | (5,317,421) | | | | | | (927,248) | | |
12/31/2017 | | | | | 1,407,166 | | | | | | — | | | | | | 192,475 | | | | | | (1,260,541) | | | | | | 339,100 | | | | | | 15,571,838 | | | | | | — | | | | | | 2,101,828 | | | | | | (13,954,535) | | | | | | 3,719,131 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 752,466 | | | | | | — | | | | | | — | | | | | | (1,925,357) | | | | | | (1,172,891) | | | | | | 8,757,294 | | | | | | — | | | | | | — | | | | | | (22,530,091) | | | | | | (13,772,797) | | |
12/31/2017 | | | | | 1,602,844 | | | | | | — | | | | | | 435,693 | | | | | | (3,178,025) | | | | | | (1,139,488) | | | | | | 17,537,584 | | | | | | — | | | | | | 4,705,487 | | | | | | (34,600,968) | | | | | | (12,357,897) | | |
| | | 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 2035 (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 359,830 | | | | | | — | | | | | | — | | | | | | (1,023,771) | | | | | | (663,941) | | | | | | 4,107,900 | | | | | | — | | | | | | — | | | | | | (11,689,290) | | | | | | (7,581,390) | | |
12/31/2017 | | | | | 452,571 | | | | | | — | | | | | | 127,982 | | | | | | (553,780) | | | | | | 26,773 | | | | | | 4,873,063 | | | | | | — | | | | | | 1,361,732 | | | | | | (5,987,023) | | | | | | 247,772 | | |
Class Z | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 7,006,903 | | | | | | — | | | | | | — | | | | | | (674,630) | | | | | | 6,332,273 | | | | | | 82,974,408 | | | | | | — | | | | | | — | | | | | | (7,972,189) | | | | | | 75,002,219 | | |
12/31/2017 | | | | | 17,907,971 | | | | | | — | | | | | | 877,565 | | | | | | (668,817) | | | | | | 18,116,719 | | | | | | 198,209,750 | | | | | | — | | | | | | 9,635,664 | | | | | | (7,398,643) | | | | | | 200,446,771 | | |
Index Solution 2040 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 321,886 | | | | | | — | | | | | | — | | | | | | (45,786) | | | | | | 276,100 | | | | | | 5,187,943 | | | | | | — | | | | | | — | | | | | | (744,146) | | | | | | 4,443,797 | | |
12/31/2017 | | | | | 449,349 | | | | | | — | | | | | | 5,956 | | | | | | (145,457) | | | | | | 309,848 | | | | | | 6,626,075 | | | | | | — | | | | | | 89,221 | | | | | | (2,170,039) | | | | | | 4,545,257 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 78,831 | | | | | | — | | | | | | — | | | | | | (28,885) | | | | | | 49,946 | | | | | | 1,304,760 | | | | | | — | | | | | | — | | | | | | (473,966) | | | | | | 830,794 | | |
12/31/2017 | | | | | 154,447 | | | | | | — | | | | | | 891 | | | | | | (43,353) | | | | | | 111,985 | | | | | | 2,356,478 | | | | | | — | | | | | | 13,613 | | | | | | (660,814) | | | | | | 1,709,277 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 162,332 | | | | | | — | | | | | | — | | | | | | (160,429) | | | | | | 1,903 | | | | | | 2,672,428 | | | | | | — | | | | | | — | | | | | | (2,657,013) | | | | | | 15,415 | | |
12/31/2017 | | | | | 288,103 | | | | | | — | | | | | | 5,040 | | | | | | (117,275) | | | | | | 175,868 | | | | | | 4,320,234 | | | | | | — | | | | | | 77,007 | | | | | | (1,764,952) | | | | | | 2,632,289 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 36,425 | | | | | | — | | | | | | — | | | | | | (34,337) | | | | | | 2,088 | | | | | | 592,069 | | | | | | — | | | | | | — | | | | | | (560,997) | | | | | | 31,072 | | |
12/31/2017 | | | | | 93,905 | | | | | | — | | | | | | 958 | | | | | | (37,851) | | | | | | 57,012 | | | | | | 1,406,195 | | | | | | — | | | | | | 14,469 | | | | | | (589,183) | | | | | | 831,481 | | |
Class Z | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 3,484,644 | | | | | | — | | | | | | — | | | | | | (284,433) | | | | | | 3,200,211 | | | | | | 58,011,617 | | | | | | — | | | | | | — | | | | | | (4,763,441) | | | | | | 53,248,176 | | |
12/31/2017 | | | | | 7,023,535 | | | | | | — | | | | | | 86,062 | | | | | | (290,672) | | | | | | 6,818,925 | | | | | | 106,754,350 | | | | | | — | | | | | | 1,319,336 | | | | | | (4,425,666) | | | | | | 103,648,020 | | |
Index Solution 2045 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 693,547 | | | | | | — | | | | | | — | | | | | | (1,121,957) | | | | | | (428,410) | | | | | | 8,264,003 | | | | | | — | | | | | | — | | | | | | (13,438,407) | | | | | | (5,174,404) | | |
12/31/2017 | | | | | 1,726,176 | | | | | | — | | | | | | 503,085 | | | | | | (3,329,734) | | | | | | (1,100,473) | | | | | | 19,002,994 | | | | | | — | | | | | | 5,538,963 | | | | | | (36,429,062) | | | | | | (11,887,105) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 282,853 | | | | | | — | | | | | | — | | | | | | (384,981) | | | | | | (102,128) | | | | | | 3,475,461 | | | | | | — | | | | | | — | | | | | | (4,701,143) | | | | | | (1,225,682) | | |
12/31/2017 | | | | | 1,157,158 | | | | | | — | | | | | | 155,507 | | | | | | (747,667) | | | | | | 564,998 | | | | | | 13,354,064 | | | | | | — | | | | | | 1,765,007 | | | | | | (8,633,220) | | | | | | 6,485,851 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 578,548 | | | | | | — | | | | | | — | | | | | | (1,595,553) | | | | | | (1,017,005) | | | | | | 6,986,545 | | | | | | — | | | | | | — | | | | | | (19,536,048) | | | | | | (12,549,503) | | |
12/31/2017 | | | | | 1,223,267 | | | | | | — | | | | | | 304,151 | | | | | | (1,616,612) | | | | | | (89,194) | | | | | | 13,827,091 | | | | | | — | | | | | | 3,403,451 | | | | | | (18,295,647) | | | | | | (1,065,105) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 198,934 | | | | | | — | | | | | | — | | | | | | (487,396) | | | | | | (288,462) | | | | | | 2,370,013 | | | | | | — | | | | | | — | | | | | | (5,803,497) | | | | | | (3,433,484) | | |
12/31/2017 | | | | | 338,771 | | | | | | — | | | | | | 69,460 | | | | | | (588,961) | | | | | | (180,730) | | | | | | 3,757,788 | | | | | | — | | | | | | 765,452 | | | | | | (6,606,568) | | | | | | (2,083,328) | | |
Class Z | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 4,483,551 | | | | | | — | | | | | | — | | | | | | (166,711) | | | | | | 4,316,840 | | | | | | 55,530,510 | | | | | | — | | | | | | — | | | | | | (2,055,178) | | | | | | 53,475,332 | | |
12/31/2017 | | | | | 11,199,900 | | | | | | — | | | | | | 536,329 | | | | | | (297,498) | | | | | | 11,438,731 | | | | | | 128,873,840 | | | | | | — | | | | | | 6,114,153 | | | | | | (3,382,466) | | | | | | 131,605,527 | | |
Index Solution 2050 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 234,415 | | | | | | — | | | | | | — | | | | | | (25,677) | | | | | | 208,738 | | | | | | 3,823,283 | | | | | | — | | | | | | — | | | | | | (420,721) | | | | | | 3,402,562 | | |
12/31/2017 | | | | | 314,588 | | | | | | — | | | | | | 3,214 | | | | | | (78,651) | | | | | | 239,151 | | | | | | 4,701,219 | | | | | | — | | | | | | 48,761 | | | | | | (1,172,709) | | | | | | 3,577,271 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 58,987 | | | | | | — | | | | | | — | | | | | | (35,762) | | | | | | 23,225 | | | | | | 997,835 | | | | | | — | | | | | | — | | | | | | (592,333) | | | | | | 405,502 | | |
12/31/2017 | | | | | 154,928 | | | | | | — | | | | | | 1,154 | | | | | | (31,611) | | | | | | 124,471 | | | | | | 2,407,368 | | | | | | — | | | | | | 17,786 | | | | | | (505,666) | | | | | | 1,919,488 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 142,012 | | | | | | — | | | | | | — | | | | | | (136,822) | | | | | | 5,190 | | | | | | 2,370,413 | | | | | | — | | | | | | — | | | | | | (2,293,722) | | | | | | 76,691 | | |
12/31/2017 | | | | | 321,998 | | | | | | — | | | | | | 3,908 | | | | | | (124,234) | | | | | | 201,672 | | | | | | 4,861,028 | | | | | | — | | | | | | 60,144 | | | | | | (1,894,963) | | | | | | 3,026,209 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 42,921 | | | | | | — | | | | | | — | | | | | | (52,178) | | | | | | (9,257) | | | | | | 705,377 | | | | | | — | | | | | | — | | | | | | (860,887) | | | | | | (155,510) | | |
12/31/2017 | | | | | 76,415 | | | | | | — | | | | | | 810 | | | | | | (12,248) | | | | | | 64,977 | | | | | | 1,156,350 | | | | | | — | | | | | | 12,318 | | | | | | (187,015) | | | | | | 981,653 | | |
Class Z | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 2,290,693 | | | | | | — | | | | | | — | | | | | | (60,055) | | | | | | 2,230,638 | | | | | | 38,425,117 | | | | | | — | | | | | | — | | | | | | (1,004,014) | | | | | | 37,421,103 | | |
12/31/2017 | | | | | 4,455,542 | | | | | | — | | | | | | 40,685 | | | | | | (165,668) | | | | | | 4,330,559 | | | | | | 68,197,933 | | | | | | — | | | | | | 628,184 | | | | | | (2,660,159) | | | | | | 66,165,958 | | |
Index Solution 2055 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 360,460 | | | | | | — | | | | | | — | | | | | | (253,596) | | | | | | 106,864 | | | | | | 5,545,700 | | | | | | — | | | | | | — | | | | | | (3,881,994) | | | | | | 1,663,706 | | |
12/31/2017 | | | | | 809,648 | | | | | | — | | | | | | 105,480 | | | | | | (736,869) | | | | | | 178,259 | | | | | | 11,412,384 | | | | | | — | | | | | | 1,493,599 | | | | | | (10,321,415) | | | | | | 2,584,568 | | |
| | | 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 I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 223,217 | | | | | | — | | | | | | — | | | | | | (132,769) | | | | | | 90,448 | | | | | | 3,506,261 | | | | | | — | | | | | | — | | | | | | (2,068,098) | | | | | | 1,438,163 | | |
12/31/2017 | | | | | 610,638 | | | | | | — | | | | | | 29,675 | | | | | | (208,095) | | | | | | 432,218 | | | | | | 9,041,962 | | | | | | — | | | | | | 429,094 | | | | | | (3,084,093) | | | | | | 6,386,963 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 380,202 | | | | | | — | | | | | | — | | | | | | (402,232) | | | | | | (22,030) | | | | | | 5,920,495 | | | | | | — | | | | | | — | | | | | | (6,320,349) | | | | | | (399,854) | | |
12/31/2017 | | | | | 722,021 | | | | | | — | | | | | | 67,779 | | | | | | (674,289) | | | | | | 115,511 | | | | | | 10,364,721 | | | | | | — | | | | | | 970,592 | | | | | | (9,818,180) | | | | | | 1,517,133 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 101,527 | | | | | | — | | | | | | — | | | | | | (272,869) | | | | | | (171,342) | | | | | | 1,560,294 | | | | | | — | | | | | | — | | | | | | (4,219,617) | | | | | | (2,659,323) | | |
12/31/2017 | | | | | 191,561 | | | | | | — | | | | | | 19,231 | | | | | | (50,210) | | | | | | 160,582 | | | | | | 2,727,755 | | | | | | — | | | | | | 273,267 | | | | | | (720,584) | | | | | | 2,280,438 | | |
Class Z | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 1,755,095 | | | | | | — | | | | | | — | | | | | | (33,952) | | | | | | 1,721,143 | | | | | | 27,698,148 | | | | | | — | | | | | | — | | | | | | (532,202) | | | | | | 27,165,946 | | |
12/31/2017 | | | | | 3,153,324 | | | | | | — | | | | | | 111,223 | | | | | | (191,699) | | | | | | 3,072,848 | | | | | | 46,005,873 | | | | | | — | | | | | | 1,614,956 | | | | | | (2,876,458) | | | | | | 44,744,371 | | |
Index Solution 2060 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 153,734 | | | | | | — | | | | | | — | | | | | | (61,971) | | | | | | 91,763 | | | | | | 1,940,141 | | | | | | — | | | | | | — | | | | | | (774,060) | | | | | | 1,166,081 | | |
12/31/2017 | | | | | 261,267 | | | | | | — | | | | | | 2,888 | | | | | | (58,816) | | | | | | 205,339 | | | | | | 2,996,682 | | | | | | — | | | | | | 33,646 | | | | | | (660,336) | | | | | | 2,369,992 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 59,277 | | | | | | — | | | | | | — | | | | | | (11,634) | | | | | | 47,643 | | | | | | 759,071 | | | | | | — | | | | | | — | | | | | | (147,458) | | | | | | 611,613 | | |
12/31/2017 | | | | | 117,025 | | | | | | — | | | | | | 524 | | | | | | (7,861) | | | | | | 109,688 | | | | | | 1,410,297 | | | | | | — | | | | | | 6,165 | | | | | | (90,551) | | | | | | 1,325,911 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 98,272 | | | | | | — | | | | | | — | | | | | | (63,267) | | | | | | 35,005 | | | | | | 1,251,427 | | | | | | — | | | | | | — | | | | | | (803,691) | | | | | | 447,736 | | |
12/31/2017 | | | | | 201,475 | | | | | | — | | | | | | 2,022 | | | | | | (102,841) | | | | | | 100,656 | | | | | | 2,331,075 | | | | | | — | | | | | | 23,655 | | | | | | (1,230,125) | | | | | | 1,124,605 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 22,598 | | | | | | — | | | | | | — | | | | | | (54,475) | | | | | | (31,877) | | | | | | 285,444 | | | | | | — | | | | | | — | | | | | | (693,576) | | | | | | (408,132) | | |
12/31/2017 | | | | | 69,881 | | | | | | — | | | | | | 682 | | | | | | (4,451) | | | | | | 66,112 | | | | | | 789,688 | | | | | | — | | | | | | 7,953 | | | | | | (51,306) | | | | | | 746,335 | | |
Class Z | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 838,114 | | | | | | — | | | | | | — | | | | | | (49,154) | | | | | | 788,960 | | | | | | 10,800,228 | | | | | | — | | | | | | — | | | | | | (634,575) | | | | | | 10,165,653 | | |
12/31/2017 | | | | | 1,067,759 | | | | | | — | | | | | | 9,927 | | | | | | (181,654) | | | | | | 896,032 | | | | | | 12,487,641 | | | | | | — | | | | | | 117,236 | | | | | | (2,138,641) | | | | | | 10,466,236 | | |
| | | Ordinary Income | | | Long-term Capital Gains | | ||||||
Index Solution Income | | | | $ | 8,365,401 | | | | | $ | 2,074,797 | | |
Index Solution 2020 | | | | | 1,889,018 | | | | | | 872,083 | | |
Index Solution 2025 | | | | | 11,236,182 | | | | | | 14,491,619 | | |
Index Solution 2030 | | | | | 1,505,792 | | | | | | 805,931 | | |
Index Solution 2035 | | | | | 9,490,084 | | | | | | 16,065,893 | | |
Index Solution 2040 | | | | | 982,525 | | | | | | 531,121 | | |
Index Solution 2045 | | | | | 5,732,688 | | | | | | 11,854,338 | | |
Index Solution 2050 | | | | | 447,691 | | | | | | 319,502 | | |
Index Solution 2055 | | | | | 1,777,554 | | | | | | 3,003,954 | | |
Index Solution 2060 | | | | | 119,016 | | | | | | 69,639 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | |||||||||
Index Solution Income | | | | $ | 11,322,938 | | | | | $ | 5,266,073 | | | | | $ | 5,054,023 | | |
Index Solution 2020 | | | | | 7,783,062 | | | | | | 3,654,359 | | | | | | 8,813,708 | | |
Index Solution 2025 | | | | | 16,504,697 | | | | | | 17,256,072 | | | | | | 43,266,808 | | |
Index Solution 2030 | | | | | 7,326,170 | | | | | | 5,984,446 | | | | | | 18,088,931 | | |
Index Solution 2035 | | | | | 13,345,675 | | | | | | 18,489,640 | | | | | | 56,657,206 | | |
Index Solution 2040 | | | | | 4,298,313 | | | | | | 4,134,218 | | | | | | 13,889,154 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | |||||||||
Index Solution 2045 | | | | | 7,866,123 | | | | | | 13,490,472 | | | | | | 42,864,098 | | |
Index Solution 2050 | | | | | 2,392,082 | | | | | | 2,659,970 | | | | | | 8,493,635 | | |
Index Solution 2055 | | | | | 2,554,662 | | | | | | 4,456,612 | | | | | | 15,046,322 | | |
Index Solution 2060 | | | | | 844,074 | | | | | | 464,889 | | | | | | 1,451,528 | | |
| | | PER SHARE AMOUNTS | | | Payable Date | | | Record Date | | |||||||||||||||
| | | Net Investment Income | | | Short-term Capital Gains | | | Long-term Capital Gains | | |||||||||||||||
Index Solution Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.1723 | | | | | $ | 0.0402 | | | | | $ | 0.1168 | | | | August 6, 2018 | | | August 2, 2018 | |
Class I | | | | $ | 0.2331 | | | | | $ | 0.0402 | | | | | $ | 0.1168 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S | | | | $ | 0.2040 | | | | | $ | 0.0402 | | | | | $ | 0.1168 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S2 | | | | $ | 0.1854 | | | | | $ | 0.0402 | | | | | $ | 0.1168 | | | | August 6, 2018 | | | August 2, 2018 | |
Class Z | | | | $ | 0.2331 | | | | | $ | 0.0402 | | | | | $ | 0.1168 | | | | August 6, 2018 | | | August 2, 2018 | |
Index Solution 2020 | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.1497 | | | | | $ | 0.1694 | | | | | $ | 0.1695 | | | | August 6, 2018 | | | August 2, 2018 | |
Class I | | | | $ | 0.1965 | | | | | $ | 0.1694 | | | | | $ | 0.1695 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S | | | | $ | 0.1670 | | | | | $ | 0.1694 | | | | | $ | 0.1695 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S2 | | | | $ | 0.1379 | | | | | $ | 0.1694 | | | | | $ | 0.1695 | | | | August 6, 2018 | | | August 2, 2018 | |
Class Z | | | | $ | 0.1965 | | | | | $ | 0.1694 | | | | | $ | 0.1695 | | | | August 6, 2018 | | | August 2, 2018 | |
Index Solution 2025 | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.1359 | | | | | $ | 0.0350 | | | | | $ | 0.2172 | | | | August 6, 2018 | | | August 2, 2018 | |
Class I | | | | $ | 0.1926 | | | | | $ | 0.0350 | | | | | $ | 0.2172 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S | | | | $ | 0.1617 | | | | | $ | 0.0350 | | | | | $ | 0.2172 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S2 | | | | $ | 0.1368 | | | | | $ | 0.0350 | | | | | $ | 0.2172 | | | | August 6, 2018 | | | August 2, 2018 | |
Class Z | | | | $ | 0.1926 | | | | | $ | 0.0350 | | | | | $ | 0.2172 | | | | August 6, 2018 | | | August 2, 2018 | |
Index Solution 2030 | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.1486 | | | | | $ | 0.1094 | | | | | $ | 0.2452 | | | | August 6, 2018 | | | August 2, 2018 | |
Class I | | | | $ | 0.1937 | | | | | $ | 0.1094 | | | | | $ | 0.2452 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S | | | | $ | 0.1618 | | | | | $ | 0.1094 | | | | | $ | 0.2452 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S2 | | | | $ | 0.1202 | | | | | $ | 0.1094 | | | | | $ | 0.2452 | | | | August 6, 2018 | | | August 2, 2018 | |
Class Z | | | | $ | 0.1937 | | | | | $ | 0.1094 | | | | | $ | 0.2452 | | | | August 6, 2018 | | | August 2, 2018 | |
Index Solution 2035 | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.1250 | | | | | $ | 0.0268 | | | | | $ | 0.2641 | | | | August 6, 2018 | | | August 2, 2018 | |
Class I | | | | $ | 0.1834 | | | | | $ | 0.0268 | | | | | $ | 0.2641 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S | | | | $ | 0.1508 | | | | | $ | 0.0268 | | | | | $ | 0.2641 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S2 | | | | $ | 0.1299 | | | | | $ | 0.0268 | | | | | $ | 0.2641 | | | | August 6, 2018 | | | August 2, 2018 | |
Class Z | | | | $ | 0.1834 | | | | | $ | 0.0268 | | | | | $ | 0.2641 | | | | August 6, 2018 | | | August 2, 2018 | |
| | | PER SHARE AMOUNTS | | | Payable Date | | | Record Date | | |||||||||||||||
| | | Net Investment Income | | | Short-term Capital Gains | | | Long-term Capital Gains | | |||||||||||||||
Index Solution 2040 | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.1292 | | | | | $ | 0.1018 | | | | | $ | 0.2590 | | | | August 6, 2018 | | | August 2, 2018 | |
Class I | | | | $ | 0.1698 | | | | | $ | 0.1018 | | | | | $ | 0.2590 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S | | | | $ | 0.1374 | | | | | $ | 0.1018 | | | | | $ | 0.2590 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S2 | | | | $ | 0.1247 | | | | | $ | 0.1018 | | | | | $ | 0.2590 | | | | August 6, 2018 | | | August 2, 2018 | |
Class Z | | | | $ | 0.1698 | | | | | $ | 0.1018 | | | | | $ | 0.2590 | | | | August 6, 2018 | | | August 2, 2018 | |
Index Solution 2045 | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.1120 | | | | | $ | 0.0227 | | | | | $ | 0.2967 | | | | August 6, 2018 | | | August 2, 2018 | |
Class I | | | | $ | 0.1704 | | | | | $ | 0.0227 | | | | | $ | 0.2967 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S | | | | $ | 0.1373 | | | | | $ | 0.0227 | | | | | $ | 0.2967 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S2 | | | | $ | 0.1128 | | | | | $ | 0.0227 | | | | | $ | 0.2967 | | | | August 6, 2018 | | | August 2, 2018 | |
Class Z | | | | $ | 0.1704 | | | | | $ | 0.0227 | | | | | $ | 0.2967 | | | | August 6, 2018 | | | August 2, 2018 | |
Index Solution 2050 | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.1120 | | | | | $ | 0.0931 | | | | | $ | 0.2668 | | | | August 6, 2018 | | | August 2, 2018 | |
Class I | | | | $ | 0.1502 | | | | | $ | 0.0931 | | | | | $ | 0.2668 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S | | | | $ | 0.1194 | | | | | $ | 0.0931 | | | | | $ | 0.2668 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S2 | | | | $ | 0.1071 | | | | | $ | 0.0931 | | | | | $ | 0.2668 | | | | August 6, 2018 | | | August 2, 2018 | |
Class Z | | | | $ | 0.1502 | | | | | $ | 0.0931 | | | | | $ | 0.2668 | | | | August 6, 2018 | | | August 2, 2018 | |
Index Solution 2055 | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.1204 | | | | | $ | 0.0212 | | | | | $ | 0.3227 | | | | August 6, 2018 | | | August 2, 2018 | |
Class I | | | | $ | 0.1866 | | | | | $ | 0.0212 | | | | | $ | 0.3227 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S | | | | $ | 0.1499 | | | | | $ | 0.0212 | | | | | $ | 0.3227 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S2 | | | | $ | 0.1205 | | | | | $ | 0.0212 | | | | | $ | 0.3227 | | | | August 6, 2018 | | | August 2, 2018 | |
Class Z | | | | $ | 0.1866 | | | | | $ | 0.0212 | | | | | $ | 0.3227 | | | | August 6, 2018 | | | August 2, 2018 | |
Index Solution 2060 | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.0690 | | | | | $ | 0.1838 | | | | | $ | 0.1531 | | | | August 6, 2018 | | | August 2, 2018 | |
Class I | | | | $ | 0.1007 | | | | | $ | 0.1838 | | | | | $ | 0.1531 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S | | | | $ | 0.0810 | | | | | $ | 0.1838 | | | | | $ | 0.1531 | | | | August 6, 2018 | | | August 2, 2018 | |
Class S2 | | | | $ | 0.0515 | | | | | $ | 0.1838 | | | | | $ | 0.1531 | | | | August 6, 2018 | | | August 2, 2018 | |
Class Z | | | | $ | 0.1007 | | | | | $ | 0.1838 | | | | | $ | 0.1531 | | | | August 6, 2018 | | | August 2, 2018 | |
Voya Index Solution Income Portfolio | as of June 30, 2018 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 14.9% | | ||||||||||||||||||
| | | 1,028,817 | | | | Invesco Senior Loan ETF | | | | $ | 23,559,909 | | | | | | 5.0 | | |
| | | 600,165 | | | | Schwab U.S. TIPs ETF | | | | | 32,955,060 | | | | | | 7.0 | | |
| | | 261,323 | ��� | | | SPDR Bloomberg Barclays High Yield Bond ETF | | | | | 9,271,740 | | | | | | 1.9 | | |
| | | 60,575 | | | | SPDR Dow Jones International Real Estate | | | | | 2,370,906 | | | | | | 0.5 | | |
| | | 28,971 | | | | Vanguard Real Estate Index ETF | | | | | 2,359,688 | | | | | | 0.5 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $72,313,058) | | | | | 70,517,303 | | | | | | 14.9 | | |
| MUTUAL FUNDS: 74.9% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 73.4% | | ||||||||||||
| | | 1,224,447 | | | | Voya Emerging Markets Index Portfolio Class P2 | | | | | 14,350,519 | | | | | | 3.0 | | |
| | | 3,249,672 | | | | Voya International Index Portfolio Class P2 | | | | | 33,179,155 | | | | | | 7.0 | | |
| | | 644,286 | | | | Voya Russell™ Mid Cap Index Portfolio Class P2 | | | | | 9,438,793 | | | | | | 2.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | 18,848,603 | | | | Voya U.S. Bond Index Portfolio Class P2 | | | | $ | 193,763,637 | | | | | | 41.0 | | |
| | | 6,001,557 | | | | Voya U.S. Stock Index Portfolio Class P2 | | | | | 96,685,078 | | | | | | 20.4 | | |
| | | | | | | | | | | | 347,417,182 | | | | | | 73.4 | | |
| | | | | | | Unaffiliated Investment Companies: 1.5% | | ||||||||||||
| | | 1,420,800 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 7,075,583 | | | | | | 1.5 | | |
| | | | | | | Total Mutual Funds (Cost $349,927,646) | | | | | 354,492,765 | | | | | | 74.9 | | |
| | | | | | | Total Investments in Securities (Cost $422,240,704) | | | | $ | 425,010,068 | | | | | | 89.8 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 48,185,809 | | | | | | 10.2 | | |
| | | | | | | Net Assets | | | | $ | 473,195,877 | | | | | | 100.0 | | |
|
| | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 70,517,303 | | | | | $ | — | | | | | $ | — | | | | | $ | 70,517,303 | | |
Mutual Funds | | | | | 354,492,765 | | | | | | — | | | | | | — | | | | | | 354,492,765 | | |
Total Investments, at fair value | | | | $ | 425,010,068 | | | | | $ | — | | | | | $ | — | | | | | $ | 425,010,068 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 87,730 | | | | | | — | | | | | | — | | | | | | 87,730 | | |
Total Assets | | | | $ | 425,097,798 | | | | | $ | — | | | | | $ | — | | | | | $ | 425,097,798 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (180,057) | | | | | $ | — | | | | | $ | — | | | | | $ | (180,057) | | |
Total Liabilities | | | | $ | (180,057) | | | | | $ | — | | | | | $ | — | | | | | $ | (180,057) | | |
Voya Index Solution Income Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2017 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio Class P2 | | | | $ | 14,476,644 | | | | | $ | 2,941,063 | | | | | $ | (1,501,243) | | | | | $ | (1,565,945) | | | | | $ | 14,350,519 | | | | | $ | 327,459 | | | | | $ | 354,299 | | | | | $ | — | | |
Voya International Index Portfolio Class P2 | | | | | 33,672,294 | | | | | | 4,895,670 | | | | | | (3,389,085) | | | | | | (1,999,724) | | | | | | 33,179,155 | | | | | | 873,113 | | | | | | 377,295 | | | | | | — | | |
Voya Russell™ Mid Cap Index Portfolio Class P2 | | | | | 14,368,964 | | | | | | 1,748,895 | | | | | | (5,202,396) | | | | | | (1,476,670) | | | | | | 9,438,793 | | | | | | 130,932 | | | | | | 511,604 | | | | | | 1,025,887 | | |
Voya U.S. Bond Index Portfolio Class P2 | | | | | 255,995,129 | | | | | | 25,203,373 | | | | | | (83,202,414) | | | | | | (4,232,451) | | | | | | 193,763,637 | | | | | | 3,007,962 | | | | | | (3,395,421) | | | | | | — | | |
Voya U.S. Stock Index Portfolio Class P2 | | | | | 82,646,453 | | | | | | 24,619,143 | | | | | | (11,160,282) | | | | | | 579,764 | | | | | | 96,685,078 | | | | | | — | | | | | | 2,009,203 | | | | | | — | | |
| | | | $ | 401,159,484 | | | | | $ | 59,408,144 | | | | | $ | (104,455,420) | | | | | $ | (8,695,026) | | | | | $ | 347,417,182 | | | | | $ | 4,339,466 | | | | | $ | (143,020) | | | | | $ | 1,025,887 | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||
Long Contracts: | | | | | | ||||||||||||||
U.S. Treasury 2-Year Note | | | 244 | | | 09/28/18 | | | | $ | 51,686,063 | | | | | $ | (180,057) | | |
| | | | | | | | | | $ | 51,686,063 | | | | | $ | (180,057) | | |
Short Contracts: | | | | | | ||||||||||||||
Mini MSCI Emerging Markets Index | | | (90) | | | 09/21/18 | | | | | (4,784,850) | | | | | | 87,730 | | |
| | | | | | | | | | $ | (4,784,850) | | | | | $ | 87,730 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 87,730 | | |
Total Asset Derivatives | | | | | | | $ | 87,730 | | |
Liability Derivatives | | | | |||||||
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 180,057 | | |
Total Liability Derivatives | | | | | | | $ | 180,057 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (827,022) | | |
Interest rate contracts | | | | | 178,758 | | |
Total | | | | $ | (648,264) | | |
|
Voya Index Solution Income Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 101,996 | | |
Interest rate contracts | | | | | (180,057) | | |
Total | | | | $ | (78,061) | | |
|
| Cost for federal income tax purposes was $429,007,190. | | | |||||
| Net unrealized depreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 12,103,053 | | |
| Gross Unrealized Depreciation | | | | | (16,192,502) | | |
| Net Unrealized Depreciation | | | | $ | (4,089,449) | | |
|
Voya Index Solution 2020 Portfolio | as of June 30, 2018 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 12.9% | | ||||||||||||||||||
| | | 629,104 | | | | Invesco Senior Loan ETF | | | | $ | 14,406,481 | | | | | | 5.0 | | |
| | | 262,136 | | | | Schwab U.S. TIPs ETF | | | | | 14,393,888 | | | | | | 5.0 | | |
| | | 153,181 | | | | SPDR Bloomberg Barclays High Yield Bond ETF | | | | | 5,434,862 | | | | | | 1.9 | | |
| | | 37,040 | | | | SPDR Dow Jones International Real Estate | | | | | 1,449,746 | | | | | | 0.5 | | |
| | | 17,716 | | | | Vanguard Real Estate Index ETF | | | | | 1,442,968 | | | | | | 0.5 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $37,463,468) | | | | | 37,127,945 | | | | | | 12.9 | | |
| MUTUAL FUNDS: 79.7% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 78.2% | | ||||||||||||
| | | 873,495 | | | | Voya Emerging Markets Index Portfolio Class P2 | | | | | 10,237,363 | | | | | | 3.6 | | |
| | | 3,122,431 | | | | Voya International Index Portfolio Class P2 | | | | | 31,880,016 | | | | | | 11.0 | | |
| | | 393,953 | | | | Voya Russell™ Mid Cap Index Portfolio Class P2 | | | | | 5,771,412 | | | | | | 2.0 | | |
| | | 182,034 | | | | Voya Russell™ Small Cap Index Portfolio Class P2 | | | | | 2,877,952 | | | | | | 1.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | 9,486,782 | | | | Voya U.S. Bond Index Portfolio Class P2 | | | | $ | 97,524,117 | | | | | | 33.7 | | |
| | | 4,833,127 | | | | Voya U.S. Stock Index Portfolio Class P2 | | | | | 77,861,680 | | | | | | 26.9 | | |
| | | | | | | | | | | | 226,152,540 | | | | | | 78.2 | | |
| | | | | | | Unaffiliated Investment Companies: 1.5% | | ||||||||||||
| | | 868,725 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 4,326,250 | | | | | | 1.5 | | |
| | | | | | | Total Mutual Funds (Cost $227,825,765) | | | | | 230,478,790 | | | | | | 79.7 | | |
| | | | | | | Total Investments in Securities (Cost $265,289,233) | | | | $ | 267,606,735 | | | | | | 92.6 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 21,535,323 | | | | | | 7.4 | | |
| | | | | | | Net Assets | | | | $ | 289,142,058 | | | | | | 100.0 | | |
|
| | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 37,127,945 | | | | | $ | — | | | | | $ | — | | | | | $ | 37,127,945 | | |
Mutual Funds | | | | | 230,478,790 | | | | | | — | | | | | | — | | | | | | 230,478,790 | | |
Total Investments, at fair value | | | | $ | 267,606,735 | | | | | $ | — | | | | | $ | — | | | | | $ | 267,606,735 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 52,765 | | | | | | — | | | | | | — | | | | | | 52,765 | | |
Total Assets | | | | $ | 267,659,500 | | | | | $ | — | | | | | $ | — | | | | | $ | 267,659,500 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (75,941) | | | | | $ | — | | | | | $ | — | | | | | $ | (75,941) | | |
Total Liabilities | | | | $ | (75,941) | | | | | $ | — | | | | | $ | — | | | | | $ | (75,941) | | |
Voya Index Solution 2020 Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2017 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio Class P2 | | | | $ | 8,585,472 | | | | | $ | 3,456,649 | | | | | $ | (718,515) | | | | | $ | (1,086,243) | | | | | $ | 10,237,363 | | | | | $ | 227,032 | | | | | $ | 173,162 | | | | | $ | — | | |
Voya International Index Portfolio Class P2 | | | | | 26,895,855 | | | | | | 9,035,749 | | | | | | (1,966,715) | | | | | | (2,084,873) | | | | | | 31,880,016 | | | | | | 815,806 | | | | | | 451,176 | | | | | | — | | |
Voya Russell™ Mid Cap Index Portfolio Class P2 | | | | | 7,304,529 | | | | | | 2,203,466 | | | | | | (2,938,807) | | | | | | (797,776) | | | | | | 5,771,412 | | | | | | 77,806 | | | | | | 204,580 | | | | | | 609,630 | | |
Voya Russell™ Small Cap Index Portfolio Class P2 | | | | | 7,279,859 | | | | | | 1,551,943 | | | | | | (5,573,059) | | | | | | (380,791) | | | | | | 2,877,952 | | | | | | 29,722 | | | | | | 430,265 | | | | | | 155,061 | | |
Voya U.S. Bond Index Portfolio Class P2 | | | | | 95,759,479 | | | | | | 31,462,517 | | | | | | (27,602,108) | | | | | | (2,095,771) | | | | | | 97,524,117 | | | | | | 1,310,667 | | | | | | (909,896) | | | | | | — | | |
Voya U.S. Stock Index Portfolio Class P2 | | | | | 56,837,468 | | | | | | 27,528,461 | | | | | | (7,159,832) | | | | | | 655,583 | | | | | | 77,861,680 | | | | | | — | | | | | | 1,109,538 | | | | | | — | | |
| | | | $ | 202,662,662 | | | | | $ | 75,238,785 | | | | | $ | (45,959,036) | | | | | $ | (5,789,871) | | | | | $ | 226,152,540 | | | | | $ | 2,461,033 | | | | | $ | 1,458,825 | | | | | $ | 764,691 | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||
Long Contracts: | | | | | | ||||||||||||||
U.S. Treasury 2-Year Note | | | 112 | | | 09/28/18 | | | | $ | 23,724,750 | | | | | $ | (75,941) | | |
| | | | | | | | | | $ | 23,724,750 | | | | | $ | (75,941) | | |
Short Contracts: | | | | | | ||||||||||||||
Mini MSCI Emerging Markets Index | | | (55) | | | 09/21/18 | | | | | (2,924,075) | | | | | | 52,765 | | |
| | | | | | | | | | $ | (2,924,075) | | | | | $ | 52,765 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 52,765 | | |
Total Asset Derivatives | | | | | | | $ | 52,765 | | |
Liability Derivatives | | | | |||||||
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 75,941 | | |
Total Liability Derivatives | | | | | | | $ | 75,941 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (436,152) | | |
Interest rate contracts | | | | | 76,033 | | |
Total | | | | $ | (360,119) | | |
|
Voya Index Solution 2020 Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 60,606 | | |
Interest rate contracts | | | | | (75,941) | | |
Total | | | | $ | (15,335) | | |
|
| Cost for federal income tax purposes was $266,479,043. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 5,408,527 | | |
| Gross Unrealized Depreciation | | | | | (4,304,011) | | |
| Net Unrealized Appreciation | | | | $ | 1,104,516 | | |
|
Voya Index Solution 2025 Portfolio | as of June 30, 2018 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 10.2% | | ||||||||||||||||||
| | | 1,907,305 | | | | Invesco Senior Loan ETF | | | | $ | 43,677,284 | | | | | | 5.0 | | |
| | | 26,166 (1) | | | | iShares 1-3 Year Treasury Bond ETF | | | | | 2,181,852 | | | | | | 0.2 | | |
| | | 317,896 | | | | Schwab U.S. TIPs ETF | | | | | 17,455,669 | | | | | | 2.0 | | |
| | | 477,877 | | | | SPDR Bloomberg Barclays High Yield Bond ETF | | | | | 16,955,076 | | | | | | 2.0 | | |
| | | 112,298 | | | | SPDR Dow Jones International Real Estate | | | | | 4,395,344 | | | | | | 0.5 | | |
| | | 53,710 | | | | Vanguard Real Estate Index ETF | | | | | 4,374,680 | | | | | | 0.5 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $91,074,444) | | | | | 89,039,905 | | | | | | 10.2 | | |
| MUTUAL FUNDS: 86.4% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 84.9% | | ||||||||||||
| | | 3,596,886 | | | | Voya Emerging Markets Index Portfolio Class P2 | | | | | 42,155,509 | | | | | | 4.8 | | |
| | | 12,047,534 | | | | Voya International Index Portfolio Class P2 | | | | | 123,005,326 | | | | | | 14.0 | | |
| | | 2,090,065 | | | | Voya Russell™ Mid Cap Index Portfolio Class P2 | | | | | 30,619,446 | | | | | | 3.5 | | |
| | | 1,103,688 | | | | Voya Russell™ Small Cap Index Portfolio Class P2 | | | | | 17,449,314 | | | | | | 2.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | 23,643,711 | | | | Voya U.S. Bond Index Portfolio Class P2 | | | | $ | 243,057,348 | | | | | | 27.7 | | |
| | | 17,907,950 | | | | Voya U.S. Stock Index Portfolio Class P2 | | | | | 288,497,072 | | | | | | 32.9 | | |
| | | | | | | | | | | | 744,784,015 | | | | | | 84.9 | | |
| | | | | | | Unaffiliated Investment Companies: 1.5% | | ||||||||||||
| | | 2,633,926 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 13,116,952 | | | | | | 1.5 | | |
| | | | | | | Total Mutual Funds (Cost $729,308,660) | | | | | 757,900,967 | | | | | | 86.4 | | |
| | | | | | | Total Investments in Securities (Cost $820,383,104) | | | | $ | 846,940,872 | | | | | | 96.6 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 30,237,212 | | | | | | 3.4 | | |
| | | | | | | Net Assets | | | | $ | 877,178,084 | | | | | | 100.0 | | |
|
| | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 89,039,905 | | | | | $ | — | | | | | $ | — | | | | | $ | 89,039,905 | | |
Mutual Funds | | | | | 757,900,967 | | | | | | — | | | | | | — | | | | | | 757,900,967 | | |
Total Investments, at fair value | | | | $ | 846,940,872 | | | | | $ | — | | | | | $ | — | | | | | $ | 846,940,872 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 121,580 | | | | | | — | | | | | | — | | | | | | 121,580 | | |
Total Assets | | | | $ | 847,062,452 | | | | | $ | — | | | | | $ | — | | | | | $ | 847,062,452 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (104,009) | | | | | $ | — | | | | | $ | — | | | | | $ | (104,009) | | |
Total Liabilities | | | | $ | (104,009) | | | | | $ | — | | | | | $ | — | | | | | $ | (104,009) | | |
Voya Index Solution 2025 Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2017 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio Class P2 | | | | $ | 42,316,947 | | | | | $ | 7,596,339 | | | | | $ | (2,929,444) | | | | | $ | (4,828,333.00) | | | | | $ | 42,155,509 | | | | | $ | 1,006,749 | | | | | $ | 977,644 | | | | | $ | — | | |
Voya International Index Portfolio Class P2 | | | | | 118,119,420 | | | | | | 19,304,394 | | | | | | (7,164,767) | | | | | | (7,253,721) | | | | | | 123,005,326 | | | | | | 3,222,253 | | | | | | 1,024,192 | | | | | | — | | |
Voya Russell™ Mid Cap Index Portfolio Class P2 | | | | | 37,804,383 | | | | | | 6,553,562 | | | | | | (9,453,952) | | | | | | (4,284,547) | | | | | | 30,619,446 | | | | | | 423,403 | | | | | | 1,164,528 | | | | | | 3,317,489 | | |
Voya Russell™ Small Cap Index Portfolio Class P2 | | | | | 25,118,136 | | | | | | 3,197,412 | | | | | | (10,083,032) | | | | | | (783,202) | | | | | | 17,449,314 | | | | | | 187,192 | | | | | | 984,006 | | | | | | 976,600 | | |
Voya U.S. Bond Index Portfolio Class P2 | | | | | 228,903,569 | | | | | | 40,973,905 | | | | | | (20,713,866) | | | | | | (6,106,260) | | | | | | 243,057,348 | | | | | | 3,049,069 | | | | | | (737,774) | | | | | | — | | |
Voya U.S. Stock Index Portfolio Class P2 | | | | | 247,311,915 | | | | | | 62,551,974 | | | | | | (24,262,967) | | | | | | 2,896,150 | | | | | | 288,497,072 | | | | | | — | | | | | | 4,508,980 | | | | | | — | | |
| | | | $ | 699,574,370 | | | | | $ | 140,177,586 | | | | | $ | (74,608,028) | | | | | $ | (20,359,913) | | | | | $ | 744,784,015 | | | | | $ | 7,888,666 | | | | | $ | 7,921,576 | | | | | $ | 4,294,089 | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||
Long Contracts: | | | | | | ||||||||||||||
U.S. Treasury 2-Year Note | | | 165 | | | 09/28/18 | | | | $ | 34,951,641 | | | | | $ | (104,009) | | |
| | | | | | | | | | $ | 34,951,641 | | | | | $ | (104,009) | | |
Short Contracts: | | | | | | ||||||||||||||
Mini MSCI Emerging Markets Index | | | (125) | | | 09/21/18 | | | | | (6,645,625) | | | | | | 121,580 | | |
| | | | | | | | | | $ | (6,645,625) | | | | | $ | 121,580 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 121,580 | | |
Total Asset Derivatives | | | | | | | $ | 121,580 | | |
Liability Derivatives | | | | |||||||
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 104,009 | | |
Total Liability Derivatives | | | | | | | $ | 104,009 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (1,462,149) | | |
Interest rate contracts | | | | | 105,961 | | |
Total | | | | $ | (1,356,188) | | |
|
Voya Index Solution 2025 Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 150,713 | | |
Interest rate contracts | | | | | (104,009) | | |
Total | | | | $ | 46,704 | | |
|
| Cost for federal income tax purposes was $828,879,515. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 38,185,836 | | |
| Gross Unrealized Depreciation | | | | | (20,106,908) | | |
| Net Unrealized Appreciation | | | | $ | 18,078,928 | | |
|
Voya Index Solution 2030 Portfolio | as of June 30, 2018 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 7.8% | | ||||||||||||||||||
| | | 657,959 | | | | Invesco Senior Loan ETF | | | | $ | 15,067,262 | | | | | | 4.0 | | |
| | | 18,053 (1) | | | | iShares 1-3 Year Treasury Bond ETF | | | | | 1,505,349 | | | | | | 0.4 | | |
| | | 201,254 | | | | SPDR Bloomberg Barclays High Yield Bond ETF | | | | | 7,140,492 | | | | | | 1.9 | | |
| | | 72,636 | | | | SPDR Dow Jones International Real Estate | | | | | 2,842,973 | | | | | | 0.8 | | |
| | | 34,740 | | | | Vanguard Real Estate Index ETF | | | | | 2,829,573 | | | | | | 0.7 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $29,863,347) | | | | | 29,385,649 | | | | | | 7.8 | | |
| MUTUAL FUNDS: 92.0% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 90.5% | | ||||||||||||
| | | 2,148,097 | | | | Voya Emerging Markets Index Portfolio Class P2 | | | | | 25,175,698 | | | | | | 6.7 | | |
| | | 7,026,669 | | | | Voya International Index Portfolio Class P2 | | | | | 71,742,292 | | | | | | 19.0 | | |
| | | 1,026,636 | | | | Voya Russell™ Mid Cap Index Portfolio Class P2 | | | | | 15,040,213 | | | | | | 4.0 | | |
| | | 474,359 | | | | Voya Russell™ Small Cap Index Portfolio Class P2 | | | | | 7,499,618 | | | | | | 2.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | 7,681,811 | | | | Voya U.S. Bond Index Portfolio Class P2 | | | | $ | 78,969,015 | | | | | | 20.9 | | |
| | | 8,861,213 | | | | Voya U.S. Stock Index Portfolio Class P2 | | | | | 142,754,148 | | | | | | 37.9 | | |
| | | | | | | | | | | | 341,180,984 | | | | | | 90.5 | | |
| | | | | | | Unaffiliated Investment Companies: 1.5% | | ||||||||||||
| | | 1,135,724 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 5,655,906 | | | | | | 1.5 | | |
| | | | | | | Total Mutual Funds (Cost $339,113,661) | | | | | 346,836,890 | | | | | | 92.0 | | |
| | | | | | | Total Investments in Securities (Cost $368,977,008) | | | | $ | 376,222,539 | | | | | | 99.8 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 733,842 | | | | | | 0.2 | | |
| | | | | | | Net Assets | | | | $ | 376,956,381 | | | | | | 100.0 | | |
|
| | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 29,385,649 | | | | | $ | — | | | | | $ | — | | | | | $ | 29,385,649 | | |
Mutual Funds | | | | | 346,836,890 | | | | | | — | | | | | | — | | | | | | 346,836,890 | | |
Total Investments, at fair value | | | | $ | 376,222,539 | | | | | $ | — | | | | | $ | — | | | | | $ | 376,222,539 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 113,271 | | | | | | — | | | | | | — | | | | | | 113,271 | | |
Total Assets | | | | $ | 376,335,810 | | | | | $ | — | | | | | $ | — | | | | | $ | 376,335,810 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (71,228) | | | | | $ | — | | | | | $ | — | | | | | $ | (71,228) | | |
Total Liabilities | | | | $ | (71,228) | | | | | $ | — | | | | | $ | — | | | | | $ | (71,228) | | |
Voya Index Solution 2030 Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2017 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio Class P2 | | | | $ | 18,354,203 | | | | | $ | 10,665,181 | | | | | $ | (1,036,015) | | | | | $ | (2,807,671) | | | | | $ | 25,175,698 | | | | | $ | 599,071 | | | | | $ | 337,694 | | | | | $ | — | | |
Voya International Index Portfolio Class P2 | | | | | 51,847,097 | | | | | | 26,549,913 | | | | | | (2,320,055) | | | | | | (4,334,663) | | | | | | 71,742,292 | | | | | | 1,860,191 | | | | | | 527,201 | | | | | | — | | |
Voya Russell™ Mid Cap Index Portfolio Class P2 | | | | | 15,182,994 | | | | | | 5,816,962 | | | | | | (4,193,127) | | | | | | (1,766,616) | | | | | | 15,040,213 | | | | | | 205,762 | | | | | | 227,554 | | | | | | 1,612,204 | | |
Voya Russell™ Small Cap Index Portfolio Class P2 | | | | | 12,105,731 | | | | | | 3,565,458 | | | | | | (7,637,572) | | | | | | (533,999) | | | | | | 7,499,618 | | | | | | 79,185 | | | | | | 624,369 | | | | | | 413,115 | | |
Voya U.S. Bond Index Portfolio Class P2 | | | | | 46,000,102 | | | | | | 41,285,743 | | | | | | (7,043,044) | | | | | | (1,273,786) | | | | | | 78,969,015 | | | | | | 789,178 | | | | | | (154,339) | | | | | | — | | |
Voya U.S. Stock Index Portfolio Class P2 | | | | | 112,515,416 | | | | | | 39,868,349 | | | | | | (10,787,762) | | | | | | 1,158,145 | | | | | | 142,754,148 | | | | | | — | | | | | | 1,947,804 | | | | | | — | | |
| | | | $ | 256,005,543 | | | | | $ | 127,751,606 | | | | | $ | (33,017,575) | | | | | $ | (9,558,590) | | | | | $ | 341,180,984 | | | | | $ | 3,533,387 | | | | | $ | 3,510,283 | | | | | $ | 2,025,319 | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||
Long Contracts: | | | | | | ||||||||||||||
S&P 500 E-Mini | | | 28 | | | 09/21/18 | | | | $ | 3,810,240 | | | | | $ | (71,228) | | |
U.S. Treasury 2-Year Note | | | 11 | | | 09/28/18 | | | | | 2,330,109 | | | | | | 1,681 | | |
| | | | | | | | | | $ | 6,140,349 | | | | | $ | (69,547) | | |
Short Contracts: | | | | | | ||||||||||||||
Mini MSCI Emerging Markets Index | | | (115) | | | 09/21/18 | | | | | (6,113,975) | | | | | | 111,590 | | |
| | | | | | | | | | $ | (6,113,975) | | | | | $ | 111,590 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 111,590 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 1,681 | | |
Total Asset Derivatives | | | | | | | $ | 113,271 | | |
Liability Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 71,228 | | |
Total Liability Derivatives | | | | | | | $ | 71,228 | | |
|
Voya Index Solution 2030 Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (544,848) | | |
Total | | | | $ | (544,848) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 53,521 | | |
Interest rate contracts | | | | | 1,681 | | |
Total | | | | $ | 55,202 | | |
|
| Cost for federal income tax purposes was $369,577,972. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 10,188,006 | | |
| Gross Unrealized Depreciation | | | | | (3,501,396) | | |
| Net Unrealized Appreciation | | | | $ | 6,686,610 | | |
|
Voya Index Solution 2035 Portfolio | as of June 30, 2018 (Unaudited) |
Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 7.9% | | ||||||||||||||||||
| | 1,391,085 | | | | Invesco Senior Loan ETF | | | | $ | 31,855,846 | | | | | | 4.0 | | |
| | 42,939 (1) | | | | iShares 1-3 Year Treasury Bond ETF | | | | | 3,580,469 | | | | | | 0.4 | | |
| | 437,832 | | | | SPDR Bloomberg Barclays High Yield Bond ETF | | | | | 15,534,279 | | | | | | 1.9 | | |
| | 153,571 | | | | SPDR Dow Jones International Real Estate | | | | | 6,010,769 | | | | | | 0.8 | | |
| | 73,449 | | | | Vanguard Real Estate Index ETF | | | | | 5,982,421 | | | | | | 0.8 | | |
| | | | | | Total Exchange-Traded Funds (Cost $64,517,016) | | | | | 62,963,784 | | | | | | 7.9 | | |
MUTUAL FUNDS: 91.9% | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies: 90.4% | | ||||||||||||
| | 5,215,178 | | | | Voya Emerging Markets Index Portfolio Class P2 | | | | | 61,121,883 | | | | | | 7.6 | | |
| | 16,482,066 | | | | Voya International Index Portfolio Class P2 | | | | | 168,281,896 | | | | | | 21.0 | | |
| | 2,723,138 | | | | Voya Russell™ Mid Cap Index Portfolio Class P2 | | | | | 39,893,975 | | | | | | 5.0 | | |
| | 1,006,592 | | | | Voya Russell™ Small Cap Index Portfolio Class P2 | | | | | 15,914,218 | | | | | | 2.0 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | 9,327,198 | | | | Voya U.S. Bond Index Portfolio Class P2 | | | | $ | 95,883,600 | | | | | | 12.0 | | |
| | 21,282,010 | | | | Voya U.S. Stock Index Portfolio Class P2 | | | | | 342,853,178 | | | | | | 42.8 | | |
| | | | | | | | | | | 723,948,750 | | | | | | 90.4 | | |
| | | | | | Unaffiliated Investment Companies: 1.5% | | ||||||||||||
| | 2,401,326 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 11,958,605 | | | | | | 1.5 | | |
| | | | | | Total Mutual Funds (Cost $695,838,850) | | | | | 735,907,355 | | | | | | 91.9 | | |
| | | | | | Total Investments in Securities (Cost $760,355,866) | | | | $ | 798,871,139 | | | | | | 99.8 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 1,339,661 | | | | | | 0.2 | | |
| | | | | | Net Assets | | | | $ | 800,210,800 | | | | | | 100.0 | | |
|
| | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 62,963,784 | | | | | $ | — | | | | | $ | — | | | | | $ | 62,963,784 | | |
Mutual Funds | | | | | 735,907,355 | | | | | | — | | | | | | — | | | | | | 735,907,355 | | |
Total Investments, at fair value | | | | $ | 798,871,139 | | | | | $ | — | | | | | $ | — | | | | | $ | 798,871,139 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 233,197 | | | | | | — | | | | | | — | | | | | | 233,197 | | |
Total Assets | | | | $ | 799,104,336 | | | | | $ | — | | | | | $ | — | | | | | $ | 799,104,336 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (152,911) | | | | | $ | — | | | | | $ | — | | | | | $ | (152,911) | | |
Total Liabilities | | | | $ | (152,911) | | | | | $ | — | | | | | $ | — | | | | | $ | (152,911) | | |
Voya Index Solution 2035 Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2017 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio Class P2 | | | | $ | 52,973,615 | | | | | $ | 18,252,994 | | | | | $ | (3,000,601) | | | | | $ | (7,104,125) | | | | | $ | 61,121,883 | | | | | $ | 1,471,646 | | | | | $ | 1,326,145 | | | | | $ | — | | |
Voya International Index Portfolio Class P2 | | | | | 143,317,953 | | | | | | 40,937,407 | | | | | | (5,898,546) | | | | | | (10,074,918) | | | | | | 168,281,896 | | | | | | 4,417,298 | | | | | | 1,350,583 | | | | | | — | | |
Voya Russell™ Mid Cap Index Portfolio Class P2 | | | | | 52,584,752 | | | | | | 10,222,617 | | | | | | (17,025,051) | | | | | | (5,888,343) | | | | | | 39,893,975 | | | | | | 552,120 | | | | | | 1,757,042 | | | | | | 4,326,025 | | |
Voya Russell™ Small Cap Index Portfolio Class P2 | | | | | 29,947,816 | | | | | | 4,214,471 | | | | | | (16,678,985) | | | | | | (1,569,084) | | | | | | 15,914,218 | | | | | | 170,203 | | | | | | 1,799,008 | | | | | | 887,969 | | |
Voya U.S. Bond Index Portfolio Class P2 | | | | | 60,606,380 | | | | | | 44,971,945 | | | | | | (8,221,515) | | | | | | (1,473,210) | | | | | | 95,883,600 | | | | | | 956,975 | | | | | | (308,021) | | | | | | — | | |
Voya U.S. Stock Index Portfolio Class P2 | | | | | 301,029,780 | | | | | | 62,600,894 | | | | | | (26,031,303) | | | | | | 5,253,807 | | | | | | 342,853,178 | | | | | | — | | | | | | 3,154,373 | | | | | | — | | |
| | | | $ | 640,460,296 | | | | | $ | 181,200,328 | | | | | $ | (76,856,001) | | | | | $ | (20,855,873) | | | | | $ | 723,948,750 | | | | | $ | 7,568,242 | | | | | $ | 9,079,130 | | | | | $ | 5,213,994 | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||
Long Contracts: | | | | | | ||||||||||||||
S&P 500 E-Mini | | | 59 | | | 09/21/18 | | | | $ | 8,028,720 | | | | | $ | (152,911) | | |
U.S. Treasury 2-Year Note | | | 21 | | | 09/28/18 | | | | | 4,448,391 | | | | | | 3,224 | | |
| | | | | | | | | | $ | 12,477,111 | | | | | $ | (149,687) | | |
Short Contracts: | | | | | | ||||||||||||||
Mini MSCI Emerging Markets Index | | | (236) | | | 09/21/18 | | | | | (12,546,940) | | | | | | 229,973 | | |
| | | | | | | | | | $ | (12,546,940) | | | | | $ | 229,973 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 229,973 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 3,224 | | |
Total Asset Derivatives | | | | | | | $ | 233,197 | | |
Liability Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 152,911 | | |
Total Liability Derivatives | | | | | | | $ | 152,911 | | |
|
Voya Index Solution 2035 Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (1,319,669) | | |
Total | | | | $ | (1,319,669) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 105,555 | | |
Interest rate contracts | | | | | 3,224 | | |
Total | | | | $ | 108,779 | | |
|
| Cost for federal income tax purposes was $766,078,984. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 44,162,171 | | |
| Gross Unrealized Depreciation | | | | | (11,289,730) | | |
| Net Unrealized Appreciation | | | | $ | 32,872,441 | | |
|
Voya Index Solution 2040 Portfolio | as of June 30, 2018 (Unaudited) |
Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 6.8% | | ||||||||||||||||||
| | 328,547 | | | | Invesco Senior Loan ETF | | | | $ | 7,523,726 | | | | | | 3.0 | | |
| | 15,024 (1) | | | | iShares 1-3 Year Treasury Bond ETF | | | | | 1,252,776 | | | | | | 0.5 | | |
| | 131,287 | | | | SPDR Bloomberg Barclays High Yield Bond ETF | | | | | 4,658,063 | | | | | | 1.9 | | |
| | 48,360 | | | | SPDR Dow Jones International Real Estate | | | | | 1,892,810 | | | | | | 0.7 | | |
| | 23,130 | | | | Vanguard Real Estate Index ETF | | | | | 1,883,939 | | | | | | 0.7 | | |
| | | | | | Total Exchange-Traded Funds (Cost $17,512,525) | | | | | 17,211,314 | | | | | | 6.8 | | |
MUTUAL FUNDS: 93.0% | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies: 91.5% | | ||||||||||||
| | 1,736,316 | | | | Voya Emerging Markets Index Portfolio Class P2 | | | | | 20,349,629 | | | | | | 8.1 | | |
| | 5,671,920 | | | | Voya International Index Portfolio Class P2 | | | | | 57,910,299 | | | | | | 23.0 | | |
| | 1,026,797 | | | | Voya Russell™ Mid Cap Index Portfolio Class P2 | | | | | 15,042,574 | | | | | | 6.0 | | |
| | 474,433 | | | | Voya Russell™ Small Cap Index Portfolio Class P2 | | | | | 7,500,792 | | | | | | 3.0 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | 1,707,519 | | | | Voya U.S. Bond Index Portfolio Class P2 | | | | $ | 17,553,294 | | | | | | 7.0 | | |
| | 6,919,721 | | | | Voya U.S. Stock Index Portfolio Class P2 | | | | | 111,476,702 | | | | | | 44.4 | | |
| | | | | | | | | | | 229,833,290 | | | | | | 91.5 | | |
| | | | | | Unaffiliated Investment Companies: 1.5% | | ||||||||||||
| | 756,125 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 3,765,501 | | | | | | 1.5 | | |
| | | | | | Total Mutual Funds (Cost $227,392,087) | | | | | 233,598,791 | | | | | | 93.0 | | |
| | | | | | Total Investments in Securities (Cost $244,904,612) | | | | $ | 250,810,105 | | | | | | 99.8 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 471,778 | | | | | | 0.2 | | |
| | | | | | Net Assets | | | | $ | 251,281,883 | | | | | | 100.0 | | |
|
| | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 17,211,314 | | | | | $ | — | | | | | $ | — | | | | | $ | 17,211,314 | | |
Mutual Funds | | | | | 233,598,791 | | | | | | — | | | | | | — | | | | | | 233,598,791 | | |
Total Investments, at fair value | | | | $ | 250,810,105 | | | | | $ | — | | | | | $ | — | | | | | $ | 250,810,105 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 70,716 | | | | | | — | | | | | | — | | | | | | 70,716 | | |
Total Assets | | | | $ | 250,880,821 | | | | | $ | — | | | | | $ | — | | | | | $ | 250,880,821 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (47,446) | | | | | $ | — | | | | | $ | — | | | | | $ | (47,446) | | |
Total Liabilities | | | | $ | (47,446) | | | | | $ | — | | | | | $ | — | | | | | $ | (47,446) | | |
Voya Index Solution 2040 Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2017 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio Class P2 | | | | $ | 14,439,043 | | | | | $ | 8,647,545 | | | | | $ | (541,039) | | | | | $ | (2,195,920) | | | | | $ | 20,349,629 | | | | | $ | 474,866 | | | | | $ | 192,936 | | | | | $ | — | | |
Voya International Index Portfolio Class P2 | | | | | 38,400,476 | | | | | | 23,808,404 | | | | | | (966,877) | | | | | | (3,331,704) | | | | | | 57,910,299 | | | | | | 1,469,827 | | | | | | 253,337 | | | | | | — | | |
Voya Russell™ Mid Cap Index Portfolio Class P2 | | | | | 15,289,150 | | | | | | 6,686,531 | | | | | | (4,961,357) | | | | | | (1,971,750) | | | | | | 15,042,574 | | | | | | 201,310 | | | | | | 438,779 | | | | | | 1,577,326 | | |
Voya Russell™ Small Cap Index Portfolio Class P2 | | | | | 9,523,870 | | | | | | 3,520,950 | | | | | | (5,149,747) | | | | | | (394,281) | | | | | | 7,500,792 | | | | | | 77,773 | | | | | | 453,686 | | | | | | 405,752 | | |
Voya U.S. Bond Index Portfolio Class P2 | | | | | 9,709,186 | | | | | | 10,019,042 | | | | | | (1,910,651) | | | | | | (264,283) | | | | | | 17,553,294 | | | | | | 174,035 | | | | | | (43,389) | | | | | | — | | |
Voya U.S. Stock Index Portfolio Class P2 | | | | | 79,586,220 | | | | | | 36,846,555 | | | | | | (6,012,309) | | | | | | 1,056,236 | | | | | | 111,476,702 | | | | | | — | | | | | | 1,267,689 | | | | | | — | | |
| | | | $ | 166,947,945 | | | | | $ | 89,529,027 | | | | | $ | (19,541,980) | | | | | $ | (7,101,702) | | | | | $ | 229,833,290 | | | | | $ | 2,397,811 | | | | | $ | 2,563,038 | | | | | $ | 1,983,078 | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||
Long Contracts: | | | | | | ||||||||||||||
S&P 500 E-Mini | | | 18 | | | 09/21/18 | | | | $ | 2,449,440 | | | | | $ | (47,446) | | |
U.S. Treasury 2-Year Note | | | 6 | | | 09/28/18 | | | | | 1,270,969 | | | | | | 925 | | |
| | | | | | | | | | $ | 3,720,409 | | | | | $ | (46,521) | | |
Short Contracts: | | | | | | ||||||||||||||
Mini MSCI Emerging Markets Index | | | (72) | | | 09/21/18 | | | | | (3,827,880) | | | | | | 69,791 | | |
| | | | | | | | | | $ | (3,827,880) | | | | | $ | 69,791 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 69,791 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 925 | | |
Total Asset Derivatives | | | | | | | $ | 70,716 | | |
Liability Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 47,446 | | |
Total Liability Derivatives | | | | | | | $ | 47,446 | | |
|
Voya Index Solution 2040 Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (344,043) | | |
Total | | | | $ | (344,043) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 29,975 | | |
Interest rate contracts | | | | | 925 | | |
Total | | | | $ | 30,900 | | |
|
| Cost for federal income tax purposes was $245,086,659. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 7,634,721 | | |
| Gross Unrealized Depreciation | | | | | (1,888,005) | | |
| Net Unrealized Appreciation | | | | $ | 5,746,716 | | |
|
Voya Index Solution 2045 Portfolio | as of June 30, 2018 (Unaudited) |
Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 3.9% | | ||||||||||||||||||
| | 412,415 | | | | Invesco Senior Loan ETF | | | | $ | 9,444,304 | | | | | | 1.7 | | |
| | 38,796 (1) | | | | iShares 1-3 Year Treasury Bond ETF | | | | | 3,235,004 | | | | | | 0.6 | | |
| | 104,066 | | | | SPDR Dow Jones International Real Estate | | | | | 4,073,143 | | | | | | 0.8 | | |
| | 49,773 | | | | Vanguard Real Estate Index ETF | | | | | 4,054,011 | | | | | | 0.8 | | |
| | | | | | Total Exchange-Traded Funds (Cost $21,149,247) | | | | | 20,806,462 | | | | | | 3.9 | | |
MUTUAL FUNDS: 96.0% | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies: 94.5% | | ||||||||||||
| | 4,393,584 | | | | Voya Emerging Markets Index Portfolio Class P2 | | | | | 51,492,802 | | | | | | 9.5 | | |
| | 12,745,190 | | | | Voya International Index Portfolio Class P2 | | | | | 130,128,389 | | | | | | 24.0 | | |
| | 2,579,620 | | | | Voya Russell™ Mid Cap Index Portfolio Class P2 | | | | | 37,791,431 | | | | | | 7.0 | | |
| | 1,021,638 | | | | Voya Russell™ Small Cap Index Portfolio Class P2 | | | | | 16,152,103 | | | | | | 3.0 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | 2,233,586 | | | | Voya U.S. Bond Index Portfolio Class P2 | | | | $ | 22,961,261 | | | | | | 4.2 | | |
| | 15,738,588 | | | | Voya U.S. Stock Index Portfolio Class P2 | | | | | 253,548,659 | | | | | | 46.8 | | |
| | | | | | | | | | | 512,074,645 | | | | | | 94.5 | | |
| | | | | | Unaffiliated Investment Companies: 1.5% | | ||||||||||||
| | 1,627,228 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 8,103,597 | | | | | | 1.5 | | |
| | | | | | Total Mutual Funds (Cost $490,157,240) | | | | | 520,178,242 | | | | | | 96.0 | | |
| | | | | | Total Investments in Securities (Cost $511,306,487) | | | | $ | 540,984,704 | | | | | | 99.9 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 703,711 | | | | | | 0.1 | | |
| | | | | | Net Assets | | | | $ | 541,688,415 | | | | | | 100.0 | | |
|
| | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 20,806,462 | | | | | $ | — | | | | | $ | — | | | | | $ | 20,806,462 | | |
Mutual Funds | | | | | 520,178,242 | | | | | | — | | | | | | — | | | | | | 520,178,242 | | |
Total Investments, at fair value | | | | $ | 540,984,704 | | | | | $ | — | | | | | $ | — | | | | | $ | 540,984,704 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 143,022 | | | | | | — | | | | | | — | | | | | | 143,022 | | |
Total Assets | | | | $ | 541,127,726 | | | | | $ | — | | | | | $ | — | | | | | $ | 541,127,726 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (102,918) | | | | | $ | — | | | | | $ | — | | | | | $ | (102,918) | | |
Total Liabilities | | | | $ | (102,918) | | | | | $ | — | | | | | $ | — | | | | | $ | (102,918) | | |
Voya Index Solution 2045 Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2017 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio Class P2 | | | | $ | 40,776,461 | | | | | $ | 18,587,400 | | | | | $ | (2,100,065) | | | | | $ | (5,770,994) | | | | | $ | 51,492,802 | | | | | $ | 1,239,730 | | | | | $ | 854,598 | | | | | $ | — | | |
Voya International Index Portfolio Class P2 | | | | | 106,709,170 | | | | | | 34,351,816 | | | | | | (3,408,052) | | | | | | (7,524,545) | | | | | | 130,128,389 | | | | | | 3,402,902 | | | | | | 758,575 | | | | | | — | | |
Voya Russell™ Mid Cap Index Portfolio Class P2 | | | | | 50,598,850 | | | | | | 9,843,163 | | | | | | (17,873,507) | | | | | | (4,777,075) | | | | | | 37,791,431 | | | | | | 520,837 | | | | | | 884,715 | | | | | | 4,080,909 | | |
Voya Russell™ Small Cap Index Portfolio Class P2 | | | | | 25,215,382 | | | | | | 3,854,443 | | | | | | (11,855,015) | | | | | | (1,062,707) | | | | | | 16,152,103 | | | | | | 172,629 | | | | | | 1,267,536 | | | | | | 900,628 | | |
Voya U.S. Bond Index Portfolio Class P2 | | | | | 21,701,278 | | | | | | 4,540,142 | | | | | | (2,753,698) | | | | | | (526,461) | | | | | | 22,961,261 | | | | | | 290,985 | | | | | | (129,346) | | | | | | — | | |
Voya U.S. Stock Index Portfolio Class P2 | | | | | 213,090,287 | | | | | | 53,364,319 | | | | | | (17,447,459) | | | | | | 4,541,512 | | | | | | 253,548,659 | | | | | | — | | | | | | 1,767,578 | | | | | | — | | |
| | | | $ | 458,091,428 | | | | | $ | 124,541,283 | | | | | $ | (55,437,796) | | | | | $ | (15,120,270) | | | | | $ | 512,074,645 | | | | | $ | 5,627,083 | | | | | $ | 5,403,656 | | | | | $ | 4,981,537 | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||
Long Contracts: | | | | | | ||||||||||||||
S&P 500 E-Mini | | | 40 | | | 09/21/18 | | | | $ | 5,443,200 | | | | | $ | (102,918) | | |
U.S. Treasury 2-Year Note | | | 10 | | | 09/28/18 | | | | | 2,118,281 | | | | | | 1,527 | | |
| | | | | | | | | | $ | 7,561,481 | | | | | $ | (101,391) | | |
Short Contracts: | | | | | | ||||||||||||||
Mini MSCI Emerging Markets Index | | | (145) | | | 09/21/18 | | | | | (7,708,925) | | | | | | 141,495 | | |
| | | | | | | | | | $ | (7,708,925) | | | | | $ | 141,495 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 141,495 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 1,527 | | |
Total Asset Derivatives | | | | | | | $ | 143,022 | | |
Liability Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 102,918 | | |
Total Liability Derivatives | | | | | | | $ | 102,918 | | |
|
Voya Index Solution 2045 Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (879,202) | | |
Total | | | | $ | (879,202) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 57,028 | | |
Interest rate contracts | | | | | 1,527 | | |
Total | | | | $ | 58,555 | | |
|
| Cost for federal income tax purposes was $515,394,883. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 32,580,682 | | |
| Gross Unrealized Depreciation | | | | | (6,950,757) | | |
| Net Unrealized Appreciation | | | | $ | 25,629,925 | | |
|
Voya Index Solution 2050 Portfolio | as of June 30, 2018 (Unaudited) |
Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 2.1% | | ||||||||||||||||||
| | 11,380 (1) | | | | iShares 1-3 Year Treasury Bond ETF | | | | $ | 948,921 | | | | | | 0.6 | | |
| | 30,524 | | | | SPDR Dow Jones International Real Estate | | | | | 1,194,709 | | | | | | 0.8 | | |
| | 14,599 | | | | Vanguard Real Estate Index ETF | | | | | 1,189,089 | | | | | | 0.7 | | |
| | | | | | Total Exchange-Traded Funds (Cost $3,343,729) | | | | | 3,332,719 | | | | | | 2.1 | | |
MUTUAL FUNDS: 97.6% | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies: 96.1% | | ||||||||||||
| | 1,353,824 | | | | Voya Emerging Markets Index Portfolio Class P2 | | | | | 15,866,821 | | | | | | 10.0 | | |
| | 3,884,529 | | | | Voya International Index Portfolio Class P2 | | | | | 39,661,042 | | | | | | 25.0 | | |
| | 754,807 | | | | Voya Russell™ Mid Cap Index Portfolio Class P2 | | | | | 11,057,917 | | | | | | 6.9 | | |
| | 298,933 | | | | Voya Russell™ Small Cap Index Portfolio Class P2 | | | | | 4,726,131 | | | | | | 3.0 | | |
| | 615,124 | | | | Voya U.S. Bond Index Portfolio Class P2 | | | | | 6,323,479 | | | | | | 4.0 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | 4,653,616 | | | | Voya U.S. Stock Index Portfolio Class P2 | | | | $ | 74,969,762 | | | | | | 47.2 | | |
| | | | | | | | | | | 152,605,152 | | | | | | 96.1 | | |
| | | | | | Unaffiliated Investment Companies: 1.5% | | ||||||||||||
| | 477,250 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 2,376,706 | | | | | | 1.5 | | |
| | | | | | Total Mutual Funds (Cost $151,705,228) | | | | | 154,981,858 | | | | | | 97.6 | | |
| | | | | | Total Investments in Securities (Cost $155,048,957) | | | | $ | 158,314,577 | | | | | | 99.7 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 427,473 | | | | | | 0.3 | | |
| | | | | | Net Assets | | | | $ | 158,742,050 | | | | | | 100.0 | | |
|
| | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 3,332,719 | | | | | $ | — | | | | | $ | — | | | | | $ | 3,332,719 | | |
Mutual Funds | | | | | 154,981,858 | | | | | | — | | | | | | — | | | | | | 154,981,858 | | |
Total Investments, at fair value | | | | $ | 158,314,577 | | | | | $ | — | | | | | $ | — | | | | | $ | 158,314,577 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 41,299 | | | | | | — | | | | | | — | | | | | | 41,299 | | |
Total Assets | | | | $ | 158,355,876 | | | | | $ | — | | | | | $ | — | | | | | $ | 158,355,876 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (29,027) | | | | | $ | — | | | | | $ | — | | | | | $ | (29,027) | | |
Total Liabilities | | | | $ | (29,027) | | | | | $ | — | | | | | $ | — | | | | | $ | (29,027) | | |
Voya Index Solution 2050 Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2017 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio Class P2 | | | | $ | 9,950,698 | | | | | $ | 7,850,090 | | | | | $ | (267,788) | | | | | $ | (1,666,179) | | | | | $ | 15,866,821 | | | | | $ | 368,855 | | | | | $ | 89,179 | | | | | $ | — | | |
Voya International Index Portfolio Class P2 | | | | | 25,687,783 | | | | ��� | | 16,457,876 | | | | | | (303,617) | | | | | | (2,181,001) | | | | | | 39,661,041 | | | | | | 1,004,714 | | | | | | 74,640 | | | | | | — | | |
Voya Russell™ Mid Cap Index Portfolio Class P2 | | | | | 12,783,611 | | | | | | 5,836,676 | | | | | | (6,005,595) | | | | | | (1,556,774) | | | | | | 11,057,918 | | | | | | 147,399 | | | | | | 417,210 | | | | | | 1,154,912 | | |
Voya Russell™ Small Cap Index Portfolio Class P2 | | | | | 5,791,427 | | | | | | 2,400,536 | | | | | | (3,229,387) | | | | | | (236,445) | | | | | | 4,726,131 | | | | | | 48,910 | | | | | | 277,056 | | | | | | 255,170 | | |
Voya U.S. Bond Index Portfolio Class P2 | | | | | 4,685,742 | | | | | | 2,101,673 | | | | | | (318,221) | | | | | | (145,715) | | | | | | 6,323,479 | | | | | | 72,982 | | | | | | (5,586) | | | | | | — | | |
Voya U.S. Stock Index Portfolio Class P2 | | | | | 48,412,480 | | | | | | 29,195,686 | | | | | | (3,602,450) | | | | | | 964,046 | | | | | | 74,969,762 | | | | | | — | | | | | | 622,568 | | | | | | — | | |
| | | | $ | 107,311,741 | | | | | $ | 63,842,537 | | | | | $ | (13,727,058) | | | | | $ | (4,822,068) | | | | | $ | 152,605,152 | | | | | $ | 1,642,860 | | | | | $ | 1,475,067 | | | | | $ | 1,410,082 | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||
Long Contracts: | | | | | | ||||||||||||||
S&P 500 E-Mini | | | 12 | | | 09/21/18 | | | | $ | 1,632,960 | | | | | $ | (29,027) | | |
U.S. Treasury 2-Year Note | | | 3 | | | 09/28/18 | | | | | 635,484 | | | | | | 463 | | |
| | | | | | | | | | $ | 2,268,444 | | | | | $ | (28,564) | | |
Short Contracts: | | | | | | ||||||||||||||
Mini MSCI Emerging Markets Index | | | (42) | | | 09/21/18 | | | | | (2,232,930) | | | | | | 40,836 | | |
| | | | | | | | | | $ | (2,232,930) | | | | | $ | 40,836 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 40,836 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 463 | | |
Total Asset Derivatives | | | | | | | $ | 41,299 | | |
Liability Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 29,027 | | |
Total Liability Derivatives | | | | | | | $ | 29,027 | | |
|
Voya Index Solution 2050 Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (219,005) | | |
Total | | | | $ | (219,005) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 19,371 | | |
Interest rate contracts | | | | | 463 | | |
Total | | | | $ | 19,834 | | |
|
| Cost for federal income tax purposes was $155,123,922. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 4,500,804 | | |
| Gross Unrealized Depreciation | | | | | (1,297,877) | | |
| Net Unrealized Appreciation | | | | $ | 3,202,927 | | |
|
Voya Index Solution 2055 Portfolio | as of June 30, 2018 (Unaudited) |
Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 2.1% | | ||||||||||||||||||
| | 14,793 (1) | | | | iShares 1-3 Year Treasury Bond ETF | | | | $ | 1,233,514 | | | | | | 0.6 | | |
| | 39,681 | | | | SPDR Dow Jones International Real Estate | | | | | 1,553,115 | | | | | | 0.8 | | |
| | 18,978 | | | | Vanguard Real Estate Index ETF | | | | | 1,545,758 | | | | | | 0.7 | | |
| | | | | | Total Exchange-Traded Funds (Cost $4,332,723) | | | | | 4,332,387 | | | | | | 2.1 | | |
MUTUAL FUNDS: 97.7% | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies: 96.2% | | ||||||||||||
| | 1,767,968 | | | | Voya Emerging Markets Index Portfolio Class P2 | | | | | 20,720,582 | | | | | | 10.0 | | |
| | 5,072,465 | | | | Voya International Index Portfolio Class P2 | | | | | 51,789,868 | | | | | | 25.0 | | |
| | 985,538 | | | | Voya Russell™ Mid Cap Index Portfolio Class P2 | | | | | 14,438,132 | | | | | | 6.9 | | |
| | 390,316 | | | | Voya Russell™ Small Cap Index Portfolio Class P2 | | | | | 6,170,903 | | | | | | 3.0 | | |
| | 803,168 | | | | Voya U.S. Bond Index Portfolio Class P2 | | | | | 8,256,569 | | | | | | 4.0 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | 6,077,432 | | | | Voya U.S. Stock Index Portfolio Class P2 | | | | $ | 97,907,424 | | | | | | 47.3 | | |
| | | | | | | | | | | 199,283,478 | | | | | | 96.2 | | |
| | | | | | Unaffiliated Investment Companies: 1.5% | | ||||||||||||
| | 620,451 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 3,089,847 | | | | | | 1.5 | | |
| | | | | | Total Mutual Funds (Cost $192,054,779) | | | | | 202,373,325 | | | | | | 97.7 | | |
| | | | | | Total Investments in Securities (Cost $196,387,502) | | | | $ | 206,705,712 | | | | | | 99.8 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 345,474 | | | | | | 0.2 | | |
| | | | | | Net Assets | | | | $ | 207,051,186 | | | | | | 100.0 | | |
|
| | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 4,332,387 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,332,387 | | |
Mutual Funds | | | | | 202,373,325 | | | | | | — | | | | | | — | | | | | | 202,373,325 | | |
Total Investments, at fair value | | | | $ | 206,705,712 | | | | | $ | — | | | | | $ | — | | | | | $ | 206,705,712 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 54,452 | | | | | | — | | | | | | — | | | | | | 54,452 | | |
Total Assets | | | | $ | 206,760,164 | | | | | $ | — | | | | | $ | — | | | | | $ | 206,760,164 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (39,530) | | | | | $ | — | | | | | $ | — | | | | | $ | (39,530) | | |
Total Liabilities | | | | $ | (39,530) | | | | | $ | — | | | | | $ | — | | | | | $ | (39,530) | | |
Voya Index Solution 2055 Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2017 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio Class P2 | | | | $ | 15,298,359 | | | | | $ | 8,289,150 | | | | | $ | (539,210) | | | | | $ | (2,327,717) | | | | | $ | 20,720,582 | | | | | $ | 491,374 | | | | | $ | 329,274 | | | | | $ | — | | |
Voya International Index Portfolio Class P2 | | | | | 39,478,725 | | | | | | 16,059,404 | | | | | | (966,301) | | | | | | (2,781,960) | | | | | | 51,789,868 | | | | | | 1,337,926 | | | | | | 74,840 | | | | | | — | | |
Voya Russell™ Mid Cap Index Portfolio Class P2 | | | | | 19,653,564 | | | | | | 5,157,434 | | | | | | (8,182,673) | | | | | | (2,190,193) | | | | | | 14,438,132 | | | | | | 196,336 | | | | | | 695,760 | | | | | | 1,538,352 | | |
Voya Russell™ Small Cap Index Portfolio Class P2 | | | | | 8,903,767 | | | | | | 2,031,783 | | | | | | (4,362,940) | | | | | | (401,707) | | | | | | 6,170,903 | | | | | | 65,152 | | | | | | 471,833 | | | | | | 339,908 | | |
Voya U.S. Bond Index Portfolio Class P2 | | | | | 7,204,204 | | | | | | 1,788,280 | | | | | | (533,597) | | | | | | (202,318) | | | | | | 8,256,569 | | | | | | 101,323 | | | | | | (20,186) | | | | | | — | | |
Voya U.S. Stock Index Portfolio Class P2 | | | | | 74,359,340 | | | | | | 27,710,031 | | | | | | (5,475,669) | | | | | | 1,313,722 | | | | | | 97,907,424 | | | | | | — | | | | | | 1,004,210 | | | | | | — | | |
| | | | $ | 164,897,959 | | | | | $ | 61,036,082 | | | | | $ | (20,060,390) | | | | | $ | (6,590,173) | | | | | $ | 199,283,478 | | | | | $ | 2,192,111 | | | | | $ | 2,555,731 | | | | | $ | 1,878,260 | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||
Long Contracts: | | | | | | ||||||||||||||
S&P 500 E-Mini | | | 15 | | | 09/21/18 | | | | $ | 2,041,200 | | | | | $ | (39,530) | | |
U.S. Treasury 2-Year Note | | | 4 | | | 09/28/18 | | | | | 847,312 | | | | | | 617 | | |
| | | | | | | | | | $ | 2,888,512 | | | | | $ | (38,913) | | |
Short Contracts: | | | | | | ||||||||||||||
Mini MSCI Emerging Markets Index | | | (55) | | | 09/21/18 | | | | | (2,924,075) | | | | | | 53,835 | | |
| | | | | | | | | | $ | (2,924,075) | | | | | $ | 53,835 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 53,835 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 617 | | |
Total Asset Derivatives | | | | | | | $ | 54,452 | | |
Liability Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 39,530 | | |
Total Liability Derivatives | | | | | | | $ | 39,530 | | |
|
Voya Index Solution 2055 Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (311,046) | | |
Total | | | | $ | (311,046) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 19,971 | | |
Interest rate contracts | | | | | 617 | | |
Total | | | | $ | 20,588 | | |
|
| Cost for federal income tax purposes was $198,681,219. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 11,459,763 | | |
| Gross Unrealized Depreciation | | | | | (3,420,348) | | |
| Net Unrealized Appreciation | | ��� | | $ | 8,039,415 | | |
|
Voya Index Solution 2060 Portfolio | as of June 30, 2018 (Unaudited) |
Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 2.5% | | ||||||||||||||||||
| | 4,315 | | | | iShares 1-3 Year Treasury Bond ETF | | | | $ | 359,742 | | | | | | 1.0 | | |
| | 6,945 | | | | SPDR Dow Jones International Real Estate | | | | | 271,827 | | | | | | 0.8 | | |
| | 3,322 | | | | Vanguard Real Estate Index ETF | | | | | 270,577 | | | | | | 0.7 | | |
| | | | | | Total Exchange-Traded Funds (Cost $904,531) | | | | | 902,146 | | | | | | 2.5 | | |
MUTUAL FUNDS: 97.3% | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies: 95.8% | | ||||||||||||
| | 265,856 | | | | Voya Emerging Markets Index Portfolio Class P2 | | | | | 3,115,835 | | | | | | 8.6 | | |
| | 888,470 | | | | Voya International Index Portfolio Class P2 | | | | | 9,071,276 | | | | | | 25.0 | | |
| | 172,604 | | | | Voya Russell™ Mid Cap Index Portfolio Class P2 | | | | | 2,528,646 | | | | | | 6.9 | | |
| | 68,359 | | | | Voya Russell™ Small Cap Index Portfolio Class P2 | | | | | 1,080,761 | | | | | | 3.0 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | 140,744 | | | | Voya U.S. Bond Index Portfolio Class P2 | | | | | 1,446,843 | | | | | | 4.0 | | |
| | 1,086,812 | | | | Voya U.S. Stock Index Portfolio Class P2 | | | | $ | 17,508,535 | | | | | | 48.3 | | |
| | | | | | | | | | | 34,751,896 | | | | | | 95.8 | | |
| | | | | | Unaffiliated Investment Companies: 1.5% | | ||||||||||||
| | 108,578 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 540,717 | | | | | | 1.5 | | |
| | | | | | Total Mutual Funds (Cost $35,194,571) | | | | | 35,292,613 | | | | | | 97.3 | | |
| | | | | | Total Investments in Securities (Cost $36,099,102) | | | | $ | 36,194,759 | | | | | | 99.8 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 54,899 | | | | | | 0.2 | | |
| | | | | | Net Assets | | | | $ | 36,249,658 | | | | | | 100.0 | | |
|
| | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 902,146 | | | | | $ | — | | | | | $ | — | | | | | $ | 902,146 | | |
Mutual Funds | | | | | 35,292,613 | | | | | | — | | | | | | — | | | | | | 35,292,613 | | |
Total Investments, at fair value | | | | $ | 36,194,759 | | | | | $ | — | | | | | $ | — | | | | | $ | 36,194,759 | | |
Voya Index Solution 2060 Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2017 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio Class P2 | | | | $ | 2,077,070 | | | | | $ | 2,022,840 | | | | | $ | (546,945) | | | | | $ | (437,130) | | | | | $ | 3,115,835 | | | | | $ | 81,083 | | | | | $ | 89,941 | | | | | $ | — | | |
Voya International Index Portfolio Class P2 | | | | | 4,884,624 | | | | | | 5,085,240 | | | | | | (356,933) | | | | | | (541,655) | | | | | | 9,071,276 | | | | | | 220,842 | | | | | | 68,827 | | | | | | — | | |
Voya Russell™ Mid Cap Index Portfolio Class P2 | | | | | 2,668,962 | | | | | | 1,611,239 | | | | | | (1,407,583) | | | | | | (343,972) | | | | | | 2,528,646 | | | | | | 32,400 | | | | | | 86,848 | | | | | | 253,860 | | |
Voya Russell™ Small Cap Index Portfolio Class P2 | | | | | 1,209,131 | | | | | | 673,541 | | | | | | (749,116) | | | | | | (52,795) | | | | | | 1,080,761 | | | | | | 10,751 | | | | | | 59,138 | | | | | | 56,088 | | |
Voya U.S. Bond Index Portfolio Class P2 | | | | | 978,288 | | | | | | 612,949 | | | | | | (114,428) | | | | | | (29,966) | | | | | | 1,446,843 | | | | | | 16,215 | | | | | | (2,636) | | | | | | — | | |
Voya U.S. Stock Index Portfolio Class P2 | | | | | 9,863,342 | | | | | | 8,402,100 | | | | | | (930,909) | | | | | | 174,002 | | | | | | 17,508,535 | | | | | | — | | | | | | 135,980 | | | | | | — | | |
| | | | $ | 21,681,417 | | | | | $ | 18,407,909 | | | | | $ | (4,105,914) | | | | | $ | (1,231,516) | | | | | $ | 34,751,896 | | | | | $ | 361,291 | | | | | $ | 438,098 | | | | | $ | 309,948 | | |
|
| Cost for federal income tax purposes was $36,111,405. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 714,832 | | |
| Gross Unrealized Depreciation | | | | | (631,478) | | |
| Net Unrealized Appreciation | | | | $ | 83,354 | | |
|
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.
Complete schedule of investments, as applicable, is included as part of the report to shareholders filed under Item 1 of this Form and filed herein, as applicable.
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 23.3% | ||||||||||||||
Brazil: 0.4% | ||||||||||||||
900,000 | Petrobras Global Finance BV, 8.750%, 05/23/2026 | 976,050 | 0.4 | |||||||||||
Canada: 0.6% | ||||||||||||||
215,000 | (1) | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | 204,508 | 0.1 | ||||||||||
191,000 | (2) | Cenovus Energy, Inc., 4.250%, 04/15/2027 | 184,236 | 0.1 | ||||||||||
300,000 | Fortis, Inc./Canada, 3.055%, 10/04/2026 | 273,722 | 0.1 | |||||||||||
324,000 | Goldcorp, Inc., 3.700%, 03/15/2023 | 319,160 | 0.2 | |||||||||||
280,000 | Teck Resources Ltd., 6.000%, 08/15/2040 | 273,000 | 0.1 | |||||||||||
1,254,626 | 0.6 | |||||||||||||
China: 0.3% | ||||||||||||||
601,000 | (2) | Alibaba Group Holding Ltd., 3.600%, 11/28/2024 | 591,582 | 0.3 | ||||||||||
France: 0.6% | ||||||||||||||
572,000 | (1) | BNP Paribas SA, 3.500%, 03/01/2023 | 557,941 | 0.3 | ||||||||||
294,000 | BPCE SA, 2.500%, 12/10/2018 | 293,857 | 0.1 | |||||||||||
287,000 | (1) | BPCE SA, 5.150%, 07/21/2024 | 291,252 | 0.1 | ||||||||||
226,000 | (1) | Electricite de France SA, 2.350%, 10/13/2020 | 221,739 | 0.1 | ||||||||||
1,364,789 | 0.6 | |||||||||||||
Guernsey: 0.3% | ||||||||||||||
716,000 | Credit Suisse Group Funding Guernsey Ltd., 2.750%, 03/26/2020 | 708,592 | 0.3 | |||||||||||
Ireland: 0.3% | ||||||||||||||
282,000 | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035 | 273,516 | 0.1 | |||||||||||
370,000 | Shire Acquisitions Investments Ireland DAC, 3.200%, 09/23/2026 | 339,545 | 0.2 | |||||||||||
613,061 | 0.3 | |||||||||||||
Israel: 0.1% | ||||||||||||||
235,000 | Teva Pharmaceutical Finance Netherlands III BV, 2.800%, 07/21/2023 | 203,142 | 0.1 | |||||||||||
Italy: 0.2% | ||||||||||||||
60,000 | Telecom Italia Capital SA, 6.375%, 11/15/2033 | 59,400 | 0.0 | |||||||||||
315,000 | Telecom Italia Capital SA, 7.721%, 06/04/2038 | 340,200 | 0.2 | |||||||||||
399,600 | 0.2 | |||||||||||||
Japan: 0.7% | ||||||||||||||
790,000 | (1) | MUFG Bank Ltd, 2.300%, 03/05/2020 | 777,782 | 0.3 | ||||||||||
200,000 | (1) | Mizuho Bank Ltd., 3.200%, 03/26/2025 | 193,176 | 0.1 | ||||||||||
639,000 | Sumitomo Mitsui Financial Group, Inc., 3.784%, 03/09/2026 | 634,298 | 0.3 | |||||||||||
1,605,256 | 0.7 | |||||||||||||
Luxembourg: 0.1% | ||||||||||||||
185,000 | (1) | Dana Financing Luxembourg Sarl, 6.500%, 06/01/2026 | 188,238 | 0.1 | ||||||||||
Mexico: 0.0% | ||||||||||||||
MXN | 1,007,437 | (3) | Banco Invex SA / Hipotecaria Credito y Casa SA de CV, 6.450%, 03/13/2034 | – | – | |||||||||
MXN | 88,177 | (4) | JPMorgan Hipotecaria su Casita, 6.100%, 09/25/2035 | 4,436 | 0.0 | |||||||||
4,436 | 0.0 | |||||||||||||
Netherlands: 0.8% | ||||||||||||||
170,000 | ArcelorMittal, 7.000%, 10/15/2039 | 196,138 | 0.1 | |||||||||||
269,000 | Cooperatieve Rabobank UA, 4.500%, 01/11/2021 | 276,671 | 0.1 | |||||||||||
690,000 | Shell International Finance BV, 3.250%, 05/11/2025 | 676,485 | 0.3 | |||||||||||
361,000 | Shell International Finance BV, 4.000%, 05/10/2046 | 350,194 | 0.2 | |||||||||||
300,000 | (1) | Siemens Financieringsmaatschappij NV, 2.350%, 10/15/2026 | 270,183 | 0.1 | ||||||||||
1,769,671 | 0.8 | |||||||||||||
Norway: 0.2% | ||||||||||||||
380,000 | Equinor ASA, 2.450%, 01/17/2023 | 366,718 | 0.2 | |||||||||||
South Africa: 0.0% | ||||||||||||||
ZAR | 1,000,000 | Transnet SOC Ltd., 10.800%, 11/06/2023 | 75,666 | 0.0 | ||||||||||
Spain: 0.1% | ||||||||||||||
150,000 | Telefonica Emisiones SAU, 4.665%, 03/06/2038 | 140,653 | 0.0 | |||||||||||
160,000 | Telefonica Emisiones SAU, 4.895%, 03/06/2048 | 147,920 | 0.1 | |||||||||||
288,573 | 0.1 | |||||||||||||
Sweden: 0.1% | ||||||||||||||
298,000 | (1),(5) | Nordea Bank AB, 5.500%, 12/31/2199 | 296,510 | 0.1 | ||||||||||
Switzerland: 0.3% | ||||||||||||||
400,000 | (1) | Credit Suisse AG, 6.500%, 08/08/2023 | 426,394 | 0.2 | ||||||||||
250,000 | �� | UBS AG/Stamford CT, 7.625%, 08/17/2022 | 276,600 | 0.1 | ||||||||||
702,994 | 0.3 | |||||||||||||
United Kingdom: 1.3% | ||||||||||||||
283,000 | Aon PLC, 2.800%, 03/15/2021 | 278,367 | 0.1 | |||||||||||
530,000 | BP Capital Markets PLC, 3.216%, 11/28/2023 | 520,025 | 0.2 | |||||||||||
200,000 | (1) | Reckitt Benckiser Treasury Services PLC, 3.000%, 06/26/2027 | 186,091 | 0.1 |
See Accompanying Notes to Financial Statements
3
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
United Kingdom: (continued) | ||||||||||||||
1,002,000 | Santander UK PLC, 2.375%, 03/16/2020 | 987,016 | 0.5 | |||||||||||
602,000 | (1) | Standard Chartered PLC, 4.300%, 02/19/2027 | 579,027 | 0.3 | ||||||||||
230,000 | (1) | Standard Chartered PLC, 5.300%, 01/09/2043 | 230,885 | 0.1 | ||||||||||
2,781,411 | 1.3 | |||||||||||||
United States: 16.9% | ||||||||||||||
300,000 | 21st Century Fox America, Inc., 5.400%, 10/01/2043 | 332,586 | 0.2 | |||||||||||
150,000 | AbbVie, Inc., 3.600%, 05/14/2025 | 145,451 | 0.1 | |||||||||||
321,000 | AbbVie, Inc., 4.300%, 05/14/2036 | 307,940 | 0.1 | |||||||||||
275,000 | AECOM, 5.125%, 03/15/2027 | 259,875 | 0.1 | |||||||||||
53,000 | Aetna, Inc., 2.800%, 06/15/2023 | 50,584 | 0.0 | |||||||||||
459,000 | American International Group, Inc., 4.500%, 07/16/2044 | 428,527 | 0.2 | |||||||||||
265,000 | (2) | AMC Entertainment Holdings, Inc., 5.875%, 11/15/2026 | 255,725 | 0.1 | ||||||||||
210,000 | AMC Networks, Inc., 4.750%, 08/01/2025 | 202,390 | 0.1 | |||||||||||
300,000 | Amgen, Inc., 3.200%, 11/02/2027 | 281,376 | 0.1 | |||||||||||
70,000 | Andeavor Logistics L.P. / Tesoro Logistics Finance Corp., 5.250%, 01/15/2025 | 71,829 | 0.0 | |||||||||||
432,000 | Anheuser-Busch InBev Finance, Inc., 2.650%, 02/01/2021 | 426,218 | 0.2 | |||||||||||
275,000 | Anheuser-Busch InBev Finance, Inc., 3.650%, 02/01/2026 | 269,569 | 0.1 | |||||||||||
214,000 | Anheuser-Busch InBev Finance, Inc., 4.900%, 02/01/2046 | 220,857 | 0.1 | |||||||||||
190,000 | Anheuser-Busch InBev Worldwide, Inc., 4.000%, 04/13/2028 | 189,863 | 0.1 | |||||||||||
155,000 | Antero Resources Corp., 5.625%, 06/01/2023 | 157,712 | 0.1 | |||||||||||
301,000 | (1) | AT&T, Inc., 4.300%, 02/15/2030 | 285,238 | 0.1 | ||||||||||
299,000 | AT&T, Inc., 5.150%, 03/15/2042 | 283,966 | 0.1 | |||||||||||
430,000 | AT&T, Inc., 5.450%, 03/01/2047 | 423,280 | 0.2 | |||||||||||
368,000 | Bank of America Corp., 3.300%, 01/11/2023 | 362,712 | 0.2 | |||||||||||
616,000 | (5) | Bank of America Corp., 3.419%, 12/20/2028 | 580,532 | 0.3 | ||||||||||
458,000 | Bank of America Corp., 4.100%, 07/24/2023 | 466,022 | 0.2 | |||||||||||
412,000 | Bank of New York Mellon Corp., 2.050%, 05/03/2021 | 399,366 | 0.2 | |||||||||||
220,000 | (1) | Brink's Co/The, 4.625%, 10/15/2027 | 204,050 | 0.1 | ||||||||||
215,000 | (1) | Calpine Corp., 5.250%, 06/01/2026 | 203,444 | 0.1 | ||||||||||
395,000 | CBRE Services, Inc., 5.250%, 03/15/2025 | 416,189 | 0.2 | |||||||||||
216,000 | CBS Corp., 3.700%, 08/15/2024 | 210,296 | 0.1 | |||||||||||
60,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | 56,175 | 0.0 | ||||||||||
563,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | 569,777 | 0.3 | |||||||||||
265,000 | Chemours Co/The, 5.375%, 05/15/2027 | 257,050 | 0.1 | |||||||||||
265,000 | Citigroup, Inc., 4.125%, 07/25/2028 | 253,913 | 0.1 | |||||||||||
579,000 | Citigroup, Inc., 4.000%, 08/05/2024 | 569,782 | 0.3 | |||||||||||
469,000 | Citigroup, Inc., 5.500%, 09/13/2025 | 498,529 | 0.2 | |||||||||||
758,000 | Citizens Bank NA/Providence RI, 2.450%, 12/04/2019 | 751,179 | 0.3 | |||||||||||
278,000 | (1) | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | 264,069 | 0.1 | ||||||||||
165,000 | Comcast Corp., 2.350%, 01/15/2027 | 144,684 | 0.1 | |||||||||||
238,000 | Comcast Corp., 4.000%, 03/01/2048 | 210,020 | 0.1 | |||||||||||
200,000 | Comcast Corp., 4.250%, 01/15/2033 | 195,519 | 0.1 | |||||||||||
275,000 | (1) | CommScope Technologies LLC, 5.000%, 03/15/2027 | 259,531 | 0.1 | ||||||||||
330,000 | Continental Resources, Inc./OK, 4.375%, 01/15/2028 | 327,827 | 0.2 | |||||||||||
215,000 | (1) | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | 203,981 | 0.1 | ||||||||||
270,000 | CSC Holdings LLC, 5.250%, 06/01/2024 | 255,825 | 0.1 | |||||||||||
1,184,000 | CVS Health Corp., 2.800%, 07/20/2020 | 1,174,540 | 0.5 | |||||||||||
510,000 | CVS Health Corp., 4.300%, 03/25/2028 | 503,860 | 0.2 | |||||||||||
177,000 | (1) | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | 179,632 | 0.1 | ||||||||||
480,000 | (1) | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | 502,528 | 0.2 | ||||||||||
313,000 | (1) | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 329,555 | 0.2 | ||||||||||
442,000 | Discover Bank, 7.000%, 04/15/2020 | 466,946 | 0.2 | |||||||||||
240,000 | DISH DBS Corp., 5.875%, 11/15/2024 | 204,000 | 0.1 | |||||||||||
147,000 | Eastman Chemical Co., 2.700%, 01/15/2020 | 146,171 | 0.1 | |||||||||||
280,000 | Energy Transfer Partners L.P. / Regency Energy Finance Corp., 4.500%, 11/01/2023 | 281,969 | 0.1 | |||||||||||
1,026,000 | Energy Transfer Partners L.P., 4.900%, 02/01/2024 | 1,042,133 | 0.5 | |||||||||||
558,000 | Entergy Corp., 5.125%, 09/15/2020 | 575,988 | 0.3 | |||||||||||
270,000 | (1) | ESH Hospitality, Inc., 5.250%, 05/01/2025 | 261,225 | 0.1 | ||||||||||
202,000 | FedEx Corp., 4.050%, 02/15/2048 | 181,841 | 0.1 |
See Accompanying Notes to Financial Statements
4
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
United States: (continued) | ||||||||||||||
318,000 | Fifth Third Bancorp, 8.250%, 03/01/2038 | 434,970 | 0.2 | |||||||||||
200,000 | (1) | First Data Corp., 5.750%, 01/15/2024 | 200,620 | 0.1 | ||||||||||
532,000 | FirstEnergy Corp., 4.250%, 03/15/2023 | 540,911 | 0.2 | |||||||||||
569,000 | Ford Motor Credit Co. LLC, 3.200%, 01/15/2021 | 562,932 | 0.3 | |||||||||||
205,000 | General Electric Co., 6.750%, 03/15/2032 | 250,453 | 0.1 | |||||||||||
224,000 | General Motors Financial Co., Inc., 4.300%, 07/13/2025 | 220,004 | 0.1 | |||||||||||
240,000 | Goldman Sachs Group, Inc./The, 2.625%, 04/25/2021 | 234,992 | 0.1 | |||||||||||
942,000 | (5) | Goldman Sachs Group, Inc./The, 2.876%, 10/31/2022 | 920,060 | 0.4 | ||||||||||
105,000 | HCA, Inc., 5.500%, 06/15/2047 | 96,600 | 0.0 | |||||||||||
105,000 | HCA, Inc., 5.875%, 02/15/2026 | 106,181 | 0.1 | |||||||||||
150,000 | (1) | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | 150,375 | 0.1 | ||||||||||
265,000 | (1) | Hilton Domestic Operating Co., Inc., 5.125%, 05/01/2026 | 261,687 | 0.1 | ||||||||||
1,041,000 | Indiana Michigan Power Co., 7.000%, 03/15/2019 | 1,071,892 | 0.5 | |||||||||||
195,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 5.750%, 06/15/2025 | 182,325 | 0.1 | ||||||||||
90,000 | Johnson & Johnson, 2.900%, 01/15/2028 | 85,973 | 0.0 | |||||||||||
150,000 | Johnson & Johnson, 3.400%, 01/15/2038 | 141,869 | 0.1 | |||||||||||
50,000 | Johnson & Johnson, 4.375%, 12/05/2033 | 53,754 | 0.0 | |||||||||||
175,000 | (1),(2) | Jonah Energy LLC / Jonah Energy Finance Corp., 7.250%, 10/15/2025 | 142,187 | 0.1 | ||||||||||
357,000 | JPMorgan Chase & Co., 2.550%, 03/01/2021 | 349,965 | 0.2 | |||||||||||
258,000 | (5) | JPMorgan Chase & Co., 3.897%, 01/23/2049 | 232,034 | 0.1 | ||||||||||
478,000 | (5) | JPMorgan Chase & Co., 6.000%, 12/31/2199 | 489,352 | 0.2 | ||||||||||
222,000 | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/2024 | 222,341 | 0.1 | |||||||||||
194,000 | Kinder Morgan, Inc./DE, 5.550%, 06/01/2045 | 196,548 | 0.1 | |||||||||||
317,000 | Kraft Heinz Foods Co., 3.000%, 06/01/2026 | 285,859 | 0.1 | |||||||||||
144,000 | Kroger Co/The, 4.450%, 02/01/2047 | 131,373 | 0.1 | |||||||||||
103,000 | (2) | Kroger Co/The, 4.650%, 01/15/2048 | 97,560 | 0.0 | ||||||||||
291,000 | Lennar Corp., 4.750%, 11/29/2027 | 273,453 | 0.1 | |||||||||||
255,000 | Level 3 Parent LLC, 5.750%, 12/01/2022 | 255,637 | 0.1 | |||||||||||
375,000 | Medtronic, Inc., 3.150%, 03/15/2022 | 372,091 | 0.2 | |||||||||||
380,000 | (1) | Metropolitan Edison Co., 4.000%, 04/15/2025 | 379,745 | 0.2 | ||||||||||
292,000 | Molson Coors Brewing Co., 3.000%, 07/15/2026 | 265,616 | 0.1 | |||||||||||
372,000 | Morgan Stanley, 3.750%, 02/25/2023 | 372,537 | 0.2 | |||||||||||
�� | 618,000 | Morgan Stanley, 4.100%, 05/22/2023 | 620,832 | 0.3 | ||||||||||
250,000 | Murphy Oil Corp., 5.750%, 08/15/2025 | 249,925 | 0.1 | |||||||||||
438,000 | Newell Brands, Inc., 2.875%, 12/01/2019 | 436,524 | 0.2 | |||||||||||
381,000 | NextEra Energy Capital Holdings, Inc., 3.625%, 06/15/2023 | 380,488 | 0.2 | |||||||||||
235,000 | Nordstrom, Inc., 5.000%, 01/15/2044 | 217,282 | 0.1 | |||||||||||
215,000 | (1) | Novelis Corp., 5.875%, 09/30/2026 | 206,400 | 0.1 | ||||||||||
292,000 | Occidental Petroleum Corp., 4.625%, 06/15/2045 | 305,815 | 0.1 | |||||||||||
349,000 | Oracle Corp., 2.950%, 05/15/2025 | 333,473 | 0.2 | |||||||||||
150,000 | O'Reilly Automotive, Inc., 3.600%, 09/01/2027 | 141,942 | 0.1 | |||||||||||
95,000 | O'Reilly Automotive, Inc., 4.350%, 06/01/2028 | 94,653 | 0.0 | |||||||||||
100,000 | (1) | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/2023 | 101,500 | 0.0 | ||||||||||
235,000 | Pfizer, Inc., 2.750%, 06/03/2026 | 222,460 | 0.1 | |||||||||||
460,000 | Philip Morris International, Inc., 4.250%, 11/10/2044 | 436,492 | 0.2 | |||||||||||
215,000 | (1) | Post Holdings, Inc., 5.000%, 08/15/2026 | 201,025 | 0.1 | ||||||||||
249,000 | Qualcomm, Inc., 3.250%, 05/20/2027 | 232,970 | 0.1 | |||||||||||
215,000 | (1) | Quicken Loans, Inc., 5.250%, 01/15/2028 | 199,101 | 0.1 | ||||||||||
272,000 | Reynolds American, Inc., 6.150%, 09/15/2043 | 309,584 | 0.1 | |||||||||||
275,000 | (1),(2) | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | 254,375 | 0.1 | ||||||||||
165,000 | (1) | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | 154,687 | 0.1 | ||||||||||
210,000 | (1) | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | 204,427 | 0.1 | ||||||||||
225,000 | Southern Co., 2.750%, 06/15/2020 | 223,162 | 0.1 | |||||||||||
185,000 | Southwest Airlines Co., 3.450%, 11/16/2027 | 175,557 | 0.1 | |||||||||||
215,000 | (1) | Standard Industries, Inc./NJ, 5.000%, 02/15/2027 | 201,025 | 0.1 | ||||||||||
270,000 | Summit Midstream Holdings LLC / Summit Midstream Finance Corp., 5.750%, 04/15/2025 | 257,850 | 0.1 | |||||||||||
104,000 | Sunoco Logistics Partners Operations L.P., 4.250%, 04/01/2024 | 103,025 | 0.1 | |||||||||||
255,000 | (1) | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | 252,450 | 0.1 | ||||||||||
110,000 | Teleflex, Inc., 4.625%, 11/15/2027 | 104,362 | 0.1 |
See Accompanying Notes to Financial Statements
5
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
United States: (continued) | ||||||||||||||
272,000 | Time Warner Cable LLC, 5.875%, 11/15/2040 | 266,747 | 0.1 | |||||||||||
275,000 | T-Mobile USA, Inc., 4.750%, 02/01/2028 | 254,719 | 0.1 | |||||||||||
215,000 | United Rentals North America, Inc., 4.875%, 01/15/2028 | 200,219 | 0.1 | |||||||||||
230,000 | Verizon Communications, Inc., 4.125%, 03/16/2027 | 227,128 | 0.1 | |||||||||||
331,000 | Verizon Communications, Inc., 4.522%, 09/15/2048 | 302,718 | 0.1 | |||||||||||
252,000 | Viacom, Inc., 4.375%, 03/15/2043 | 209,933 | 0.1 | |||||||||||
245,000 | Walmart, Inc., 3.700%, 06/26/2028 | 246,912 | 0.1 | |||||||||||
430,000 | Wells Fargo & Co., 4.100%, 06/03/2026 | 421,639 | 0.2 | |||||||||||
210,000 | Western Digital Corp., 4.750%, 02/15/2026 | 204,619 | 0.1 | |||||||||||
255,000 | (1) | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 5.500%, 03/01/2025 | 251,175 | 0.1 | ||||||||||
36,892,937 | 16.9 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $52,352,341) | 51,083,852 | 23.3 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 12.6% | ||||||||||||||
United States: 12.6% | ||||||||||||||
363,534 | (5) | Adjustable Rate Mortgage Trust 2006-2 1A1, 3.990%, 05/25/2036 | 342,874 | 0.2 | ||||||||||
287,040 | Alternative Loan Trust 2005-51 3A2A, 2.848%, (12MTA + 1.290%), 11/20/2035 | 278,197 | 0.1 | |||||||||||
91,901 | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | 73,341 | 0.0 | |||||||||||
540,569 | Bank of America Funding 2005-1 Trust 1A1, 5.500%, 02/25/2035 | 542,405 | 0.3 | |||||||||||
79,927 | CHL Mortgage Pass-Through Trust 2005-17 1A8, 5.500%, 09/25/2035 | 79,784 | 0.0 | |||||||||||
76,236 | CHL Mortgage Pass-Through Trust 2005-J4 A7, 5.500%, 11/25/2035 | 76,496 | 0.0 | |||||||||||
355,255 | CHL Mortgage Pass-Through Trust 2007-7 A7, 5.750%, 06/25/2037 | 306,761 | 0.1 | |||||||||||
107,063 | (5) | Citigroup Mortgage Loan Trust, Inc. 2005-2 1A3, 3.965%, 05/25/2035 | 108,100 | 0.1 | ||||||||||
374,623 | CitiMortgage Alternative Loan Trust Series 2006-A3 1A7, 6.000%, 07/25/2036 | 362,962 | 0.2 | |||||||||||
58,885 | Countrywide Alternative Loan Trust 2005-53T2 2A6, 2.591%, (US0001M + 0.500%), 11/25/2035 | 35,913 | 0.0 | |||||||||||
300,000 | Countrywide Asset-Backed Certificates 2005-IM1 M1, 2.811%, (US0001M + 0.720%), 11/25/2035 | 296,019 | 0.1 | |||||||||||
15,237 | (1) | Deutsche ALT-A Securities, Inc. ALT2007-RS1 A2, 2.476%, (US0001M + 0.500%), 01/27/2037 | 9,990 | 0.0 | ||||||||||
500,000 | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 5.091%, (US0001M + 3.000%), 10/25/2029 | 532,474 | 0.2 | |||||||||||
500,000 | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 4.291%, (US0001M + 2.200%), 01/25/2030 | 509,216 | 0.2 | |||||||||||
300,000 | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 4.491%, (US0001M + 2.400%), 05/25/2030 | 306,521 | 0.1 | |||||||||||
600,000 | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 4.591%, (US0001M + 2.500%), 05/25/2030 | 612,548 | 0.3 | |||||||||||
73,679 | (6) | Fannie Mae Interest Strip Sereis 328 2, 6.000%, 12/25/2032 | 17,556 | 0.0 | ||||||||||
38,639 | (6) | Fannie Mae Interest Strip Sereis 332 2, 6.000%, 03/25/2033 | 9,481 | 0.0 | ||||||||||
144,440 | (6) | Fannie Mae Interest Strip Series 254 2, 7.500%, 01/25/2024 | 21,019 | 0.0 | ||||||||||
24,190 | (6) | Fannie Mae Interest Strip Series 294 2, 7.000%, 02/25/2028 | 5,316 | 0.0 | ||||||||||
198,297 | (6) | Fannie Mae Interest Strip Series 319 2, 6.500%, 02/25/2032 | 43,637 | 0.0 | ||||||||||
32,320 | (6) | Fannie Mae Interest Strip Series 331 5, 6.000%, 02/25/2033 | 6,690 | 0.0 | ||||||||||
31,511 | (6) | Fannie Mae Interest Strip Series 334 12, 6.000%, 03/25/2033 | 7,395 | 0.0 | ||||||||||
38,065 | (6) | Fannie Mae Interest Strip Series 338 2, 5.500%, 07/25/2033 | 8,651 | 0.0 | ||||||||||
16,465 | (6) | Fannie Mae Interest Strip Series 356 10, 5.500%, 06/25/2035 | 3,335 | 0.0 | ||||||||||
17,662 | (6) | Fannie Mae Interest Strip Series 364 15, 6.000%, 09/25/2035 | 3,683 | 0.0 | ||||||||||
536,133 | (6) | Fannie Mae Interest Strip Series 418 5, 3.500%, 08/25/2043 | 90,979 | 0.0 | ||||||||||
817,738 | (5),(6) | Fannie Mae Interest Strip Series 418 80, 3.500%, 08/25/2033 | 111,935 | 0.1 | ||||||||||
12,659 | Fannie Mae REMIC Trust 1999-14 MB, 6.500%, 04/25/2029 | 13,973 | 0.0 | |||||||||||
18,470 | Fannie Mae REMIC Trust 1999-54 LH, 6.500%, 11/25/2029 | 20,052 | 0.0 | |||||||||||
17,065 | Fannie Mae REMIC Trust 2001-80 ZB, 6.000%, 01/25/2032 | 18,542 | 0.0 | |||||||||||
78,863 | (6) | Fannie Mae REMIC Trust 2002-12 SB, 5.659%, (-1.000*US0001M + 7.750%), 07/25/2031 | 13,528 | 0.0 |
See Accompanying Notes to Financial Statements
6
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
United States: (continued) | ||||||||||||||
44,223 | (6) | Fannie Mae REMIC Trust 2002-2 SW, 5.659%, (-1.000*US0001M + 7.750%), 02/25/2032 | 7,838 | 0.0 | ||||||||||
20,044 | Fannie Mae REMIC Trust 2002-21 PE, 6.500%, 04/25/2032 | 22,095 | 0.0 | |||||||||||
8,167 | Fannie Mae REMIC Trust 2002-29 F, 3.091%, (US0001M + 1.000%), 04/25/2032 | 8,371 | 0.0 | |||||||||||
27,076 | (6) | Fannie Mae REMIC Trust 2002-41 S, 5.859%, (-1.000*US0001M + 7.950%), 07/25/2032 | 4,312 | 0.0 | ||||||||||
2,513 | Fannie Mae REMIC Trust 2002-64 FJ, 3.091%, (US0001M + 1.000%), 04/25/2032 | 2,576 | 0.0 | |||||||||||
5,029 | Fannie Mae REMIC Trust 2002-68 FH, 2.585%, (US0001M + 0.500%), 10/18/2032 | 5,052 | 0.0 | |||||||||||
876,016 | (6) | Fannie Mae REMIC Trust 2002-77 JS, 5.915%, (-1.000*US0001M + 8.000%), 12/18/2032 | 152,962 | 0.1 | ||||||||||
22,774 | Fannie Mae REMIC Trust 2002-84 FB, 3.091%, (US0001M + 1.000%), 12/25/2032 | 23,314 | 0.0 | |||||||||||
22,771 | Fannie Mae REMIC Trust 2003-11 FA, 3.091%, (US0001M + 1.000%), 09/25/2032 | 23,316 | 0.0 | |||||||||||
4,900 | Fannie Mae REMIC Trust 2003-116 FA, 2.491%, (US0001M + 0.400%), 11/25/2033 | 4,906 | 0.0 | |||||||||||
30,122 | (6) | Fannie Mae REMIC Trust 2003-13 IO, 7.000%, 03/25/2033 | 7,855 | 0.0 | ||||||||||
24,435 | (6) | Fannie Mae REMIC Trust 2003-26 IK, 7.000%, 04/25/2033 | 5,662 | 0.0 | ||||||||||
16,047 | (6) | Fannie Mae REMIC Trust 2003-52 NS, 5.009%, (-1.000*US0001M + 7.100%), 06/25/2023 | 1,015 | 0.0 | ||||||||||
123,031 | (6) | Fannie Mae REMIC Trust 2004-56 SE, 5.459%, (-1.000*US0001M + 7.550%), 10/25/2033 | 21,993 | 0.0 | ||||||||||
33,609 | Fannie Mae REMIC Trust 2005-25 PS, 18.959%, (-4.400*US0001M + 28.160%), 04/25/2035 | 50,217 | 0.0 | |||||||||||
15,399 | (6) | Fannie Mae REMIC Trust 2005-40 SB, 4.659%, (-1.000*US0001M + 6.750%), 05/25/2035 | 1,912 | 0.0 | ||||||||||
68,938 | Fannie Mae REMIC Trust 2005-71 DB, 4.500%, 08/25/2025 | 70,361 | 0.0 | |||||||||||
112,127 | Fannie Mae REMIC Trust 2005-74 DK, 15.636%, (-4.000*US0001M + 24.000%), 07/25/2035 | 157,005 | 0.1 | |||||||||||
351,929 | Fannie Mae REMIC Trust 2005-87 SB, 16.166%, (-3.667*US0001M + 23.833%), 10/25/2035 | 501,710 | 0.2 | |||||||||||
259,946 | Fannie Mae REMIC Trust 2006-104 ES, 22.994%, (-5.000*US0001M + 33.450%), 11/25/2036 | 425,069 | 0.2 | |||||||||||
16,601 | Fannie Mae REMIC Trust 2006-11 PS, 16.899%, (-3.667*US0001M + 24.567%), 03/25/2036 | 24,326 | 0.0 | |||||||||||
44,919 | Fannie Mae REMIC Trust 2006-46 SW, 16.532%, (-3.667*US0001M + 24.199%), 06/25/2036 | 64,508 | 0.0 | |||||||||||
9,716,306 | (6) | Fannie Mae REMIC Trust 2006-51 SA, 4.479%, (-1.000*US0001M + 6.570%), 06/25/2036 | 1,430,179 | 0.7 | ||||||||||
81,782 | (6) | Fannie Mae REMIC Trust 2006-90 SX, 5.139%, (-1.000*US0001M + 7.230%), 09/25/2036 | 12,949 | 0.0 | ||||||||||
9,588,620 | (6) | Fannie Mae REMIC Trust 2007-116 DI, 3.849%, (-1.000*US0001M + 5.940%), 01/25/2038 | 1,303,642 | 0.6 | ||||||||||
71,054 | (6) | Fannie Mae REMIC Trust 2007-88 XI, 4.449%, (-1.000*US0001M + 6.540%), 06/25/2037 | 11,155 | 0.0 | ||||||||||
963,001 | (6) | Fannie Mae REMIC Trust 2007-89 SB, 4.459%, (-1.000*US0001M + 6.550%), 09/25/2037 | 146,087 | 0.1 | ||||||||||
2,115,002 | (6) | Fannie Mae REMIC Trust 2007-94 SG, 4.359%, (-1.000*US0001M + 6.450%), 10/25/2037 | 315,984 | 0.2 | ||||||||||
248,774 | Fannie Mae REMIC Trust 2010-109 SN, 15.088%, (-5.000*US0001M + 25.000%), 10/25/2040 | 460,042 | 0.2 | |||||||||||
146,325 | Fannie Mae REMIC Trust 2010-155 PL, 5.000%, 07/25/2040 | 149,463 | 0.1 | |||||||||||
3,677,470 | (6) | Fannie Mae REMIC Trust 2011-55 SK, 4.469%, (-1.000*US0001M + 6.560%), 06/25/2041 | 578,062 | 0.3 | ||||||||||
2,955,846 | (6) | Fannie Mae REMIC Trust 2011-86 NS, 3.859%, (-1.000*US0001M + 5.950%), 09/25/2041 | 360,614 | 0.2 | ||||||||||
1,954,044 | (6) | Fannie Mae REMIC Trust 2012-10 US, 4.359%, (-1.000*US0001M + 6.450%), 02/25/2042 | 254,202 | 0.1 | ||||||||||
1,559,105 | (6) | Fannie Mae REMIC Trust 2012-110 JI, 4.000%, 06/25/2042 | 242,706 | 0.1 | ||||||||||
5,159,440 | (6) | Fannie Mae REMIC Trust 2012-133 PS, 4.109%, (-1.000*US0001M + 6.200%), 03/25/2042 | 572,155 | 0.3 |
See Accompanying Notes to Financial Statements
7
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
United States: (continued) | ||||||||||||||
2,433,314 | (6) | Fannie Mae REMIC Trust 2012-144 SB, 4.009%, (-1.000*US0001M + 6.100%), 01/25/2043 | 460,298 | 0.2 | ||||||||||
2,692,433 | (6) | Fannie Mae REMIC Trust 2012-27 SB, 3.889%, (-1.000*US0001M + 5.980%), 11/25/2041 | 342,142 | 0.2 | ||||||||||
23,601 | Fannie Mae REMIC Trust 2013-130 ST, 8.000%, (-16.000*US0001M + 64.000%), 05/25/2043 | 26,653 | 0.0 | |||||||||||
1,625,807 | (6) | Fannie Mae REMIC Trust 2013-64 LI, 3.000%, 06/25/2033 | 221,487 | 0.1 | ||||||||||
9,075,009 | (6) | Freddie Mac 3502 DL, 3.927%, (-1.000*US0001M + 6.000%), 01/15/2039 | 1,217,256 | 0.6 | ||||||||||
44,329 | Freddie Mac REMIC Trust 1360 PZ, 7.500%, 09/15/2022 | 47,065 | 0.0 | |||||||||||
25,953 | Freddie Mac REMIC Trust 1674 Z, 6.750%, 02/15/2024 | 27,519 | 0.0 | |||||||||||
52,610 | Freddie Mac REMIC Trust 1897 K, 7.000%, 09/15/2026 | 57,193 | 0.0 | |||||||||||
9,951 | (6) | Freddie Mac REMIC Trust 2035 PE, 7.000%, 03/15/2028 | 2,127 | 0.0 | ||||||||||
51,068 | (6) | Freddie Mac REMIC Trust 2049 PL, 7.000%, 04/15/2028 | 10,334 | 0.0 | ||||||||||
25,029 | Freddie Mac REMIC Trust 2122 F, 2.523%, (US0001M + 0.450%), 02/15/2029 | 25,152 | 0.0 | |||||||||||
81,832 | (6) | Freddie Mac REMIC Trust 2134 SB, 5.627%, (-1.000*US0001M + 7.700%), 03/15/2029 | 10,973 | 0.0 | ||||||||||
91,766 | (6) | Freddie Mac REMIC Trust 2136 SG, 5.577%, (-1.000*US0001M + 7.650%), 03/15/2029 | 13,334 | 0.0 | ||||||||||
118,671 | (6) | Freddie Mac REMIC Trust 2177 SB, 6.877%, (-1.000*US0001M + 8.950%), 08/15/2029 | 20,847 | 0.0 | ||||||||||
13,177 | Freddie Mac REMIC Trust 2344 FP, 3.023%, (US0001M + 0.950%), 08/15/2031 | 13,544 | 0.0 | |||||||||||
5,891 | Freddie Mac REMIC Trust 2412 GF, 3.023%, (US0001M + 0.950%), 02/15/2032 | 6,057 | 0.0 | |||||||||||
46,380 | Freddie Mac REMIC Trust 2415 ZA, 6.500%, 02/15/2032 | 52,218 | 0.0 | |||||||||||
37,011 | Freddie Mac REMIC Trust 2461 PZ, 6.500%, 06/15/2032 | 40,154 | 0.0 | |||||||||||
7,125 | Freddie Mac REMIC Trust 2464 FI, 3.073%, (US0001M + 1.000%), 02/15/2032 | 7,296 | 0.0 | |||||||||||
7,308 | Freddie Mac REMIC Trust 2470 LF, 3.073%, (US0001M + 1.000%), 02/15/2032 | 7,484 | 0.0 | |||||||||||
9,834 | Freddie Mac REMIC Trust 2471 FD, 3.073%, (US0001M + 1.000%), 03/15/2032 | 10,074 | 0.0 | |||||||||||
7,995 | Freddie Mac REMIC Trust 2504 FP, 2.573%, (US0001M + 0.500%), 03/15/2032 | 8,036 | 0.0 | |||||||||||
31,830 | Freddie Mac REMIC Trust 2551 LF, 2.573%, (US0001M + 0.500%), 01/15/2033 | 32,021 | 0.0 | |||||||||||
83,559 | Freddie Mac REMIC Trust 2676 KY, 5.000%, 09/15/2023 | 86,732 | 0.0 | |||||||||||
397,814 | Freddie Mac REMIC Trust 2750 XG, 5.000%, 02/15/2034 | 419,811 | 0.2 | |||||||||||
345,361 | Freddie Mac REMIC Trust 2890 PE, 5.000%, 11/15/2034 | 371,405 | 0.2 | |||||||||||
67,128 | Freddie Mac REMIC Trust 3001 HT, 8.000%, (-6.667*US0001M + 44.667%), 05/15/2035 | 74,083 | 0.0 | |||||||||||
72,709 | (6) | Freddie Mac REMIC Trust 3004 SB, 4.077%, (-1.000*US0001M + 6.150%), 07/15/2035 | 7,075 | 0.0 | ||||||||||
15,294 | Freddie Mac REMIC Trust 3025 SJ, 17.148%, (-3.667*US0001M + 24.750%), 08/15/2035 | 22,043 | 0.0 | |||||||||||
912,348 | (6) | Freddie Mac REMIC Trust 3223 S, 3.877%, (-1.000*US0001M + 5.950%), 10/15/2036 | 96,746 | 0.0 | ||||||||||
2,525,506 | (6) | Freddie Mac REMIC Trust 3505 SA, 3.927%, (-1.000*US0001M + 6.000%), 01/15/2039 | 349,802 | 0.2 | ||||||||||
2,878,064 | (6) | �� | Freddie Mac REMIC Trust 3702 S, 2.377%, (-1.000*US0001M + 4.450%), 05/15/2036 | 192,145 | 0.1 | |||||||||
2,035,825 | (6) | Freddie Mac REMIC Trust 3710 SL, 3.927%, (-1.000*US0001M + 6.000%), 05/15/2036 | 81,515 | 0.0 | ||||||||||
95,980 | (6) | Freddie Mac REMIC Trust 3803 SG, 4.527%, (-1.000*US0001M + 6.600%), 08/15/2028 | 933 | 0.0 | ||||||||||
3,011,510 | (6) | Freddie Mac REMIC Trust 3925 SD, 3.977%, (-1.000*US0001M + 6.050%), 07/15/2040 | 330,775 | 0.2 | ||||||||||
1,522,877 | (6) | Freddie Mac REMIC Trust 4136 SW, 4.177%, (-1.000*US0001M + 6.250%), 11/15/2032 | 205,385 | 0.1 | ||||||||||
689,047 | (6) | Freddie Mac REMIC Trust 4161 CI, 4.000%, 02/15/2043 | 118,963 | 0.1 | ||||||||||
10,435,182 | (6) | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | 1,807,067 | 0.8 | ||||||||||
1,246,571 | (6) | Freddie Mac Series 4120 IK, 3.000%, 10/15/2032 | 161,877 | 0.1 | ||||||||||
100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 6.791%, (US0001M + 4.700%), 04/25/2028 | 118,619 | 0.1 |
See Accompanying Notes to Financial Statements
8
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
United States: (continued) | ||||||||||||||
400,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 4.591%, (US0001M + 2.500%), 03/25/2030 | 412,537 | 0.2 | |||||||||||
600,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 4.741%, (US0001M + 2.650%), 12/25/2029 | 619,187 | 0.3 | |||||||||||
76,493 | (5) | Freddie Mac Whole Loan Securities Trust 2016-SC02 M1, 3.604%, 10/25/2046 | 76,287 | 0.0 | ||||||||||
445,914 | Ginnie Mae Series 2007-8 SP, 15.292%, (-3.242*US0001M + 22.048%), 03/20/2037 | 603,376 | 0.3 | |||||||||||
2,042,646 | (6) | Ginnie Mae Series 2010-165 IP, 4.000%, 04/20/2038 | 78,445 | 0.0 | ||||||||||
2,372,672 | (6) | Ginnie Mae Series 2010-68 MS, 3.766%, (-1.000*US0001M + 5.850%), 06/20/2040 | 312,742 | 0.1 | ||||||||||
1,679,300 | (6) | Ginnie Mae Series 2012-97 SC, 4.615%, (-1.000*US0001M + 6.700%), 07/16/2041 | 255,178 | 0.1 | ||||||||||
259,825 | GreenPoint Mortgage Funding Trust 2006-AR3 4A1, 2.301%, (US0001M + 0.210%), 04/25/2036 | 238,999 | 0.1 | |||||||||||
64,231 | (5) | GSR Mortgage Loan Trust 2005-AR6 1A4, 3.923%, 09/25/2035 | 66,332 | 0.0 | ||||||||||
686,298 | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 2.301%, (US0001M + 0.210%), 04/25/2046 | 639,836 | 0.3 | |||||||||||
675,006 | (5) | JP Morgan Mortgage Trust 2005-A4 B1, 4.207%, 07/25/2035 | 611,615 | 0.3 | ||||||||||
96,620 | (5) | JP Morgan Mortgage Trust 2007-A1 7A1, 3.943%, 07/25/2035 | 97,304 | 0.1 | ||||||||||
294,155 | (1),(5) | JP Morgan Mortgage Trust 2017-3 B1, 3.869%, 08/25/2047 | 290,916 | 0.1 | ||||||||||
138,105 | Lehman XS Trust Series 2005-5N 1A2, 2.451%, (US0001M + 0.360%), 11/25/2035 | 122,933 | 0.1 | |||||||||||
101,316 | (5) | MASTR Adjustable Rate Mortgages Trust 2006-2 1A1, 3.966%, 04/25/2036 | 101,211 | 0.1 | ||||||||||
2,443,941 | (5) | RALI Series Trust 2006-QO1 X2, 1.879%, 02/25/2046 | 220,885 | 0.1 | ||||||||||
92,831 | (1),(5) | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | 93,701 | 0.0 | ||||||||||
733,929 | (5) | TBW Mortgage-Backed Trust 2007-2 A1A, 5.965%, 07/25/2037 | 435,723 | 0.2 | ||||||||||
8,267,057 | (5),(6) | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 0.410%, 08/25/2045 | 171,101 | 0.1 | ||||||||||
51,554 | (5) | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.367%, 10/25/2036 | 50,235 | 0.0 | ||||||||||
883,372 | (5) | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 3A1, 3.208%, 12/25/2036 | 862,845 | 0.4 | ||||||||||
190,593 | (5) | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.326%, 08/25/2046 | 182,742 | 0.1 | ||||||||||
383,358 | (5) | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.438%, 12/25/2036 | 376,165 | 0.2 | ||||||||||
109,927 | (5) | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.136%, 04/25/2037 | 100,697 | 0.1 | ||||||||||
123,920 | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.521%, (US0001M + 0.430%), 06/25/2037 | 103,937 | 0.1 | |||||||||||
56,826 | (5) | Wells Fargo Mortgage Backed Securities 2005-AR16 2A1, 3.812%, 02/25/2034 | 58,497 | 0.0 | ||||||||||
150,762 | Wells Fargo Mortgage Backed Securities 2006-8 A15, 6.000%, 07/25/2036 | 152,132 | 0.1 | |||||||||||
183,365 | (5) | Wells Fargo Mortgage Backed Securities 2006-AR17 A1, 3.640%, 10/25/2036 | 179,870 | 0.1 | ||||||||||
39,550 | (5) | Wells Fargo Mortgage Backed Securities 2006-AR17 A2, 3.640%, 10/25/2036 | 38,796 | 0.0 | ||||||||||
230,645 | (5) | Wells Fargo Mortgage Backed Securities 2006-AR7 2A1, 4.323%, 05/25/2036 | 236,448 | 0.1 | ||||||||||
228,147 | (5) | Wells Fargo Mortgage Backed Securities 2006-AR8 3A2, 3.773%, 04/25/2036 | 227,488 | 0.1 | ||||||||||
189,080 | (1),(5) | WinWater Mortgage Loan Trust 2015-5 B4, 3.796%, 08/20/2045 | 181,566 | 0.1 | ||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $27,766,123) | 27,596,954 | 12.6 | ||||||||||||
STRUCTURED PRODUCTS: 0.0% | ||||||||||||||
Russia: 0.0% | ||||||||||||||
RUB | 4,706,367 | (4) | Morgan Stanley & Co. International PLC - EM Whole Loan SA /Russian Federation Total Return Linked Bonds, Series 007, Cl. VR, 5.000%, 08/22/2034 | 33,621 | 0.0 | |||||||||
Total Structured Products | ||||||||||||||
(Cost $168,271) | 33,621 | 0.0 |
See Accompanying Notes to Financial Statements
9
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 1.0% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 0.5%(7) | ||||||||||||||
199,115 | 4.000%, 09/01/2045 | 203,803 | 0.1 | |||||||||||
309,150 | 4.000%, 09/01/2045 | 316,416 | 0.1 | |||||||||||
155,756 | 4.000%, 09/01/2045 | 159,409 | 0.1 | |||||||||||
112,392 | 4.000%, 09/01/2045 | 115,036 | 0.1 | |||||||||||
234,057 | 4.000%, 05/01/2046 | 238,842 | 0.1 | |||||||||||
1,306 | 5.000%, 01/01/2020 | 1,331 | 0.0 | |||||||||||
5,114 | 5.000%, 02/01/2020 | 5,202 | 0.0 | |||||||||||
11,106 | 5.000%, 12/01/2034 | 11,845 | 0.0 | |||||||||||
40,920 | 6.000%, 02/01/2034 | 45,158 | 0.0 | |||||||||||
5,896 | 6.500%, 02/01/2022 | 6,236 | 0.0 | |||||||||||
7,138 | 6.500%, 09/01/2022 | 7,479 | 0.0 | |||||||||||
2,996 | 6.500%, 08/01/2032 | 3,339 | 0.0 | |||||||||||
6,888 | 6.500%, 07/01/2034 | 7,677 | 0.0 | |||||||||||
6,379 | 6.500%, 07/01/2034 | 7,108 | 0.0 | |||||||||||
1,128,881 | 0.5 | |||||||||||||
Federal National Mortgage Association: 0.5%(7) | ||||||||||||||
66,197 | 2.500%, 06/01/2030 | 64,654 | 0.0 | |||||||||||
95,435 | 2.500%, 06/01/2030 | 93,210 | 0.1 | |||||||||||
39,802 | 2.500%, 07/01/2030 | 38,874 | 0.0 | |||||||||||
146,649 | 3.730%, 10/01/2036 | 154,384 | 0.1 | |||||||||||
180,996 | 4.000%, 05/01/2045 | 184,957 | 0.1 | |||||||||||
74,811 | 5.000%, 06/01/2041 | 80,290 | 0.0 | |||||||||||
3,063 | 5.500%, 09/01/2019 | 3,084 | 0.0 | |||||||||||
2,981 | 5.500%, 09/01/2019 | 3,000 | 0.0 | |||||||||||
22,315 | 5.500%, 09/01/2024 | 23,920 | 0.0 | |||||||||||
2,584 | 6.000%, 05/01/2021 | 2,629 | 0.0 | |||||||||||
87,675 | 6.000%, 11/01/2034 | 96,705 | 0.1 | |||||||||||
140,176 | 6.000%, 04/01/2035 | 154,618 | 0.1 | |||||||||||
64,389 | 6.500%, 12/01/2029 | 71,185 | 0.0 | |||||||||||
27,166 | 6.500%, 01/01/2034 | 30,081 | 0.0 | |||||||||||
280 | 7.000%, 04/01/2033 | 296 | 0.0 | |||||||||||
21,658 | 7.500%, 09/01/2032 | 24,793 | 0.0 | |||||||||||
48,799 | 7.500%, 01/01/2033 | 56,106 | 0.0 | |||||||||||
1,082,786 | 0.5 | |||||||||||||
Government National Mortgage Association: 0.0% | ||||||||||||||
42,211 | 5.000%, 04/15/2034 | 44,946 | 0.0 | |||||||||||
18,718 | 6.500%, 02/20/2035 | 21,162 | 0.0 | |||||||||||
66,108 | 0.0 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $2,289,899) | 2,277,775 | 1.0 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 9.3% | ||||||||||||||
U.S. Treasury Bonds: 1.4% | ||||||||||||||
3,024,000 | (2) | 3.000%, 02/15/2048 | 3,031,678 | 1.4 | ||||||||||
U.S. Treasury Notes: 7.9% | ||||||||||||||
30,000 | 1.250%, 10/31/2021 | 28,663 | 0.0 | |||||||||||
1,012,000 | 1.625%, 03/31/2019 | 1,007,177 | 0.5 | |||||||||||
220,000 | 1.625%, 10/31/2023 | 207,668 | 0.1 | |||||||||||
1,000 | 2.500%, 05/31/2020 | 1,000 | 0.0 | |||||||||||
1,453,000 | 2.500%, 06/30/2020 | 1,452,234 | 0.7 | |||||||||||
1,924,000 | 2.625%, 06/15/2021 | 1,924,263 | 0.9 | |||||||||||
3,080,000 | 2.625%, 06/30/2023 | 3,064,420 | 1.4 | |||||||||||
666,000 | 2.750%, 06/30/2025 | 663,242 | 0.3 | |||||||||||
535,000 | 2.875%, 05/31/2025 | 537,017 | 0.2 | |||||||||||
8,356,000 | 2.875%, 05/15/2028 | 8,370,199 | 3.8 | |||||||||||
17,255,883 | 7.9 | |||||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $20,161,507) | 20,287,561 | 9.3 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 9.3% | ||||||||||||||
United States: 9.3% | ||||||||||||||
6,990,826 | (5),(6) | BANK 2017-BNK5 XA, 1.240%, 06/15/2060 | 476,440 | 0.2 | ||||||||||
900,000 | (1),(5) | BANK 2017-BNK6 E, 2.794%, 07/15/2060 | 539,410 | 0.2 | ||||||||||
1,948,000 | (1),(5),(6) | BANK 2017-BNK6 XE, 1.500%, 07/15/2060 | 210,116 | 0.1 | ||||||||||
8,837,746 | (5),(6) | Bank of America Commercial Mortgage Trust 2017-BNK3 XA, 1.291%, 02/15/2050 | 638,755 | 0.3 | ||||||||||
2,062,382 | (5),(6) | Barclays Commercial Mortgage Trust 2017-C1 XA, 1.685%, 02/15/2050 | 203,240 | 0.1 | ||||||||||
8,020,000 | (1),(5),(6) | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/2033 | 322,797 | 0.1 | ||||||||||
440,000 | (1),(5) | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 E, 5.406%, 11/11/2041 | 447,571 | 0.2 | ||||||||||
140,000 | (1),(5) | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 E, 5.911%, 04/12/2038 | 144,374 | 0.1 | ||||||||||
130,210 | (1) | Beckman Coulter, Inc. 2000-A A, 7.498%, 12/15/2018 | 130,058 | 0.1 | ||||||||||
1,864,660 | (5),(6) | CD 2016-CD1 Mortgage Trust XA, 1.565%, 08/10/2049 | 160,186 | 0.1 | ||||||||||
8,942,946 | (5),(6) | CFCRE Commercial Mortgage Trust 2016-C7 XA, 0.929%, 12/10/2054 | 464,146 | 0.2 | ||||||||||
7,900,000 | (5),(6) | Citigroup Commercial Mortgage Trust 2016-C2 XB, 0.997%, 08/10/2049 | 479,788 | 0.2 | ||||||||||
3,239,005 | (5),(6) | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.271%, 10/12/2050 | 240,288 | 0.1 | ||||||||||
210,000 | (5) | Citigroup Commercial Mortgage Trust 2017-P8 C, 4.414%, 09/15/2050 | 204,816 | 0.1 | ||||||||||
3,381,377 | (5),(6) | COMM 2012-CR1 XA, 2.050%, 05/15/2045 | 201,483 | 0.1 | ||||||||||
10,006,486 | (1),(5),(6) | COMM 2012-LTRT XA, 1.125%, 10/05/2030 | 315,634 | 0.1 | ||||||||||
10,159,373 | (5),(6) | COMM 2013-CCRE13 XA, 1.050%, 11/10/2046 | 305,923 | 0.1 | ||||||||||
14,134,534 | (5),(6) | COMM 2014-CR16 XA, 1.314%, 04/10/2047 | 576,754 | 0.3 | ||||||||||
570,000 | (5) | COMM 2016-COR1 C, 4.540%, 10/10/2049 | 560,849 | 0.3 | ||||||||||
4,455,175 | (5),(6) | COMM 2016-CR28 XA, 0.692%, 02/10/2049 | 171,432 | 0.1 | ||||||||||
1,000,000 | (5) | COMM 2017-COR2 C, 4.715%, 09/10/2050 | 1,002,183 | 0.5 | ||||||||||
11,718,703 | (5),(6) | CSAIL 2017-CX9 XA Commercial Mortgage Trust, 1.038%, 09/15/2050 | 556,415 | 0.3 | ||||||||||
300,000 | (1),(8) | DBRR Re-REMIC Trust 2015-FRR1 B711, 0.000%, 08/28/2045 | 284,099 | 0.1 | ||||||||||
1,991,770 | (1),(5),(6) | DBUBS 2011-LC1A XA, 0.904%, 11/10/2046 | 25,481 | 0.0 | ||||||||||
210,000 | (1),(5) | DBUBS 2011-LC2A D, 5.719%, 07/10/2044 | 216,604 | 0.1 | ||||||||||
290,000 | (1),(5) | DBJPM 16-C3 Mortgage Trust, 3.635%, 09/10/2049 | 244,016 | 0.1 |
See Accompanying Notes to Financial Statements
10
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | ||||||||||||||
United States: (continued) | ||||||||||||||
3,560,000 | (5),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K010 X3, 4.781%, 11/25/2044 | 354,902 | 0.2 | ||||||||||
3,840,000 | (5),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K013 X3, 2.910%, 01/25/2043 | 260,120 | 0.1 | ||||||||||
8,282,700 | (5),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K018 X1, 1.505%, 01/25/2022 | 315,233 | 0.1 | ||||||||||
10,000,000 | (5),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.852%, 12/25/2041 | 819,735 | 0.4 | ||||||||||
3,424,638 | (5),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K704 X1, 2.062%, 08/25/2018 | 5,336 | 0.0 | ||||||||||
28,141,208 | (5),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K710 X1, 1.859%, 05/25/2019 | 301,716 | 0.1 | ||||||||||
4,423,190 | (5),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K711 X3, 1.675%, 08/25/2040 | 79,053 | 0.0 | ||||||||||
40,760,184 | (1),(6) | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | 109,058 | 0.1 | ||||||||||
238,189 | (1),(5) | GCCFC Commercial Mortgage Trust 2004-GG1 F, 6.601%, 06/10/2036 | 236,555 | 0.1 | ||||||||||
100,000 | (1),(5) | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/2043 | 90,441 | 0.0 | ||||||||||
2,297,260 | (5),(6) | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.405%, 05/10/2045 | 116,322 | 0.1 | ||||||||||
5,213,001 | (5),(6) | GS Mortgage Securities Trust 2013-GC16 XA, 1.558%, 11/10/2046 | 192,222 | 0.1 | ||||||||||
4,663,743 | (5),(6) | GS Mortgage Securities Trust 2013-GCJ14 XA, 0.831%, 08/10/2046 | 129,611 | 0.1 | ||||||||||
1,350,000 | (1),(5) | GS Mortgage Securities Trust 2016-GS4 E, 3.924%, 11/10/2049 | 963,404 | 0.4 | ||||||||||
2,324,157 | (5),(6) | GS Mortgage Securities Trust 2017-GS6 XA, 1.196%, 05/10/2050 | 177,765 | 0.1 | ||||||||||
2,940,000 | (1),(5),(6) | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.413%, 12/15/2047 | 40,668 | 0.0 | ||||||||||
256,164 | (5) | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.466%, 06/12/2041 | 260,162 | 0.1 | ||||||||||
6,353,229 | (5),(6) | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.653%, 06/15/2045 | 250,992 | 0.1 | ||||||||||
250,000 | (5) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 C, 4.260%, 12/15/2047 | 245,303 | 0.1 | ||||||||||
660,000 | (5) | JPMBB Commercial Mortgage Securities Trust 2014-C18 AS, 4.439%, 02/15/2047 | 681,528 | 0.3 | ||||||||||
726,775 | (1) | JPMBB Commercial Mortgage Securities Trust 2014-C24 ESK, 9.989%, 11/15/2047 | 719,201 | 0.3 | ||||||||||
13,238,467 | (5),(6) | JPMBB Commercial Mortgage Securities Trust 2014-C24 XA, 1.159%, 11/15/2047 | 511,064 | 0.2 | ||||||||||
360,000 | (5) | LB-UBS Commercial Mortgage Trust 2005-C3 F, 5.013%, 07/15/2040 | 352,882 | 0.2 | ||||||||||
3,123,421 | (1),(5),(6) | LSTAR Commercial Mortgage Trust 2017-5 X, 1.389%, 03/10/2050 | 152,705 | 0.1 | ||||||||||
18,750,000 | (1),(5),(6) | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XB, 0.586%, 12/15/2047 | 531,218 | 0.2 | ||||||||||
570,000 | (1),(5) | Morgan Stanley Capital I Trust 2011-C1 D, 5.599%, 09/15/2047 | 587,962 | 0.3 | ||||||||||
460,000 | (1),(5) | Morgan Stanley Capital I Trust 2011-C1 E, 5.599%, 09/15/2047 | 474,963 | 0.2 | ||||||||||
98,418 | (1) | Morgan Stanley Reremic Trust 2012-XA B, 0.250%, 07/27/2049 | 97,092 | 0.0 | ||||||||||
5,290,132 | (1),(5),(6) | UBS-Barclays Commercial Mortgage Trust 2012-C3 XA, 2.053%, 08/10/2049 | 347,502 | 0.2 | ||||||||||
7,110,553 | (5),(6) | Wells Fargo Commercial Mortgage Trust 2016-C37, 1.172%, 12/15/2049 | 358,535 | 0.2 | ||||||||||
3,379,165 | (1),(5),(6) | WFRBS Commercial Mortgage Trust 2012-C8 XA, 2.007%, 08/15/2045 | 204,412 | 0.1 | ||||||||||
550,000 | (1),(5) | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.414%, 03/15/2045 | 425,053 | 0.2 | ||||||||||
860,000 | (1),(5) | WFRBS Commercial Mortgage Trust 2013-C11 G, 4.414%, 03/15/2045 | 342,984 | 0.2 | ||||||||||
1,189,192 | (1),(5),(6) | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.416%, 03/15/2048 | 56,315 | 0.0 | ||||||||||
10,139,751 | (5),(6) | WFRBS Commercial Mortgage Trust 2014-C19 XA, 1.275%, 03/15/2047 | 445,623 | 0.2 | ||||||||||
Total Commercial Mortgage-Backed Securities | ||||||||||||||
(Cost $20,431,118) | 20,360,495 | 9.3 | ||||||||||||
FOREIGN GOVERNMENT BONDS: 7.9% | ||||||||||||||
Brazil: 0.3% | ||||||||||||||
BRL | 705,000 | Brazil Notas do Tesouro Nacional Series F, 6.000%, 05/15/2045 | �� | 574,182 | 0.3 | |||||||||
Germany: 1.2% | ||||||||||||||
EUR | 1,010,000 | (8) | Bundesobligation, 0.000%, 10/08/2021 | 1,200,348 | 0.5 |
See Accompanying Notes to Financial Statements
11
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
FOREIGN GOVERNMENT BONDS: (continued) | ||||||||||||||
Germany: (continued) | ||||||||||||||
EUR | 10,000 | Bundesrepublik Deutschland Bundesanleihe, 2.000%, 08/15/2023 | 13,049 | 0.0 | ||||||||||
EUR | 660,000 | Bundesrepublik Deutschland Bundesanleihe, 2.500%, 08/15/2046 | 1,058,910 | 0.5 | ||||||||||
EUR | 120,000 | (8) | Bundesrepublik Deutschland Bundesanleihe, 0.000%, 08/15/2026 | 138,698 | 0.1 | |||||||||
EUR | 180,000 | (8) | Bundesschatzanweisungen, 0.000%, 12/14/2018 | 210,794 | 0.1 | |||||||||
2,621,799 | 1.2 | |||||||||||||
Hungary: 0.3% | ||||||||||||||
EUR | 650,000 | Hungary Government International Bond, 1.750%, 10/10/2027 | 764,022 | 0.3 | ||||||||||
Indonesia: 0.2% | ||||||||||||||
IDR | 5,665,000,000 | Indonesia Treasury Bond, 7.500%, 08/15/2032 | 372,593 | 0.2 | ||||||||||
Italy: 5.5% | ||||||||||||||
EUR | 4,840,000 | Italy Buoni Poliennali Del Tesoro, 2.200%, 06/01/2027 | 5,488,642 | 2.5 | ||||||||||
EUR | 4,900,000 | Italy Buoni Poliennali Del Tesoro, 4.500%, 03/01/2026 | 6,573,271 | 3.0 | ||||||||||
12,061,913 | 5.5 | |||||||||||||
Russia: 0.4% | ||||||||||||||
RUB | 51,720,000 | Russian Federal Bond - OFZ, 7.500%, 08/18/2021 | 833,190 | 0.4 | ||||||||||
Total Foreign Government Bonds | ||||||||||||||
(Cost $17,717,840) | 17,227,699 | 7.9 | ||||||||||||
ASSET-BACKED SECURITIES: 5.1% | ||||||||||||||
United States: 5.1% | ||||||||||||||
350,000 | (1) | ALM VII R-2 Ltd. 2013-7R2A A2R, 4.348%, (US0003M + 2.000%), 10/15/2027 | 350,566 | 0.2 | ||||||||||
240,000 | (1) | Apidos CLO XI 2012-11A BR, 4.303%, (US0003M + 1.950%), 01/17/2028 | 240,286 | 0.1 | ||||||||||
210,000 | (1) | Apidos CLO XVII 2014-17A A2R, 4.203%, (US0003M + 1.850%), 04/17/2026 | 210,049 | 0.1 | ||||||||||
370,000 | (1) | Apidos CLO XVII 2014-17A BR, 4.853%, (US0003M + 2.500%), 04/17/2026 | 370,719 | 0.2 | ||||||||||
250,000 | (1) | ArrowMark Colorado Holdings 2017-7A C, 3.504%, (US0003M + 1.900%), 07/15/2030 | 248,299 | 0.1 | ||||||||||
250,000 | (1) | Avery Point IV CLO Ltd. 2014-1A CR, 4.710%, (US0003M + 2.350%), 04/25/2026 | 250,141 | 0.1 | ||||||||||
250,000 | (1) | Babson CLO Ltd. 2014-IA BR, 4.559%, (US0003M + 2.200%), 07/20/2025 | 250,086 | 0.1 | ||||||||||
510,000 | (1) | BlueMountain CLO 2012-2A BR, 4.231%, (US0003M + 1.900%), 11/20/2028 | 510,895 | 0.2 | ||||||||||
330,000 | (1) | BlueMountain CLO 2014-4A B1R, 4.169%, (US0003M + 1.850%), 11/30/2026 | 330,133 | 0.2 | ||||||||||
300,000 | (1) | BlueMountain CLO 2014-4A CR, 4.869%, (US0003M + 2.550%), 11/30/2026 | 300,370 | 0.2 | ||||||||||
640,000 | (1) | Bristol Park CLO Ltd. 2016-1A B, 4.248%, (US0003M + 1.900%), 04/15/2029 | 642,299 | 0.3 | ||||||||||
290,000 | (1) | Carlyle Global Market Strategies CLO Ltd. 2012-4A BR, 4.259%, (US0003M + 1.900%), 01/20/2029 | 290,569 | 0.1 | ||||||||||
250,000 | (1) | Cedar Funding II CLO Ltd. 2013-1A CR, 4.677%, (US0003M + 2.350%), 06/09/2030 | 250,813 | 0.1 | ||||||||||
500,000 | (1) | Cedar Funding IV CLO Ltd. 2014-4A CR, 4.612%, (US0003M + 2.250%), 07/23/2030 | 500,593 | 0.2 | ||||||||||
330,597 | (5) | Citigroup Mortgage Loan Trust 2006-WF1 A2E, 4.988%, 03/25/2036 | 239,535 | 0.1 | ||||||||||
520,000 | (1) | Dryden 33 Senior Loan Fund 2014-33A BR, 4.198%, (US0003M + 1.850%), 10/15/2028 | 520,845 | 0.3 | ||||||||||
1,040,000 | (1) | Invitation Homes 2018-SFR1 D Trust, 3.535%, (US0001M + 1.450%), 03/17/2037 | 1,041,996 | 0.5 | ||||||||||
250,000 | (1) | Madison Park Funding XI Ltd. 2013-11A CR, 4.562%, (US0003M + 2.200%), 07/23/2029 | 250,027 | 0.1 | ||||||||||
250,000 | (1) | Madison Park Funding XXVII Ltd. 2018-27A B, 3.847%, (US0003M + 1.800%), 04/20/2030 | 249,993 | 0.1 | ||||||||||
200,000 | (1),(5) | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | 193,389 | 0.1 | ||||||||||
250,000 | (1) | Octagon Investment Partners XIX Ltd. 2014-1A CR, 4.448%, (US0003M + 2.100%), 04/15/2026 | 250,010 | 0.1 | ||||||||||
640,000 | (1) | OHA Loan Funding Ltd. 2016-1A B1, 4.159%, (US0003M + 1.800%), 01/20/2028 | 640,893 | 0.3 | ||||||||||
250,000 | (1) | Palmer Square CLO 2015-2A BR Ltd., 4.759%, (US0003M + 2.400%), 07/20/2030 | 251,303 | 0.1 | ||||||||||
575,000 | (1) | Palmer Square Loan Funding 2017-1A D Ltd., 7.198%, (US0003M + 4.850%), 10/15/2025 | 562,954 | 0.3 | ||||||||||
250,000 | (1) | Palmer Square Loan Funding 2018-1A C Ltd., 4.073%, (US0003M + 1.850%), 04/15/2026 | 248,002 | 0.1 | ||||||||||
266,000 | (1) | Recette CLO Ltd. 2015-1A CR, 4.059%, (US0003M + 1.700%), 10/20/2027 | 263,873 | 0.1 |
See Accompanying Notes to Financial Statements
12
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
United States: (continued) | ||||||||||||||
250,000 | (1) | Thacher Park CLO Ltd. 2014-1A CR, 4.559%, (US0003M + 2.200%), 10/20/2026 | 250,087 | 0.1 | ||||||||||
250,000 | (1) | THL Credit Wind River 2013-2A CR CLO Ltd., 4.355%, (US0003M + 2.000%), 10/18/2030 | 249,995 | 0.1 | ||||||||||
560,000 | (1) | THL Credit Wind River 2017-3A C CLO Ltd., 4.548%, (US0003M + 2.200%), 10/15/2030 | 563,193 | 0.3 | ||||||||||
250,000 | (1) | THL Credit Wind River 2017-4A C CLO Ltd., 4.081%, (US0003M + 1.750%), 11/20/2030 | 248,427 | 0.1 | ||||||||||
300,000 | (1),(5) | Towd Point Mortgage Trust 2017-6 M2, 3.250%, 10/25/2057 | 278,909 | 0.1 | ||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $11,074,137) | 11,049,249 | 5.1 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 0.0% | ||||||||||||||
United States: 0.0% | ||||||||||||||
43,083 | (2),(4),(9) | American Media, Inc. | – | – | ||||||||||
15 | (9) | Ingevity Corp. | 1,210 | 0.0 | ||||||||||
4,988 | (9) | Resolute Forest Products, Inc. | 51,626 | 0.0 | ||||||||||
90 | WestRock Co. | 5,126 | 0.0 | |||||||||||
Total Common Stock | ||||||||||||||
(Cost $1,303,693) | 57,962 | 0.0 | ||||||||||||
MUTUAL FUNDS: 23.3% | ||||||||||||||
United States: 23.3% | ||||||||||||||
1,094,454 | Voya Emerging Markets Corporate Debt Fund - Class P | 10,408,255 | 4.7 | |||||||||||
1,664,556 | Voya Emerging Markets Hard Currency Debt Fund - Class P | 15,280,628 | 7.0 | |||||||||||
3,193,629 | Voya Emerging Markets Local Currency Debt Fund - Class P | 22,515,083 | 10.3 | |||||||||||
368,412 | Voya High Yield Bond Fund - Class P | 2,888,353 | 1.3 | |||||||||||
Total Mutual Funds | ||||||||||||||
(Cost $60,841,012) | 51,092,319 | 23.3 |
Value | Percentage of Net Assets | |||||||||||||
PURCHASED OPTIONS (10): 0.0% | ||||||||||||||
Total Purchased Options | ||||||||||||||
(Cost $562,448) | 46,321 | 0.0 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $214,668,389) | 201,113,808 | 91.8 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 9.1% | ||||||||||||||
Commercial Paper: 5.2% | ||||||||||||||
3,000,000 | Concord Minute, 2.390%, 07/05/2018 | 2,999,018 | 1.4 | |||||||||||
2,400,000 | Consolidated E, 2.940%, 07/03/2018 | 2,399,420 | 1.1 | |||||||||||
4,000,000 | Johnson CTLS I, 3.280%, 07/02/2018 | 3,999,282 | 1.8 | |||||||||||
2,000,000 | McDonald's Corp., 2.540%, 07/10/2018 | 1,998,610 | 0.9 | |||||||||||
11,396,330 | 5.2 | |||||||||||||
Securities Lending Collateral(11): 2.1% | ||||||||||||||
2,208,904 | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/29/18, 2.08%, due 07/02/18 (Repurchase Amount $2,209,282, collateralized by various U.S. Government Agency Obligations, 1.691%-8.500%, Market Value plus accrued interest $2,253,082, due 07/25/18-06/15/53) | 2,208,904 | 1.0 | |||||||||||
228,086 | Jefferies LLC, Repurchase Agreement dated 06/29/18, 2.00%, due 07/02/18 (Repurchase Amount $228,123, collateralized by various U.S. Government Securities, 0.000%-2.375%, Market Value plus accrued interest $232,648, due 07/05/18-09/09/49) | 228,086 | 0.1 | |||||||||||
1,104,452 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $1,104,659, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $1,126,541, due 11/15/42-08/15/44) | 1,104,452 | 0.5 | |||||||||||
1,104,452 | NBC Global Finance Ltd., Repurchase Agreement dated 06/29/18, 1.95%, due 07/02/18 (Repurchase Amount $1,104,629, collateralized by various U.S. Government Securities, 0.000%-3.625%, Market Value plus accrued interest $1,126,544, due 01/31/20-09/09/49) | 1,104,452 | 0.5 | |||||||||||
4,645,894 | 2.1 |
See Accompanying Notes to Financial Statements
13
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.8% | ||||||||||||||
3,891,000 | (12) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.810% | ||||||||||||
(Cost $3,891,000) | 3,891,000 | 1.8 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $19,934,592) | 19,933,224 | 9.1 | ||||||||||||
Total Investments in Securities (Cost $234,602,981) | $ | 221,047,032 | 100.9 | |||||||||||
Liabilities in Excess of Other Assets | (2,067,213 | ) | (0.9 | ) | ||||||||||
Net Assets | $ | 218,979,819 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(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) | Security, or a portion of the security, is on loan. |
(3) | Defaulted security |
(4) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(5) | Variable rate security. Rate shown is the rate in effect as of June 30, 2018. |
(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 a zero coupon bond. Rate shown reflects the effective yield as of June 30, 2018. |
(9) | Non-income producing security. |
(10) | The tables below the Portfolio of Investments detail open purchased options which are non-income producing securities. |
(11) | Represents securities purchased with cash collateral received for securities on loan. |
(12) | Rate shown is the 7-day yield as of June 30, 2018. |
BRL | Brazilian Real |
EUR | EU Euro |
IDR | Indonesian Rupiah |
MXN | Mexican Peso |
RUB | Russian Ruble |
ZAR | South African Rand |
Reference Rate Abbreviations: | |
12MTA | 12-month Treasury Average |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
US0012M | 12-month LIBOR |
See Accompanying Notes to Financial Statements
14
VY® American Century Small-Mid Cap Value Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 96.7% | ||||||||||||||
Consumer Discretionary: 5.3% | ||||||||||||||
20,652 | Advance Auto Parts, Inc. | 2,802,477 | 0.8 | |||||||||||
1,128 | Cable One, Inc. | 827,151 | 0.2 | |||||||||||
68,004 | (1) | Camping World Holdings, Inc. | 1,698,740 | 0.5 | ||||||||||
6,824 | Delphi Technologies PLC | 625,283 | 0.2 | |||||||||||
241,996 | Entravision Communications Corp. | 1,209,980 | 0.3 | |||||||||||
26,227 | Genuine Parts Co. | 2,407,376 | 0.7 | |||||||||||
14,972 | (2) | Helen of Troy Ltd. | 1,473,993 | 0.4 | ||||||||||
63,157 | (1) | Honda Motor Co., Ltd. ADR | 1,848,605 | 0.5 | ||||||||||
4,294 | (2) | Malibu Boats, Inc. | 180,090 | 0.1 | ||||||||||
5,624 | (2) | MarineMax, Inc. | 106,575 | 0.0 | ||||||||||
4,069 | (2) | MCBC Holdings, Inc. | 117,798 | 0.0 | ||||||||||
16,202 | Penske Auto Group, Inc. | 759,064 | 0.2 | |||||||||||
65,234 | Pulte Group, Inc. | 1,875,478 | 0.5 | |||||||||||
21,744 | (2) | Red Robin Gourmet Burgers, Inc. | 1,013,270 | 0.3 | ||||||||||
29,139 | Target Corp. | 2,218,061 | 0.6 | |||||||||||
16,447 | Townsquare Media, Inc. | 106,412 | 0.0 | |||||||||||
19,270,353 | 5.3 | |||||||||||||
Consumer Staples: 9.5% | ||||||||||||||
8,271 | Casey's General Stores, Inc. | 869,117 | 0.2 | |||||||||||
121,692 | Conagra Brands, Inc. | 4,348,055 | 1.2 | |||||||||||
23,987 | (2) | Edgewell Personal Care Co. | 1,210,384 | 0.3 | ||||||||||
4,048 | Energizer Holdings, Inc. | 254,862 | 0.1 | |||||||||||
48,867 | General Mills, Inc. | 2,162,854 | 0.6 | |||||||||||
24,369 | (2) | Hain Celestial Group, Inc. | 726,196 | 0.2 | ||||||||||
28,496 | (2) | Hostess Brands, Inc. | 387,546 | 0.1 | ||||||||||
14,334 | JM Smucker Co. | 1,540,618 | 0.4 | |||||||||||
50,914 | Kellogg Co. | 3,557,361 | 1.0 | |||||||||||
19,424 | Kimberly-Clark Corp. | 2,046,124 | 0.6 | |||||||||||
28,003 | Molson Coors Brewing Co. | 1,905,324 | 0.5 | |||||||||||
75,921 | Mondelez International, Inc. | 3,112,761 | 0.8 | |||||||||||
319,347 | Orkla ASA | 2,793,931 | 0.8 | |||||||||||
25,409 | (1) | Spectrum Brands Holdings, Inc. | 2,073,883 | 0.6 | ||||||||||
54,384 | Sysco Corp. | 3,713,883 | 1.0 | |||||||||||
26,983 | (2) | TreeHouse Foods, Inc. | 1,416,877 | 0.4 | ||||||||||
65,419 | (2) | US Foods Holding Corp. | 2,474,147 | 0.7 | ||||||||||
34,593,923 | 9.5 | |||||||||||||
Energy: 7.9% | ||||||||||||||
30,735 | Anadarko Petroleum Corp. | 2,251,339 | 0.6 | |||||||||||
48,717 | (2) | Ardmore Shipping Corp. | 399,479 | 0.1 | ||||||||||
93,604 | Baker Hughes a GE Co. | 3,091,740 | 0.9 | |||||||||||
15,203 | (2) | C&J Energy Services, Inc. | 358,791 | 0.1 | ||||||||||
26,744 | Cimarex Energy Co. | 2,720,934 | 0.8 | |||||||||||
76,256 | Devon Energy Corp. | 3,352,214 | 0.9 | |||||||||||
17,260 | (2) | Dril-Quip, Inc. | 887,164 | 0.2 | ||||||||||
1,869 | (2) | Earthstone Energy, Inc. | 16,541 | 0.0 | ||||||||||
68,592 | EQT Corp. | 3,784,907 | 1.0 | |||||||||||
48,216 | (2) | Extraction Oil & Gas, Inc. | 708,293 | 0.2 | ||||||||||
10,443 | (2) | FTS International, Inc. | 148,708 | 0.0 | ||||||||||
15,191 | (2) | Helix Energy Solutions Group, Inc. | 126,541 | 0.0 | ||||||||||
60,378 | Imperial Oil Ltd. | 2,007,012 | 0.6 | |||||||||||
18,198 | (1),(2) | Keane Group, Inc. | 248,767 | 0.1 | ||||||||||
9,762 | (1),(2) | Liberty Oilfield Services, Inc. | 182,745 | 0.1 | ||||||||||
10,887 | Marathon Petroleum Corp. | 763,832 | 0.2 | |||||||||||
70,991 | National Oilwell Varco, Inc. | 3,081,009 | 0.8 | |||||||||||
97,477 | Noble Energy, Inc. | 3,438,989 | 0.9 | |||||||||||
12,631 | Occidental Petroleum Corp. | 1,056,962 | 0.3 | |||||||||||
6,864 | (2) | WildHorse Resource Development Corp. | 174,071 | 0.1 | ||||||||||
28,800,038 | 7.9 | |||||||||||||
Financials: 24.9% | ||||||||||||||
40,011 | Aflac, Inc. | 1,721,273 | 0.5 | |||||||||||
24,613 | Ameriprise Financial, Inc. | 3,442,866 | 0.9 | |||||||||||
24,326 | Amerisafe, Inc. | 1,404,826 | 0.4 | |||||||||||
93,706 | (1),(3) | Ares Management L.P. | 1,939,714 | 0.5 | ||||||||||
27,600 | Arthur J. Gallagher & Co. | 1,801,728 | 0.5 | |||||||||||
27,944 | Aspen Insurance Holdings Ltd. | 1,137,321 | 0.3 | |||||||||||
36,454 | Bank of Hawaii Corp. | 3,040,993 | 0.8 | |||||||||||
58,250 | Bank of the Ozarks, Inc. | 2,623,580 | 0.7 | |||||||||||
68,889 | BankUnited, Inc. | 2,814,116 | 0.8 | |||||||||||
95,036 | BB&T Corp. | 4,793,616 | 1.3 | |||||||||||
55,567 | Boston Private Financial Holdings, Inc. | 883,515 | 0.2 | |||||||||||
49,372 | Brown & Brown, Inc. | 1,369,086 | 0.4 | |||||||||||
157,515 | Capitol Federal Financial, Inc. | 2,072,897 | 0.6 | |||||||||||
28,877 | Chubb Ltd. | 3,667,957 | 1.0 | |||||||||||
11,482 | Comerica, Inc. | 1,043,943 | 0.3 | |||||||||||
45,953 | Commerce Bancshares, Inc. | 2,973,619 | 0.8 | |||||||||||
194,572 | (1),(3) | Compass Diversified Holdings | 3,366,096 | 0.9 | ||||||||||
77,459 | (2) | Donnelley Financial Solutions, Inc. | 1,345,463 | 0.4 | ||||||||||
27,672 | (2) | FCB Financial Holdings, Inc. | 1,627,114 | 0.5 | ||||||||||
59,562 | First Hawaiian, Inc. | 1,728,489 | 0.5 | |||||||||||
162,115 | FNB Corp. | 2,175,583 | 0.6 | |||||||||||
22,304 | Granite Point Mortgage Trust, Inc. | 409,278 | 0.1 | |||||||||||
8,763 | Hanover Insurance Group, Inc. | 1,047,704 | 0.3 | |||||||||||
118,077 | (1) | Home Bancshares, Inc./Conway AR | 2,663,817 | 0.7 | ||||||||||
187,518 | Invesco Ltd. | 4,980,478 | 1.4 | |||||||||||
37,880 | James River Group Holdings Ltd. | 1,488,305 | 0.4 | |||||||||||
7,961 | Kinsale Capital Group, Inc. | 436,740 | 0.1 |
See Accompanying Notes to Financial Statements
15
VY® American Century Small-Mid Cap Value Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
50,145 | LegacyTexas Financial Group, Inc. | 1,956,658 | 0.5 | |||||||||||
19,690 | M&T Bank Corp. | 3,350,254 | 0.9 | |||||||||||
53,628 | Northern Trust Corp. | 5,517,785 | 1.5 | |||||||||||
11,975 | Popular, Inc. | 541,390 | 0.2 | |||||||||||
21,241 | ProAssurance Corp. | 752,993 | 0.2 | |||||||||||
14,180 | Reinsurance Group of America, Inc. | 1,892,746 | 0.5 | |||||||||||
18,926 | RenaissanceRe Holdings Ltd. | 2,277,176 | 0.6 | |||||||||||
10,661 | RLI Corp. | 705,652 | 0.2 | |||||||||||
39,974 | SunTrust Banks, Inc. | 2,639,083 | 0.7 | |||||||||||
10,881 | (2) | Texas Capital Bancshares, Inc. | 995,612 | 0.3 | ||||||||||
9,662 | Torchmark Corp. | 786,583 | 0.2 | |||||||||||
5,134 | Travelers Cos., Inc. | 628,094 | 0.2 | |||||||||||
21,001 | Two Harbors Investment Corp. | 331,816 | 0.1 | |||||||||||
53,086 | UMB Financial Corp. | 4,046,746 | 1.1 | |||||||||||
10,053 | Validus Holdings Ltd. | 679,583 | 0.2 | |||||||||||
265,189 | Valley National Bancorp | 3,224,698 | 0.9 | |||||||||||
42,654 | Westamerica Bancorp. | 2,410,378 | 0.7 | |||||||||||
90,737,364 | 24.9 | |||||||||||||
Health Care: 7.2% | ||||||||||||||
58,172 | Cardinal Health, Inc. | 2,840,539 | 0.8 | |||||||||||
31,383 | (2) | Express Scripts Holding Co. | 2,423,082 | 0.7 | ||||||||||
11,724 | HCA Healthcare, Inc. | 1,202,882 | 0.3 | |||||||||||
27,455 | (2) | Henry Schein, Inc. | 1,994,331 | 0.5 | ||||||||||
64,360 | (2) | LifePoint Health, Inc. | 3,140,768 | 0.9 | ||||||||||
17,111 | McKesson Corp. | 2,282,607 | 0.6 | |||||||||||
12,950 | (2) | Premier, Inc. | 471,121 | 0.1 | ||||||||||
13,490 | Quest Diagnostics, Inc. | 1,483,091 | 0.4 | |||||||||||
24,923 | (2),(4) | Siemens Healthineers AG | 1,027,043 | 0.3 | ||||||||||
20,699 | STERIS PLC | 2,173,602 | 0.6 | |||||||||||
64,546 | Zimmer Biomet Holdings, Inc. | 7,193,006 | 2.0 | |||||||||||
26,232,072 | 7.2 | |||||||||||||
Industrials: 16.2% | ||||||||||||||
20,758 | Actuant Corp. | 609,247 | 0.2 | |||||||||||
19,044 | (1) | Apogee Enterprises, Inc. | 917,350 | 0.2 | ||||||||||
25,151 | AZZ, Inc. | 1,092,811 | 0.3 | |||||||||||
16,168 | Brink's Co. | 1,289,398 | 0.3 | |||||||||||
61,072 | Ceco Environmental Corp. | 374,982 | 0.1 | |||||||||||
53,604 | (2) | Charah Solutions, Inc. | 586,428 | 0.2 | ||||||||||
33,434 | (2) | CSW Industrials, Inc. | 1,766,987 | 0.5 | ||||||||||
18,143 | Cummins, Inc. | 2,413,019 | 0.7 | |||||||||||
11,809 | Deluxe Corp. | 781,874 | 0.2 | |||||||||||
9,051 | (2) | DXP Enterprises, Inc. | 345,748 | 0.1 | ||||||||||
12,333 | (1),(2) | Dycom Industries, Inc. | 1,165,592 | 0.3 | ||||||||||
32,572 | Eaton Corp. PLC | 2,434,431 | 0.7 | |||||||||||
45,376 | Emerson Electric Co. | 3,137,297 | 0.9 | |||||||||||
29,706 | EnPro Industries, Inc. | 2,077,935 | 0.6 | |||||||||||
13,879 | (2) | Esterline Technologies Corp. | 1,024,270 | 0.3 | ||||||||||
70,719 | (2) | Foundation Building Materials, Inc. | 1,087,658 | 0.3 | ||||||||||
18,009 | (2) | Gibraltar Industries, Inc. | 675,338 | 0.2 | ||||||||||
48,008 | Global Brass & Copper Holdings, Inc. | 1,505,051 | 0.4 | |||||||||||
25,096 | (2) | GMS, Inc. | 679,851 | 0.2 | ||||||||||
11,819 | Graham Corp. | 305,048 | 0.1 | |||||||||||
150,857 | Heartland Express, Inc. | 2,798,397 | 0.8 | |||||||||||
47,435 | Hubbell, Inc. | 5,015,777 | 1.4 | |||||||||||
21,440 | (2) | Huron Consulting Group, Inc. | 876,896 | 0.2 | ||||||||||
137,616 | IMI PLC | 2,047,865 | 0.6 | |||||||||||
27,006 | Ingersoll-Rand PLC - Class A | 2,423,248 | 0.7 | |||||||||||
139,619 | (2) | Innerworkings, Inc. | 1,213,289 | 0.3 | ||||||||||
152,478 | Johnson Controls International plc | 5,100,389 | 1.4 | |||||||||||
13,547 | LSC Communications, Inc. | 212,146 | 0.0 | |||||||||||
43,039 | MSC Industrial Direct Co. | 3,651,859 | 1.0 | |||||||||||
5,196 | Multi-Color Corp. | 335,921 | 0.1 | |||||||||||
9,045 | Norfolk Southern Corp. | 1,364,619 | 0.4 | |||||||||||
20,400 | Paccar, Inc. | 1,263,984 | 0.3 | |||||||||||
2,925 | Parker Hannifin Corp. | 455,861 | 0.1 | |||||||||||
20,763 | Republic Services, Inc. | 1,419,359 | 0.4 | |||||||||||
54,152 | (1) | REV Group, Inc. | 921,126 | 0.2 | ||||||||||
50,293 | Southwest Airlines Co. | 2,558,908 | 0.7 | |||||||||||
36,565 | Textron, Inc. | 2,409,999 | 0.7 | |||||||||||
2,647 | Valmont Industries, Inc. | 399,035 | 0.1 | |||||||||||
58,738,993 | 16.2 | |||||||||||||
Information Technology: 7.7% | ||||||||||||||
16,646 | Applied Materials, Inc. | 768,879 | 0.2 | |||||||||||
40,896 | Avnet, Inc. | 1,754,029 | 0.5 | |||||||||||
37,848 | Belden, Inc. | 2,313,270 | 0.6 | |||||||||||
36,817 | (2) | Cray, Inc. | 905,698 | 0.2 | ||||||||||
33,365 | Cypress Semiconductor Corp. | 519,827 | 0.1 | |||||||||||
80,298 | EVERTEC, Inc. | 1,754,511 | 0.5 | |||||||||||
62,709 | HP, Inc. | 1,422,867 | 0.4 | |||||||||||
38,769 | (2) | Keysight Technologies, Inc. | 2,288,534 | 0.6 | ||||||||||
26,980 | Kulicke & Soffa Industries, Inc. | 642,664 | 0.2 | |||||||||||
7,351 | Lam Research Corp. | 1,270,620 | 0.4 | |||||||||||
57,472 | Maxim Integrated Products | 3,371,308 | 0.9 | |||||||||||
21,650 | (1) | Microchip Technology, Inc. | 1,969,068 | 0.5 | ||||||||||
10,493 | (2) | OSI Systems, Inc. | 811,424 | 0.2 | ||||||||||
70,190 | (1),(2) | Presidio, Inc. | 919,489 | 0.3 | ||||||||||
18,613 | TE Connectivity Ltd. | 1,676,287 | 0.5 | |||||||||||
12,752 | (2) | Tech Data Corp. | 1,047,194 | 0.3 | ||||||||||
45,302 | (2) | Teradata Corp. | 1,818,875 | 0.5 | ||||||||||
63,530 | Teradyne, Inc. | 2,418,587 | 0.7 | |||||||||||
13,548 | (2) | VeriFone Holdings, Inc. | 309,165 | 0.1 | ||||||||||
27,982,296 | 7.7 | |||||||||||||
Materials: 7.5% | ||||||||||||||
88,051 | Bemis Co., Inc. | 3,716,633 | 1.0 | |||||||||||
442,372 | Graphic Packaging Holding Co. | 6,418,818 | 1.8 | |||||||||||
35,186 | Innophos Holdings, Inc. | 1,674,854 | 0.5 | |||||||||||
27,733 | Minerals Technologies, Inc. | 2,089,682 | 0.6 | |||||||||||
10,802 | PolyOne Corp. | 466,862 | 0.1 | |||||||||||
124,156 | RPC Group PLC | 1,225,961 | 0.3 | |||||||||||
119,241 | Silgan Holdings, Inc. | 3,199,236 | 0.9 | |||||||||||
56,274 | Sonoco Products Co. | 2,954,385 | 0.8 | |||||||||||
77,727 | WestRock Co. | 4,431,993 | 1.2 | |||||||||||
16,566 | WR Grace & Co. | 1,214,453 | 0.3 | |||||||||||
27,392,877 | 7.5 |
See Accompanying Notes to Financial Statements
16
VY® American Century Small-Mid Cap Value Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Real Estate: 5.8% | ||||||||||||||
11,571 | American Tower Corp. | 1,668,191 | 0.5 | |||||||||||
15,943 | Armada Hoffler Properties, Inc. | 237,551 | 0.1 | |||||||||||
25,613 | Brandywine Realty Trust | 432,347 | 0.1 | |||||||||||
52,907 | CareTrust REIT, Inc. | 883,018 | 0.2 | |||||||||||
24,674 | Community Healthcare Trust, Inc. | 737,012 | 0.2 | |||||||||||
46,239 | Empire State Realty Trust, Inc. | 790,687 | 0.2 | |||||||||||
5,960 | EPR Properties | 386,148 | 0.1 | |||||||||||
9,453 | Highwoods Properties, Inc. | 479,551 | 0.1 | |||||||||||
102,447 | Kite Realty Group Trust | 1,749,795 | 0.5 | |||||||||||
52,569 | Lexington Realty Trust | 458,927 | 0.1 | |||||||||||
84,459 | MedEquities Realty Trust, Inc. | 930,738 | 0.3 | |||||||||||
54,078 | Medical Properties Trust, Inc. | 759,255 | 0.2 | |||||||||||
65,856 | (1) | MGM Growth Properties LLC | 2,005,974 | 0.6 | ||||||||||
96,808 | Piedmont Office Realty Trust, Inc. | 1,929,383 | 0.5 | |||||||||||
18,361 | RLJ Lodging Trust | 404,860 | 0.1 | |||||||||||
41,687 | Sabra Healthcare REIT, Inc. | 905,859 | 0.2 | |||||||||||
33,454 | Summit Hotel Properties, Inc. | 478,727 | 0.1 | |||||||||||
11,980 | Urstadt Biddle Properties, Inc. | 271,107 | 0.1 | |||||||||||
21,864 | Weingarten Realty Investors | 673,630 | 0.2 | |||||||||||
136,319 | Weyerhaeuser Co. | 4,970,191 | 1.4 | |||||||||||
21,152,951 | 5.8 | |||||||||||||
Utilities: 4.7% | ||||||||||||||
28,532 | Ameren Corp. | 1,736,172 | 0.5 | |||||||||||
15,155 | Atmos Energy Corp. | 1,366,072 | 0.4 | |||||||||||
41,931 | Edison International | 2,652,974 | 0.8 | |||||||||||
20,013 | Eversource Energy | 1,172,962 | 0.3 | |||||||||||
51,082 | NorthWestern Corp. | 2,924,444 | 0.8 | |||||||||||
23,885 | Pinnacle West Capital Corp. | 1,924,176 | 0.5 | |||||||||||
21,349 | Spire, Inc. | 1,508,307 | 0.4 | |||||||||||
78,970 | Xcel Energy, Inc. | 3,607,350 | 1.0 | |||||||||||
16,892,457 | 4.7 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $328,706,028) | 351,793,324 | 96.7 | ||||||||||||
EXCHANGE-TRADED FUNDS: 1.1% | ||||||||||||||
46,503 | iShares Russell Midcap Value Index Fund | 4,115,051 | 1.1 | |||||||||||
Total Exchange-Traded Funds | ||||||||||||||
(Cost $4,115,036) | 4,115,051 | 1.1 | ||||||||||||
PREFERRED STOCK: 0.1% | ||||||||||||||
Industrials: 0.1% | ||||||||||||||
5,780 | (2) | Rexnord Corp. | 361,134 | 0.1 | ||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $308,095) | 361,134 | 0.1 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $333,129,159) | 356,269,509 | 97.9 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 5.5% | ||||||||||||||
Securities Lending Collateral(5): 3.3% | ||||||||||||||
5,722,101 | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/29/18, 2.08%, due 07/02/18 (Repurchase Amount $5,723,079, collateralized by various U.S. Government Agency Obligations, 1.691%-8.500%, Market Value plus accrued interest $5,836,543, due 07/25/18-06/15/53) | 5,722,101 | 1.6 | |||||||||||
591,523 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $591,634, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $603,354, due 11/15/42-08/15/44) | 591,523 | 0.1 | |||||||||||
2,856,451 | NBC Global Finance Ltd., Repurchase Agreement dated 06/29/18, 1.95%, due 07/02/18 (Repurchase Amount $2,856,909, collateralized by various U.S. Government Securities, 0.000%-3.625%, Market Value plus accrued interest $2,913,588, due 01/31/20-09/09/49) | 2,856,451 | 0.8 |
See Accompanying Notes to Financial Statements
17
VY® American Century Small-Mid Cap Value Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateral(5): (continued) | ||||||||||||||
2,856,451 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $2,856,991, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,913,601, due 07/15/19-02/15/48) | 2,856,451 | 0.8 | |||||||||||
12,026,526 | 3.3 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 2.2% | ||||||||||||||
7,816,187 | (6) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% | ||||||||||||
(Cost $7,816,187) | 7,816,187 | 2.2 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $19,842,713) | 19,842,713 | 5.5 | ||||||||||||
Total Investments in Securities (Cost $352,971,872) | $ | 376,112,222 | 103.4 | |||||||||||
Liabilities in Excess of Other Assets | (12,273,422 | ) | (3.4 | ) | ||||||||||
Net Assets | $ | 363,838,800 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Security, or a portion of the security, is on loan. |
(2) | Non-income producing security. |
(3) | Security is a Master Limited Partnership. |
(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) | Represents securities purchased with cash collateral received for securities on loan. |
(6) | Rate shown is the 7-day yield as of June 30, 2018. |
See Accompanying Notes to Financial Statements
18
VY® Baron Growth Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.1% | ||||||||||||||
Consumer Discretionary: 32.9% | ||||||||||||||
230,000 | (1) | Bright Horizons Family Solutions, Inc. | 23,579,600 | 3.0 | ||||||||||
544,900 | Choice Hotels International, Inc. | 41,194,440 | 5.3 | |||||||||||
63,500 | Dick's Sporting Goods, Inc. | 2,238,375 | 0.3 | |||||||||||
640,000 | Manchester United PLC - Class A | 13,184,000 | 1.7 | |||||||||||
188,200 | Marriott Vacations Worldwide Corp. | 21,259,072 | 2.7 | |||||||||||
43,123 | (1) | Ollie's Bargain Outlet Holdings, Inc. | 3,126,417 | 0.4 | ||||||||||
472,571 | (1) | Penn National Gaming, Inc. | 15,873,660 | 2.0 | ||||||||||
538,500 | (1) | Pinnacle Entertainment, Inc. | 18,163,605 | 2.3 | ||||||||||
213,000 | Red Rock Resorts, Inc. | 7,135,500 | 0.9 | |||||||||||
131,000 | (1) | Under Armour, Inc. - Class A | 2,944,880 | 0.4 | ||||||||||
396,000 | Vail Resorts, Inc. | 108,579,240 | 13.9 | |||||||||||
257,278,789 | 32.9 | |||||||||||||
Consumer Staples: 1.2% | ||||||||||||||
98,425 | Church & Dwight Co., Inc. | 5,232,273 | 0.7 | |||||||||||
116,900 | (1) | Performance Food Group Co. | 4,290,230 | 0.5 | ||||||||||
9,522,503 | 1.2 | |||||||||||||
Financials: 19.3% | ||||||||||||||
561,000 | (1) | Arch Capital Group Ltd. | 14,844,060 | 1.9 | ||||||||||
270,000 | (2) | Carlyle Group L.P. | 5,751,000 | 0.7 | ||||||||||
317,200 | Cohen & Steers, Inc. | 13,230,412 | 1.7 | |||||||||||
65,500 | (1) | Essent Group Ltd. | 2,346,210 | 0.3 | ||||||||||
82,000 | Factset Research Systems, Inc. | 16,244,200 | 2.1 | |||||||||||
148,460 | Financial Engines, Inc. | 6,665,854 | 0.8 | |||||||||||
51,000 | Houlihan Lokey, Inc. | 2,612,220 | 0.3 | |||||||||||
123,241 | Kinsale Capital Group, Inc. | 6,761,001 | 0.9 | |||||||||||
9,600 | (1) | LendingTree, Inc. | 2,052,480 | 0.3 | ||||||||||
80,000 | Moelis & Co. | 4,692,000 | 0.6 | |||||||||||
136,500 | Morningstar, Inc. | 17,506,125 | 2.2 | |||||||||||
181,000 | MSCI, Inc. - Class A | 29,942,830 | 3.8 | |||||||||||
150,900 | (2) | Oaktree Capital Group LLC | 6,134,085 | 0.8 | ||||||||||
226,825 | Primerica, Inc. | 22,591,770 | 2.9 | |||||||||||
151,374,247 | 19.3 | |||||||||||||
Health Care: 8.8% | ||||||||||||||
94,500 | Bio-Techne Corp. | 13,981,275 | 1.8 | |||||||||||
77,000 | (1) | Denali Therapeutics, Inc. | 1,174,250 | 0.2 | ||||||||||
144,400 | (1) | Idexx Laboratories, Inc. | 31,470,536 | 4.0 | ||||||||||
16,600 | (1) | Mettler Toledo International, Inc. | 9,605,258 | 1.2 | ||||||||||
62,677 | (1) | Neogen Corp. | 5,026,069 | 0.6 | ||||||||||
80,500 | West Pharmaceutical Services, Inc. | 7,992,845 | 1.0 | |||||||||||
69,250,233 | 8.8 | |||||||||||||
Industrials: 7.3% | ||||||||||||||
64,300 | Air Lease Corp. | 2,698,671 | 0.3 | |||||||||||
550 | Albany International Corp. | 33,082 | 0.0 | |||||||||||
113,800 | (1) | CoStar Group, Inc. | 46,957,294 | 6.0 | ||||||||||
4,600 | (1) | Middleby Corp. | 480,332 | 0.1 | ||||||||||
108,800 | (1) | Trex Co., Inc. | 6,809,792 | 0.9 | ||||||||||
56,979,171 | 7.3 | |||||||||||||
Information Technology: 18.9% | ||||||||||||||
99,734 | (1) | 2U, Inc. | 8,333,773 | 1.1 | ||||||||||
91,000 | (1) | Altair Engineering, Inc. | 3,110,380 | 0.4 | ||||||||||
176,700 | (1) | ANSYS, Inc. | 30,777,606 | 3.9 | ||||||||||
283,700 | (1) | Benefitfocus, Inc. | 9,532,320 | 1.2 | ||||||||||
3,358 | (1) | Ellie Mae, Inc. | 348,695 | 0.1 | ||||||||||
265,600 | (1) | Gartner, Inc. | 35,298,240 | 4.5 | ||||||||||
164,000 | (1) | Guidewire Software, Inc. | 14,559,920 | 1.9 | ||||||||||
15,000 | Littelfuse, Inc. | 3,422,700 | 0.4 | |||||||||||
198,700 | Maximus, Inc. | 12,341,257 | 1.6 | |||||||||||
473,650 | SS&C Technologies Holdings, Inc. | 24,582,435 | 3.1 | |||||||||||
52,753 | (1) | Wix.com Ltd. | 5,291,126 | 0.7 | ||||||||||
147,598,452 | 18.9 | |||||||||||||
Real Estate: 7.8% | ||||||||||||||
11,500 | Alexander's, Inc. | 4,400,245 | 0.6 | |||||||||||
82,000 | Alexandria Real Estate Equities, Inc. | 10,345,940 | 1.3 | |||||||||||
68,838 | American Assets Trust, Inc. | 2,635,807 | 0.3 | |||||||||||
470,000 | Douglas Emmett, Inc. | 18,884,600 | 2.4 | |||||||||||
699,650 | Gaming and Leisure Properties, Inc. | 25,047,470 | 3.2 | |||||||||||
61,314,062 | 7.8 | |||||||||||||
Telecommunication Services: 1.9% | ||||||||||||||
908,000 | (1) | Iridium Communications, Inc. | 14,618,800 | 1.9 | ||||||||||
Total Common Stock | ||||||||||||||
(Cost $244,611,683) | 767,936,257 | 98.1 | ||||||||||||
SHORT-TERM INVESTMENTS: 2.0% | ||||||||||||||
Mutual Funds: 2.0% | ||||||||||||||
15,914,992 | (3) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% | ||||||||||||
(Cost $15,914,992) | 15,914,992 | 2.0 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $15,914,992) | 15,914,992 | 2.0 | ||||||||||||
Total Investments in Securities (Cost $260,526,675) | $ | 783,851,249 | 100.1 | |||||||||||
Liabilities in Excess of Other Assets | (847,288 | ) | (0.1 | ) | ||||||||||
Net Assets | $ | 783,003,961 | 100.0 |
(1) | Non-income producing security. |
(2) | Security is a Master Limited Partnership. |
(3) | Rate shown is the 7-day yield as of June 30, 2018. |
See Accompanying Notes to Financial Statements
19
VY® Columbia Contrarian Core Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.0% | ||||||||||||||
Consumer Discretionary: 12.1% | ||||||||||||||
5,625 | (1) | Amazon.com, Inc. | 9,561,375 | 3.2 | ||||||||||
1,967 | (1) | Autozone, Inc. | 1,319,719 | 0.5 | ||||||||||
144,504 | Comcast Corp. – Class A | 4,741,176 | 1.6 | |||||||||||
12,961 | Dollar General Corp. | 1,277,955 | 0.4 | |||||||||||
11,255 | Expedia, Inc. | 1,352,739 | 0.5 | |||||||||||
42,719 | Lowe's Cos, Inc. | 4,082,655 | 1.4 | |||||||||||
19,241 | McDonald's Corp. | 3,014,872 | 1.0 | |||||||||||
26,450 | PVH Corp. | 3,960,094 | 1.3 | |||||||||||
17,510 | Royal Caribbean Cruises Ltd. | 1,814,036 | 0.6 | |||||||||||
65,530 | Tapestry, Inc. | 3,060,906 | 1.0 | |||||||||||
6,955 | (1) | Ulta Beauty, Inc. | 1,623,714 | 0.6 | ||||||||||
35,809,241 | 12.1 | |||||||||||||
Consumer Staples: 6.4% | ||||||||||||||
57,820 | Conagra Brands, Inc. | 2,065,908 | 0.7 | |||||||||||
33,380 | General Mills, Inc. | 1,477,399 | 0.5 | |||||||||||
125,585 | Mondelez International, Inc. | 5,148,985 | 1.7 | |||||||||||
13,969 | PepsiCo, Inc. | 1,520,805 | 0.5 | |||||||||||
77,865 | Philip Morris International, Inc. | 6,286,820 | 2.1 | |||||||||||
37,930 | Sysco Corp. | 2,590,240 | 0.9 | |||||||||||
19,090,157 | 6.4 | |||||||||||||
Energy: 6.5% | ||||||||||||||
133,618 | Canadian Natural Resources Ltd. | 4,819,602 | 1.6 | |||||||||||
53,861 | Chevron Corp. | 6,809,646 | 2.3 | |||||||||||
32,834 | EOG Resources, Inc. | 4,085,535 | 1.4 | |||||||||||
77,771 | Halliburton Co. | 3,504,361 | 1.2 | |||||||||||
19,219,144 | 6.5 | |||||||||||||
Financials: 15.4% | ||||||||||||||
48,910 | American International Group, Inc. | 2,593,208 | 0.9 | |||||||||||
22,030 | Aon PLC | 3,021,855 | 1.0 | |||||||||||
58,351 | Bank of New York Mellon Corp. | 3,146,869 | 1.1 | |||||||||||
37,487 | (1) | Berkshire Hathaway, Inc. – Class B | 6,996,949 | 2.4 | ||||||||||
4,386 | Blackrock, Inc. | 2,188,789 | 0.7 | |||||||||||
83,737 | Citigroup, Inc. | 5,603,680 | 1.9 | |||||||||||
89,993 | JPMorgan Chase & Co. | 9,377,271 | 3.2 | |||||||||||
63,440 | Morgan Stanley | 3,007,056 | 1.0 | |||||||||||
8,775 | S&P Global, Inc. | 1,789,135 | 0.6 | |||||||||||
61,755 | US Bancorp | 3,088,985 | 1.0 | |||||||||||
85,315 | Wells Fargo & Co. | 4,729,864 | 1.6 | |||||||||||
45,543,661 | 15.4 | |||||||||||||
Health Care: 15.1% | ||||||||||||||
38,093 | Abbott Laboratories | 2,323,292 | 0.8 | |||||||||||
18,520 | Agilent Technologies, Inc. | 1,145,277 | 0.4 | |||||||||||
19,420 | (1) | Alexion Pharmaceuticals, Inc. | 2,410,993 | 0.8 | ||||||||||
22,665 | Allergan plc | 3,778,709 | 1.3 | |||||||||||
19,170 | Anthem, Inc. | 4,563,035 | 1.5 | |||||||||||
16,935 | (1) | Biogen, Inc. | 4,915,214 | 1.7 | ||||||||||
10,438 | Cigna Corp. | 1,773,938 | 0.6 | |||||||||||
15,399 | CVS Health Corp. | 990,926 | 0.3 | |||||||||||
56,487 | Johnson & Johnson | 6,854,132 | 2.3 | |||||||||||
93,783 | Medtronic PLC | 8,028,763 | 2.7 | |||||||||||
166,581 | Pfizer, Inc. | 6,043,559 | 2.0 | |||||||||||
11,871 | (1) | Vertex Pharmaceuticals, Inc. | 2,017,595 | 0.7 | ||||||||||
44,845,433 | 15.1 | |||||||||||||
Industrials: 5.9% | ||||||||||||||
25,500 | Emerson Electric Co. | 1,763,070 | 0.6 | |||||||||||
26,474 | FedEx Corp. | 6,011,186 | 2.0 | |||||||||||
11,995 | General Dynamics Corp. | 2,235,988 | 0.8 | |||||||||||
42,802 | Honeywell International, Inc. | 6,165,628 | 2.1 | |||||||||||
24,068 | Southwest Airlines Co. | 1,224,580 | 0.4 | |||||||||||
17,400,452 | 5.9 | |||||||||||||
Information Technology: 27.1% | ||||||||||||||
41,675 | Activision Blizzard, Inc. | 3,180,636 | 1.1 | |||||||||||
4,133 | (1) | Alphabet, Inc. - Class A | 4,666,942 | 1.6 | ||||||||||
8,644 | (1) | Alphabet, Inc. - Class C | 9,643,679 | 3.3 | ||||||||||
73,566 | Apple, Inc. | 13,617,802 | 4.6 | |||||||||||
46,728 | Applied Materials, Inc. | 2,158,366 | 0.7 | |||||||||||
25,406 | Broadcom, Inc. | 6,164,512 | 2.1 | |||||||||||
104,750 | Cisco Systems, Inc. | 4,507,392 | 1.5 | |||||||||||
5,059 | (1) | Electronic Arts, Inc. | 713,420 | 0.2 | ||||||||||
46,270 | (1) | Facebook, Inc.- Class A | 8,991,186 | 3.0 | ||||||||||
35,290 | Fidelity National Information Services, Inc. | 3,741,799 | 1.3 | |||||||||||
42,150 | (1) | First Data Corp. | 882,200 | 0.3 | ||||||||||
37,111 | Mastercard, Inc. - Class A | 7,293,054 | 2.5 | |||||||||||
124,070 | Microsoft Corp. | 12,234,543 | 4.1 | |||||||||||
16,027 | (1) | Pagseguro Digital Ltd. | 444,749 | 0.1 | ||||||||||
7,265 | (1) | Palo Alto Networks, Inc. | 1,492,740 | 0.5 | ||||||||||
5,325 | Total System Services, Inc. | 450,069 | 0.2 | |||||||||||
80,183,089 | 27.1 | |||||||||||||
Materials: 4.5% | ||||||||||||||
62,571 | DowDuPont, Inc. | 4,124,680 | 1.4 | |||||||||||
56,089 | Mosaic Co. | 1,573,296 | 0.5 | |||||||||||
46,800 | Nucor Corp. | 2,925,000 | 1.0 | |||||||||||
41,915 | Sealed Air Corp. | 1,779,292 | 0.6 | |||||||||||
7,138 | Sherwin-Williams Co. | 2,909,235 | 1.0 | |||||||||||
13,311,503 | 4.5 | |||||||||||||
Real Estate: 2.5% | ||||||||||||||
37,805 | American Tower Corp. | 5,450,347 | 1.9 | |||||||||||
4,385 | Equinix, Inc. | 1,885,068 | 0.6 | |||||||||||
7,335,415 | 2.5 | |||||||||||||
Telecommunication Services: 2.8% | ||||||||||||||
84,685 | AT&T, Inc. | 2,719,235 | 0.9 | |||||||||||
12,370 | (1) | T-Mobile US, Inc. | 739,108 | 0.3 | ||||||||||
94,517 | Verizon Communications, Inc. | 4,755,150 | 1.6 | |||||||||||
8,213,493 | 2.8 | |||||||||||||
See Accompanying Notes to Financial Statements
20
VY® Columbia Contrarian Core Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Utilities: 0.7% | ||||||||||||||
32,360 | American Electric Power Co., Inc. | 2,240,930 | 0.7 | |||||||||||
Total Common Stock | ||||||||||||||
(Cost $242,711,220) | 293,192,518 | 99.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: –% | ||||||||||||||
Materials: –% | ||||||||||||||
649,000 | (2) | SINO Forest Corp. Escrow, 0.000%, 08/01/2049 | – | – | ||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $–) | – | – | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $242,711,220) | 293,192,518 | 99.0 |
Shares | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.1% | ||||||||||||||
Mutual Funds: 1.1% | ||||||||||||||
3,174,622 | (3) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% | ||||||||||||
(Cost $3,174,622) | 3,174,622 | 1.1 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $3,174,622) | 3,174,622 | 1.1 | ||||||||||||
Total Investments in Securities (Cost $245,885,842) | $ | 296,367,140 | 100.1 | |||||||||||
Liabilities in Excess of Other Assets | (241,289 | ) | (0.1 | ) | ||||||||||
Net Assets | $ | 296,125,851 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(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) | Rate shown is the 7-day yield as of June 30, 2018. |
See Accompanying Notes to Financial Statements
21
VY® Columbia Small Cap Value II Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 95.5% | ||||||||||||||
Consumer Discretionary: 10.1% | ||||||||||||||
33,000 | Aarons, Inc. | 1,433,850 | 0.7 | |||||||||||
52,000 | (1) | Adtalem Global Education, Inc. | 2,501,200 | 1.2 | ||||||||||
83,000 | American Eagle Outfitters, Inc. | 1,929,750 | 0.9 | |||||||||||
37,000 | Brinker International, Inc. | 1,761,200 | 0.8 | |||||||||||
6,500 | Childrens Place, Inc./The | 785,200 | 0.4 | |||||||||||
16,300 | (1) | Cooper-Standard Holdings, Inc. | 2,129,921 | 1.0 | ||||||||||
18,500 | Dine Brands Global, Inc. | 1,383,800 | 0.7 | |||||||||||
47,500 | (1) | Genesco, Inc. | 1,885,750 | 0.9 | ||||||||||
41,000 | (1) | Hibbett Sports, Inc. | 938,900 | 0.5 | ||||||||||
26,500 | Nexstar Media Group, Inc. | 1,945,100 | 0.9 | |||||||||||
19,200 | (1) | Red Robin Gourmet Burgers, Inc. | 894,720 | 0.4 | ||||||||||
50,300 | Tower International, Inc. | 1,599,540 | 0.8 | |||||||||||
83,544 | (1) | William Lyon Homes | 1,938,221 | 0.9 | ||||||||||
21,127,152 | 10.1 | |||||||||||||
Consumer Staples: 2.3% | ||||||||||||||
69,481 | (1) | BJ's Wholesale Club Holdings, Inc. | 1,643,226 | 0.8 | ||||||||||
26,500 | (1) | TreeHouse Foods, Inc. | 1,391,515 | 0.7 | ||||||||||
40,500 | (1) | United Natural Foods, Inc. | 1,727,730 | 0.8 | ||||||||||
4,762,471 | 2.3 | |||||||||||||
Energy: 6.1% | ||||||||||||||
20,500 | Arch Coal, Inc. | 1,607,815 | 0.8 | |||||||||||
140,000 | (1) | Callon Petroleum Co. | 1,503,600 | 0.7 | ||||||||||
50,000 | (1) | Carrizo Oil & Gas, Inc. | 1,392,500 | 0.7 | ||||||||||
76,000 | (1) | Diamond Offshore Drilling | 1,585,360 | 0.8 | ||||||||||
47,369 | (1) | FTS International, Inc. | 674,534 | 0.3 | ||||||||||
116,000 | (1) | Oasis Petroleum, Inc. | 1,504,520 | 0.7 | ||||||||||
89,500 | Patterson-UTI Energy, Inc. | 1,611,000 | 0.8 | |||||||||||
22,500 | PBF Energy, Inc. | 943,425 | 0.4 | |||||||||||
180,000 | (1) | SRC Energy, Inc. | 1,983,600 | 0.9 | ||||||||||
12,806,354 | 6.1 | |||||||||||||
Financials: 31.7% | ||||||||||||||
53,000 | American Equity Investment Life Holding Co. | 1,908,000 | 0.9 | |||||||||||
47,000 | Ameris Bancorp. | 2,507,450 | 1.2 | |||||||||||
37,000 | Amerisafe, Inc. | 2,136,750 | 1.0 | |||||||||||
41,000 | Argo Group International Holdings Ltd. | 2,384,150 | 1.1 | |||||||||||
33,000 | Blackstone Mortgage Trust, Inc. | 1,037,190 | 0.5 | |||||||||||
66,000 | (1) | BofI Holding, Inc. | 2,700,060 | 1.3 | ||||||||||
49,400 | OceanFirst Financial Corp. | 1,480,024 | 0.7 | |||||||||||
58,000 | Cathay General Bancorp. | 2,348,420 | 1.1 | |||||||||||
27,000 | Chemical Financial Corp. | 1,503,090 | 0.7 | |||||||||||
55,000 | CNO Financial Group, Inc. | 1,047,200 | 0.5 | |||||||||||
48,000 | Community Bank System, Inc. | 2,835,360 | 1.4 | |||||||||||
34,000 | (1) | Encore Capital Group, Inc. | 1,244,400 | 0.6 | ||||||||||
33,000 | (1) | FCB Financial Holdings, Inc. | 1,940,400 | 0.9 | ||||||||||
53,027 | Hancock Holding Co. | 2,473,710 | 1.2 | |||||||||||
86,700 | Heritage Commerce Corp. | 1,473,033 | 0.7 | |||||||||||
44,900 | Heritage Financial Corp. | 1,564,765 | 0.8 | |||||||||||
72,000 | Hope Bancorp, Inc. | 1,283,760 | 0.6 | |||||||||||
51,000 | Houlihan Lokey, Inc. | 2,612,220 | 1.3 | |||||||||||
41,000 | Independent Bank Corp. | 3,214,400 | 1.5 | |||||||||||
39,000 | Invesco Mortgage Capital, Inc. | 620,100 | 0.3 | |||||||||||
21,000 | MB Financial, Inc. | 980,700 | 0.5 | |||||||||||
209,000 | (1) | MBIA, Inc. | 1,889,360 | 0.9 | ||||||||||
206,365 | (1) | MGIC Investment Corp. | 2,212,233 | 1.1 | ||||||||||
31,500 | Moelis & Co. | 1,847,475 | 0.9 | |||||||||||
51,000 | (1) | Pacific Premier Bancorp, Inc. | 1,945,650 | 0.9 | ||||||||||
63,500 | Renasant Corp. | 2,890,520 | 1.4 | |||||||||||
62,000 | Sandy Spring Bancorp, Inc. | 2,542,620 | 1.2 | |||||||||||
140,500 | (1) | SLM Corp. | 1,608,725 | 0.8 | ||||||||||
15,414 | Stifel Financial Corp. | 805,381 | 0.4 | |||||||||||
75,000 | TCF Financial Corp. | 1,846,500 | 0.9 | |||||||||||
33,200 | UMB Financial Corp. | 2,530,836 | 1.2 | |||||||||||
79,000 | Union Bankshares Corp. | 3,071,520 | 1.5 | |||||||||||
32,573 | Virtu Financial, Inc. | 864,813 | 0.4 | |||||||||||
51,000 | WSFS Financial Corp. | 2,718,300 | 1.3 | |||||||||||
66,069,115 | 31.7 | |||||||||||||
Health Care: 6.1% | ||||||||||||||
58,000 | (1) | Alder Biopharmaceuticals, Inc. | 916,400 | 0.5 | ||||||||||
61,900 | (1) | Amneal Pharmaceuticals, Inc. | 1,015,779 | 0.5 | ||||||||||
10,000 | (1) | Atara Biotherapeutics, Inc. | 367,500 | 0.2 | ||||||||||
142,000 | (1) | Horizon Pharma PLC | 2,351,520 | 1.1 | ||||||||||
38,500 | (1) | Immunomedics, Inc. | 911,295 | 0.4 | ||||||||||
31,500 | (1) | LHC Group, Inc. | 2,696,085 | 1.3 | ||||||||||
11,500 | (1) | LivaNova PLC | 1,147,930 | 0.6 | ||||||||||
29,000 | (1) | Merit Medical Systems, Inc. | 1,484,800 | 0.7 | ||||||||||
17,500 | (1) | Molina Healthcare, Inc. | 1,713,950 | 0.8 | ||||||||||
12,605,259 | 6.1 | |||||||||||||
Industrials: 13.3% | ||||||||||||||
35,500 | (1) | Armstrong World Industries, Inc. | 2,243,600 | 1.1 | ||||||||||
29,000 | Barnes Group, Inc. | 1,708,100 | 0.8 | |||||||||||
74,000 | (1) | Covenant Transportation Group, Inc. | 2,331,000 | 1.1 | ||||||||||
16,000 | Deluxe Corp. | 1,059,360 | 0.5 | |||||||||||
34,000 | Granite Construction, Inc. | 1,892,440 | 0.9 | |||||||||||
32,000 | Hawaiian Holdings, Inc. | 1,150,400 | 0.5 | |||||||||||
86,000 | (1) | Hertz Global Holdings, Inc. | 1,319,240 | 0.6 | ||||||||||
23,900 | ICF International, Inc. | 1,698,095 | 0.8 | |||||||||||
50,000 | Kennametal, Inc. | 1,795,000 | 0.9 |
See Accompanying Notes to Financial Statements
22
VY® Columbia Small Cap Value II Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
41,000 | Kforce, Inc. | 1,406,300 | 0.7 | |||||||||||
36,000 | Korn/Ferry International | 2,229,480 | 1.1 | |||||||||||
46,500 | (1) | Mastec, Inc. | 2,359,875 | 1.1 | ||||||||||
54,500 | (1) | Navistar International Corp. | 2,219,240 | 1.1 | ||||||||||
35,500 | Skywest, Inc. | 1,842,450 | 0.9 | |||||||||||
91,300 | (1) | Sunrun, Inc. | 1,200,595 | 0.6 | ||||||||||
41,200 | Triton International Ltd./Bermuda | 1,263,192 | 0.6 | |||||||||||
27,718,367 | 13.3 | |||||||||||||
Information Technology: 6.9% | ||||||||||||||
85,300 | (1) | Avaya Holdings Corp. | 1,712,824 | 0.8 | ||||||||||
46,000 | (1) | Ciena Corp. | 1,219,460 | 0.6 | ||||||||||
64,000 | Cohu, Inc. | 1,568,640 | 0.8 | |||||||||||
17,400 | Ebix, Inc. | 1,326,750 | 0.6 | |||||||||||
14,800 | (1) | Electronics for Imaging, Inc. | 481,888 | 0.2 | ||||||||||
32,000 | Entegris, Inc. | 1,084,800 | 0.5 | |||||||||||
94,000 | (1) | Extreme Networks, Inc. | 748,240 | 0.4 | ||||||||||
33,500 | (1) | Ichor Holdings Ltd. | 710,870 | 0.3 | ||||||||||
28,300 | (1) | II-VI, Inc. | 1,229,635 | 0.6 | ||||||||||
55,000 | Kulicke & Soffa Industries, Inc. | 1,310,100 | 0.6 | |||||||||||
20,000 | Science Applications International Corp. | 1,618,600 | 0.8 | |||||||||||
6,000 | SYNNEX Corp. | 579,060 | 0.3 | |||||||||||
50,000 | (1) | TTM Technologies, Inc. | 881,500 | 0.4 | ||||||||||
14,472,367 | 6.9 | |||||||||||||
Materials: 5.2% | ||||||||||||||
82,000 | (1) | Allegheny Technologies, Inc. | 2,059,840 | 1.0 | ||||||||||
27,500 | Carpenter Technology Corp. | 1,445,675 | 0.7 | |||||||||||
107,000 | (1) | Cleveland-Cliffs, Inc. | 902,010 | 0.4 | ||||||||||
33,000 | (1) | Cliffs Natural Resources, Inc. | 278,190 | 0.2 | ||||||||||
33,500 | Materion Corp. | 1,814,025 | 0.9 | |||||||||||
12,800 | Neenah, Inc. | 1,086,080 | 0.5 | |||||||||||
76,000 | Orion Engineered Carbons SA | 2,344,600 | 1.1 | |||||||||||
16,000 | (1) | US Concrete, Inc. | 840,000 | 0.4 | ||||||||||
10,770,420 | 5.2 | |||||||||||||
Real Estate: 7.6% | ||||||||||||||
40,300 | American Assets Trust, Inc. | 1,543,087 | 0.7 | |||||||||||
89,000 | Brandywine Realty Trust | 1,502,320 | 0.7 | |||||||||||
70,400 | Chesapeake Lodging Trust | 2,227,456 | 1.1 | |||||||||||
92,000 | First Industrial Realty Trust, Inc. | 3,067,280 | 1.5 | |||||||||||
41,000 | Hudson Pacific Properties, Inc. | 1,452,630 | 0.7 | |||||||||||
80,000 | Mack-Cali Realty Corp. | 1,622,400 | 0.8 | |||||||||||
17,500 | PS Business Parks, Inc. | 2,248,750 | 1.1 | |||||||||||
129,000 | Sunstone Hotel Investors, Inc. | 2,143,980 | 1.0 | |||||||||||
15,807,903 | 7.6 | |||||||||||||
Telecommunication Services: 1.0% | ||||||||||||||
156,000 | (1) | Vonage Holdings Corp. | 2,010,840 | 1.0 | ||||||||||
Utilities: 5.2% | ||||||||||||||
64,500 | New Jersey Resources Corp. | 2,886,375 | 1.4 | |||||||||||
26,500 | ONE Gas, Inc. | 1,980,610 | 0.9 | |||||||||||
56,700 | PNM Resources, Inc. | 2,205,630 | 1.1 | |||||||||||
69,000 | South Jersey Industries, Inc. | 2,309,430 | 1.1 | |||||||||||
18,500 | Southwest Gas Holdings, Inc. | 1,410,995 | 0.7 | |||||||||||
10,793,040 | 5.2 | |||||||||||||
�� | ||||||||||||||
Total Common Stock | ||||||||||||||
(Cost $159,027,569) | 198,943,288 | 95.5 | ||||||||||||
SHORT-TERM INVESTMENTS: 5.2% | ||||||||||||||
Mutual Funds: 5.2% | ||||||||||||||
10,931,312 | (2) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% | ||||||||||||
(Cost $10,931,312) | 10,931,312 | 5.2 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $10,931,312) | 10,931,312 | 5.2 | ||||||||||||
Total Investments in Securities (Cost $169,958,881) | $ | 209,874,600 | 100.7 | |||||||||||
Liabilities in Excess of Other Assets | (1,362,954 | ) | (0.7 | ) | ||||||||||
Net Assets | $ | 208,511,646 | 100.0 |
(1) | Non-income producing security. |
(2) | Rate shown is the 7-day yield as of June 30, 2018. |
See Accompanying Notes to Financial Statements
23
VY® Invesco Comstock Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 95.0% | ||||||||||||||
Consumer Discretionary: 5.8% | ||||||||||||||
41,310 | Advance Auto Parts, Inc. | 5,605,767 | 1.0 | |||||||||||
143,441 | Carnival Corp. | 8,220,604 | 1.5 | |||||||||||
46,873 | CBS Corp. - Class B | 2,635,200 | 0.5 | |||||||||||
7,059 | (1) | Charter Communications, Inc. | 2,069,769 | 0.4 | ||||||||||
86,358 | Comcast Corp. – Class A | 2,833,406 | 0.5 | |||||||||||
268,347 | General Motors Co. | 10,572,872 | 1.9 | |||||||||||
31,937,618 | 5.8 | |||||||||||||
Consumer Staples: 3.9% | ||||||||||||||
97,722 | Archer-Daniels-Midland Co. | 4,478,599 | 0.8 | |||||||||||
74,693 | Danone | 5,453,529 | 1.0 | |||||||||||
63,494 | Kimberly-Clark Corp. | 6,688,458 | 1.3 | |||||||||||
55,690 | Reckitt Benckiser Group PLC | 4,575,755 | 0.8 | |||||||||||
21,196,341 | 3.9 | |||||||||||||
Energy: 19.7% | ||||||||||||||
47,673 | Anadarko Petroleum Corp. | 3,492,047 | 0.6 | |||||||||||
250,369 | BP PLC ADR | 11,431,849 | 2.1 | |||||||||||
174,588 | Canadian Natural Resources Ltd. | 6,301,450 | 1.2 | |||||||||||
88,109 | Chevron Corp. | 11,139,621 | 2.0 | |||||||||||
242,831 | Devon Energy Corp. | 10,674,851 | 1.9 | |||||||||||
109,375 | Halliburton Co. | 4,928,437 | 0.9 | |||||||||||
129,875 | Hess Corp. | 8,687,339 | 1.6 | |||||||||||
579,862 | Marathon Oil Corp. | 12,095,921 | 2.2 | |||||||||||
115,890 | Noble Energy, Inc. | 4,088,599 | 0.8 | |||||||||||
68,309 | Occidental Petroleum Corp. | 5,716,097 | 1.0 | |||||||||||
175,686 | (1) | QEP Resources, Inc. | 2,153,910 | 0.4 | ||||||||||
190,535 | Royal Dutch Shell PLC - Class A ADR | 13,190,738 | 2.4 | |||||||||||
347,364 | Suncor Energy, Inc. | 14,130,768 | 2.6 | |||||||||||
108,031,627 | 19.7 | |||||||||||||
Financials: 30.7% | ||||||||||||||
69,407 | Aflac, Inc. | 2,985,889 | 0.5 | |||||||||||
186,221 | American International Group, Inc. | 9,873,438 | 1.8 | |||||||||||
58,814 | Allstate Corp. | 5,367,954 | 1.0 | |||||||||||
173,283 | Ally Financial, Inc. | 4,552,144 | 0.8 | |||||||||||
884,794 | Bank of America Corp. | 24,942,343 | 4.5 | |||||||||||
144,833 | Bank of New York Mellon Corp. | 7,810,844 | 1.4 | |||||||||||
424,792 | Citigroup, Inc. | 28,427,081 | 5.2 | |||||||||||
176,979 | Citizens Financial Group, Inc. | 6,884,483 | 1.3 | |||||||||||
307,302 | Fifth Third Bancorp | 8,819,567 | 1.6 | |||||||||||
26,042 | Goldman Sachs Group, Inc. | 5,744,084 | 1.1 | |||||||||||
185,579 | JPMorgan Chase & Co. | 19,337,332 | 3.5 | |||||||||||
111,774 | Keycorp | 2,184,064 | 0.4 | |||||||||||
183,198 | Metlife, Inc. | 7,987,433 | 1.5 | |||||||||||
213,821 | Morgan Stanley | 10,135,115 | 1.8 | |||||||||||
60,620 | PNC Financial Services Group, Inc. | 8,189,762 | 1.5 | |||||||||||
71,577 | State Street Corp. | 6,663,103 | 1.2 | |||||||||||
159,403 | Wells Fargo & Co. | 8,837,302 | 1.6 | |||||||||||
168,741,938 | 30.7 | |||||||||||||
Health Care: 14.8% | ||||||||||||||
51,367 | Allergan plc | 8,563,906 | 1.6 | |||||||||||
36,577 | Anthem, Inc. | 8,706,423 | 1.6 | |||||||||||
16,220 | (1) | Biogen, Inc. | 4,707,693 | 0.9 | ||||||||||
83,285 | Cardinal Health, Inc. | 4,066,807 | 0.7 | |||||||||||
54,338 | CVS Health Corp. | 3,496,650 | 0.6 | |||||||||||
51,420 | Gilead Sciences, Inc. | 3,642,593 | 0.7 | |||||||||||
31,764 | McKesson Corp. | 4,237,318 | 0.8 | |||||||||||
54,490 | Medtronic PLC | 4,664,889 | 0.8 | |||||||||||
94,867 | Merck & Co., Inc. | 5,758,427 | 1.0 | |||||||||||
150,475 | (1) | Mylan NV | 5,438,166 | 1.0 | ||||||||||
48,989 | Novartis AG | 3,710,963 | 0.7 | |||||||||||
285,143 | Pfizer, Inc. | 10,344,988 | 1.9 | |||||||||||
172,907 | (2) | Sanofi ADR | 6,918,009 | 1.3 | ||||||||||
122,544 | Shire PLC | 6,903,981 | 1.2 | |||||||||||
81,160,813 | 14.8 | |||||||||||||
Industrials: 7.1% | ||||||||||||||
233,862 | Arconic, Inc. | 3,977,993 | 0.7 | |||||||||||
21,636 | Caterpillar, Inc. | 2,935,356 | 0.5 | |||||||||||
103,205 | Eaton Corp. PLC | 7,713,542 | 1.4 | |||||||||||
47,970 | Emerson Electric Co. | 3,316,646 | 0.6 | |||||||||||
193,251 | General Electric Co. | 2,630,146 | 0.5 | |||||||||||
34,544 | Ingersoll-Rand PLC - Class A | 3,099,633 | 0.6 | |||||||||||
265,848 | Johnson Controls International plc | 8,892,615 | 1.6 | |||||||||||
95,951 | Textron, Inc. | 6,324,130 | 1.2 | |||||||||||
38,890,061 | 7.1 | |||||||||||||
Information Technology: 10.3% | ||||||||||||||
350,929 | Cisco Systems, Inc. | 15,100,475 | 2.7 | |||||||||||
63,577 | Cognizant Technology Solutions Corp. | 5,021,947 | 0.9 | |||||||||||
146,597 | (1) | eBay, Inc. | 5,315,607 | 1.0 | ||||||||||
194,050 | Intel Corp. | 9,646,225 | 1.8 | |||||||||||
79,988 | Microsoft Corp. | 7,887,617 | 1.4 | |||||||||||
53,747 | NetApp, Inc. | 4,220,752 | 0.8 | |||||||||||
168,614 | Qualcomm, Inc. | 9,462,618 | 1.7 | |||||||||||
56,655,241 | 10.3 | |||||||||||||
Materials: 2.0% | ||||||||||||||
115,031 | CF Industries Holdings, Inc. | 5,107,377 | 0.9 | |||||||||||
109,805 | International Paper Co. | 5,718,644 | 1.1 | |||||||||||
10,826,021 | 2.0 | |||||||||||||
Telecommunication Services: 0.7% | ||||||||||||||
1,594,659 | Vodafone Group PLC | 3,862,725 | 0.7 | |||||||||||
Total Common Stock | ||||||||||||||
(Cost $427,042,186) | 521,302,385 | 95.0 |
See Accompanying Notes to Financial Statements
24
VY® Invesco Comstock Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
CLOSED-END FUNDS: 0.5% | ||||||||||||||
Information Technology: 0.5% | ||||||||||||||
35,821 | (1) | Altaba, Inc. | 2,622,456 | 0.5 | ||||||||||
Total Closed-End Funds | ||||||||||||||
(Cost $1,261,335) | 2,622,456 | 0.5 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $428,303,521) | 523,924,841 | 95.5 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 5.5% | ||||||||||||||
Securities Lending Collateral(3): 0.9% | ||||||||||||||
1,165,789 | Dominion Securities Inc., Repurchase Agreement dated 06/29/18, 2.11%, due 07/02/18 (Repurchase Amount $1,165,991, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $1,189,105, due 11/01/36-06/01/48) | 1,165,789 | 0.2 | |||||||||||
1,165,789 | Jefferies LLC, Repurchase Agreement dated 06/29/18, 2.10%, due 07/02/18 (Repurchase Amount $1,165,990, collateralized by various U.S. Government Agency Obligations, 3.000%-4.500%, Market Value plus accrued interest $1,189,105, due 06/01/46-05/15/58) | 1,165,789 | 0.2 | |||||||||||
1,165,789 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $1,166,007, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $1,189,105, due 11/15/42-08/15/44) | 1,165,789 | 0.2 | |||||||||||
245,167 | Natwest Markets PLC, Repurchase Agreement dated 06/29/18, 2.09%, due 07/02/18 (Repurchase Amount $245,209, collateralized by various U.S. Government Securities, 2.500%-6.625%, Market Value plus accrued interest $250,073, due 05/15/20-05/15/46) | 245,167 | 0.1 | |||||||||||
1,165,789 | Nomura Securities, Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $1,165,992, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,189,105, due 07/15/18-05/20/68) | 1,165,789 | 0.2 | |||||||||||
4,908,323 | 0.9 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 4.6% | ||||||||||||||
25,524,255 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% | ||||||||||||
(Cost $25,524,255) | 25,524,255 | 4.6 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $30,432,578) | 30,432,578 | 5.5 | ||||||||||||
Total Investments in Securities (Cost $458,736,099) | $ | 554,357,419 | 101.0 | |||||||||||
Liabilities in Excess of Other Assets | (5,420,776 | ) | (1.0 | ) | ||||||||||
Net Assets | $ | 548,936,643 | 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) | Represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of June 30, 2018. |
See Accompanying Notes to Financial Statements
25
VY® Invesco Equity and Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 61.6% | ||||||||||||||
Consumer Discretionary: 4.7% | ||||||||||||||
269,297 | Carnival Corp. | 15,433,411 | 1.0 | |||||||||||
39,731 | (1) | Charter Communications, Inc. | 11,649,527 | 0.7 | ||||||||||
238,541 | Comcast Corp. – Class A | 7,826,530 | 0.5 | |||||||||||
616,798 | General Motors Co. | 24,301,841 | 1.6 | |||||||||||
3,434,420 | Kingfisher PLC | 13,430,662 | 0.9 | |||||||||||
72,641,971 | 4.7 | |||||||||||||
Consumer Staples: 3.1% | ||||||||||||||
366,070 | Mondelez International, Inc. | 15,008,870 | 1.0 | |||||||||||
265,635 | Philip Morris International, Inc. | 21,447,370 | 1.4 | |||||||||||
188,400 | Walgreens Boots Alliance, Inc. | 11,306,826 | 0.7 | |||||||||||
47,763,066 | 3.1 | |||||||||||||
Energy: 11.0% | ||||||||||||||
304,801 | Anadarko Petroleum Corp. | 22,326,673 | 1.5 | |||||||||||
351,280 | (2) | Apache Corp. | 16,422,340 | 1.1 | ||||||||||
206,840 | Baker Hughes a GE Co. | 6,831,925 | 0.4 | |||||||||||
2,418,992 | BP PLC | 18,404,924 | 1.2 | |||||||||||
423,157 | Canadian Natural Resources Ltd. | 15,273,114 | 1.0 | |||||||||||
579,937 | Devon Energy Corp. | 25,494,031 | 1.7 | |||||||||||
281,700 | Occidental Petroleum Corp. | 23,572,656 | 1.5 | |||||||||||
683,347 | Royal Dutch Shell PLC - Class A | 23,649,885 | 1.5 | |||||||||||
543,248 | TechnipFMC PLC | 17,242,692 | 1.1 | |||||||||||
169,218,240 | 11.0 | |||||||||||||
Financials: 19.9% | ||||||||||||||
396,398 | American International Group, Inc. | 21,017,022 | 1.4 | |||||||||||
80,927 | Aon PLC | 11,100,757 | 0.7 | |||||||||||
333,523 | (1),(2) | AXA Equitable Holdings, Inc. | 6,873,909 | 0.4 | ||||||||||
1,428,231 | Bank of America Corp. | 40,261,832 | 2.6 | |||||||||||
18,106 | Charles Schwab Corp. | 925,217 | 0.1 | |||||||||||
689,377 | Citigroup, Inc. | 46,133,109 | 3.0 | |||||||||||
563,629 | Citizens Financial Group, Inc. | 21,925,168 | 1.4 | |||||||||||
422,393 | Fifth Third Bancorp | 12,122,679 | 0.8 | |||||||||||
376,974 | First Horizon National Corp. | 6,725,216 | 0.4 | |||||||||||
46,494 | Goldman Sachs Group, Inc. | 10,255,182 | 0.7 | |||||||||||
328,850 | JPMorgan Chase & Co. | 34,266,170 | 2.2 | |||||||||||
74,293 | Marsh & McLennan Cos., Inc. | 6,089,797 | 0.4 | |||||||||||
537,833 | Morgan Stanley | 25,493,284 | 1.7 | |||||||||||
102,839 | Northern Trust Corp. | 10,581,105 | 0.7 | |||||||||||
106,264 | PNC Financial Services Group, Inc. | 14,356,266 | 0.9 | |||||||||||
140,884 | State Street Corp. | 13,114,892 | 0.9 | |||||||||||
270,635 | Wells Fargo & Co. | 15,004,004 | 1.0 | |||||||||||
57,734 | Willis Towers Watson PLC | 8,752,474 | 0.6 | |||||||||||
304,998,083 | 19.9 | |||||||||||||
Health Care: 10.1% | ||||||||||||||
57,889 | Amgen, Inc. | 10,685,731 | 0.7 | |||||||||||
42,160 | Anthem, Inc. | 10,035,345 | 0.7 | |||||||||||
111,187 | Baxter International, Inc. | 8,210,048 | 0.5 | |||||||||||
169,997 | Bristol-Myers Squibb Co. | 9,407,634 | 0.6 | |||||||||||
92,518 | (1) | Celgene Corp. | 7,347,780 | 0.5 | ||||||||||
321,678 | CVS Health Corp. | 20,699,979 | 1.3 | |||||||||||
110,154 | McKesson Corp. | 14,694,544 | 1.0 | |||||||||||
152,568 | Medtronic PLC | 13,061,346 | 0.9 | |||||||||||
246,941 | Merck & Co., Inc. | 14,989,319 | 1.0 | |||||||||||
173,110 | Novartis AG | 13,113,246 | 0.8 | |||||||||||
353,776 | Pfizer, Inc. | 12,834,993 | 0.8 | |||||||||||
113,911 | Sanofi | 9,142,453 | 0.6 | |||||||||||
102,428 | Zimmer Biomet Holdings, Inc. | 11,414,576 | 0.7 | |||||||||||
155,636,994 | 10.1 | |||||||||||||
Industrials: 3.4% | ||||||||||||||
227,117 | CSX Corp. | 14,485,522 | 1.0 | |||||||||||
100,889 | General Dynamics Corp. | 18,806,719 | 1.2 | |||||||||||
123,191 | Ingersoll-Rand PLC - Class A | 11,053,928 | 0.7 | |||||||||||
239,881 | Johnson Controls International plc | 8,024,020 | 0.5 | |||||||||||
52,370,189 | 3.4 | |||||||||||||
Information Technology: 6.9% | ||||||||||||||
432,045 | Cisco Systems, Inc. | 18,590,896 | 1.2 | |||||||||||
163,755 | Cognizant Technology Solutions Corp. | 12,935,007 | 0.8 | |||||||||||
358,827 | (1) | eBay, Inc. | 13,011,067 | 0.9 | ||||||||||
262,194 | Intel Corp. | 13,033,664 | 0.9 | |||||||||||
260,996 | Juniper Networks, Inc. | 7,156,510 | 0.5 | |||||||||||
499,847 | Oracle Corp. | 22,023,259 | 1.4 | |||||||||||
273,913 | Qualcomm, Inc. | 15,371,998 | 1.0 | |||||||||||
180,115 | Symantec Corp. | 3,719,375 | 0.2 | |||||||||||
105,841,776 | 6.9 | |||||||||||||
Materials: 1.6% | ||||||||||||||
326,067 | BHP Billiton Ltd. | 8,158,855 | 0.6 | |||||||||||
283,559 | Mosaic Co. | 7,953,830 | 0.5 | |||||||||||
141,555 | Nutrien Ltd. | 7,697,761 | 0.5 | |||||||||||
23,810,446 | 1.6 | |||||||||||||
Telecommunication Services: 0.6% | ||||||||||||||
177,485 | Verizon Communications, Inc. | 8,929,270 | 0.6 | |||||||||||
Utilities: 0.3% | ||||||||||||||
131,916 | FirstEnergy Corp. | 4,737,103 | 0.3 | |||||||||||
Total Common Stock | ||||||||||||||
(Cost $797,626,802) | 945,947,138 | 61.6 | ||||||||||||
PREFERRED STOCK: 0.7% | ||||||||||||||
Energy: 0.4% | ||||||||||||||
140,612 | (1),(3) | El Paso Energy Capital Trust I | 6,679,070 | 0.4 |
See Accompanying Notes to Financial Statements
26
VY® Invesco Equity and Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
PREFERRED STOCK: (continued) | ||||||||||||||
Financials: 0.3% | ||||||||||||||
75,900 | (1) | AMG Capital Trust II | 4,544,513 | 0.3 | ||||||||||
4,000 | (1),(2),(3),(4) | Wells Fargo & Co. | 103,600 | 0.0 | ||||||||||
4,648,113 | 0.3 | |||||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $10,847,296) | 11,327,183 | 0.7 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 11.9% | ||||||||||||||
Basic Materials: 0.2% | ||||||||||||||
770,000 | (5) | Basell Finance Co. BV, 8.100%, 03/15/2027 | 962,522 | 0.1 | ||||||||||
1,320,000 | Eastman Chemical Co., 2.700%, 01/15/2020 | 1,312,554 | 0.1 | |||||||||||
195,000 | International Paper Co., 6.000%, 11/15/2041 | 215,854 | 0.0 | |||||||||||
315,000 | Monsanto Co., 2.125%, 07/15/2019 | 312,223 | 0.0 | |||||||||||
150,000 | Rio Tinto Finance USA Ltd., 7.125%, 07/15/2028 | 189,682 | 0.0 | |||||||||||
211,000 | Sherwin-Williams Co/The, 4.500%, 06/01/2047 | 202,012 | 0.0 | |||||||||||
3,194,847 | 0.2 | |||||||||||||
Communications: 1.2% | ||||||||||||||
455,000 | America Movil S.A.B de CV, 4.375%, 07/16/2042 | 445,601 | 0.0 | |||||||||||
837,000 | AT&T, Inc., 3.000%, 06/30/2022 | 812,124 | 0.1 | |||||||||||
466,000 | AT&T, Inc., 3.400%, 05/15/2025 | 438,916 | 0.0 | |||||||||||
533,000 | (5) | AT&T, Inc., 4.300%, 02/15/2030 | 505,089 | 0.0 | ||||||||||
747,000 | AT&T, Inc., 4.500%, 05/15/2035 | 692,508 | 0.0 | |||||||||||
1,300,000 | AT&T, Inc., 4.800%, 06/15/2044 | 1,182,902 | 0.1 | |||||||||||
2,960,000 | AT&T, Inc., 5.150%, 03/15/2042 | 2,811,165 | 0.2 | |||||||||||
271,000 | (5) | AT&T, Inc., 5.150%, 11/15/2046 | 256,037 | 0.0 | ||||||||||
101,000 | AT&T, Inc., 5.350%, 09/01/2040 | 98,822 | 0.0 | |||||||||||
1,635,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | 1,654,680 | 0.1 | |||||||||||
910,000 | Comcast Corp., 3.900%, 03/01/2038 | 830,078 | 0.1 | |||||||||||
135,000 | Comcast Corp., 6.450%, 03/15/2037 | 160,660 | 0.0 | |||||||||||
2,700,000 | (5) | Crown Castle Towers LLC, 4.883%, 08/15/2040 | 2,770,510 | 0.2 | ||||||||||
125,000 | NBCUniversal Media LLC, 5.150%, 04/30/2020 | 129,199 | 0.0 | |||||||||||
210,000 | NBCUniversal Media LLC, 5.950%, 04/01/2041 | 236,814 | 0.0 | |||||||||||
1,595,000 | Orange SA, 1.625%, 11/03/2019 | 1,565,862 | 0.1 | |||||||||||
910,000 | Rogers Communications, Inc., 4.300%, 02/15/2048 | 871,095 | 0.1 | |||||||||||
415,000 | Rogers Communications, Inc., 4.500%, 03/15/2043 | 408,109 | 0.0 | |||||||||||
260,000 | (5) | Sky PLC, 9.500%, 11/15/2018 | 266,204 | 0.0 | ||||||||||
390,000 | Telefonica Emisiones SAU, 4.665%, 03/06/2038 | 365,699 | 0.0 | |||||||||||
860,000 | Telefonica Emisiones SAU, 5.213%, 03/08/2047 | 831,361 | 0.1 | |||||||||||
370,000 | Telefonica Emisiones SAU, 7.045%, 06/20/2036 | 445,717 | 0.0 | |||||||||||
136,000 | Verizon Communications, Inc., 4.125%, 08/15/2046 | 116,536 | 0.0 | |||||||||||
535,000 | Verizon Communications, Inc., 4.400%, 11/01/2034 | 500,082 | 0.0 | |||||||||||
833,000 | Verizon Communications, Inc., 4.812%, 03/15/2039 | 807,532 | 0.1 | |||||||||||
19,203,302 | 1.2 | |||||||||||||
Consumer, Cyclical: 1.0% | ||||||||||||||
2,650,000 | Advance Auto Parts, Inc., 4.500%, 12/01/2023 | 2,717,347 | 0.2 | |||||||||||
387,000 | Advance Auto Parts, Inc., 5.750%, 05/01/2020 | 403,853 | 0.0 | |||||||||||
137,000 | (5) | Alimentation Couche-Tard, Inc., 4.500%, 07/26/2047 | 129,663 | 0.0 | ||||||||||
607,025 | American Airlines 2014-1 Class A Pass Through Trust, 3.700%, 10/01/2026 | 594,125 | 0.0 | |||||||||||
170,200 | Continental Airlines 2010-1 Class A Pass Through Trust, 4.750%, 07/15/2022 | 173,632 | 0.0 | |||||||||||
301,563 | Continental Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | 305,118 | 0.0 | |||||||||||
91,028 | Delta Air Lines 2010-1 Class A Pass Through Trust, 6.200%, 01/02/2020 | 91,028 | 0.0 | |||||||||||
595,000 | Dollar General Corp., 3.250%, 04/15/2023 | 585,109 | 0.0 | |||||||||||
368,000 | Ford Motor Credit Co. LLC, 3.096%, 05/04/2023 | 351,166 | 0.0 | |||||||||||
569,000 | Ford Motor Credit Co. LLC, 3.810%, 01/09/2024 | 552,788 | 0.0 |
See Accompanying Notes to Financial Statements
27
VY® Invesco Equity and Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Cyclical: (continued) | ||||||||||||||
1,056,000 | Ford Motor Credit Co. LLC, 4.134%, 08/04/2025 | 1,031,046 | 0.1 | |||||||||||
563,000 | General Motors Co., 6.600%, 04/01/2036 | 610,627 | 0.0 | |||||||||||
713,000 | General Motors Financial Co., Inc., 5.250%, 03/01/2026 | 739,963 | 0.1 | |||||||||||
896,000 | Home Depot, Inc., 2.000%, 04/01/2021 | 874,219 | 0.1 | |||||||||||
725,000 | MDC Holdings, Inc., 6.000%, 01/15/2043 | 634,665 | 0.0 | |||||||||||
1,460,000 | QVC, Inc., 5.450%, 08/15/2034 | 1,351,356 | 0.1 | |||||||||||
758,705 | United Airlines 2014-2 Class A Pass Through Trust, 3.750%, 03/03/2028 | 755,202 | 0.1 | |||||||||||
600,000 | United Airlines 2018-1 Class AA Pass Through Trust, 3.500%, 09/01/2031 | 583,580 | 0.0 | |||||||||||
705,254 | (5) | Virgin Australia 2013-1A Pass Through Trust, 5.000%, 04/23/2025 | 717,868 | 0.1 | ||||||||||
1,000,000 | Walgreens Boots Alliance, Inc., 3.300%, 11/18/2021 | 994,543 | 0.1 | |||||||||||
737,000 | Walgreens Boots Alliance, Inc., 4.500%, 11/18/2034 | 697,982 | 0.1 | |||||||||||
14,894,880 | 1.0 | |||||||||||||
Consumer, Non-cyclical: 1.8% | ||||||||||||||
1,137,000 | AbbVie, Inc., 4.500%, 05/14/2035 | 1,117,492 | 0.1 | |||||||||||
985,000 | Allergan Funding SCS, 4.850%, 06/15/2044 | 952,591 | 0.1 | |||||||||||
952,000 | Anheuser-Busch InBev Finance, Inc., 2.650%, 02/01/2021 | 939,258 | 0.1 | |||||||||||
871,000 | Anheuser-Busch InBev Finance, Inc., 3.300%, 02/01/2023 | 864,347 | 0.1 | |||||||||||
1,475,000 | Anheuser-Busch InBev Finance, Inc., 4.700%, 02/01/2036 | 1,498,360 | 0.1 | |||||||||||
1,646,000 | Anheuser-Busch InBev Finance, Inc., 4.900%, 02/01/2046 | 1,698,740 | 0.1 | |||||||||||
498,000 | (5) | Bayer US Finance II LLC, 4.375%, 12/15/2028 | 499,777 | 0.0 | ||||||||||
1,200,000 | (5) | Bayer US Finance LLC, 2.375%, 10/08/2019 | 1,190,112 | 0.1 | ||||||||||
981,000 | (5) | Bayer US Finance LLC, 3.000%, 10/08/2021 | 965,706 | 0.1 | ||||||||||
442,000 | Becton Dickinson & Co., 2.675%, 12/15/2019 | 438,827 | 0.0 | |||||||||||
435,000 | Becton Dickinson & Co., 4.875%, 05/15/2044 | 428,191 | 0.0 | |||||||||||
325,000 | Celgene Corp., 4.000%, 08/15/2023 | 328,021 | 0.0 | |||||||||||
1,445,000 | Celgene Corp., 4.625%, 05/15/2044 | 1,345,164 | 0.1 | |||||||||||
240,000 | Ingredion, Inc., 6.625%, 04/15/2037 | 296,414 | 0.0 | |||||||||||
620,000 | CVS Health Corp., 3.375%, 08/12/2024 | 599,066 | 0.0 | |||||||||||
495,000 | CVS Health Corp., 4.100%, 03/25/2025 | 493,005 | 0.0 | |||||||||||
539,718 | CVS Pass-Through Trust, 6.036%, 12/10/2028 | 575,219 | 0.0 | |||||||||||
493,000 | Edwards Lifesciences Corp., 2.875%, 10/15/2018 | 493,169 | 0.0 | |||||||||||
965,000 | (5) | ERAC USA Finance LLC, 2.350%, 10/15/2019 | 954,439 | 0.1 | ||||||||||
420,000 | Express Scripts Holding Co., 2.250%, 06/15/2019 | 417,055 | 0.0 | |||||||||||
1,400,000 | General Mills, Inc., 2.200%, 10/21/2019 | 1,384,007 | 0.1 | |||||||||||
755,000 | Gilead Sciences, Inc., 4.400%, 12/01/2021 | 780,923 | 0.1 | |||||||||||
80,000 | GlaxoSmithKline Capital, Inc., 6.375%, 05/15/2038 | 102,878 | 0.0 | |||||||||||
1,232,000 | (5) | Heineken NV, 3.500%, 01/29/2028 | 1,187,519 | 0.1 | ||||||||||
963,000 | Laboratory Corp. of America Holdings, 3.200%, 02/01/2022 | 953,185 | 0.1 | |||||||||||
423,000 | Laboratory Corp. of America Holdings, 4.700%, 02/01/2045 | 415,082 | 0.0 | |||||||||||
730,000 | McKesson Corp., 2.284%, 03/15/2019 | 727,373 | 0.1 | |||||||||||
92,000 | Mead Johnson Nutrition Co., 4.125%, 11/15/2025 | 93,783 | 0.0 | |||||||||||
1,733,000 | Medtronic, Inc., 3.150%, 03/15/2022 | 1,719,554 | 0.1 | |||||||||||
576,000 | Medtronic, Inc., 4.375%, 03/15/2035 | 596,393 | 0.0 | |||||||||||
502,000 | Molson Coors Brewing Co., 1.450%, 07/15/2019 | 494,193 | 0.0 | |||||||||||
513,000 | Molson Coors Brewing Co., 4.200%, 07/15/2046 | 462,011 | 0.0 | |||||||||||
630,000 | Moodys Corp., 4.500%, 09/01/2022 | 651,435 | 0.1 | |||||||||||
574,000 | Mylan NV, 3.150%, 06/15/2021 | 567,894 | 0.0 | |||||||||||
275,000 | Philip Morris International, Inc., 3.600%, 11/15/2023 | 273,846 | 0.0 | |||||||||||
820,000 | Philip Morris International, Inc., 4.875%, 11/15/2043 | 845,899 | 0.1 | |||||||||||
79,000 | Zoetis, Inc., 4.700%, 02/01/2043 | 81,703 | 0.0 | |||||||||||
27,432,631 | 1.8 | |||||||||||||
Energy: 0.9% | ||||||||||||||
610,000 | Anadarko Petroleum Corp., 6.600%, 03/15/2046 | 735,146 | 0.1 |
See Accompanying Notes to Financial Statements
28
VY® Invesco Equity and Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
392,000 | ConocoPhillips Co., 4.150%, 11/15/2034 | 392,705 | 0.0 | |||||||||||
460,000 | Enable Midstream Partners L.P., 2.400%, 05/15/2019 | 457,196 | 0.0 | |||||||||||
570,000 | Energy Transfer Partners L.P., 4.900%, 03/15/2035 | 522,575 | 0.0 | |||||||||||
182,000 | Energy Transfer Partners L.P., 4.200%, 09/15/2023 | 181,896 | 0.0 | |||||||||||
615,000 | Enterprise Products Operating LLC, 2.550%, 10/15/2019 | 611,024 | 0.0 | |||||||||||
833,000 | Enterprise Products Operating LLC, 4.250%, 02/15/2048 | 777,553 | 0.1 | |||||||||||
175,000 | Enterprise Products Operating LLC, 5.250%, 01/31/2020 | 180,762 | 0.0 | |||||||||||
300,000 | Enterprise Products Operating LLC, 6.500%, 01/31/2019 | 306,298 | 0.0 | |||||||||||
250,000 | Husky Energy, Inc., 3.950%, 04/15/2022 | 252,010 | 0.0 | |||||||||||
700,000 | Kinder Morgan, Inc./DE, 5.300%, 12/01/2034 | 691,137 | 0.1 | |||||||||||
2,340,000 | MPLX L.P., 4.500%, 07/15/2023 | 2,391,286 | 0.2 | |||||||||||
973,000 | MPLX L.P., 4.500%, 04/15/2038 | 900,973 | 0.1 | |||||||||||
960,000 | MPLX L.P., 5.500%, 02/15/2023 | 979,344 | 0.1 | |||||||||||
570,000 | Noble Energy, Inc., 5.250%, 11/15/2043 | 581,938 | 0.0 | |||||||||||
505,000 | Occidental Petroleum Corp., 3.400%, 04/15/2026 | 493,314 | 0.0 | |||||||||||
295,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 3.650%, 06/01/2022 | 289,352 | 0.0 | |||||||||||
858,000 | Spectra Energy Partners L.P., 4.500%, 03/15/2045 | 797,202 | 0.1 | |||||||||||
544,000 | Suncor Energy, Inc., 3.600%, 12/01/2024 | 537,866 | 0.0 | |||||||||||
835,000 | Sunoco Logistics Partners Operations L.P., 5.300%, 04/01/2044 | 757,867 | 0.1 | |||||||||||
550,000 | Sunoco Logistics Partners Operations L.P., 5.500%, 02/15/2020 | 566,719 | 0.0 | |||||||||||
215,000 | Texas Eastern Transmission L.P., 7.000%, 07/15/2032 | 265,475 | 0.0 | |||||||||||
13,669,638 | 0.9 | |||||||||||||
Financial: 5.4% | ||||||||||||||
530,000 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.950%, 02/01/2022 | 527,175 | 0.0 | |||||||||||
395,000 | American International Group, Inc., 2.300%, 07/16/2019 | 392,710 | 0.0 | |||||||||||
1,140,000 | American International Group, Inc., 4.375%, 01/15/2055 | 988,529 | 0.1 | |||||||||||
1,685,000 | Air Lease Corp., 2.625%, 09/04/2018 | 1,684,386 | 0.1 | |||||||||||
851,000 | Air Lease Corp., 3.000%, 09/15/2023 | 806,551 | 0.1 | |||||||||||
1,870,000 | Air Lease Corp., 4.250%, 09/15/2024 | 1,858,375 | 0.1 | |||||||||||
410,000 | Allstate Corp., 3.280%, 12/15/2026 | 394,441 | 0.0 | |||||||||||
543,000 | American Express Co., 3.625%, 12/05/2024 | 535,331 | 0.0 | |||||||||||
615,000 | American Financial Group, Inc./OH, 4.500%, 06/15/2047 | 583,093 | 0.0 | |||||||||||
455,000 | (5) | ANZ New Zealand Int'l Ltd./London, 2.875%, 01/25/2022 | 443,960 | 0.0 | ||||||||||
440,000 | (5) | Apollo Management Holdings L.P., 4.000%, 05/30/2024 | 437,430 | 0.0 | ||||||||||
927,000 | (5) | Athene Global Funding, 2.875%, 10/23/2018 | 926,879 | 0.1 | ||||||||||
1,555,000 | (5) | Athene Global Funding, 4.000%, 01/25/2022 | 1,566,524 | 0.1 | ||||||||||
948,000 | Australia & New Zealand Banking Group Ltd./New York NY, 2.300%, 06/01/2021 | 921,744 | 0.1 | |||||||||||
720,000 | Bank of America Corp., 3.248%, 10/21/2027 | 671,547 | 0.1 | |||||||||||
850,000 | Bank of America Corp., 3.500%, 04/19/2026 | 822,731 | 0.1 | |||||||||||
1,445,000 | Bank of Nova Scotia/The, 2.050%, 10/30/2018 | 1,442,607 | 0.1 | |||||||||||
725,000 | (5) | BBVA Bancomer SA/Texas, 4.375%, 04/10/2024 | 724,275 | 0.1 | ||||||||||
765,000 | Brookfield Asset Management, Inc., 4.000%, 01/15/2025 | 757,124 | 0.1 | |||||||||||
1,140,000 | Capital One Financial Corp., 3.200%, 01/30/2023 | 1,107,888 | 0.1 | |||||||||||
485,000 | (5) | Carlyle Holdings Finance LLC, 3.875%, 02/01/2023 | 484,383 | 0.0 | ||||||||||
630,000 | (4) | Citigroup, Inc., 3.668%, 07/24/2028 | 599,618 | 0.0 | ||||||||||
1,930,000 | Citigroup, Inc., 4.000%, 08/05/2024 | 1,899,274 | 0.1 | |||||||||||
520,000 | Citigroup, Inc., 4.750%, 05/18/2046 | 495,957 | 0.0 | |||||||||||
260,000 | Citigroup, Inc., 5.300%, 05/06/2044 | 268,431 | 0.0 | |||||||||||
560,000 | Citigroup, Inc., 6.675%, 09/13/2043 | 678,546 | 0.1 | |||||||||||
595,000 | Citizens Financial Group, Inc., 2.375%, 07/28/2021 | 575,699 | 0.0 | |||||||||||
325,000 | CNA Financial Corp., 5.875%, 08/15/2020 | 341,811 | 0.0 |
See Accompanying Notes to Financial Statements
29
VY® Invesco Equity and Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
1,335,000 | (5) | Commonwealth Bank of Australia, 2.250%, 03/10/2020 | 1,316,188 | 0.1 | ||||||||||
6,139,000 | Convertible Trust - Healthcare Series 2018-1, 0.250%, 02/05/2024 | 6,096,702 | 0.4 | |||||||||||
895,000 | (4),(5) | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 11.000%, 12/31/2199 | 962,125 | 0.1 | ||||||||||
472,000 | (5) | Credit Suisse AG, 6.500%, 08/08/2023 | 503,145 | 0.0 | ||||||||||
1,190,000 | Crown Castle International Corp., 3.800%, 02/15/2028 | 1,115,201 | 0.1 | |||||||||||
60,000 | Crown Castle International Corp., 4.750%, 05/15/2047 | 56,731 | 0.0 | |||||||||||
620,000 | Discover Bank, 3.350%, 02/06/2023 | 604,628 | 0.0 | |||||||||||
2,275,000 | EPR Properties, 4.750%, 12/15/2026 | 2,228,235 | 0.2 | |||||||||||
615,000 | (4) | Goldman Sachs Group, Inc./The, 4.017%, 10/31/2038 | 561,071 | 0.0 | ||||||||||
820,000 | Goldman Sachs Group, Inc., 4.250%, 10/21/2025 | 808,478 | 0.1 | |||||||||||
355,000 | Goldman Sachs Group, Inc., 5.250%, 07/27/2021 | 373,209 | 0.0 | |||||||||||
835,000 | Government Properties Income Trust, 4.000%, 07/15/2022 | 825,650 | 0.1 | |||||||||||
840,000 | HCP, Inc., 3.875%, 08/15/2024 | 822,264 | 0.1 | |||||||||||
320,000 | HCP, Inc., 4.200%, 03/01/2024 | 320,064 | 0.0 | |||||||||||
350,000 | Hospitality Properties Trust, 4.500%, 06/15/2023 | 351,884 | 0.0 | |||||||||||
240,000 | Hospitality Properties Trust, 5.000%, 08/15/2022 | 246,815 | 0.0 | |||||||||||
670,000 | (5) | Jackson National Life Global Funding, 2.100%, 10/25/2021 | 642,027 | 0.0 | ||||||||||
620,000 | (5) | Jackson National Life Global Funding, 3.250%, 01/30/2024 | 608,039 | 0.0 | ||||||||||
550,000 | JPMorgan Chase & Co., 3.200%, 06/15/2026 | 520,432 | 0.0 | |||||||||||
1,270,000 | (4) | JPMorgan Chase & Co., 3.509%, 01/23/2029 | 1,205,798 | 0.1 | ||||||||||
1,270,000 | (4) | JPMorgan Chase & Co., 3.897%, 01/23/2049 | 1,142,184 | 0.1 | ||||||||||
675,000 | (4) | JPMorgan Chase & Co., 4.260%, 02/22/2048 | 636,378 | 0.0 | ||||||||||
665,000 | (4) | JPMorgan Chase & Co., 5.000%, 12/31/2199 | 669,156 | 0.0 | ||||||||||
443,000 | (5) | KKR Group Finance Co. III LLC, 5.125%, 06/01/2044 | 438,461 | 0.0 | ||||||||||
2,335,000 | (5) | Liberty Mutual Group, Inc., 4.850%, 08/01/2044 | 2,347,859 | 0.2 | ||||||||||
587,000 | Lifestorage L.P./CA, 3.500%, 07/01/2026 | 550,526 | 0.0 | |||||||||||
285,000 | Markel Corp., 5.000%, 03/30/2043 | 292,642 | 0.0 | |||||||||||
3,250,000 | (5) | MassMutual Global Funding II, 2.100%, 08/02/2018 | 3,249,210 | 0.2 | ||||||||||
1,300,000 | (5) | MassMutual Global Funding II, 2.000%, 04/15/2021 | 1,255,724 | 0.1 | ||||||||||
670,000 | (5) | Metropolitan Life Global Funding I, 2.050%, 06/12/2020 | 656,631 | 0.0 | ||||||||||
2,360,000 | (5) | Mizuho Financial Group Cayman 3 Ltd., 4.600%, 03/27/2024 | 2,400,892 | 0.2 | ||||||||||
2,975,000 | Morgan Stanley, 2.375%, 07/23/2019 | 2,958,438 | 0.2 | |||||||||||
1,040,000 | Morgan Stanley, 4.000%, 07/23/2025 | 1,037,468 | 0.1 | |||||||||||
1,230,000 | National Australia Bank Ltd./New York, 1.875%, 07/12/2021 | 1,175,174 | 0.1 | |||||||||||
1,365,000 | National Australia Bank Ltd/New York, 2.000%, 01/14/2019 | 1,359,978 | 0.1 | |||||||||||
1,515,000 | (5) | Nationwide Financial Services, Inc., 5.300%, 11/18/2044 | 1,622,510 | 0.1 | ||||||||||
333,000 | Prudential Financial, Inc., 3.935%, 12/07/2049 | 299,948 | 0.0 | |||||||||||
259,000 | Reinsurance Group of America, Inc., 4.700%, 09/15/2023 | 267,975 | 0.0 | |||||||||||
1,000,000 | (5) | Reliance Standard Life Global Funding II, 2.150%, 10/15/2018 | 998,555 | 0.1 | ||||||||||
690,000 | (5) | Reliance Standard Life Global Funding II, 3.050%, 01/20/2021 | 682,197 | 0.1 | ||||||||||
3,820,000 | Royal Bank of Canada, 2.000%, 12/10/2018 | 3,811,593 | 0.3 | |||||||||||
1,360,000 | (5) | Societe Generale SA, 2.625%, 09/16/2020 | 1,338,342 | 0.1 | ||||||||||
805,000 | (5) | Societe Generale SA, 5.000%, 01/17/2024 | 808,371 | 0.1 | ||||||||||
985,000 | (5) | Standard Chartered PLC, 3.050%, 01/15/2021 | 971,917 | 0.1 | ||||||||||
1,100,000 | Sumitomo Mitsui Banking Corp., 2.650%, 07/23/2020 | 1,085,595 | 0.1 | |||||||||||
590,000 | SunTrust Bank/Atlanta GA, 3.300%, 05/15/2026 | 557,487 | 0.0 | |||||||||||
670,000 | Synchrony Financial, 3.950%, 12/01/2027 | 619,030 | 0.0 | |||||||||||
616,000 | (5) | Teachers Insurance & Annuity Association of America, 4.270%, 05/15/2047 | 590,039 | 0.0 |
See Accompanying Notes to Financial Statements
30
VY® Invesco Equity and Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
445,000 | Travelers Cos, Inc., 4.600%, 08/01/2043 | 468,093 | 0.0 | |||||||||||
585,000 | (5) | UBS Group Funding Switzerland AG, 4.125%, 04/15/2026 | 579,345 | 0.0 | ||||||||||
410,000 | US Bancorp, 3.100%, 04/27/2026 | 386,969 | 0.0 | |||||||||||
145,000 | Ventas Realty L.P., 5.700%, 09/30/2043 | 160,393 | 0.0 | |||||||||||
1,020,000 | Visa, Inc., 4.150%, 12/14/2035 | 1,058,169 | 0.1 | |||||||||||
965,000 | Wells Fargo & Co., 3.550%, 09/29/2025 | 936,036 | 0.1 | |||||||||||
470,000 | Wells Fargo & Co., 4.100%, 06/03/2026 | 460,861 | 0.0 | |||||||||||
2,000,000 | Wells Fargo & Co., 4.650%, 11/04/2044 | 1,908,032 | 0.1 | |||||||||||
315,000 | Willis North America, Inc., 3.600%, 05/15/2024 | 304,690 | 0.0 | |||||||||||
350,000 | WR Berkley Corp., 4.625%, 03/15/2022 | 361,752 | 0.0 | |||||||||||
83,554,325 | 5.4 | |||||||||||||
Industrial: 0.7% | ||||||||||||||
1,105,000 | (5) | Aviation Capital Group LLC, 2.875%, 09/17/2018 | 1,105,241 | 0.1 | ||||||||||
305,000 | (5) | Aviation Capital Group LLC, 2.875%, 01/20/2022 | 295,174 | 0.0 | ||||||||||
1,095,000 | (5) | Aviation Capital Group LLC, 4.875%, 10/01/2025 | 1,138,924 | 0.1 | ||||||||||
970,000 | Avnet, Inc., 4.625%, 04/15/2026 | 957,068 | 0.1 | |||||||||||
435,000 | (5) | BAE Systems Holdings, Inc., 2.850%, 12/15/2020 | 429,858 | 0.0 | ||||||||||
224,000 | Burlington Northern Santa Fe LLC, 5.150%, 09/01/2043 | 248,619 | 0.0 | |||||||||||
330,000 | CSX Corp., 5.500%, 04/15/2041 | 366,922 | 0.0 | |||||||||||
1,015,000 | Deere & Co., 2.600%, 06/08/2022 | 989,567 | 0.1 | |||||||||||
295,000 | FedEx Corp., 4.900%, 01/15/2034 | 311,368 | 0.0 | |||||||||||
605,000 | FedEx Corp., 5.100%, 01/15/2044 | 636,113 | 0.0 | |||||||||||
703,000 | Packaging Corp. of America, 4.500%, 11/01/2023 | 727,005 | 0.1 | |||||||||||
285,000 | Precision Castparts Corp., 2.500%, 01/15/2023 | 274,781 | 0.0 | |||||||||||
410,000 | (5) | SMBC Aviation Capital Finance DAC, 2.650%, 07/15/2021 | 397,791 | 0.0 | ||||||||||
157,000 | Union Pacific Corp., 3.646%, 02/15/2024 | 157,393 | 0.0 | |||||||||||
730,000 | Union Pacific Corp., 4.150%, 01/15/2045 | 704,385 | 0.1 | |||||||||||
375,000 | Union Pacific Corp., 4.850%, 06/15/2044 | 393,935 | 0.0 | |||||||||||
330,000 | United Parcel Service, Inc., 3.400%, 11/15/2046 | 291,321 | 0.0 | |||||||||||
752,000 | Waste Management, Inc., 3.900%, 03/01/2035 | 733,127 | 0.1 | |||||||||||
10,158,592 | 0.7 | |||||||||||||
Technology: 0.4% | ||||||||||||||
1,146,000 | Apple, Inc., 2.150%, 02/09/2022 | 1,110,702 | 0.1 | |||||||||||
435,000 | Apple, Inc., 3.350%, 02/09/2027 | 425,090 | 0.0 | |||||||||||
1,840,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.625%, 01/15/2024 | 1,782,661 | 0.1 | |||||||||||
910,000 | (5) | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | 952,709 | 0.1 | ||||||||||
35,000 | (5) | Dell International LLC / EMC Corp., 8.350%, 07/15/2046 | 42,252 | 0.0 | ||||||||||
340,000 | DXC Technology Co., 4.450%, 09/18/2022 | 350,194 | 0.0 | |||||||||||
649,000 | Microsoft Corp., 3.500%, 02/12/2035 | 629,646 | 0.1 | |||||||||||
285,000 | Texas Instruments, Inc., 2.625%, 05/15/2024 | 272,985 | 0.0 | |||||||||||
5,566,239 | 0.4 | |||||||||||||
Utilities: 0.3% | ||||||||||||||
150,000 | (5) | Electricite de France SA, 4.600%, 01/27/2020 | 153,401 | 0.0 | ||||||||||
620,000 | (5) | Electricite de France SA, 4.875%, 01/22/2044 | 629,271 | 0.0 | ||||||||||
350,000 | (4),(5) | Electricite de France SA, 5.625%, 12/31/2199 | 344,312 | 0.0 | ||||||||||
703,000 | NextEra Energy Capital Holdings, Inc., 3.550%, 05/01/2027 | 676,752 | 0.1 | |||||||||||
760,000 | NiSource, Inc., 4.375%, 05/15/2047 | 740,494 | 0.1 | |||||||||||
605,000 | Oglethorpe Power Corp., 4.550%, 06/01/2044 | 604,488 | 0.0 | |||||||||||
667,000 | Sempra Energy, 3.800%, 02/01/2038 | 607,207 | 0.0 | |||||||||||
1,680,000 | (5) | Southern Electric Generating Co., 2.200%, 12/01/2018 | 1,676,113 | 0.1 | ||||||||||
5,432,038 | 0.3 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $185,325,999) | 183,106,492 | 11.9 | ||||||||||||
MUNICIPAL BONDS: 0.0% | ||||||||||||||
Georgia: 0.0% | ||||||||||||||
175,000 | Municipal Electric Authority of Georgia, 6.637%, 04/01/2057 | 221,875 | 0.0 | |||||||||||
325,000 | Municipal Electric Authority of Georgia, 6.655%, 04/01/2057 | 407,833 | 0.0 | |||||||||||
Total Municipal Bonds | ||||||||||||||
(Cost $503,925) | 629,708 | 0.0 |
See Accompanying Notes to Financial Statements
31
VY® Invesco Equity and Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. TREASURY OBLIGATIONS: 11.8% | ||||||||||||||
U.S. Treasury Bonds: 0.9% | ||||||||||||||
13,440,000 | (2) | 3.000%, 02/15/2048 | 13,474,125 | 0.9 | ||||||||||
425,000 | 4.500%, 02/15/2036 | 519,438 | 0.0 | |||||||||||
13,993,563 | 0.9 | |||||||||||||
U.S. Treasury Notes: 10.9% | ||||||||||||||
6,230,000 | 1.250%, 01/31/2019 | 6,195,808 | 0.4 | |||||||||||
47,470,000 | 2.500%, 05/31/2020 | 47,450,530 | 3.1 | |||||||||||
180,000 | 2.625%, 11/15/2020 | 180,176 | 0.0 | |||||||||||
59,651,000 | 2.625%, 06/15/2021 | 59,659,155 | 3.9 | |||||||||||
40,081,700 | 2.750%, 05/31/2023 | 40,122,408 | 2.6 | |||||||||||
6,831,300 | 2.875%, 05/31/2025 | 6,857,051 | 0.5 | |||||||||||
6,712,900 | 2.875%, 05/15/2028 | 6,724,306 | 0.4 | |||||||||||
167,189,434 | 10.9 | |||||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $180,995,127) | 181,182,997 | 11.8 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.1% | ||||||||||||||
Federal National Mortgage Association: 0.1%(6) | ||||||||||||||
915,000 | 6.625%, 11/15/2030 | 1,232,653 | 0.1 | |||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $1,025,858) | 1,232,653 | 0.1 | ||||||||||||
CONVERTIBLE BONDS/NOTES: 9.1% | ||||||||||||||
Communications: 2.9% | ||||||||||||||
2,421,000 | Ciena Corp., 4.000%, 12/15/2020 | 3,421,761 | 0.2 | |||||||||||
3,989,000 | Ctrip.com International Ltd., 1.250%, 09/15/2022 | 4,103,764 | 0.3 | |||||||||||
5,342,000 | DISH Network Corp., 3.375%, 08/15/2026 | 5,187,595 | 0.3 | |||||||||||
1,319,000 | Finisar Corp., 0.500%, 12/15/2036 | 1,200,488 | 0.1 | |||||||||||
2,501,000 | (2) | FireEye, Inc., 1.000%, 06/01/2035 | 2,394,707 | 0.2 | ||||||||||
2,535,000 | FireEye, Inc., 1.625%, 06/01/2035 | 2,328,154 | 0.1 | |||||||||||
2,954,000 | (5) | GCI Liberty, Inc., 1.750%, 09/30/2046 | 3,054,276 | 0.2 | ||||||||||
1,807,000 | (2),(5) | Liberty Expedia Holdings, Inc., 1.000%, 06/30/2047 | 1,788,997 | 0.1 | ||||||||||
9,559,000 | Liberty Media Corp., 1.375%, 10/15/2023 | 11,915,007 | 0.8 | |||||||||||
939,188 | Liberty Media Corp., 2.250%, 09/30/2046 | 495,629 | 0.0 | |||||||||||
673,000 | Liberty Media Corp.-Liberty Formula One, 1.000%, 01/30/2023 | 788,785 | 0.0 | |||||||||||
3,156,000 | Viavi Solutions, Inc., 0.625%, 08/15/2033 | 3,186,629 | 0.2 | |||||||||||
2,327,000 | Viavi Solutions, Inc., 1.000%, 03/01/2024 | 2,354,338 | 0.2 | |||||||||||
2,258,000 | (5) | Viavi Solutions, Inc., 1.750%, 06/01/2023 | 2,328,637 | 0.2 | ||||||||||
44,548,767 | 2.9 | |||||||||||||
Consumer, Cyclical: 0.1% | ||||||||||||||
2,264,000 | (5) | Live Nation Entertainment, Inc., 2.500%, 03/15/2023 | 2,349,835 | 0.1 | ||||||||||
Consumer, Non-cyclical: 1.7% | ||||||||||||||
3,952,000 | BioMarin Pharmaceutical, Inc., 1.500%, 10/15/2020 | 4,701,390 | 0.3 | |||||||||||
2,934,000 | (5) | DexCom, Inc., 0.750%, 05/15/2022 | 3,409,493 | 0.2 | ||||||||||
514,000 | (5) | Insulet Corp., 1.375%, 11/15/2024 | 578,645 | 0.0 | ||||||||||
2,410,000 | Jazz Investments I Ltd., 1.875%, 08/15/2021 | 2,628,927 | 0.2 | |||||||||||
1,251,000 | Medicines Co/The, 2.750%, 07/15/2023 | 1,264,110 | 0.1 | |||||||||||
2,104,000 | Neurocrine Biosciences, Inc., 2.250%, 05/15/2024 | 3,041,822 | 0.2 | |||||||||||
2,762,000 | NuVasive, Inc., 2.250%, 03/15/2021 | 2,999,781 | 0.2 | |||||||||||
924,000 | Pacira Pharmaceuticals, Inc./DE, 2.375%, 04/01/2022 | 861,045 | 0.1 | |||||||||||
798,000 | (5) | Supernus Pharmaceuticals, Inc., 0.625%, 04/01/2023 | 976,495 | 0.1 | ||||||||||
1,309,000 | Wright Medical Group NV, 2.250%, 11/15/2021 | 1,748,888 | 0.1 | |||||||||||
3,694,000 | Wright Medical Group, Inc., 1.625%, 06/15/2023 | 3,682,918 | 0.2 | |||||||||||
25,893,514 | 1.7 | |||||||||||||
Energy: 0.8% | ||||||||||||||
1,298,000 | Chesapeake Energy Corp., 5.500%, 09/15/2026 | 1,322,383 | 0.1 | |||||||||||
2,490,000 | (2) | Ensco Jersey Finance Ltd., 3.000%, 01/31/2024 | 2,318,534 | 0.1 | ||||||||||
1,359,000 | Helix Energy Solutions Group, Inc., 4.250%, 05/01/2022 | 1,422,034 | 0.1 | |||||||||||
1,360,000 | Nabors Industries, Inc., 0.750%, 01/15/2024 | 1,073,409 | 0.1 | |||||||||||
1,677,000 | (2),(5) | Oil States International, Inc., 1.500%, 02/15/2023 | 1,753,012 | 0.1 | ||||||||||
3,942,000 | Weatherford International Ltd., 5.875%, 07/01/2021 | 3,889,295 | 0.3 | |||||||||||
11,778,667 | 0.8 | |||||||||||||
Financial: 1.5% | ||||||||||||||
9,000,000 | (5) | Credit Suisse AG Convertible Basket, 0.500%, 06/24/2024 | 8,993,700 | 0.6 | ||||||||||
4,179,000 | (5),(7) | Goldman Sachs Group, Inc., 1.000%, 09/28/2020 | 7,561,316 | 0.5 | ||||||||||
6,746,000 | GS Finance Corp., 0.250%, 07/08/2024 | 6,250,776 | 0.4 | |||||||||||
22,805,792 | 1.5 | |||||||||||||
Technology: 2.1% | ||||||||||||||
3,443,000 | Citrix Systems, Inc., 0.500%, 04/15/2019 | 5,007,826 | 0.3 |
See Accompanying Notes to Financial Statements
32
VY® Invesco Equity and Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CONVERTIBLE BONDS/NOTES: (continued) | ||||||||||||||
Technology: (continued) | ||||||||||||||
2,544,000 | Microchip Technology, Inc., 1.625%, 02/15/2027 | 2,969,184 | 0.2 | |||||||||||
2,386,000 | Micron Technology, Inc., 3.000%, 11/15/2043 | 4,302,822 | 0.3 | |||||||||||
4,003,000 | Nuance Communications, Inc., 1.000%, 12/15/2035 | 3,602,684 | 0.2 | |||||||||||
1,819,000 | Nuance Communications, Inc., 1.250%, 04/01/2025 | 1,719,155 | 0.1 | |||||||||||
2,479,000 | ON Semiconductor Corp., 1.000%, 12/01/2020 | 3,267,523 | 0.2 | |||||||||||
790,000 | RealPage, Inc., 1.500%, 11/15/2022 | 1,123,358 | 0.1 | |||||||||||
3,899,000 | SanDisk LLC, 0.500%, 10/15/2020 | 3,696,213 | 0.2 | |||||||||||
726,000 | Silicon Laboratories, Inc., 1.375%, 03/01/2022 | 888,860 | 0.1 | |||||||||||
2,238,000 | (2),(5) | Western Digital Corp., 1.500%, 02/01/2024 | 2,268,260 | 0.2 | ||||||||||
2,643,000 | (5) | Workday, Inc., 0.250%, 10/01/2022 | 2,781,176 | 0.2 | ||||||||||
31,627,061 | 2.1 | |||||||||||||
Total Convertible Bonds/Notes | ||||||||||||||
(Cost $128,398,745) | 139,003,636 | 9.1 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $1,304,723,752) | 1,462,429,807 | 95.2 | ||||||||||||
SHORT-TERM INVESTMENTS: 6.5% | ||||||||||||||
Securities Lending Collateral(8): 1.7% | ||||||||||||||
1,306,351 | Dominion Securities Inc., Repurchase Agreement dated 06/29/18, 2.11%, due 07/02/18 (Repurchase Amount $1,306,578, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $1,332,478, due 11/01/36-06/01/48) | 1,306,351 | 0.1 | |||||||||||
6,284,897 | Jefferies LLC, Repurchase Agreement dated 06/29/18, 2.00%, due 07/02/18 (Repurchase Amount $6,285,930, collateralized by various U.S. Government Securities, 0.000%-2.375%, Market Value plus accrued interest $6,410,595, due 07/05/18-09/09/49) | 6,284,897 | 0.4 | |||||||||||
6,284,897 | NBC Global Finance Ltd., Repurchase Agreement dated 06/29/18, 1.95%, due 07/02/18 (Repurchase Amount $6,285,904, collateralized by various U.S. Government Securities, 0.000%-3.625%, Market Value plus accrued interest $6,410,613, due 01/31/20-09/09/49) | 6,284,897 | 0.4 | |||||||||||
6,284,897 | Nomura Securities, Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $6,285,992, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $6,410,595, due 07/15/18-05/20/68) | 6,284,897 | 0.4 | |||||||||||
6,284,897 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $6,286,085, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $6,410,642, due 07/15/19-02/15/48) | 6,284,897 | 0.4 | |||||||||||
26,445,939 | 1.7 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 4.8% | ||||||||||||||
73,683,317 | (9) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% | ||||||||||||
(Cost $73,683,317) | 73,683,317 | 4.8 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $100,129,256) | 100,129,256 | 6.5 | ||||||||||||
Total Investments in Securities (Cost $1,404,853,008) | $ | 1,562,559,063 | 101.7 | |||||||||||
Liabilities in Excess of Other Assets | (26,468,512 | ) | (1.7 | ) | ||||||||||
Net Assets | $ | 1,536,090,551 | 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. |
See Accompanying Notes to Financial Statements
33
VY® Invesco Equity and Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
(3) | Preferred Stock may be called prior to convertible date. |
(4) | Variable rate security. Rate shown is the rate in effect as of June 30, 2018. |
(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) | 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. |
(7) | Exchangeable into a basket of 5 common shares. |
(8) | Represents securities purchased with cash collateral received for securities on loan. |
(9) | Rate shown is the 7-day yield as of June 30, 2018. |
See Accompanying Notes to Financial Statements
34
VY® JPMorgan Mid Cap Value Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.2% | ||||||||||||||
Consumer Discretionary: 16.7% | ||||||||||||||
8,860 | (1) | Autozone, Inc. | 5,944,440 | 1.1 | ||||||||||
72,980 | Best Buy Co., Inc. | 5,442,848 | 1.1 | |||||||||||
84,610 | BorgWarner, Inc. | 3,651,768 | 0.7 | |||||||||||
62,322 | CBS Corp. - Class B | 3,503,743 | 0.7 | |||||||||||
88,890 | (1) | Dish Network Corp. - Class A | 2,987,593 | 0.6 | ||||||||||
53,760 | Expedia, Inc. | 6,461,414 | 1.3 | |||||||||||
164,370 | Gap, Inc. | 5,323,944 | 1.0 | |||||||||||
46,170 | Genuine Parts Co. | 4,237,944 | 0.8 | |||||||||||
97,030 | Hilton Worldwide Holdings, Inc. | 7,680,895 | 1.5 | |||||||||||
97,191 | Kohl's Corp. | 7,085,224 | 1.4 | |||||||||||
12,696 | Marriott International, Inc. | 1,607,314 | 0.3 | |||||||||||
41,480 | (1) | Mohawk Industries, Inc. | 8,887,920 | 1.7 | ||||||||||
143,736 | Newell Brands, Inc. | 3,706,951 | 0.7 | |||||||||||
55,560 | Nordstrom, Inc. | 2,876,897 | 0.6 | |||||||||||
42,070 | PVH Corp. | 6,298,720 | 1.2 | |||||||||||
33,400 | Ralph Lauren Corp. | 4,199,048 | 0.8 | |||||||||||
46,130 | Tiffany & Co. | 6,070,708 | 1.2 | |||||||||||
85,967,371 | 16.7 | |||||||||||||
Consumer Staples: 7.4% | ||||||||||||||
21,430 | Constellation Brands, Inc. | 4,690,384 | 0.9 | |||||||||||
219,670 | Coty, Inc - Class A | 3,097,347 | 0.6 | |||||||||||
69,160 | Dr Pepper Snapple Group, Inc. | 8,437,520 | 1.6 | |||||||||||
58,123 | (1) | Edgewell Personal Care Co. | 2,932,887 | 0.6 | ||||||||||
35,413 | Energizer Holdings, Inc. | 2,229,602 | 0.4 | |||||||||||
208,120 | Kroger Co. | 5,921,014 | 1.2 | |||||||||||
43,370 | Molson Coors Brewing Co. | 2,950,895 | 0.6 | |||||||||||
63,200 | Pinnacle Foods, Inc. | 4,111,792 | 0.8 | |||||||||||
42,790 | (1),(2) | Post Holdings, Inc. | 3,680,796 | 0.7 | ||||||||||
38,052,237 | 7.4 | |||||||||||||
Energy: 6.6% | ||||||||||||||
151,334 | (1) | Energen Corp. | 11,020,142 | 2.1 | ||||||||||
187,330 | EQT Corp. | 10,336,869 | 2.0 | |||||||||||
80,940 | PBF Energy, Inc. | 3,393,814 | 0.7 | |||||||||||
331,300 | Williams Cos., Inc. | 8,981,543 | 1.8 | |||||||||||
33,732,368 | 6.6 | |||||||||||||
Financials: 21.3% | ||||||||||||||
4,833 | Alleghany Corp. | 2,778,830 | 0.6 | |||||||||||
186,890 | Ally Financial, Inc. | 4,909,600 | 1.0 | |||||||||||
33,480 | Ameriprise Financial, Inc. | 4,683,182 | 0.9 | |||||||||||
9,437 | Chubb Ltd. | 1,198,688 | 0.2 | |||||||||||
114,540 | Citizens Financial Group, Inc. | 4,455,606 | 0.9 | |||||||||||
251,300 | Fifth Third Bancorp | 7,212,310 | 1.4 | |||||||||||
46,800 | First Republic Bank | 4,529,772 | 0.9 | |||||||||||
134,280 | Hartford Financial Services Group, Inc. | 6,865,736 | 1.3 | |||||||||||
272,560 | Huntington Bancshares, Inc. | 4,022,986 | 0.8 | |||||||||||
133,200 | Invesco Ltd. | 3,537,792 | 0.7 | |||||||||||
182,090 | Loews Corp. | 8,791,305 | 1.7 | |||||||||||
55,163 | M&T Bank Corp. | 9,385,984 | 1.8 | |||||||||||
52,470 | Marsh & McLennan Cos., Inc. | 4,300,966 | 0.8 | |||||||||||
54,790 | Northern Trust Corp. | 5,637,343 | 1.1 | |||||||||||
49,390 | Principal Financial Group, Inc. | 2,615,200 | 0.5 | |||||||||||
69,950 | Progressive Corp. | 4,137,542 | 0.8 | |||||||||||
53,470 | Raymond James Financial, Inc. | 4,777,545 | 0.9 | |||||||||||
117,590 | SunTrust Banks, Inc. | 7,763,292 | 1.5 | |||||||||||
68,310 | T. Rowe Price Group, Inc. | 7,930,108 | 1.6 | |||||||||||
66,990 | Unum Group | 2,477,960 | 0.5 | |||||||||||
37,170 | WR Berkley Corp. | 2,691,480 | 0.5 | |||||||||||
46,430 | XL Group Ltd. | 2,597,759 | 0.5 | |||||||||||
40,030 | Zions Bancorp. | 2,109,181 | 0.4 | |||||||||||
109,410,167 | 21.3 | |||||||||||||
Health Care: 6.7% | ||||||||||||||
65,110 | AmerisourceBergen Corp. | 5,551,930 | 1.1 | |||||||||||
33,620 | Cigna Corp. | 5,713,719 | 1.1 | |||||||||||
50,430 | (1) | Henry Schein, Inc. | 3,663,235 | 0.7 | ||||||||||
14,830 | Humana, Inc. | 4,413,853 | 0.9 | |||||||||||
28,030 | (1) | Laboratory Corp. of America Holdings | 5,032,226 | 1.0 | ||||||||||
38,220 | Universal Health Services, Inc. | 4,259,237 | 0.8 | |||||||||||
50,690 | Zimmer Biomet Holdings, Inc. | 5,648,893 | 1.1 | |||||||||||
34,283,093 | 6.7 | |||||||||||||
Industrials: 7.7% | ||||||||||||||
32,090 | Acuity Brands, Inc. | 3,718,268 | 0.7 | |||||||||||
67,310 | Ametek, Inc. | 4,857,090 | 1.0 | |||||||||||
48,720 | Carlisle Cos., Inc. | 5,276,863 | 1.0 | |||||||||||
79,560 | Fortune Brands Home & Security, Inc. | 4,271,576 | 0.8 | |||||||||||
25,670 | Hubbell, Inc. | 2,714,346 | 0.5 | |||||||||||
37,370 | IDEX Corp. | 5,100,258 | 1.0 | |||||||||||
19,770 | (1),(2) | Middleby Corp. | 2,064,383 | 0.4 | ||||||||||
57,200 | MSC Industrial Direct Co. | 4,853,420 | 1.0 | |||||||||||
42,161 | Snap-On, Inc. | 6,776,116 | 1.3 | |||||||||||
39,632,320 | 7.7 | |||||||||||||
Information Technology: 8.3% | ||||||||||||||
65,870 | Amphenol Corp. | 5,740,571 | 1.1 | |||||||||||
45,320 | Analog Devices, Inc. | 4,347,094 | 0.8 | |||||||||||
74,530 | (1) | Arrow Electronics, Inc. | 5,610,618 | 1.1 | ||||||||||
72,030 | CDW Corp. | 5,819,304 | 1.1 | |||||||||||
145,482 | (1) | CommScope Holding Co., Inc. | 4,248,802 | 0.8 | ||||||||||
41,816 | Jack Henry & Associates, Inc. | 5,451,134 | 1.1 | |||||||||||
78,379 | (1) | Keysight Technologies, Inc. | 4,626,712 | 0.9 | ||||||||||
62,830 | (1),(2) | Match Group, Inc. | 2,434,034 | 0.5 | ||||||||||
53,330 | (1) | Synopsys, Inc. | 4,563,448 | 0.9 | ||||||||||
42,841,717 | 8.3 | |||||||||||||
Materials: 4.3% | ||||||||||||||
220,210 | (2) | Ball Corp. | 7,828,466 | 1.5 | ||||||||||
10,800 | Sherwin-Williams Co. | 4,401,756 | 0.9 |
See Accompanying Notes to Financial Statements
35
VY® JPMorgan Mid Cap Value Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Materials: (continued) | ||||||||||||||
165,620 | Silgan Holdings, Inc. | 4,443,585 | 0.9 | |||||||||||
92,570 | WestRock Co. | 5,278,341 | 1.0 | |||||||||||
21,952,148 | 4.3 | |||||||||||||
Real Estate: 11.6% | ||||||||||||||
59,460 | American Campus Communities, Inc. | 2,549,645 | 0.5 | |||||||||||
116,660 | American Homes 4 Rent | 2,587,519 | 0.5 | |||||||||||
31,030 | AvalonBay Communities, Inc. | 5,333,747 | 1.0 | |||||||||||
42,250 | Boston Properties, Inc. | 5,298,995 | 1.0 | |||||||||||
207,810 | Brixmor Property Group, Inc. | 3,622,128 | 0.7 | |||||||||||
97,830 | (1) | CBRE Group, Inc. | 4,670,404 | 0.9 | ||||||||||
13,450 | Essex Property Trust, Inc. | 3,215,492 | 0.6 | |||||||||||
36,140 | Federal Realty Investment Trust | 4,573,517 | 0.9 | |||||||||||
54,443 | JBG SMITH Properties | 1,985,536 | 0.4 | |||||||||||
176,010 | Kimco Realty Corp. | 2,990,410 | 0.6 | |||||||||||
165,992 | Outfront Media, Inc. | 3,228,544 | 0.6 | |||||||||||
50,201 | Park Hotels & Resorts, Inc. | 1,537,657 | 0.3 | |||||||||||
114,660 | Rayonier, Inc. | 4,436,195 | 0.9 | |||||||||||
45,090 | Regency Centers Corp. | 2,799,187 | 0.5 | |||||||||||
70,396 | Vornado Realty Trust | 5,203,672 | 1.0 | |||||||||||
106,700 | Weyerhaeuser Co. | 3,890,282 | 0.8 | |||||||||||
28,630 | WP Carey, Inc. | 1,899,601 | 0.4 | |||||||||||
59,822,531 | 11.6 | |||||||||||||
Utilities: 7.6% | ||||||||||||||
184,390 | CMS Energy Corp. | 8,717,959 | 1.7 | |||||||||||
41,510 | Edison International | 2,626,338 | 0.5 | |||||||||||
31,410 | Evergy, Inc. | 1,763,672 | 0.3 | |||||||||||
90,150 | National Fuel Gas Co. | 4,774,344 | 0.9 | |||||||||||
43,740 | Sempra Energy | 5,078,651 | 1.0 | |||||||||||
126,880 | WEC Energy Group, Inc. | 8,202,792 | 1.6 | |||||||||||
176,590 | Xcel Energy, Inc. | 8,066,631 | 1.6 | |||||||||||
39,230,387 | 7.6 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $376,515,541) | 504,924,339 | 98.2 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 3.6% | ||||||||||||||
Securities Lending Collateral(3): 1.7% | ||||||||||||||
3,094,531 | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/29/18, 2.08%, due 07/02/18 (Repurchase Amount $3,095,060, collateralized by various U.S. Government Agency Obligations, 1.691%-8.500%, Market Value plus accrued interest $3,156,422, due 07/25/18-06/15/53) | 3,094,531 | 0.6 | |||||||||||
1,521,466 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $1,521,751, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $1,551,896, due 11/15/42-08/15/44) | 1,521,466 | 0.3 | |||||||||||
2,088,296 | NBC Global Finance Ltd., Repurchase Agreement dated 06/29/18, 1.95%, due 07/02/18 (Repurchase Amount $2,088,631, collateralized by various U.S. Government Securities, 0.000%-3.625%, Market Value plus accrued interest $2,130,068, due 01/31/20-09/09/49) | 2,088,296 | 0.4 | |||||||||||
2,088,296 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $2,088,691, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,130,078, due 07/15/19-02/15/48) | 2,088,296 | 0.4 | |||||||||||
8,792,589 | 1.7 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.9% | ||||||||||||||
9,728,986 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% | ||||||||||||
(Cost $9,728,986) | 9,728,986 | 1.9 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $18,521,575) | 18,521,575 | 3.6 | ||||||||||||
Total Investments in Securities (Cost $395,037,116) | $ | 523,445,914 | 101.8 | |||||||||||
Liabilities in Excess of Other Assets | (9,178,685 | ) | (1.8 | ) | ||||||||||
Net Assets | $ | 514,267,229 | 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) | Represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of June 30, 2018. |
See Accompanying Notes to Financial Statements
36
VY® Oppenheimer Global Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 97.7% | ||||||||||||||
China: 2.6% | ||||||||||||||
62,040 | (1) | Baidu, Inc. ADR | 15,075,720 | 0.9 | ||||||||||
741,718 | (1) | JD.com, Inc. ADR | 28,889,916 | 1.7 | ||||||||||
43,965,636 | 2.6 | |||||||||||||
Denmark: 0.6% | ||||||||||||||
170,890 | (1) | FLSmidth & Co. A/S | 10,196,369 | 0.6 | ||||||||||
France: 6.2% | ||||||||||||||
159,108 | LVMH Moet Hennessy Louis Vuitton SE | 52,826,935 | 3.1 | |||||||||||
63,560 | Kering SA | 35,803,384 | 2.1 | |||||||||||
376,630 | Societe Generale | 15,829,748 | 1.0 | |||||||||||
104,460,067 | 6.2 | |||||||||||||
Germany: 7.3% | ||||||||||||||
135,211 | Allianz SE | 27,860,899 | 1.6 | |||||||||||
168,790 | Bayer AG | 18,537,148 | 1.1 | |||||||||||
73,636 | (1) | Linde AG | 17,494,380 | 1.0 | ||||||||||
6,129 | Puma SE | 3,580,614 | 0.2 | |||||||||||
329,413 | SAP SE | 38,020,166 | 2.3 | |||||||||||
144,982 | Siemens AG | 19,102,248 | 1.1 | |||||||||||
124,595,455 | 7.3 | |||||||||||||
India: 2.4% | ||||||||||||||
10,027,593 | DLF Ltd. | 27,694,731 | 1.7 | |||||||||||
1,535,612 | ICICI Bank Ltd. ADR | 12,330,965 | 0.7 | |||||||||||
40,025,696 | 2.4 | |||||||||||||
Italy: 0.3% | ||||||||||||||
114,772 | Brunello Cucinelli SpA | 5,110,649 | 0.3 | |||||||||||
Japan: 14.3% | ||||||||||||||
424,000 | Capcom Co., Ltd. | 10,426,033 | 0.6 | |||||||||||
783,700 | Dai-ichi Life Holdings, Inc. | 13,948,017 | 0.8 | |||||||||||
59,300 | Fanuc Ltd. | 11,753,961 | 0.7 | |||||||||||
45,602 | Keyence Corp. | 25,720,191 | 1.5 | |||||||||||
286,600 | Kyocera Corp. | 16,117,791 | 1.0 | |||||||||||
561,000 | Minebea Co., Ltd. | 9,453,841 | 0.6 | |||||||||||
203,900 | Murata Manufacturing Co., Ltd. | 34,230,001 | 2.0 | |||||||||||
283,400 | Nidec Corp. | 42,393,716 | 2.5 | |||||||||||
42,600 | Nintendo Co., Ltd. | 13,905,882 | 0.8 | |||||||||||
294,100 | Omron Corp. | 13,700,312 | 0.8 | |||||||||||
878,600 | (1) | Renesas Electronics Corp. | 8,589,027 | 0.5 | ||||||||||
319,000 | Suzuki Motor Corp. | 17,579,490 | 1.1 | |||||||||||
237,600 | TDK Corp. | 24,193,108 | 1.4 | |||||||||||
242,011,370 | 14.3 | |||||||||||||
Netherlands: 3.3% | ||||||||||||||
478,733 | Airbus SE | 55,865,726 | 3.3 | |||||||||||
Spain: 2.1% | ||||||||||||||
1,131,205 | Banco Bilbao Vizcaya Argentaria SA | 7,977,910 | 0.5 | |||||||||||
824,488 | Industria de Diseno Textil SA | 28,077,246 | 1.6 | |||||||||||
36,055,156 | 2.1 | |||||||||||||
Sweden: 1.2% | ||||||||||||||
950,342 | Assa Abloy AB | 20,158,277 | 1.2 | |||||||||||
Switzerland: 2.4% | ||||||||||||||
1,163,175 | Credit Suisse Group AG | 17,393,046 | 1.0 | |||||||||||
1,521,655 | UBS Group AG | 23,327,523 | 1.4 | |||||||||||
40,720,569 | 2.4 | |||||||||||||
United Kingdom: 6.9% | ||||||||||||||
2,760,672 | (1),(2) | Circassia Pharmaceuticals Plc | 3,064,094 | 0.2 | ||||||||||
9,176,974 | (1) | Earthport PLC | 1,241,408 | 0.1 | ||||||||||
1,694,440 | International Consolidated Airlines Group SA | 14,783,009 | 0.9 | |||||||||||
505,177 | (2) | International Game Technology PLC | 11,740,314 | 0.7 | ||||||||||
1,268,676 | Prudential PLC | 28,921,120 | 1.7 | |||||||||||
138,720 | Shire PLC | 7,815,317 | 0.4 | |||||||||||
489,974 | TechnipFMC PLC | 15,583,632 | 0.9 | |||||||||||
602,707 | Unilever PLC | 33,293,775 | 2.0 | |||||||||||
116,442,669 | 6.9 | |||||||||||||
United States: 48.1% | ||||||||||||||
117,090 | 3M Co. | 23,033,945 | 1.4 | |||||||||||
348,890 | (1),(2) | Acadia Pharmaceuticals, Inc. | 5,327,550 | 0.3 | ||||||||||
197,813 | (1) | Adobe Systems, Inc. | 48,228,787 | 2.8 | ||||||||||
225,120 | Aetna, Inc. | 41,309,520 | 2.4 | |||||||||||
188,930 | Agilent Technologies, Inc. | 11,683,431 | 0.7 | |||||||||||
91,310 | (1) | Alphabet, Inc. - Class A | 103,106,339 | 6.1 | ||||||||||
2,930 | (1) | Amazon.com, Inc. | 4,980,414 | 0.3 | ||||||||||
85,940 | (1) | AnaptysBio, Inc. | 6,105,178 | 0.4 | ||||||||||
154,400 | Anthem, Inc. | 36,751,832 | 2.2 | |||||||||||
52,000 | (1) | Biogen, Inc. | 15,092,480 | 0.9 | ||||||||||
62,110 | (1) | Bluebird Bio, Inc. | 9,748,164 | 0.6 | ||||||||||
130,920 | (1),(2) | Blueprint Medicines Corp. | 8,310,802 | 0.5 | ||||||||||
115,960 | (1) | Centene Corp. | 14,287,432 | 0.8 | ||||||||||
554,630 | Citigroup, Inc. | 37,115,840 | 2.2 | |||||||||||
526,030 | Colgate-Palmolive Co. | 34,092,004 | 2.0 | |||||||||||
91,700 | Equifax, Inc. | 11,472,587 | 0.7 | |||||||||||
222,510 | (1) | Facebook, Inc.- Class A | 43,238,143 | 2.6 | ||||||||||
327,880 | FNF Group | 12,334,846 | 0.7 | |||||||||||
176,840 | Gilead Sciences, Inc. | 12,527,346 | 0.7 | |||||||||||
232,100 | (1),(2) | GlycoMimetics, Inc. | 3,743,773 | 0.2 | ||||||||||
108,150 | Goldman Sachs Group, Inc. | 23,854,645 | 1.4 | |||||||||||
209,920 | Intuit, Inc. | 42,887,706 | 2.5 | |||||||||||
229,440 | (1),(2) | Ionis Pharmaceuticals, Inc. | 9,560,765 | 0.6 | ||||||||||
83,700 | (1) | Loxo Oncology, Inc. | 14,520,276 | 0.9 | ||||||||||
320,680 | (1) | MacroGenics, Inc. | 6,622,042 | 0.4 | ||||||||||
626,540 | Maxim Integrated Products | 36,752,836 | 2.2 | |||||||||||
41,216 | (1),(2) | Mirati Therapeutics, Inc. | 2,031,949 | 0.1 | ||||||||||
705,460 | Newell Brands, Inc. | 18,193,813 | 1.1 | |||||||||||
331,472 | (1) | PayPal Holdings, Inc. | 27,601,673 | 1.6 | ||||||||||
231,180 | S&P Global, Inc. | 47,135,290 | 2.8 | |||||||||||
109,070 | (1) | Sage Therapeutics, Inc. | 17,072,727 | 1.0 | ||||||||||
204,670 | Tiffany & Co. | 26,934,572 | 1.6 | |||||||||||
108,100 | (1) | Uniqure B.V. | 4,086,180 | 0.2 | ||||||||||
156,170 | United Parcel Service, Inc. - Class B | 16,589,939 | 1.0 | |||||||||||
214,890 | Walt Disney Co. | 22,522,621 | 1.3 |
See Accompanying Notes to Financial Statements
37
VY® Oppenheimer Global Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
United States: (continued) | ||||||||||||||
137,420 | Zimmer Biomet Holdings, Inc. | 15,314,085 | 0.9 | |||||||||||
814,171,532 | 48.1 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $880,337,710) | 1,653,779,171 | 97.7 | ||||||||||||
PREFERRED STOCK: 1.5% | ||||||||||||||
Germany: 1.5% | ||||||||||||||
317,694 | Bayerische Motoren Werke AG | 25,271,950 | 1.5 | |||||||||||
India: 0.0% | ||||||||||||||
2,598,630 | (1) | Zee Entertainment Enterprises Ltd. | 292,424 | 0.0 | ||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $12,023,223) | 25,564,374 | 1.5 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $892,360,933) | 1,679,343,545 | 99.2 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.6% | ||||||||||||||
Securities Lending Collateral(3): 0.8% | ||||||||||||||
3,203,708 | Jefferies LLC, Repurchase Agreement dated 06/29/18, 2.00%, due 07/02/18 (Repurchase Amount $3,204,235, collateralized by various U.S. Government Securities, 0.000%-2.375%, Market Value plus accrued interest $3,267,782, due 07/05/18-09/09/49) | 3,203,708 | 0.2 | |||||||||||
3,203,708 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $3,204,308, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $3,267,783, due 11/15/42-08/15/44) | 3,203,708 | 0.2 | |||||||||||
673,790 | MUFG Securities America Inc., Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $673,907, collateralized by various U.S. Government Agency Obligations, 2.430%-6.000%, Market Value plus accrued interest $687,266, due 02/01/21-10/15/58) | 673,790 | 0.0 | |||||||||||
3,203,708 | NBC Global Finance Ltd., Repurchase Agreement dated 06/29/18, 1.95%, due 07/02/18 (Repurchase Amount $3,204,221, collateralized by various U.S. Government Securities, 0.000%-3.625%, Market Value plus accrued interest $3,267,792, due 01/31/20-09/09/49) | 3,203,708 | 0.2 | |||||||||||
3,203,708 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $3,204,314, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $3,267,806, due 07/15/19-02/15/48) | 3,203,708 | 0.2 | |||||||||||
13,488,622 | 0.8 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.8% | ||||||||||||||
14,225,369 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% | ||||||||||||
(Cost $14,225,369) | 14,225,369 | 0.8 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $27,713,991) | 27,713,991 | 1.6 | ||||||||||||
Total Investments in Securities (Cost $920,074,924) | $ | 1,707,057,536 | 100.8 | |||||||||||
Liabilities in Excess of Other Assets | (14,001,674 | ) | (0.8 | ) | ||||||||||
Net Assets | $ | 1,693,055,862 | 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) | Represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of June 30, 2018. |
See Accompanying Notes to Financial Statements
38
VY® Pioneer High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 76.7% | ||||||||||||||
Basic Materials: 6.2% | ||||||||||||||
300,000 | (1) | Ausdrill Finance Pty Ltd., 6.875%, 11/01/2019 | 302,250 | 0.3 | ||||||||||
400,000 | (1) | Century Aluminum Co., 7.500%, 06/01/2021 | 405,000 | 0.4 | ||||||||||
539,000 | CF Industries, Inc., 3.450%, 06/01/2023 | 512,045 | 0.5 | |||||||||||
400,000 | Chemours Co/The, 7.000%, 05/15/2025 | 431,000 | 0.4 | |||||||||||
425,000 | Coeur Mining, Inc., 5.875%, 06/01/2024 | 411,719 | 0.4 | |||||||||||
130,000 | Commercial Metals Co., 5.375%, 07/15/2027 | 123,825 | 0.1 | |||||||||||
475,000 | (1) | Commercial Metals Co., 5.750%, 04/15/2026 | 459,562 | 0.5 | ||||||||||
250,000 | (1) | Constellium NV, 5.875%, 02/15/2026 | 241,875 | 0.2 | ||||||||||
225,000 | (1) | First Quantum Minerals Ltd., 6.875%, 03/01/2026 | 216,000 | 0.2 | ||||||||||
250,000 | (1) | GCP Applied Technologies, Inc., 5.500%, 04/15/2026 | 245,937 | 0.2 | ||||||||||
60,000 | Hexion, Inc., 6.625%, 04/15/2020 | 56,334 | 0.1 | |||||||||||
75,000 | (1) | Hudbay Minerals, Inc., 7.250%, 01/15/2023 | 77,625 | 0.1 | ||||||||||
100,000 | (1) | Hudbay Minerals, Inc., 7.625%, 01/15/2025 | 105,250 | 0.1 | ||||||||||
534,000 | (1) | Ingevity Corp., 4.500%, 02/01/2026 | 504,630 | 0.5 | ||||||||||
435,000 | (1) | Kraton Polymers LLC / Kraton Polymers Capital Corp., 7.000%, 04/15/2025 | 452,400 | 0.5 | ||||||||||
125,000 | (1) | NOVA Chemicals Corp., 4.875%, 06/01/2024 | 119,219 | 0.1 | ||||||||||
450,000 | (1) | NOVA Chemicals Corp., 5.000%, 05/01/2025 | 427,500 | 0.4 | ||||||||||
130,000 | (1) | Nufarm Australia Ltd. / Nufarm Americas, Inc., 5.750%, 04/30/2026 | 126,262 | 0.1 | ||||||||||
430,000 | Olin Corp., 5.000%, 02/01/2030 | 407,963 | 0.4 | |||||||||||
621,000 | United States Steel Corp., 6.250%, 03/15/2026 | 615,954 | 0.6 | |||||||||||
110,000 | Valvoline, Inc., 4.375%, 08/15/2025 | 102,438 | 0.1 | |||||||||||
6,344,788 | 6.2 | |||||||||||||
Communications: 11.5% | ||||||||||||||
200,000 | (1) | Altice Financing SA, 6.625%, 02/15/2023 | 197,600 | 0.2 | ||||||||||
200,000 | (1) | Altice France SA/France, 6.000%, 05/15/2022 | 201,500 | 0.2 | ||||||||||
200,000 | (1) | Altice US Finance I Corp., 5.375%, 07/15/2023 | 199,500 | 0.2 | ||||||||||
365,000 | (2),(3) | Avaya, Inc., 0.000%, 04/01/2019 | – | – | ||||||||||
210,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | 193,200 | 0.2 | ||||||||||
505,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/2026 | 490,961 | 0.5 | ||||||||||
310,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/2026 | 305,350 | 0.3 | ||||||||||
280,000 | CenturyLink, Inc., 6.450%, 06/15/2021 | 289,288 | 0.3 | |||||||||||
155,000 | (1) | CommScope Technologies LLC, 5.000%, 03/15/2027 | 146,281 | 0.1 | ||||||||||
120,000 | (1) | CommScope, Inc., 5.000%, 06/15/2021 | 120,450 | 0.1 | ||||||||||
200,000 | (1) | CSC Holdings LLC, 5.375%, 02/01/2028 | 185,500 | 0.2 | ||||||||||
400,000 | (1) | CSC Holdings LLC, 5.500%, 04/15/2027 | 383,000 | 0.4 | ||||||||||
102,000 | DISH DBS Corp., 5.875%, 07/15/2022 | 96,262 | 0.1 | |||||||||||
100,000 | (1) | Frontier Communications Corp., 8.500%, 04/01/2026 | 96,875 | 0.1 | ||||||||||
555,000 | Frontier Communications Corp., 8.750%, 04/15/2022 | 471,750 | 0.5 | |||||||||||
330,000 | Frontier Communications Corp., 11.000%, 09/15/2025 | 265,551 | 0.3 | |||||||||||
250,000 | (1) | Gray Television, Inc., 5.125%, 10/15/2024 | 239,375 | 0.2 | ||||||||||
249,000 | (1) | Gray Television, Inc., 5.875%, 07/15/2026 | 237,484 | 0.2 | ||||||||||
415,000 | Hughes Satellite Systems Corp., 5.250%, 08/01/2026 | 390,619 | 0.4 | |||||||||||
690,000 | Level 3 Financing, Inc., 5.250%, 03/15/2026 | 657,984 | 0.6 | |||||||||||
530,000 | (1) | MDC Partners, Inc., 6.500%, 05/01/2024 | 462,425 | 0.4 | ||||||||||
1,445,000 | (2) | Millicom International Cellular S.A. Escrow, 0.000%, 11/15/2026 | – | – | ||||||||||
526,000 | Netflix, Inc., 4.375%, 11/15/2026 | 494,335 | 0.5 | |||||||||||
350,000 | Quebecor Media, Inc., 5.750%, 01/15/2023 | 358,750 | 0.3 | |||||||||||
200,000 | (1) | Sinclair Television Group, Inc., 5.875%, 03/15/2026 | 195,250 | 0.2 | ||||||||||
322,000 | (1) | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | 301,875 | 0.3 | ||||||||||
200,000 | Sprint Corp., 7.125%, 06/15/2024 | 202,418 | 0.2 | |||||||||||
1,660,000 | Sprint Corp., 7.250%, 09/15/2021 | 1,730,550 | 1.7 | |||||||||||
95,000 | T-Mobile USA, Inc., 5.125%, 04/15/2025 | 95,712 | 0.1 |
See Accompanying Notes to Financial Statements
39
VY® Pioneer High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Communications: (continued) | ||||||||||||||
130,000 | T-Mobile USA, Inc., 6.000%, 03/01/2023 | 134,615 | 0.1 | |||||||||||
250,000 | T-Mobile USA, Inc., 6.000%, 04/15/2024 | 259,375 | 0.2 | |||||||||||
70,000 | T-Mobile USA, Inc., 6.500%, 01/15/2024 | 73,014 | 0.1 | |||||||||||
450,000 | T-Mobile USA, Inc., 6.500%, 01/15/2026 | 464,490 | 0.5 | |||||||||||
480,000 | (1) | Videotron Ltd., 5.375%, 06/15/2024 | 493,200 | 0.5 | ||||||||||
546,000 | (1) | Wind Tre SpA, 5.000%, 01/20/2026 | 435,550 | 0.4 | ||||||||||
335,000 | (1) | Windstream Services LLC / Windstream Finance Corp., 8.625%, 10/31/2025 | 319,925 | 0.3 | ||||||||||
317,000 | (1) | Windstream Services LLC / Windstream Finance Corp., 8.750%, 12/15/2024 | 202,087 | 0.2 | ||||||||||
375,000 | Windstream Services LLC, 6.375%, 08/01/2023 | 225,000 | 0.2 | |||||||||||
200,000 | Windstream Services LLC, 7.750%, 10/15/2020 | 180,500 | 0.2 | |||||||||||
11,797,601 | 11.5 | |||||||||||||
Consumer, Cyclical: 11.7% | ||||||||||||||
280,000 | American Axle & Manufacturing, Inc., 6.250%, 03/15/2026 | 273,700 | 0.3 | |||||||||||
200,000 | (1) | Aramark Services, Inc., 5.000%, 02/01/2028 | 191,500 | 0.2 | ||||||||||
335,000 | Asbury Automotive Group, Inc., 6.000%, 12/15/2024 | 333,640 | 0.3 | |||||||||||
225,000 | Beazer Homes USA, Inc., 5.875%, 10/15/2027 | 197,104 | 0.2 | |||||||||||
570,000 | Beazer Homes USA, Inc., 6.750%, 03/15/2025 | 547,200 | 0.5 | |||||||||||
70,000 | Beazer Homes USA, Inc., 8.750%, 03/15/2022 | 74,550 | 0.1 | |||||||||||
125,000 | (1) | Dana Financing Luxembourg Sarl, 5.750%, 04/15/2025 | 123,437 | 0.1 | ||||||||||
300,000 | Eldorado Resorts, Inc., 6.000%, 04/01/2025 | 301,875 | 0.3 | |||||||||||
650,000 | Ferrellgas L.P. / Ferrellgas Finance Corp., 6.500%, 05/01/2021 | 599,625 | 0.6 | |||||||||||
360,000 | Global Partners L.P. / GLP Finance Corp., 7.000%, 06/15/2023 | 359,100 | 0.4 | |||||||||||
148,000 | (1) | Golden Nugget, Inc., 6.750%, 10/15/2024 | 148,397 | 0.1 | ||||||||||
96,000 | (1) | Golden Nugget, Inc., 8.750%, 10/01/2025 | 98,852 | 0.1 | ||||||||||
350,000 | Goodyear Tire & Rubber Co/The, 5.000%, 05/31/2026 | 326,812 | 0.3 | |||||||||||
203,000 | H&E Equipment Services, Inc., 5.625%, 09/01/2025 | 199,955 | 0.2 | |||||||||||
165,000 | Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Borrower, Inc., 6.125%, 12/01/2024 | 168,919 | 0.2 | |||||||||||
300,000 | (1) | International Game Technology PLC, 6.500%, 02/15/2025 | 311,250 | 0.3 | ||||||||||
100,000 | (1) | JC Penney Corp., Inc., 8.625%, 03/15/2025 | 85,000 | 0.1 | ||||||||||
400,000 | KB Home, 7.000%, 12/15/2021 | 422,000 | 0.4 | |||||||||||
245,000 | KB Home, 7.500%, 09/15/2022 | 265,406 | 0.3 | |||||||||||
205,000 | (1) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.000%, 06/01/2024 | 202,888 | 0.2 | ||||||||||
205,000 | (1) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.250%, 06/01/2026 | 202,437 | 0.2 | ||||||||||
150,000 | L Brands, Inc., 5.250%, 02/01/2028 | 133,500 | 0.1 | |||||||||||
130,000 | Lennar Corp., 5.375%, 10/01/2022 | 133,250 | 0.1 | |||||||||||
250,000 | Lennar Corp., 4.500%, 06/15/2019 | 251,563 | 0.2 | |||||||||||
465,000 | Lennar Corp., 4.750%, 11/15/2022 | 465,291 | 0.5 | |||||||||||
200,000 | (1) | LHMC Finco Sarl, 7.875%, 12/20/2023 | 195,626 | 0.2 | ||||||||||
100,000 | LKQ Corp., 4.750%, 05/15/2023 | 100,000 | 0.1 | |||||||||||
220,000 | MDC Holdings, Inc., 5.500%, 01/15/2024 | 223,300 | 0.2 | |||||||||||
230,000 | Meritage Homes Corp., 5.125%, 06/06/2027 | 214,475 | 0.2 | |||||||||||
240,000 | Meritage Homes Corp., 6.000%, 06/01/2025 | 244,200 | 0.2 | |||||||||||
145,000 | Meritage Homes Corp., 7.000%, 04/01/2022 | 156,963 | 0.2 | |||||||||||
420,000 | (1) | PetSmart, Inc., 5.875%, 06/01/2025 | 324,450 | 0.3 | ||||||||||
280,000 | PulteGroup, Inc., 5.000%, 01/15/2027 | 267,050 | 0.3 | |||||||||||
200,000 | (1) | Scientific Games International, Inc., 5.000%, 10/15/2025 | 191,000 | 0.2 | ||||||||||
595,000 | Scientific Games International, Inc., 10.000%, 12/01/2022 | 635,906 | 0.6 | |||||||||||
250,000 | (1) | Silversea Cruise Finance Ltd., 7.250%, 02/01/2025 | 271,275 | 0.3 | ||||||||||
365,000 | (1) | Taylor Morrison Communities, Inc. / Taylor Morrison Holdings II, Inc., 5.625%, 03/01/2024 | 358,839 | 0.4 | ||||||||||
150,000 | (1) | Taylor Morrison Communities, Inc. / Taylor Morrison Holdings II, Inc., 5.875%, 04/15/2023 | 150,000 | 0.1 | ||||||||||
400,000 | Tempur Sealy International, Inc., 5.500%, 06/15/2026 | 388,000 | 0.4 |
See Accompanying Notes to Financial Statements
40
VY® Pioneer High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Cyclical: (continued) | ||||||||||||||
169,000 | (1) | TI Group Automotive Systems LLC, 8.750%, 07/15/2023 | 176,723 | 0.2 | ||||||||||
255,000 | (1) | Titan International, Inc., 6.500%, 11/30/2023 | 255,000 | 0.2 | ||||||||||
285,000 | TRI Pointe Group, Inc., 5.250%, 06/01/2027 | 261,844 | 0.3 | |||||||||||
678,000 | (1) | Viking Cruises Ltd., 5.875%, 09/15/2027 | 642,405 | 0.6 | ||||||||||
305,000 | (1) | Viking Cruises Ltd, 6.250%, 05/15/2025 | 300,425 | 0.3 | ||||||||||
150,000 | (1) | VOC Escrow Ltd., 5.000%, 02/15/2028 | 142,457 | 0.1 | ||||||||||
11,917,189 | 11.7 | |||||||||||||
Consumer, Non-cyclical: 11.0% | ||||||||||||||
80,000 | (1) | Alliance One International, Inc., 8.500%, 04/15/2021 | 82,600 | 0.1 | ||||||||||
206,000 | Alliance One International, Inc., 9.875%, 07/15/2021 | 189,262 | 0.2 | |||||||||||
190,000 | (1) | Aptim Corp., 7.750%, 06/15/2025 | 154,850 | 0.1 | ||||||||||
200,000 | (1) | Ashtead Capital, Inc., 4.125%, 08/15/2025 | 187,500 | 0.2 | ||||||||||
225,000 | BioScrip, Inc., 8.875%, 02/15/2021 | 216,000 | 0.2 | |||||||||||
446,000 | (1) | Brink's Co/The, 4.625%, 10/15/2027 | 413,665 | 0.4 | ||||||||||
215,000 | (1) | C&S Group Enterprises LLC, 5.375%, 07/15/2022 | 211,775 | 0.2 | ||||||||||
250,000 | (1) | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | 227,500 | 0.2 | ||||||||||
250,000 | (1) | Carriage Services, Inc., 6.625%, 06/01/2026 | 254,688 | 0.2 | ||||||||||
590,000 | (1) | Centene Corp., 5.375%, 06/01/2026 | 599,222 | 0.6 | ||||||||||
85,000 | CHS/Community Health Systems, Inc., 6.250%, 03/31/2023 | 78,200 | 0.1 | |||||||||||
70,000 | CHS/Community Health Systems, Inc., 6.875%, 02/01/2022 | 36,050 | 0.0 | |||||||||||
7,000 | (1) | CHS/Community Health Systems, Inc., 8.125%, 06/30/2024 | 5,819 | 0.0 | ||||||||||
270,000 | (1) | Endo Finance LLC, 5.750%, 01/15/2022 | 243,000 | 0.2 | ||||||||||
200,000 | (1) | Endo Ltd. / Endo Finance LLC / Endo Finco, Inc., 6.000%, 02/01/2025 | 157,000 | 0.2 | ||||||||||
171,000 | (1) | Garda World Security Corp., 8.750%, 05/15/2025 | 175,275 | 0.2 | ||||||||||
738,000 | HCA, Inc., 5.375%, 02/01/2025 | 728,554 | 0.7 | |||||||||||
35,000 | (1) | Horizon Pharma, Inc. / Horizon Pharma USA, Inc., 8.750%, 11/01/2024 | 37,756 | 0.0 | ||||||||||
416,000 | Horizon Pharma, Inc., 6.625%, 05/01/2023 | 420,680 | 0.4 | |||||||||||
400,000 | Ingles Markets, Inc., 5.750%, 06/15/2023 | 396,000 | 0.4 | |||||||||||
400,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | 378,380 | 0.4 | ||||||||||
450,000 | Kindred Healthcare, Inc., 6.375%, 04/15/2022 | 465,750 | 0.5 | |||||||||||
240,000 | Kindred Healthcare, Inc., 8.000%, 01/15/2020 | 258,362 | 0.3 | |||||||||||
345,000 | Molina Healthcare, Inc., 5.375%, 11/15/2022 | 348,881 | 0.3 | |||||||||||
371,000 | (1) | Pilgrim's Pride Corp., 5.875%, 09/30/2027 | 345,030 | 0.3 | ||||||||||
259,000 | (1) | Post Holdings, Inc., 5.625%, 01/15/2028 | 243,784 | 0.2 | ||||||||||
365,000 | (1) | RegionalCare Hospital Partners Holdings, Inc., 8.250%, 05/01/2023 | 385,759 | 0.4 | ||||||||||
235,000 | (1) | Team Health Holdings, Inc., 6.375%, 02/01/2025 | 203,275 | 0.2 | ||||||||||
360,000 | Tenet Healthcare Corp., 4.375%, 10/01/2021 | 355,950 | 0.3 | |||||||||||
60,000 | United Rentals North America, Inc., 4.625%, 10/15/2025 | 57,300 | 0.1 | |||||||||||
60,000 | United Rentals North America, Inc., 4.875%, 01/15/2028 | 55,875 | 0.1 | |||||||||||
470,000 | United Rentals North America, Inc., 5.750%, 11/15/2024 | 479,400 | 0.5 | |||||||||||
70,000 | Universal Hospital Services, Inc., 7.625%, 08/15/2020 | 70,088 | 0.1 | |||||||||||
200,000 | (1) | Valeant Pharmaceuticals International, Inc., 5.500%, 11/01/2025 | 197,850 | 0.2 | ||||||||||
1,859,000 | (1) | Valeant Pharmaceuticals International, Inc., 5.875%, 05/15/2023 | 1,753,269 | 1.7 | ||||||||||
95,000 | (1) | Valeant Pharmaceuticals International, Inc., 6.500%, 03/15/2022 | 98,681 | 0.1 | ||||||||||
125,000 | (1) | Valeant Pharmaceuticals International, Inc., 7.000%, 03/15/2024 | 131,211 | 0.1 | ||||||||||
100,000 | (1) | Valeant Pharmaceuticals International, 8.500%, 01/31/2027 | 101,750 | 0.1 | ||||||||||
525,000 | WellCare Health Plans, Inc., 5.250%, 04/01/2025 | 523,688 | 0.5 | |||||||||||
11,269,679 | 11.0 | |||||||||||||
Energy: 16.6% | ||||||||||||||
150,000 | Alta Mesa Holdings L.P. / Alta Mesa Finance Services Corp., 7.875%, 12/15/2024 | 159,750 | 0.2 | |||||||||||
200,000 | Andeavor Logistics L.P. / Tesoro Logistics Finance Corp., 5.250%, 01/15/2025 | 205,226 | 0.2 |
See Accompanying Notes to Financial Statements
41
VY® Pioneer High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
300,000 | Andeavor, 5.375%, 10/01/2022 | 307,140 | 0.3 | |||||||||||
212,000 | Antero Resources Corp., 5.000%, 03/01/2025 | 212,000 | 0.2 | |||||||||||
525,000 | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.000%, 04/01/2021 | 523,687 | 0.5 | |||||||||||
50,000 | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.000%, 10/01/2022 | 49,750 | 0.0 | |||||||||||
355,000 | (1) | Blue Racer Midstream LLC / Blue Racer Finance Corp., 6.125%, 11/15/2022 | 360,325 | 0.4 | ||||||||||
155,000 | (1) | Blue Racer Midstream LLC / Blue Racer Finance Corp., 6.625%, 07/15/2026 | 153,791 | 0.2 | ||||||||||
145,000 | (1) | Calfrac Holdings L.P., 8.500%, 06/15/2026 | 145,906 | 0.1 | ||||||||||
350,000 | Calumet Specialty Products Partners L.P. / Calumet Finance Corp., 6.500%, 04/15/2021 | 350,000 | 0.3 | |||||||||||
175,000 | Calumet Specialty Products Partners L.P. / Calumet Finance Corp., 7.750%, 04/15/2023 | 176,312 | 0.2 | |||||||||||
230,000 | (1) | Chaparral Energy, Inc., 8.750%, 07/15/2023 | 232,156 | 0.2 | ||||||||||
518,000 | Cheniere Corpus Christi Holdings LLC, 5.125%, 06/30/2027 | 515,410 | 0.5 | |||||||||||
100,000 | Cheniere Corpus Christi Holdings LLC, 5.875%, 03/31/2025 | 104,375 | 0.1 | |||||||||||
104,000 | (1) | Chesapeake Energy Corp., 8.000%, 12/15/2022 | 109,559 | 0.1 | ||||||||||
249,000 | (1) | Covey Park Energy LLC / Covey Park Finance Corp., 7.500%, 05/15/2025 | 255,225 | 0.2 | ||||||||||
90,000 | DCP Midstream Operating L.P., 2.700%, 04/01/2019 | 89,325 | 0.1 | |||||||||||
102,000 | DCP Midstream Operating L.P., 3.875%, 03/15/2023 | 98,812 | 0.1 | |||||||||||
325,000 | DCP Midstream Operating L.P., 5.600%, 04/01/2044 | 307,937 | 0.3 | |||||||||||
285,000 | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 6.750%, 05/15/2025 | 286,425 | 0.3 | |||||||||||
200,000 | Energy Transfer Equity L.P., 4.250%, 03/15/2023 | 193,502 | 0.2 | |||||||||||
295,000 | Energy Transfer Equity L.P., 5.875%, 01/15/2024 | 303,112 | 0.3 | |||||||||||
60,000 | EnLink Midstream Partners L.P., 5.050%, 04/01/2045 | 48,944 | 0.0 | |||||||||||
174,000 | EnLink Midstream Partners L.P., 5.600%, 04/01/2044 | 150,975 | 0.1 | |||||||||||
90,000 | Ensco PLC, 7.750%, 02/01/2026 | 85,360 | 0.1 | |||||||||||
150,000 | Exterran Energy Solutions L.P. / EES Finance Corp., 8.125%, 05/01/2025 | 158,625 | 0.2 | |||||||||||
392,000 | FTS International, Inc., 6.250%, 05/01/2022 | 397,370 | 0.4 | |||||||||||
210,000 | Genesis Energy L.P. / Genesis Energy Finance Corp., 6.250%, 05/15/2026 | 198,450 | 0.2 | |||||||||||
233,000 | Genesis Energy L.P. / Genesis Energy Finance Corp., 6.500%, 10/01/2025 | 224,845 | 0.2 | |||||||||||
100,000 | Genesis Energy L.P. / Genesis Energy Finance Corp., 6.750%, 08/01/2022 | 101,500 | 0.1 | |||||||||||
494,000 | (1) | Great Western Petroleum LLC / Great Western Finance Corp., 9.000%, 09/30/2021 | 508,820 | 0.5 | ||||||||||
300,000 | Gulfport Energy Corp., 6.000%, 10/15/2024 | 290,250 | 0.3 | |||||||||||
10,000 | Gulfport Energy Corp., 6.625%, 05/01/2023 | 10,125 | 0.0 | |||||||||||
196,000 | Halcon Resources Corp., 6.750%, 02/15/2025 | 184,240 | 0.2 | |||||||||||
400,000 | (1) | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | 401,000 | 0.4 | ||||||||||
230,000 | (1) | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.750%, 10/01/2025 | 230,575 | 0.2 | ||||||||||
361,000 | (1) | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | 351,073 | 0.3 | ||||||||||
173,000 | (1) | Jagged Peak Energy LLC, 5.875%, 05/01/2026 | 169,973 | 0.2 | ||||||||||
100,000 | (1) | MEG Energy Corp., 6.500%, 01/15/2025 | 100,125 | 0.1 | ||||||||||
220,000 | (1) | MEG Energy Corp., 7.000%, 03/31/2024 | 206,525 | 0.2 | ||||||||||
250,000 | Murphy Oil USA, Inc., 6.000%, 08/15/2023 | 256,875 | 0.3 | |||||||||||
262,000 | (1) | Neptune Energy Bondco PLC, 6.625%, 05/15/2025 | 255,450 | 0.2 | ||||||||||
162,000 | (1) | NGPL PipeCo LLC, 4.375%, 08/15/2022 | 160,988 | 0.2 | ||||||||||
313,000 | Oasis Petroleum, Inc., 6.875%, 03/15/2022 | 319,169 | 0.3 | |||||||||||
230,000 | (1) | Parsley Energy LLC / Parsley Finance Corp., 5.375%, 01/15/2025 | 229,425 | 0.2 | ||||||||||
200,000 | (1) | Parsley Energy LLC / Parsley Finance Corp., 5.625%, 10/15/2027 | 199,000 | 0.2 |
See Accompanying Notes to Financial Statements
42
VY® Pioneer High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
210,000 | (1) | Parsley Energy LLC / Parsley Finance Corp., 6.250%, 06/01/2024 | 218,400 | 0.2 | ||||||||||
400,000 | PBF Holding Co. LLC / PBF Finance Corp., 7.000%, 11/15/2023 | 416,000 | 0.4 | |||||||||||
400,000 | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/2023 | 405,500 | 0.4 | |||||||||||
200,000 | (1) | Precision Drilling Corp., 7.125%, 01/15/2026 | 205,900 | 0.2 | ||||||||||
220,000 | QEP Resources, Inc., 5.625%, 03/01/2026 | 210,925 | 0.2 | |||||||||||
275,000 | Range Resources Corp., 5.000%, 03/15/2023 | 268,538 | 0.3 | |||||||||||
130,000 | Resolute Energy Corp., 8.500%, 05/01/2020 | 130,000 | 0.1 | |||||||||||
70,000 | Rowan Cos, Inc., 4.875%, 06/01/2022 | 66,500 | 0.1 | |||||||||||
125,000 | Sabine Pass Liquefaction LLC, 5.000%, 03/15/2027 | 127,066 | 0.1 | |||||||||||
245,000 | Sabine Pass Liquefaction LLC, 5.875%, 06/30/2026 | 263,080 | 0.3 | |||||||||||
55,000 | Sanchez Energy Corp., 6.125%, 01/15/2023 | 37,538 | 0.0 | |||||||||||
110,000 | (1) | Sanchez Energy Corp., 7.250%, 02/15/2023 | 109,313 | 0.1 | ||||||||||
360,000 | Sanchez Energy Corp., 7.750%, 06/15/2021 | 308,700 | 0.3 | |||||||||||
85,000 | SESI LLC, 7.750%, 09/15/2024 | 87,656 | 0.1 | |||||||||||
517,000 | (1) | Shelf Drilling Holdings Ltd., 8.250%, 02/15/2025 | 522,816 | 0.5 | ||||||||||
35,000 | SM Energy Co., 6.125%, 11/15/2022 | 36,050 | 0.0 | |||||||||||
260,000 | SM Energy Co., 6.750%, 09/15/2026 | 261,950 | 0.3 | |||||||||||
250,000 | (1) | Sunoco L.P. / Sunoco Finance Corp., 4.875%, 01/15/2023 | 240,625 | 0.2 | ||||||||||
100,000 | (1) | Sunoco L.P. / Sunoco Finance Corp., 5.875%, 03/15/2028 | 94,533 | 0.1 | ||||||||||
335,000 | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 4.250%, 11/15/2023 | 322,438 | 0.3 | |||||||||||
84,000 | (1) | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 5.000%, 01/15/2028 | 78,330 | 0.1 | ||||||||||
215,000 | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 5.250%, 05/01/2023 | 215,538 | 0.2 | |||||||||||
300,000 | (1) | TerraForm Power Operating LLC, 4.250%, 01/31/2023 | 290,250 | 0.3 | ||||||||||
205,000 | (1) | TerraForm Power Operating LLC, 5.000%, 01/31/2028 | 195,006 | 0.2 | ||||||||||
200,000 | TransMontaigne Partners L.P. / TLP Finance Corp., 6.125%, 02/15/2026 | 203,000 | 0.2 | |||||||||||
211,000 | (1) | Trinidad Drilling Ltd, 6.625%, 02/15/2025 | 204,143 | 0.2 | ||||||||||
200,000 | Whiting Petroleum Corp., 5.750%, 03/15/2021 | 204,894 | 0.2 | |||||||||||
125,000 | (1) | Whiting Petroleum Corp., 6.625%, 01/15/2026 | 129,063 | 0.1 | ||||||||||
330,000 | Williams Cos, Inc./The, 4.550%, 06/24/2024 | 331,650 | 0.3 | |||||||||||
150,000 | Williams Cos, Inc./The, 5.750%, 06/24/2044 | 155,813 | 0.2 | |||||||||||
200,000 | WPX Energy, Inc., 5.250%, 09/15/2024 | 197,750 | 0.2 | |||||||||||
80,000 | WPX Energy, Inc., 8.250%, 08/01/2023 | 91,000 | 0.1 | |||||||||||
17,009,372 | 16.6 | |||||||||||||
Financial: 7.8% | ||||||||||||||
500,000 | (1) | Alliance Data Systems Corp., 5.875%, 11/01/2021 | 511,250 | 0.5 | ||||||||||
200,000 | Ally Financial, Inc., 4.625%, 05/19/2022 | 200,000 | 0.2 | |||||||||||
280,000 | Ally Financial, Inc., 4.625%, 03/30/2025 | 276,850 | 0.3 | |||||||||||
300,000 | (1) | Avation Capital SA, 6.500%, 05/15/2021 | 302,250 | 0.3 | ||||||||||
235,000 | (4) | Credit Suisse Group AG, 7.125%, 12/31/2199 | 239,583 | 0.2 | ||||||||||
190,000 | CyrusOne L.P. / CyrusOne Finance Corp., 5.000%, 03/15/2024 | 190,475 | 0.2 | |||||||||||
40,000 | CyrusOne L.P. / CyrusOne Finance Corp., 5.375%, 03/15/2027 | 39,800 | 0.0 | |||||||||||
195,000 | Equinix, Inc., 5.375%, 04/01/2023 | 200,582 | 0.2 | |||||||||||
405,000 | (1) | Freedom Mortgage Corp., 8.125%, 11/15/2024 | 393,862 | 0.4 | ||||||||||
515,000 | (1) | Freedom Mortgage Corp., 8.250%, 04/15/2025 | 508,562 | 0.5 | ||||||||||
260,000 | (1) | Iron Mountain US Holdings, Inc., 5.375%, 06/01/2026 | 248,300 | 0.2 | ||||||||||
300,000 | Iron Mountain, Inc., 5.750%, 08/15/2024 | 296,250 | 0.3 | |||||||||||
250,000 | (1) | Kendall Re Ltd., 7.452%, (US0003M + 5.250%), 05/06/2024 | 250,387 | 0.3 | ||||||||||
250,000 | Kennedy-Wilson, Inc., 5.875%, 04/01/2024 | 243,750 | 0.2 | |||||||||||
250,000 | (1) | Kilimanjaro Re Ltd. (Cat Bond), 11.162%, (T-BILL 3MO + 9.250%), 12/06/2019 | 249,037 | 0.3 | ||||||||||
130,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%, 10/15/2027 | 124,475 | 0.1 |
See Accompanying Notes to Financial Statements
43
VY® Pioneer High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
185,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.500%, 05/01/2024 | 188,237 | 0.2 | |||||||||||
100,000 | Nationstar Mortgage LLC / Nationstar Capital Corp., 6.500%, 08/01/2018 | 100,183 | 0.1 | |||||||||||
575,000 | Nationstar Mortgage LLC / Nationstar Capital Corp., 6.500%, 07/01/2021 | 574,827 | 0.6 | |||||||||||
125,000 | Nationstar Mortgage LLC / Nationstar Capital Corp., 6.500%, 06/01/2022 | 124,297 | 0.1 | |||||||||||
295,000 | (1) | Oxford Finance LLC / Oxford Finance Co-Issuer II, Inc., 6.375%, 12/15/2022 | 300,163 | 0.3 | ||||||||||
343,000 | (1) | Provident Funding Associates L.P. / PFG Finance Corp., 6.375%, 06/15/2025 | 334,785 | 0.3 | ||||||||||
120,000 | (1) | Quicken Loans, Inc., 5.750%, 05/01/2025 | 118,054 | 0.1 | ||||||||||
600,000 | (4) | Royal Bank of Scotland Group PLC, 8.000%, 12/31/2199 | 631,500 | 0.6 | ||||||||||
200,000 | (1),(4) | Societe Generale SA, 7.375%, 12/31/2199 | 204,000 | 0.2 | ||||||||||
250,000 | (1) | Tailwind Re Ltd. 2017-1, 9.162%, (T-BILL 3MO + 7.250%), 01/08/2025 | 256,038 | 0.3 | ||||||||||
235,000 | (4) | UBS Group Funding Switzerland AG, 7.125%, 12/31/2199 | 242,548 | 0.2 | ||||||||||
335,000 | (1) | Uniti Group L.P. / Uniti Group Finance, Inc. / CSL Capital LLC, 6.000%, 04/15/2023 | 323,903 | 0.3 | ||||||||||
250,000 | (1) | Ursa Re Ltd 2017-2 D (Cat Bond), 5.250%, (T-BILL 3MO + 5.250%), 12/10/2020 | 252,688 | 0.3 | ||||||||||
7,926,636 | 7.8 | |||||||||||||
Industrial: 6.7% | ||||||||||||||
255,000 | (1) | American Woodmark Corp., 4.875%, 03/15/2026 | 242,250 | 0.2 | ||||||||||
250,000 | (1) | Amsted Industries, Inc., 5.000%, 03/15/2022 | 250,937 | 0.2 | ||||||||||
250,000 | (1) | Amsted Industries, Inc., 5.375%, 09/15/2024 | 249,375 | 0.2 | ||||||||||
100,000 | (5) | ARD Finance SA, 7.125% (PIK Rate 7.875%, Cash Rate 0.000%), 09/15/2023 | 100,500 | 0.1 | ||||||||||
EUR | 100,000 | (5) | ARD Finance SA, 6.625% (PIK Rate 7.375%, Cash Rate 0.000%), 09/15/2023 | 119,066 | 0.1 | |||||||||
80,000 | (1) | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 4.625%, 05/15/2023 | 79,300 | 0.1 | ||||||||||
220,000 | (1) | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 6.000%, 02/15/2025 | 214,775 | 0.2 | ||||||||||
90,000 | (1) | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.250%, 05/15/2024 | 93,937 | 0.1 | ||||||||||
384,000 | Ball Corp., 5.250%, 07/01/2025 | 393,120 | 0.4 | |||||||||||
EUR | 160,000 | Belden, Inc., 3.875%, 03/15/2028 | 177,113 | 0.2 | ||||||||||
275,000 | (1) | BlueLine Rental Finance Corp. / BlueLine Rental LLC, 9.250%, 03/15/2024 | 293,260 | 0.3 | ||||||||||
249,000 | (1) | Builders FirstSource, Inc., 5.625%, 09/01/2024 | 243,709 | 0.2 | ||||||||||
640,000 | Crown Cork & Seal Co., Inc., 7.375%, 12/15/2026 | 694,400 | 0.7 | |||||||||||
110,000 | (1) | DAE Funding LLC, 4.500%, 08/01/2022 | 106,975 | 0.1 | ||||||||||
150,000 | Engility Corp., 8.875%, 09/01/2024 | 157,313 | 0.2 | |||||||||||
100,000 | EnPro Industries, Inc., 5.875%, 09/15/2022 | 102,500 | 0.1 | |||||||||||
600,000 | Fly Leasing Ltd., 6.375%, 10/15/2021 | 620,250 | 0.6 | |||||||||||
416,000 | (1) | GFL Environmental, Inc., 5.375%, 03/01/2023 | 385,840 | 0.4 | ||||||||||
205,000 | Griffon Corp., 5.250%, 03/01/2022 | 200,213 | 0.2 | |||||||||||
215,000 | (1) | Itron, Inc., 5.000%, 01/15/2026 | 204,723 | 0.2 | ||||||||||
225,000 | (1) | Kratos Defense & Security Solutions, Inc., 6.500%, 11/30/2025 | 233,719 | 0.2 | ||||||||||
265,000 | MasTec, Inc., 4.875%, 03/15/2023 | 258,706 | 0.3 | |||||||||||
150,000 | Park-Ohio Industries, Inc., 6.625%, 04/15/2027 | 152,625 | 0.1 | |||||||||||
125,000 | (1) | Plastipak Holdings, Inc., 6.250%, 10/15/2025 | 115,625 | 0.1 | ||||||||||
175,000 | (1) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/2024 | 179,047 | 0.2 | ||||||||||
96,911 | Reynolds Group Issuer, Inc., 5.750%, 10/15/2020 | 97,395 | 0.1 | |||||||||||
200,000 | (1) | syncreon Group BV / syncreon Global Finance US, Inc., 8.625%, 11/01/2021 | 173,000 | 0.2 | ||||||||||
270,000 | (1) | Tervita 2018 Escrow Corp., 7.625%, 12/01/2021 | 276,750 | 0.3 | ||||||||||
75,000 | (1) | TTM Technologies, Inc., 5.625%, 10/01/2025 | 73,313 | 0.1 | ||||||||||
185,000 | (1) | USG Corp., 4.875%, 06/01/2027 | 189,625 | 0.2 |
See Accompanying Notes to Financial Statements
44
VY® Pioneer High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Industrial: (continued) | ||||||||||||||
150,000 | (1) | Waste Pro USA, Inc., 5.500%, 02/15/2026 | 144,563 | 0.1 | ||||||||||
6,823,924 | 6.7 | |||||||||||||
Technology: 2.7% | ||||||||||||||
435,000 | Diebold Nixdorf, Inc., 8.500%, 04/15/2024 | 418,287 | 0.4 | |||||||||||
570,000 | (1) | First Data Corp., 5.750%, 01/15/2024 | 571,767 | 0.6 | ||||||||||
155,000 | (1) | First Data Corp., 7.000%, 12/01/2023 | 161,832 | 0.2 | ||||||||||
250,000 | GCI, Inc., 6.750%, 06/01/2021 | 252,813 | 0.2 | |||||||||||
200,000 | (2),(3) | Midway Games, Inc., 0.000%, 06/01/2021 | – | – | ||||||||||
160,000 | (1) | MSCI, Inc., 4.750%, 08/01/2026 | 155,200 | 0.1 | ||||||||||
265,000 | NCR Corp., 5.000%, 07/15/2022 | 263,675 | 0.2 | |||||||||||
160,000 | NCR Corp., 6.375%, 12/15/2023 | 166,200 | 0.2 | |||||||||||
200,000 | (1) | Open Text Corp., 5.875%, 06/01/2026 | 204,500 | 0.2 | ||||||||||
200,000 | (1) | IQVIA, Inc., 5.000%, 10/15/2026 | 195,500 | 0.2 | ||||||||||
400,000 | (1) | Rackspace Hosting, Inc., 8.625%, 11/15/2024 | 403,000 | 0.4 | ||||||||||
2,792,774 | 2.7 | |||||||||||||
Utilities: 2.5% | ||||||||||||||
200,000 | AmeriGas Partners L.P. / AmeriGas Finance Corp., 5.500%, 05/20/2025 | 194,750 | 0.2 | |||||||||||
200,000 | (1) | Calpine Corp., 5.250%, 06/01/2026 | 189,250 | 0.2 | ||||||||||
580,000 | Calpine Corp., 5.750%, 01/15/2025 | 531,788 | 0.5 | |||||||||||
361,000 | (1) | Vistra Energy Corp., 8.000%, 01/15/2025 | 389,320 | 0.4 | ||||||||||
65,000 | (1) | NextEra Energy Operating Partners L.P., 4.250%, 09/15/2024 | 62,725 | 0.0 | ||||||||||
695,000 | NRG Energy, Inc., 6.625%, 01/15/2027 | 717,588 | 0.7 | |||||||||||
178,875 | (1) | NSG Holdings LLC / NSG Holdings, Inc., 7.750%, 12/15/2025 | 195,868 | 0.2 | ||||||||||
350,000 | Talen Energy Supply LLC, 4.600%, 12/15/2021 | 303,625 | 0.3 | |||||||||||
2,584,914 | 2.5 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $79,511,192) | 78,466,877 | 76.7 | ||||||||||||
BANK LOANS: 3.7% | ||||||||||||||
Basic Materials: 0.3% | ||||||||||||||
261,688 | Caraustar Industries, Inc. - TL 1L, 7.834%, (US0003M + 5.500%), 03/14/2022 | 263,356 | 0.3 | |||||||||||
Cable & Satellite Television: 0.3% | ||||||||||||||
269,328 | Virgin Media Bristol LLC 2017 USD Term Loan, 4.573%, (US0003M + 2.500%), 01/15/2026 | 267,729 | 0.3 | |||||||||||
Communications: 0.5% | ||||||||||||||
365,334 | McGraw-Hill Global Education Holdings, LLC, 6.094%, (US0003M + 4.000%), 05/04/2022 | 357,897 | 0.3 | |||||||||||
56,746 | Univision Communications Inc. Term Loan C5, 4.844%, (US0003M + 2.750%), 03/15/2024 | 54,942 | 0.1 | |||||||||||
107,220 | West Corp. - TL 1L, 6.094%, (US0003M + 4.000%), 10/10/2024 | 107,000 | 0.1 | |||||||||||
519,839 | 0.5 | |||||||||||||
Consumer, Cyclical: 0.8% | ||||||||||||||
128,050 | American Axle & Manufacturing Holdings, Inc. - Term Loan A, 4.350%, (US0003M + 2.000%), 04/06/2024 | 127,762 | 0.1 | |||||||||||
219,289 | Camping World TL B 1L, 4.844%, (US0003M + 3.750%), 11/08/2023 | 217,473 | 0.2 | |||||||||||
99,599 | Federal-Mogul Holdings Corporation New Term Loan C, 5.840%, (US0003M + 3.750%), 04/15/2021 | 99,930 | 0.1 | |||||||||||
59,422 | Golden Nugget, Inc. - TL 1L, 4.844%, (US0003M + 3.250%), 10/04/2023 | 59,547 | 0.1 | |||||||||||
366,119 | Tower Automotive Holdings Term Loan B1, 4.813%, (US0003M + 2.750%), 03/07/2024 | 365,203 | 0.3 | |||||||||||
869,915 | 0.8 | |||||||||||||
Consumer, Non-cyclical: 0.3% | ||||||||||||||
385,985 | Revlon Consumer Products Corp. TL B 1L, 5.594%, (US0003M + 3.500%), 09/07/2023 | 301,137 | 0.3 | |||||||||||
Energy: 0.3% | ||||||||||||||
325,000 | Gavilan Resources LLC - TL 2L, 8.085%, (US0003M + 6.000%), 03/01/2024 | 321,073 | 0.3 | |||||||||||
Financial: 0.3% | ||||||||||||||
310,822 | Confie Seguros Holding II - TL B 1L, 7.557%, (US0003M + 4.750%), 04/19/2022 | 308,879 | 0.3 | |||||||||||
Industrial: 0.5% | ||||||||||||||
205,811 | Builders FirstSource, Inc., 5.334%, (US0003M + 3.000%), 02/29/2024 | 206,160 | 0.2 |
See Accompanying Notes to Financial Statements
45
VY® Pioneer High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
BANK LOANS: (continued) | ||||||||||||||
Industrial: (continued) | ||||||||||||||
308,724 | Zekelman Industries, Inc. Term Loan B, 4.582%, (US0003M + 3.500%), 06/14/2021 | 308,869 | 0.3 | |||||||||||
515,029 | 0.5 | |||||||||||||
Insurance: 0.1% | ||||||||||||||
70,495 | Alliant Holdings I, Inc. 2015 Term Loan B, 5.046%, (US0003M + 3.250%), 05/09/2025 | 70,139 | 0.1 | |||||||||||
Retailers (Except Food & Drug): 0.2% | ||||||||||||||
248,701 | Neiman Marcus Group, Inc. - TL 1L, 5.263%, (US0003M + 3.250%), 10/25/2020 | 221,033 | 0.2 | |||||||||||
Technology: 0.1% | ||||||||||||||
122,799 | DynCorp International, Inc. Term Loan B2 1L, 8.088%, (US0003M + 6.000%), 07/07/2020 | 123,362 | 0.1 | |||||||||||
Total Bank Loans | ||||||||||||||
(Cost $3,839,687) | 3,781,491 | 3.7 | ||||||||||||
CONVERTIBLE BONDS/NOTES: 7.0% | ||||||||||||||
Communications: 0.7% | ||||||||||||||
125,000 | Ctrip.com International Ltd., 1.250%, 09/15/2022 | 128,596 | 0.1 | |||||||||||
319,000 | DISH Network Corp., 2.375%, 03/15/2024 | 282,110 | 0.3 | |||||||||||
215,000 | Finisar Corp., 0.500%, 12/15/2033 | 213,103 | 0.2 | |||||||||||
50,000 | FireEye, Inc., 1.000%, 06/01/2035 | 47,875 | 0.1 | |||||||||||
50,000 | FireEye, Inc., 1.625%, 06/01/2035 | 45,920 | 0.0 | |||||||||||
717,604 | 0.7 | |||||||||||||
Consumer, Cyclical: 0.3% | ||||||||||||||
310,000 | KB Home, 1.375%, 02/01/2019 | 337,414 | 0.3 | |||||||||||
Consumer, Non-cyclical: 3.1% | ||||||||||||||
457,000 | Alder Biopharmaceuticals, Inc., 2.500%, 02/01/2025 | 475,874 | 0.5 | |||||||||||
155,000 | Ascent Capital Group, Inc., 4.000%, 07/15/2020 | 91,063 | 0.1 | |||||||||||
330,000 | Cardtronics, Inc., 1.000%, 12/01/2020 | 307,573 | 0.3 | |||||||||||
180,000 | Endologix, Inc., 2.250%, 12/15/2018 | 178,018 | 0.2 | |||||||||||
205,000 | Endologix, Inc., 3.250%, 11/01/2020 | 188,387 | 0.2 | |||||||||||
390,000 | Innoviva, Inc., 2.125%, 01/15/2023 | 379,827 | 0.4 | |||||||||||
276,000 | Insmed, Inc., 1.750%, 01/15/2025 | 254,403 | 0.2 | |||||||||||
115,000 | Macquarie Infrastructure Corp., 2.000%, 10/01/2023 | 102,277 | 0.1 | |||||||||||
205,000 | Medicines Co/The, 2.500%, 01/15/2022 | 250,099 | 0.2 | |||||||||||
140,000 | Medicines Co/The, 2.750%, 07/15/2023 | 141,467 | 0.1 | |||||||||||
205,000 | NuVasive, Inc., 2.250%, 03/15/2021 | 222,648 | 0.2 | |||||||||||
581,000 | Wright Medical Group, Inc., 1.625%, 06/15/2023 | 579,257 | 0.6 | |||||||||||
3,170,893 | 3.1 | |||||||||||||
Energy: 0.5% | ||||||||||||||
130,000 | SEACOR Holdings, Inc., 3.000%, 11/15/2028 | 127,613 | 0.1 | |||||||||||
200,000 | SM Energy Co., 1.500%, 07/01/2021 | 207,038 | 0.2 | |||||||||||
260,000 | Whiting Petroleum Corp., 1.250%, 04/01/2020 | 248,802 | 0.2 | |||||||||||
583,453 | 0.5 | |||||||||||||
Industrial: 0.3% | ||||||||||||||
68,000 | (1) | Air Transport Services Group, Inc., 1.125%, 10/15/2024 | 66,422 | 0.1 | ||||||||||
182,000 | Dycom Industries, Inc., 0.750%, 09/15/2021 | 211,673 | 0.2 | |||||||||||
278,095 | 0.3 | |||||||||||||
Technology: 2.1% | ||||||||||||||
400,000 | (1) | Akamai Technologies, Inc., 0.125%, 05/01/2025 | 401,542 | 0.4 | ||||||||||
110,000 | (6) | Akamai Technologies, Inc., 0.000%, 02/15/2019 | 110,428 | 0.1 | ||||||||||
275,000 | (1) | Envestnet, Inc., 1.750%, 06/01/2023 | 283,745 | 0.3 | ||||||||||
175,000 | Microchip Technology, Inc., 1.625%, 02/15/2027 | 204,248 | 0.2 | |||||||||||
38,000 | Nuance Communications, Inc., 1.000%, 12/15/2035 | 34,200 | 0.0 | |||||||||||
250,000 | ON Semiconductor Corp., 1.625%, 10/15/2023 | 317,167 | 0.3 | |||||||||||
246,000 | (1) | Pure Storage, Inc., 0.125%, 04/15/2023 | 275,488 | 0.3 | ||||||||||
90,000 | Silicon Laboratories, Inc., 1.375%, 03/01/2022 | 110,189 | 0.1 | |||||||||||
110,000 | Synaptics, Inc., 0.500%, 06/15/2022 | 109,195 | 0.1 | |||||||||||
205,000 | Synchronoss Technologies, Inc., 0.750%, 08/15/2019 | 192,708 | 0.2 | |||||||||||
100,000 | (1) | Western Digital Corp., 1.500%, 02/01/2024 | 101,352 | 0.1 | ||||||||||
2,140,262 | 2.1 | |||||||||||||
Total Convertible Bonds/Notes | ||||||||||||||
(Cost $7,046,580) | 7,227,721 | 7.0 |
See Accompanying Notes to Financial Statements
46
VY® Pioneer High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 2.0% | ||||||||||||||
Consumer Discretionary: –% | ||||||||||||||
1,476 | (1),(2),(7) | Perseus Holding Corp. | – | – | ||||||||||
Energy: 0.0% | ||||||||||||||
424,441 | (2),(7) | Ascent Resources - Utica LLC | 5,093 | 0.0 | ||||||||||
93 | (7) | Midstates Petroleum Co., Inc. | 1,266 | 0.0 | ||||||||||
30 | (7) | SilverBow Resources, Inc. | 866 | 0.0 | ||||||||||
7,225 | 0.0 | |||||||||||||
Financials: 0.2% | ||||||||||||||
2,083 | Capital One Financial Corp. | 191,428 | 0.2 | |||||||||||
Health Care: 0.9% | ||||||||||||||
2,581 | Aetna, Inc. | 473,614 | 0.5 | |||||||||||
794 | Allergan plc | 132,376 | 0.1 | |||||||||||
15,129 | (7) | BioScrip, Inc. | 44,328 | 0.1 | ||||||||||
1,411 | Cigna Corp. | 239,799 | 0.2 | |||||||||||
890,117 | 0.9 | |||||||||||||
Industrials: 0.1% | ||||||||||||||
5,836 | (2),(7) | Liberty Tire Recycling | – | – | ||||||||||
2,062 | (7) | United Continental Holdings, Inc. | 143,783 | 0.1 | ||||||||||
143,783 | 0.1 | |||||||||||||
Information Technology: 0.2% | ||||||||||||||
7,059 | (7) | NCR Corp. | 211,629 | 0.2 | ||||||||||
Materials: 0.1% | ||||||||||||||
1,018 | LyondellBasell Industries NV - Class A | 111,827 | 0.1 | |||||||||||
Real Estate: 0.5% | ||||||||||||||
14,944 | Forest City Realty Trust, Inc. | 340,873 | 0.4 | |||||||||||
5,760 | (7) | Uniti Group, Inc. | 115,373 | 0.1 | ||||||||||
456,246 | 0.5 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $1,430,078) | 2,012,255 | 2.0 | ||||||||||||
PREFERRED STOCK: 1.4% | ||||||||||||||
Consumer Discretionary: –% | ||||||||||||||
775 | (1),(2),(7) | Perseus Holding Corp. | – | – | ||||||||||
Financials: 1.4% | ||||||||||||||
470 | (7) | Bank of America Corp. | 587,735 | 0.6 | ||||||||||
3,542 | (4),(7),(8) | GMAC Capital Trust I | 93,154 | 0.1 | ||||||||||
602 | (7) | Wells Fargo & Co. | 758,195 | 0.7 | ||||||||||
1,439,084 | 1.4 | |||||||||||||
Health Care: 0.0% | ||||||||||||||
44 | (2),(7) | BioScrip, Inc. | 4,240 | 0.0 | ||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $1,422,347) | 1,443,324 | 1.4 | ||||||||||||
WARRANTS: –% | ||||||||||||||
Energy: –% | ||||||||||||||
659 | (2),(7) | Midstates Petroleum Co., Inc. | – | – | ||||||||||
Health Care: –% | ||||||||||||||
126 | (2),(7) | BioScrip, Inc. - Class A | – | – | ||||||||||
126 | (2),(7) | BioScrip, Inc. - Class B | – | – | ||||||||||
– | – | |||||||||||||
Total Warrants | ||||||||||||||
(Cost $–) | – | – | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $93,249,884) | 92,931,668 | 90.8 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 7.8% | ||||||||||||||
U.S. Treasury Bills: 7.7% | ||||||||||||||
3,530,000 | (6) | United States Treasury Bill, 0.000%, 07/12/2018 | 3,528,358 | 3.4 | ||||||||||
4,000,000 | (6) | United States Treasury Bill, 0.000%, 07/19/2018 | 3,996,753 | 3.9 | ||||||||||
400,000 | (6) | United States Treasury Bill, 0.000%, 07/26/2018 | 399,541 | 0.4 | ||||||||||
7,924,652 | 7.7 |
Shares | Value | Percentage of Net | ||||||||||||
Mutual Funds: 0.1% | ||||||||||||||
76,818 | (9) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% | ||||||||||||
(Cost $76,818) | 76,818 | 0.1 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $8,000,832) | 8,001,470 | 7.8 | ||||||||||||
Total Investments in Securities (Cost $101,250,716) | $ | 100,933,138 | 98.6 | |||||||||||
Assets in Excess of Other Liabilities | 1,394,649 | 1.4 | ||||||||||||
Net Assets | $ | 102,327,787 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(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, 2018. |
(5) | All or a portion of this security is payment-in-kind ("PIK") which may pay interest or additional principal at the issuer's discretion. Rates shown are the current rate and possible payment rates. |
(6) | Represents a zero coupon bond. Rate shown reflects the effective yield as of June 30, 2018. |
(7) | Non-income producing security. |
(8) | Preferred Stock may be called prior to convertible date. |
(9) | Rate shown is the 7-day yield as of June 30, 2018. |
EUR | EU Euro |
Reference Rate Abbreviations: | |
T-BILL 3MO | 3-month U.S. Treasury Bill |
US0003M | 3-month LIBOR |
See Accompanying Notes to Financial Statements
47
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.6% | ||||||||||||||
Consumer Discretionary: 15.6% | ||||||||||||||
32,194 | Altice USA, Inc. | 549,230 | 0.1 | |||||||||||
60,700 | Aramark | 2,251,970 | 0.2 | |||||||||||
2,600 | (1) | Autozone, Inc. | 1,744,418 | 0.2 | ||||||||||
42,000 | BorgWarner, Inc. | 1,812,720 | 0.2 | |||||||||||
20,900 | (1) | Bright Horizons Family Solutions, Inc. | 2,142,668 | 0.2 | ||||||||||
45,000 | (1) | Burlington Stores, Inc. | 6,773,850 | 0.7 | ||||||||||
64,500 | (1) | Carmax, Inc. | 4,700,115 | 0.5 | ||||||||||
27,400 | Choice Hotels International, Inc. | 2,071,440 | 0.2 | |||||||||||
57,000 | (1) | Ctrip.com International Ltd. ADR | 2,714,910 | 0.3 | ||||||||||
85,000 | Delphi Technologies PLC | 7,788,550 | 0.8 | |||||||||||
97,000 | Dollar General Corp. | 9,564,200 | 0.9 | |||||||||||
73,300 | (1) | Dollar Tree, Inc. | 6,230,500 | 0.6 | ||||||||||
16,300 | Domino's Pizza, Inc. | 4,599,371 | 0.4 | |||||||||||
87,400 | (2) | Dunkin' Brands Group, Inc. | 6,036,718 | 0.6 | ||||||||||
98,900 | Extended Stay America, Inc. | 2,137,229 | 0.2 | |||||||||||
18,700 | Ferrari NV | 2,524,687 | 0.2 | |||||||||||
17,700 | (1) | Five Below, Inc. | 1,729,467 | 0.2 | ||||||||||
17,200 | (1) | Grand Canyon Education, Inc. | 1,919,692 | 0.2 | ||||||||||
91,133 | Hilton Worldwide Holdings, Inc. | 7,214,088 | 0.7 | |||||||||||
68,300 | Interpublic Group of Cos., Inc. | 1,600,952 | 0.2 | |||||||||||
27,600 | (1) | Lululemon Athletica, Inc. | 3,445,860 | 0.3 | ||||||||||
109,700 | MGM Resorts International | 3,184,591 | 0.3 | |||||||||||
48,500 | (1) | Michaels Cos, Inc. | 929,745 | 0.1 | ||||||||||
24,700 | (1) | Mohawk Industries, Inc. | 5,292,469 | 0.5 | ||||||||||
52,800 | Newell Brands, Inc. | 1,361,712 | 0.1 | |||||||||||
33,100 | (1) | Norwegian Cruise Line Holdings Ltd. | 1,563,975 | 0.1 | ||||||||||
1,360 | (1) | NVR, Inc. | 4,039,676 | 0.4 | ||||||||||
22,200 | Omnicom Group | 1,693,194 | 0.2 | |||||||||||
21,200 | (1) | O'Reilly Automotive, Inc. | 5,799,684 | 0.6 | ||||||||||
25,900 | Papa John's International, Inc. | 1,313,648 | 0.1 | |||||||||||
14,100 | PVH Corp. | 2,111,052 | 0.2 | |||||||||||
51,100 | (2) | Restaurant Brands International, Inc. | 3,081,330 | 0.3 | ||||||||||
118,100 | Ross Stores, Inc. | 10,008,975 | 1.0 | |||||||||||
23,600 | Royal Caribbean Cruises Ltd. | 2,444,960 | 0.2 | |||||||||||
116,500 | Service Corp. International | 4,169,535 | 0.4 | |||||||||||
26,300 | (1) | Sotheby's | 1,429,142 | 0.1 | ||||||||||
104,900 | Tapestry, Inc. | 4,899,879 | 0.5 | |||||||||||
32,500 | Tiffany & Co. | 4,277,000 | 0.4 | |||||||||||
60,400 | Toll Brothers, Inc. | 2,234,196 | 0.2 | |||||||||||
28,300 | Tractor Supply Co. | 2,164,667 | 0.2 | |||||||||||
19,300 | (1) | Ulta Beauty, Inc. | 4,505,778 | 0.4 | ||||||||||
15,020 | (1),(2) | Wayfair, Inc. | 1,783,775 | 0.2 | ||||||||||
29,100 | (2) | Williams-Sonoma, Inc. | 1,786,158 | 0.2 | ||||||||||
16,100 | Wynn Resorts Ltd. | 2,694,174 | 0.3 | |||||||||||
86,000 | Yum China Holdings, Inc. | 3,307,560 | 0.3 | |||||||||||
47,500 | Yum! Brands, Inc. | 3,715,450 | 0.4 | |||||||||||
159,344,960 | 15.6 | |||||||||||||
Consumer Staples: 4.6% | ||||||||||||||
69,975 | Brown-Forman Corp. - Class B | 3,429,475 | 0.4 | |||||||||||
19,600 | Casey's General Stores, Inc. | 2,059,568 | 0.2 | |||||||||||
95,600 | Church & Dwight Co., Inc. | 5,082,096 | 0.5 | |||||||||||
40,400 | Clorox Co. | 5,464,100 | 0.5 | |||||||||||
57,600 | Conagra Brands, Inc. | 2,058,048 | 0.2 | |||||||||||
58,000 | Dr Pepper Snapple Group, Inc. | 7,076,000 | 0.7 | |||||||||||
45,100 | Hershey Co. | 4,197,006 | 0.4 | |||||||||||
74,300 | (2) | Hormel Foods Corp. | 2,764,703 | 0.3 | ||||||||||
43,700 | McCormick & Co., Inc. | 5,073,133 | 0.5 | |||||||||||
51,700 | Pinnacle Foods, Inc. | 3,363,602 | 0.3 | |||||||||||
10,700 | Pricesmart, Inc. | 968,350 | 0.1 | |||||||||||
55,800 | (1) | Sprouts Farmers Market, Inc. | 1,231,506 | 0.1 | ||||||||||
64,300 | Tyson Foods, Inc. | 4,427,055 | 0.4 | |||||||||||
47,194,642 | 4.6 | |||||||||||||
Energy: 1.6% | ||||||||||||||
75,100 | Cabot Oil & Gas Corp. | 1,787,380 | 0.2 | |||||||||||
14,800 | (1) | Centennial Resource Development, Inc. | 267,288 | 0.0 | ||||||||||
39,637 | (1) | Centennial Resource Development, Inc. | 715,844 | 0.0 | ||||||||||
56,000 | (1),(2) | Centennial Resource Development, Inc./DE | 1,011,360 | 0.1 | ||||||||||
7,500 | Cimarex Energy Co. | 763,050 | 0.1 | |||||||||||
13,200 | (1) | Concho Resources, Inc./Midland TX | 1,826,220 | 0.2 | ||||||||||
15,800 | Diamondback Energy, Inc. | 2,078,806 | 0.2 | |||||||||||
158,100 | (1),(2) | Jagged Peak Energy, Inc. | 2,058,462 | 0.2 | ||||||||||
36,000 | Oceaneering International, Inc. | 916,560 | 0.1 | |||||||||||
41,100 | (1) | RSP Permian, Inc. | 1,809,222 | 0.2 | ||||||||||
44 | (1),(3),(4) | Venture Global LNG, Inc. - Series B | 222,860 | 0.0 | ||||||||||
560 | (1),(3),(4) | Venture Global LNG, Inc. - Series C | 2,836,400 | 0.3 | ||||||||||
16,293,452 | 1.6 | |||||||||||||
Financials: 8.0% | ||||||||||||||
23,100 | Assurant, Inc. | 2,390,619 | 0.2 | |||||||||||
34,400 | Axis Capital Holdings Ltd. | 1,913,328 | 0.2 | |||||||||||
58,800 | BankUnited, Inc. | 2,401,980 | 0.2 | |||||||||||
64,833 | Cboe Global Markets, Inc. | 6,747,170 | 0.7 | |||||||||||
23,100 | Discover Financial Services | 1,626,471 | 0.2 | |||||||||||
48,400 | (1) | E*Trade Financial Corp. | 2,960,144 | 0.3 | ||||||||||
9,800 | Factset Research Systems, Inc. | 1,941,380 | 0.2 | |||||||||||
57,200 | Fifth Third Bancorp | 1,641,640 | 0.2 | |||||||||||
70,700 | First Republic Bank | 6,843,053 | 0.7 | |||||||||||
112,400 | FNF Group | 4,228,488 | 0.4 | |||||||||||
36,100 | Invesco Ltd. | 958,816 | 0.1 |
See Accompanying Notes to Financial Statements
48
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
67,800 | Lazard Ltd. | 3,316,098 | 0.3 | |||||||||||
10,500 | MarketAxess Holdings, Inc. | 2,077,530 | 0.2 | |||||||||||
40,600 | Moody's Corp. | 6,924,736 | 0.7 | |||||||||||
22,100 | MSCI, Inc. - Class A | 3,656,003 | 0.4 | |||||||||||
26,400 | Nasdaq, Inc. | 2,409,528 | 0.2 | |||||||||||
14,000 | Northern Trust Corp. | 1,440,460 | 0.1 | |||||||||||
147,600 | Progressive Corp. | 8,730,540 | 0.8 | |||||||||||
15,600 | (1) | Signature Bank | 1,994,928 | 0.2 | ||||||||||
8,200 | State Street Corp. | 763,338 | 0.1 | |||||||||||
11,900 | (1) | SVB Financial Group | 3,436,244 | 0.3 | ||||||||||
73,700 | TD Ameritrade Holding Corp. | 4,036,549 | 0.4 | |||||||||||
59,730 | Webster Financial Corp. | 3,804,801 | 0.4 | |||||||||||
36,500 | Willis Towers Watson PLC | 5,533,400 | 0.5 | |||||||||||
81,777,244 | 8.0 | |||||||||||||
Health Care: 13.2% | ||||||||||||||
57,199 | (1) | Acadia Healthcare Co., Inc. | 2,340,011 | 0.2 | ||||||||||
61,900 | Agilent Technologies, Inc. | 3,827,896 | 0.4 | |||||||||||
12,800 | (1) | Agios Pharmaceuticals, Inc. | 1,078,144 | 0.1 | ||||||||||
20,400 | (1) | Alexion Pharmaceuticals, Inc. | 2,532,660 | 0.2 | ||||||||||
13,800 | (1) | Align Technology, Inc. | 4,721,532 | 0.5 | ||||||||||
58,500 | (1) | Alkermes PLC | 2,407,860 | 0.2 | ||||||||||
34,500 | (1) | Alnylam Pharmaceuticals, Inc. | 3,397,905 | 0.3 | ||||||||||
22,200 | AmerisourceBergen Corp. | 1,892,994 | 0.2 | |||||||||||
6,100 | (1) | Athenahealth, Inc. | 970,754 | 0.1 | ||||||||||
63,700 | (1) | BioMarin Pharmaceutical, Inc. | 6,000,540 | 0.6 | ||||||||||
11,900 | (1),(2) | Bluebird Bio, Inc. | 1,867,705 | 0.2 | ||||||||||
8,400 | (1) | Blueprint Medicines Corp. | 533,232 | 0.0 | ||||||||||
57,700 | Bruker Corp. | 1,675,608 | 0.2 | |||||||||||
51,584 | (1) | Catalent, Inc. | 2,160,854 | 0.2 | ||||||||||
50,100 | (1) | Centene Corp. | 6,172,821 | 0.6 | ||||||||||
42,412 | (1) | Cerner Corp. | 2,535,813 | 0.2 | ||||||||||
33,200 | Cooper Cos., Inc. | 7,816,940 | 0.8 | |||||||||||
27,800 | (1) | DaVita, Inc. | 1,930,432 | 0.2 | ||||||||||
16,300 | (1),(2) | Exact Sciences Corp. | 974,577 | 0.1 | ||||||||||
118,900 | (1) | Exelixis, Inc. | 2,558,728 | 0.2 | ||||||||||
20,200 | (1) | FibroGen, Inc. | 1,264,520 | 0.1 | ||||||||||
49,000 | (1) | Henry Schein, Inc. | 3,559,360 | 0.3 | ||||||||||
147,600 | (1) | Hologic, Inc. | 5,867,100 | 0.6 | ||||||||||
26,500 | (1) | Idexx Laboratories, Inc. | 5,775,410 | 0.6 | ||||||||||
19,100 | (1) | Illumina, Inc. | 5,334,439 | 0.5 | ||||||||||
60,200 | (1) | Incyte Corp., Ltd. | 4,033,400 | 0.4 | ||||||||||
24,600 | (1) | IQVIA Holdings, Inc. | 2,455,572 | 0.2 | ||||||||||
93,500 | (1),(2) | Ironwood Pharmaceuticals, Inc. | 1,787,720 | 0.2 | ||||||||||
13,000 | (1) | Jazz Pharmaceuticals PLC | 2,239,900 | 0.2 | ||||||||||
3,252 | (1),(2) | Madrigal Pharmaceuticals, Inc. | 909,552 | 0.1 | ||||||||||
22,600 | (1) | Medidata Solutions, Inc. | 1,820,656 | 0.2 | ||||||||||
7,900 | (1) | Mettler Toledo International, Inc. | 4,571,177 | 0.4 | ||||||||||
28,600 | (1),(2) | Molina Healthcare, Inc. | 2,801,084 | 0.3 | ||||||||||
25,700 | (1) | Nektar Therapeutics | 1,254,931 | 0.1 | ||||||||||
39,279 | (1) | Neurocrine Biosciences, Inc. | 3,858,769 | 0.4 | ||||||||||
11,342 | (1) | Sage Therapeutics, Inc. | 1,775,363 | 0.2 | ||||||||||
14,300 | (1),(2) | Sarepta Therapeutics, Inc. | 1,890,174 | 0.2 | ||||||||||
41,527 | (1) | Seattle Genetics, Inc. | 2,756,978 | 0.3 | ||||||||||
19,100 | STERIS PLC | 2,005,691 | 0.2 | |||||||||||
16,000 | Teleflex, Inc. | 4,291,360 | 0.4 | |||||||||||
17,070 | (1),(2) | Tesaro, Inc. | 759,103 | 0.1 | ||||||||||
11,100 | (1) | Ultragenyx Pharmaceutical, Inc. | 853,257 | 0.1 | ||||||||||
18,000 | Universal Health Services, Inc. | 2,005,920 | 0.2 | |||||||||||
50,200 | (1) | Veeva Systems, Inc. | 3,858,372 | 0.4 | ||||||||||
14,900 | (1) | WellCare Health Plans, Inc. | 3,668,976 | 0.4 | ||||||||||
17,500 | West Pharmaceutical Services, Inc. | 1,737,575 | 0.2 | |||||||||||
53,850 | Zoetis, Inc. | 4,587,481 | 0.4 | |||||||||||
135,120,846 | 13.2 | |||||||||||||
Industrial: 0.3% | ||||||||||||||
87,000 | American Airlines Group, Inc. | 3,302,520 | 0.3 | |||||||||||
Industrials: 18.7% | ||||||||||||||
7,200 | Acuity Brands, Inc. | 834,264 | 0.1 | |||||||||||
140,700 | (2) | ADT, Inc. | 1,217,055 | 0.1 | ||||||||||
66,700 | Alaska Air Group, Inc. | 4,028,013 | 0.4 | |||||||||||
50,300 | Allegion Public Ltd. | 3,891,208 | 0.4 | |||||||||||
28,762 | Ametek, Inc. | 2,075,466 | 0.2 | |||||||||||
66,400 | AO Smith Corp. | 3,927,560 | 0.4 | |||||||||||
34,400 | BWX Technologies, Inc. | 2,143,808 | 0.2 | |||||||||||
30,100 | CH Robinson Worldwide, Inc. | 2,518,166 | 0.2 | |||||||||||
26,800 | Cintas Corp. | 4,959,876 | 0.5 | |||||||||||
13,800 | Copa Holdings S.A.- Class A | 1,305,756 | 0.1 | |||||||||||
83,400 | (1) | Copart, Inc. | 4,717,104 | 0.5 | ||||||||||
16,300 | (1) | CoStar Group, Inc. | 6,725,869 | 0.7 | ||||||||||
47,800 | Donaldson Co., Inc. | 2,156,736 | 0.2 | |||||||||||
42,087 | Equifax, Inc. | 5,265,505 | 0.5 | |||||||||||
25,200 | Expeditors International Washington, Inc. | 1,842,120 | 0.2 | |||||||||||
15,800 | Fastenal Co. | 760,454 | 0.1 | |||||||||||
29,300 | Flowserve Corp. | 1,183,720 | 0.1 | |||||||||||
63,400 | Fortive Corp. | 4,888,774 | 0.5 | |||||||||||
76,975 | Fortune Brands Home & Security, Inc. | 4,132,788 | 0.4 | |||||||||||
36,700 | (1) | Generac Holdings, Inc. | 1,898,491 | 0.2 | ||||||||||
21,100 | (1) | Genesee & Wyoming, Inc. | 1,715,852 | 0.2 | ||||||||||
70,800 | Graco, Inc. | 3,201,576 | 0.3 | |||||||||||
47,300 | Harris Corp. | 6,836,742 | 0.7 | |||||||||||
125,600 | (1) | HD Supply Holdings, Inc. | 5,386,984 | 0.5 | ||||||||||
38,600 | Hubbell, Inc. | 4,081,564 | 0.4 | |||||||||||
14,000 | Huntington Ingalls Industries, Inc. | 3,035,060 | 0.3 | |||||||||||
21,400 | IDEX Corp. | 2,920,672 | 0.3 | |||||||||||
83,153 | (1) | IHS Markit Ltd. | 4,289,863 | 0.4 | ||||||||||
21,600 | JB Hunt Transport Services, Inc. | 2,625,480 | 0.3 | |||||||||||
31,600 | Kansas City Southern | 3,348,336 | 0.3 | |||||||||||
90,500 | KAR Auction Services, Inc. | 4,959,400 | 0.5 | |||||||||||
12,700 | (1) | Kirby Corp. | 1,061,720 | 0.1 | ||||||||||
21,700 | L3 Technologies, Inc. | 4,173,344 | 0.4 | |||||||||||
11,300 | Landstar System, Inc. | 1,233,960 | 0.1 |
See Accompanying Notes to Financial Statements
49
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
18,300 | Manpowergroup, Inc. | 1,574,898 | 0.1 | |||||||||||
22,500 | (1),(2) | Middleby Corp. | 2,349,450 | 0.2 | ||||||||||
126,400 | Nielsen Holdings PLC | 3,909,552 | 0.4 | |||||||||||
21,700 | Nordson Corp. | 2,786,497 | 0.3 | |||||||||||
18,000 | Old Dominion Freight Line | 2,681,280 | 0.3 | |||||||||||
28,300 | Paccar, Inc. | 1,753,468 | 0.2 | |||||||||||
44,100 | (2) | Ritchie Bros Auctioneers, Inc. | 1,504,692 | 0.1 | ||||||||||
30,700 | Robert Half International, Inc. | 1,998,570 | 0.2 | |||||||||||
22,400 | Rockwell Automation, Inc. | 3,723,552 | 0.4 | |||||||||||
70,010 | Rollins, Inc. | 3,681,126 | 0.4 | |||||||||||
15,000 | Roper Technologies, Inc. | 4,138,650 | 0.4 | |||||||||||
60,024 | (2) | Schneider National, Inc. | 1,651,260 | 0.2 | ||||||||||
71,100 | (1) | Sensata Technologies Holding PLC | 3,382,938 | 0.3 | ||||||||||
21,600 | Snap-On, Inc. | 3,471,552 | 0.3 | |||||||||||
16,600 | (1) | Stericycle, Inc. | 1,083,814 | 0.1 | ||||||||||
37,600 | Textron, Inc. | 2,478,216 | 0.2 | |||||||||||
40,700 | Toro Co. | 2,452,175 | 0.2 | |||||||||||
17,200 | TransDigm Group, Inc. | 5,936,408 | 0.6 | |||||||||||
80,300 | TransUnion | 5,752,692 | 0.6 | |||||||||||
41,741 | (1) | United Continental Holdings, Inc. | 2,910,600 | 0.3 | ||||||||||
16,000 | Valmont Industries, Inc. | 2,412,000 | 0.2 | |||||||||||
56,500 | (1) | Verisk Analytics, Inc. | 6,081,660 | 0.6 | ||||||||||
12,100 | (1) | WABCO Holdings, Inc. | 1,415,942 | 0.1 | ||||||||||
34,000 | Wabtec Corp. | 3,351,720 | 0.3 | |||||||||||
70,050 | Waste Connections, Inc. | 5,273,364 | 0.5 | |||||||||||
12,700 | (2) | Watsco, Inc. | 2,264,156 | 0.2 | ||||||||||
26,300 | Xylem, Inc. | 1,772,094 | 0.2 | |||||||||||
191,135,612 | 18.7 | |||||||||||||
Information Technology: 28.6% | ||||||||||||||
13,100 | (1) | 2U, Inc. | 1,094,636 | 0.1 | ||||||||||
86,000 | Amphenol Corp. | 7,494,900 | 0.7 | |||||||||||
11,100 | (1) | ANSYS, Inc. | 1,933,398 | 0.2 | ||||||||||
116,379 | (1) | Atlassian Corp. PLC | 7,276,015 | 0.7 | ||||||||||
40,200 | (1) | Autodesk, Inc. | 5,269,818 | 0.5 | ||||||||||
107,570 | (1) | Black Knight, Inc. | 5,760,373 | 0.6 | ||||||||||
136,564 | Booz Allen Hamilton Holding Corp. | 5,971,944 | 0.6 | |||||||||||
77,900 | (1) | Cadence Design Systems, Inc. | 3,373,849 | 0.3 | ||||||||||
75,200 | CDK Global, Inc. | 4,891,760 | 0.5 | |||||||||||
34,800 | CDW Corp. | 2,811,492 | 0.3 | |||||||||||
40,000 | Cognex Corp. | 1,784,400 | 0.2 | |||||||||||
26,620 | (1) | Coherent, Inc. | 4,163,900 | 0.4 | ||||||||||
79,700 | (1) | CoreLogic, Inc. | 4,136,430 | 0.4 | ||||||||||
131,300 | Corning, Inc. | 3,612,063 | 0.4 | |||||||||||
6,853 | (1),(2) | DocuSign, Inc. | 362,866 | 0.0 | ||||||||||
9,923 | (1),(2) | Dropbox, Inc. | 321,704 | 0.0 | ||||||||||
29,503 | (1) | Dropbox, Inc., Class A Lockup | 946,922 | 0.1 | ||||||||||
108,415 | (1) | Dropbox, Inc., Class B Lockup | 3,479,666 | 0.3 | ||||||||||
28,300 | (1) | Electronic Arts, Inc. | 3,990,866 | 0.4 | ||||||||||
18,600 | (1) | Ellie Mae, Inc. | 1,931,424 | 0.2 | ||||||||||
95,400 | Entegris, Inc. | 3,234,060 | 0.3 | |||||||||||
16,500 | (1) | EPAM Systems, Inc. | 2,051,445 | 0.2 | ||||||||||
80,000 | Fidelity National Information Services, Inc. | 8,482,400 | 0.8 | |||||||||||
126,400 | (1) | Fiserv, Inc. | 9,364,976 | 0.9 | ||||||||||
26,800 | (1) | FleetCor Technologies, Inc. | 5,645,420 | 0.6 | ||||||||||
28,600 | (1) | Fortinet, Inc. | 1,785,498 | 0.2 | ||||||||||
47,600 | (1) | Gartner, Inc. | 6,326,040 | 0.6 | ||||||||||
53,100 | Genpact Ltd. | 1,536,183 | 0.2 | |||||||||||
69,700 | Global Payments, Inc. | 7,770,853 | 0.8 | |||||||||||
28,700 | (1) | GoDaddy, Inc. | 2,026,220 | 0.2 | ||||||||||
52,300 | (1) | Guidewire Software, Inc. | 4,643,194 | 0.5 | ||||||||||
24,500 | (1) | IAC/InterActiveCorp | 3,736,005 | 0.4 | ||||||||||
46,100 | (1) | Integrated Device Technology, Inc. | 1,469,668 | 0.1 | ||||||||||
11,000 | (1) | IPG Photonics Corp. | 2,426,930 | 0.2 | ||||||||||
87,650 | (1) | Keysight Technologies, Inc. | 5,173,980 | 0.5 | ||||||||||
60,100 | KLA-Tencor Corp. | 6,162,053 | 0.6 | |||||||||||
12,000 | Lam Research Corp. | 2,074,200 | 0.2 | |||||||||||
60,300 | Leidos Holdings, Inc. | 3,557,700 | 0.3 | |||||||||||
255,948 | Marvell Technology Group Ltd. | 5,487,525 | 0.5 | |||||||||||
58,000 | (1),(2) | Match Group, Inc. | 2,246,920 | 0.2 | ||||||||||
142,600 | Maxim Integrated Products | 8,364,916 | 0.8 | |||||||||||
5,100 | MercadoLibre, Inc. | 1,524,543 | 0.1 | |||||||||||
92,400 | (2) | Microchip Technology, Inc. | 8,403,780 | 0.8 | ||||||||||
24,000 | Monolithic Power Systems, Inc. | 3,208,080 | 0.3 | |||||||||||
36,700 | Motorola Solutions, Inc. | 4,270,779 | 0.4 | |||||||||||
24,600 | (1) | Palo Alto Networks, Inc. | 5,054,562 | 0.5 | ||||||||||
32,100 | Paychex, Inc. | 2,194,035 | 0.2 | |||||||||||
74,631 | (1) | Pivotal Software, Inc. | 1,811,294 | 0.2 | ||||||||||
25,900 | (1) | Proofpoint, Inc. | 2,986,529 | 0.3 | ||||||||||
69,200 | (1) | Pure Storage, Inc. | 1,652,496 | 0.2 | ||||||||||
40,567 | (1) | RealPage, Inc. | 2,235,242 | 0.2 | ||||||||||
45,600 | (1) | Red Hat, Inc. | 6,127,272 | 0.6 | ||||||||||
127,900 | Sabre Corp. | 3,151,456 | 0.3 | |||||||||||
47,600 | (1) | ServiceNow, Inc. | 8,209,572 | 0.8 | ||||||||||
11,100 | (1) | Shopify, Inc. | 1,619,379 | 0.2 | ||||||||||
84,100 | Skyworks Solutions, Inc. | 8,128,265 | 0.8 | |||||||||||
38,800 | (1) | Splunk, Inc. | 3,845,468 | 0.4 | ||||||||||
104,500 | SS&C Technologies Holdings, Inc. | 5,423,550 | 0.5 | |||||||||||
239,000 | Symantec Corp. | 4,935,350 | 0.5 | |||||||||||
51,700 | (1) | Synopsys, Inc. | 4,423,969 | 0.4 | ||||||||||
45,819 | (1) | Tableau Software, Inc. | 4,478,807 | 0.4 | ||||||||||
12,200 | (1) | Take-Two Interactive Software, Inc. | 1,443,992 | 0.1 | ||||||||||
43,100 | (1) | Trimble, Inc. | 1,415,404 | 0.1 | ||||||||||
18,500 | (1) | Twilio, Inc. | 1,036,370 | 0.1 | ||||||||||
16,700 | (1) | Tyler Technologies, Inc. | 3,709,070 | 0.4 | ||||||||||
19,200 | (1) | Ultimate Software Group, Inc. | 4,940,352 | 0.5 | ||||||||||
35,500 | (1) | VeriSign, Inc. | 4,878,410 | 0.5 | ||||||||||
20,999 | (1) | WEX, Inc. | 3,999,890 | 0.4 | ||||||||||
42,947 | (1) | Workday, Inc. | 5,201,741 | 0.5 | ||||||||||
109,500 | (1) | Worldpay, Inc. | 8,954,910 | 0.9 | ||||||||||
79,000 | Xilinx, Inc. | 5,155,540 | 0.5 | |||||||||||
32,400 | (1) | Zendesk, Inc. | 1,765,476 | 0.2 | ||||||||||
26,800 | (1) | Zillow Group, Inc. - Class A | 1,601,300 | 0.2 | ||||||||||
236,500 | (1) | Zynga, Inc. | 962,555 | 0.1 | ||||||||||
292,924,050 | 28.6 |
See Accompanying Notes to Financial Statements
50
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Materials: 4.4% | ||||||||||||||
16,500 | Air Products & Chemicals, Inc. | 2,569,545 | 0.3 | |||||||||||
55,500 | (1) | Axalta Coating Systems Ltd. | 1,682,205 | 0.2 | ||||||||||
203,600 | Ball Corp. | 7,237,980 | 0.7 | |||||||||||
25,100 | Celanese Corp. | 2,787,606 | 0.3 | |||||||||||
47,800 | CF Industries Holdings, Inc. | 2,122,320 | 0.2 | |||||||||||
24,100 | Eagle Materials, Inc. | 2,529,777 | 0.2 | |||||||||||
44,900 | International Paper Co. | 2,338,392 | 0.2 | |||||||||||
33,400 | PolyOne Corp. | 1,443,548 | 0.1 | |||||||||||
26,100 | PPG Industries, Inc. | 2,707,353 | 0.3 | |||||||||||
58,300 | RPM International, Inc. | 3,400,056 | 0.3 | |||||||||||
87,700 | Sealed Air Corp. | 3,722,865 | 0.4 | |||||||||||
115,729 | Valvoline, Inc. | 2,496,275 | 0.2 | |||||||||||
64,900 | Vulcan Materials Co. | 8,375,994 | 0.8 | |||||||||||
76,600 | (2) | Wheaton Precious Metals Corp. | 1,689,796 | 0.2 | ||||||||||
45,103,712 | 4.4 | |||||||||||||
Real Estate: 2.5% | ||||||||||||||
50,795 | American Campus Communities, Inc. | 2,178,089 | 0.2 | |||||||||||
55,900 | CubeSmart | 1,801,098 | 0.2 | |||||||||||
4,115 | Equinix, Inc. | 1,768,997 | 0.2 | |||||||||||
10,300 | Federal Realty Investment Trust | 1,303,465 | 0.1 | |||||||||||
67,800 | Iron Mountain, Inc. | 2,373,678 | 0.2 | |||||||||||
14,000 | Jones Lang LaSalle, Inc. | 2,323,860 | 0.2 | |||||||||||
86,900 | (2) | MGM Growth Properties LLC | 2,646,974 | 0.3 | ||||||||||
47,350 | (1) | SBA Communications Corp. | 7,818,432 | 0.8 | ||||||||||
12,700 | SL Green Realty Corp. | 1,276,731 | 0.1 | |||||||||||
117,915 | VEREIT, Inc. | 877,288 | 0.1 | |||||||||||
18,276 | (1),(3),(4) | WeWork Companies, Inc. - Class A | 837,955 | 0.1 | ||||||||||
25,206,567 | 2.5 | |||||||||||||
Telecommunication Services: 0.2% | ||||||||||||||
65,600 | (1) | Zayo Group Holdings, Inc. | 2,393,088 | 0.2 | ||||||||||
Utilities: 0.9% | ||||||||||||||
38,526 | American Water Works Co., Inc. | 3,289,350 | 0.3 | |||||||||||
43,700 | Atmos Energy Corp. | 3,939,118 | 0.4 | |||||||||||
79,600 | NiSource, Inc. | 2,091,888 | 0.2 | |||||||||||
9,320,356 | 0.9 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $710,306,292) | 1,009,117,049 | 98.6 | ||||||||||||
PREFERRED STOCK: 1.1% | ||||||||||||||
Information Technology: 0.6% | ||||||||||||||
32,391 | (1),(3),(4) | AirBNB, Inc. - Series D | 3,677,350 | 0.4 | ||||||||||
3,719 | (1),(3),(4) | AirBNB, Inc. - Series E | 422,218 | 0.0 | ||||||||||
353,970 | (1),(3),(4) | Tanium, Inc. - Series G | 2,401,758 | 0.2 | ||||||||||
6,501,326 | 0.6 | |||||||||||||
Real Estate: 0.5% | ||||||||||||||
44,396 | (1),(3),(4) | WeWork Companies, Inc. - Series D-1 | 2,035,556 | 0.2 | ||||||||||
34,882 | (1),(3),(4) | WeWork Companies, Inc. - Series D-2 | 1,599,340 | 0.2 | ||||||||||
24,709 | (1),(3),(4) | WeWork Companies, Inc. - Series E | 1,132,908 | 0.1 | ||||||||||
4,767,804 | 0.5 | |||||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $5,554,906) | 11,269,130 | 1.1 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $715,861,198) | 1,020,386,179 | 99.7 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.9% | ||||||||||||||
Securities Lending Collateral(5): 2.9% | ||||||||||||||
13,629,790 | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/29/18, 2.08%, due 07/02/18 (Repurchase Amount $13,632,120, collateralized by various U.S. Government Agency Obligations, 1.691%-8.500%, Market Value plus accrued interest $13,902,386, due 07/25/18-06/15/53) | 13,629,790 | 1.3 | |||||||||||
1,763,774 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $1,764,105, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $1,799,050, due 11/15/42-08/15/44) | 1,763,774 | 0.2 | |||||||||||
6,964,460 | NBC Global Finance Ltd., Repurchase Agreement dated 06/29/18, 1.95%, due 07/02/18 (Repurchase Amount $6,965,576, collateralized by various U.S. Government Securities, 0.000%-3.625%, Market Value plus accrued interest $7,103,769, due 01/31/20-09/09/49) | 6,964,460 | 0.7 |
See Accompanying Notes to Financial Statements
51
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateral(5): (continued) | ||||||||||||||
6,964,460 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $6,965,777, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $7,103,801, due 07/15/19-02/15/48) | 6,964,460 | 0.7 | |||||||||||
29,322,484 | 2.9 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.0% | ||||||||||||||
1,000 | (6) | T. Rowe Price Reserve Investment Fund, 1.970% | ||||||||||||
(Cost $1,000) | 1,000 | 0.0 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $29,323,484) | 29,323,484 | 2.9 | ||||||||||||
Total Investments in Securities (Cost $745,184,682) | $ | 1,049,709,663 | 102.6 | |||||||||||
Liabilities in Excess of Other Assets | (27,020,499 | ) | (2.6 | ) | ||||||||||
Net Assets | $ | 1,022,689,164 | 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, 2018, the Portfolio held restricted securities with a fair value of $15,166,345 or 1.48% of net assets. Please refer to the table below for additional details. |
(5) | Represents securities purchased with cash collateral received for securities on loan. |
(6) | Rate shown is the 7-day yield as of June 30, 2018. |
See Accompanying Notes to Financial Statements
52
VY® T. Rowe Price Growth Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.6% | ||||||||||||||
Consumer Discretionary: 23.4% | ||||||||||||||
103,195 | (1) | Amazon.com, Inc. | 175,410,861 | 9.1 | ||||||||||
37,294 | (1) | Booking Holdings, Inc. | 75,598,294 | 3.9 | ||||||||||
761,372 | (1) | Caesars Entertainment Corp. | 8,146,680 | 0.4 | ||||||||||
174,500 | Delphi Technologies PLC | 15,989,435 | 0.8 | |||||||||||
67,800 | Dollar General Corp. | 6,685,080 | 0.4 | |||||||||||
210,213 | Dollarama, Inc. | 8,148,522 | 0.4 | |||||||||||
77,520 | Ferrari NV | 10,465,975 | 0.6 | |||||||||||
62,412 | Hilton Worldwide Holdings, Inc. | 4,940,534 | 0.3 | |||||||||||
153,500 | Las Vegas Sands Corp. | 11,721,260 | 0.6 | |||||||||||
73,300 | (1) | Netflix, Inc. | 28,691,819 | 1.5 | ||||||||||
234,395 | Nike, Inc. | 18,676,594 | 1.0 | |||||||||||
2,500 | (1) | NVR, Inc. | 7,425,875 | 0.4 | ||||||||||
125,256 | (1),(2) | Tesla, Inc. | 42,956,545 | 2.2 | ||||||||||
189,500 | Walt Disney Co. | 19,861,495 | 1.0 | |||||||||||
88,981 | Wynn Resorts Ltd. | 14,890,081 | 0.8 | |||||||||||
449,609,050 | 23.4 | |||||||||||||
Consumer Staples: 1.6% | ||||||||||||||
87,937 | PepsiCo, Inc. | 9,573,701 | 0.5 | |||||||||||
271,385 | Philip Morris International, Inc. | 21,911,625 | 1.1 | |||||||||||
31,485,326 | 1.6 | |||||||||||||
Financials: 6.3% | ||||||||||||||
1,134,411 | (1),(3),(4) | Ant International Co., Limited Class C | 6,364,046 | 0.3 | ||||||||||
388,800 | Charles Schwab Corp. | 19,867,680 | 1.1 | |||||||||||
124,206 | Chubb Ltd. | 15,776,646 | 0.8 | |||||||||||
34,160 | First Republic Bank | 3,306,346 | 0.2 | |||||||||||
241,329 | Intercontinental Exchange, Inc. | 17,749,748 | 0.9 | |||||||||||
189,130 | JPMorgan Chase & Co. | 19,707,346 | 1.0 | |||||||||||
316,000 | Morgan Stanley | 14,978,400 | 0.8 | |||||||||||
428,876 | TD Ameritrade Holding Corp. | 23,489,539 | 1.2 | |||||||||||
121,239,751 | 6.3 | |||||||||||||
Health Care: 12.8% | ||||||||||||||
149,004 | (1) | Alexion Pharmaceuticals, Inc. | 18,498,846 | 1.0 | ||||||||||
93,000 | Anthem, Inc. | 22,136,790 | 1.1 | |||||||||||
169,989 | Becton Dickinson & Co. | 40,722,565 | 2.1 | |||||||||||
121,471 | (1) | Centene Corp. | 14,966,442 | 0.8 | ||||||||||
46,381 | Cigna Corp. | 7,882,451 | 0.4 | |||||||||||
65,900 | Danaher Corp. | 6,503,012 | 0.3 | |||||||||||
62,400 | (1) | Intuitive Surgical, Inc. | 29,857,152 | 1.6 | ||||||||||
180,100 | Stryker Corp. | 30,411,686 | 1.6 | |||||||||||
192,566 | UnitedHealth Group, Inc. | 47,244,142 | 2.5 | |||||||||||
156,633 | (1) | Vertex Pharmaceuticals, Inc. | 26,621,345 | 1.4 | ||||||||||
244,844,431 | 12.8 | |||||||||||||
Industrial: 0.3% | ||||||||||||||
137,669 | American Airlines Group, Inc. | 5,225,915 | 0.3 | |||||||||||
Industrials: 8.5% | ||||||||||||||
188,741 | Boeing Co. | 63,324,493 | 3.3 | |||||||||||
134,378 | Equifax, Inc. | 16,812,032 | 0.9 | |||||||||||
207,385 | Fortive Corp. | 15,991,457 | 0.8 | |||||||||||
100,600 | Honeywell International, Inc. | 14,491,430 | 0.8 | |||||||||||
34,800 | Illinois Tool Works, Inc. | 4,821,192 | 0.3 | |||||||||||
65,665 | Roper Technologies, Inc. | 18,117,630 | 0.9 | |||||||||||
251,270 | TransUnion | 18,000,983 | 0.9 | |||||||||||
115,704 | (2) | Wabtec Corp. | 11,406,100 | 0.6 | ||||||||||
162,965,317 | 8.5 | |||||||||||||
Information Technology: 42.3% | ||||||||||||||
184,000 | Activision Blizzard, Inc. | 14,042,880 | 0.7 | |||||||||||
975 | (1),(5) | Adyen NV | 537,138 | 0.0 | ||||||||||
284,571 | (1) | Alibaba Group Holding Ltd. ADR | 52,796,458 | 2.7 | ||||||||||
44,750 | (1) | Alphabet, Inc. - Class A | 50,531,252 | 2.6 | ||||||||||
49,571 | (1) | Alphabet, Inc. - Class C | 55,303,886 | 2.9 | ||||||||||
83,471 | Apple, Inc. | 15,451,317 | 0.8 | |||||||||||
66,800 | (2) | ASML Holding NV-NY REG | 13,224,396 | 0.7 | ||||||||||
80,552 | Broadcom, Inc. | 19,545,137 | 1.0 | |||||||||||
17,434 | (1),(2) | Dropbox, Inc. | 565,210 | 0.0 | ||||||||||
95,562 | (1) | Dropbox, Inc., Class A Lockup | 3,067,139 | 0.1 | ||||||||||
137,600 | (1) | Electronic Arts, Inc. | 19,404,352 | 1.0 | ||||||||||
489,754 | (1) | Facebook, Inc.- Class A | 95,168,997 | 5.0 | ||||||||||
129,400 | Fidelity National Information Services, Inc. | 13,720,282 | 0.7 | |||||||||||
191,756 | (1) | Fiserv, Inc. | 14,207,202 | 0.7 | ||||||||||
156,544 | Intuit, Inc. | 31,982,722 | 1.7 | |||||||||||
251,766 | Mastercard, Inc. - Class A | 49,477,054 | 2.6 | |||||||||||
1,023,165 | Microsoft Corp. | 100,894,301 | 5.3 | |||||||||||
330,814 | (1) | PayPal Holdings, Inc. | 27,546,882 | 1.4 | ||||||||||
91,271 | (1) | Red Hat, Inc. | 12,264,084 | 0.6 | ||||||||||
252,964 | (1) | Salesforce.com, Inc. | 34,504,290 | 1.8 | ||||||||||
85,095 | (1) | ServiceNow, Inc. | 14,676,335 | 0.8 | ||||||||||
1,106,778 | Symantec Corp. | 22,854,966 | 1.2 | |||||||||||
648,900 | Tencent Holdings Ltd. | 32,584,775 | 1.7 | |||||||||||
148,350 | Texas Instruments, Inc. | 16,355,587 | 0.9 | |||||||||||
3,251 | (1),(3),(4) | Uber Technologies, Inc. - Class A | 130,040 | 0.0 | ||||||||||
444,974 | Visa, Inc. - Class A | 58,936,806 | 3.1 | |||||||||||
57,167 | (1) | VMware, Inc. | 8,401,834 | 0.4 | ||||||||||
108,240 | (1) | Workday, Inc. | 13,110,029 | 0.7 | ||||||||||
271,600 | (1) | Worldpay, Inc. | 22,211,448 | 1.2 | ||||||||||
813,496,799 | 42.3 | |||||||||||||
Materials: 0.6% | ||||||||||||||
180,200 | DowDuPont, Inc. | 11,878,784 | 0.6 | |||||||||||
Real Estate: 1.3% | ||||||||||||||
221,635 | Crown Castle International Corp. | 23,896,686 | 1.3 | |||||||||||
1,800 | (1),(3),(4) | WeWork Companies, Inc. - Class A | 82,530 | 0.0 | ||||||||||
23,979,216 | 1.3 | |||||||||||||
Utilities: 1.5% | ||||||||||||||
77,000 | American Water Works Co., Inc. | 6,574,260 | 0.3 | |||||||||||
43,200 | NextEra Energy, Inc. | 7,215,696 | 0.4 |
See Accompanying Notes to Financial Statements
53
VY® T. Rowe Price Growth Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Utilities: (continued) | ||||||||||||||
128,496 | Sempra Energy | 14,919,671 | 0.8 | |||||||||||
28,709,627 | 1.5 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $1,347,447,451) | 1,893,434,216 | 98.6 | ||||||||||||
PREFERRED STOCK: 1.1% | ||||||||||||||
Information Technology: 1.0% | ||||||||||||||
59,241 | (1),(3),(4) | AirBNB, Inc. - Series D | 6,725,631 | 0.3 | ||||||||||
16,058 | (1),(3),(4) | AirBNB, Inc. - Series E | 1,823,065 | 0.1 | ||||||||||
93,459 | (1),(3),(4) | Magic Leap, Inc. - Series C | 2,523,393 | 0.1 | ||||||||||
61,969 | (1),(3),(4) | Magic Leap, Inc. - Series D | 1,673,163 | 0.1 | ||||||||||
464 | (1),(3),(4) | Uber Technologies, Inc. - Series A | 18,560 | 0.0 | ||||||||||
1,243 | (1),(3),(4) | Uber Technologies, Inc. - Series B | 49,720 | 0.0 | ||||||||||
329 | (1),(3),(4) | Uber Technologies, Inc. - Series C-1 | 13,160 | 0.0 | ||||||||||
266 | (1),(3),(4) | Uber Technologies, Inc. - Series C-2 | 10,640 | 0.0 | ||||||||||
3 | (1),(3),(4) | Uber Technologies, Inc. - Series C-3 | 120 | 0.0 | ||||||||||
296 | (1),(3),(4) | Uber Technologies, Inc. - Series D | 11,840 | 0.0 | ||||||||||
142 | (1),(3),(4) | Uber Technologies, Inc. - Series E | 5,680 | 0.0 | ||||||||||
73,385 | (1),(3),(4) | Uber Technologies, Inc. - Series G | 2,935,400 | 0.2 | ||||||||||
713 | (1),(3),(4) | Uber Technologies, Inc. - Series G-1 | 28,520 | 0.0 | ||||||||||
1,187 | (1),(3),(4) | Uber Technologies, Inc. - Series Seed | 47,480 | 0.0 | ||||||||||
68,026 | (1),(3),(4) | Xiaoju Kuaizhi, Inc.- Series A-17 (DiDi Chuxing, Inc.) | 3,289,737 | 0.2 | ||||||||||
19,156,109 | 1.0 | |||||||||||||
Real Estate: 0.1% | ||||||||||||||
45,554 | (1),(3),(4) | WeWork Companies, Inc. - Series E | 2,088,651 | 0.1 | ||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $14,840,031) | 21,244,760 | 1.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CONVERTIBLE BONDS/NOTES: 0.2% | ||||||||||||||
Consumer, Cyclical: 0.2% | ||||||||||||||
2,259,785 | Caesars Entertainment Corp., 5.000%, 10/01/2024 | 3,870,528 | 0.2 | |||||||||||
Total Convertible Bonds/Notes | ||||||||||||||
(Cost $4,204,151) | 3,870,528 | 0.2 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $1,366,491,633) | 1,918,549,504 | 99.9 | ||||||||||||
SHORT-TERM INVESTMENTS: 3.2% | ||||||||||||||
Securities Lending Collateral(6): 2.9% | ||||||||||||||
13,306,955 | �� | Jefferies LLC, Repurchase Agreement dated 06/29/18, 2.00%-2.10%, due 07/02/18 (Repurchase Amount $13,309,143, collateralized by various U.S. Gov't/U.S. Gov't Agency Obligations, 0.000%-4.500%, Market Value plus accrued interest $13,573,094, due 07/05/18-05/15/58) | 13,306,955 | 0.7 | ||||||||||
13,306,955 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $13,309,449, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $13,573,097, due 11/15/42-08/15/44) | 13,306,955 | 0.7 | |||||||||||
2,798,609 | MUFG Securities America Inc., Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $2,799,097, collateralized by various U.S. Government Agency Obligations, 2.430%-6.000%, Market Value plus accrued interest $2,854,581, due 02/01/21-10/15/58) | 2,798,609 | 0.1 | |||||||||||
13,306,955 | NBC Global Finance Ltd., Repurchase Agreement dated 06/29/18, 1.95%, due 07/02/18 (Repurchase Amount $13,309,088, collateralized by various U.S. Government Securities, 0.000%-3.625%, Market Value plus accrued interest $13,573,133, due 01/31/20-09/09/49) | 13,306,955 | 0.7 |
See Accompanying Notes to Financial Statements
54
VY® T. Rowe Price Growth Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateral(6): (continued) | ||||||||||||||
13,306,955 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $13,309,471, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $13,573,194, due 07/15/19-02/15/48) | 13,306,955 | 0.7 | |||||||||||
56,026,429 | 2.9 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.3% | ||||||||||||||
6,009,326 | (7) | T. Rowe Price Reserve Investment Fund, 1.970% | ||||||||||||
(Cost $6,009,326) | 6,009,326 | 0.3 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $62,035,755) | 62,035,755 | 3.2 | ||||||||||||
Total Investments in Securities (Cost $1,428,527,388) | $ | 1,980,585,259 | 103.1 | |||||||||||
Liabilities in Excess of Other Assets | (59,312,997 | ) | (3.1 | ) | ||||||||||
Net Assets | $ | 1,921,272,262 | 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, 2018, the Portfolio held restricted securities with a fair value of $27,821,376 or 1.45% of net assets. Please refer to the table below for additional details. |
(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) | Represents securities purchased with cash collateral received for securities on loan. |
(7) | Rate shown is the 7-day yield as of June 30, 2018. |
See Accompanying Notes to Financial Statements
55
VY® Templeton Foreign Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 96.5% | ||||||||||||||
Canada: 2.4% | ||||||||||||||
509,310 | Alamos Gold, Inc. | 2,897,974 | 0.5 | |||||||||||
460,200 | Husky Energy, Inc. | 7,172,630 | 1.3 | |||||||||||
167,500 | Wheaton Precious Metals Corp. | 3,697,448 | 0.6 | |||||||||||
13,768,052 | 2.4 | |||||||||||||
China: 6.8% | ||||||||||||||
26,610 | (1) | Baidu, Inc. ADR | 6,466,230 | 1.2 | ||||||||||
2,585,000 | China Life Insurance Co., Ltd. - H Shares | 6,631,797 | 1.2 | |||||||||||
729,000 | China Mobile Ltd. | 6,468,378 | 1.1 | |||||||||||
21,246,000 | China Telecom Corp., Ltd. - H Shares | 9,969,426 | 1.8 | |||||||||||
3,094,000 | Kunlun Energy Co. Ltd. | 2,702,132 | 0.5 | |||||||||||
12,000 | NetEase, Inc. ADR | 3,032,040 | 0.5 | |||||||||||
750,800 | Sinopharm Group Co. - H Shares | 3,019,239 | 0.5 | |||||||||||
38,289,242 | 6.8 | |||||||||||||
Denmark: 0.5% | ||||||||||||||
43,919 | Vestas Wind Systems A/S | 2,711,398 | 0.5 | |||||||||||
France: 9.1% | ||||||||||||||
294,784 | AXA S.A. | 7,202,696 | 1.3 | |||||||||||
155,207 | BNP Paribas | 9,600,641 | 1.7 | |||||||||||
121,133 | Cie de Saint-Gobain | 5,395,869 | 1.0 | |||||||||||
47,171 | Cie Generale des Etablissements Michelin SCA | 5,706,664 | 1.0 | |||||||||||
189,809 | Credit Agricole SA | 2,519,249 | 0.4 | |||||||||||
120,056 | Sanofi | 9,635,649 | 1.7 | |||||||||||
84,042 | Total SA | 5,103,521 | 0.9 | |||||||||||
284,240 | Veolia Environnement | 6,073,938 | 1.1 | |||||||||||
51,238,227 | 9.1 | |||||||||||||
Germany: 12.0% | ||||||||||||||
94,795 | Bayer AG | 10,410,741 | 1.8 | |||||||||||
408,864 | E.ON AG | 4,356,248 | 0.8 | |||||||||||
73,732 | HeidelbergCement AG | 6,191,024 | 1.1 | |||||||||||
336,555 | Infineon Technologies AG | 8,548,944 | 1.5 | |||||||||||
127,264 | (2),(3) | Innogy SE | 5,437,191 | 1.0 | ||||||||||
96,477 | LANXESS AG | 7,500,698 | 1.3 | |||||||||||
83,268 | Merck KGaA | 8,105,930 | 1.4 | |||||||||||
27,596 | (1),(2) | Morphosys AG | 3,368,670 | 0.6 | ||||||||||
69,071 | Siemens AG | 9,100,519 | 1.6 | |||||||||||
1,277,243 | Telefonica Deutschland Holding AG | 5,024,630 | 0.9 | |||||||||||
68,044,595 | 12.0 | |||||||||||||
Hong Kong: 3.3% | ||||||||||||||
731,300 | AIA Group Ltd. | 6,370,655 | 1.2 | |||||||||||
583,140 | CK Asset Holdings Ltd. | 4,616,319 | 0.8 | |||||||||||
228,400 | CK Hutchison Holdings Ltd. ADR | 2,411,904 | 0.4 | |||||||||||
485,640 | CK Hutchison Holdings Ltd. | 5,140,996 | 0.9 | |||||||||||
18,539,874 | 3.3 | |||||||||||||
India: 2.1% | ||||||||||||||
413,798 | Housing Development Finance Corp. | 11,530,308 | 2.1 | |||||||||||
Ireland: 1.0% | ||||||||||||||
744,632 | Bank of Ireland Group PLC | 5,778,517 | 1.0 | |||||||||||
Israel: 1.8% | ||||||||||||||
412,458 | Teva Pharmaceutical Industries Ltd. ADR | 10,030,979 | 1.8 | |||||||||||
Italy: 1.9% | ||||||||||||||
571,066 | ENI S.p.A. | 10,588,361 | 1.9 | |||||||||||
Japan: 13.3% | ||||||||||||||
573,700 | Astellas Pharma, Inc. | 8,730,901 | 1.5 | |||||||||||
151,000 | IHI Corp. | 5,252,385 | 0.9 | |||||||||||
522,200 | Inpex Corp. | 5,423,508 | 1.0 | |||||||||||
277,700 | Mitsui Fudosan Co., Ltd. | 6,689,314 | 1.2 | |||||||||||
109,300 | Omron Corp. | 5,091,615 | 0.9 | |||||||||||
560,600 | Panasonic Corp. | 7,559,368 | 1.3 | |||||||||||
17,100 | Ryohin Keikaku Co., Ltd. | 6,007,631 | 1.1 | |||||||||||
135,800 | Seven & I Holdings Co., Ltd. | 5,923,010 | 1.0 | |||||||||||
119,400 | SoftBank Group Corp. | 8,526,133 | 1.5 | |||||||||||
71,800 | Sumitomo Metal Mining Co., Ltd. | 2,740,374 | 0.5 | |||||||||||
202,900 | Sumitomo Rubber Industries, Inc. | 3,216,162 | 0.6 | |||||||||||
240,400 | Suntory Beverage & Food Ltd. | 10,277,745 | 1.8 | |||||||||||
75,438,146 | 13.3 | |||||||||||||
Luxembourg: 1.3% | ||||||||||||||
392,554 | SES S.A. - Luxembourg | 7,175,785 | 1.3 | |||||||||||
Netherlands: 5.0% | ||||||||||||||
35,522 | Akzo Nobel NV | 3,029,756 | 0.5 | |||||||||||
145,314 | (1) | QIAGEN NV | 5,267,519 | 0.9 | ||||||||||
444,736 | Royal Dutch Shell PLC - Class B | 15,927,313 | 2.8 | |||||||||||
273,572 | SBM Offshore NV | 4,241,825 | 0.8 | |||||||||||
28,466,413 | 5.0 | |||||||||||||
Norway: 0.9% | ||||||||||||||
126,013 | (2) | Yara International ASA | 5,213,435 | 0.9 | ||||||||||
Portugal: 0.5% | ||||||||||||||
156,113 | Galp Energia SGPS SA | 2,969,843 | 0.5 | |||||||||||
Singapore: 1.3% | ||||||||||||||
3,347,000 | Singapore Telecommunications Ltd. | 7,556,848 | 1.3 | |||||||||||
South Korea: 4.6% | ||||||||||||||
132,540 | Hana Financial Group, Inc. | 5,089,636 | 0.9 | |||||||||||
102,180 | KB Financial Group, Inc. ADR | 4,749,326 | 0.9 | |||||||||||
15,480 | Samsung Electronics Co., Ltd. GDR | 16,055,303 | 2.8 | |||||||||||
25,894,265 | 4.6 |
See Accompanying Notes to Financial Statements
56
VY® Templeton Foreign Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Sweden: 0.5% | ||||||||||||||
322,994 | (2) | Getinge AB | 2,932,150 | 0.5 | ||||||||||
Switzerland: 4.9% | ||||||||||||||
40,890 | (1),(2) | Landis+Gyr Group AG | 2,836,668 | 0.5 | ||||||||||
91,997 | Novartis AG | 6,968,860 | 1.2 | |||||||||||
43,811 | Roche Holding AG | 9,719,829 | 1.7 | |||||||||||
547,076 | UBS Group AG | 8,386,873 | 1.5 | |||||||||||
27,912,230 | 4.9 | |||||||||||||
Taiwan: 1.4% | ||||||||||||||
1,099,251 | Taiwan Semiconductor Manufacturing Co., Ltd. | 7,805,869 | 1.4 | |||||||||||
Thailand: 1.4% | ||||||||||||||
1,298,000 | Bangkok Bank PCL - Foreign Reg | 7,767,087 | 1.4 | |||||||||||
United Kingdom: 20.5% | ||||||||||||||
973,060 | BAE Systems PLC | 8,278,114 | 1.5 | |||||||||||
3,841,860 | Barclays PLC | 9,496,049 | 1.7 | |||||||||||
2,106,820 | BP PLC | 16,029,761 | 2.8 | |||||||||||
2,859,581 | (1) | Cobham PLC | 4,835,331 | 0.9 | ||||||||||
217,734 | CRH PLC - London | 7,637,503 | 1.3 | |||||||||||
297,651 | GlaxoSmithKline PLC | 6,000,918 | 1.1 | |||||||||||
1,061,200 | HSBC Holdings PLC (HKD) | 9,928,599 | 1.8 | |||||||||||
164,170 | Johnson Matthey PLC | 7,817,196 | 1.4 | |||||||||||
1,619,746 | Kingfisher PLC | 6,334,188 | 1.1 | |||||||||||
52,620 | (1) | LivaNova PLC | 5,252,528 | 0.9 | ||||||||||
318,960 | Rolls-Royce Holdings PLC | 4,154,475 | 0.7 | |||||||||||
145,444 | Shire PLC | 8,194,139 | 1.4 | |||||||||||
1,090,602 | Standard Chartered PLC | 9,906,380 | 1.7 | |||||||||||
175,214 | Travis Perkins PLC | 3,283,275 | 0.6 | |||||||||||
3,653,591 | Vodafone Group PLC | 8,850,054 | 1.6 | |||||||||||
115,998,510 | 20.5 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $453,368,353) | 545,650,134 | 96.5 | ||||||||||||
PREFERRED STOCK: 0.0% | ||||||||||||||
United Kingdom: 0.0% | ||||||||||||||
22,646,160 | (1) | Rolls-Royce Holdings PLC - C Shares | 29,887 | 0.0 | ||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $31,520) | 29,887 | 0.0 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $453,399,873) | 545,680,021 | 96.5 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 5.1% | ||||||||||||||
U.S. Government Agency Obligations: 3.1% | ||||||||||||||
17,500,000 | (4) | Federal Home Loan Bank Discount Notes, 0.000%, 07/02/2018 | ||||||||||||
(Cost $17,499,219) | 17,500,000 | 3.1 | ||||||||||||
Securities Lending Collateral(5): 2.0% | ||||||||||||||
2,672,294 | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/29/18, 2.08%, due 07/02/18 (Repurchase Amount $2,672,751, collateralized by various U.S. Government Agency Obligations, 1.691%-8.500%, Market Value plus accrued interest $2,725,740, due 07/25/18-06/15/53) | 2,672,294 | 0.4 | |||||||||||
561,963 | Jefferies LLC, Repurchase Agreement dated 06/29/18, 2.00%, due 07/02/18 (Repurchase Amount $562,055, collateralized by various U.S. Government Securities, 0.000%-2.375%, Market Value plus accrued interest $573,202, due 07/05/18-09/09/49) | 561,963 | 0.1 | |||||||||||
2,672,294 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $2,672,795, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $2,725,740, due 11/15/42-08/15/44) | 2,672,294 | 0.5 | |||||||||||
2,672,294 | NBC Global Finance Ltd., Repurchase Agreement dated 06/29/18, 1.95%, due 07/02/18 (Repurchase Amount $2,672,722, collateralized by various U.S. Government Securities, 0.000%-3.625%, Market Value plus accrued interest $2,725,748, due 01/31/20-09/09/49) | 2,672,294 | 0.5 | |||||||||||
2,672,294 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $2,672,799, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,725,760, due 07/15/19-02/15/48) | 2,672,294 | 0.5 | |||||||||||
11,251,139 | 2.0 |
See Accompanying Notes to Financial Statements
57
VY® Templeton Foreign Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.0% | ||||||||||||||
172,021 | (6) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% | ||||||||||||
(Cost $172,021) | 172,021 | 0.0 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $28,922,379) | 28,923,160 | 5.1 | ||||||||||||
Total Investments in Securities (Cost $482,322,252) | $ | 574,603,181 | 101.6 | |||||||||||
Liabilities in Excess of Other Assets | (8,844,537 | ) | (1.6 | ) | ||||||||||
Net Assets | $ | 565,758,644 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
(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) | Represents a zero coupon bond. Rate shown reflects the effective yield as of June 30, 2018. |
(5) | Represents securities purchased with cash collateral received for securities on loan. |
(6) | Rate shown is the 7-day yield as of June 30, 2018. |
See Accompanying Notes to Financial Statements
58
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)(2) | A separate certification for each principal executive officer and principal financial officer of the registrant is required by Rule 30a-2 under the Act (17 CFR 270.30a-2) is attached hereto as EX-99.CERT. |
(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 7, 2018
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 7, 2018
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: September 7, 2018