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, 2019 to June 30, 2019
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, 2019
Classes ADV, I, R6, S and S2
Voya Partners, Inc.
n Voya Global Bond Portfolio
n Voya International High Dividend Low Volatility Portfolio (formerly, VY® Templeton Foreign Equity 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® Invesco Oppenheimer Global Portfolio (formerly, VY® Oppenheimer Global Portfolio)
n VY® JPMorgan Mid Cap Value 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
Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Portfolio's annual and semi-annual shareholder reports, like this semi-annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report.
If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly.
You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-800-283-3427. Your election to receive reports in paper will apply to all the funds in which you invest.
This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds' investment objectives, risks, charges, expenses and other information. This information should be read carefully.
INVESTMENT MANAGEMENT
voyainvestments.com
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 or Form N-PORT, available for filings after March 31, 2019. This report contains a summary portfolio of investments for the Portfolios. The Portfolios' Form N-Q or Form N-PORT is available on the SEC's website at www.sec.gov. The Portfolios' complete schedule of portfolio holdings, as filed on Form N-Q or Form N-PORT, are available: on www.voyainvestments.com and without charge upon request from the Portfolio by calling Shareholder Services toll-free at (800) 992-0180.
Staying the Course for the Long Term
Dear Shareholder,
The S&P 500® Index turned in an impressive year-to-date ("YTD") return of 18.54%; despite the trade/tariff impasse and concerns about global economic slowdown, both U.S. and international markets notched positive YTD returns. Bonds also posted solid YTD returns as the U.S. Federal Reserve Board ("Fed") called time out from its program of interest rate hikes and hinted at the prospect of rate cuts.
May's sharp sell-off in stocks was swiftly countered by a rally in June that helped drive global equity markets to their best first half-year performance in over two decades — yet another example of the resilience the markets and economy have displayed throughout this expansion, now the longest on record. Our view continues to be that global economic expansion will persist through 2019 and into 2020. Though there has been some softness in recent U.S. economic data, the Fed seems to be cognizant of the risks facing the economy and we believe it will provide the support necessary to prolong the cycle.
The downturn in May, followed quickly by the June rally, reminds us that volatility is an ever-present factor in the financial markets, with a penchant for appearing unannounced. Predicting downturns, with the intention of avoiding losses, is thus a futile endeavor. Seeking to avoid a loss, for example, by pulling back from equities, might expose investors to the risk of missing the next potential period of gain.
Remember that investing is for the long haul, and it's usually inadvisable to abandon one's long-term strategy for a short-term opportunity. We believe investors should stay focused on their long-term goals and not try to time market downturns or upturns. Only if those long-term goals change should one consider making changes to the investment strategy, and then only after thorough discussion with an investment advisor.
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 29, 2019
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
Many investors must have greeted the new year with trepidation. Global equities, in the form of the MSCI World IndexSM (the "Index"), measured in local currencies, including net reinvested dividends, had fallen 7.38% in 2018, after a 13.14% slump in the fourth quarter. Markets were increasingly unnerved by an intensifying economic slowdown outside of the U.S., exacerbating existing concerns about a potential trade war between the U.S. and China. (The Index returned 16.98% for the six-months ended June 30, 2019, measured in U.S. dollars.)
Furthermore, the Federal Open Market Committee ("FOMC") still seemed intent on raising interest rates, despite no apparent inflationary threat. In December, the FOMC raised rates for the fourth time in 2018, from 2.25% to 2.50%. Chairman Powell signaled two more increases in 2019, instead of a hoped-for pause. Markets now had a potential policy mistake to worry about, in addition to everything else.
Yet the equity investor who found this all too much and sold out near year-end would have missed a rebound as intense as it was unexpected. By the end of June, the Index was up 16.69% in 2019.
Two main factors drove the recovery. Firstly, Powell changed his tune and said repeatedly that the FOMC would be "patient" as the economic data evolved. Secondly, on trade, the view emerged that, as far apart as the U.S. and China were on key issues, both were motivated to find some face-saving "deal".
On perceived slowing global growth, there was little relief from most of the incoming data.
In continental Europe, the euro zone's annual growth in gross domestic product ("GDP") in the first quarter of 2019 was just 1.2%. The European Central Bank ("ECB") forecast slightly less for 2019 as a whole. In the UK, Prime Minister May's proposed Brexit deal was repeatedly defeated in parliament and she finally resigned on June 7 with no deal in sight.
In Japan, the economy grew at 2.1% annualized in the first quarter. But it relied on a statistical quirk as imports fell sharply, indicating weakening demand.
China's GDP grew at 6.6% in 2018 over 2017, the smallest advance in 28 years. The official target for 2019 was lowered to 6.0% from 6.5%. Manufacturing activity was contracting, while retail sales were growing at the slowest pace in 16 years.
In the U.S., after annualized GDP growth at 2.2% in the fourth quarter of 2018, first quarter growth surprised to the upside at 3.1%, although it was flattered by volatile inventory and trade elements. The employment situation remained strong, with the unemployment rate down to 3.6%. But more forward-looking indicators like purchasing managers' indices were showing signs of weakness.
Notwithstanding the tepid-to-mixed picture painted above, the path of least resistance for the Index still seemed upwards. This all changed in early May when the President tweeted his intention to raise the existing 10% tariff on some $200 billion of imported Chinese goods to 25%. The remaining $325 billion were now in the crosshairs. Trade negotiations with China had evidently broken down. On May 20, he blacklisted Chinese technology giant Huawei from buying hardware and software from U.S. companies, and on the 31st, unexpectedly threatened tariffs on Mexican goods for reasons related to illegal immigration. The Index fell 5.70% in May.
It was central banks to the rescue in June. On June 19, the FOMC left rates unchanged, but markets listened to Powell's comments and heard him signal a cut in July. The previous day ECB President Draghi promised more stimulus if the economic outlook failed to improve, and on the 20th Bank of Japan governor Kuroda said much the same thing, sending the Index to a new all-time high. Plans for tariffs on Mexican imports had by now been "indefinitely suspended". Investors were then left to cheer a truce in the U.S./China trade conflict, agreed between the two Presidents on June 29.
In U.S. fixed income markets, the Treasury yield curve mostly fell and flattened over the period. It partially inverted in March, with the yield on the three-month bill greater than the yield on the ten-year note for the first time since 2007. Some commentators believe this portends economic weakness, as it implies declining short-term rates. For the half-year, the Bloomberg Barclays U.S. Aggregate Bond Index returned 6.11%.
U.S. equities, represented by the S&P 500® Index including dividends, rose 18.54%, ending fractionally below the record set on June 20. The forward price-earnings ratio of the S&P 500® Index stood at 16.6, just above the five-year average (16.5), but well above the 10-year average (14.8). Technology was the top performer, soaring 27.13%, led by Microsoft and Apple. Health care, a defensive sector subject to periodic scares over government interference, was the weakest, up 8.07%.
In currencies, the dollar edged up 0.93% against the euro and 0.45% against the pound, but slipped 1.70% against the yen. The dollar was on a rising trend against most currencies, but stalled at the increasingly likely prospect of falling interest rates.
In international markets, the MSCI Japan® Index rose just 5.81% in the half-year, reflecting Japan's own vulnerability to a trade war and the resilient yen, despite a supportive central bank. The MSCI Europe ex UK® Index added 17.22%. However, this concealed wide differences, with auto companies vulnerable to trade frictions and banks to low interest rates, both lagging, while industrials led the way. The MSCI UK® Index rose 12.98%. As usual, a few heavily weighted constituents influenced the result. Thus, top weight HSBC returned just above 5%, while telecoms giant Vodafone and miner Glencore lost money.
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. Each Portfolio's 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. | ||||||
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
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, 2019 to June 30, 2019. 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, 2019 | Ending Account Value June 30, 2019 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2019* | Beginning Account Value January 1, 2019 | Ending Account Value June 30, 2019 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2019* | |||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,064.70 | 1.17 | % | $ | 5.99 | $ | 1,000.00 | $ | 1,018.99 | 1.17 | % | $ | 5.86 | |||||||||||||||||||
Class I | 1,000.00 | 1,067.40 | 0.67 | 3.43 | 1,000.00 | 1,021.47 | 0.67 | 3.36 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,066.10 | 0.92 | 4.71 | 1,000.00 | 1,020.23 | 0.92 | 4.61 | |||||||||||||||||||||||||||
Voya International High Dividend Low Volatility Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,101.10 | 1.35 | % | $ | 7.03 | $ | 1,000.00 | $ | 1,018.10 | 1.35 | % | $ | 6.76 | |||||||||||||||||||
Class I | 1,000.00 | 1,103.60 | 0.85 | 4.43 | 1,000.00 | 1,020.58 | 0.85 | 4.26 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,102.50 | 1.10 | 5.73 | 1,000.00 | 1,019.34 | 1.10 | 5.51 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,101.90 | 1.25 | 6.51 | 1,000.00 | 1,018.60 | 1.25 | 6.26 | |||||||||||||||||||||||||||
VY® American Century Small-Mid Cap Value Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,186.70 | 1.33 | % | $ | 7.21 | $ | 1,000.00 | $ | 1,018.20 | 1.33 | % | $ | 6.66 | |||||||||||||||||||
Class I | 1,000.00 | 1,191.30 | 0.83 | 4.51 | 1,000.00 | 1,020.68 | 0.83 | 4.16 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,189.30 | 1.08 | 5.86 | 1,000.00 | 1,019.44 | 1.08 | 5.41 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,188.10 | 1.23 | 6.67 | 1,000.00 | 1,018.70 | 1.23 | 6.16 |
4
SHAREHOLDER EXPENSE EXAMPLES (UNAUDITED) (CONTINUED)
Actual Portfolio Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
VY® Baron Growth Portfolio | Beginning Account Value January 1, 2019 | Ending Account Value June 30, 2019 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2019* | Beginning Account Value January 1, 2019 | Ending Account Value June 30, 2019 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2019* | |||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,282.60 | 1.49 | % | $ | 8.43 | $ | 1,000.00 | $ | 1,017.41 | 1.49 | % | $ | 7.45 | |||||||||||||||||||
Class I | 1,000.00 | 1,286.00 | 0.99 | 5.61 | 1,000.00 | 1,019.89 | 0.99 | 4.96 | |||||||||||||||||||||||||||
Class R6 | 1,000.00 | 1,285.80 | 0.99 | 5.61 | 1,000.00 | 1,019.89 | 0.99 | 4.96 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,283.90 | 1.24 | 7.02 | 1,000.00 | 1,018.65 | 1.24 | 6.21 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,283.10 | 1.39 | 7.87 | 1,000.00 | 1,017.90 | 1.39 | 6.95 | |||||||||||||||||||||||||||
VY® Columbia Contrarian Core Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,192.20 | 1.23 | % | $ | 6.69 | $ | 1,000.00 | $ | 1,018.70 | 1.23 | % | $ | 6.16 | |||||||||||||||||||
Class I | 1,000.00 | 1,194.90 | 0.73 | 3.97 | 1,000.00 | 1,021.17 | 0.73 | 3.66 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,193.80 | 0.98 | 5.33 | 1,000.00 | 1,019.93 | 0.98 | 4.91 | |||||||||||||||||||||||||||
VY® Columbia Small Cap Value II Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,153.30 | 1.38 | % | $ | 7.37 | $ | 1,000.00 | $ | 1,017.95 | 1.38 | % | $ | 6.90 | |||||||||||||||||||
Class I | 1,000.00 | 1,156.60 | 0.88 | 4.71 | 1,000.00 | 1,020.43 | 0.88 | 4.41 | |||||||||||||||||||||||||||
Class R6 | 1,000.00 | 1,157.30 | 0.88 | 4.71 | 1,000.00 | 1,020.43 | 0.88 | 4.41 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,155.50 | 1.13 | 6.04 | 1,000.00 | 1,019.19 | 1.13 | 5.66 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,154.20 | 1.28 | 6.84 | 1,000.00 | 1,018.45 | 1.28 | 6.41 | |||||||||||||||||||||||||||
VY® Invesco Comstock Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,148.40 | 1.23 | % | $ | 6.55 | $ | 1,000.00 | $ | 1,018.70 | 1.23 | % | $ | 6.16 | |||||||||||||||||||
Class I | 1,000.00 | 1,151.30 | 0.73 | 3.89 | 1,000.00 | 1,021.17 | 0.73 | 3.66 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,150.20 | 0.98 | 5.22 | 1,000.00 | 1,019.93 | 0.98 | 4.91 | |||||||||||||||||||||||||||
VY® Invesco Equity and Income Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,127.30 | 1.14 | % | $ | 6.01 | $ | 1,000.00 | $ | 1,019.14 | 1.14 | % | $ | 5.71 | |||||||||||||||||||
Class I | 1,000.00 | 1,130.20 | 0.64 | 3.38 | 1,000.00 | 1,021.62 | 0.64 | 3.21 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,128.80 | 0.89 | 4.70 | 1,000.00 | 1,020.38 | 0.89 | 4.46 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,128.00 | 1.02 | 5.38 | 1,000.00 | 1,019.74 | 1.02 | 5.11 | |||||||||||||||||||||||||||
VY® Invesco Oppenheimer Global Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,212.20 | 1.26 | % | $ | 6.91 | $ | 1,000.00 | $ | 1,018.55 | 1.26 | % | $ | 6.31 | |||||||||||||||||||
Class I | 1,000.00 | 1,215.00 | 0.76 | 4.17 | 1,000.00 | 1,021.03 | 0.76 | 3.81 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,213.70 | 1.01 | 5.54 | 1,000.00 | 1,019.79 | 1.01 | 5.06 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,213.00 | 1.16 | 6.36 | 1,000.00 | 1,019.04 | 1.16 | 5.81 | |||||||||||||||||||||||||||
VY® JPMorgan Mid Cap Value Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,179.20 | 1.39 | % | $ | 7.51 | $ | 1,000.00 | $ | 1,017.90 | 1.39 | % | $ | 6.95 | |||||||||||||||||||
Class I | 1,000.00 | 1,182.30 | 0.89 | 4.82 | 1,000.00 | 1,020.38 | 0.89 | 4.46 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,181.10 | 1.14 | 6.17 | 1,000.00 | 1,019.14 | 1.14 | 5.71 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,180.40 | 1.29 | 6.97 | 1,000.00 | 1,018.40 | 1.29 | 6.46 | |||||||||||||||||||||||||||
VY® Pioneer High Yield Portfolio | |||||||||||||||||||||||||||||||||||
Class I | $ | 1,000.00 | $ | 1,093.30 | 0.84 | % | $ | 4.36 | $ | 1,000.00 | $ | 1,020.63 | 0.84 | % | $ | 4.21 | |||||||||||||||||||
Class S | 1,000.00 | 1,092.00 | 1.09 | 5.65 | 1,000.00 | 1,019.39 | 1.09 | 5.46 |
5
SHAREHOLDER EXPENSE EXAMPLES (UNAUDITED) (CONTINUED)
Actual Portfolio Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio | Beginning Account Value January 1, 2019 | Ending Account Value June 30, 2019 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2019* | Beginning Account Value January 1, 2019 | Ending Account Value June 30, 2019 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2019* | |||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,274.20 | 1.28 | % | $ | 7.22 | $ | 1,000.00 | $ | 1,018.45 | 1.28 | % | $ | 6.41 | |||||||||||||||||||
Class I | 1,000.00 | 1,277.10 | 0.78 | 4.40 | 1,000.00 | 1,020.93 | 0.78 | 3.91 | |||||||||||||||||||||||||||
Class R6 | 1,000.00 | 1,277.10 | 0.78 | 4.40 | 1,000.00 | 1,020.93 | 0.78 | 3.91 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,275.20 | 1.03 | 5.81 | 1,000.00 | 1,019.69 | 1.03 | 5.16 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,274.90 | 1.18 | 6.66 | 1,000.00 | 1,018.94 | 1.18 | 5.91 | |||||||||||||||||||||||||||
VY® T. Rowe Price Growth Equity Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,200.10 | 1.21 | % | $ | 6.60 | $ | 1,000.00 | $ | 1,018.79 | 1.21 | % | $ | 6.06 | |||||||||||||||||||
Class I | 1,000.00 | 1,203.20 | 0.71 | 3.88 | 1,000.00 | 1,021.27 | 0.71 | 3.56 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,201.60 | 0.96 | 5.24 | 1,000.00 | 1,020.03 | 0.96 | 4.81 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,200.70 | 1.11 | 6.06 | 1,000.00 | 1,019.29 | 1.11 | 5.56 |
* 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
Voya Global Bond Portfolio | Voya International High Dividend Low Volatility Portfolio | VY® American Century Small-Mid Cap Value Portfolio | VY® Baron Growth Portfolio | ||||||||||||||||
ASSETS: | |||||||||||||||||||
Investments in securities at fair value+* | $ | 164,772,867 | $ | 481,160,786 | $ | 359,887,583 | $ | 808,775,554 | |||||||||||
Investments in affiliated underlying funds at fair value** | 37,199,239 | — | — | — | |||||||||||||||
Short-term investments at fair value*** | 21,984,186 | 7,061,969 | 8,378,845 | 9,748,487 | |||||||||||||||
Cash | 209,379 | 739,353 | — | — | |||||||||||||||
Cash collateral for futures | 756,270 | — | — | — | |||||||||||||||
Cash pledged for centrally cleared swaps (Note 2) | 1,781,000 | — | — | — | |||||||||||||||
Cash pledged as collateral for OTC derivatives (Note 2) | 1,586,000 | — | — | — | |||||||||||||||
Foreign currencies at value**** | — | 6,333,432 | 405,345 | — | |||||||||||||||
Foreign cash collateral for futures***** | 63,704 | — | — | — | |||||||||||||||
Receivables: | |||||||||||||||||||
Investment securities sold | — | 16,839,366 | 1,547,831 | 93,020 | |||||||||||||||
Investment securities sold on a delayed-delivery or when-issued basis | 4,194,172 | — | — | — | |||||||||||||||
Fund shares sold | 94,987 | 36,472 | 120,479 | 58,541 | |||||||||||||||
Dividends | 87,293 | 1,411,935 | 628,254 | 906,294 | |||||||||||||||
Interest | 1,067,994 | — | — | — | |||||||||||||||
Foreign tax reclaims | 6,370 | 1,554,402 | 5,190 | — | |||||||||||||||
Unrealized appreciation on forward foreign currency contracts | 521,287 | 1,536 | 2,805 | — | |||||||||||||||
Unrealized appreciation on forward premium swaptions | 98,315 | — | — | — | |||||||||||||||
Reimbursement due from manager | 2,982 | 6,760 | 39,029 | — | |||||||||||||||
Other assets | 15,253 | 59,371 | 12,090 | 35,116 | |||||||||||||||
Total assets | 234,441,298 | 515,205,382 | 371,027,451 | 819,617,012 | |||||||||||||||
LIABILITIES: | |||||||||||||||||||
Payable for investment securities purchased | 11,484,313 | 21,078,520 | 1,081,721 | 1,628,967 | |||||||||||||||
Payable for investment securities purchased on a delayed-delivery or when-issued basis | 13,779,420 | — | — | — | |||||||||||||||
Payable for fund shares redeemed | 36,757 | 3,452,332 | 1,538,301 | 300,658 | |||||||||||||||
Payable upon receipt of securities loaned | — | 7,061,969 | 4,567,483 | — | |||||||||||||||
Unrealized depreciation on forward foreign currency contracts | 411,244 | 744 | 73,315 | — | |||||||||||||||
Unrealized depreciation on forward premium swaptions | 2,627 | — | — | — | |||||||||||||||
Variation margin payable on centrally cleared swaps | 22,649 | — | — | — | |||||||||||||||
Cash received as collateral for OTC derivatives (Note 2) | 1,030,000 | — | — | — | |||||||||||||||
Payable for investment management fees | 100,130 | 238,597 | 271,638 | 629,473 | |||||||||||||||
Payable for distribution and shareholder service fees | 16,348 | 77,012 | 61,572 | 151,462 | |||||||||||||||
Payable to custodian due to foreign currency overdraft****** | — | — | — | 123 | |||||||||||||||
Payable to directors under the deferred compensation plan (Note 6) | 15,253 | 59,371 | 12,090 | 35,116 | |||||||||||||||
Payable for director fees | 1,015 | 2,460 | 1,781 | 3,816 | |||||||||||||||
Other accrued expenses and liabilities | 68,787 | 302,024 | 77,818 | 137,248 | |||||||||||||||
Written options, at fair value^ | 1,326,022 | — | — | — | |||||||||||||||
Total liabilities | 28,294,565 | 32,273,029 | 7,685,719 | 2,886,863 | |||||||||||||||
NET ASSETS | $ | 206,146,733 | $ | 482,932,353 | $ | 363,341,732 | $ | 816,730,149 | |||||||||||
NET ASSETS WERE COMPRISED OF: | |||||||||||||||||||
Paid-in capital | $ | 202,911,603 | $ | 369,748,776 | $ | 318,338,876 | $ | 158,324,960 | |||||||||||
Total distributable earnings | 3,235,130 | 113,183,577 | 45,002,856 | 658,405,189 | |||||||||||||||
NET ASSETS | $ | 206,146,733 | $ | 482,932,353 | $ | 363,341,732 | $ | 816,730,149 | |||||||||||
+ Including securities loaned at value | $ | — | $ | 6,718,364 | $ | 4,437,323 | $ | — | |||||||||||
* Cost of investments in securities | $ | 160,688,095 | $ | 476,398,606 | $ | 353,996,801 | $ | 235,267,570 | |||||||||||
** Cost of investments in affiliated underlying funds | $ | 39,371,730 | $ | — | $ | — | $ | — | |||||||||||
*** Cost of short-term investments | $ | 21,987,566 | $ | 7,061,969 | $ | 8,378,845 | $ | 9,748,487 | |||||||||||
**** Cost of foreign currencies | $ | — | $ | 6,333,387 | $ | 405,345 | $ | — | |||||||||||
***** Cost of foreign cash collateral for futures | $ | 63,704 | $ | — | $ | — | $ | — | |||||||||||
****** Cost of foreign currency overdraft | $ | — | $ | — | $ | — | $ | 123 | |||||||||||
^ Premiums received on written options | $ | 240,000 | $ | — | $ | — | $ | — |
See Accompanying Notes to Financial Statements
7
STATEMENTS OF ASSETS AND LIABILITIES AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Voya Global Bond Portfolio | Voya International High Dividend Low Volatility Portfolio | VY® American Century Small-Mid Cap Value Portfolio | VY® Baron Growth Portfolio | ||||||||||||||||
Class ADV: | |||||||||||||||||||
Net assets | $ | 22,202,028 | $ | 30,824,362 | $ | 104,605,118 | $ | 102,063,747 | |||||||||||
Shares authorized | 100,000,000 | 100,000,000 | 100,000,000 | 100,000,000 | |||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||
Shares outstanding | 2,043,140 | 2,572,904 | 9,141,021 | 3,230,689 | |||||||||||||||
Net asset value and redemption price per share | $ | 10.87 | $ | 11.98 | $ | 11.44 | $ | 31.59 | |||||||||||
Class I: | |||||||||||||||||||
Net assets | $ | 147,862,258 | $ | 137,569,159 | $ | 165,406,870 | $ | 145,484,760 | |||||||||||
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 | 13,368,849 | 11,327,829 | 13,483,329 | 4,127,750 | |||||||||||||||
Net asset value and redemption price per share | $ | 11.06 | $ | 12.14 | $ | 12.27 | $ | 35.25 | |||||||||||
Class R6: | |||||||||||||||||||
Net assets | n/a | n/a | n/a | $ | 28,793,287 | ||||||||||||||
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 | 816,467 | |||||||||||||||
Net asset value and redemption price per share | n/a | n/a | n/a | $ | 35.27 | ||||||||||||||
Class S: | |||||||||||||||||||
Net assets | $ | 36,082,447 | $ | 314,170,230 | $ | 89,848,884 | $ | 538,084,698 | |||||||||||
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 | 3,266,411 | 26,070,377 | 7,448,676 | 16,058,453 | |||||||||||||||
Net asset value and redemption price per share | $ | 11.05 | $ | 12.05 | $ | 12.06 | $ | 33.51 | |||||||||||
Class S2: | |||||||||||||||||||
Net assets | n/a | $ | 368,602 | $ | 3,480,860 | $ | 2,303,657 | ||||||||||||
Shares authorized | n/a | 100,000,000 | 100,000,000 | 100,000,000 | |||||||||||||||
Par value | n/a | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||||
Shares outstanding | n/a | 30,449 | 304,444 | 72,190 | |||||||||||||||
Net asset value and redemption price per share | n/a | $ | 12.11 | $ | 11.43 | $ | 31.91 |
See Accompanying Notes to Financial Statements
8
STATEMENTS OF ASSETS AND LIABILITIES AS OF JUNE 30, 2019 (UNAUDITED)
VY® Columbia Contrarian Core Portfolio | VY® Columbia Small Cap Value II Portfolio | VY® Invesco Comstock Portfolio | VY® Invesco Equity and Income Portfolio | ||||||||||||||||
ASSETS: | |||||||||||||||||||
Investments in securities at fair value+* | $ | 275,249,867 | $ | 166,234,154 | $ | 429,752,140 | $ | 1,281,717,077 | |||||||||||
Short-term investments at fair value** | 5,175,744 | 1,993,165 | 25,026,539 | 102,842,158 | |||||||||||||||
Cash | — | — | 11,809 | — | |||||||||||||||
Foreign currencies at value*** | — | — | 80,350 | 473,542 | |||||||||||||||
Receivables: | |||||||||||||||||||
Investment securities sold | 617,342 | 1,059,356 | 2,553,763 | 1,739,165 | |||||||||||||||
Fund shares sold | 11,789 | 68,870 | 1,077,251 | 21,130 | |||||||||||||||
Dividends | 254,018 | 272,170 | 604,522 | 1,544,303 | |||||||||||||||
Interest | — | — | — | 2,638,506 | |||||||||||||||
Foreign tax reclaims | — | — | 207,777 | 497,693 | |||||||||||||||
Unrealized appreciation on forward foreign currency contracts | — | — | 2,776 | 48,493 | |||||||||||||||
Reimbursement due from manager | 41,914 | — | — | 27,589 | |||||||||||||||
Other assets | 15,447 | 10,031 | 26,125 | 91,896 | |||||||||||||||
Total assets | 281,366,121 | 169,637,746 | 459,343,052 | 1,391,641,552 | |||||||||||||||
LIABILITIES: | |||||||||||||||||||
Payable for investment securities purchased | 1,894,084 | 626,107 | 318,777 | 909,243 | |||||||||||||||
Payable for fund shares redeemed | 46,438 | 53,861 | 145,859 | 2,234,318 | |||||||||||||||
Payable upon receipt of securities loaned | — | — | — | 33,036,594 | |||||||||||||||
Unrealized depreciation on forward foreign currency contracts | — | — | 396,553 | 737,388 | |||||||||||||||
Payable for investment management fees | 197,736 | 112,520 | 251,159 | 688,766 | |||||||||||||||
Payable for distribution and shareholder service fees | 59,512 | 31,789 | 59,443 | 220,925 | |||||||||||||||
Payable to directors under the deferred compensation plan (Note 6) | 15,447 | 10,031 | 26,125 | 91,896 | |||||||||||||||
Payable for director fees | 1,361 | 863 | 2,400 | 6,814 | |||||||||||||||
Other accrued expenses and liabilities | 65,688 | 48,251 | 117,270 | 358,578 | |||||||||||||||
Total liabilities | 2,280,266 | 883,422 | 1,317,586 | 38,284,522 | |||||||||||||||
NET ASSETS | $ | 279,085,855 | $ | 168,754,324 | $ | 458,025,466 | $ | 1,353,357,030 | |||||||||||
NET ASSETS WERE COMPRISED OF: | |||||||||||||||||||
Paid-in capital | $ | 185,247,535 | $ | 123,620,968 | $ | 342,758,871 | $ | 1,129,525,784 | |||||||||||
Total distributable earnings | 93,838,320 | 45,133,356 | 115,266,595 | 223,831,246 | |||||||||||||||
NET ASSETS | $ | 279,085,855 | $ | 168,754,324 | $ | 458,025,466 | $ | 1,353,357,030 | |||||||||||
+ Including securities loaned at value | $ | — | $ | — | $ | — | $ | 32,342,850 | |||||||||||
* Cost of investments in securities | $ | 217,872,065 | $ | 141,980,555 | $ | 386,281,948 | $ | 1,164,156,027 | |||||||||||
** Cost of short-term investments | $ | 5,175,744 | $ | 1,993,165 | $ | 25,026,539 | $ | 102,842,158 | |||||||||||
*** Cost of foreign currencies | $ | — | $ | — | $ | 79,885 | $ | 474,888 |
See Accompanying Notes to Financial Statements
9
STATEMENTS OF ASSETS AND LIABILITIES AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
VY® Columbia Contrarian Core Portfolio | VY® Columbia Small Cap Value II Portfolio | VY® Invesco Comstock Portfolio | VY® Invesco Equity and Income Portfolio | ||||||||||||||||
Class ADV: | |||||||||||||||||||
Net assets | $ | 23,310,663 | $ | 28,642,382 | $ | 30,236,588 | $ | 44,628,578 | |||||||||||
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 | 1,032,505 | 1,721,901 | 1,514,292 | 1,016,301 | |||||||||||||||
Net asset value and redemption price per share | $ | 22.58 | $ | 16.63 | $ | 19.97 | $ | 43.91 | |||||||||||
Class I: | |||||||||||||||||||
Net assets | $ | 7,757,536 | $ | 36,352,958 | $ | 193,386,359 | $ | 484,542,087 | |||||||||||
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 | 324,476 | 2,104,284 | 9,588,247 | 10,841,629 | |||||||||||||||
Net asset value and redemption price per share | $ | 23.91 | $ | 17.28 | $ | 20.17 | $ | 44.69 | |||||||||||
Class R6: | |||||||||||||||||||
Net assets | n/a | $ | 5,710,349 | n/a | n/a | ||||||||||||||
Shares authorized | n/a | 100,000,000 | n/a | n/a | |||||||||||||||
Par value | n/a | $ | 0.001 | n/a | n/a | ||||||||||||||
Shares outstanding | n/a | 330,362 | n/a | n/a | |||||||||||||||
Net asset value and redemption price per share | n/a | $ | 17.29 | n/a | n/a | ||||||||||||||
Class S: | |||||||||||||||||||
Net assets | $ | 248,017,656 | $ | 95,328,972 | $ | 234,402,519 | $ | 486,573,193 | |||||||||||
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 | 10,623,006 | 5,552,514 | 11,639,148 | 10,969,124 | |||||||||||||||
Net asset value and redemption price per share | $ | 23.35 | $ | 17.17 | $ | 20.14 | $ | 44.36 | |||||||||||
Class S2: | |||||||||||||||||||
Net assets | n/a | $ | 2,719,663 | n/a | $ | 337,613,172 | |||||||||||||
Shares authorized | n/a | 100,000,000 | n/a | 100,000,000 | |||||||||||||||
Par value | n/a | $ | 0.001 | n/a | $ | 0.001 | |||||||||||||
Shares outstanding | n/a | 163,645 | n/a | 7,723,883 | |||||||||||||||
Net asset value and redemption price per share | n/a | $ | 16.62 | n/a | $ | 43.71 |
See Accompanying Notes to Financial Statements
10
STATEMENTS OF ASSETS AND LIABILITIES AS OF JUNE 30, 2019 (UNAUDITED)
VY® Invesco Oppenheimer Global Portfolio | VY® JPMorgan Mid Cap Value Portfolio | VY® Pioneer High Yield Portfolio | VY® T. Rowe Price Diversified Mid Cap Growth Portfolio | ||||||||||||||||
ASSETS: | |||||||||||||||||||
Investments in securities at fair value+* | $ | 1,492,306,996 | $ | 437,745,133 | $ | 91,048,034 | $ | 1,107,640,269 | |||||||||||
Short-term investments at fair value** | 20,539,443 | 10,224,293 | 4,569,148 | 8,056,140 | |||||||||||||||
Cash | 17,045 | — | — | 493,929 | |||||||||||||||
Cash collateral for futures | — | — | 68,452 | — | |||||||||||||||
Cash pledged for centrally cleared swaps (Note 2) | — | — | 147,101 | — | |||||||||||||||
Receivables: | |||||||||||||||||||
Investment securities sold | 204,928 | 1,451,453 | 5,445,834 | 2,467,410 | |||||||||||||||
Fund shares sold | 69,801 | 20,003 | 37,303 | 99,407 | |||||||||||||||
Dividends | 170,062 | 685,270 | 16,681 | 443,492 | |||||||||||||||
Interest | — | — | 1,393,109 | — | |||||||||||||||
Foreign tax reclaims | 2,192,177 | — | — | — | |||||||||||||||
Reimbursement due from manager | 370,000 | — | 6,327 | — | |||||||||||||||
Other assets | 80,750 | 21,865 | 6,091 | 42,996 | |||||||||||||||
Total assets | 1,515,951,202 | 450,148,017 | 102,738,080 | 1,119,243,643 | |||||||||||||||
LIABILITIES: | |||||||||||||||||||
Payable for investment securities purchased | 755,089 | 249,177 | 2,368,475 | 1,130,517 | |||||||||||||||
Payable for fund shares redeemed | 6,297,762 | 317,412 | 19,414 | 541,749 | |||||||||||||||
Payable upon receipt of securities loaned | — | 2,426,581 | — | 8,055,358 | |||||||||||||||
Variation margin payable on centrally cleared swaps | — | — | 1,338 | — | |||||||||||||||
Payable for investment management fees | 845,717 | 307,907 | 56,349 | 659,857 | |||||||||||||||
Payable for distribution and shareholder service fees | 85,379 | 77,681 | 447 | 43,368 | |||||||||||||||
Payable to custodian due to bank overdraft | — | — | 699,648 | — | |||||||||||||||
Payable to custodian due to foreign currency overdraft*** | 36 | — | — | — | |||||||||||||||
Payable to directors under the deferred compensation plan (Note 6) | 80,750 | 21,865 | 6,091 | 42,996 | |||||||||||||||
Payable for director fees | 7,379 | 2,239 | 484 | 5,135 | |||||||||||||||
Payable for proxy and solicitation costs (Note 6) | — | — | 122,596 | — | |||||||||||||||
Other accrued expenses and liabilities | 383,794 | 100,768 | 37,346 | 116,500 | |||||||||||||||
Total liabilities | 8,455,906 | 3,503,630 | 3,312,188 | 10,595,480 | |||||||||||||||
NET ASSETS | $ | 1,507,495,296 | $ | 446,644,387 | $ | 99,425,892 | $ | 1,108,648,163 | |||||||||||
NET ASSETS WERE COMPRISED OF: | |||||||||||||||||||
Paid-in capital | $ | 557,120,816 | $ | 270,443,746 | $ | 98,628,881 | $ | 591,400,274 | |||||||||||
Total distributable earnings | 950,374,480 | 176,200,641 | 797,011 | 517,247,889 | |||||||||||||||
NET ASSETS | $ | 1,507,495,296 | $ | 446,644,387 | $ | 99,425,892 | $ | 1,108,648,163 | |||||||||||
+ Including securities loaned at value | $ | — | $ | 2,363,466 | $ | — | $ | 7,839,290 | |||||||||||
* Cost of investments in securities | $ | 798,774,105 | $ | 331,707,352 | $ | 89,469,273 | $ | 750,454,196 | |||||||||||
** Cost of short-term investments | $ | 20,539,443 | $ | 10,224,293 | $ | 4,569,127 | $ | 8,056,140 | |||||||||||
*** Cost of foreign currency overdraft | $ | 36 | $ | — | $ | — | $ | — |
See Accompanying Notes to Financial Statements
11
STATEMENTS OF ASSETS AND LIABILITIES AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
VY® Invesco Oppenheimer Global Portfolio | VY® JPMorgan Mid Cap Value Portfolio | VY® Pioneer High Yield Portfolio | VY® T. Rowe Price Diversified Mid Cap Growth Portfolio | ||||||||||||||||
Class ADV: | |||||||||||||||||||
Net assets | $ | 117,239,235 | $ | 89,125,636 | n/a | $ | 80,776,942 | ||||||||||||
Shares authorized | 100,000,000 | 100,000,000 | n/a | 100,000,000 | |||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | n/a | $ | 0.001 | ||||||||||||
Shares outstanding | 5,669,603 | 4,802,110 | n/a | 6,981,157 | |||||||||||||||
Net asset value and redemption price per share | $ | 20.68 | $ | 18.56 | n/a | $ | 11.57 | ||||||||||||
Class I: | |||||||||||||||||||
Net assets | $ | 1,199,436,495 | $ | 153,040,536 | $ | 97,129,944 | $ | 952,115,514 | |||||||||||
Shares authorized | 250,000,000 | 100,000,000 | 100,000,000 | 250,000,000 | |||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||
Shares outstanding | 55,269,522 | 8,000,333 | 8,244,414 | 73,539,547 | |||||||||||||||
Net asset value and redemption price per share | $ | 21.70 | $ | 19.13 | $ | 11.78 | $ | 12.95 | |||||||||||
Class R6: | |||||||||||||||||||
Net assets | n/a | n/a | n/a | $ | 23,275,590 | ||||||||||||||
Shares authorized | n/a | n/a | n/a | 100,000,000 | |||||||||||||||
Par value | n/a | n/a | n/a | $ | 0.001 | ||||||||||||||
Shares outstanding | n/a | n/a | n/a | 1,796,909 | |||||||||||||||
Net asset value and redemption price per share | n/a | n/a | n/a | $ | 12.95 | ||||||||||||||
Class S: | |||||||||||||||||||
Net assets | $ | 186,052,059 | $ | 202,599,048 | $ | 2,295,948 | $ | 47,174,672 | |||||||||||
Shares authorized | 100,000,000 | 100,000,000 | 100,000,000 | 100,000,000 | |||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||
Shares outstanding | 8,929,720 | 10,714,658 | 195,103 | 3,799,123 | |||||||||||||||
Net asset value and redemption price per share | $ | 20.84 | $ | 18.91 | $ | 11.77 | $ | 12.42 | |||||||||||
Class S2: | |||||||||||||||||||
Net assets | $ | 4,767,507 | $ | 1,879,167 | n/a | $ | 5,305,445 | ||||||||||||
Shares authorized | 100,000,000 | 100,000,000 | n/a | 100,000,000 | |||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | n/a | $ | 0.001 | ||||||||||||
Shares outstanding | 235,747 | 101,485 | n/a | 455,800 | |||||||||||||||
Net asset value and redemption price per share | $ | 20.22 | $ | 18.52 | n/a | $ | 11.64 |
See Accompanying Notes to Financial Statements
12
STATEMENTS OF ASSETS AND LIABILITIES AS OF JUNE 30, 2019 (UNAUDITED)
VY® T. Rowe Price Growth Equity Portfolio | |||||||
ASSETS: | |||||||
Investments in securities at fair value+* | $ | 1,915,678,979 | |||||
Short-term investments at fair value** | 60,897,810 | ||||||
Cash | 2,831,968 | ||||||
Receivables: | |||||||
Investment securities sold | 9,663,731 | ||||||
Fund shares sold | 477,832 | ||||||
Dividends | 444,743 | ||||||
Other assets | 69,690 | ||||||
Total assets | 1,990,064,753 | ||||||
LIABILITIES: | |||||||
Payable for investment securities purchased | 1,640,663 | ||||||
Payable for fund shares redeemed | 1,283,880 | ||||||
Payable upon receipt of securities loaned | 57,033,149 | ||||||
Payable for investment management fees | 1,058,009 | ||||||
Payable for distribution and shareholder service fees | 190,217 | ||||||
Payable to directors under the deferred compensation plan (Note 6) | 69,690 | ||||||
Payable for director fees | 9,313 | ||||||
Other accrued expenses and liabilities | 240,339 | ||||||
Total liabilities | 61,525,260 | ||||||
NET ASSETS | $ | 1,928,539,493 | |||||
NET ASSETS WERE COMPRISED OF: | |||||||
Paid-in capital | $ | 1,130,300,441 | |||||
Total distributable earnings | 798,239,052 | ||||||
NET ASSETS | $ | 1,928,539,493 | |||||
+ Including securities loaned at value | $ | 55,584,870 | |||||
* Cost of investments in securities | $ | 1,360,787,347 | |||||
** Cost of short-term investments | $ | 60,897,810 |
See Accompanying Notes to Financial Statements
13
STATEMENTS OF ASSETS AND LIABILITIES AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
VY® T. Rowe Price Growth Equity Portfolio | |||||||
Class ADV: | |||||||
Net assets | $ | 284,066,722 | |||||
Shares authorized | 100,000,000 | ||||||
Par value | $ | 0.001 | |||||
Shares outstanding | 3,335,674 | ||||||
Net asset value and redemption price per share | $ | 85.16 | |||||
Class I: | |||||||
Net assets | $ | 1,272,950,435 | |||||
Shares authorized | 100,000,000 | ||||||
Par value | $ | 0.001 | |||||
Shares outstanding | 13,557,051 | ||||||
Net asset value and redemption price per share | $ | 93.90 | |||||
Class S: | |||||||
Net assets | $ | 361,644,202 | |||||
Shares authorized | 100,000,000 | ||||||
Par value | $ | 0.001 | |||||
Shares outstanding | 4,037,548 | ||||||
Net asset value and redemption price per share | $ | 89.57 | |||||
Class S2: | |||||||
Net assets | $ | 9,878,134 | |||||
Shares authorized | 100,000,000 | ||||||
Par value | $ | 0.001 | |||||
Shares outstanding | 114,102 | ||||||
Net asset value and redemption price per share | $ | 86.57 |
See Accompanying Notes to Financial Statements
14
Voya Global Bond Portfolio | Voya International High Dividend Low Volatility Portfolio | VY® American Century Small-Mid Cap Value Portfolio | VY® Baron Growth Portfolio | ||||||||||||||||
INVESTMENT INCOME: | |||||||||||||||||||
Dividends, net of foreign taxes withheld* | $ | 46,473 | $ | 10,684,708 | $ | 4,218,338 | $ | 4,446,436 | |||||||||||
Interest, net of foreign taxes withheld* | 2,810,135 | 50,699 | — | — | |||||||||||||||
Dividends from affiliated underlying funds | 756,400 | — | — | — | |||||||||||||||
Securities lending income, net | 11,043 | 40,483 | 100,937 | — | |||||||||||||||
Total investment income | 3,624,051 | 10,775,890 | 4,319,275 | 4,446,436 | |||||||||||||||
EXPENSES: | |||||||||||||||||||
Investment management fees | 603,485 | 1,952,767 | 1,916,349 | 3,596,052 | |||||||||||||||
Distribution and shareholder service fees: | |||||||||||||||||||
Class ADV | 54,348 | 77,603 | 253,455 | 236,760 | |||||||||||||||
Class S | 43,848 | 395,588 | 108,589 | 631,457 | |||||||||||||||
Class S2 | — | 765 | 6,592 | 4,057 | |||||||||||||||
Transfer agent fees | 165 | 498 | 615 | 678 | |||||||||||||||
Shareholder reporting expense | 13,039 | 32,110 | 18,643 | 33,692 | |||||||||||||||
Professional fees | 11,057 | 26,785 | 16,109 | 26,521 | |||||||||||||||
Custody and accounting expense | 41,085 | 121,120 | 68,825 | 43,124 | |||||||||||||||
Director fees | 4,057 | 9,840 | 7,123 | 15,267 | |||||||||||||||
Shareholder notification costs (Note 6) | — | 76,700 | — | — | |||||||||||||||
Miscellaneous expense | 6,440 | 18,035 | 13,711 | 16,185 | |||||||||||||||
Interest expense | 1,364 | 1,171 | — | 6,029 | |||||||||||||||
Total expenses | 778,888 | 2,712,982 | 2,410,011 | 4,609,822 | |||||||||||||||
Waived and reimbursed fees | (6,100 | ) | (176,384 | ) | (571,875 | ) | — | ||||||||||||
Brokerage commission recapture | — | (7,987 | ) | — | — | ||||||||||||||
Net expenses | 772,788 | 2,528,611 | 1,838,136 | 4,609,822 | |||||||||||||||
Net investment income (loss) | 2,851,263 | 8,247,279 | 2,481,139 | (163,386 | ) | ||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||||||||||||||||
Net realized gain (loss) on: | |||||||||||||||||||
Investments (net of Indian capital gains tax withheld^) | 1,542,958 | 54,737,600 | 1,346,019 | 22,958,201 | |||||||||||||||
Sale of affiliated underlying funds | (936,338 | ) | — | — | — | ||||||||||||||
Forward foreign currency contracts | 107,291 | (569,517 | ) | 63,239 | — | ||||||||||||||
Foreign currency related transactions | 201,479 | 192,945 | (304 | ) | 1,093 | ||||||||||||||
Futures | 1,024,939 | — | — | — | |||||||||||||||
Swaps | 1,574,335 | — | — | — | |||||||||||||||
Written options | (270,648 | ) | — | — | — | ||||||||||||||
Net realized gain | 3,244,016 | 54,361,028 | 1,408,954 | 22,959,294 | |||||||||||||||
Net change in unrealized appreciation (depreciation) on: | |||||||||||||||||||
Investments | 6,940,243 | (14,654,116 | ) | 55,349,102 | 161,312,260 | ||||||||||||||
Affiliated underlying funds | 4,293,491 | — | — | — | |||||||||||||||
Forward foreign currency contracts | (511,706 | ) | 792 | 45,617 | — | ||||||||||||||
Foreign currency related transactions | (119,607 | ) | 20,044 | 601 | (12 | ) | |||||||||||||
Futures | (41,660 | ) | — | — | — | ||||||||||||||
Swaps | (3,899,241 | ) | — | — | — | ||||||||||||||
Written options | 438,450 | — | — | — | |||||||||||||||
Net change in unrealized appreciation (depreciation) | 7,099,970 | (14,633,280 | ) | 55,395,320 | 161,312,248 | ||||||||||||||
Net realized and unrealized gain | 10,343,986 | 39,727,748 | 56,804,274 | 184,271,542 | |||||||||||||||
Increase in net assets resulting from operations | $ | 13,195,249 | $ | 47,975,027 | $ | 59,285,413 | $ | 184,108,156 | |||||||||||
*Foreign taxes withheld | $ | 17,279 | $ | 1,056,309 | $ | 52,052 | $ | — | |||||||||||
^Foreign taxes on sale of Indian investments | $ | — | $ | 25,558 | $ | — | $ | — |
See Accompanying Notes to Financial Statements
15
STATEMENTS OF OPERATIONS FOR THE SIX MONTHS ENDED JUNE 30, 2019 (UNAUDITED)
VY® Columbia Contrarian Core Portfolio | VY® Columbia Small Cap Value II Portfolio | VY® Invesco Comstock Portfolio | VY® Invesco Equity and Income Portfolio | ||||||||||||||||
INVESTMENT INCOME: | |||||||||||||||||||
Dividends, net of foreign taxes withheld* | $ | 2,594,423 | $ | 1,430,375 | $ | 6,890,466 | $ | 12,406,884 | |||||||||||
Interest | — | — | — | 6,010,039 | |||||||||||||||
Securities lending income, net | — | — | 14,611 | 81,314 | |||||||||||||||
Total investment income | 2,594,423 | 1,430,375 | 6,905,077 | 18,498,237 | |||||||||||||||
EXPENSES: | |||||||||||||||||||
Investment management fees | 1,215,318 | 727,695 | 1,666,301 | 4,295,679 | |||||||||||||||
Distribution and shareholder service fees: | |||||||||||||||||||
Class ADV | 56,241 | 74,332 | 75,379 | 110,918 | |||||||||||||||
Class S | 300,396 | 120,665 | 290,165 | 604,994 | |||||||||||||||
Class S2 | — | 5,305 | — | 671,185 | |||||||||||||||
Transfer agent fees | 331 | 333 | 600 | 1,093 | |||||||||||||||
Shareholder reporting expense | 14,038 | 11,584 | 20,760 | 65,679 | |||||||||||||||
Professional fees | 11,273 | 9,661 | 21,177 | 48,971 | |||||||||||||||
Custody and accounting expense | 23,792 | 16,508 | 48,954 | 112,869 | |||||||||||||||
Director fees | 5,446 | 3,453 | 9,601 | 27,254 | |||||||||||||||
Miscellaneous expense | 7,172 | 8,321 | 14,215 | 31,324 | |||||||||||||||
Total expenses | 1,634,007 | 977,857 | 2,147,152 | 5,969,966 | |||||||||||||||
Waived and reimbursed fees | (292,406 | ) | (25,449 | ) | (50,938 | ) | (275,156 | ) | |||||||||||
Brokerage commission recapture | (6,843 | ) | (1,767 | ) | (1,080 | ) | (315 | ) | |||||||||||
Net expenses | 1,334,758 | 950,641 | 2,095,134 | 5,694,495 | |||||||||||||||
Net investment income | 1,259,665 | 479,734 | 4,809,943 | 12,803,742 | |||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||||||||||||||||
Net realized gain (loss) on: | |||||||||||||||||||
Investments | 2,612,548 | (418,594 | ) | 27,299,875 | 24,275,489 | ||||||||||||||
Forward foreign currency contracts | — | — | 483,600 | 967,914 | |||||||||||||||
Foreign currency related transactions | — | — | 897 | (9,656 | ) | ||||||||||||||
Net realized gain (loss) | 2,612,548 | (418,594 | ) | 27,784,372 | 25,233,747 | ||||||||||||||
Net change in unrealized appreciation (depreciation) on: | |||||||||||||||||||
Investments | 43,326,183 | 24,332,658 | 36,561,307 | 126,418,776 | |||||||||||||||
Forward foreign currency contracts | — | — | (320,492 | ) | (568,383 | ) | |||||||||||||
Foreign currency related transactions | — | — | 4,049 | 6,141 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | 43,326,183 | 24,332,658 | 36,244,864 | 125,856,534 | |||||||||||||||
Net realized and unrealized gain | 45,938,731 | 23,914,064 | 64,029,236 | 151,090,281 | |||||||||||||||
Increase in net assets resulting from operations | $ | 47,198,396 | $ | 24,393,798 | $ | 68,839,179 | $ | 163,894,023 | |||||||||||
*Foreign taxes withheld | $ | 9,823 | $ | 3,720 | $ | 127,517 | $ | 217,194 |
See Accompanying Notes to Financial Statements
16
STATEMENTS OF OPERATIONS FOR THE SIX MONTHS ENDED JUNE 30, 2019 (UNAUDITED)
VY® Invesco Oppenheimer Global Portfolio | VY® JPMorgan Mid Cap Value Portfolio | VY® Pioneer High Yield Portfolio | VY® T. Rowe Price Diversified Mid Cap Growth Portfolio | ||||||||||||||||
INVESTMENT INCOME: | |||||||||||||||||||
Dividends, net of foreign taxes withheld* | $ | 15,003,846 | $ | 4,625,109 | $ | 63,450 | $ | 4,629,785 | |||||||||||
Interest | — | — | 2,638,068 | — | |||||||||||||||
Securities lending income, net | 204,979 | 4,240 | — | 48,900 | |||||||||||||||
Total investment income | 15,208,825 | 4,629,349 | 2,701,518 | 4,678,685 | |||||||||||||||
EXPENSES: | |||||||||||||||||||
Investment management fees | 5,122,887 | 1,887,217 | 336,245 | 3,768,660 | |||||||||||||||
Distribution and shareholder service fees: | |||||||||||||||||||
Class ADV | 281,552 | 218,692 | — | 181,113 | |||||||||||||||
Class S | 228,002 | 251,664 | 2,595 | 55,709 | |||||||||||||||
Class S2 | 8,983 | 4,002 | — | 9,703 | |||||||||||||||
Transfer agent fees | 1,252 | 447 | 200 | 787 | |||||||||||||||
Shareholder reporting expense | 72,400 | 20,815 | 9,955 | 42,535 | |||||||||||||||
Professional fees | 61,721 | 17,376 | 5,658 | 34,817 | |||||||||||||||
Custody and accounting expense | 209,055 | 31,313 | 22,082 | 58,259 | |||||||||||||||
Director fees | 29,516 | 8,955 | 1,937 | 20,540 | |||||||||||||||
Proxy and solicitation costs (Note 6) | — | — | 131,400 | — | |||||||||||||||
Miscellaneous expense | 37,716 | 9,781 | 4,242 | 20,803 | |||||||||||||||
Interest expense | — | 240 | 640 | 368 | |||||||||||||||
Total expenses | 6,053,084 | 2,450,502 | 514,954 | 4,193,294 | |||||||||||||||
Waived and reimbursed fees | — | — | (106,945 | ) | — | ||||||||||||||
Brokerage commission recapture | — | (2,135 | ) | — | — | ||||||||||||||
Net expenses | 6,053,084 | 2,448,367 | 408,009 | 4,193,294 | |||||||||||||||
Net investment income | 9,155,741 | 2,180,982 | 2,293,509 | 485,391 | |||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||||||||||||||||
Net realized gain (loss) on: | |||||||||||||||||||
Investments | 4,532,739 | 14,336,439 | (508,647 | ) | 49,736,317 | ||||||||||||||
Forward foreign currency contracts | (58,601 | ) | — | — | — | ||||||||||||||
Foreign currency related transactions | (35,283 | ) | — | (82 | ) | — | |||||||||||||
Futures | — | — | (123,749 | ) | — | ||||||||||||||
Swaps | — | — | 25,785 | — | |||||||||||||||
Net realized gain (loss) | 4,438,855 | 14,336,439 | (606,693 | ) | 49,736,317 | ||||||||||||||
Net change in unrealized appreciation (depreciation) on: | |||||||||||||||||||
Investments | 266,488,532 | 56,815,764 | 6,852,951 | 190,657,084 | |||||||||||||||
Foreign currency related transactions | 4,449 | — | 44 | — | |||||||||||||||
Futures | — | — | (40,038 | ) | — | ||||||||||||||
Swaps | — | — | 25,263 | — | |||||||||||||||
Net change in unrealized appreciation (depreciation) | 266,492,981 | 56,815,764 | 6,838,220 | 190,657,084 | |||||||||||||||
Net realized and unrealized gain | 270,931,836 | 71,152,203 | 6,231,527 | 240,393,401 | |||||||||||||||
Increase in net assets resulting from operations | $ | 280,087,577 | $ | 73,333,185 | $ | 8,525,036 | $ | 240,878,792 | |||||||||||
*Foreign taxes withheld | $ | 1,364,777 | $ | — | $ | — | $ | 13,377 |
See Accompanying Notes to Financial Statements
17
STATEMENTS OF OPERATIONS FOR THE SIX MONTHS ENDED JUNE 30, 2019 (UNAUDITED)
VY® T. Rowe Price Growth Equity Portfolio | |||||||
INVESTMENT INCOME: | |||||||
Dividends, net of foreign taxes withheld* | $ | 7,432,934 | |||||
Interest | 8,040 | ||||||
Securities lending income, net | 20,529 | ||||||
Total investment income | 7,461,503 | ||||||
EXPENSES: | |||||||
Investment management fees | 6,465,487 | ||||||
Distribution and shareholder service fees: | |||||||
Class ADV | 672,605 | ||||||
Class S | 444,945 | ||||||
Class S2 | 19,238 | ||||||
Transfer agent fees | 1,447 | ||||||
Shareholder reporting expense | 68,288 | ||||||
Professional fees | 60,816 | ||||||
Custody and accounting expense | 112,429 | ||||||
Director fees | 37,252 | ||||||
Miscellaneous expense | 34,998 | ||||||
Total expenses | 7,917,505 | ||||||
Waived and reimbursed fees | (175,198 | ) | |||||
Net expenses | 7,742,307 | ||||||
Net investment (loss) | (280,804 | ) | |||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||||
Net realized gain (loss) on: | |||||||
Investments | 34,744,096 | ||||||
Foreign currency related transactions | 4,946 | ||||||
Net realized gain | 34,749,042 | ||||||
Net change in unrealized appreciation (depreciation) on: | |||||||
Investments | 298,266,273 | ||||||
Foreign currency related transactions | (35 | ) | |||||
Net change in unrealized appreciation (depreciation) | 298,266,238 | ||||||
Net realized and unrealized gain | 333,015,280 | ||||||
Increase in net assets resulting from operations | $ | 332,734,476 | |||||
*Foreign taxes withheld | $ | 75,386 |
See Accompanying Notes to Financial Statements
18
Voya Global Bond Portfolio | Voya International High Dividend Low Volatility Portfolio | ||||||||||||||||||
Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 2,851,263 | $ | 6,813,827 | $ | 8,247,279 | $ | 8,990,733 | |||||||||||
Net realized gain (loss) | 3,244,016 | (5,154,958 | ) | 54,361,028 | 39,105,623 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | 7,099,970 | (6,303,437 | ) | (14,633,280 | ) | (134,006,113 | ) | ||||||||||||
Increase (decrease) in net assets resulting from operations | 13,195,249 | (4,644,568 | ) | 47,975,027 | (85,909,757 | ) | |||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Total distributions (excluding return of capital): | |||||||||||||||||||
Class ADV | (259,701 | ) | (769,925 | ) | — | (573,585 | ) | ||||||||||||
Class I | (2,083,985 | ) | (5,803,370 | ) | — | (3,467,151 | ) | ||||||||||||
Class S | (462,632 | ) | (1,366,597 | ) | — | (6,719,064 | ) | ||||||||||||
Class S2 | — | — | — | (2,851 | ) | ||||||||||||||
Total distributions | (2,806,318 | ) | (7,939,892 | ) | — | (10,762,651 | ) | ||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 4,936,928 | 15,122,844 | 4,402,709 | 18,768,528 | |||||||||||||||
Reinvestment of distributions | 2,806,318 | 7,939,892 | — | 10,762,651 | |||||||||||||||
7,743,246 | 23,062,736 | 4,402,709 | 29,531,179 | ||||||||||||||||
Cost of shares redeemed | (16,468,926 | ) | (34,417,143 | ) | (44,280,765 | ) | (85,626,571 | ) | |||||||||||
Net decrease in net assets resulting from capital share transactions | (8,725,680 | ) | (11,354,407 | ) | (39,878,056 | ) | (56,095,392 | ) | |||||||||||
Net increase (decrease) in net assets | 1,663,251 | (23,938,867 | ) | 8,096,971 | (152,767,800 | ) | |||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 204,483,482 | 228,422,349 | 474,835,382 | 627,603,182 | |||||||||||||||
End of year or period | $ | 206,146,733 | $ | 204,483,482 | $ | 482,932,353 | $ | 474,835,382 |
See Accompanying Notes to Financial Statements
19
STATEMENTS OF CHANGES IN NET ASSETS
VY® American Century Small-Mid Cap Value Portfolio | VY® Baron Growth Portfolio | ||||||||||||||||||
Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income (loss) | $ | 2,481,139 | $ | 3,927,997 | $ | (163,386 | ) | $ | (452,012 | ) | |||||||||
Net realized gain | 1,408,954 | 34,841,089 | 22,959,294 | 68,149,880 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | 55,395,320 | (92,265,050 | ) | 161,312,248 | (79,072,995 | ) | |||||||||||||
Increase (decrease) in net assets resulting from operations | 59,285,413 | (53,495,964 | ) | 184,108,156 | (11,375,127 | ) | |||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Total distributions (excluding return of capital): | |||||||||||||||||||
Class ADV | — | (12,531,586 | ) | — | (9,617,517 | ) | |||||||||||||
Class I | — | (18,924,313 | ) | — | (12,799,676 | ) | |||||||||||||
Class R6 | — | — | — | (1,297,132 | ) | ||||||||||||||
Class S | — | (11,088,373 | ) | — | (51,924,632 | ) | |||||||||||||
Class S2 | — | (448,005 | ) | — | (234,454 | ) | |||||||||||||
Total distributions | — | (42,992,277 | ) | — | (75,873,411 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 27,509,022 | 59,400,575 | 32,557,595 | 86,703,502 | |||||||||||||||
Reinvestment of distributions | — | 42,992,277 | — | 75,873,411 | |||||||||||||||
27,509,022 | 102,392,852 | 32,557,595 | 162,576,913 | ||||||||||||||||
Cost of shares redeemed | (39,991,874 | ) | (66,783,280 | ) | (69,123,275 | ) | (165,703,704 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (12,482,852 | ) | 35,609,572 | (36,565,680 | ) | (3,126,791 | ) | ||||||||||||
Net increase (decrease) in net assets | 46,802,561 | (60,878,669 | ) | 147,542,476 | (90,375,329 | ) | |||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 316,539,171 | 377,417,840 | 669,187,673 | 759,563,002 | |||||||||||||||
End of year or period | $ | 363,341,732 | $ | 316,539,171 | $ | 816,730,149 | $ | 669,187,673 |
See Accompanying Notes to Financial Statements
20
STATEMENTS OF CHANGES IN NET ASSETS
VY® Columbia Contrarian Core Portfolio | VY® Columbia Small Cap Value II Portfolio | ||||||||||||||||||
Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 1,259,665 | $ | 2,538,545 | $ | 479,734 | $ | 565,067 | |||||||||||
Net realized gain (loss) | 2,612,548 | 31,116,313 | (418,594 | ) | 20,249,835 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | 43,326,183 | (57,899,017 | ) | 24,332,658 | (54,637,824 | ) | |||||||||||||
Increase (decrease) in net assets resulting from operations | 47,198,396 | (24,244,159 | ) | 24,393,798 | (33,822,922 | ) | |||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Total distributions (excluding return of capital): | |||||||||||||||||||
Class ADV | — | (2,909,173 | ) | — | (3,708,442 | ) | |||||||||||||
Class I | — | (1,071,961 | ) | — | (4,664,883 | ) | |||||||||||||
Class R6 | — | — | — | (669,195 | ) | ||||||||||||||
Class S | — | (28,941,556 | ) | — | (12,004,777 | ) | |||||||||||||
Class S2 | — | — | — | (368,284 | ) | ||||||||||||||
Total distributions | — | (32,922,690 | ) | — | (21,415,581 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 1,638,619 | 5,769,940 | 5,874,891 | 24,634,720 | |||||||||||||||
Reinvestment of distributions | — | 32,922,690 | — | 21,415,581 | |||||||||||||||
1,638,619 | 38,692,630 | 5,874,891 | 46,050,301 | ||||||||||||||||
Cost of shares redeemed | (21,023,285 | ) | (54,892,340 | ) | (20,179,282 | ) | (45,851,085 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (19,384,666 | ) | (16,199,710 | ) | (14,304,391 | ) | 199,216 | ||||||||||||
Net increase (decrease) in net assets | 27,813,730 | (73,366,559 | ) | 10,089,407 | (55,039,287 | ) | |||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 251,272,125 | 324,638,684 | 158,664,917 | 213,704,204 | |||||||||||||||
End of year or period | $ | 279,085,855 | $ | 251,272,125 | $ | 168,754,324 | $ | 158,664,917 |
See Accompanying Notes to Financial Statements
21
STATEMENTS OF CHANGES IN NET ASSETS
VY® Invesco Comstock Portfolio | VY® Invesco Equity and Income Portfolio | ||||||||||||||||||
Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 4,809,943 | $ | 8,030,430 | $ | 12,803,742 | $ | 26,345,545 | |||||||||||
Net realized gain | 27,784,372 | 42,920,467 | 25,233,747 | 75,191,935 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | 36,244,864 | (113,328,174 | ) | 125,856,534 | (241,086,245 | ) | |||||||||||||
Increase (decrease) in net assets resulting from operations | 68,839,179 | (62,377,277 | ) | 163,894,023 | (139,548,765 | ) | |||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Total distributions (excluding return of capital): | |||||||||||||||||||
Class ADV | — | (343,478 | ) | — | (3,961,563 | ) | |||||||||||||
Class I | — | (3,805,062 | ) | — | (44,057,761 | ) | |||||||||||||
Class S | — | (3,279,768 | ) | — | (42,757,248 | ) | |||||||||||||
Class S2 | — | — | — | (29,253,116 | ) | ||||||||||||||
Total distributions | — | (7,428,308 | ) | — | (120,029,688 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 15,205,852 | 129,215,150 | 4,834,736 | 17,173,506 | |||||||||||||||
Reinvestment of distributions | — | 7,428,308 | — | 120,029,688 | |||||||||||||||
15,205,852 | 136,643,458 | 4,834,736 | 137,203,194 | ||||||||||||||||
Cost of shares redeemed | (88,720,443 | ) | (102,854,056 | ) | (112,468,113 | ) | (256,974,933 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (73,514,591 | ) | 33,789,402 | (107,633,377 | ) | (119,771,739 | ) | ||||||||||||
Net increase (decrease) in net assets | (4,675,412 | ) | (36,016,183 | ) | 56,260,646 | (379,350,192 | ) | ||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 462,700,878 | 498,717,061 | 1,297,096,384 | 1,676,446,576 | |||||||||||||||
End of year or period | $ | 458,025,466 | $ | 462,700,878 | $ | 1,353,357,030 | $ | 1,297,096,384 |
See Accompanying Notes to Financial Statements
22
STATEMENTS OF CHANGES IN NET ASSETS
VY® Invesco Oppenheimer Global Portfolio | VY® JPMorgan Mid Cap Value Portfolio | ||||||||||||||||||
Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 9,155,741 | $ | 10,921,163 | $ | 2,180,982 | $ | 5,523,023 | |||||||||||
Net realized gain | 4,438,855 | 253,555,506 | 14,336,439 | 54,383,439 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | 266,492,981 | (467,680,242 | ) | 56,815,764 | (116,778,313 | ) | |||||||||||||
Increase (decrease) in net assets resulting from operations | 280,087,577 | (203,203,573 | ) | 73,333,185 | (56,871,851 | ) | |||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Total distributions (excluding return of capital): | |||||||||||||||||||
Class ADV | — | (9,769,648 | ) | — | (8,727,492 | ) | |||||||||||||
Class I | — | (106,189,185 | ) | — | (16,991,070 | ) | |||||||||||||
Class S | — | (17,292,594 | ) | — | (21,524,896 | ) | |||||||||||||
Class S2 | — | (380,527 | ) | — | (247,852 | ) | |||||||||||||
Total distributions | — | (133,631,954 | ) | — | (47,491,310 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 8,503,730 | 53,037,519 | 4,811,051 | 20,875,714 | |||||||||||||||
Reinvestment of distributions | �� | — | 133,631,954 | — | 47,491,310 | ||||||||||||||
8,503,730 | 186,669,473 | 4,811,051 | 68,367,024 | ||||||||||||||||
Cost of shares redeemed | (115,785,861 | ) | (262,406,375 | ) | (45,904,037 | ) | (120,615,767 | ) | |||||||||||
Net decrease in net assets resulting from capital share transactions | (107,282,131 | ) | (75,736,902 | ) | (41,092,986 | ) | (52,248,743 | ) | |||||||||||
Net increase (decrease) in net assets | 172,805,446 | (412,572,429 | ) | 32,240,199 | (156,611,904 | ) | |||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 1,334,689,850 | 1,747,262,279 | 414,404,188 | 571,016,092 | |||||||||||||||
End of year or period | $ | 1,507,495,296 | $ | 1,334,689,850 | $ | 446,644,387 | $ | 414,404,188 |
See Accompanying Notes to Financial Statements
23
STATEMENTS OF CHANGES IN NET ASSETS
VY® Pioneer High Yield Portfolio | VY® T. Rowe Price Diversified Mid Cap Growth Portfolio | ||||||||||||||||||
Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 2,293,509 | $ | 5,057,620 | $ | 485,391 | $ | 3,184,925 | |||||||||||
Net realized gain (loss) | (606,693 | ) | 680,704 | 49,736,317 | 110,954,170 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | 6,838,220 | (8,281,485 | ) | 190,657,084 | (139,167,658 | ) | |||||||||||||
Increase (decrease) in net assets resulting from operations | 8,525,036 | (2,543,161 | ) | 240,878,792 | (25,028,563 | ) | |||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Total distributions (excluding return of capital): | |||||||||||||||||||
Class ADV | — | — | — | (7,077,906 | ) | ||||||||||||||
Class I | (2,320,325 | ) | (5,069,426 | ) | — | (84,724,065 | ) | ||||||||||||
Class R6 | — | — | — | (1,316,053 | ) | ||||||||||||||
Class S | (48,705 | ) | (139,264 | ) | — | (5,077,125 | ) | ||||||||||||
Class S2 | — | — | — | (452,699 | ) | ||||||||||||||
Total distributions | (2,369,030 | ) | (5,208,690 | ) | — | (98,647,848 | ) | ||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 4,236,175 | 11,445,657 | 38,805,364 | 37,754,869 | |||||||||||||||
Reinvestment of distributions | 2,369,030 | 5,208,690 | — | 98,647,848 | |||||||||||||||
6,605,205 | 16,654,347 | 38,805,364 | 136,402,717 | ||||||||||||||||
Cost of shares redeemed | (5,419,047 | ) | (18,530,617 | ) | (58,039,882 | ) | (136,060,334 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | 1,186,158 | (1,876,270 | ) | (19,234,518 | ) | 342,383 | |||||||||||||
Net increase (decrease) in net assets | 7,342,164 | (9,628,121 | ) | 221,644,274 | (123,334,028 | ) | |||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 92,083,728 | 101,711,849 | 887,003,889 | 1,010,337,917 | |||||||||||||||
End of year or period | $ | 99,425,892 | $ | 92,083,728 | $ | 1,108,648,163 | $ | 887,003,889 |
See Accompanying Notes to Financial Statements
24
STATEMENTS OF CHANGES IN NET ASSETS
VY® T. Rowe Price Growth Equity Portfolio | |||||||||||
Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | ||||||||||
FROM OPERATIONS: | |||||||||||
Net investment income (loss) | $ | (280,804 | ) | $ | 2,631,363 | ||||||
Net realized gain | 34,749,042 | 209,220,291 | |||||||||
Net change in unrealized appreciation (depreciation) | 298,266,238 | (227,279,367 | ) | ||||||||
Increase (decrease) in net assets resulting from operations | 332,734,476 | (15,427,713 | ) | ||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||
Total distributions (excluding return of capital): | |||||||||||
Class ADV | — | (45,353,718 | ) | ||||||||
Class I | — | (195,495,575 | ) | ||||||||
Class S | — | (65,810,841 | ) | ||||||||
Class S2 | — | (1,626,233 | ) | ||||||||
Total distributions | — | (308,286,367 | ) | ||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||
Net proceeds from sale of shares | 76,924,264 | 284,145,955 | |||||||||
Reinvestment of distributions | — | 308,286,367 | |||||||||
76,924,264 | 592,432,322 | ||||||||||
Cost of shares redeemed | (151,512,227 | ) | (337,400,591 | ) | |||||||
Net increase (decrease) in net assets resulting from capital share transactions | (74,587,963 | ) | 255,031,731 | ||||||||
Net increase (decrease) in net assets | 258,146,513 | (68,682,349 | ) | ||||||||
NET ASSETS: | |||||||||||
Beginning of year or period | 1,670,392,980 | 1,739,075,329 | |||||||||
End of year or period | $ | 1,928,539,493 | $ | 1,670,392,980 |
See Accompanying Notes to Financial Statements
25
Selected data for a share of beneficial interest outstanding throughout each year or period.
Income (loss) from investment operations | Less distributions | ||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||
Voya Global Bond Portfolio | |||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||
06-30-19+ | 10.33 | 0.13 | • | 0.53 | 0.66 | 0.12 | — | — | |||||||||||||||||||||||
12-31-18 | 10.94 | 0.29 | • | (0.55 | ) | (0.26 | ) | 0.35 | — | — | |||||||||||||||||||||
12-31-17 | 10.24 | 0.26 | • | 0.66 | 0.92 | 0.22 | — | — | |||||||||||||||||||||||
12-31-16 | 9.81 | 0.24 | • | 0.33 | 0.57 | 0.06 | — | 0.08 | |||||||||||||||||||||||
12-31-15 | 10.31 | 0.26 | • | (0.76 | ) | (0.50 | ) | — | — | — | |||||||||||||||||||||
12-31-14 | 10.35 | 0.37 | • | (0.37 | ) | 0.00 | * | 0.04 | — | — | |||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||
06-30-19+ | 10.51 | 0.16 | • | 0.54 | 0.70 | 0.15 | — | — | |||||||||||||||||||||||
12-31-18 | 11.14 | 0.35 | • | (0.57 | ) | (0.22 | ) | 0.41 | — | — | |||||||||||||||||||||
12-31-17 | 10.42 | 0.32 | • | 0.68 | 1.00 | 0.28 | — | — | |||||||||||||||||||||||
12-31-16 | 9.97 | 0.30 | • | 0.33 | 0.63 | 0.10 | — | 0.08 | |||||||||||||||||||||||
12-31-15 | 10.42 | 0.32 | • | (0.77 | ) | (0.45 | ) | — | — | — | |||||||||||||||||||||
12-31-14 | 10.46 | 0.43 | • | (0.38 | ) | 0.05 | 0.09 | — | — | ||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||
06-30-19+ | 10.50 | 0.14 | • | 0.55 | 0.69 | 0.14 | — | — | |||||||||||||||||||||||
12-31-18 | 11.12 | 0.32 | • | (0.56 | ) | (0.24 | ) | 0.38 | — | — | |||||||||||||||||||||
12-31-17 | 10.41 | 0.30 | • | 0.66 | 0.96 | 0.25 | — | — | |||||||||||||||||||||||
12-31-16 | 9.97 | 0.27 | 0.33 | 0.60 | 0.08 | — | 0.08 | ||||||||||||||||||||||||
12-31-15 | 10.44 | 0.29 | • | (0.76 | ) | (0.47 | ) | — | — | — | |||||||||||||||||||||
12-31-14 | 10.48 | 0.40 | • | (0.38 | ) | 0.02 | 0.06 | — | — | ||||||||||||||||||||||
Voya International High Dividend Low Volatility Portfolio | |||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||
06-30-19+ | 10.88 | 0.18 | • | 0.92 | 1.10 | — | — | — | |||||||||||||||||||||||
12-31-18 | 13.06 | 0.16 | • | (2.13 | ) | (1.97 | ) | 0.21 | — | — | |||||||||||||||||||||
12-31-17 | 10.90 | 0.19 | 2.16 | 2.35 | 0.19 | — | — | ||||||||||||||||||||||||
12-31-16 | 11.08 | 0.20 | • | (0.07 | ) | 0.13 | 0.31 | — | — | ||||||||||||||||||||||
12-31-15 | 11.91 | 0.21 | • | (0.63 | ) | (0.42 | ) | 0.41 | — | — | |||||||||||||||||||||
12-31-14 | 13.07 | 0.36 | • | (1.26 | ) | (0.90 | ) | 0.26 | — | — | |||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||
06-30-19+ | 11.00 | 0.21 | • | 0.93 | 1.14 | — | — | — | |||||||||||||||||||||||
12-31-18 | 13.21 | 0.23 | • | (2.17 | ) | (1.94 | ) | 0.27 | — | — | |||||||||||||||||||||
12-31-17 | 11.01 | 0.25 | • | 2.20 | 2.45 | 0.25 | — | — | |||||||||||||||||||||||
12-31-16 | 11.20 | 0.25 | • | (0.06 | ) | 0.19 | 0.38 | — | — | ||||||||||||||||||||||
12-31-15 | 12.04 | 0.28 | • | (0.64 | ) | (0.36 | ) | 0.48 | — | — | |||||||||||||||||||||
12-31-14 | 13.21 | 0.43 | • | (1.28 | ) | (0.85 | ) | 0.32 | — | — | |||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||
06-30-19+ | 10.93 | 0.19 | • | 0.93 | 1.12 | — | — | — | |||||||||||||||||||||||
12-31-18 | 13.12 | 0.19 | • | (2.15 | ) | (1.96 | ) | 0.23 | — | — | |||||||||||||||||||||
12-31-17 | 10.94 | 0.22 | • | 2.18 | 2.40 | 0.22 | — | — | |||||||||||||||||||||||
12-31-16 | 11.12 | 0.22 | • | (0.05 | ) | 0.17 | 0.35 | — | — | ||||||||||||||||||||||
12-31-15 | 11.95 | 0.25 | • | (0.64 | ) | (0.39 | ) | 0.44 | — | — | |||||||||||||||||||||
12-31-14 | 13.12 | 0.40 | • | (1.28 | ) | (0.88 | ) | 0.29 | — | — | |||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||
06-30-19+ | 10.99 | 0.18 | • | 0.94 | 1.12 | — | — | — | |||||||||||||||||||||||
12-31-18 | 13.05 | 0.18 | • | (2.16 | ) | (1.98 | ) | 0.08 | — | — | |||||||||||||||||||||
12-31-17 | 10.86 | 0.19 | • | 2.18 | 2.37 | 0.18 | — | — | |||||||||||||||||||||||
12-31-16 | 11.06 | 0.22 | (0.08 | ) | 0.14 | 0.34 | — | — | |||||||||||||||||||||||
12-31-15 | 11.90 | 0.23 | • | (0.63 | ) | (0.40 | ) | 0.44 | — | — | |||||||||||||||||||||
12-31-14 | 13.07 | 0.34 | (1.23 | ) | (0.89 | ) | 0.28 | — | — |
Ratios to average net assets | Supplemental data | ||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 0.12 | — | 10.87 | 6.47 | 1.18 | 1.17 | 1.17 | 2.43 | 22,202 | 106 | |||||||||||||||||||||||||||||||||
12-31-18 | 0.35 | — | 10.33 | (2.40 | ) | 1.17 | 1.15 | 1.15 | 2.71 | 22,161 | 119 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.22 | — | 10.94 | 9.05 | 1.17 | 1.10 | 1.10 | 2.48 | 24,922 | 127 | |||||||||||||||||||||||||||||||||
12-31-16 | 0.14 | — | 10.24 | 5.82 | 1.16 | 1.10 | 1.10 | 2.27 | 24,365 | 214 | |||||||||||||||||||||||||||||||||
12-31-15 | — | — | 9.81 | (4.85 | ) | 1.15 | 1.10 | 1.10 | 2.58 | 26,374 | 335 | ||||||||||||||||||||||||||||||||
12-31-14 | 0.04 | — | 10.31 | (0.06 | ) | 1.16 | 1.10 | 1.10 | 3.49 | 32,874 | 296 | ||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 0.15 | — | 11.06 | 6.74 | 0.68 | 0.67 | 0.67 | 2.93 | 147,862 | 106 | |||||||||||||||||||||||||||||||||
12-31-18 | 0.41 | — | 10.51 | (2.01 | ) | 0.67 | 0.65 | 0.65 | 3.21 | 146,473 | 119 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.28 | — | 11.14 | 9.67 | 0.67 | 0.60 | 0.60 | 2.98 | 161,715 | 127 | |||||||||||||||||||||||||||||||||
12-31-16 | 0.18 | — | 10.42 | 6.30 | 0.66 | 0.60 | 0.60 | 2.78 | 163,397 | 214 | |||||||||||||||||||||||||||||||||
12-31-15 | — | — | 9.97 | (4.32 | ) | 0.65 | 0.60 | 0.60 | 3.08 | 168,739 | 335 | ||||||||||||||||||||||||||||||||
12-31-14 | 0.09 | — | 10.42 | 0.42 | 0.66 | 0.60 | 0.60 | 3.99 | 208,023 | 296 | |||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 0.14 | — | 11.05 | 6.61 | 0.93 | 0.92 | 0.92 | 2.68 | 36,082 | 106 | |||||||||||||||||||||||||||||||||
12-31-18 | 0.38 | — | 10.50 | (2.17 | ) | 0.92 | 0.90 | 0.90 | 2.97 | 35,849 | 119 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.25 | — | 11.12 | 9.31 | 0.92 | 0.85 | 0.85 | 2.73 | 41,785 | 127 | |||||||||||||||||||||||||||||||||
12-31-16 | 0.16 | — | 10.41 | 6.03 | 0.91 | 0.85 | 0.85 | 2.53 | 40,635 | 214 | |||||||||||||||||||||||||||||||||
12-31-15 | — | — | 9.97 | (4.50 | ) | 0.90 | 0.85 | 0.85 | 2.83 | 43,169 | 335 | ||||||||||||||||||||||||||||||||
12-31-14 | 0.06 | — | 10.44 | 0.15 | 0.91 | 0.85 | 0.85 | 3.74 | 51,041 | 296 | |||||||||||||||||||||||||||||||||
Voya International High Dividend Low Volatility Portfolio | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 11.98 | 10.11 | 1.42 | 1.35 | 1.34 | 3.07 | 30,824 | 112 | |||||||||||||||||||||||||||||||||
12-31-18 | 0.21 | — | 10.88 | (15.32 | ) | 1.47 | 1.40 | 1.40 | 1.26 | 30,149 | 16 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.19 | — | 13.06 | 21.66 | (a) | 1.46 | 1.40 | 1.40 | 1.50 | 37,898 | 14 | ||||||||||||||||||||||||||||||||
12-31-16 | 0.31 | — | 10.90 | 1.33 | 1.46 | 1.41 | 1.41 | 1.84 | 31,937 | 15 | |||||||||||||||||||||||||||||||||
12-31-15 | 0.41 | — | 11.08 | (3.83 | )(b) | 1.45 | 1.43 | 1.43 | 1.76 | 35,751 | 10 | ||||||||||||||||||||||||||||||||
12-31-14 | 0.26 | — | 11.91 | (7.01 | ) | 1.44 | 1.42 | 1.42 | 2.81 | 40,973 | 10 | ||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 12.14 | 10.36 | 0.92 | 0.85 | 0.84 | 3.59 | 137,569 | 112 | |||||||||||||||||||||||||||||||||
12-31-18 | 0.27 | — | 11.00 | (14.95 | ) | 0.97 | 0.90 | 0.90 | 1.77 | 135,229 | 16 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.25 | — | 13.21 | 22.35 | (a) | 0.96 | 0.90 | 0.90 | 2.00 | 183,905 | 14 | ||||||||||||||||||||||||||||||||
12-31-16 | 0.38 | — | 11.01 | 1.85 | 0.96 | 0.91 | 0.91 | 2.33 | 170,231 | 15 | |||||||||||||||||||||||||||||||||
12-31-15 | 0.48 | — | 11.20 | (3.34 | )(b) | 0.95 | 0.93 | 0.93 | 2.29 | 186,602 | 10 | ||||||||||||||||||||||||||||||||
12-31-14 | 0.32 | — | 12.04 | (6.59 | ) | 0.94 | 0.92 | 0.92 | 3.27 | 215,838 | 10 | ||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 12.05 | 10.25 | 1.17 | 1.10 | 1.09 | 3.32 | 314,170 | 112 | |||||||||||||||||||||||||||||||||
12-31-18 | 0.23 | — | 10.93 | (15.15 | ) | 1.22 | 1.15 | 1.15 | 1.52 | 309,059 | 16 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.22 | — | 13.12 | 22.00 | (a) | 1.21 | 1.15 | 1.15 | 1.76 | 404,801 | 14 | ||||||||||||||||||||||||||||||||
12-31-16 | 0.35 | — | 10.94 | 1.63 | 1.21 | 1.16 | 1.16 | 2.09 | 423,390 | 15 | |||||||||||||||||||||||||||||||||
12-31-15 | 0.44 | — | 11.12 | (3.57 | )(b) | 1.20 | 1.18 | 1.18 | 2.03 | 497,824 | 10 | ||||||||||||||||||||||||||||||||
12-31-14 | 0.29 | — | 11.95 | (6.87 | ) | 1.19 | 1.17 | 1.17 | 3.10 | 584,346 | 10 | ||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 12.11 | 10.19 | 1.32 | 1.25 | 1.24 | 3.05 | 369 | 112 | |||||||||||||||||||||||||||||||||
12-31-18 | 0.08 | — | 10.99 | (15.26 | ) | 1.37 | 1.30 | 1.30 | 1.41 | 397 | 16 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.18 | — | 13.05 | 21.90 | (a) | 1.36 | 1.30 | 1.30 | 1.57 | 999 | 14 | ||||||||||||||||||||||||||||||||
12-31-16 | 0.34 | — | 10.86 | 1.39 | 1.39 | 1.31 | 1.31 | 1.94 | 2,321 | 15 | |||||||||||||||||||||||||||||||||
12-31-15 | 0.44 | — | 11.06 | (3.72 | )(b) | 1.45 | 1.33 | 1.33 | 1.88 | 2,510 | 10 | ||||||||||||||||||||||||||||||||
12-31-14 | 0.28 | — | 11.90 | (6.99 | ) | 1.44 | 1.32 | 1.32 | 2.80 | 2,065 | 10 |
See Accompanying Notes to Financial Statements
26
FINANCIAL HIGHLIGHTS (CONTINUED)
Selected data for a share of beneficial interest outstanding throughout each year or period.
Income (loss) from investment operations | Less distributions | ||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||
VY® American Century Small-Mid Cap Value Portfolio | |||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||
06-30-19+ | 9.64 | 0.06 | • | 1.74 | 1.80 | — | — | — | |||||||||||||||||||||||
12-31-18 | 12.66 | 0.09 | (1.67 | ) | (1.58 | ) | 0.10 | 1.34 | — | ||||||||||||||||||||||
12-31-17 | 12.03 | 0.11 | 1.16 | 1.27 | 0.12 | 0.52 | — | ||||||||||||||||||||||||
12-31-16 | 10.80 | 0.08 | 2.34 | 2.42 | 0.14 | 1.05 | — | ||||||||||||||||||||||||
12-31-15 | 13.82 | 0.08 | (0.27 | ) | (0.19 | ) | 0.19 | 2.64 | — | ||||||||||||||||||||||
12-31-14 | 14.79 | 0.12 | • | 1.49 | 1.61 | 0.18 | 2.40 | — | |||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||
06-30-19+ | 10.30 | 0.09 | • | 1.88 | 1.97 | — | — | — | |||||||||||||||||||||||
12-31-18 | 13.44 | 0.17 | • | (1.81 | ) | (1.64 | ) | 0.16 | 1.34 | — | |||||||||||||||||||||
12-31-17 | 12.72 | 0.19 | • | 1.22 | 1.41 | 0.17 | 0.52 | — | |||||||||||||||||||||||
12-31-16 | 11.35 | 0.15 | • | 2.47 | 2.62 | 0.20 | 1.05 | — | |||||||||||||||||||||||
12-31-15 | 14.40 | 0.16 | • | (0.31 | ) | (0.15 | ) | 0.26 | 2.64 | — | |||||||||||||||||||||
12-31-14 | 15.30 | 0.20 | • | 1.55 | 1.75 | 0.25 | 2.40 | — | |||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||
06-30-19+ | 10.14 | 0.08 | • | 1.84 | 1.92 | — | — | — | |||||||||||||||||||||||
12-31-18 | 13.25 | 0.13 | • | (1.77 | ) | (1.64 | ) | 0.13 | 1.34 | — | |||||||||||||||||||||
12-31-17 | 12.56 | 0.16 | 1.19 | 1.35 | 0.14 | 0.52 | — | ||||||||||||||||||||||||
12-31-16 | 11.22 | 0.11 | 2.44 | 2.55 | 0.16 | 1.05 | — | ||||||||||||||||||||||||
12-31-15 | 14.25 | 0.13 | • | (0.30 | ) | (0.17 | ) | 0.22 | 2.64 | — | |||||||||||||||||||||
12-31-14 | 15.16 | 0.16 | • | 1.54 | 1.70 | 0.21 | 2.40 | — | |||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||
06-30-19+ | 9.62 | 0.07 | • | 1.74 | 1.81 | — | — | — | |||||||||||||||||||||||
12-31-18 | 12.64 | 0.10 | • | (1.67 | ) | (1.57 | ) | 0.11 | 1.34 | — | |||||||||||||||||||||
12-31-17 | 12.01 | 0.12 | • | 1.15 | 1.27 | 0.12 | 0.52 | — | |||||||||||||||||||||||
12-31-16 | 10.78 | 0.09 | 2.35 | 2.44 | 0.16 | 1.05 | — | ||||||||||||||||||||||||
12-31-15 | 13.79 | 0.11 | • | (0.30 | ) | (0.19 | ) | 0.18 | 2.64 | — | |||||||||||||||||||||
12-31-14 | 14.70 | 0.13 | • | 1.49 | 1.62 | 0.13 | 2.40 | — | |||||||||||||||||||||||
VY® Baron Growth Portfolio | |||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||
06-30-19+ | 24.63 | (0.04 | )• | 7.00 | 6.96 | — | — | — | |||||||||||||||||||||||
12-31-18 | 27.88 | (0.09 | ) | 0.00 | * | (0.09 | ) | — | 3.16 | — | |||||||||||||||||||||
12-31-17 | 24.82 | (0.10 | )• | 6.72 | 6.62 | 0.16 | 3.40 | — | |||||||||||||||||||||||
12-31-16 | 26.58 | (0.11 | ) | 1.50 | 1.39 | — | 3.15 | — | |||||||||||||||||||||||
12-31-15 | 30.35 | (0.16 | ) | (1.23 | ) | (1.39 | ) | 0.02 | 2.36 | — | |||||||||||||||||||||
12-31-14 | 29.66 | (0.01 | ) | 1.17 | 1.16 | — | 0.47 | — | |||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||
06-30-19+ | 27.41 | 0.03 | • | 7.81 | 7.84 | — | — | — | |||||||||||||||||||||||
12-31-18 | 30.58 | 0.05 | (0.06 | ) | (0.01 | ) | — | 3.16 | — | ||||||||||||||||||||||
12-31-17 | 26.92 | 0.03 | • | 7.34 | 7.37 | 0.31 | 3.40 | — | |||||||||||||||||||||||
12-31-16 | 28.45 | 0.04 | 1.58 | 1.62 | — | 3.15 | — | ||||||||||||||||||||||||
12-31-15 | 32.31 | (0.01 | ) | (1.31 | ) | (1.32 | ) | 0.18 | 2.36 | — | |||||||||||||||||||||
12-31-14 | 31.49 | 0.14 | 1.24 | 1.38 | 0.09 | 0.47 | — | ||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||
06-30-19+ | 27.43 | 0.04 | • | 7.80 | 7.84 | — | — | — | |||||||||||||||||||||||
12-31-18 | 30.59 | 0.06 | (0.06 | ) | 0.00 | * | — | 3.16 | — | ||||||||||||||||||||||
12-31-17 | 26.93 | 0.13 | • | 7.24 | 7.37 | 0.31 | 3.40 | — | |||||||||||||||||||||||
05-03-16(5)-12-31-16 | 28.86 | 0.23 | • | 0.99 | 1.22 | — | 3.15 | — |
Ratios to average net assets | Supplemental data | ||||||||||||||||||||||||||||||||||||||||||
Total distributions | Payment by affiliate | Net asset value, end of year or period | Total Return(1) | Expenses before reductions/additions(2)(3)(4) | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | Expenses net of all reductions/additions(2)(3)(4) | Net investment income (loss)(2)(3) | Net assets, end of year or period | Portfolio turnover rate | ||||||||||||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | (%) | (%) | (%) | (%) | (%) | ($000's) | (%) | |||||||||||||||||||||||||||||||||
VY® American Century Small-Mid Cap Value Portfolio | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 11.44 | 18.67 | 1.66 | 1.33 | 1.33 | 1.11 | 104,605 | 27 | |||||||||||||||||||||||||||||||||
12-31-18 | 1.44 | — | 9.64 | (14.49 | ) | 1.65 | 1.36 | 1.36 | 0.77 | 91,283 | 76 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.64 | — | 12.66 | 10.90 | 1.65 | 1.36 | 1.36 | 0.95 | 115,235 | 57 | |||||||||||||||||||||||||||||||||
12-31-16 | 1.19 | — | 12.03 | 23.69 | 1.65 | 1.36 | 1.36 | 0.78 | 101,948 | 68 | |||||||||||||||||||||||||||||||||
12-31-15 | 2.83 | — | 10.80 | (1.97 | ) | 1.66 | 1.36 | 1.36 | 0.72 | 79,901 | 71 | ||||||||||||||||||||||||||||||||
12-31-14 | 2.58 | — | 13.82 | 12.15 | 1.65 | 1.36 | 1.36 | 0.82 | 86,335 | 79 | |||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 12.27 | 19.13 | 1.16 | 0.83 | 0.83 | 1.61 | 165,407 | 27 | |||||||||||||||||||||||||||||||||
12-31-18 | 1.50 | — | 10.30 | (14.15 | ) | 1.15 | 0.86 | 0.86 | 1.30 | 142,379 | 76 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.69 | — | 13.44 | 11.44 | 1.15 | 0.86 | 0.86 | 1.44 | 151,054 | 57 | |||||||||||||||||||||||||||||||||
12-31-16 | 1.25 | — | 12.72 | 24.38 | 1.15 | 0.86 | 0.86 | 1.28 | 156,657 | 68 | |||||||||||||||||||||||||||||||||
12-31-15 | 2.90 | — | 11.35 | (1.54 | ) | 1.16 | 0.86 | 0.86 | 1.21 | 115,279 | 71 | ||||||||||||||||||||||||||||||||
12-31-14 | 2.65 | — | 14.40 | 12.76 | 1.15 | 0.86 | 0.86 | 1.31 | 138,605 | 79 | |||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 12.06 | 18.93 | 1.41 | 1.08 | 1.08 | 1.36 | 89,849 | 27 | |||||||||||||||||||||||||||||||||
12-31-18 | 1.47 | — | 10.14 | (14.34 | ) | 1.40 | 1.11 | 1.11 | 1.02 | 79,986 | 76 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.66 | — | 13.25 | 11.12 | 1.40 | 1.11 | 1.11 | 1.20 | 106,501 | 57 | |||||||||||||||||||||||||||||||||
12-31-16 | 1.21 | — | 12.56 | 24.06 | 1.40 | 1.11 | 1.11 | 1.03 | 99,089 | 68 | |||||||||||||||||||||||||||||||||
12-31-15 | 2.86 | — | 11.22 | (1.74 | ) | 1.41 | 1.11 | 1.11 | 0.96 | 78,646 | 71 | ||||||||||||||||||||||||||||||||
12-31-14 | 2.61 | — | 14.25 | 12.47 | 1.40 | 1.11 | 1.11 | 1.06 | 94,268 | 79 | |||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 11.43 | 18.81 | 1.56 | 1.23 | 1.23 | 1.21 | 3,481 | 27 | |||||||||||||||||||||||||||||||||
12-31-18 | 1.45 | — | 9.62 | (14.48 | ) | 1.55 | 1.26 | 1.26 | 0.84 | 2,891 | 76 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.64 | — | 12.64 | 10.96 | 1.55 | 1.26 | 1.26 | 1.01 | 4,627 | 57 | |||||||||||||||||||||||||||||||||
12-31-16 | 1.21 | — | 12.01 | 23.92 | 1.58 | 1.26 | 1.26 | 0.90 | 4,881 | 68 | |||||||||||||||||||||||||||||||||
12-31-15 | 2.82 | — | 10.78 | (1.91 | ) | 1.66 | 1.26 | 1.26 | 0.85 | 3,573 | 71 | ||||||||||||||||||||||||||||||||
12-31-14 | 2.53 | — | 13.79 | 12.33 | 1.65 | 1.26 | 1.26 | 0.89 | 3,262 | 79 | |||||||||||||||||||||||||||||||||
VY® Baron Growth Portfolio | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 31.59 | 28.26 | 1.49 | 1.49 | 1.49 | (0.31 | ) | 102,064 | 1 | ||||||||||||||||||||||||||||||||
12-31-18 | 3.16 | — | 24.63 | (2.15 | ) | 1.49 | 1.49 | 1.49 | (0.32 | ) | 82,126 | 4 | |||||||||||||||||||||||||||||||
12-31-17 | 3.56 | — | 27.88 | 27.86 | 1.49 | 1.49 | 1.49 | (0.38 | ) | 88,499 | 3 | ||||||||||||||||||||||||||||||||
12-31-16 | 3.15 | — | 24.82 | 5.06 | 1.48 | 1.48 | 1.48 | (0.41 | ) | 77,655 | 4 | ||||||||||||||||||||||||||||||||
12-31-15 | 2.38 | — | 26.58 | (5.27 | ) | 1.49 | 1.49 | 1.49 | (0.54 | ) | 90,914 | 5 | |||||||||||||||||||||||||||||||
12-31-14 | 0.47 | — | 30.35 | 4.06 | 1.48 | 1.48 | 1.48 | (0.04 | ) | 111,145 | 10 | ||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 35.25 | 28.60 | 0.99 | 0.99 | 0.99 | 0.19 | 145,485 | 1 | |||||||||||||||||||||||||||||||||
12-31-18 | 3.16 | — | 27.41 | (1.68 | ) | 0.99 | 0.99 | 0.99 | 0.17 | 118,743 | 4 | ||||||||||||||||||||||||||||||||
12-31-17 | 3.71 | — | 30.58 | 28.52 | 0.99 | 0.99 | 0.99 | 0.11 | 145,389 | 3 | |||||||||||||||||||||||||||||||||
12-31-16 | 3.15 | — | 26.92 | 5.57 | 0.98 | 0.98 | 0.98 | 0.12 | 150,672 | 4 | |||||||||||||||||||||||||||||||||
12-31-15 | 2.54 | — | 28.45 | (4.75 | ) | 0.99 | 0.99 | 0.99 | (0.04 | ) | 193,601 | 5 | |||||||||||||||||||||||||||||||
12-31-14 | 0.56 | — | 32.31 | 4.55 | 0.98 | 0.98 | 0.98 | 0.45 | 251,230 | 10 | |||||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 35.27 | 28.58 | 0.99 | 0.99 | 0.99 | 0.24 | 28,793 | 1 | |||||||||||||||||||||||||||||||||
12-31-18 | 3.16 | — | 27.43 | (1.64 | ) | 0.99 | 0.99 | 0.99 | 0.23 | 15,007 | 4 | ||||||||||||||||||||||||||||||||
12-31-17 | 3.71 | — | 30.59 | 28.51 | 0.99 | 0.99 | 0.99 | 0.43 | 11,442 | 3 | |||||||||||||||||||||||||||||||||
05-03-16(5)-12-31-16 | 3.15 | — | 26.93 | 4.10 | 0.98 | 0.98 | 0.98 | 1.39 | 879 | 4 |
See Accompanying Notes to Financial Statements
27
FINANCIAL HIGHLIGHTS (CONTINUED)
Selected data for a share of beneficial interest outstanding throughout each year or period.
Income (loss) from investment operations | Less distributions | ||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||
VY® Baron Growth Portfolio (continued) | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||
06-30-19+ | 26.10 | (0.01 | ) | 7.42 | 7.41 | — | — | — | |||||||||||||||||||||||
12-31-18 | 29.31 | (0.02 | ) | (0.03 | ) | (0.05 | ) | — | 3.16 | — | |||||||||||||||||||||
12-31-17 | 25.93 | (0.04 | )• | 7.05 | 7.01 | 0.23 | 3.40 | — | |||||||||||||||||||||||
12-31-16 | 27.57 | (0.05 | ) | 1.56 | 1.51 | — | 3.15 | — | |||||||||||||||||||||||
12-31-15 | 31.39 | (0.08 | ) | (1.29 | ) | (1.37 | ) | 0.09 | 2.36 | — | |||||||||||||||||||||
12-31-14 | 30.60 | 0.09 | 1.19 | 1.28 | 0.02 | 0.47 | — | ||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||
06-30-19+ | 24.87 | (0.03 | )• | 7.07 | 7.04 | — | — | — | |||||||||||||||||||||||
12-31-18 | 28.10 | (0.08 | ) | 0.01 | (0.07 | ) | — | 3.16 | — | ||||||||||||||||||||||
12-31-17 | 24.92 | (0.09 | )• | 6.78 | 6.69 | 0.11 | 3.40 | — | |||||||||||||||||||||||
12-31-16 | 26.65 | (0.10 | )• | 1.52 | 1.42 | — | 3.15 | — | |||||||||||||||||||||||
12-31-15 | 30.43 | (0.13 | ) | (1.24 | ) | (1.37 | ) | 0.05 | 2.36 | — | |||||||||||||||||||||
12-31-14 | 29.75 | 0.02 | 1.17 | 1.19 | 0.04 | 0.47 | — | ||||||||||||||||||||||||
VY® Columbia Contrarian Core Portfolio | |||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||
06-30-19+ | 18.94 | 0.07 | • | 3.57 | 3.64 | — | — | — | |||||||||||||||||||||||
12-31-18 | 23.40 | 0.14 | • | (1.97 | ) | (1.83 | ) | 0.15 | 2.48 | — | |||||||||||||||||||||
12-31-17 | 20.66 | 0.13 | 4.17 | 4.30 | 0.20 | 1.36 | — | ||||||||||||||||||||||||
12-31-16 | 21.73 | 0.15 | • | 1.55 | 1.70 | 0.74 | 2.03 | — | |||||||||||||||||||||||
12-31-15 | 24.00 | 0.12 | • | 0.58 | 0.70 | 0.18 | 2.79 | — | |||||||||||||||||||||||
12-31-14 | 24.56 | 0.14 | • | 2.70 | 2.84 | 0.17 | 3.23 | — | |||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||
06-30-19+ | 20.01 | 0.13 | • | 3.77 | 3.90 | — | — | — | |||||||||||||||||||||||
12-31-18 | 24.58 | 0.26 | • | (2.07 | ) | (1.81 | ) | 0.28 | 2.48 | — | |||||||||||||||||||||
12-31-17 | 21.61 | 0.25 | • | 4.37 | 4.62 | 0.29 | 1.36 | — | |||||||||||||||||||||||
12-31-16 | 22.59 | 0.27 | • | 1.62 | 1.89 | 0.84 | 2.03 | — | |||||||||||||||||||||||
12-31-15 | 24.82 | 0.24 | • | 0.60 | 0.84 | 0.28 | 2.79 | — | |||||||||||||||||||||||
12-31-14 | 25.24 | 0.27 | 2.79 | 3.06 | 0.25 | 3.23 | — | ||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||
06-30-19+ | 19.56 | 0.10 | • | 3.69 | 3.79 | — | — | — | |||||||||||||||||||||||
12-31-18 | 24.08 | 0.20 | • | (2.03 | ) | (1.83 | ) | 0.21 | 2.48 | — | |||||||||||||||||||||
12-31-17 | 21.21 | 0.19 | • | 4.27 | 4.46 | 0.23 | 1.36 | — | |||||||||||||||||||||||
12-31-16 | 22.21 | 0.21 | • | 1.59 | 1.80 | 0.77 | 2.03 | — | |||||||||||||||||||||||
12-31-15 | 24.45 | 0.18 | • | 0.58 | 0.76 | 0.21 | 2.79 | — | |||||||||||||||||||||||
12-31-14 | 24.93 | 0.21 | 2.75 | 2.96 | 0.21 | 3.23 | — | ||||||||||||||||||||||||
VY® Columbia Small Cap Value II Portfolio | |||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||
06-30-19+ | 14.42 | 0.03 | 2.18 | 2.21 | — | — | — | ||||||||||||||||||||||||
12-31-18 | 19.57 | 0.00 | * | (3.06 | ) | (3.06 | ) | 0.00 | * | 2.09 | — | ||||||||||||||||||||
12-31-17 | 18.50 | 0.00 | *• | 1.89 | 1.89 | 0.03 | 0.79 | — | |||||||||||||||||||||||
12-31-16 | 15.67 | 0.01 | 3.55 | 3.56 | 0.01 | 0.72 | — | ||||||||||||||||||||||||
12-31-15 | 16.23 | 0.00 | * | (0.52 | ) | (0.52 | ) | 0.04 | — | — | |||||||||||||||||||||
12-31-14 | 15.63 | 0.03 | • | 0.61 | 0.64 | 0.04 | — | — | |||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||
06-30-19+ | 14.94 | 0.07 | • | 2.27 | 2.34 | — | — | — | |||||||||||||||||||||||
12-31-18 | 20.20 | 0.10 | • | (3.16 | ) | (3.06 | ) | 0.11 | 2.09 | — | |||||||||||||||||||||
12-31-17 | 19.05 | 0.10 | • | 1.95 | 2.05 | 0.11 | 0.79 | — | |||||||||||||||||||||||
12-31-16 | 16.12 | 0.10 | 3.64 | 3.74 | 0.09 | 0.72 | — | ||||||||||||||||||||||||
12-31-15 | 16.67 | 0.09 | (0.54 | ) | (0.45 | ) | 0.10 | — | — | ||||||||||||||||||||||
12-31-14 | 15.99 | 0.11 | • | 0.63 | 0.74 | 0.06 | — | — |
Ratios to average net assets | Supplemental data | ||||||||||||||||||||||||||||||||||||||||||
Total distributions | Payment by affiliate | Net asset value, end of year or period | Total Return(1) | Expenses before reductions/additions(2)(3)(4) | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | Expenses net of all reductions/additions(2)(3)(4) | Net investment income (loss)(2)(3) | Net assets, end of year or period | Portfolio turnover rate | ||||||||||||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | (%) | (%) | (%) | (%) | (%) | ($000's) | (%) | |||||||||||||||||||||||||||||||||
VY® Baron Growth Portfolio (continued) | |||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 33.51 | 28.39 | 1.24 | 1.24 | 1.24 | (0.07 | ) | 538,085 | 1 | ||||||||||||||||||||||||||||||||
12-31-18 | 3.16 | — | 26.10 | (1.89 | ) | 1.24 | 1.24 | 1.24 | (0.08 | ) | 451,687 | 4 | |||||||||||||||||||||||||||||||
12-31-17 | 3.63 | — | 29.31 | 28.20 | 1.24 | 1.24 | 1.24 | (0.13 | ) | 512,397 | 3 | ||||||||||||||||||||||||||||||||
12-31-16 | 3.15 | — | 25.93 | 5.33 | 1.23 | 1.23 | 1.23 | (0.17 | ) | 478,020 | 4 | ||||||||||||||||||||||||||||||||
12-31-15 | 2.45 | — | 27.57 | (5.03 | ) | 1.24 | 1.24 | 1.24 | (0.29 | ) | 559,237 | 5 | |||||||||||||||||||||||||||||||
12-31-14 | 0.49 | — | 31.39 | 4.34 | 1.23 | 1.23 | 1.23 | 0.26 | 694,762 | 10 | |||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 31.91 | 28.31 | 1.39 | 1.39 | 1.39 | (0.20 | ) | 2,304 | 1 | ||||||||||||||||||||||||||||||||
12-31-18 | 3.16 | — | 24.87 | (2.05 | ) | 1.39 | 1.39 | 1.39 | (0.25 | ) | 1,625 | 4 | |||||||||||||||||||||||||||||||
12-31-17 | 3.51 | — | 28.10 | 28.02 | 1.39 | 1.39 | 1.39 | (0.32 | ) | 1,835 | 3 | ||||||||||||||||||||||||||||||||
12-31-16 | 3.15 | — | 24.92 | 5.17 | 1.42 | 1.38 | 1.38 | (0.38 | ) | 2,609 | 4 | ||||||||||||||||||||||||||||||||
12-31-15 | 2.41 | — | 26.65 | (5.17 | ) | 1.49 | 1.39 | 1.39 | (0.44 | ) | 5,696 | 5 | |||||||||||||||||||||||||||||||
12-31-14 | 0.51 | — | 30.43 | 4.17 | 1.48 | 1.38 | 1.38 | 0.05 | 6,874 | 10 | |||||||||||||||||||||||||||||||||
VY® Columbia Contrarian Core Portfolio | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 22.58 | 19.22 | 1.45 | 1.23 | 1.22 | 0.70 | 23,311 | 24 | |||||||||||||||||||||||||||||||||
12-31-18 | 2.63 | — | 18.94 | (9.23 | ) | 1.44 | 1.22 | 1.21 | 0.61 | 21,088 | 64 | ||||||||||||||||||||||||||||||||
12-31-17 | 1.56 | — | 23.40 | 21.32 | 1.44 | 1.21 | 1.20 | 0.58 | 29,515 | 45 | |||||||||||||||||||||||||||||||||
12-31-16 | 2.77 | — | 20.66 | 8.12 | 1.44 | 1.20 | 1.19 | 0.71 | 25,432 | 53 | |||||||||||||||||||||||||||||||||
12-31-15 | 2.97 | — | 21.73 | 2.75 | 1.44 | 1.18 | 1.17 | 0.51 | 22,738 | 65 | |||||||||||||||||||||||||||||||||
12-31-14 | 3.40 | — | 24.00 | 12.50 | 1.44 | 1.18 | 1.17 | 0.56 | 17,942 | 72 | |||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 23.91 | 19.49 | 0.95 | 0.73 | 0.72 | 1.19 | 7,758 | 24 | |||||||||||||||||||||||||||||||||
12-31-18 | 2.76 | — | 20.01 | (8.77 | ) | 0.94 | 0.72 | 0.71 | 1.11 | 7,982 | 64 | ||||||||||||||||||||||||||||||||
12-31-17 | 1.65 | — | 24.58 | 21.96 | 0.94 | 0.71 | 0.70 | 1.08 | 10,099 | 45 | |||||||||||||||||||||||||||||||||
12-31-16 | 2.87 | — | 21.61 | 8.64 | 0.94 | 0.70 | 0.69 | 1.21 | 10,629 | 53 | |||||||||||||||||||||||||||||||||
12-31-15 | 3.07 | — | 22.59 | 3.25 | 0.94 | 0.68 | 0.67 | 1.01 | 10,628 | 65 | |||||||||||||||||||||||||||||||||
12-31-14 | 3.48 | — | 24.82 | 13.09 | 0.94 | 0.68 | 0.67 | 1.07 | 11,751 | 72 | |||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 23.35 | 19.38 | 1.20 | 0.98 | 0.97 | 0.95 | 248,018 | 24 | |||||||||||||||||||||||||||||||||
12-31-18 | 2.69 | — | 19.56 | (8.99 | ) | 1.19 | 0.97 | 0.96 | 0.86 | 222,203 | 64 | ||||||||||||||||||||||||||||||||
12-31-17 | 1.59 | — | 24.08 | 21.58 | 1.19 | 0.96 | 0.95 | 0.83 | 285,025 | 45 | |||||||||||||||||||||||||||||||||
12-31-16 | 2.80 | — | 21.21 | 8.41 | 1.19 | 0.95 | 0.94 | 0.96 | 289,864 | 53 | |||||||||||||||||||||||||||||||||
12-31-15 | 3.00 | — | 22.21 | 2.98 | 1.19 | 0.93 | 0.92 | 0.76 | 304,352 | 65 | |||||||||||||||||||||||||||||||||
12-31-14 | 3.44 | — | 24.45 | 12.81 | 1.19 | 0.93 | 0.92 | 0.82 | 331,659 | 72 | |||||||||||||||||||||||||||||||||
VY® Columbia Small Cap Value II Portfolio | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 16.63 | 15.33 | 1.41 | 1.38 | 1.38 | 0.29 | 28,642 | 9 | |||||||||||||||||||||||||||||||||
12-31-18 | 2.09 | — | 14.42 | (17.96 | ) | 1.40 | 1.37 | 1.36 | 0.02 | 27,725 | 41 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.82 | — | 19.57 | 10.65 | 1.40 | 1.37 | 1.36 | 0.01 | 37,004 | 44 | |||||||||||||||||||||||||||||||||
12-31-16 | 0.73 | — | 18.50 | 23.41 | 1.39 | 1.36 | 1.34 | 0.10 | 36,304 | 61 | |||||||||||||||||||||||||||||||||
12-31-15 | 0.04 | — | 15.67 | (3.21 | ) | 1.39 | 1.36 | 1.35 | 0.00 | * | 27,978 | 53 | |||||||||||||||||||||||||||||||
12-31-14 | 0.04 | — | 16.23 | 4.12 | 1.39 | 1.36 | 1.35 | 0.18 | 30,927 | 52 | |||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 17.28 | 15.66 | 0.91 | 0.88 | 0.88 | 0.80 | 36,353 | 9 | |||||||||||||||||||||||||||||||||
12-31-18 | 2.20 | — | 14.94 | (17.53 | ) | 0.90 | 0.87 | 0.86 | 0.53 | 33,887 | 41 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.90 | — | 20.20 | 11.21 | 0.90 | 0.87 | 0.86 | 0.50 | 43,897 | 44 | |||||||||||||||||||||||||||||||||
12-31-16 | 0.81 | — | 19.05 | 24.00 | 0.89 | 0.86 | 0.84 | 0.59 | 49,625 | 61 | |||||||||||||||||||||||||||||||||
12-31-15 | 0.10 | — | 16.12 | (2.74 | ) | 0.89 | 0.86 | 0.85 | 0.50 | 42,845 | 53 | ||||||||||||||||||||||||||||||||
12-31-14 | 0.06 | — | 16.67 | 4.68 | 0.89 | 0.86 | 0.85 | 0.67 | 49,412 | 52 |
See Accompanying Notes to Financial Statements
28
FINANCIAL HIGHLIGHTS (CONTINUED)
Selected data for a share of beneficial interest outstanding throughout each year or period.
Income (loss) from investment operations | Less distributions | ||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||
VY® Columbia Small Cap Value II Portfolio (continued) | |||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||
06-30-19+ | 14.94 | 0.07 | • | 2.28 | 2.35 | — | — | — | |||||||||||||||||||||||
12-31-18 | 20.21 | 0.09 | (3.16 | ) | (3.07 | ) | 0.11 | 2.09 | — | ||||||||||||||||||||||
12-31-17 | 19.06 | 0.13 | • | 1.92 | 2.05 | 0.11 | 0.79 | — | |||||||||||||||||||||||
05-03-16(5)-12-31-16 | 16.28 | 0.19 | • | 3.40 | 3.59 | 0.09 | 0.72 | — | |||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||
06-30-19+ | 14.86 | 0.05 | • | 2.26 | 2.31 | — | — | — | |||||||||||||||||||||||
12-31-18 | 20.10 | 0.05 | (3.15 | ) | (3.10 | ) | 0.05 | 2.09 | — | ||||||||||||||||||||||
12-31-17 | 18.96 | 0.05 | • | 1.94 | 1.99 | 0.06 | 0.79 | — | |||||||||||||||||||||||
12-31-16 | 16.04 | 0.06 | 3.63 | 3.69 | 0.05 | 0.72 | — | ||||||||||||||||||||||||
12-31-15 | 16.58 | 0.05 | (0.54 | ) | (0.49 | ) | 0.05 | — | — | ||||||||||||||||||||||
12-31-14 | 15.92 | 0.06 | 0.63 | 0.69 | 0.03 | — | — | ||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||
06-30-19+ | 14.40 | 0.03 | • | 2.19 | 2.22 | — | — | — | |||||||||||||||||||||||
12-31-18 | 19.52 | 0.02 | (3.05 | ) | (3.03 | ) | — | 2.09 | — | ||||||||||||||||||||||
12-31-17 | 18.44 | 0.01 | • | 1.90 | 1.91 | 0.04 | 0.79 | — | |||||||||||||||||||||||
12-31-16 | 15.62 | 0.03 | 3.54 | 3.57 | 0.03 | 0.72 | — | ||||||||||||||||||||||||
12-31-15 | 16.20 | 0.02 | • | (0.53 | ) | (0.51 | ) | 0.07 | — | — | |||||||||||||||||||||
12-31-14 | 15.59 | 0.05 | • | 0.61 | 0.66 | 0.05 | — | — | |||||||||||||||||||||||
VY® Invesco Comstock Portfolio | |||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||
06-30-19+ | 17.39 | 0.16 | • | 2.42 | 2.58 | — | — | — | |||||||||||||||||||||||
12-31-18 | 20.14 | 0.24 | • | (2.77 | ) | (2.53 | ) | 0.22 | — | — | |||||||||||||||||||||
12-31-17 | 17.33 | 0.19 | 2.80 | 2.99 | 0.18 | — | — | ||||||||||||||||||||||||
12-31-16 | 15.07 | 0.28 | 2.35 | 2.63 | 0.37 | — | — | ||||||||||||||||||||||||
12-31-15 | 16.42 | 0.17 | • | (1.18 | ) | (1.01 | ) | 0.34 | — | — | |||||||||||||||||||||
12-31-14 | 15.34 | 0.19 | 1.17 | 1.36 | 0.28 | — | — | ||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||
06-30-19+ | 17.52 | 0.21 | • | 2.44 | 2.65 | — | — | — | |||||||||||||||||||||||
12-31-18 | 20.32 | 0.33 | (2.80 | ) | (2.47 | ) | 0.33 | — | — | ||||||||||||||||||||||
12-31-17 | 17.47 | 0.28 | • | 2.85 | 3.13 | 0.28 | — | — | |||||||||||||||||||||||
12-31-16 | 15.18 | 0.34 | • | 2.41 | 2.75 | 0.46 | — | — | |||||||||||||||||||||||
12-31-15 | 16.55 | 0.26 | • | (1.20 | ) | (0.94 | ) | 0.43 | — | — | |||||||||||||||||||||
12-31-14 | 15.45 | 0.28 | 1.17 | 1.45 | 0.35 | — | — | ||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||
06-30-19+ | 17.51 | 0.19 | • | 2.44 | 2.63 | — | — | — | |||||||||||||||||||||||
12-31-18 | 20.30 | 0.29 | • | (2.81 | ) | (2.52 | ) | 0.27 | — | — | |||||||||||||||||||||
12-31-17 | 17.45 | 0.23 | • | 2.85 | 3.08 | 0.23 | — | — | |||||||||||||||||||||||
12-31-16 | 15.17 | 0.30 | • | 2.39 | 2.69 | 0.41 | — | — | |||||||||||||||||||||||
12-31-15 | 16.53 | 0.22 | • | (1.20 | ) | (0.98 | ) | 0.38 | — | — | |||||||||||||||||||||
12-31-14 | 15.43 | 0.24 | 1.17 | 1.41 | 0.31 | — | — | ||||||||||||||||||||||||
VY® Invesco Equity and Income Portfolio | |||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||
06-30-19+ | 38.95 | 0.34 | • | 4.62 | 4.96 | — | — | — | |||||||||||||||||||||||
12-31-18 | 46.81 | 0.64 | • | (4.95 | ) | (4.31 | ) | 0.66 | 2.89 | — | |||||||||||||||||||||
12-31-17 | 44.06 | 0.65 | 3.84 | 4.49 | 0.61 | 1.13 | — | ||||||||||||||||||||||||
12-31-16 | 40.80 | 0.53 | 5.28 | 5.81 | 0.68 | 1.87 | — | ||||||||||||||||||||||||
12-31-15 | 46.25 | 0.46 | (1.47 | ) | (1.01 | ) | 0.79 | 3.65 | — | ||||||||||||||||||||||
12-31-14 | 44.34 | 0.61 | • | 3.09 | 3.70 | 0.55 | 1.24 | — |
Ratios to average net assets | Supplemental data | ||||||||||||||||||||||||||||||||||||||||||
Total distributions | Payment by affiliate | Net asset value, end of year or period | Total Return(1) | Expenses before reductions/additions(2)(3)(4) | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | Expenses net of all reductions/additions(2)(3)(4) | Net investment income (loss)(2)(3) | Net assets, end of year or period | Portfolio turnover rate | ||||||||||||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | (%) | (%) | (%) | (%) | (%) | ($000's) | (%) | |||||||||||||||||||||||||||||||||
VY® Columbia Small Cap Value II Portfolio (continued) | |||||||||||||||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 17.29 | 15.73 | 0.91 | 0.88 | 0.88 | 0.79 | 5,710 | 9 | |||||||||||||||||||||||||||||||||
12-31-18 | 2.20 | — | 14.94 | (17.57 | ) | 0.90 | 0.87 | 0.86 | 0.56 | 5,349 | 41 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.90 | — | 20.21 | 11.20 | 0.90 | 0.87 | 0.86 | 0.69 | 4,389 | 44 | |||||||||||||||||||||||||||||||||
05-03-16(5)-12-31-16 | 0.81 | — | 19.06 | 22.85 | 0.89 | 0.86 | 0.84 | 1.57 | 402 | 61 | |||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 17.17 | 15.55 | 1.16 | 1.13 | 1.13 | 0.55 | 95,329 | 9 | |||||||||||||||||||||||||||||||||
12-31-18 | 2.14 | — | 14.86 | (17.76 | ) | 1.15 | 1.12 | 1.11 | 0.26 | 89,274 | 41 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.85 | — | 20.10 | 10.92 | 1.15 | 1.12 | 1.11 | 0.25 | 124,984 | 44 | |||||||||||||||||||||||||||||||||
12-31-16 | 0.77 | — | 18.96 | 23.70 | 1.14 | 1.11 | 1.09 | 0.33 | 145,816 | 61 | |||||||||||||||||||||||||||||||||
12-31-15 | 0.05 | — | 16.04 | (2.95 | ) | 1.14 | 1.11 | 1.10 | 0.24 | 135,313 | 53 | ||||||||||||||||||||||||||||||||
12-31-14 | 0.03 | — | 16.58 | 4.33 | 1.14 | 1.11 | 1.10 | 0.36 | 160,726 | 52 | |||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 16.62 | 15.42 | 1.31 | 1.28 | 1.28 | 0.40 | 2,720 | 9 | |||||||||||||||||||||||||||||||||
12-31-18 | 2.09 | — | 14.40 | (17.87 | ) | 1.30 | 1.27 | 1.26 | 0.11 | 2,431 | 41 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.83 | — | 19.52 | 10.77 | 1.30 | 1.27 | 1.26 | 0.06 | 3,431 | 44 | |||||||||||||||||||||||||||||||||
12-31-16 | 0.75 | — | 18.44 | 23.57 | 1.32 | 1.26 | 1.24 | 0.18 | 5,849 | 61 | |||||||||||||||||||||||||||||||||
12-31-15 | 0.07 | — | 15.62 | (3.19 | ) | 1.39 | 1.26 | 1.25 | 0.12 | 4,834 | 53 | ||||||||||||||||||||||||||||||||
12-31-14 | 0.05 | — | 16.20 | 4.28 | 1.39 | 1.26 | 1.25 | 0.30 | 3,967 | 52 | |||||||||||||||||||||||||||||||||
VY® Invesco Comstock Portfolio | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 19.97 | 14.84 | 1.25 | 1.23 | 1.23 | 1.69 | 30,237 | 15 | |||||||||||||||||||||||||||||||||
12-31-18 | 0.22 | — | 17.39 | (12.56 | ) | 1.25 | 1.23 | 1.23 | 1.16 | 28,006 | 29 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.18 | — | 20.14 | 17.31 | 1.25 | 1.23 | 1.23 | 1.00 | 36,178 | 14 | |||||||||||||||||||||||||||||||||
12-31-16 | 0.37 | — | 17.33 | 17.51 | 1.25 | 1.23 | 1.23 | 1.66 | 34,490 | 18 | |||||||||||||||||||||||||||||||||
12-31-15 | 0.34 | — | 15.07 | (6.19 | ) | 1.24 | 1.22 | 1.22 | 1.08 | 34,395 | 24 | ||||||||||||||||||||||||||||||||
12-31-14 | 0.28 | — | 16.42 | 8.82 | 1.24 | 1.22 | 1.22 | 1.20 | 41,258 | 26 | |||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 20.17 | 15.13 | 0.75 | 0.73 | 0.73 | 2.15 | 193,386 | 15 | |||||||||||||||||||||||||||||||||
12-31-18 | 0.33 | — | 17.52 | (12.16 | ) | 0.75 | 0.73 | 0.73 | 1.72 | 219,086 | 29 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.28 | — | 20.32 | 17.95 | 0.75 | 0.73 | 0.73 | 1.50 | 188,040 | 14 | |||||||||||||||||||||||||||||||||
12-31-16 | 0.46 | — | 17.47 | 18.13 | 0.75 | 0.73 | 0.73 | 2.16 | 194,504 | 18 | |||||||||||||||||||||||||||||||||
12-31-15 | 0.43 | — | 15.18 | (5.76 | ) | 0.74 | 0.72 | 0.72 | 1.62 | 198,367 | 24 | ||||||||||||||||||||||||||||||||
12-31-14 | 0.35 | — | 16.55 | 9.39 | 0.74 | 0.72 | 0.72 | 1.70 | 143,633 | 26 | |||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 20.14 | 15.02 | 1.00 | 0.98 | 0.98 | 1.94 | 234,403 | 15 | |||||||||||||||||||||||||||||||||
12-31-18 | 0.27 | — | 17.51 | (12.39 | ) | 1.00 | 0.98 | 0.98 | 1.41 | 215,609 | 29 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.23 | — | 20.30 | 17.68 | 1.00 | 0.98 | 0.98 | 1.25 | 274,498 | 14 | |||||||||||||||||||||||||||||||||
12-31-16 | 0.41 | — | 17.45 | 17.79 | 1.00 | 0.98 | 0.98 | 1.91 | 291,208 | 18 | |||||||||||||||||||||||||||||||||
12-31-15 | 0.38 | — | 15.17 | (5.97 | ) | 0.99 | 0.97 | 0.97 | 1.33 | 302,784 | 24 | ||||||||||||||||||||||||||||||||
12-31-14 | 0.31 | — | 16.53 | 9.13 | 0.99 | 0.97 | 0.97 | 1.44 | 383,997 | 26 | |||||||||||||||||||||||||||||||||
VY® Invesco Equity and Income Portfolio | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 43.91 | 12.73 | 1.18 | 1.14 | 1.14 | 1.60 | 44,629 | 64 | |||||||||||||||||||||||||||||||||
12-31-18 | 3.55 | — | 38.95 | (9.90 | ) | 1.17 | 1.14 | 1.14 | 1.40 | 43,200 | 161 | ||||||||||||||||||||||||||||||||
12-31-17 | 1.74 | — | 46.81 | 10.32 | 1.17 | 1.14 | 1.14 | 1.43 | 54,583 | 134 | |||||||||||||||||||||||||||||||||
12-31-16 | 2.55 | — | 44.06 | 14.69 | 1.17 | 1.14 | 1.14 | 1.24 | 49,628 | 134 | |||||||||||||||||||||||||||||||||
12-31-15 | 4.44 | — | 40.80 | (2.55 | ) | 1.16 | 1.14 | 1.14 | 1.04 | 49,572 | 140 | ||||||||||||||||||||||||||||||||
12-31-14 | 1.79 | — | 46.25 | 8.43 | 1.16 | 1.14 | 1.14 | 1.34 | 52,407 | 157 |
See Accompanying Notes to Financial Statements
29
FINANCIAL HIGHLIGHTS (CONTINUED)
Selected data for a share of beneficial interest outstanding throughout each year or period.
Income (loss) from investment operations | Less distributions | ||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||
VY® Invesco Equity and Income Portfolio (continued) | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||
06-30-19+ | 39.54 | 0.45 | • | 4.70 | 5.15 | — | — | — | |||||||||||||||||||||||
12-31-18 | 47.51 | 0.88 | • | (5.06 | ) | (4.18 | ) | 0.90 | 2.89 | — | |||||||||||||||||||||
12-31-17 | 44.86 | 0.89 | • | 3.93 | 4.82 | 1.04 | 1.13 | — | |||||||||||||||||||||||
12-31-16 | 41.47 | 0.74 | • | 5.41 | 6.15 | 0.89 | 1.87 | — | |||||||||||||||||||||||
12-31-15 | 46.93 | 0.70 | • | (1.50 | ) | (0.80 | ) | 1.01 | 3.65 | — | |||||||||||||||||||||
12-31-14 | 44.92 | 0.87 | • | 3.11 | 3.98 | 0.73 | 1.24 | — | |||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||
06-30-19+ | 39.30 | 0.39 | • | 4.67 | 5.06 | — | — | — | |||||||||||||||||||||||
12-31-18 | 47.22 | 0.76 | • | (5.01 | ) | (4.25 | ) | 0.78 | 2.89 | — | |||||||||||||||||||||
12-31-17 | 44.48 | 0.77 | • | 3.89 | 4.66 | 0.79 | 1.13 | — | |||||||||||||||||||||||
12-31-16 | 41.14 | 0.62 | • | 5.37 | 5.99 | 0.78 | 1.87 | — | |||||||||||||||||||||||
12-31-15 | 46.59 | 0.58 | • | (1.49 | ) | (0.91 | ) | 0.89 | 3.65 | — | |||||||||||||||||||||
12-31-14 | 44.65 | 0.64 | • | 3.20 | 3.84 | 0.66 | 1.24 | — | |||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||
06-30-19+ | 38.75 | 0.36 | • | 4.60 | 4.96 | — | — | — | |||||||||||||||||||||||
12-31-18 | 46.59 | 0.69 | • | (4.93 | ) | (4.24 | ) | 0.71 | 2.89 | — | |||||||||||||||||||||
12-31-17 | 43.85 | 0.70 | • | 3.83 | 4.53 | 0.66 | 1.13 | — | |||||||||||||||||||||||
12-31-16 | 40.60 | 0.56 | • | 5.28 | 5.84 | 0.72 | 1.87 | — | |||||||||||||||||||||||
12-31-15 | 46.03 | 0.51 | • | (1.46 | ) | (0.95 | ) | 0.83 | 3.65 | — | |||||||||||||||||||||
12-31-14 | 44.13 | 0.43 | • | 3.29 | 3.72 | 0.58 | 1.24 | — | |||||||||||||||||||||||
VY® Invesco Oppenheimer Global Portfolio | |||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||
06-30-19+ | 17.06 | 0.08 | • | 3.54 | 3.62 | — | — | — | |||||||||||||||||||||||
12-31-18 | 21.42 | 0.04 | (2.66 | ) | (2.62 | ) | 0.25 | 1.49 | — | ||||||||||||||||||||||
12-31-17 | 15.90 | 0.04 | 5.64 | 5.68 | 0.13 | 0.03 | — | ||||||||||||||||||||||||
12-31-16 | 17.30 | 0.09 | • | (0.17 | ) | (0.08 | ) | 0.12 | 1.20 | — | |||||||||||||||||||||
12-31-15 | 18.21 | 0.08 | 0.69 | 0.77 | 0.19 | 1.49 | — | ||||||||||||||||||||||||
12-31-14 | 18.28 | 0.15 | 0.19 | 0.34 | 0.15 | 0.26 | — | ||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||
06-30-19+ | 17.86 | 0.13 | • | 3.71 | 3.84 | — | — | — | |||||||||||||||||||||||
12-31-18 | 22.33 | 0.16 | • | (2.80 | ) | (2.64 | ) | 0.34 | 1.49 | — | |||||||||||||||||||||
12-31-17 | 16.56 | 0.15 | 5.87 | 6.02 | 0.22 | 0.03 | — | ||||||||||||||||||||||||
12-31-16 | 17.97 | 0.20 | (0.20 | ) | 0.00 | * | 0.21 | 1.20 | — | ||||||||||||||||||||||
12-31-15 | 18.84 | 0.20 | • | 0.71 | 0.91 | 0.29 | 1.49 | — | |||||||||||||||||||||||
12-31-14 | 18.89 | 0.25 | • | 0.19 | 0.44 | 0.23 | 0.26 | — | |||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||
06-30-19+ | 17.17 | 0.10 | • | 3.57 | 3.67 | — | — | — | |||||||||||||||||||||||
12-31-18 | 21.53 | 0.10 | • | (2.68 | ) | (2.58 | ) | 0.29 | 1.49 | — | |||||||||||||||||||||
12-31-17 | 15.98 | 0.08 | 5.67 | 5.75 | 0.17 | 0.03 | — | ||||||||||||||||||||||||
12-31-16 | 17.38 | 0.13 | • | (0.17 | ) | (0.04 | ) | 0.16 | 1.20 | — | |||||||||||||||||||||
12-31-15 | 18.28 | 0.15 | • | 0.68 | 0.83 | 0.24 | 1.49 | — | |||||||||||||||||||||||
12-31-14 | 18.34 | 0.20 | • | 0.18 | 0.38 | 0.18 | 0.26 | — | |||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||
06-30-19+ | 16.67 | 0.09 | • | 3.46 | 3.55 | — | — | — | |||||||||||||||||||||||
12-31-18 | 20.97 | 0.06 | • | (2.60 | ) | (2.54 | ) | 0.27 | 1.49 | — | |||||||||||||||||||||
12-31-17 | 15.58 | 0.05 | 5.53 | 5.58 | 0.16 | 0.03 | — | ||||||||||||||||||||||||
12-31-16 | 16.97 | 0.10 | • | (0.17 | ) | (0.07 | ) | 0.12 | 1.20 | — | |||||||||||||||||||||
12-31-15 | 17.88 | 0.11 | • | 0.69 | 0.80 | 0.22 | 1.49 | — | |||||||||||||||||||||||
12-31-14 | 17.98 | 0.16 | • | 0.18 | 0.34 | 0.18 | 0.26 | — |
Ratios to average net assets | Supplemental data | ||||||||||||||||||||||||||||||||||||||||||
Total distributions | Payment by affiliate | Net asset value, end of year or period | Total Return(1) | Expenses before reductions/additions(2)(3)(4) | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | Expenses net of all reductions/additions(2)(3)(4) | Net investment income (loss)(2)(3) | Net assets, end of year or period | Portfolio turnover rate | ||||||||||||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | (%) | (%) | (%) | (%) | (%) | ($000's) | (%) | |||||||||||||||||||||||||||||||||
VY® Invesco Equity and Income Portfolio (continued) | |||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 44.69 | 13.02 | 0.68 | 0.64 | 0.64 | 2.09 | 484,542 | 64 | |||||||||||||||||||||||||||||||||
12-31-18 | 3.79 | — | 39.54 | (9.46 | ) | 0.67 | 0.64 | 0.64 | 1.90 | 468,289 | 161 | ||||||||||||||||||||||||||||||||
12-31-17 | 2.17 | — | 47.51 | 10.90 | 0.67 | 0.64 | 0.64 | 1.92 | 594,834 | 134 | |||||||||||||||||||||||||||||||||
12-31-16 | 2.76 | — | 44.86 | 15.28 | 0.67 | 0.64 | 0.64 | 1.74 | 594,456 | 134 | |||||||||||||||||||||||||||||||||
12-31-15 | 4.66 | — | 41.47 | (2.06 | ) | 0.66 | 0.64 | 0.64 | 1.53 | 600,309 | 140 | ||||||||||||||||||||||||||||||||
12-31-14 | 1.97 | — | 46.93 | 8.96 | 0.66 | 0.64 | 0.64 | 1.87 | 694,569 | 157 | |||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 44.36 | 12.88 | 0.93 | 0.89 | 0.89 | 1.85 | 486,573 | 64 | |||||||||||||||||||||||||||||||||
12-31-18 | 3.67 | — | 39.30 | (9.67 | ) | 0.92 | 0.89 | 0.89 | 1.65 | 463,989 | 161 | ||||||||||||||||||||||||||||||||
12-31-17 | 1.92 | — | 47.22 | 10.62 | 0.92 | 0.89 | 0.89 | 1.67 | 606,503 | 134 | |||||||||||||||||||||||||||||||||
12-31-16 | 2.65 | — | 44.48 | 15.00 | 0.92 | 0.89 | 0.89 | 1.49 | 682,465 | 134 | |||||||||||||||||||||||||||||||||
12-31-15 | 4.54 | — | 41.14 | (2.31 | ) | 0.91 | 0.89 | 0.89 | 1.28 | 720,086 | 140 | ||||||||||||||||||||||||||||||||
12-31-14 | 1.90 | — | 46.59 | 8.69 | 0.91 | 0.89 | 0.89 | 1.39 | 889,726 | 157 | |||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 43.71 | 12.80 | 1.08 | 1.02 | 1.02 | 1.72 | 337,613 | 64 | |||||||||||||||||||||||||||||||||
12-31-18 | 3.60 | — | 38.75 | (9.79 | ) | 1.07 | 1.02 | 1.02 | 1.52 | 321,618 | 161 | ||||||||||||||||||||||||||||||||
12-31-17 | 1.79 | — | 46.59 | 10.48 | 1.07 | 1.02 | 1.02 | 1.54 | 420,527 | 134 | |||||||||||||||||||||||||||||||||
12-31-16 | 2.59 | — | 43.85 | 14.84 | 1.10 | 1.02 | 1.02 | 1.36 | 446,998 | 134 | |||||||||||||||||||||||||||||||||
12-31-15 | 4.48 | — | 40.60 | (2.44 | ) | 1.16 | 1.02 | 1.02 | 1.15 | 443,119 | 140 | ||||||||||||||||||||||||||||||||
12-31-14 | 1.82 | — | 46.03 | 8.54 | 1.16 | 1.02 | 1.02 | 0.95 | 522,608 | 157 | |||||||||||||||||||||||||||||||||
VY® Invesco Oppenheimer Global Portfolio | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 20.68 | 21.22 | 1.26 | 1.26 | 1.26 | 0.83 | 117,239 | 4 | |||||||||||||||||||||||||||||||||
12-31-18 | 1.74 | — | 17.06 | (13.62 | ) | 1.25 | 1.25 | 1.25 | 0.22 | 101,759 | 17 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.16 | — | 21.42 | 35.82 | 1.25 | 1.25 | 1.25 | 0.17 | 120,344 | 9 | |||||||||||||||||||||||||||||||||
12-31-16 | 1.32 | — | 15.90 | (0.29 | ) | 1.25 | 1.25 | 1.25 | 0.58 | 90,660 | 6 | ||||||||||||||||||||||||||||||||
12-31-15 | 1.68 | — | 17.30 | 3.56 | 1.25 | 1.25 | 1.25 | 0.51 | 110,372 | 12 | |||||||||||||||||||||||||||||||||
12-31-14 | 0.41 | — | 18.21 | 1.86 | 1.25 | 1.25 | 1.25 | 0.81 | 101,077 | 12 | |||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 21.70 | 21.50 | 0.76 | 0.76 | 0.76 | 1.32 | 1,199,436 | 4 | |||||||||||||||||||||||||||||||||
12-31-18 | 1.83 | — | 17.86 | (13.19 | ) | 0.75 | 0.75 | 0.75 | 0.72 | 1,061,448 | 17 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.25 | — | 22.33 | 36.49 | 0.75 | 0.75 | 0.75 | 0.68 | 1,384,452 | 9 | |||||||||||||||||||||||||||||||||
12-31-16 | 1.41 | — | 16.56 | 0.22 | 0.75 | 0.75 | 0.75 | 1.07 | 1,091,478 | 6 | |||||||||||||||||||||||||||||||||
12-31-15 | 1.78 | — | 17.97 | 4.13 | 0.75 | 0.75 | 0.75 | 1.04 | 1,254,238 | 12 | |||||||||||||||||||||||||||||||||
12-31-14 | 0.49 | — | 18.84 | 2.32 | 0.75 | 0.75 | 0.75 | 1.32 | 1,320,671 | 12 | |||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 20.84 | 21.37 | 1.01 | 1.01 | 1.01 | 1.07 | 186,052 | 4 | |||||||||||||||||||||||||||||||||
12-31-18 | 1.78 | — | 17.17 | (13.39 | ) | 1.00 | 1.00 | 1.00 | 0.49 | 167,520 | 17 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.20 | — | 21.53 | 36.13 | 1.00 | 1.00 | 1.00 | 0.41 | 238,436 | 9 | |||||||||||||||||||||||||||||||||
12-31-16 | 1.36 | — | 15.98 | (0.04 | ) | 1.00 | 1.00 | 1.00 | 0.82 | 174,417 | 6 | ||||||||||||||||||||||||||||||||
12-31-15 | 1.73 | — | 17.38 | 3.84 | 1.00 | 1.00 | 1.00 | 0.77 | 231,621 | 12 | |||||||||||||||||||||||||||||||||
12-31-14 | 0.44 | — | 18.28 | 2.09 | 1.00 | 1.00 | 1.00 | 1.08 | 215,383 | 12 | |||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 20.22 | 21.30 | 1.16 | 1.16 | 1.16 | 0.93 | 4,768 | 4 | |||||||||||||||||||||||||||||||||
12-31-18 | 1.76 | — | 16.67 | (13.56 | ) | 1.15 | 1.15 | 1.15 | 0.30 | 3,963 | 17 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.19 | — | 20.97 | 35.92 | 1.15 | 1.15 | 1.15 | 0.27 | 4,030 | 9 | |||||||||||||||||||||||||||||||||
12-31-16 | 1.32 | — | 15.58 | (0.20 | ) | 1.18 | 1.15 | 1.15 | 0.66 | 3,415 | 6 | ||||||||||||||||||||||||||||||||
12-31-15 | 1.71 | — | 16.97 | 3.74 | 1.25 | 1.15 | 1.15 | 0.61 | 4,371 | 12 | |||||||||||||||||||||||||||||||||
12-31-14 | 0.44 | — | 17.88 | 1.91 | 1.25 | 1.15 | 1.15 | 0.91 | 4,827 | 12 |
See Accompanying Notes to Financial Statements
30
FINANCIAL HIGHLIGHTS (CONTINUED)
Selected data for a share of beneficial interest outstanding throughout each year or period.
Income (loss) from investment operations | Less distributions | ||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||
VY® JPMorgan Mid Cap Value Portfolio | |||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||
06-30-19+ | 15.74 | 0.06 | • | 2.76 | 2.82 | — | — | — | |||||||||||||||||||||||
12-31-18 | 19.78 | 0.15 | (2.35 | ) | (2.20 | ) | 0.16 | 1.68 | — | ||||||||||||||||||||||
12-31-17 | 19.31 | 0.07 | 2.41 | 2.48 | 0.07 | 1.94 | — | ||||||||||||||||||||||||
12-31-16 | 18.66 | 0.08 | 2.50 | 2.58 | 0.08 | 1.85 | — | ||||||||||||||||||||||||
12-31-15 | 22.47 | 0.06 | (0.63 | ) | (0.57 | ) | 0.08 | 3.16 | — | ||||||||||||||||||||||
12-31-14 | 20.96 | 0.11 | 2.84 | 2.95 | 0.14 | 1.30 | — | ||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||
06-30-19+ | 16.18 | 0.11 | • | 2.84 | 2.95 | — | — | — | |||||||||||||||||||||||
12-31-18 | 20.30 | 0.25 | • | (2.43 | ) | (2.18 | ) | 0.26 | 1.68 | — | |||||||||||||||||||||
12-31-17 | 19.75 | 0.18 | • | 2.48 | 2.66 | 0.17 | 1.94 | — | |||||||||||||||||||||||
12-31-16 | 19.04 | 0.18 | 2.56 | 2.74 | 0.18 | 1.85 | — | ||||||||||||||||||||||||
12-31-15 | 22.85 | 0.17 | (0.64 | ) | (0.47 | ) | 0.18 | 3.16 | — | ||||||||||||||||||||||
12-31-14 | 21.27 | 0.23 | 2.89 | 3.12 | 0.24 | 1.30 | — | ||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||
06-30-19+ | 16.01 | 0.09 | • | 2.81 | 2.90 | — | — | — | |||||||||||||||||||||||
12-31-18 | 20.10 | 0.20 | • | (2.40 | ) | (2.20 | ) | 0.21 | 1.68 | — | |||||||||||||||||||||
12-31-17 | 19.58 | 0.12 | • | 2.46 | 2.58 | 0.12 | 1.94 | — | |||||||||||||||||||||||
12-31-16 | 18.89 | 0.13 | 2.54 | 2.67 | 0.13 | 1.85 | — | ||||||||||||||||||||||||
12-31-15 | 22.70 | 0.12 | (0.65 | ) | (0.53 | ) | 0.12 | 3.16 | — | ||||||||||||||||||||||
12-31-14 | 21.14 | 0.18 | 2.86 | 3.04 | 0.18 | 1.30 | — | ||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||
06-30-19+ | 15.69 | 0.07 | • | 2.76 | 2.83 | — | — | — | |||||||||||||||||||||||
12-31-18 | 19.72 | 0.16 | • | (2.33 | ) | (2.17 | ) | 0.18 | 1.68 | — | |||||||||||||||||||||
12-31-17 | 19.25 | 0.09 | • | 2.41 | 2.50 | 0.09 | 1.94 | — | |||||||||||||||||||||||
12-31-16 | 18.60 | 0.10 | 2.50 | 2.60 | 0.10 | 1.85 | — | ||||||||||||||||||||||||
12-31-15 | 22.40 | 0.08 | • | (0.63 | ) | (0.55 | ) | 0.09 | 3.16 | — | |||||||||||||||||||||
12-31-14 | 20.89 | 0.13 | 2.84 | 2.97 | 0.16 | 1.30 | — | ||||||||||||||||||||||||
VY® Pioneer High Yield Portfolio | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||
06-30-19+ | 11.04 | 0.27 | • | 0.75 | 1.02 | 0.28 | — | — | |||||||||||||||||||||||
12-31-18 | 11.95 | 0.59 | (0.89 | ) | (0.30 | ) | 0.61 | — | — | ||||||||||||||||||||||
12-31-17 | 11.69 | 0.57 | • | 0.28 | 0.85 | 0.59 | — | — | |||||||||||||||||||||||
12-31-16 | 10.77 | 0.56 | 0.94 | 1.50 | 0.58 | — | — | ||||||||||||||||||||||||
12-31-15 | 11.87 | 0.59 | • | (1.10 | ) | (0.51 | ) | 0.59 | — | — | |||||||||||||||||||||
12-31-14 | 12.41 | 0.58 | (0.53 | ) | 0.05 | 0.59 | — | — | |||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||
06-30-19+ | 11.03 | 0.26 | • | 0.75 | 1.01 | 0.27 | — | — | |||||||||||||||||||||||
12-31-18 | 11.94 | 0.56 | • | (0.89 | ) | (0.33 | ) | 0.58 | — | — | |||||||||||||||||||||
12-31-17 | 11.67 | 0.54 | • | 0.29 | 0.83 | 0.56 | — | — | |||||||||||||||||||||||
12-31-16 | 10.76 | 0.52 | 0.94 | 1.46 | 0.55 | — | — | ||||||||||||||||||||||||
12-31-15 | 11.86 | 0.56 | • | (1.10 | ) | (0.54 | ) | 0.56 | — | — | |||||||||||||||||||||
12-31-14 | 12.39 | 0.56 | • | (0.53 | ) | 0.03 | 0.56 | — | — | ||||||||||||||||||||||
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio | |||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||
06-30-19+ | 9.08 | (0.02 | )• | 2.51 | 2.49 | — | — | — | |||||||||||||||||||||||
12-31-18 | 10.50 | (0.02 | ) | (0.24 | ) | (0.26 | ) | — | 1.16 | — | |||||||||||||||||||||
12-31-17 | 9.19 | (0.03 | ) | 2.17 | 2.14 | 0.03 | 0.80 | — | |||||||||||||||||||||||
12-31-16 | 9.83 | (0.01 | )• | 0.68 | 0.67 | 0.00 | * | 1.31 | — | ||||||||||||||||||||||
12-31-15 | 11.43 | (0.04 | ) | 0.31 | 0.27 | — | 1.87 | — | |||||||||||||||||||||||
12-31-14 | 11.08 | (0.03 | ) | 1.21 | 1.18 | 0.00 | * | 0.83 | — |
Ratios to average net assets | Supplemental data | ||||||||||||||||||||||||||||||||||||||||||
Total distributions | Payment by affiliate | Net asset value, end of year or period | Total Return(1) | Expenses before reductions/additions(2)(3)(4) | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | Expenses net of all reductions/additions(2)(3)(4) | Net investment income (loss)(2)(3) | Net assets, end of year or period | Portfolio turnover rate | ||||||||||||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | (%) | (%) | (%) | (%) | (%) | ($000's) | (%) | |||||||||||||||||||||||||||||||||
VY® JPMorgan Mid Cap Value Portfolio | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 18.56 | 17.92 | 1.39 | 1.39 | 1.39 | 0.70 | 89,126 | 4 | |||||||||||||||||||||||||||||||||
12-31-18 | 1.84 | — | 15.74 | (12.37 | ) | 1.38 | 1.38 | 1.38 | 0.79 | 80,243 | 12 | ||||||||||||||||||||||||||||||||
12-31-17 | 2.01 | — | 19.78 | 13.41 | 1.37 | 1.37 | 1.37 | 0.37 | 99,801 | 10 | |||||||||||||||||||||||||||||||||
12-31-16 | 1.93 | — | 19.31 | 14.42 | 1.37 | 1.37 | 1.37 | 0.42 | 98,003 | 19 | |||||||||||||||||||||||||||||||||
12-31-15 | 3.24 | — | 18.66 | (3.27 | ) | 1.36 | 1.36 | 1.36 | 0.31 | 90,818 | 14 | ||||||||||||||||||||||||||||||||
12-31-14 | 1.44 | — | 22.47 | 14.66 | 1.36 | 1.36 | 1.36 | 0.54 | 91,446 | 22 | |||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 19.13 | 18.23 | 0.89 | 0.89 | 0.89 | 1.19 | 153,041 | 4 | |||||||||||||||||||||||||||||||||
12-31-18 | 1.94 | — | 16.18 | (11.96 | ) | 0.88 | 0.88 | 0.88 | 1.28 | 144,880 | 12 | ||||||||||||||||||||||||||||||||
12-31-17 | 2.11 | — | 20.30 | 14.04 | 0.87 | 0.87 | 0.87 | 0.87 | 210,989 | 10 | |||||||||||||||||||||||||||||||||
12-31-16 | 2.03 | — | 19.75 | 14.94 | 0.87 | 0.87 | 0.87 | 0.92 | 215,892 | 19 | |||||||||||||||||||||||||||||||||
12-31-15 | 3.34 | — | 19.04 | (2.77 | ) | 0.86 | 0.86 | 0.86 | 0.80 | 227,935 | 14 | ||||||||||||||||||||||||||||||||
12-31-14 | 1.54 | — | 22.85 | 15.27 | 0.86 | 0.86 | 0.86 | 1.02 | 272,496 | 22 | |||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 18.91 | 18.11 | 1.14 | 1.14 | 1.14 | 0.95 | 202,599 | 4 | |||||||||||||||||||||||||||||||||
12-31-18 | 1.89 | — | 16.01 | (12.19 | ) | 1.13 | 1.13 | 1.13 | 1.03 | 187,165 | 12 | ||||||||||||||||||||||||||||||||
12-31-17 | 2.06 | — | 20.10 | 13.72 | 1.12 | 1.12 | 1.12 | 0.61 | 256,845 | 10 | |||||||||||||||||||||||||||||||||
12-31-16 | 1.98 | — | 19.58 | 14.69 | 1.12 | 1.12 | 1.12 | 0.67 | 291,725 | 19 | |||||||||||||||||||||||||||||||||
12-31-15 | 3.28 | — | 18.89 | (3.04 | ) | 1.11 | 1.11 | 1.11 | 0.55 | 298,607 | 14 | ||||||||||||||||||||||||||||||||
12-31-14 | 1.48 | — | 22.70 | 14.99 | 1.11 | 1.11 | 1.11 | 0.75 | 352,277 | 22 | |||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 18.52 | 18.04 | 1.29 | 1.29 | 1.29 | 0.79 | 1,879 | 4 | |||||||||||||||||||||||||||||||||
12-31-18 | 1.86 | — | 15.69 | (12.30 | ) | 1.28 | 1.28 | 1.28 | 0.86 | 2,116 | 12 | ||||||||||||||||||||||||||||||||
12-31-17 | 2.03 | — | 19.72 | 13.52 | 1.27 | 1.27 | 1.27 | 0.45 | 3,382 | 10 | |||||||||||||||||||||||||||||||||
12-31-16 | 1.95 | — | 19.25 | 14.56 | 1.30 | 1.27 | 1.27 | 0.52 | 3,810 | 19 | |||||||||||||||||||||||||||||||||
12-31-15 | 3.25 | — | 18.60 | (3.20 | ) | 1.36 | 1.26 | 1.26 | 0.40 | 3,906 | 14 | ||||||||||||||||||||||||||||||||
12-31-14 | 1.46 | — | 22.40 | 14.81 | 1.36 | 1.26 | 1.26 | 0.63 | 5,643 | 22 | |||||||||||||||||||||||||||||||||
VY® Pioneer High Yield Portfolio | |||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 0.28 | — | 11.78 | 9.33 | 1.07 | 0.84 | 0.84 | 4.78 | 97,130 | 42 | |||||||||||||||||||||||||||||||||
12-31-18 | 0.61 | — | 11.04 | (2.67 | ) | 0.78 | 0.71 | 0.71 | 5.05 | 90,089 | 54 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.59 | — | 11.95 | 7.36 | 0.78 | 0.71 | 0.71 | 4.78 | 98,202 | 44 | |||||||||||||||||||||||||||||||||
12-31-16 | 0.58 | — | 11.69 | 14.29 | 0.78 | 0.71 | 0.71 | 5.01 | 99,573 | 51 | |||||||||||||||||||||||||||||||||
12-31-15 | 0.59 | — | 10.77 | (4.55 | ) | 0.76 | 0.71 | 0.71 | 4.98 | 91,560 | 28 | ||||||||||||||||||||||||||||||||
12-31-14 | 0.59 | — | 11.87 | 0.27 | 0.76 | 0.71 | 0.71 | 4.73 | 117,617 | 35 | |||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 0.27 | — | 11.77 | 9.20 | 1.32 | 1.09 | 1.09 | 4.53 | 2,296 | 42 | |||||||||||||||||||||||||||||||||
12-31-18 | 0.58 | — | 11.03 | (2.91 | ) | 1.03 | 0.96 | 0.96 | 4.76 | 1,995 | 54 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.56 | — | 11.94 | 7.19 | 1.03 | 0.96 | 0.96 | 4.53 | 3,510 | 44 | |||||||||||||||||||||||||||||||||
12-31-16 | 0.55 | — | 11.67 | 13.91 | 1.03 | 0.96 | 0.96 | 4.76 | 4,263 | 51 | |||||||||||||||||||||||||||||||||
12-31-15 | 0.56 | — | 10.76 | (4.79 | ) | 1.01 | 0.96 | 0.96 | 4.73 | 3,776 | 28 | ||||||||||||||||||||||||||||||||
12-31-14 | 0.56 | — | 11.86 | 0.10 | 1.01 | 0.96 | 0.96 | 4.50 | 4,412 | 35 | |||||||||||||||||||||||||||||||||
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 11.57 | 27.42 | 1.28 | 1.28 | 1.28 | (0.36 | ) | 80,777 | 10 | ||||||||||||||||||||||||||||||||
12-31-18 | 1.16 | — | 9.08 | (3.77 | ) | 1.27 | 1.27 | 1.27 | (0.14 | ) | 61,179 | 19 | |||||||||||||||||||||||||||||||
12-31-17 | 0.83 | — | 10.50 | 24.12 | 1.27 | 1.27 | 1.27 | (0.32 | ) | 62,022 | 28 | ||||||||||||||||||||||||||||||||
12-31-16 | 1.31 | — | 9.19 | 6.93 | 1.27 | 1.27 | 1.27 | (0.15 | ) | 49,418 | 26 | ||||||||||||||||||||||||||||||||
12-31-15 | 1.87 | — | 9.83 | 1.51 | 1.27 | 1.27 | 1.27 | (0.34 | ) | 27,217 | 26 | ||||||||||||||||||||||||||||||||
12-31-14 | 0.83 | — | 11.43 | 11.29 | 1.28 | 1.27 | 1.27 | (0.28 | ) | 29,356 | 27 |
See Accompanying Notes to Financial Statements
31
FINANCIAL HIGHLIGHTS (CONTINUED)
Selected data for a share of beneficial interest outstanding throughout each year or period.
Income (loss) from investment operations | Less distributions | ||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio (continued) | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||
06-30-19+ | 10.14 | 0.01 | 2.80 | 2.81 | — | — | — | ||||||||||||||||||||||||
12-31-18 | 11.56 | 0.04 | (0.28 | ) | (0.24 | ) | 0.02 | 1.16 | — | ||||||||||||||||||||||
12-31-17 | 10.03 | 0.02 | 2.38 | 2.40 | 0.07 | 0.80 | — | ||||||||||||||||||||||||
12-31-16 | 10.60 | 0.04 | 0.73 | 0.77 | 0.03 | 1.31 | — | ||||||||||||||||||||||||
12-31-15 | 12.13 | 0.02 | 0.32 | 0.34 | — | 1.87 | — | ||||||||||||||||||||||||
12-31-14 | 11.68 | 0.03 | 1.28 | 1.31 | 0.03 | 0.83 | — | ||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||
06-30-19+ | 10.14 | 0.01 | 2.80 | 2.81 | — | — | — | ||||||||||||||||||||||||
12-31-18 | 11.56 | 0.03 | (0.27 | ) | (0.24 | ) | 0.02 | 1.16 | — | ||||||||||||||||||||||
12-31-17 | 10.03 | 0.02 | • | 2.38 | 2.40 | 0.07 | 0.80 | — | |||||||||||||||||||||||
05-03-16(5)-12-31-16 | 10.58 | 0.03 | • | 0.76 | 0.79 | 0.03 | 1.31 | — | |||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||
06-30-19+ | 9.74 | (0.00 | )* | 2.68 | 2.68 | — | — | — | |||||||||||||||||||||||
12-31-18 | 11.15 | 0.02 | (0.27 | ) | (0.25 | ) | — | 1.16 | — | ||||||||||||||||||||||
12-31-17 | 9.71 | (0.01 | )• | 2.30 | 2.29 | 0.05 | 0.80 | — | |||||||||||||||||||||||
12-31-16 | 10.30 | 0.01 | • | 0.72 | 0.73 | 0.01 | 1.31 | — | |||||||||||||||||||||||
12-31-15 | 11.87 | (0.01 | ) | 0.31 | 0.30 | — | 1.87 | — | |||||||||||||||||||||||
12-31-14 | 11.44 | (0.00 | )* | 1.26 | 1.26 | 0.00 | * | 0.83 | — | ||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||
06-30-19+ | 9.13 | (0.01 | ) | 2.52 | 2.51 | — | — | — | |||||||||||||||||||||||
12-31-18 | 10.54 | (0.01 | ) | (0.24 | ) | (0.25 | ) | — | 1.16 | — | |||||||||||||||||||||
12-31-17 | 9.22 | (0.02 | ) | 2.18 | 2.16 | 0.04 | 0.80 | — | |||||||||||||||||||||||
12-31-16 | 9.85 | (0.01 | ) | 0.69 | 0.68 | — | 1.31 | — | |||||||||||||||||||||||
12-31-15 | 11.44 | (0.02 | ) | 0.30 | 0.28 | — | 1.87 | — | |||||||||||||||||||||||
12-31-14 | 11.08 | (0.01 | ) | 1.20 | 1.19 | 0.00 | * | 0.83 | — | ||||||||||||||||||||||
VY® T. Rowe Price Growth Equity Portfolio | |||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||
06-30-19+ | 70.96 | (0.16 | )• | 14.36 | 14.20 | — | — | — | |||||||||||||||||||||||
12-31-18 | 86.22 | (0.20 | )• | 0.81 | 0.61 | — | 15.87 | — | |||||||||||||||||||||||
12-31-17 | 72.53 | (0.23 | ) | 23.41 | 23.18 | — | 9.49 | — | |||||||||||||||||||||||
12-31-16 | 81.69 | (0.25 | ) | 0.93 | 0.68 | — | 9.84 | — | |||||||||||||||||||||||
12-31-15 | 86.54 | (0.46 | )• | 9.58 | 9.12 | — | 13.97 | — | |||||||||||||||||||||||
12-31-14 | 86.20 | (0.42 | ) | 7.08 | 6.66 | — | 6.32 | — | |||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||
06-30-19+ | 78.04 | 0.04 | • | 15.82 | 15.86 | — | — | — | |||||||||||||||||||||||
12-31-18 | 93.19 | 0.24 | 0.71 | 0.95 | 0.23 | 15.87 | — | ||||||||||||||||||||||||
12-31-17 | 77.44 | 0.19 | 25.10 | 25.29 | 0.05 | 9.49 | — | ||||||||||||||||||||||||
12-31-16 | 86.14 | 0.13 | 1.01 | 1.14 | — | 9.84 | — | ||||||||||||||||||||||||
12-31-15 | 90.15 | (0.03 | ) | 9.99 | 9.96 | — | 13.97 | — | |||||||||||||||||||||||
12-31-14 | 89.11 | 0.00 | * | 7.36 | 7.36 | — | 6.32 | — | |||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||
06-30-19+ | 74.54 | (0.07 | )• | 15.10 | 15.03 | — | — | — | |||||||||||||||||||||||
12-31-18 | 89.69 | 0.00 | * | 0.76 | 0.76 | 0.04 | 15.87 | — | |||||||||||||||||||||||
12-31-17 | 74.96 | (0.03 | ) | 24.25 | 24.22 | — | 9.49 | — | |||||||||||||||||||||||
12-31-16 | 83.90 | (0.08 | ) | 0.98 | 0.90 | — | 9.84 | — | |||||||||||||||||||||||
12-31-15 | 88.33 | (0.25 | )• | 9.79 | 9.54 | — | 13.97 | — | |||||||||||||||||||||||
12-31-14 | 87.65 | (0.22 | ) | 7.22 | 7.00 | — | 6.32 | — |
Ratios to average net assets | Supplemental data | ||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 12.95 | 27.71 | 0.78 | 0.78 | 0.78 | 0.14 | 952,116 | 10 | |||||||||||||||||||||||||||||||||
12-31-18 | 1.18 | — | 10.14 | (3.23 | ) | 0.77 | 0.77 | 0.77 | 0.36 | 763,686 | 19 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.87 | — | 11.56 | 24.81 | 0.77 | 0.77 | 0.77 | 0.18 | 879,678 | 28 | |||||||||||||||||||||||||||||||||
12-31-16 | 1.34 | — | 10.03 | 7.41 | 0.77 | 0.77 | 0.77 | 0.34 | 737,054 | 26 | |||||||||||||||||||||||||||||||||
12-31-15 | 1.87 | — | 10.60 | 2.02 | 0.77 | 0.77 | 0.77 | 0.17 | 766,591 | 26 | |||||||||||||||||||||||||||||||||
12-31-14 | 0.86 | — | 12.13 | 11.82 | 0.78 | 0.77 | 0.77 | 0.22 | 796,856 | 27 | |||||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 12.95 | 27.71 | 0.78 | 0.78 | 0.78 | 0.16 | 23,276 | 10 | |||||||||||||||||||||||||||||||||
12-31-18 | 1.18 | — | 10.14 | (3.24 | ) | 0.77 | 0.77 | 0.77 | 0.38 | 15,642 | 19 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.87 | — | 11.56 | 24.81 | 0.77 | 0.77 | 0.77 | 0.18 | 9,313 | 28 | |||||||||||||||||||||||||||||||||
05-03-16(5)-12-31-16 | 1.34 | — | 10.03 | 7.62 | 0.77 | 0.77 | 0.77 | 0.53 | 1,084 | 26 | |||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 12.42 | 27.52 | 1.03 | 1.03 | 1.03 | (0.11 | ) | 47,175 | 10 | ||||||||||||||||||||||||||||||||
12-31-18 | 1.16 | — | 9.74 | (3.44 | ) | 1.02 | 1.02 | 1.02 | 0.11 | 42,403 | 19 | ||||||||||||||||||||||||||||||||
12-31-17 | 0.85 | — | 11.15 | 24.46 | 1.02 | 1.02 | 1.02 | (0.07 | ) | 55,222 | 28 | ||||||||||||||||||||||||||||||||
12-31-16 | 1.32 | — | 9.71 | 7.19 | 1.02 | 1.02 | 1.02 | 0.12 | 56,578 | 26 | |||||||||||||||||||||||||||||||||
12-31-15 | 1.87 | — | 10.30 | 1.72 | 1.02 | 1.02 | 1.02 | (0.08 | ) | 30,614 | 26 | ||||||||||||||||||||||||||||||||
12-31-14 | 0.83 | — | 11.87 | 11.65 | 1.03 | 1.02 | 1.02 | (0.02 | ) | 30,412 | 27 | ||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 11.64 | 27.49 | 1.18 | 1.18 | 1.18 | (0.26 | ) | 5,305 | 10 | ||||||||||||||||||||||||||||||||
12-31-18 | 1.16 | — | 9.13 | (3.65 | ) | 1.17 | 1.17 | 1.17 | (0.03 | ) | 4,094 | 19 | |||||||||||||||||||||||||||||||
12-31-17 | 0.84 | — | 10.54 | 24.28 | 1.17 | 1.17 | 1.17 | (0.21 | ) | 4,103 | 28 | ||||||||||||||||||||||||||||||||
12-31-16 | 1.31 | — | 9.22 | 6.99 | 1.20 | 1.17 | 1.17 | (0.06 | ) | 4,451 | 26 | ||||||||||||||||||||||||||||||||
12-31-15 | 1.87 | — | 9.85 | 1.60 | 1.27 | 1.17 | 1.17 | (0.23 | ) | 4,095 | 26 | ||||||||||||||||||||||||||||||||
12-31-14 | 0.83 | — | 11.44 | 11.39 | 1.28 | 1.17 | 1.17 | (0.13 | ) | 3,893 | 27 | ||||||||||||||||||||||||||||||||
VY® T. Rowe Price Growth Equity Portfolio | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 85.16 | 20.01 | 1.23 | 1.21 | 1.21 | (0.40 | ) | 284,067 | 12 | ||||||||||||||||||||||||||||||||
12-31-18 | 15.87 | — | 70.96 | (1.57 | ) | 1.23 | 1.21 | 1.21 | (0.24 | ) | 239,404 | 47 | |||||||||||||||||||||||||||||||
12-31-17 | 9.49 | — | 86.22 | 32.91 | 1.24 | 1.23 | 1.23 | (0.29 | ) | 248,624 | 51 | ||||||||||||||||||||||||||||||||
12-31-16 | 9.84 | — | 72.53 | 1.01 | 1.24 | 1.23 | 1.23 | (0.34 | ) | 192,546 | 40 | ||||||||||||||||||||||||||||||||
12-31-15 | 13.97 | — | 81.69 | 10.25 | 1.24 | 1.23 | 1.23 | (0.54 | ) | 202,307 | 42 | ||||||||||||||||||||||||||||||||
12-31-14 | 6.32 | — | 86.54 | 8.16 | 1.24 | 1.23 | 1.23 | (0.50 | ) | 171,971 | 35 | ||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 93.90 | 20.32 | 0.73 | 0.71 | 0.71 | 0.09 | 1,272,950 | 12 | |||||||||||||||||||||||||||||||||
12-31-18 | 16.10 | — | 78.04 | (1.09 | ) | 0.73 | 0.71 | 0.71 | 0.27 | 1,092,998 | 47 | ||||||||||||||||||||||||||||||||
12-31-17 | 9.54 | — | 93.19 | 33.58 | 0.74 | 0.73 | 0.73 | 0.21 | 1,101,965 | 51 | |||||||||||||||||||||||||||||||||
12-31-16 | 9.84 | — | 77.44 | 1.51 | 0.74 | 0.73 | 0.73 | 0.16 | 989,826 | 40 | |||||||||||||||||||||||||||||||||
12-31-15 | 13.97 | — | 86.14 | 10.81 | 0.74 | 0.73 | 0.73 | (0.04 | ) | 1,124,421 | 42 | ||||||||||||||||||||||||||||||||
12-31-14 | 6.32 | — | 90.15 | 8.69 | 0.74 | 0.73 | 0.73 | 0.00 | * | 1,036,976 | 35 | ||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 89.57 | 20.16 | 0.98 | 0.96 | 0.96 | (0.16 | ) | 361,644 | 12 | ||||||||||||||||||||||||||||||||
12-31-18 | 15.91 | — | 74.54 | (1.33 | ) | 0.98 | 0.96 | 0.96 | 0.01 | 329,427 | 47 | ||||||||||||||||||||||||||||||||
12-31-17 | 9.49 | — | 89.69 | 33.25 | 0.99 | 0.98 | 0.98 | (0.04 | ) | 379,473 | 51 | ||||||||||||||||||||||||||||||||
12-31-16 | 9.84 | — | 74.96 | 1.26 | 0.99 | 0.98 | 0.98 | (0.10 | ) | 336,810 | 40 | ||||||||||||||||||||||||||||||||
12-31-15 | 13.97 | — | 83.90 | 10.54 | 0.99 | 0.98 | 0.98 | (0.29 | ) | 427,186 | 42 | ||||||||||||||||||||||||||||||||
12-31-14 | 6.32 | — | 88.33 | 8.42 | 0.99 | 0.98 | 0.98 | (0.25 | ) | 360,966 | 35 |
See Accompanying Notes to Financial Statements
32
FINANCIAL HIGHLIGHTS (CONTINUED)
Selected data for a share of beneficial interest outstanding throughout each year or period.
Income (loss) from investment operations | Less distributions | ||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||
VY® T. Rowe Price Growth Equity Portfolio (continued) | |||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||
06-30-19+ | 72.10 | (0.12 | )• | 14.59 | 14.47 | — | — | — | |||||||||||||||||||||||
12-31-18 | 87.30 | (0.12 | )• | 0.79 | 0.67 | — | 15.87 | — | |||||||||||||||||||||||
12-31-17 | 73.27 | (0.16 | )• | 23.68 | 23.52 | — | 9.49 | — | |||||||||||||||||||||||
12-31-16 | 82.35 | (0.17 | )• | 0.93 | 0.76 | — | 9.84 | — | |||||||||||||||||||||||
12-31-15 | 87.05 | (0.38 | )• | 9.65 | 9.27 | — | 13.97 | — | |||||||||||||||||||||||
12-31-14 | 86.59 | (0.33 | )• | 7.11 | 6.78 | — | 6.32 | — |
Ratios to average net assets | Supplemental data | ||||||||||||||||||||||||||||||||||||||||||
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 Growth Equity Portfolio (continued) | |||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | — | — | 86.57 | 20.07 | 1.13 | 1.11 | 1.11 | (0.31 | ) | 9,878 | 12 | ||||||||||||||||||||||||||||||||
12-31-18 | 15.87 | — | 72.10 | (1.47 | ) | 1.13 | 1.11 | 1.11 | (0.14 | ) | 8,564 | 47 | |||||||||||||||||||||||||||||||
12-31-17 | 9.49 | — | 87.30 | 33.06 | 1.14 | 1.13 | 1.13 | (0.19 | ) | 9,014 | 51 | ||||||||||||||||||||||||||||||||
12-31-16 | 9.84 | — | 73.27 | 1.10 | 1.17 | 1.13 | 1.13 | (0.23 | ) | 8,597 | 40 | ||||||||||||||||||||||||||||||||
12-31-15 | 13.97 | — | 82.35 | 10.38 | 1.24 | 1.13 | 1.13 | (0.44 | ) | 5,361 | 42 | ||||||||||||||||||||||||||||||||
12-31-14 | 6.32 | — | 87.05 | 8.26 | 1.24 | 1.13 | 1.13 | (0.38 | ) | 4,616 | 35 |
(1) Total return is calculated assuming reinvestment of all dividends, capital gain distributions and return of capital distributions, if any, at net asset value and does not reflect the effect of insurance contract charges. Total return for periods less than one year is not annualized.
(2) Annualized for periods less than one year.
(3) Ratios reflect operating expenses of a Portfolio. Expenses before reductions/additions do not reflect amounts reimbursed or recouped by the Investment Adviser and/or Distributor or reductions from brokerage service arrangements or other expense offset arrangements and do not represent the amount paid by a Portfolio during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the Investment Adviser and/or Distributor or recoupment of previously reimbursed fees by the Investment Adviser, but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions/additions represent the net expenses paid by a Portfolio. Net investment income (loss) is net of all such additions or reductions.
(4) Ratios do not include fees and expenses charged under the variable annuity contract or variable life insurance policy.
(5) Commencement of operations.
(a) Excluding amounts from foreign withholding tax claims received in the year ended December 31, 2017, total return for Voya International High Dividend Low Volatility Portfolio would have been 21.38%, 21.98%, 21.63%, and 21.53% for Classes ADV, I, S, and S2, respectively.
(b) Excluding amounts related to a foreign currency settlement recorded in the fiscal year ended December 31, 2015, total return for Voya International High Dividend Low Volatility Portfolio would have been (4.09)%, (3.60)%, (3.83)% and (3.99)% for Classes ADV, I, S and S2, respectively.
+ Unaudited.
• Calculated using average number of shares outstanding throughout the year or period.
* Amount is less than $0.005 or 0.005% or more than $(0.005) or (0.005)%.
See Accompanying Notes to Financial Statements
33
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"), Voya International High Dividend Low Volatility Portfolio ("International High Dividend Low Volatility"), VY® American Century Small-Mid Cap Value Portfolio ("American Century Small-Mid Cap Value"), VY® Baron Growth Portfolio ("Baron Growth"), VY® Columbia Contrarian Core Portfolio ("Columbia Contrarian Core"), VY® Columbia Small Cap Value II Portfolio ("Columbia Small Cap Value II"), VY® Invesco Comstock Portfolio ("Invesco Comstock"), VY® Invesco Equity and Income Portfolio ("Invesco Equity and Income"), VY® Invesco Oppenheimer Global Portfolio ("Invesco Oppenheimer Global"), VY® JPMorgan Mid Cap Value Portfolio ("JPMorgan Mid Cap Value"), VY® Pioneer High Yield Portfolio ("Pioneer High Yield"), VY® T. Rowe Price Diversified Mid Cap Growth Portfolio ("T. Rowe Price Diversified Mid Cap Growth") and VY® T. Rowe Price Growth Equity Portfolio ("T. Rowe Price Growth Equity"), each a diversified series of the Company. The investment objective of the Portfolios is described in the respective Portfolio's Prospectus. Prior to May 1, 2019 International High Dividend Low Volatility was known as VY® Templeton Foreign Equity Portfolio and prior to June 27, 2019, Invesco Oppenheimer Global was known as VY® Oppenheimer Global Portfolio.
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 and, as of May 1, 2019, International High Dividend Low Volatility. Voya Investments Distributor, LLC ("VID" or the "Distributor"), a Delaware limited liability company, serves as the principal underwriter to the Portfolios.
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES
The following significant accounting policies are consistently followed by the Portfolios in the preparation of their financial statements. Each Portfolio is considered an investment company under U.S. generally accepted accounting principles ("GAAP") and follows the accounting and reporting guidance applicable to investment companies.
A. Security Valuation. Each Portfolio is open for business every day the New York Stock Exchange ("NYSE") opens for regular trading (each such day, a "Business Day"). The net asset value ("NAV") per share for each class of each Portfolio is determined each Business Day as of the close of the regular trading session ("Market Close"), as determined by the Consolidated Tape Association ("CTA"), the central distributor of transaction prices for exchange-traded securities (normally 4:00 p.m. Eastern time unless otherwise designated by the CTA). The data reflected on the consolidated tape provided by the CTA is generated by various market centers, including all securities exchanges, electronic communications networks, and
34
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
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 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
35
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
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 determined pursuant to the fair valuation methods, determining the fair value of assets held by the Portfolios. Issuer specific events, transaction price, position size, nature and duration of restrictions on disposition of the security, market trends, bid/ask quotes of brokers and other market data may be reviewed in the course of making a good faith determination of a security's fair value. Valuations change in response to many factors including the historical and prospective earnings of the issuer, the value of the issuer's assets, general economic conditions, interest rates, investor perceptions and market liquidity. Because of the inherent uncertainties of fair valuation, the values used to determine each Portfolio's NAV may materially differ from the value received upon actual sale of those investments. Thus, fair valuation may have an unintended dilutive or accretive effect on the value of shareholders' investments in each Portfolio.
Each investment asset or liability of the Portfolios is assigned a level at measurement date based on the significance and source of the inputs to its valuation. Quoted prices in active markets for identical securities are classified as "Level 1," inputs other than quoted prices for an asset or liability that are observable are classified as "Level 2" and significant unobservable inputs, including the sub-advisers' or Pricing Committee's judgment about the assumptions that a market participant would use in pricing an asset or liability are classified as "Level 3." The inputs used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Short-term securities of sufficient credit quality are generally considered to be Level 2 securities under applicable accounting rules. A table summarizing the Portfolios' investments under these levels of classification is included within the Summary Portfolio of Investments.
GAAP requires a reconciliation of the beginning to ending balances for reported fair values that presents changes attributable to total realized and unrealized gains or losses, purchases and sales, and transfers in or out of the Level 3 category during the period. 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 within the Summary
Portfolio of Investments is presented only when a Portfolio has a significant amount of Level 3 investments.
B. Securities Transactions and Revenue Recognition. Securities transactions are accounted for on the trade date. Realized gains and losses are reported on the basis of identified cost of securities sold. Interest income is recorded on an accrual basis. Dividend income is recorded on the ex-dividend date, or for certain foreign securities, when the information becomes available to the Portfolios. Premium amortization and discount accretion are determined by the effective yield method.
C. Foreign Currency Translation. The books and records of the Portfolios are maintained in U.S. dollars. Any foreign currency amounts are translated into U.S. dollars on the following basis:
(1) Market value of investment securities, other assets and liabilities — at the exchange rates prevailing at Market Close.
(2) Purchases and sales of investment securities, income and expenses — at the rates of exchange prevailing on the respective dates of such transactions.
Although the net assets and the market values are presented at the foreign exchange rates at Market Close, the Portfolios do not isolate the portion of the results of operations resulting from changes in foreign exchange rates on investments from the fluctuations arising from changes in market prices of securities held. Such fluctuations are included with the net realized and unrealized gains or losses from investments. For securities, which are subject to foreign withholding tax upon disposition, liabilities are recorded on the Statements of Assets and Liabilities for the estimated tax withholding based on the securities' current market value. Upon disposition, realized gains or losses on such securities are recorded net of foreign withholding tax.
Reported net realized foreign exchange gains or losses arise from sales of foreign currencies, currency gains or losses realized between the trade and settlement dates on securities transactions, the difference between the amounts of dividends, interest, and foreign withholding tax reclaims recorded on 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
36
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
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.
D. Distributions to Shareholders. The Portfolios record distributions to their shareholders on the ex-dividend date. Dividends from net investment income, if any, are declared daily and paid monthly and net capital gains distributions, if any, are declared and paid annually by Global Bond and Pioneer High Yield. Dividends from net investment income, if any, are declared and paid semi-annually and net capital gains distributions, if any, are declared and paid annually by Invesco Comstock, Invesco Equity and Income, JPMorgan Mid Cap Value, T. Rowe Price Diversified Mid Cap Growth and T. Rowe Price Growth Equity. For all other Portfolios, dividends from net investment income and net capital gain distributions, if any, are declared and paid annually The Portfolios may make distributions on a more frequent basis to comply with the distribution requirements of subchapter M of the Internal Revenue Code. The characteristics of income and gains to be distributed are determined in accordance with income tax regulations, which may differ from GAAP for investment companies.
E. Federal Income Taxes. It is the policy of each Portfolio to comply with the requirements of subchapter M of the Internal Revenue Code that are applicable to regulated investment companies and to distribute substantially all of its net investment income and any net realized capital gains to its shareholders. Therefore, a federal income tax or excise tax provision is not required. Management has considered the sustainability of the Portfolios' tax positions taken on federal income tax returns for all open tax years in making this determination. No capital gain distributions shall be made until the capital loss carryforwards have been fully utilized 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,
37
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
central banks or supranational entities such as the International Monetary Fund, by the imposition of currency controls, or other political or economic developments in the United States or abroad.
Interest Rate Risk. With bonds and other fixed rate debt instruments, a rise in market interest rates generally causes values to fall; conversely, values generally rise as market interest rates fall. The higher the credit quality of the instrument, and the longer its maturity or duration, the more sensitive it is likely to be to interest rate risk. In the case of inverse securities, the interest rate paid by the securities is a floating rate, which generally will decrease when the market rate of interest to which the inverse security is indexed increases and will increase when the market rate of interest to which the inverse security is indexed decreases. As of the date of this report, the United States experiences a low interest rate environment, which may increase a Portfolio's exposure to risks associated with rising market interest rates. Rising market interest rates could have unpredictable effects on the markets and may expose fixed-income and related markets to heightened volatility. For a fund that invests in fixed-income securities, an increase in market interest rates may lead to increased redemptions and increased portfolio turnover, which could reduce liquidity for certain investments, adversely affect values, and increase costs. If dealer capacity in fixed-income markets is insufficient for market conditions, it may further inhibit liquidity and increase volatility in the fixed-income markets. Further, recent and potential changes in government policy may affect interest rates.
Risks of Investing in Derivatives. A Portfolio's use of derivatives can result in losses due to unanticipated changes in the market or credit risk factors and the overall market. In instances where a Portfolio is using derivatives to decrease, or hedge, exposures to market or credit risk factors for securities held by a Portfolio, there are also risks that those derivatives may not perform as expected resulting in losses for the combined or hedged positions.
Derivative instruments are subject to a number of risks, including the risk of changes in the market price of the underlying securities, credit risk with respect to the counterparty, risk of loss due to changes in market interest rates and liquidity and volatility risk. The amounts required to purchase certain derivatives may be small relative to the magnitude of exposure assumed by a Portfolio. Therefore, the purchase of certain derivatives may have an economic leveraging effect on a Portfolio and exaggerate any increase or decrease in the NAV.
Derivatives may not perform as expected, so a Portfolio may not realize the intended benefits. When used for hedging purposes, the change in value of a derivative may not correlate as expected with the currency, security or other risk being hedged. When used as an alternative or substitute for direct cash investments, the return provided by the derivative may not provide the same return as direct cash investment. In addition, given their complexity, derivatives expose a Portfolio to the risk of improper valuation.
Generally, derivatives are sophisticated financial instruments whose performance is derived, at least in part, from the performance of an underlying asset or assets. Derivatives include, among other things, swap agreements, options, forwards and futures. Investments in derivatives are generally negotiated OTC with a single counterparty and as a result are subject to credit risks related to the counterparty's ability or willingness to perform its obligations; any deterioration in the counterparty's creditworthiness could adversely affect the value of the derivative. In addition, derivatives and their underlying securities may experience periods of illiquidity which could cause a Portfolio to hold a security it might otherwise sell, or to sell a security it otherwise might hold at inopportune times or at an unanticipated price. A manager might imperfectly judge the direction of the market. For instance, if a derivative is used as a hedge to offset investment risk in another security, the hedge might not correlate to the market's movements and may have unexpected or undesired results such as a loss or a reduction in gains.
Counterparty Credit Risk and Credit Related Contingent Features. Certain derivative positions are subject to counterparty credit risk, which is the risk that the counterparty will not fulfill its obligation to a Portfolio. Each Portfolio's derivative counterparties are financial institutions who are subject to market conditions that may weaken their financial position. A Portfolio intends to enter into financial transactions with counterparties it believes to be creditworthy at the time of the transaction. To reduce this risk, a Portfolio has entered into master netting arrangements, established within each Portfolio's International Swap and Derivatives Association, Inc. ("ISDA") Master Agreements ("Master Agreements"). These Master Agreements are with select counterparties and they govern transactions, including certain OTC derivative and forward foreign currency contracts, entered into by a Portfolio and the counterparty. The Master Agreements maintain provisions for general obligations, representations, agreements, collateral, and events of default or termination. The occurrence of a specified event of termination may give a counterparty
38
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
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, 2019, the maximum amount of loss that Global Bond, International High Dividend Low Volatility, Invesco Comstock, and Invesco Equity and Income would incur if the counterparties to its derivative transactions failed to perform would be $635,097, $1,536, $2,776 and $48,493, respectively, which represents the gross payments to be received by the Portfolios on open forward foreign currency contracts, purchased options and forward premium swaptions were they to be unwound as of June 30, 2019. To reduce the amount of potential loss to Global Bond, the Portfolio had received $1,030,000 in cash collateral for open OTC transactions at June 30, 2019. There was no cash collateral received by any other Portfolio at June 30, 2019.
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, 2019, Global Bond, International High Dividend Low Volatility, Invesco Comstock and Invesco Equity and Income had a liability position of $1,739,893, $744, $396,553 and $737,388, respectively, on open forward foreign currency contracts, OTC written options and forward premium swaptions with credit related contingent features. If a contingent feature would have been triggered as of June 30, 2019, the Portfolios could
have been required to pay this amount in cash to its counterparties. As of June 30, 2019, Global Bond had pledged $1,586,000 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, 2019.
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, 2019, the following Portfolios had average contract amounts on forward foreign currency contracts purchased and sold as disclosed below:
Purchased | Sold | ||||||||||
Global Bond** | $ | 134,581,078 | $ | 52,425,417 | |||||||
International High Dividend Low Volatility* | 560,028 | 2,060,080 | |||||||||
American Century Small-Mid Cap Value* | 200,413 | 15,802,172 | |||||||||
Invesco Comstock* | 567,856 | 28,641,369 | |||||||||
Invesco Equity and Income* | 2,351,887 | 62,398,891 | |||||||||
Invesco Oppenheimer Global* | 2,195,892 | — |
* For the period ended June 30, 2019, 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 within each respective Portfolio of Investments for open forward foreign currency contracts at June 30, 2019. There were no open forward foreign currency contracts for International High Dividend Low Volatility at June 30, 2019.
** For the period ended June 30, 2019, 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 within the Portfolio of Investments for open forward foreign currency contracts at June 30, 2019.
39
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2019 (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, 2019, 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, 2019, 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, 2019, the following Portfolios had average notional values on futures contracts purchased and sold as disclosed below. Please refer to the tables within the Portfolio of Investments for Global Bond for open futures contracts at June 30, 2019. There were no open futures contracts for Pioneer High Yield at June 30, 2019.
Purchased | Sold | ||||||||||
Global Bond | $ | 59,278,857 | $ | 35,299,366 | |||||||
Pioneer High Yield | — | 1,068,600 |
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
40
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
paid or less than their fair value if they are resold in privately negotiated transactions. In addition, these securities may not be subject to disclosure and other investment protection requirements that are afforded to publicly traded securities. Certain investments may 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, 2019, 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, 2019, Global Bond had purchased and written interest rate swaptions with an average notional value of $120,818,667 and $252,533,333, respectively, to gain exposure to interest rates and to generate income. Please refer to the tables within the Portfolio of Investments for open purchased and written interest rate swaptions at June 30, 2019.
41
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
During the period ended June 30, 2019, Global Bond had purchased forward premium swaptions with an average notional value of $55,812,333 to manage duration and yield curve exposures. Please refer to the tables within the Portfolio of Investments for open purchased forward premium swaptions at June 30, 2019.
O. Swap Agreements. Certain Portfolios may enter into swap agreements. A swap is an agreement between two parties pursuant to which each party agrees to make one or more payments to the other at specified future intervals based on the return of an asset (such as a stock, bond or currency) or non-asset reference (such as an interest rate or index). Swap agreements are privately negotiated in the OTC market and may be executed in a multilateral or other trade facility platform, such as a registered commodities exchange ("centrally cleared swaps").
The swap agreement will specify the "notional" amount of the asset or non-asset reference to which the contract relates. Subsequent changes in fair value, if any, are calculated based upon changes in the performance of the asset or non-asset reference multiplied by the notional value of the contract. A Portfolio may enter into credit default, interest rate, total return and currency swaps to manage its exposure to credit, currency and interest rate risk. All outstanding swap agreements are reported following each Portfolio's Summary Portfolio of Investments.
Swaps are marked to market daily using quotations primarily from third party pricing services, registered commodities exchange(s), counterparties or brokers. The fair value of an OTC swap contract is recorded on each Portfolio's Statements of Assets and Liabilities. Daily changes in the value of centrally cleared swaps, if any, are recorded as variation margin receivable or payable on the Statement of Assets and Liabilities. During the term of the swap, changes in the value of the swap, if any, are recorded as unrealized gains or losses on the Statements of Operations. Upfront payments paid or received on OTC swaps by a Portfolio when entering into the agreements are reported on the Statements of Assets and Liabilities and as a component of the changes in unrealized gains or losses on the Statements of Operations. These upfront payments represent the amounts paid or received when initially entering into the swap agreement to compensate for differences between the stated terms of the swap agreement and the prevailing market conditions. The upfront payments are included as a component in the realized gains or losses on each Portfolio's Statement of Operations upon
termination or maturity of the swap. A Portfolio also records net periodic payments paid or received on the swap contract as a realized gain or loss on the Statements of Operations.
In a centrally cleared swap, immediately following execution of the swap agreement, the swap agreement is novated to a central counterparty (the "CCP") and the Portfolio's counterparty on the swap agreement becomes the CCP. The Portfolios are required to interface with the CCP through a broker. Upon entering into a centrally cleared swap, the Portfolios are required to deposit initial margin with the broker in the form of cash or securities in an amount that varies depending on the size and risk profile of the particular swap. Securities deposited as initial margin are footnoted as pledged on the Portfolio of Investments and cash deposited is recorded on the Statements of Assets and Liabilities as cash pledged for centrally cleared swaps. The daily change in valuation of centrally cleared swaps is recorded as a receivable or payable for variation margin in the Statements of Assets and Liabilities. Payments received from (paid to) the counterparty, including at termination, are recorded as realized gain (loss) on the Statements of Operations.
Entering into swap agreements involves the risk that the maximum potential loss of an investment exceeds the current value of the investment as reported on each Portfolio's Statements of Assets and Liabilities. Other risks involve the possibility that the counterparty to the agreements may default on its obligation to perform, that there will be no liquid market for these investments and that unfavorable changes in the market will have a negative impact on the value of the index or securities underlying the respective swap agreement.
Credit Default Swap Contracts. A credit default swap is a bilateral agreement between counterparties in which the buyer of the protection agrees to make a stream of periodic payments to the seller of protection in exchange for the right to receive a specified return in the event of a default or other credit event for a referenced entity, obligation or index. As a seller of protection on credit default swaps, a Portfolio will generally receive from the buyer a fixed payment stream based on the notional amount of the swap contract. This fixed payment stream will continue until the swap contract expires or a defined credit event occurs.
A Portfolio is subject to credit risk in the normal course of pursuing its investment objectives. As a seller of protection in a credit default swap, a Portfolio may execute these contracts to manage its exposure to the market or certain sectors of the market. Certain Portfolios may also enter into credit default swaps to speculate on
42
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
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, 2019, 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, 2019, 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, 2019, 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 within the Portfolio of Investments for Pioneer High Yield for open credit default swaps to sell protection June 30, 2019. There were no open credit default swaps for Global Bond at June 30, 2019.
Purchased | Sold | ||||||||||
Global Bond | $ | 5,690,805 | $ | — | |||||||
Pioneer High Yield | — | 3,175,409 |
At June 30, 2019, Pioneer High Yield had $147,101 in cash collateral paid 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.
43
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
For the period ended June 30, 2019, 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 $267,120,248.
For the period ended June 30, 2019, 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 $99,413,212.
Global Bond entered into interest rate swaps to adjust interest rate and yield curve exposures and to substitute for physical fixed-income securities. Please refer to the tables within the Portfolio of Investments for Global Bond for open centrally cleared interest rate swaps at June 30, 2019.
At June 30, 2019, Global Bond had pledged $1,781,000 in cash collateral for open centrally cleared interest rate swaps.
P. Equity-Linked Notes. Invesco Equity and Income invests in equity-linked notes. Equity-linked notes are hybrid financial instruments that generally combine both debt and equity characteristics into a single note form. Income earned from equity-linked notes is recorded as Interest income in the Statements of Operations and may be based on the performance of an underlying equity security, an equity index, or an option position. The Portfolio records the net change in the fair value of the equity-linked note on the accompanying Statements of Operations as a change in unrealized appreciation or depreciation on investments. The Portfolio records a realized gain or loss on the Statements of Operations upon the sale or maturity of the equity-linked note. The risks of investing in equity-linked notes include unfavorable price movements in the underlying security and the credit risk of the issuing financial institution. There may be no guarantee of a return of principal with equity- linked notes and the appreciation potential may be limited. Equity-linked notes may be more volatile and less liquid than other investments held by the Portfolio. Please refer to the Portfolio of Investments for open equity-linked notes at June 30, 2019.
Q. Structured Notes. Global Bond and Invesco Equity and Income invest in structured notes whose principal payments or interest payments are linked to the performance of underlying foreign currencies, interest
rate spreads, stock market indices, prices of individual securities, commodities or other financial instruments or the occurrence of other specific events. The terms and conditions of these notes may be 'structured' by the purchaser (a Portfolio) and the borrower issuing the note. The market value of these notes will increase or decrease based on the performance of the underlying asset or reference. A Portfolio records the net change in the market value of the structured note on the accompanying Statements of Operations as a change in unrealized appreciation or depreciation on investments. A Portfolio records a realized gain or loss on the Statements of Operations upon the sale or maturity of the structured note. Please refer to the Portfolio of Investments for structured notes held by Global Bond and Invesco Equity and Income at June 30, 2019.
R. 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, 2019, 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 | $ | 24,205,035 | $ | 55,818,133 | |||||||
International High Dividend Low Volatility | 537,536,254 | 551,441,750 | |||||||||
American Century Small-Mid Cap Value | 91,965,887 | 95,545,727 | |||||||||
Baron Growth | 6,285,622 | 46,040,086 | |||||||||
Columbia Contrarian Core | 64,825,906 | 80,973,396 | |||||||||
Columbia Small Cap Value II | 14,506,848 | 24,829,336 | |||||||||
Invesco Comstock | 65,329,981 | 127,622,529 | |||||||||
Invesco Equity and Income | 97,033,547 | 188,432,386 | |||||||||
Invesco Oppenheimer Global | 54,734,695 | 150,187,563 | |||||||||
JPMorgan Mid Cap Value | 15,797,108 | 57,368,619 | |||||||||
Pioneer High Yield | 38,018,242 | 37,762,057 | |||||||||
T. Rowe Price Diversified Mid Cap Growth | 101,694,099 | 119,750,165 | |||||||||
T. Rowe Price Growth Equity | 213,689,937 | 293,767,504 |
U.S. government securities not included above were as follows:
Purchases | Sales | ||||||||||
Global Bond | $ | 175,970,758 | $ | 147,991,007 | |||||||
Invesco Equity and Income | 735,085,077 | 762,810,350 |
44
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
NOTE 4 — INVESTMENT MANAGEMENT FEES
The Portfolios have entered into an investment management agreement ("Management Agreement") with the Investment Adviser. The Investment Adviser has overall responsibility for the management of the Portfolios. The Investment Adviser oversees all investment management and portfolio management services for the Portfolios and assists in managing and supervising all aspects of the general day-to-day business activities and operations of the Portfolios, including custodial, transfer agency, dividend disbursing, accounting, auditing, compliance and related services. This Management Agreement compensates the Investment Adviser with a management fee, computed daily and payable monthly, based on the average daily net assets of each Portfolio, at the following annual rates:
Portfolio | Fee | ||||||
Global Bond | 0.600% on the first $4 billion; | ||||||
0.575% on the next $1 billion; | |||||||
0.550% on the next $1 billion; | |||||||
0.530% on assets over $6 billion | |||||||
International High Dividend Low Volatility(1) | 0.60% | ||||||
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 | |||||||
Invesco Comstock | 0.70% | ||||||
Invesco Equity and Income(2) | 0.65% on the first $750 million; | ||||||
0.63% on the next $250 million; | |||||||
0.61% on assets over $1 billion | |||||||
Invesco 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 | |||||||
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 | |||||||
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% |
(1) Prior to May 1, 2019, the management fee for International High Dividend Low Volatility was 0.90% on the first $500 million; and 0.85% on assets over $500 million.
(2) 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.
Effective May 1, 2019, the Investment Adviser has contractually agreed to waive 0.003%, 0.165%, 0.023%, 0.027%, 0.017%, and 0.019% of the management fee for Global Bond, American Century Small-Mid Cap Value,
Columbia Contrarian Core, Columbia Small Cap Value II, Invesco Comstock, and T. Rowe Price Growth Equity, respectively. Any fees waived or reimbursed are not eligible for recoupment. Termination or modification of this obligation requires approval by the Board. These waivers replace the management fee waivers in connection with the sub-advisory fee reductions.
Prior to May 1, 2019, the Investment Adviser had contractually agreed to waive a portion of the management fee for Global Bond, International High Dividend Low Volatility, American Century Small-Mid Cap Value, Columbia Contrarian Core, Columbia Small Cap Value II, Invesco Comstock, and T. Rowe Price Growth Equity in connection with sub-advisory fee reductions for these Portfolios. The waiver was 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 had agreed to further waive a portion of the advisory fee for T. Rowe Price Growth Equity, which was 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 was allocated to the two Portfolios pro rata based on each Portfolio's contribution to the amount saved. For the period ended April 30, 2019, the Investment Adviser waived $2,105, $34,449, $236,669, $20,486, $17,823, $38,125 and $115,044 of management fees for Global Bond, International High Dividend Low Volatility, American Century Small-Mid Cap Value, Columbia Contrarian Core, Columbia Small Cap Value II, Invesco Comstock and T. Rowe Price Growth Equity, respectively based on the sub-advisory fee reductions. Effective May 1, 2019, the Investment Adviser is no longer obligated to waive a portion of the management fee for these Portfolios based on the sub-advisory fee reductions. The termination of these obligations were approved by the Board and, for all but International High Dividend Low Volatility, replaced with a management fee waiver.
Prior to May 1, 2019, International High Dividend Low Volatility (which was known as VY® Templeton Foreign Equity Portfolio) could invest its assets in Templeton Institutional Funds-Foreign Smaller Companies Series ("Foreign Smaller Companies Series"). The Portfolio's purchase of shares of Foreign Smaller Companies Series would result in the Portfolio paying a proportionate share of the expenses of Foreign Smaller Companies Series. The Investment Adviser had agreed to waive its management fee in an amount equal to the advisory fee received by the adviser of the Foreign Smaller
45
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
NOTE 4 — INVESTMENT MANAGEMENT FEES (continued)
Companies Series resulting from the Portfolio's investment into the Foreign Smaller Companies Series. There were no such waivers for the period ended April 30, 2019.
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. The sub-advisers of the Portfolios are as follows (*denotes an affiliated sub-adviser):
Portfolio | Sub-Adviser | ||||||
Global Bond | Voya Investment Management Co. LLC* | ||||||
International High Dividend Low Volatility(1) | 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 Oppenheimer Global(2) | Invesco Advisers, Inc.(2) | ||||||
JPMorgan Mid Cap Value | J.P. Morgan Investment Management 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. |
(1) Effective May 1, 2019, Templeton Investment Counsel, LLC was removed as a sub-adviser and Voya Investment Management Co. LLC was added as a sub-adviser to the Portfolio.
(2) Effective May 24, 2019, the Investment Adviser entered into a new sub-advisory agreement with Invesco Advisers, Inc. due to a change in control of OppenheimerFunds, Inc.
NOTE 5 — DISTRIBUTION AND SERVICE FEES
Class ADV and Class S2 shares of each respective Portfolio have a plan of distribution (the "Plan"), whereby the Distributor is reimbursed or compensated by the Portfolios for expenses incurred in the distribution of each Portfolio's shares. The Distributor may pay, on behalf of each Portfolio, out of its distribution fee, compensation to certain financial institutions for providing distribution assistance. Under the Plan, a Portfolio makes payments at an annual rate of 0.25% of the Portfolio's average daily net assets attributable to its Class ADV
shares and a Portfolio makes payments at an annual rate of 0.15% of the Portfolio's average daily net assets attributable to its Class S2 shares. The Distributor has contractually agreed to waive 0.02% of the distribution fee for Class S2 shares of Invesco Equity and Income. Termination or modification of this obligation requires approval by the Board.
Class ADV, Class S and Class S2 shares are further subject to a shareholder servicing fee payable to shareholder organizations pursuant to the shareholder servicing plan adopted for Class ADV, Class S and Class S2 shares which shall not exceed an annual rate of 0.25% of the average daily net assets of each class, respectively.
NOTE 6 — OTHER TRANSACTIONS WITH AFFILIATES AND RELATED PARTIES
For the period ended June 30, 2019, International High Dividend Low Volatility incurred $76,700 of shareholder notification costs associated with changes to the Portfolio's name, sub-adviser and expense structure. The Investment Adviser reimbursed the Portfolio $33,605 of these costs.
For the period ended June 30, 2019, Pioneer High Yield incurred $131,400 of proxy and solicitation costs associated with obtaining shareholder approval relating to its merger with and into Voya High Yield Portfolio, which is not included in this report. The Investment Adviser reimbursed the Portfolio $68,800 of these costs.
At June 30, 2019, the following direct or indirect, wholly-owned subsidiaries of Voya Financial, Inc., affiliated investment companies or other related/affiliated party owned more than 5% of the following Portfolios:
Entity | Portfolio | Percentage | |||||||||
ReliaStar Life Insurance Company | Invesco Oppenheimer Global | 6.25 | % | ||||||||
Pioneer High Yield | 21.79 | ||||||||||
T. Rowe Price Diversified Mid Cap Growth | 11.80 | ||||||||||
Security Life of Denver Insurance Company | Global Bond | 7.77 | |||||||||
Columbia Small Cap Value II | 5.48 | ||||||||||
Pioneer High Yield | 21.74 | ||||||||||
Voya Institutional Trust Company | Global Bond | 23.05 | |||||||||
International High Dividend Low Volatility | 5.99 | ||||||||||
American Century Small-Mid Cap Value | 51.00 | ||||||||||
Baron Growth | 17.78 | ||||||||||
Columbia Contrarian Core | 8.39 | ||||||||||
Columbia Small Cap Value II | 17.32 | ||||||||||
Invesco Comstock | 6.65 | ||||||||||
Invesco Oppenheimer Global | 13.58 | ||||||||||
JPMorgan Mid Cap Value | 27.31 | ||||||||||
T. Rowe Price Diversified Mid Cap Growth | 13.17 | ||||||||||
T. Rowe Price Growth Equity | 22.74 |
46
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
NOTE 6 — OTHER TRANSACTIONS WITH AFFILIATES AND RELATED PARTIES (continued)
Entity | Portfolio | Percentage | |||||||||
Voya Insurance and Annuity Company | International High Dividend Low Volatility | 62.07% | |||||||||
Baron Growth | 37.86 | ||||||||||
Columbia Contrarian Core | 80.35 | ||||||||||
Columbia Small Cap Value II | 42.98 | ||||||||||
Invesco Comstock | 34.53 | ||||||||||
Invesco Equity and Income | 58.09 | ||||||||||
Invesco Oppenheimer Global | 9.44 | ||||||||||
JPMorgan Mid Cap Value | 22.96 | ||||||||||
T. Rowe Price Growth Equity | 15.53 | ||||||||||
Voya Retirement Insurance and Annuity Company | Global Bond | 62.98 | |||||||||
International High Dividend Low Volatility | 25.23 | ||||||||||
American Century Small-Mid Cap Value | 46.70 | ||||||||||
Baron Growth | 39.36 | ||||||||||
Columbia Contrarian Core | 8.39 | ||||||||||
Columbia Small Cap Value II | 29.46 | ||||||||||
Invesco Comstock | 18.23 | ||||||||||
Invesco Equity and Income | 34.96 | ||||||||||
Invesco Oppenheimer Global | 68.76 | ||||||||||
JPMorgan Mid Cap Value | 42.74 | ||||||||||
Pioneer High Yield | 54.06 | ||||||||||
T. Rowe Price Diversified Mid Cap Growth | 67.14 | ||||||||||
T. Rowe Price Growth Equity | 49.64 | ||||||||||
Voya Solution 2035 Portfolio | Invesco Comstock | 9.09 | |||||||||
Voya Solution 2045 Portfolio | Invesco Comstock | 10.24 | |||||||||
Voya Solution Moderately Aggressive Portfolio | Invesco Comstock | 9.96 |
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.
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 Portfolios 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 1940 Act. For the period ended June 30, 2019, Pioneer High Yield engaged in such purchase and sales transactions totaling $15,059,357 and $28,903 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 | 1.17 | % | 0.67 | % | N/A | 0.92 | % | N/A | |||||||||||||||
International High Dividend Low Volatility(1) | 1.25 | % | 0.75 | % | N/A | 1.00 | % | 1.15 | % | ||||||||||||||
American Century Small-Mid Cap Value | 1.52 | % | 1.02 | % | N/A | 1.27 | % | 1.42 | % | ||||||||||||||
Baron Growth | 1.55 | % | 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 | % | ||||||||||||||
Invesco Oppenheimer Global | 1.30 | % | 0.80 | % | N/A | 1.05 | % | 1.20 | % | ||||||||||||||
JPMorgan Mid Cap Value | 1.50 | % | 1.00 | % | N/A | 1.25 | % | 1.40 | % | ||||||||||||||
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 | % |
(1) Prior to May 1, 2019, the expense limits for International High Dividend Low Volatility were 1.48%, 0.98%, 1.23% and 1.38% for Class ADV, Class I, Class S, and Class S2, respectively. Also prior to May 1, 2019, the expense limits for the Portfolio were pursuant to a side letter agreement so that the expense limits were 1.42%, 0.92%, 1.17% and 1.32% for Class ADV, Class I, Class S, and Class S2, respectively. Termination or modification of the side letter agreement was approved by the Board. Any fees waived pursuant to the side letter agreement were not eligible for recoupment.
47
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
NOTE 7 — EXPENSE LIMITATION AGREEMENTS (continued)
(2) Pursuant to a side letter agreement, through May 1, 2020, the Investment Adviser has agreed to waive all or a portion of the management fee and/or reimburse expenses so that the expense limits are 1.25%, 0.75% and 1.00% for Class ADV, Class I and Class S, respectively. Termination or modification of this obligation requires approval by the Board. Any fees waived pursuant to the side letter agreement shall not be eligible for recoupment.
(3) Pursuant to a side letter agreement, through May 1, 2020, 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.
Unless otherwise specified above and with the exception of the non-recoupable management fee waivers for certain Portfolios, the Investment Adviser may, at a later date, recoup from a Portfolio for fees waived and/or other expenses reimbursed by the Investment Adviser during the previous 36 months, but only if, after such recoupment, a Portfolio's expense ratio does not exceed the percentage described above. Waived and reimbursed fees net of any recoupment by the Investment Adviser of such waived and reimbursed fees are reflected on the accompanying Statements of Operations. Amounts payable by the Investment Adviser are reflected on the accompanying Statements of Assets and Liabilities.
At June 30, 2019, 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 | 2020 | 2021 | 2022 | Total | |||||||||||||||
Global Bond | $ | 148,057 | $ | 123,290 | $ | 2,981 | $ | 274,328 | |||||||||||
American Century Small-Mid Cap Value | 418,033 | 445,756 | 486,883 | 1,350,672 | |||||||||||||||
Invesco Equity and Income | 326,111 | 322,966 | 350,296 | 999,373 | |||||||||||||||
Pioneer High Yield | 69,879 | 71,720 | 74,153 | 215,752 |
The Expense Limitation Agreement is contractual through May 1, 2020, with the exception of Pioneer High
Yield, which is through May 1, 2021, and shall renew automatically for one-year terms. Termination or modification of this obligation requires approval by the Board.
NOTE 8 — LINE OF CREDIT
Effective May 17, 2019, 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 15, 2020. 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 17, 2019, the predecessor line of credit was for an aggregate amount of $400,000,000 and paid a commitment fee equal to 0.15% per annum on the daily unused portion of the committed line amount through May 17, 2019.
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, 2019 as follows:
Portfolio | Days Utilized | Approximate Average Daily Balance For Days Utilized | Approximate Weighted Average Interest Rate For Days Utilized | ||||||||||||
International High Dividend Low Volatility | 6 | $ | 2,280,667 | 3.43 | % | ||||||||||
Baron Growth | 35 | 1,849,143 | 3.40 | ||||||||||||
JPMorgan Mid Cap Value | 3 | 859,333 | 3.40 | ||||||||||||
Pioneer High Yield | 8 | 647,625 | 3.40 | ||||||||||||
T. Rowe Price Diversified Mid Cap Growth | 2 | 1,974,000 | 3.40 |
NOTE 9 — CAPITAL SHARES
Transactions in capital shares and dollars were as follows:
Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | ||||||||||||||||||||||||||||||||||
Year or period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
Global Bond | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 27,509 | — | 24,563 | (155,198 | ) | (103,126 | ) | 289,728 | — | 259,701 | (1,628,767 | ) | (1,079,338 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 107,461 | — | 72,678 | (311,313 | ) | (131,174 | ) | 1,157,396 | — | 769,925 | (3,327,931 | ) | (1,400,610 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 224,837 | — | 193,678 | (987,043 | ) | (568,528 | ) | 2,401,648 | — | 2,083,985 | (10,549,082 | ) | (6,063,449 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 911,412 | — | 537,701 | (2,033,504 | ) | (584,391 | ) | 10,018,950 | — | 5,803,370 | (22,121,742 | ) | (6,299,422 | ) |
48
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
NOTE 9 — CAPITAL SHARES (continued)
Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | ||||||||||||||||||||||||||||||||||
Year or period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
Global Bond (continued) | |||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 211,279 | — | 43,035 | (403,212 | ) | (148,898 | ) | 2,245,552 | — | 462,632 | (4,291,077 | ) | (1,582,893 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 357,448 | — | 126,794 | (825,761 | ) | (341,519 | ) | 3,946,498 | — | 1,366,597 | (8,967,470 | ) | (3,654,375 | ) | |||||||||||||||||||||||||||||
International High Dividend Low Volatility | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 48,099 | — | — | (246,943 | ) | (198,844 | ) | 563,141 | — | — | (2,897,630 | ) | (2,334,489 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 204,397 | — | 45,777 | (379,502 | ) | (129,328 | ) | 2,498,165 | — | 573,585 | (4,728,970 | ) | (1,657,220 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 189,471 | — | — | (1,156,521 | ) | (967,050 | ) | 2,251,947 | — | — | (13,683,165 | ) | (11,431,218 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 338,766 | — | 274,300 | (2,243,203 | ) | (1,630,137 | ) | 4,293,304 | — | 3,467,151 | (28,466,112 | ) | (20,705,657 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 133,967 | — | — | (2,345,712 | ) | (2,211,745 | ) | 1,566,295 | — | — | (27,611,712 | ) | (26,045,417 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 996,742 | — | 534,532 | (4,108,088 | ) | (2,576,814 | ) | 11,842,738 | — | 6,719,064 | (51,763,740 | ) | (33,201,938 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 1,811 | — | — | (7,511 | ) | (5,700 | ) | 21,326 | — | — | (88,258 | ) | (66,932 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 10,549 | — | 225 | (51,196 | ) | (40,422 | ) | 134,321 | — | 2,851 | (667,749 | ) | (530,577 | ) | |||||||||||||||||||||||||||||
American Century Small-Mid Cap Value | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 197,894 | — | — | (530,741 | ) | (332,847 | ) | 2,183,368 | — | — | (5,826,079 | ) | (3,642,711 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 613,792 | — | 1,071,992 | (1,311,960 | ) | 373,824 | 6,960,016 | — | 12,531,586 | (15,681,948 | ) | 3,809,654 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 1,963,152 | — | — | (2,298,250 | ) | (335,098 | ) | 23,157,375 | — | — | (27,259,282 | ) | (4,101,907 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 3,435,749 | — | 1,517,587 | (2,373,300 | ) | 2,580,036 | 45,855,002 | — | 18,924,313 | (30,367,166 | ) | 34,412,149 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 159,639 | — | — | (596,239 | ) | (436,600 | ) | 1,849,404 | — | — | (6,627,030 | ) | (4,777,626 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 396,054 | — | 902,227 | (1,448,064 | ) | (149,783 | ) | 5,116,135 | — | 11,088,373 | (18,075,907 | ) | (1,871,399 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 29,668 | — | — | (25,683 | ) | 3,985 | 318,875 | — | — | (279,483 | ) | 39,392 | |||||||||||||||||||||||||||||||
12/31/2018 | 123,487 | — | 38,390 | (227,466 | ) | (65,589 | ) | 1,469,422 | — | 448,005 | (2,658,259 | ) | (740,832 | ) | |||||||||||||||||||||||||||||
Baron Growth | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 126,534 | — | — | (229,757 | ) | (103,223 | ) | 3,793,626 | — | — | (6,758,121 | ) | (2,964,495 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 300,567 | — | 328,131 | (468,556 | ) | 160,142 | 8,872,455 | — | 9,617,517 | (13,262,712 | ) | 5,227,260 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 368,941 | — | — | (572,606 | ) | (203,665 | ) | 12,378,639 | — | — | (18,555,242 | ) | (6,176,603 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 1,026,844 | — | 393,231 | (1,843,012 | ) | (422,937 | ) | 34,412,110 | — | 12,799,676 | (59,860,928 | ) | (12,649,142 | ) | |||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 291,561 | — | — | (22,178 | ) | 269,383 | 9,907,493 | — | — | (712,747 | ) | 9,194,746 | |||||||||||||||||||||||||||||||
12/31/2018 | 207,770 | — | 39,826 | (74,487 | ) | 173,109 | 6,540,912 | — | 1,297,132 | (2,403,899 | ) | 5,434,145 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 193,198 | — | — | (1,443,873 | ) | (1,250,675 | ) | 6,122,952 | — | — | (42,944,363 | ) | (36,821,411 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 1,119,922 | — | 1,673,908 | (2,967,774 | ) | (173,944 | ) | 36,139,530 | — | 51,924,632 | (89,260,707 | ) | (1,196,545 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 11,878 | — | — | (5,018 | ) | 6,860 | 354,885 | — | — | (152,802 | ) | 202,083 | |||||||||||||||||||||||||||||||
12/31/2018 | 23,784 | — | 7,926 | (31,698 | ) | 12 | 738,495 | — | 234,454 | (915,458 | ) | 57,491 | |||||||||||||||||||||||||||||||
Columbia Contrarian Core | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 20,674 | — | — | (101,543 | ) | (80,869 | ) | 444,539 | — | — | (2,142,599 | ) | (1,698,060 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 49,081 | — | 134,249 | (331,366 | ) | (148,036 | ) | 1,069,831 | — | 2,909,173 | (7,381,566 | ) | (3,402,562 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 15,769 | — | — | (90,228 | ) | (74,459 | ) | 359,410 | — | — | (1,853,486 | ) | (1,494,076 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 29,872 | — | 46,913 | (88,763 | ) | (11,978 | ) | 715,909 | — | 1,071,961 | (2,093,065 | ) | (305,195 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 37,807 | — | — | (773,571 | ) | (735,764 | ) | 834,670 | — | — | (17,027,200 | ) | (16,192,530 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 184,454 | — | 1,294,345 | (1,955,721 | ) | (476,922 | ) | 3,984,200 | — | 28,941,556 | (45,417,709 | ) | (12,491,953 | ) |
49
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
NOTE 9 — CAPITAL SHARES (continued)
Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | ||||||||||||||||||||||||||||||||||
Year or period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
Columbia Small Cap Value II | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 78,887 | — | — | (279,975 | ) | (201,088 | ) | 1,285,772 | — | — | (4,585,476 | ) | (3,299,704 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 227,250 | — | 201,218 | (396,799 | ) | 31,669 | 4,035,866 | — | 3,708,442 | (7,407,431 | ) | 336,877 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 167,801 | — | — | (332,195 | ) | (164,394 | ) | 2,847,997 | — | — | (5,622,018 | ) | (2,774,021 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 566,411 | — | 244,876 | (715,737 | ) | 95,550 | 11,432,694 | — | 4,664,883 | (14,142,351 | ) | 1,955,226 | |||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 44,297 | — | — | (71,829 | ) | (27,532 | ) | 741,630 | — | — | (1,237,546 | ) | (495,916 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 167,370 | — | 35,110 | (61,775 | ) | 140,705 | 3,303,461 | — | 669,195 | (1,190,120 | ) | 2,782,536 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 52,350 | — | — | (506,481 | ) | (454,131 | ) | 879,701 | — | — | (8,529,066 | ) | (7,649,365 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 300,878 | — | 632,496 | (1,144,288 | ) | (210,914 | ) | 5,236,661 | — | 12,004,777 | (22,016,618 | ) | (4,775,180 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 7,311 | — | — | (12,517 | ) | (5,206 | ) | 119,791 | — | — | (205,176 | ) | (85,385 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 32,079 | — | 20,026 | (59,021 | ) | (6,916 | ) | 626,038 | — | 368,284 | (1,094,565 | ) | (100,243 | ) | |||||||||||||||||||||||||||||
Invesco Comstock | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 12,971 | — | — | (109,461 | ) | (96,490 | ) | 249,599 | — | — | (2,130,171 | ) | (1,880,572 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 51,425 | — | 19,900 | (256,551 | ) | (185,226 | ) | 1,004,115 | — | 343,478 | (5,197,952 | ) | (3,850,359 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 696,392 | — | — | (3,614,253 | ) | (2,917,861 | ) | 13,518,264 | — | — | (72,061,123 | ) | (58,542,859 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 5,430,306 | — | 218,682 | (2,397,948 | ) | 3,251,040 | 108,367,907 | — | 3,805,062 | (49,370,454 | ) | 62,802,515 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 73,090 | — | — | (744,450 | ) | (671,360 | ) | 1,437,989 | — | — | (14,529,149 | ) | (13,091,160 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 967,823 | — | 188,601 | (2,367,511 | ) | (1,211,087 | ) | 19,843,128 | — | 3,279,768 | (48,285,650 | ) | (25,162,754 | ) | |||||||||||||||||||||||||||||
Invesco Equity and Income | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 32,364 | — | — | (125,161 | ) | (92,797 | ) | 1,392,184 | — | — | (5,303,118 | ) | (3,910,934 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 81,155 | — | 91,253 | (229,247 | ) | (56,839 | ) | 3,648,189 | — | 3,961,563 | (9,984,995 | ) | (2,375,243 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 37,502 | — | — | (1,037,978 | ) | (1,000,476 | ) | 1,626,428 | — | — | (45,043,270 | ) | (43,416,842 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 104,499 | — | 1,004,991 | (1,787,520 | ) | (678,030 | ) | 4,853,395 | — | 44,057,761 | (82,254,303 | ) | (33,343,147 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 30,121 | — | — | (868,131 | ) | (838,010 | ) | 1,277,552 | — | — | (37,220,520 | ) | (35,942,968 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 118,305 | — | 979,094 | (2,134,911 | ) | (1,037,512 | ) | 5,275,466 | — | 42,757,248 | (97,706,897 | ) | (49,674,183 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 12,592 | — | — | (588,936 | ) | (576,344 | ) | 538,572 | — | — | (24,901,205 | ) | (24,362,633 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 78,918 | — | 678,477 | (1,483,010 | ) | (725,615 | ) | 3,396,456 | — | 29,253,116 | (67,028,738 | ) | (34,379,166 | ) | |||||||||||||||||||||||||||||
Invesco Oppenheimer Global | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 101,279 | — | — | (397,298 | ) | (296,019 | ) | 2,025,489 | — | — | (7,774,448 | ) | (5,748,959 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 633,609 | — | 474,485 | (760,606 | ) | 347,488 | 13,358,244 | — | 9,769,648 | (15,739,471 | ) | 7,388,421 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 197,466 | — | — | (4,368,840 | ) | (4,171,374 | ) | 4,055,156 | — | — | (89,066,611 | ) | (85,011,455 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 1,123,768 | — | 4,936,736 | (8,624,635 | ) | (2,564,131 | ) | 25,291,868 | — | 106,189,185 | (187,567,248 | ) | (56,086,195 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 106,887 | — | — | (936,290 | ) | (829,403 | ) | 2,107,892 | — | — | (18,584,867 | ) | (16,476,975 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 626,522 | — | 835,391 | (2,776,365 | ) | (1,314,452 | ) | 13,220,396 | — | 17,292,594 | (58,501,665 | ) | (27,988,675 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 16,483 | — | — | (18,430 | ) | (1,947 | ) | 315,193 | — | — | (359,935 | ) | (44,742 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 56,448 | — | 18,913 | (29,829 | ) | 45,532 | 1,167,011 | — | 380,527 | (597,991 | ) | 949,547 | |||||||||||||||||||||||||||||||
JPMorgan Mid Cap Value | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 58,897 | — | — | (356,319 | ) | (297,422 | ) | 1,051,091 | — | — | (6,378,091 | ) | (5,327,000 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 284,401 | — | 475,470 | (705,865 | ) | 54,006 | 5,101,884 | — | 8,727,492 | (13,480,108 | ) | 349,268 |
50
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
NOTE 9 — CAPITAL SHARES (continued)
Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | ||||||||||||||||||||||||||||||||||
Year or period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
JPMorgan Mid Cap Value (continued) | |||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 135,547 | — | — | (1,090,454 | ) | (954,907 | ) | 2,483,551 | — | — | (19,978,874 | ) | (17,495,323 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 624,104 | — | 904,875 | (2,968,852 | ) | (1,439,873 | ) | 12,311,094 | — | 16,991,070 | (59,119,229 | ) | (29,817,065 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 63,139 | — | — | (1,037,984 | ) | (974,845 | ) | 1,146,247 | — | — | (18,832,221 | ) | (17,685,974 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 171,038 | — | 1,155,320 | (2,416,380 | ) | (1,090,022 | ) | 3,188,532 | — | 21,524,896 | (46,776,268 | ) | (22,062,840 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 7,431 | — | — | (40,821 | ) | (33,390 | ) | 130,162 | — | — | (714,851 | ) | (584,689 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 14,255 | — | 13,541 | (64,364 | ) | (36,568 | ) | 274,204 | — | 247,852 | (1,240,162 | ) | (718,106 | ) | |||||||||||||||||||||||||||||
Pioneer High Yield | |||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 343,752 | — | 199,327 | (455,750 | ) | 87,329 | 3,971,098 | — | 2,320,325 | (5,273,305 | ) | 1,018,118 | |||||||||||||||||||||||||||||||
12/31/2018 | 913,892 | — | 436,451 | (1,408,679 | ) | (58,336 | ) | 10,727,168 | — | 5,069,426 | (16,360,168 | ) | (563,574 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 22,742 | — | 4,188 | (12,646 | ) | 14,284 | 265,077 | — | 48,705 | (145,742 | ) | 168,040 | |||||||||||||||||||||||||||||||
12/31/2018 | 61,189 | — | 11,972 | (186,288 | ) | (113,127 | ) | 718,489 | — | 139,264 | (2,170,449 | ) | (1,312,696 | ) | |||||||||||||||||||||||||||||
T. Rowe Price Diversified Mid Cap Growth | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 494,675 | — | — | (248,072 | ) | 246,603 | 5,336,779 | — | — | (2,639,637 | ) | 2,697,142 | |||||||||||||||||||||||||||||||
12/31/2018 | 798,669 | — | 688,512 | (660,539 | ) | 826,642 | 8,480,509 | — | 7,077,906 | (6,722,707 | ) | 8,835,708 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 2,186,214 | — | — | (3,962,711 | ) | (1,776,497 | ) | 27,112,616 | — | — | (46,424,948 | ) | (19,312,332 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 1,199,176 | — | 7,399,482 | (9,389,775 | ) | (791,117 | ) | 14,034,229 | — | 84,724,065 | (109,632,993 | ) | (10,874,699 | ) | |||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 361,114 | — | — | (106,101 | ) | 255,013 | 4,247,428 | — | — | (1,202,051 | ) | 3,045,377 | �� | ||||||||||||||||||||||||||||||
12/31/2018 | 859,308 | — | 114,839 | (237,675 | ) | 736,472 | 10,179,816 | — | 1,316,053 | (2,802,680 | ) | 8,693,189 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 158,804 | — | — | (714,703 | ) | (555,899 | ) | 1,815,535 | — | — | (7,559,725 | ) | (5,744,190 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 356,278 | — | 461,138 | (1,415,694 | ) | (598,278 | ) | 4,036,987 | — | 5,077,125 | (16,026,103 | ) | (6,911,991 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 27,403 | — | — | (19,783 | ) | 7,620 | 293,006 | — | — | (213,521 | ) | 79,485 | |||||||||||||||||||||||||||||||
12/31/2018 | 94,906 | — | 43,824 | (79,822 | ) | 58,908 | 1,023,328 | — | 452,699 | (875,851 | ) | 600,176 | |||||||||||||||||||||||||||||||
T. Rowe Price Growth Equity | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 110,564 | — | — | (148,753 | ) | (38,189 | ) | 9,090,839 | — | — | (12,009,893 | ) | (2,919,054 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 261,182 | — | 559,992 | (330,772 | ) | 490,402 | 22,951,628 | — | 45,353,718 | (27,985,404 | ) | 40,319,942 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 662,205 | — | — | (1,110,150 | ) | (447,945 | ) | 59,734,915 | — | — | (98,527,872 | ) | (38,792,957 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 2,230,797 | — | 2,199,050 | (2,249,562 | ) | 2,180,285 | 213,234,651 | — | 195,495,575 | (213,135,984 | ) | 195,594,242 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 88,671 | — | — | (470,563 | ) | (381,892 | ) | 7,430,260 | — | — | (39,903,345 | ) | (32,473,085 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 480,816 | — | 774,336 | (1,066,587 | ) | 188,565 | 46,196,756 | — | 65,810,841 | (94,161,918 | ) | 17,845,679 | |||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 8,384 | — | — | (13,060 | ) | (4,676 | ) | 668,250 | — | — | (1,071,117 | ) | (402,867 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 19,695 | — | 19,769 | (23,934 | ) | 15,530 | 1,762,920 | — | 1,626,233 | (2,117,285 | ) | 1,271,868 |
NOTE 10 — SECURITIES LENDING
Under a Master Securities Lending Agreement (the "Agreement") with BNY, the Portfolios can lend their securities to approved brokers, dealers and other financial institutions. Loans are collateralized by cash and U.S. government securities. The collateral is equal to at least 105% of the market value of non-U.S. securities loaned and 102% of the market value of U.S. securities loaned. The market value of the loaned securities is
determined at Market Close of the Portfolios at their last sale price or official closing price on the principal exchange or system on which they are traded and any additional collateral is delivered to the Portfolios on the next business day. The cash collateral received is invested in approved investments as defined in the Agreement with BNY. The Portfolios bear the risk of loss with respect to the investment of collateral with the following exception: BNY provides the Portfolios
51
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
NOTE 10 — SECURITIES LENDING (continued)
indemnification from loss with respect to the investment of collateral to the extent the cash collateral is invested in overnight repurchase agreements.
Cash collateral received in connection with securities lending is invested in cash equivalents, money market funds, repurchase agreements with maturities of not more than 99 days that are collateralized with U.S. Government securities, or certain short-term investments that have a remaining maturity of 190 days or less ("Permitted Investments"). Short-term investments include: securities, units, shares or other participations in short-term investment funds, pools or trusts; commercial paper, notes bonds or other debt obligations, certificates of deposit, time deposits and other bank obligations and asset-backed commercial paper backed by diversified receivables and repurchase-backed programs. Permitted Investments are subject to certain guidelines established by the Adviser regarding liquidity, diversification, credit quality and average credit life/duration requirements. The securities purchased with cash collateral received are reflected in the Portfolio of Investments under Short-Term Investments.
Generally, in the event of counterparty default, the Portfolios have the right to use the collateral to offset losses incurred. The Agreement contains certain guarantees by BNY in the event of counterparty default and/or a borrower's failure to return a loaned security; however, there would be a potential loss to the Portfolios in the event the Portfolios are delayed or prevented from exercising their right to dispose of the collateral. Engaging in securities lending could have a leveraging effect, which may intensify the credit, market and other risks associated with investing in a Portfolio.
The following is a summary of each respective Portfolio's securities lending agreements by counterparty which are subject to offset under the Agreement as of June 30, 2019:
International High Dividend Low Volatility
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||
BMO Capital Markets Corp | $ | 3,146,504 | $ | (3,146,504 | ) | $ | — | ||||||||
Mizuho Securities USA LLC | 3,571,860 | (3,571,860 | ) | — | |||||||||||
Total | $ | 6,718,364 | $ | (6,718,364 | ) | $ | — |
(1) Collateral with a fair value of $7,061,969 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 | ||||||||||||
Barclays Capital Inc. | $ | 7,398 | $ | (7,398 | ) | $ | — | ||||||||
BofA Securities Inc. | 11,785 | (11,785 | ) | — | |||||||||||
Credit Suisse Securities (USA) LLC | 333,750 | (333,750 | ) | — | |||||||||||
Deutsche Bank Securities Inc. | 729,900 | (729,900 | ) | — | |||||||||||
Goldman Sachs & Co. LLC | 301,378 | (301,378 | ) | — | |||||||||||
J.P. Morgan Securities LLC | 22,231 | (22,231 | ) | — | |||||||||||
Morgan Stanley & Co. LLC | 285,250 | (285,250 | ) | — | |||||||||||
National Bank of Canada Financial Inc. | 10,424 | (10,424 | ) | — | |||||||||||
Natixis Securities America LLC | 1,747,200 | (1,747,200 | ) | — | |||||||||||
RBC Capital Markets, LLC | 616 | (616 | ) | — | |||||||||||
Scotia Capital (USA) Inc. | 153,875 | (153,875 | ) | — | |||||||||||
SG Americas Securities, LLC | 86,986 | (86,986 | ) | — | |||||||||||
UBS AG | 114,815 | (114,815 | ) | — | |||||||||||
Wells Fargo Securities LLC | 631,715 | (631,715 | ) | — | |||||||||||
Total | $ | 4,437,323 | $ | (4,437,323 | ) | $ | — |
(1) Collateral with a fair value of $4,567,483 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 | ||||||||||||
Barclays Capital Inc. | $ | 3,228,182 | $ | (3,228,182 | ) | $ | — | ||||||||
BofA Securities Inc. | 989,037 | (989,037 | ) | — | |||||||||||
Citigroup Global Markets Inc. | 122,379 | (122,379 | ) | — | |||||||||||
Deutsche Bank Securities Inc. | 243,305 | (243,305 | ) | — | |||||||||||
J.P. Morgan Securities LLC | 307,862 | (307,862 | ) | — | |||||||||||
Mizuho Securities USA LLC | 740,587 | (740,587 | ) | — | |||||||||||
MUFG Securities Americas Inc. | 776,952 | (776,952 | ) | — | |||||||||||
National Bank Financial Inc. | 105,997 | (105,997 | ) | — | |||||||||||
Societe Generale | 419,487 | (419,487 | ) | — | |||||||||||
TD Prime Services LLC | 25,325,252 | (25,325,252 | ) | — | |||||||||||
UBS Securities LLC | 83,810 | (83,810 | ) | — | |||||||||||
Total | $ | 32,342,850 | $ | (32,342,850 | ) | $ | — |
(1) Collateral with a fair value of $33,036,594 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 | ||||||||||||
Mizuho Securities USA LLC | $ | 63,025 | $ | (63,025 | ) | $ | — | ||||||||
UBS AG | 2,300,441 | (2,300,441 | ) | — | |||||||||||
Total | $ | 2,363,466 | $ | (2,363,466 | ) | $ | — |
(1) Collateral with a fair value of $2,426,581 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.
52
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
NOTE 10 — SECURITIES LENDING (continued)
T. Rowe Price Diversified Mid Cap Growth
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||
Barclays Capital Inc. | $ | 629,418 | $ | (629,418 | ) | $ | — | ||||||||
CIBC World Markets Corporation | 990,333 | (990,333 | ) | — | |||||||||||
Credit Suisse AG | 137,586 | (137,586 | ) | — | |||||||||||
Deutsche Bank Securities Inc. | 18,957 | (18,957 | ) | — | |||||||||||
Goldman Sachs & Co. LLC | 2,072,745 | (2,072,745 | ) | — | |||||||||||
J.P. Morgan Securities LLC | 144,474 | (144,474 | ) | — | |||||||||||
Morgan Stanley & Co. LLC | 691,284 | (691,284 | ) | — | |||||||||||
National Bank of Canada Financial Inc. | 2,161,155 | (2,161,155 | ) | — | |||||||||||
National Financial Services LLC | 422,501 | (422,501 | ) | — | |||||||||||
Scotia Capital (USA) Inc. | 220,740 | (220,740 | ) | — | |||||||||||
TD Prime Services LLC | 278,347 | (278,347 | ) | — | |||||||||||
Wells Fargo Securities LLC | 71,750 | (71,750 | ) | — | |||||||||||
Total | $ | 7,839,290 | $ | (7,839,290 | ) | $ | — |
(1) Collateral with a fair value of $8,055,358 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 | $ | 369,978 | $ | (369,978 | ) | $ | — | ||||||||
BNP Paribas Prime Brokerage Intl Ltd | 555,523 | (555,523 | ) | — | |||||||||||
Citigroup Global Markets Inc. | 9,102,731 | (9,102,731 | ) | — | |||||||||||
Credit Suisse AG | 26,032,439 | (26,032,439 | ) | — | |||||||||||
Deutsche Bank Securities Inc. | 404,861 | (404,861 | ) | — | |||||||||||
Industrial And Commercial Bank Of China | 25,596 | (25,596 | ) | — | |||||||||||
J.P. Morgan Securities LLC | 10,857,340 | (10,857,340 | ) | — | |||||||||||
Morgan Stanley & Co. LLC | 2,556 | (2,556 | ) | — | |||||||||||
National Financial Services LLC | 121,523 | (121,523 | ) | — | |||||||||||
UBS AG | 49,132 | (49,132 | ) | — | |||||||||||
UBS Securities LLC | 3,151,369 | (3,151,369 | ) | — | |||||||||||
Wells Fargo Bank NA | 1,499,786 | (1,499,786 | ) | — | |||||||||||
Wells Fargo Securities LLC | 3,412,036 | (3,412,036 | ) | — | |||||||||||
Total | $ | 55,584,870 | $ | (55,584,870 | ) | $ | — |
(1) Collateral with a fair value of $57,033,149 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 11 — 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, if any, are presented in the Summary Portfolio of Investments. There were no unfunded commitments for any Portfolio at June 30, 2019.
NOTE 12 — 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, 2019 | Year Ended December 31, 2018 | ||||||||||||||
Ordinary Income | Ordinary Income | Long-term Capital Gains | |||||||||||||
Global Bond | $ | 2,806,318 | $ | 7,939,892 | $ | — | |||||||||
International High Dividend Low Volatility | — | 10,762,651 | — | ||||||||||||
American Century Small-Mid Cap Value | — | 15,059,560 | 27,932,717 | ||||||||||||
Baron Growth | — | 3,009,782 | 72,863,629 | ||||||||||||
Columbia Contrarian Core | — | 4,280,361 | 28,642,329 | ||||||||||||
Columbia Small Cap Value II | — | 3,298,285 | 18,117,296 | ||||||||||||
Invesco Comstock | — | 7,428,308 | — | ||||||||||||
Invesco Equity and Income | — | 26,090,360 | 93,939,328 | ||||||||||||
Invesco Oppenheimer Global | — | 28,967,304 | 104,664,650 |
53
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
NOTE 12 — FEDERAL INCOME TAXES (continued)
Six Months Ended June 30, 2019 | Year Ended December 31, 2018 | ||||||||||||||
Ordinary Income | Ordinary Income | Long-term Capital Gains | |||||||||||||
JPMorgan Mid Cap Value | $ | — | $ | 7,147,783 | $ | 40,343,527 | |||||||||
Pioneer High Yield | 2,369,030 | 5,208,690 | — | ||||||||||||
T. Rowe Price Diversified Mid Cap Growth | — | 7,473,924 | 91,173,924 | ||||||||||||
T. Rowe Price Growth Equity | — | 8,462,876 | 299,823,491 |
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 June 30, 2019 were:
Undistributed | Undistributed Long-term | Unrealized Appreciation/ | Capital Loss Carryforwards | ||||||||||||||||||||||||
Ordinary Income | Capital Gains | (Depreciation) | Amount | Character | Expiration | ||||||||||||||||||||||
Global Bond | $ | 6,245,318 | $ | — | $ | 1,363,850 | $ | (268,236 | ) | Short-term | None | ||||||||||||||||
(4,093,110 | ) | Long-term | None | ||||||||||||||||||||||||
$ | (4,361,346 | ) | |||||||||||||||||||||||||
International High Dividend Low Volatility | 18,512,122 | 93,494,931 | 1,228,096 | — | — | — | |||||||||||||||||||||
American Century Small-Mid Cap Value | 17,134,554 | 28,351,431 | (474,584 | ) | — | — | — | ||||||||||||||||||||
Baron Growth | — | 91,097,127 | 567,495,924 | — | — | — | |||||||||||||||||||||
Columbia Contrarian Core | 3,775,818 | 33,680,158 | 56,393,994 | — | — | — | |||||||||||||||||||||
Columbia Small Cap Value II | 1,067,440 | 20,243,975 | 24,251,902 | (422,600 | ) | Short-term | None | ||||||||||||||||||||
Invesco Comstock | 10,793,252 | 66,958,304 | 37,536,069 | — | — | — | |||||||||||||||||||||
Invesco Equity and Income | 22,348,508 | 89,137,808 | 112,417,980 | — | — | — | |||||||||||||||||||||
Invesco Oppenheimer Global | 16,890,422 | 250,960,062 | 682,824,885 | — | — | — | |||||||||||||||||||||
JPMorgan Mid Cap Value | 4,892,145 | 66,487,754 | 104,836,679 | — | — | — | |||||||||||||||||||||
Pioneer High Yield | 2,858,194 | — | 1,558,412 | (701,575 | ) | Short-term | None | ||||||||||||||||||||
(2,913,175 | ) | Long-term | None | ||||||||||||||||||||||||
$ | (3,614,750 | ) | |||||||||||||||||||||||||
T. Rowe Price Diversified Mid Cap Growth | 9,222,546 | 153,338,836 | 354,719,544 | — | — | — | |||||||||||||||||||||
T. Rowe Price Growth Equity | 2,350,307 | 244,918,071 | 551,298,150 | — | — | — |
The Portfolios' major tax jurisdictions are U.S. federal and Arizona state.
As of June 30, 2019, no provision for income tax is required in the Portfolios' financial statements as a result of tax positions taken on federal and state income tax returns for open tax years. The Portfolios' federal and state income and federal excise tax returns for tax years for which the applicable statutes of limitations have not expired are subject to examination by the Internal Revenue Service and state department of revenue. Generally, the earliest tax year that remains subject to examination by these jurisdictions is 2014.
NOTE 13 — OTHER ACCOUNTING PRONOUNCEMENTS
The Portfolios have made a change in accounting principle and adopted the provisions of Financial Accounting Standards Board ("FASB") Accounting Standards Update 2017-08 ("ASU 2017-08"), Premium Amortization on Purchased Callable Debt Securities. ASU 2017-08 shortens the amortization period for certain callable debt securities held at a premium; specifically, requiring the premium to be amortized to the earliest call date. Prior to ASU 2017-08, premiums on callable debt securities were generally amortized to maturity date. ASU 2017-08 is intended to more closely align the amortization period with the expectations incorporated into the market pricing on the underlying security. ASU 2017-08 does not require an accounting change for securities held at a discount; the discount continues to be amortized to maturity date. Upon evaluation, with the exception of Pioneer High Yield, the Portfolios have concluded that the change in accounting principle does not materially impact the financial statement amounts. As a result of the adoption of ASU 2017-08 effective as of January 1, 2019, the amortized cost basis of investments for Pioneer High Yield was reduced by $25,898 and unrealized appreciation of investments was increased by $25,898.
54
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
NOTE 14 — SUBSEQUENT EVENTS
Dividends: Subsequent to June 30, 2019, 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 | $ | 0.0221 | $ | — | $ | — | August 1, 2019 | Daily | |||||||||||||||
Class I | $ | 0.0272 | $ | — | $ | — | August 1, 2019 | Daily | |||||||||||||||
Class S | $ | 0.0249 | $ | — | $ | — | August 1, 2019 | Daily | |||||||||||||||
International High Dividend Low Volatility | |||||||||||||||||||||||
Class ADV | $ | 0.1884 | $ | — | $ | 0.9830 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class I | $ | 0.2581 | $ | — | $ | 0.9830 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class S | $ | 0.2225 | $ | — | $ | 0.9830 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class S2 | $ | 0.1730 | $ | — | $ | 0.9830 | August 5, 2019 | August 1, 2019 | |||||||||||||||
American Century Small-Mid Cap Value | |||||||||||||||||||||||
Class ADV | $ | 0.1183 | $ | 0.3024 | $ | 0.8690 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class I | $ | 0.1784 | $ | 0.3024 | $ | 0.8690 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class S | $ | 0.1448 | $ | 0.3024 | $ | 0.8690 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class S2 | $ | 0.1153 | $ | 0.3024 | $ | 0.8690 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Baron Growth | |||||||||||||||||||||||
Class ADV | $ | — | $ | — | $ | 2.8212 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class I | $ | — | $ | — | $ | 2.8212 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class R6 | $ | — | $ | — | $ | 2.8212 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class S | $ | — | $ | — | $ | 2.8212 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class S2 | $ | — | $ | — | $ | 2.8212 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Columbia Contrarian Core | |||||||||||||||||||||||
Class ADV | $ | 0.1499 | $ | — | $ | 2.6541 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class I | $ | 0.2810 | $ | — | $ | 2.6541 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class S | $ | 0.2175 | $ | — | $ | 2.6541 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Columbia Small Cap Value II | |||||||||||||||||||||||
Class ADV | $ | 0.0055 | $ | — | $ | 2.0675 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class I | $ | 0.1083 | $ | — | $ | 2.0675 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class R6 | $ | 0.1083 | $ | — | $ | 2.0675 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class S | $ | 0.0561 | $ | — | $ | 2.0675 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class S2 | $ | 0.0302 | $ | — | $ | 2.0675 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Invesco Comstock | |||||||||||||||||||||||
Class ADV | $ | 0.0966 | $ | 0.0794 | $ | 1.7827 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class I | $ | 0.0966 | $ | 0.0794 | $ | 1.7827 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class S | $ | 0.0966 | $ | 0.0794 | $ | 1.7827 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Invesco Equity and Income | |||||||||||||||||||||||
Class ADV | $ | 0.1763 | $ | — | $ | 2.3509 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class I | $ | 0.1763 | $ | — | $ | 2.3509 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class S | $ | 0.1763 | $ | — | $ | 2.3509 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class S2 | $ | 0.1763 | $ | — | $ | 2.3509 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Invesco Oppenheimer Global | |||||||||||||||||||||||
Class ADV | $ | — | $ | 0.0245 | $ | 3.5592 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class I | $ | 0.1045 | $ | 0.0245 | $ | 3.5592 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class S | $ | 0.0427 | $ | 0.0245 | $ | 3.5592 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class S2 | $ | 0.0295 | $ | 0.0245 | $ | 3.5592 | August 5, 2019 | August 1, 2019 | |||||||||||||||
JPMorgan Mid Cap Value | |||||||||||||||||||||||
Class ADV | $ | 0.0204 | $ | 0.0955 | $ | 2.2307 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class I | $ | 0.0204 | $ | 0.0955 | $ | 2.2307 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class S | $ | 0.0204 | $ | 0.0955 | $ | 2.2307 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class S2 | $ | 0.0204 | $ | 0.0955 | $ | 2.2307 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Pioneer High Yield | |||||||||||||||||||||||
Class I | $ | 0.0552 | $ | — | $ | — | August 1, 2019 | Daily | |||||||||||||||
Class S | $ | 0.0527 | $ | — | $ | — | August 1, 2019 | Daily |
55
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2019 (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 | $ | 0.0266 | $ | 0.0437 | $ | 1.2312 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class I | $ | 0.0266 | $ | 0.0437 | $ | 1.2312 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class R6 | $ | 0.0266 | $ | 0.0437 | $ | 1.2312 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class S | $ | 0.0266 | $ | 0.0437 | $ | 1.2312 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class S2 | $ | 0.0266 | $ | 0.0437 | $ | 1.2312 | August 5, 2019 | August 1, 2019 | |||||||||||||||
T. Rowe Price Growth Equity | |||||||||||||||||||||||
Class ADV | $ | — | $ | — | $ | 10.0983 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class I | $ | 0.1746 | $ | — | $ | 10.0983 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class S | $ | — | $ | — | $ | 10.0983 | August 5, 2019 | August 1, 2019 | |||||||||||||||
Class S2 | $ | — | $ | — | $ | 10.0983 | August 5, 2019 | August 1, 2019 |
Reorganization: The Board approved a proposal to reorganize Pioneer High Yield (the "Merging Portfolio"), with and into Voya High Yield Portfolio, which is not included in this report, (the "Reorganization"). The proposed Reorganization was approved by the shareholders of the Merging Portfolio at a shareholder meeting held on July 23, 2019. The Reorganization will take place on close of business August 23, 2019.
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
Geographic Diversification
as of June 30, 2019
(as a percentage of net assets)
United States(1) | 84.0 | % | |||||
Germany | 4.8 | % | |||||
Spain | 1.2 | % | |||||
Peru | 1.0 | % | |||||
Netherlands | 0.9 | % | |||||
United Kingdom | 0.8 | % | |||||
Japan | 0.8 | % | |||||
Colombia | 0.7 | % | |||||
Indonesia | 0.7 | % | |||||
France | 0.6 | % | |||||
Countries between 0.0% - 0.5%^ | 2.5 | % | |||||
Assets in Excess of Other Liabilities* | 2.0 | % | |||||
Net Assets | 100.0 | % |
* Includes short-term investments and purchased options.
^ Includes 12 countries, which each represents 0.0% - 0.5% of net assets.
(1) Includes 18.1% total investment in Voya Emerging Markets Corporate Debt Fund, Voya Emerging Markets Hard Currency Debt Fund, Voya Emerging Markets Local Currency Debt Fund and Voya High Yield Bond Fund.
Portfolio holdings are subject to change daily.
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
CORPORATE BONDS/NOTES: 19.0% | |||||||||||||||||||
Canada: 0.2% | |||||||||||||||||||
377,000 | Other Securities | $ | 382,402 | 0.2 | |||||||||||||||
China: 0.3% | |||||||||||||||||||
601,000 |
| Alibaba Group Holding Ltd., 3.600%, 11/28/2024 | 627,030 | 0.3 | |||||||||||||||
France: 0.6% | |||||||||||||||||||
572,000 | (1 | ) | BNP Paribas SA, 3.500%, 03/01/2023 | 588,584 | 0.3 | ||||||||||||||
287,000 | (1 | ) | BPCE SA, 5.150%, 07/21/2024 | 310,530 | 0.2 | ||||||||||||||
226,000 | (1 | ) | Electricite de France SA, 2.350%, 10/13/2020 | 226,131 | 0.1 | ||||||||||||||
1,125,245 | 0.6 | ||||||||||||||||||
Guernsey: 0.4% | |||||||||||||||||||
716,000 | Credit Suisse Group Funding Guernsey Ltd., 2.750%, 03/26/2020 | 717,250 | 0.4 | ||||||||||||||||
Ireland: 0.3% | |||||||||||||||||||
652,000 | Other Securities | 652,510 | 0.3 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Japan: 0.8% | |||||||||||||||||||
200,000 | (1 | ) | Mizuho Bank Ltd., 3.200%, 03/26/2025 | $ | 206,603 | 0.1 | |||||||||||||
790,000 | (1 | ) | MUFG Bank Ltd, 2.300%, 03/05/2020 | 789,484 | 0.4 | ||||||||||||||
639,000 | Sumitomo Mitsui Financial Group, Inc., 3.784%, 03/09/2026 | 680,366 | 0.3 | ||||||||||||||||
1,676,453 | 0.8 | ||||||||||||||||||
Mexico: 0.0% | |||||||||||||||||||
MXN | 66,023 | (2 | ) | JP Morgan / Hipotecaria su Casita, 6.100%, 09/25/2035 | 3,433 | 0.0 | |||||||||||||
MXN | 1,007,437 | (3 | ),(4) | Other Securities | — | — | |||||||||||||
3,433 | 0.0 | ||||||||||||||||||
Netherlands: 0.9% | |||||||||||||||||||
690,000 | Shell International Finance BV, 3.250%, 05/11/2025 | 722,205 | 0.4 | ||||||||||||||||
361,000 | Shell International Finance BV, 4.000%, 05/10/2046 | 396,407 | 0.2 |
See Accompanying Notes to Financial Statements
57
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Netherlands (continued) | |||||||||||||||||||
300,000 | (1 | ) | Siemens Financieringsmaatschappij NV, 2.350%, 10/15/2026 | $ | 293,120 | 0.1 | |||||||||||||
440,000 | Other Securities | 472,844 | 0.2 | ||||||||||||||||
1,884,576 | 0.9 | ||||||||||||||||||
Norway: 0.2% | |||||||||||||||||||
380,000 | Other Securities | 382,411 | 0.2 | ||||||||||||||||
South Africa: 0.0% | |||||||||||||||||||
ZAR | 1,000,000 | Other Securities | 76,337 | 0.0 | |||||||||||||||
Sweden: 0.1% | |||||||||||||||||||
298,000 | (1 | ),(5) | Nordea Bank ABP, 5.500%, 12/31/2199 | 298,894 | 0.1 | ||||||||||||||
Switzerland: 0.4% | |||||||||||||||||||
400,000 | (1 | ) | Credit Suisse AG, 6.500%, 08/08/2023 | 441,250 | 0.2 | ||||||||||||||
250,000 | UBS AG/ Stamford CT, 7.625%, 08/17/2022 | 280,486 | 0.2 | ||||||||||||||||
721,736 | 0.4 | ||||||||||||||||||
United Kingdom: 0.8% | |||||||||||||||||||
200,000 | (1 | ) | Reckitt Benckiser Treasury Services PLC, 3.000%, 06/26/2027 | 201,742 | 0.1 | ||||||||||||||
1,002,000 | Santander UK PLC, 2.375%, 03/16/2020 | 1,002,059 | 0.5 | ||||||||||||||||
230,000 | (1 | ) | Standard Chartered PLC, 5.300%, 01/09/2043 | 252,525 | 0.1 | ||||||||||||||
283,000 | Other Securities | 285,000 | 0.1 | ||||||||||||||||
1,741,326 | 0.8 | ||||||||||||||||||
United States: 14.0% | |||||||||||||||||||
1,022,000 | AT&T, Inc., 4.300%- 5.650%, 02/15/2030- 02/15/2047 | 1,144,131 | 0.5 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
1,700,000 | (5 | ) | Bank of America Corp., 3.300%- 4.330%, 01/11/2023- 03/15/2050 | $ | 1,791,799 | 0.9 | |||||||||||||
530,000 | BP Capital Markets America, Inc., 3.216%, 11/28/2023 | 546,838 | 0.3 | ||||||||||||||||
474,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | 498,094 | 0.2 | ||||||||||||||||
1,313,000 | Citigroup, Inc., 4.000%- 5.500%, 08/05/2024- 07/25/2028 | 1,422,029 | 0.7 | ||||||||||||||||
758,000 | Citizens Bank NA/ Providence RI, 2.450%, 12/04/2019 | 758,029 | 0.4 | ||||||||||||||||
278,000 | (1 | ) | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | 282,361 | 0.1 | ||||||||||||||
665,000 | Comcast Corp., 2.350%- 5.650%, 01/15/2027- 06/15/2035 | 726,138 | 0.3 | ||||||||||||||||
1,184,000 | CVS Health Corp., 2.800%, 07/20/2020 | 1,187,190 | 0.6 | ||||||||||||||||
510,000 | CVS Health Corp., 4.300%, 03/25/2028 | 537,963 | 0.2 | ||||||||||||||||
480,000 | (1 | ) | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | 517,674 | 0.2 | ||||||||||||||
313,000 | (1 | ) | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 345,441 | 0.2 |
See Accompanying Notes to Financial Statements
58
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
1,026,000 | Energy Transfer Operating L.P., 4.900%, 02/01/2024 | $ | 1,101,936 | 0.5 | |||||||||||||||
280,000 | Energy Transfer Partners L.P. / Regency Energy Finance Corp., 4.500%, 11/01/2023 | 295,848 | 0.2 | ||||||||||||||||
558,000 | Entergy Corp., 5.125%, 09/15/2020 | 571,380 | 0.3 | ||||||||||||||||
200,000 | Entergy Louisiana LLC, 4.200%, 04/01/2050 | 222,723 | 0.1 | ||||||||||||||||
532,000 | FirstEnergy Corp., 4.250%, 03/15/2023 | 559,053 | 0.3 | ||||||||||||||||
569,000 | Ford Motor Credit Co. LLC, 3.200%, 01/15/2021 | 570,823 | 0.3 | ||||||||||||||||
240,000 | Goldman Sachs Group, Inc./ The, 2.625%, 04/25/2021 | 240,881 | 0.1 | ||||||||||||||||
942,000 | (5 | ) | Goldman Sachs Group, Inc./ The, 2.876%, 10/31/2022 | 949,740 | 0.5 | ||||||||||||||
250,000 | (5 | ) | JPMorgan Chase Bank NA, 2.604%, 02/01/2021 | 250,285 | 0.1 | ||||||||||||||
595,000 | (5 | ) | JPMorgan Chase & Co., 2.550%- 6.000%, 03/01/2021- 12/31/2199 | 620,103 | 0.3 | ||||||||||||||
103,000 | Kroger Co/The, 4.650%, 01/15/2048 | 103,632 | 0.1 | ||||||||||||||||
380,000 | (1 | ) | Metropolitan Edison Co., 4.000%, 04/15/2025 | 398,196 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
990,000 | Morgan Stanley, 3.750%- 4.100%, 02/25/2023- 05/22/2023 | $ | 1,039,325 | 0.5 | |||||||||||||||
324,000 | (1 | ) | Newmont Goldcorp Corp., 3.700%, 03/15/2023 | 336,171 | 0.2 | ||||||||||||||
561,000 | Verizon Communications, Inc., 4.125%- 4.522%, 03/16/2027- 09/15/2048 | 620,839 | 0.3 | ||||||||||||||||
300,000 | (1 | ) | Walt Disney Co/The, 5.400%, 10/01/2043 | 391,311 | 0.2 | ||||||||||||||
430,000 | Wells Fargo & Co., 4.100%, 06/03/2026 | 455,932 | 0.2 | ||||||||||||||||
9,767,998 | Other Securities | 10,343,646 | 5.0 | ||||||||||||||||
28,829,511 | 14.0 | ||||||||||||||||||
Total Corporate Bonds/Notes (Cost $37,707,033) | 39,119,114 | 19.0 | |||||||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 13.3% | |||||||||||||||||||
United States: 13.3% | |||||||||||||||||||
244,966 | Alternative Loan Trust 2005-51 3A2A, 3.794%, (12MTA + 1.290%), 11/20/2035 | 237,927 | 0.1 | ||||||||||||||||
515,866 | Banc of America Funding 2005-1 Trust 1A1, 5.500%, 02/25/2035 | 529,328 | 0.3 | ||||||||||||||||
79,960 | (5 | ) | Citigroup Mortgage Loan Trust, Inc. 2005-2 1A3, 4.991%, 05/25/2035 | 81,616 | 0.0 | ||||||||||||||
326,333 | CitiMortgage Alternative Loan Trust Series 2006-A3 1A7, 6.000%, 07/25/2036 | 323,283 | 0.2 |
See Accompanying Notes to Financial Statements
59
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
53,274 | Countrywide Alternative Loan Trust 2005-53T2 2A6, 2.904%, (US0001M + 0.500%), 11/25/2035 | $ | 34,458 | 0.0 | |||||||||||||||
266,445 | Countrywide Asset-Backed Certificates 2005-IM1 M1, 3.124%, (US0001M + 0.720%), 11/25/2035 | 267,364 | 0.1 | ||||||||||||||||
270,599 | (1 | ),(5) | CSMC Trust 2015-3 B1, 3.935%, 03/25/2045 | 279,526 | 0.1 | ||||||||||||||
7,554 | (1 | ) | Deutsche ALT- A Securities, Inc. ALT2007- RS1 A2, 2.930%, (US0001M + 0.500%), 01/27/2037 | 9,952 | 0.0 | ||||||||||||||
400,000 | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 6.054%, (US0001M + 3.650%), 09/25/2029 | 426,033 | 0.2 | ||||||||||||||||
500,000 | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 5.404%, (US0001M + 3.000%), 10/25/2029 | 522,382 | 0.3 | ||||||||||||||||
500,000 | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 4.604%, (US0001M + 2.200%), 01/25/2030 | 505,209 | 0.3 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
300,000 | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 4.804%, (US0001M + 2.400%), 05/25/2030 | $ | 305,231 | 0.2 | |||||||||||||||
600,000 | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 4.904%, (US0001M + 2.500%), 05/25/2030 | 610,871 | 0.3 | ||||||||||||||||
61,123 | (6 | ) | Fannie Mae Interest Strip Sereis 328 2, 6.000%, 12/25/2032 | 13,868 | 0.0 | ||||||||||||||
32,952 | (6 | ) | Fannie Mae Interest Strip Sereis 332 2, 6.000%, 03/25/2033 | 7,633 | 0.0 | ||||||||||||||
104,925 | (6 | ) | Fannie Mae Interest Strip Series 254 2, 7.500%, 01/25/2024 | 12,775 | 0.0 | ||||||||||||||
19,307 | (6 | ) | Fannie Mae Interest Strip Series 294 2, 7.000%, 02/25/2028 | 3,963 | 0.0 | ||||||||||||||
165,711 | (6 | ) | Fannie Mae Interest Strip Series 319 2, 6.500%, 02/25/2032 | 35,202 | 0.0 | ||||||||||||||
26,683 | (6 | ) | Fannie Mae Interest Strip Series 331 5, 6.000%, 02/25/2033 | 5,417 | 0.0 | ||||||||||||||
26,229 | (6 | ) | Fannie Mae Interest Strip Series 334 12, 6.000%, 03/25/2033 | 5,832 | 0.0 | ||||||||||||||
32,240 | (6 | ) | Fannie Mae Interest Strip Series 338 2, 5.500%, 07/25/2033 | 6,366 | 0.0 | ||||||||||||||
13,822 | (6 | ) | Fannie Mae Interest Strip Series 356 10, 5.500%, 06/25/2035 | 2,757 | 0.0 |
See Accompanying Notes to Financial Statements
60
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
14,718 | (6 | ) | Fannie Mae Interest Strip Series 364 15, 6.000%, 09/25/2035 | $ | 2,983 | 0.0 | |||||||||||||
478,474 | (6 | ) | Fannie Mae Interest Strip Series 418 5, 3.500%, 08/25/2043 | 75,997 | 0.0 | ||||||||||||||
697,598 | (5 | ),(6) | Fannie Mae Interest Strip Series 418 80, 3.500%, 08/25/2033 | 91,498 | 0.0 | ||||||||||||||
9,897 | Fannie Mae REMIC Trust 1999-14 MB, 6.500%, 04/25/2029 | 10,796 | 0.0 | ||||||||||||||||
14,968 | Fannie Mae REMIC Trust 1999-54 LH, 6.500%, 11/25/2029 | 16,605 | 0.0 | ||||||||||||||||
13,326 | Fannie Mae REMIC Trust 2001-80 ZB, 6.000%, 01/25/2032 | 14,721 | 0.0 | ||||||||||||||||
65,366 | (6 | ) | Fannie Mae REMIC Trust 2002-12 SB, 5.346%, (-1.000* US0001M + 7.750%), 07/25/2031 | 13,670 | 0.0 | ||||||||||||||
36,956 | (6 | ) | Fannie Mae REMIC Trust 2002-2 SW, 5.346%, (-1.000* US0001M + 7.750%), 02/25/2032 | 8,039 | 0.0 | ||||||||||||||
16,086 | Fannie Mae REMIC Trust 2002-21 PE, 6.500%, 04/25/2032 | 18,278 | 0.0 | ||||||||||||||||
6,666 | Fannie Mae REMIC Trust 2002-29 F, 3.404%, (US0001M + 1.000%), 04/25/2032 | 6,850 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
21,266 | (6 | ) | Fannie Mae REMIC Trust 2002-41 S, 5.546%, (-1.000* US0001M + 7.950%), 07/25/2032 | $ | 3,993 | 0.0 | |||||||||||||
2,051 | Fannie Mae REMIC Trust 2002-64 FJ, 3.404%, (US0001M + 1.000%), 04/25/2032 | 2,108 | 0.0 | ||||||||||||||||
4,278 | Fannie Mae REMIC Trust 2002-68 FH, 2.882%, (US0001M + 0.500%), 10/18/2032 | 4,309 | 0.0 | ||||||||||||||||
737,430 | (6 | ) | Fannie Mae REMIC Trust 2002-77 JS, 5.618%, (-1.000* US0001M + 8.000%), 12/18/2032 | 153,878 | 0.1 | ||||||||||||||
18,809 | Fannie Mae REMIC Trust 2002-84 FB, 3.404%, (US0001M + 1.000%), 12/25/2032 | 19,323 | 0.0 | ||||||||||||||||
18,807 | Fannie Mae REMIC Trust 2003-11 FA, 3.404%, (US0001M + 1.000%), 09/25/2032 | 19,320 | 0.0 | ||||||||||||||||
4,007 | Fannie Mae REMIC Trust 2003-116 FA, 2.804%, (US0001M + 0.400%), 11/25/2033 | 3,964 | 0.0 | ||||||||||||||||
25,669 | (6 | ) | Fannie Mae REMIC Trust 2003-13 IO, 7.000%, 03/25/2033 | 6,681 | 0.0 | ||||||||||||||
18,042 | (6 | ) | Fannie Mae REMIC Trust 2003-26 IK, 7.000%, 04/25/2033 | 4,207 | 0.0 |
See Accompanying Notes to Financial Statements
61
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
10,323 | (6 | ) | Fannie Mae REMIC Trust 2003-52 NS, 4.696%, (-1.000* US0001M + 7.100%), 06/25/2023 | $ | 547 | 0.0 | |||||||||||||
460,253 | (6 | ) | Fannie Mae REMIC Trust 2004-56 SE, 5.146%, (-1.000* US0001M + 7.550%), 10/25/2033 | 87,881 | 0.0 | ||||||||||||||
27,449 | Fannie Mae REMIC Trust 2005-25 PS, 17.581%, (-4.400* US0001M + 28.160%), 04/25/2035 | 46,211 | 0.0 | ||||||||||||||||
13,237 | (6 | ) | Fannie Mae REMIC Trust 2005-40 SB, 4.346%, (-1.000* US0001M + 6.750%), 05/25/2035 | 1,936 | 0.0 | ||||||||||||||
47,613 | Fannie Mae REMIC Trust 2005-71 DB, 4.500%, 08/25/2025 | 48,646 | 0.0 | ||||||||||||||||
112,127 | Fannie Mae REMIC Trust 2005-74 DK, 14.383%, (-4.000* US0001M + 24.000%), 07/25/2035 | 178,671 | 0.1 | ||||||||||||||||
319,976 | Fannie Mae REMIC Trust 2005-87 SB, 15.017%, (-3.667* US0001M + 23.833%), 10/25/2035 | 500,221 | 0.2 | ||||||||||||||||
203,784 | Fannie Mae REMIC Trust 2006-104 ES, 21.428%, (-5.000* US0001M + 33.450%), 11/25/2036 | 359,796 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
14,368 | Fannie Mae REMIC Trust 2006-11 PS, 15.751%, (-3.667* US0001M + 24.567%), 03/25/2036 | $ | 23,387 | 0.0 | |||||||||||||||
37,250 | Fannie Mae REMIC Trust 2006-46 SW, 15.384%, (-3.667* US0001M + 24.199%), 06/25/2036 | 55,833 | 0.0 | ||||||||||||||||
8,193,577 | (6 | ) | Fannie Mae REMIC Trust 2006-51 SA, 4.166%, (-1.000* US0001M + 6.570%), 06/25/2036 | 1,551,827 | 0.8 | ||||||||||||||
71,001 | (6 | ) | Fannie Mae REMIC Trust 2006-90 SX, 4.826%, (-1.000* US0001M + 7.230%), 09/25/2036 | 13,197 | 0.0 | ||||||||||||||
8,105,408 | (6 | ) | Fannie Mae REMIC Trust 2007-116 DI, 3.536%, (-1.000* US0001M + 5.940%), 01/25/2038 | 1,475,990 | 0.7 | ||||||||||||||
59,882 | (6 | ) | Fannie Mae REMIC Trust 2007-88 XI, 4.136%, (-1.000* US0001M + 6.540%), 06/25/2037 | 12,225 | 0.0 | ||||||||||||||
695,672 | (6 | ) | Fannie Mae REMIC Trust 2007-89 SB, 4.146%, (-1.000* US0001M + 6.550%), 09/25/2037 | 109,283 | 0.1 | ||||||||||||||
1,662,884 | (6 | ) | Fannie Mae REMIC Trust 2007-94 SG, 4.046%, (-1.000* US0001M + 6.450%), 10/25/2037 | 324,586 | 0.2 |
See Accompanying Notes to Financial Statements
62
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
248,774 | Fannie Mae REMIC Trust 2010-109 SN, 12.800%, (-5.000* US0001M + 25.000%), 10/25/2040 | $ | 621,314 | 0.3 | |||||||||||||||
112,076 | Fannie Mae REMIC Trust 2010-155 PL, 5.000%, 07/25/2040 | 119,003 | 0.1 | ||||||||||||||||
3,089,373 | (6 | ) | Fannie Mae REMIC Trust 2011-55 SK, 4.156%, (-1.000* US0001M + 6.560%), 06/25/2041 | 615,154 | 0.3 | ||||||||||||||
2,436,974 | (6 | ) | Fannie Mae REMIC Trust 2011-86 NS, 3.546%, (-1.000* US0001M + 5.950%), 09/25/2041 | 381,507 | 0.2 | ||||||||||||||
1,727,770 | (6 | ) | Fannie Mae REMIC Trust 2012-10 US, 4.046%, (-1.000* US0001M + 6.450%), 02/25/2042 | 234,441 | 0.1 | ||||||||||||||
1,297,599 | (6 | ) | Fannie Mae REMIC Trust 2012-110 JI, 4.000%, 06/25/2042 | 174,503 | 0.1 | ||||||||||||||
4,391,840 | (6 | ) | Fannie Mae REMIC Trust 2012-133 PS, 3.796%, (-1.000* US0001M + 6.200%), 03/25/2042 | 482,952 | 0.2 | ||||||||||||||
2,069,157 | (6 | ) | Fannie Mae REMIC Trust 2012-144 SB, 3.696%, (-1.000* US0001M + 6.100%), 01/25/2043 | 458,571 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
2,312,317 | (6 | ) | Fannie Mae REMIC Trust 2012-27 SB, 3.576%, (-1.000* US0001M + 5.980%), 11/25/2041 | $ | 306,391 | 0.2 | |||||||||||||
23,601 | Fannie Mae REMIC Trust 2013-130 ST, 8.000%, (-16.000* US0001M + 64.000%), 05/25/2043 | 29,163 | 0.0 | ||||||||||||||||
1,377,858 | (6 | ) | Fannie Mae REMIC Trust 2013-64 LI, 3.000%, 06/25/2033 | 156,706 | 0.1 | ||||||||||||||
8,535,581 | (6 | ) | Fannie Mae REMICS 2012-138 DI, 3.000%, 12/25/2027 | 606,145 | 0.3 | ||||||||||||||
7,582,858 | (6 | ) | Freddie Mac 3502 DL, 3.606%, (-1.000* US0001M + 6.000%), 01/15/2039 | 1,360,886 | 0.7 | ||||||||||||||
31,627 | Freddie Mac REMIC Trust 1360 PZ, 7.500%, 09/15/2022 | 33,381 | 0.0 | ||||||||||||||||
19,096 | Freddie Mac REMIC Trust 1674 Z, 6.750%, 02/15/2024 | 20,334 | 0.0 | ||||||||||||||||
38,596 | Freddie Mac REMIC Trust 1897 K, 7.000%, 09/15/2026 | 42,452 | 0.0 | ||||||||||||||||
8,166 | (6 | ) | Freddie Mac REMIC Trust 2035 PE, 7.000%, 03/15/2028 | 1,660 | 0.0 | ||||||||||||||
42,437 | (6 | ) | Freddie Mac REMIC Trust 2049 PL, 7.000%, 04/15/2028 | 8,267 | 0.0 |
See Accompanying Notes to Financial Statements
63
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
21,553 | Freddie Mac REMIC Trust 2122 F, 2.844%, (US0001M + 0.450%), 02/15/2029 | $ | 21,029 | 0.0 | |||||||||||||||
67,196 | (6 | ) | Freddie Mac REMIC Trust 2134 SB, 5.306%, (-1.000* US0001M + 7.700%), 03/15/2029 | 10,255 | 0.0 | ||||||||||||||
72,901 | (6 | ) | Freddie Mac REMIC Trust 2136 SG, 5.256%, (-1.000* US0001M + 7.650%), 03/15/2029 | 12,446 | 0.0 | ||||||||||||||
95,722 | (6 | ) | Freddie Mac REMIC Trust 2177 SB, 6.556%, (-1.000* US0001M + 8.950%), 08/15/2029 | 18,901 | 0.0 | ||||||||||||||
10,954 | Freddie Mac REMIC Trust 2344 FP, 3.344%, (US0001M + 0.950%), 08/15/2031 | 11,224 | 0.0 | ||||||||||||||||
4,629 | Freddie Mac REMIC Trust 2412 GF, 3.344%, (US0001M + 0.950%), 02/15/2032 | 4,746 | 0.0 | ||||||||||||||||
39,102 | Freddie Mac REMIC Trust 2415 ZA, 6.500%, 02/15/2032 | 45,324 | 0.0 | ||||||||||||||||
30,469 | Freddie Mac REMIC Trust 2461 PZ, 6.500%, 06/15/2032 | 34,116 | 0.0 | ||||||||||||||||
6,048 | Freddie Mac REMIC Trust 2464 FI, 3.394%, (US0001M + 1.000%), 02/15/2032 | 6,213 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
6,203 | Freddie Mac REMIC Trust 2470 LF, 3.394%, (US0001M + 1.000%), 02/15/2032 | $ | 6,373 | 0.0 | |||||||||||||||
8,762 | Freddie Mac REMIC Trust 2471 FD, 3.394%, (US0001M + 1.000%), 03/15/2032 | 9,001 | 0.0 | ||||||||||||||||
7,124 | Freddie Mac REMIC Trust 2504 FP, 2.894%, (US0001M + 0.500%), 03/15/2032 | 7,177 | 0.0 | ||||||||||||||||
26,350 | Freddie Mac REMIC Trust 2551 LF, 2.894%, (US0001M + 0.500%), 01/15/2033 | 26,545 | 0.0 | ||||||||||||||||
57,316 | Freddie Mac REMIC Trust 2676 KY, 5.000%, 09/15/2023 | 59,576 | 0.0 | ||||||||||||||||
340,836 | Freddie Mac REMIC Trust 2750 XG, 5.000%, 02/15/2034 | 378,606 | 0.2 | ||||||||||||||||
291,397 | Freddie Mac REMIC Trust 2890 PE, 5.000%, 11/15/2034 | 318,152 | 0.2 | ||||||||||||||||
55,992 | Freddie Mac REMIC Trust 3001 HT, 8.000%, (-6.667* US0001M + 44.667%), 05/15/2035 | 63,297 | 0.0 | ||||||||||||||||
59,786 | (6 | ) | Freddie Mac REMIC Trust 3004 SB, 3.756%, (-1.000* US0001M + 6.150%), 07/15/2035 | 7,409 | 0.0 |
See Accompanying Notes to Financial Statements
64
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
13,128 | Freddie Mac REMIC Trust 3025 SJ, 15.971%, (-3.667* US0001M + 24.750%), 08/15/2035 | $ | 21,092 | 0.0 | |||||||||||||||
743,873 | (6 | ) | Freddie Mac REMIC Trust 3223 S, 3.556%, (-1.000* US0001M + 5.950%), 10/15/2036 | 106,159 | 0.1 | ||||||||||||||
2,102,601 | (6 | ) | Freddie Mac REMIC Trust 3505 SA, 3.606%, (-1.000* US0001M + 6.000%), 01/15/2039 | 400,687 | 0.2 | ||||||||||||||
2,432,671 | (6 | ) | Freddie Mac REMIC Trust 3702 S, 2.056%, (-1.000* US0001M + 4.450%), 05/15/2036 | 256,241 | 0.1 | ||||||||||||||
1,123,653 | (6 | ) | Freddie Mac REMIC Trust 3710 SL, 3.606%, (-1.000* US0001M + 6.000%), 05/15/2036 | 25,858 | 0.0 | ||||||||||||||
2,558,019 | (6 | ) | Freddie Mac REMIC Trust 3925 SD, 3.656%, (-1.000* US0001M + 6.050%), 07/15/2040 | 277,358 | 0.1 | ||||||||||||||
1,269,651 | (6 | ) | Freddie Mac REMIC Trust 4136 SW, 3.856%, (-1.000* US0001M + 6.250%), 11/15/2032 | 194,850 | 0.1 | ||||||||||||||
589,851 | (6 | ) | Freddie Mac REMIC Trust 4161 CI, 4.000%, 02/15/2043 | 101,840 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
8,845,082 | (6 | ) | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | $ | 1,339,589 | 0.7 | |||||||||||||
1,087,634 | (6 | ) | Freddie Mac Series 4120 IK, 3.000%, 10/15/2032 | 121,963 | 0.1 | ||||||||||||||
100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015- DNA3 M3, 7.104%, (US0001M + 4.700%), 04/25/2028 | 111,277 | 0.1 | ||||||||||||||||
400,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017- DNA3 M2, 4.904%, (US0001M + 2.500%), 03/25/2030 | 409,444 | 0.2 | ||||||||||||||||
600,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017- HQA2 M2, 5.054%, (US0001M + 2.650%), 12/25/2029 | 614,893 | 0.3 | ||||||||||||||||
66,807 | (5 | ) | Freddie Mac Whole Loan Securities Trust 2016- SC02 M1, 3.607%, 10/25/2046 | 67,361 | 0.0 | ||||||||||||||
374,117 | Ginnie Mae Series 2007-8 SP, 14.322%, (-3.242* US0001M + 22.049%), 03/20/2037 | 558,398 | 0.3 | ||||||||||||||||
899,617 | (6 | ) | Ginnie Mae Series 2010-165 IP, 4.000%, 04/20/2038 | 13,799 | 0.0 |
See Accompanying Notes to Financial Statements
65
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
1,990,593 | (6 | ) | Ginnie Mae Series 2010-68 MS, 3.467%, (-1.000* US0001M + 5.850%), 06/20/2040 | $ | 331,831 | 0.2 | |||||||||||||
1,428,407 | (6 | ) | Ginnie Mae Series 2012-97 SC, 4.306%, (-1.000* US0001M + 6.700%), 07/16/2041 | 251,289 | 0.1 | ||||||||||||||
232,644 | GreenPoint Mortgage Funding Trust 2006-AR3 4A1, 2.614%, (US0001M + 0.210%), 04/25/2036 | 222,522 | 0.1 | ||||||||||||||||
600,935 | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 2.614%, (US0001M + 0.210%), 04/25/2046 | 566,933 | 0.3 | ||||||||||||||||
637,242 | (5 | ) | JP Morgan Mortgage Trust 2005-A4 B1, 4.542%, 07/25/2035 | 646,993 | 0.3 | ||||||||||||||
72,276 | (5 | ) | JP Morgan Mortgage Trust 2007-A1 7A1, 4.686%, 07/25/2035 | 73,411 | 0.0 | ||||||||||||||
286,714 | (1 | ),(5) | JP Morgan Mortgage Trust 2017-3 B1, 3.859%, 08/25/2047 | 299,172 | 0.2 | ||||||||||||||
138,105 | Lehman XS Trust Series 2005-5N 1A2, 2.764%, (US0001M + 0.360%), 11/25/2035 | 133,049 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
74,660 | (1 | ),(5) | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | $ | 76,786 | 0.0 | |||||||||||||
6,634,819 | (5 | ),(6) | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 0.565%, 08/25/2045 | 239,110 | 0.1 | ||||||||||||||
43,226 | (5 | ) | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.915%, 10/25/2036 | 42,436 | 0.0 | ||||||||||||||
751,427 | (5 | ) | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 3A1, 3.701%, 12/25/2036 | 723,779 | 0.3 | ||||||||||||||
148,783 | (5 | ) | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.910%, 08/25/2046 | 143,921 | 0.1 | ||||||||||||||
320,614 | (5 | ) | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.824%, 12/25/2036 | 320,590 | 0.2 | ||||||||||||||
89,509 | (5 | ) | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.566%, 04/25/2037 | 82,332 | 0.0 | ||||||||||||||
108,411 | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.834%, (US0001M + 0.430%), 06/25/2037 | 89,346 | 0.0 |
See Accompanying Notes to Financial Statements
66
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
34,199 | (5 | ) | Wells Fargo Mortgage Backed Securities 2005-AR16 2A1, 5.019%, 02/25/2034 | $ | 35,450 | 0.0 | |||||||||||||
118,750 | Wells Fargo Mortgage Backed Securities 2006-8 A15, 6.000%, 07/25/2036 | 120,672 | 0.1 | ||||||||||||||||
122,643 | (5 | ) | Wells Fargo Mortgage Backed Securities 2006-AR17 A1, 4.760%, 10/25/2036 | 123,672 | 0.1 | ||||||||||||||
26,453 | (5 | ) | Wells Fargo Mortgage Backed Securities 2006-AR17 A2, 4.760%, 10/25/2036 | 26,623 | 0.0 | ||||||||||||||
158,368 | (5 | ) | Wells Fargo Mortgage Backed Securities 2006-AR7 2A1, 5.088%, 05/25/2036 | 165,071 | 0.1 | ||||||||||||||
167,592 | (5 | ) | Wells Fargo Mortgage Backed Securities 2006-AR8 3A2, 5.003%, 04/25/2036 | 170,884 | 0.1 | ||||||||||||||
184,033 | (1 | ),(5) | WinWater Mortgage Loan Trust 2015-5 B4, 3.788%, 08/20/2045 | 186,436 | 0.1 | ||||||||||||||
3,846,903 | Other Securities | 1,458,311 | 0.7 | ||||||||||||||||
Total Collateralized Mortgage Obligations (Cost $24,948,990) | 27,339,098 | 13.3 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
STRUCTURED NOTES: 0.0% | |||||||||||||||||||
Russia: 0.0% | |||||||||||||||||||
RUB | 4,181,910 | (2 | ) | Morgan Stanley & Co. International PLC - EM Whole Loan SA /Russian Federation Total Return Linked Bonds, Series 007, Cl. VR, 5.000%, 08/22/2034 | $ | 12,243 | 0.0 | ||||||||||||
Total Structured Notes (Cost $149,752) | 12,243 | 0.0 | |||||||||||||||||
ASSET-BACKED SECURITIES: 3.8% | |||||||||||||||||||
United States: 3.8% | |||||||||||||||||||
500,000 | (1 | ) | AMMC CLO 16 Ltd. 2015-16A CR, 4.947%, (US0003M + 2.350%), 04/14/2029 | 498,363 | 0.3 | ||||||||||||||
500,000 | (1 | ) | Apidos CLO XXIX 2018-29A B, 4.480%, (US0003M + 1.900%), 07/25/2030 | 485,210 | 0.2 | ||||||||||||||
250,000 | (1 | ) | Babson CLO Ltd. 2014-IA BR, 4.792%, (US0003M + 2.200%), 07/20/2025 | 249,998 | 0.1 | ||||||||||||||
412,500 | (1 | ) | BlueMountain CLO 2013-2A CR, 4.542%, (US0003M + 1.950%), 10/22/2030 | 400,151 | 0.2 | ||||||||||||||
400,000 | (1 | ) | CIFC Funding 2013-IA BR Ltd., 5.001%, (US0003M + 2.400%), 07/16/2030 | 399,243 | 0.2 | ||||||||||||||
295,119 | (5 | ) | Citigroup Mortgage Loan Trust 2006-WF1 A2E, 4.886%, 03/25/2036 | 199,279 | 0.1 |
See Accompanying Notes to Financial Statements
67
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
1,040,000 | (1 | ) | Invitation Homes 2018-SFR1 D Trust, 3.844%, (US0001M + 1.450%), 03/17/2037 | $ | 1,036,222 | 0.5 | |||||||||||||
500,000 | (1 | ) | LCM XXIV Ltd. 24A C, 4.842%, (US0003M + 2.250%), 03/20/2030 | 495,029 | 0.2 | ||||||||||||||
250,000 | (1 | ) | Madison Park Funding XXVII Ltd. 2018-27A B, 4.392%, (US0003M + 1.800%), 04/20/2030 | 240,753 | 0.1 | ||||||||||||||
400,000 | (1 | ) | Madison Park Funding XXXI Ltd. 2018-31A C, 4.742%, (US0003M + 2.150%), 01/23/2031 | 394,720 | 0.2 | ||||||||||||||
200,000 | (1 | ),(5) | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | 198,765 | 0.1 | ||||||||||||||
250,000 | (1 | ) | Octagon Investment Partners XIX Ltd. 2014-1A CR, 4.697%, (US0003M + 2.100%), 04/15/2026 | 249,980 | 0.1 | ||||||||||||||
575,000 | (1 | ) | Palmer Square Loan Funding 2017-1A D Ltd., 7.447%, (US0003M + 4.850%), 10/15/2025 | 573,761 | 0.3 | ||||||||||||||
250,000 | (1 | ) | Palmer Square Loan Funding 2018-1A C Ltd., 4.447%, (US0003M + 1.850%), 04/15/2026 | 239,937 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
1,060,000 | (1 | ) | Progress Residential 2018-SFR2 E Trust, 4.656%, 08/17/2035 | $ | 1,099,602 | 0.5 | |||||||||||||
250,000 | (1 | ) | THL Credit Wind River 2013-2A CR CLO Ltd., 4.601%, (US0003M + 2.000%), 10/18/2030 | 241,960 | 0.1 | ||||||||||||||
560,000 | (1 | ) | THL Credit Wind River 2017-3A C CLO Ltd., 4.797%, (US0003M + 2.200%), 10/15/2030 | 554,733 | 0.3 | ||||||||||||||
300,000 | (1 | ),(5) | Towd Point Mortgage Trust 2017-6 M2, 3.250%, 10/25/2057 | 289,609 | 0.2 | ||||||||||||||
Total Asset- Backed Securities (Cost $7,882,068) | 7,847,315 | 3.8 | |||||||||||||||||
SOVEREIGN BONDS: 9.0% | |||||||||||||||||||
Chile: 0.1% | |||||||||||||||||||
CLP | 155,000,000 | Other Securities | 289,100 | 0.1 | |||||||||||||||
Colombia: 0.7% | |||||||||||||||||||
COP | 4,409,400,000 | Colombian TES, 7.000%, 06/30/2032 | 1,457,819 | 0.7 | |||||||||||||||
Germany: 4.8% | |||||||||||||||||||
EUR | 1,010,000 | Bundesobligation, 0.000%, 10/08/2021 | 1,168,566 | 0.6 | |||||||||||||||
EUR | 660,000 | Bundesrepublik Deutschland Bundesanleihe, 2.500%, 08/15/2046 | 1,198,486 | 0.6 | |||||||||||||||
EUR | 5,770,000 | Bundesrepublik Deutschland, 0.500%, 02/15/2025 | 6,987,091 | 3.4 |
See Accompanying Notes to Financial Statements
68
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Germany (continued) | |||||||||||||||||||
EUR | 360,000 | Bundesrepublik Deutschland Bundesanleihe, 0.000%- 2.000%, 08/15/2023- 08/15/2048 | $ | 481,664 | 0.2 | ||||||||||||||
EUR | 10,000 | Other Securities | 11,427 | 0.0 | |||||||||||||||
9,847,234 | 4.8 | ||||||||||||||||||
Indonesia: 0.7% | |||||||||||||||||||
IDR | 17,656,000,000 | Indonesia Treasury Bond, 8.750%, 05/15/2031 | 1,360,875 | 0.7 | |||||||||||||||
Peru: 1.0% | |||||||||||||||||||
PEN | 5,649,000 | Peru Government Bond, 6.150%, 08/12/2032 | 1,884,217 | 0.9 | |||||||||||||||
PEN | 750,000 | (1 | ) | Peru Government Bond, 5.400%, 08/12/2034 | 232,919 | 0.1 | |||||||||||||
2,117,136 | 1.0 | ||||||||||||||||||
Poland: 0.5% | |||||||||||||||||||
PLN | 3,655,000 | Republic of Poland Government Bond, 2.750%, 04/25/2028 | 1,010,016 | 0.5 | |||||||||||||||
Spain: 1.2% | |||||||||||||||||||
EUR | 870,000 | (1 | ) | Spain Government Bond, 1.450%, 04/30/2029 | 1,090,220 | 0.5 | |||||||||||||
EUR | 908,000 | (1 | ) | Spain Government Bond, 2.700%, 10/31/2048 | 1,359,254 | 0.7 | |||||||||||||
2,449,474 | 1.2 | ||||||||||||||||||
Total Sovereign Bonds (Cost $17,810,976) | 18,531,654 | 9.0 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
U.S. TREASURY OBLIGATIONS: 16.4% | |||||||||||||||||||
U.S. Treasury Bonds: 5.5% | |||||||||||||||||||
8,891,000 | 2.375%, 05/15/2029 | $ | 9,183,951 | 4.4 | |||||||||||||||
2,027,700 | 3.000%, 02/15/2049 | 2,224,213 | 1.1 | ||||||||||||||||
30,000 | 3.500%, 02/15/2039 | 35,613 | 0.0 | ||||||||||||||||
11,443,777 | 5.5 | ||||||||||||||||||
U.S. Treasury Notes: 10.9% | |||||||||||||||||||
679,000 | 1.500%, 10/31/2019 | 677,700 | 0.3 | ||||||||||||||||
1,488,000 | 1.500%, 07/15/2020 | 1,481,287 | 0.7 | ||||||||||||||||
5,768,000 | 1.625%, 06/30/2021 | 5,753,467 | 2.8 | ||||||||||||||||
3,001,000 | 1.750%, 06/15/2022 | 3,004,458 | 1.5 | ||||||||||||||||
4,798,000 | 1.750%, 06/30/2024 | 4,794,252 | 2.3 | ||||||||||||||||
1,553,000 | 2.000%, 05/31/2024 | 1,570,623 | 0.8 | ||||||||||||||||
2,122,000 | 2.125%, 05/31/2021 | 2,136,050 | 1.1 | ||||||||||||||||
2,907,000 | 2.125%, 05/31/2026 | 2,954,012 | 1.4 | ||||||||||||||||
22,371,849 | 10.9 | ||||||||||||||||||
Total U.S. Treasury Obligations (Cost $33,306,201) | 33,815,626 | 16.4 | |||||||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 9.1% | |||||||||||||||||||
United States: 9.1% | |||||||||||||||||||
6,937,888 | (5 | ),(6) | BANK 2017- BNK5 XA, 1.229%, 06/15/2060 | 418,410 | 0.2 | ||||||||||||||
900,000 | (1 | ),(5) | BANK 2017- BNK6 E, 2.792%, 07/15/2060 | 615,819 | 0.3 | ||||||||||||||
1,948,000 | (1 | ),(5),(6) | BANK 2017- BNK6 XE, 1.500%, 07/15/2060 | 194,308 | 0.1 | ||||||||||||||
998,205 | (5 | ),(6) | BANK 2019- BNK16 XA, 1.130%, 02/15/2052 | 73,509 | 0.0 | ||||||||||||||
2,048,211 | (5 | ),(6) | Barclays Commercial Mortgage Trust 2017-C1 XA, 1.674%, 02/15/2050 | 181,053 | 0.1 |
See Accompanying Notes to Financial Statements
69
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
8,020,000 | (1 | ),(5),(6) | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/2033 | $ | 288,886 | 0.1 | |||||||||||||
210,000 | (1 | ) | Benchmark 2019-B9 D Mortgage Trust, 3.000%, 03/15/2052 | 188,526 | 0.1 | ||||||||||||||
1,198,947 | (5 | ),(6) | Benchmark 2019-B9 XA Mortgage Trust, 1.215%, 03/15/2052 | 99,742 | 0.0 | ||||||||||||||
1,846,570 | (5 | ),(6) | CD 2016-CD1 Mortgage Trust XA, 1.552%, 08/10/2049 | 140,620 | 0.1 | ||||||||||||||
7,900,000 | (5 | ),(6) | Citigroup Commercial Mortgage Trust 2016-C2 XB, 0.995%, 08/10/2049 | 434,771 | 0.2 | ||||||||||||||
3,219,420 | (5 | ),(6) | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.262%, 10/12/2050 | 217,219 | 0.1 | ||||||||||||||
210,000 | (5 | ) | Citigroup Commercial Mortgage Trust 2017-P8 C, 4.412%, 09/15/2050 | 216,700 | 0.1 | ||||||||||||||
3,291,096 | (5 | ),(6) | COMM 2012- CR1 XA, 2.039%, 05/15/2045 | 142,525 | 0.1 | ||||||||||||||
9,673,167 | (1 | ),(5),(6) | COMM 2012- LTRT XA, 1.089%, 10/05/2030 | 230,428 | 0.1 | ||||||||||||||
1,819,012 | (5 | ),(6) | COMM 2013- CCRE10 XA Mortgage Trust, 0.840%, 08/10/2046 | 44,838 | 0.0 | ||||||||||||||
11,308,984 | (5 | ),(6) | COMM 2014- CR16 XA, 1.146%, 04/10/2047 | 443,293 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
570,000 | (5 | ) | COMM 2016- COR1 C, 4.531%, 10/10/2049 | $ | 593,751 | 0.3 | |||||||||||||
4,419,478 | (5 | ),(6) | COMM 2016- CR28 XA, 0.742%, 02/10/2049 | 150,596 | 0.1 | ||||||||||||||
1,000,000 | (5 | ) | COMM 2017- COR2 C, 4.714%, 09/10/2050 | 1,059,615 | 0.5 | ||||||||||||||
440,000 | (1 | ) | Credit Suisse Mortgage Capital Certificates 2019-ICE4 F, 5.044%, (US0001M + 2.650%), 05/15/2036 | 442,602 | 0.2 | ||||||||||||||
4,886,510 | (5 | ),(6) | CSAIL 2017- CX9 XA Commercial Mortgage Trust, 1.028%, 09/15/2050 | 199,627 | 0.1 | ||||||||||||||
300,000 | (1 | ),(7) | DBRR Re-REMIC Trust 2015- FRR1 B711, 0.000%, 08/28/2045 | 297,806 | 0.2 | ||||||||||||||
1,912,379 | (1 | ),(5),(6) | DBUBS 2011- LC1A XA, 0.885%, 11/10/2046 | 11,315 | 0.0 | ||||||||||||||
290,000 | (1 | ),(5) | DBJPM 16-C3 Mortgage Trust, 3.633%, 08/10/2049 | 270,917 | 0.1 | ||||||||||||||
3,840,000 | (5 | ),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K013 X3, 2.910%, 01/25/2043 | 162,410 | 0.1 | ||||||||||||||
7,000,000 | (5 | ),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.852%, 12/25/2041 | 490,790 | 0.3 |
See Accompanying Notes to Financial Statements
70
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
2,636,538 | (5 | ),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K055 X1, 1.499%, 03/25/2026 | $ | 203,153 | 0.1 | |||||||||||||
4,423,190 | (5 | ),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K711 X3, 1.626%, 08/25/2040 | 34,157 | 0.0 | ||||||||||||||
38,271,849 | (1 | ),(6) | FREMF Mortgage Trust 2012- K17 X2A, 0.100%, 12/25/2044 | 72,284 | 0.0 | ||||||||||||||
228,375 | (1 | ),(5) | GCCFC Commercial Mortgage Trust 2004- GG1 F, 6.608%, 06/10/2036 | 228,147 | 0.1 | ||||||||||||||
255,000 | (1 | ) | GPT 2018- GPP D Mortgage Trust, 4.244%, (US0001M + 1.850%), 06/15/2035 | 253,263 | 0.1 | ||||||||||||||
450,000 | (1 | ),(5) | Grace 2014- GRCE F Mortgage Trust, 3.710%, 06/10/2028 | 450,588 | 0.2 | ||||||||||||||
100,000 | (1 | ),(5) | GS Mortgage Securities Trust 2010- C2 F, 4.548%, 12/10/2043 | 97,868 | 0.0 | ||||||||||||||
1,964,780 | (5 | ),(6) | GS Mortgage Securities Trust 2012- GCJ7 XA, 2.360%, 05/10/2045 | 75,726 | 0.0 | ||||||||||||||
180,000 | (1 | ) | GS Mortgage Securities Trust 2013- GC16 G, 3.500%, 11/10/2046 | 149,566 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
3,998,765 | (5 | ),(6) | GS Mortgage Securities Trust 2013- GC16 XA, 1.217%, 11/10/2046 | $ | 154,573 | 0.1 | |||||||||||||
4,479,015 | (5 | ),(6) | GS Mortgage Securities Trust 2013- GCJ14 XA, 0.763%, 08/10/2046 | 98,655 | 0.1 | ||||||||||||||
1,350,000 | (1 | ),(5) | GS Mortgage Securities Trust 2016- GS4 E, 3.922%, 11/10/2049 | 1,040,336 | 0.5 | ||||||||||||||
2,317,230 | (5 | ),(6) | GS Mortgage Securities Trust 2017- GS6 XA, 1.191%, 05/10/2050 | 160,409 | 0.1 | ||||||||||||||
410,000 | (1 | ),(5) | GS Mortgage Securities Trust 2019- GC40 DBD, 3.668%, 07/10/2052 | 411,209 | 0.2 | ||||||||||||||
310,000 | (1 | ),(5) | GS Mortgage Securities Trust 2019- GC40 DBE, 3.668%, 07/10/2052 | 303,433 | 0.1 | ||||||||||||||
2,940,000 | (1 | ),(5),(6) | JP Morgan Chase Commercial Mortgage Securities Corp. 2012- LC9 XB, 0.420%, 12/15/2047 | 32,689 | 0.0 | ||||||||||||||
34,535 | (5 | ) | JP Morgan Chase Commercial Mortgage Securities Trust 2004- CIBC9 E, 5.536%, 06/12/2041 | 34,780 | 0.0 | ||||||||||||||
1,740,000 | (1 | ),(5) | JP Morgan Chase Commercial Mortgage Securities Trust 2011- C5 E, 4.000%, 08/15/2046 | 1,693,005 | 0.8 |
See Accompanying Notes to Financial Statements
71
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
United States (continued) | |||||||||||||||||||
5,942,136 | (5 | ),(6) | JP Morgan Chase Commercial Mortgage Securities Trust 2012- CIBX XA, 1.659%, 06/15/2045 | $ | 173,383 | 0.1 | |||||||||||||
660,000 | (5 | ) | JPMBB Commercial Mortgage Securities Trust 2014- C18 AS, 4.439%, 02/15/2047 | 708,468 | 0.4 | ||||||||||||||
3,107,208 | (1 | ),(5),(6) | LSTAR Commercial Mortgage Trust 2017-5 X, 1.265%, 03/10/2050 | 129,832 | 0.1 | ||||||||||||||
1,090,000 | (1 | ),(5) | Morgan Stanley Bank of America Merrill Lynch Trust 2012- C6 E, 4.762%, 11/15/2045 | 1,096,428 | 0.5 | ||||||||||||||
18,750,000 | (1 | ),(5),(6) | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XB, 0.584%, 12/15/2047 | 453,212 | 0.2 | ||||||||||||||
570,000 | (1 | ),(5) | Morgan Stanley Capital I Trust 2011-C1 D, 5.554%, 09/15/2047 | 593,245 | 0.3 | ||||||||||||||
4,773,681 | (1 | ),(5),(6) | UBS-Barclays Commercial Mortgage Trust 2012- C3 XA, 1.996%, 08/10/2049 | 236,829 | 0.1 | ||||||||||||||
7,011,766 | (5 | ),(6) | Wells Fargo Commercial Mortgage Trust 2016- C37, 1.149%, 12/15/2049 | 315,507 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
3,196,673 | (1 | ),(5),(6) | WFRBS Commercial Mortgage Trust 2012- C8 XA, 1.988%, 08/15/2045 | $ | 141,892 | 0.1 | |||||||||||||
550,000 | (1 | ),(5) | WFRBS Commercial Mortgage Trust 2013- C11 F, 4.407%, 03/15/2045 | 472,173 | 0.2 | ||||||||||||||
530,000 | (1 | ),(5) | WFRBS Commercial Mortgage Trust 2013- C14 D, 4.111%, 06/15/2046 | 504,262 | 0.2 | ||||||||||||||
9,397,114 | (5 | ),(6) | WFRBS Commercial Mortgage Trust 2014- C19 XA, 1.211%, 03/15/2047 | 340,604 | 0.2 | ||||||||||||||
544,910 | Other Securities | 538,465 | 0.3 | ||||||||||||||||
Total Commercial Mortgage- Backed Securities (Cost $18,376,870) | 18,808,217 | 9.1 | |||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 9.3% | |||||||||||||||||||
Federal Home Loan Mortgage Corporation(8): 0.5% | |||||||||||||||||||
932,759 | 4.000%- 6.500%, 01/01/2020- 05/01/2046 | 980,891 | 0.5 | ||||||||||||||||
Federal National Mortgage Association: 0.0% | |||||||||||||||||||
101,887 | 4.764%, 10/01/2036 | 107,465 | 0.0 | ||||||||||||||||
Government National Mortgage Association: 2.1% | |||||||||||||||||||
4,100,000 | (9 | ) | 3.000%, 08/01/2044 | 4,181,679 | 2.1 | ||||||||||||||
51,384 | 5.000%- 6.500%, 04/15/2034- 02/20/2035 | 57,090 | 0.0 | ||||||||||||||||
4,238,769 | 2.1 |
See Accompanying Notes to Financial Statements
72
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Uniform Mortgage-Backed Security: 6.7% | |||||||||||||||||||
2,942,110 | 3.500%, 05/01/2049 | $ | 3,011,179 | 1.4 | |||||||||||||||
1,593,365 | 3.500%, 06/01/2049 | 1,631,194 | 0.8 | ||||||||||||||||
2,400,000 | (9 | ) | 3.500%, 07/25/2049 | 2,453,062 | 1.2 | ||||||||||||||
2,902,945 | 4.000%, 06/01/2049 | 3,006,395 | 1.4 | ||||||||||||||||
1,000,000 | (9 | ) | 4.000%, 07/25/2049 | 1,033,379 | 0.5 | ||||||||||||||
1,900,000 | (9 | ) | 4.500%, 07/25/2049 | 1,985,537 | 1.0 | ||||||||||||||
732,086 | 2.500%- 7.500%, 09/01/2019- 05/01/2045 | 794,051 | 0.4 | ||||||||||||||||
13,914,797 | 6.7 | ||||||||||||||||||
Total U.S. Government Agency Obligations (Cost $19,131,899) | 19,241,922 | 9.3 | |||||||||||||||||
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 0.0% | |||||||||||||||||||
United States: 0.0% | |||||||||||||||||||
48,209 | (4 | ),(10) | Other Securities | $ | 42,183 | 0.0 | |||||||||||||
Total Common Stock (Cost $1,305,735) | 42,183 | 0.0 | |||||||||||||||||
MUTUAL FUNDS: 18.1% | |||||||||||||||||||
United States: 18.1% | |||||||||||||||||||
626,727 | Voya Emerging Markets Corporate Debt Fund - Class P | 6,267,271 | 3.1 | ||||||||||||||||
1,098,658 | Voya Emerging Markets Hard Currency Debt Fund - Class P | 10,744,872 | 5.2 | ||||||||||||||||
1,810,542 | Voya Emerging Markets Local Currency Debt Fund - Class P | 13,198,849 | 6.4 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
876,819 | Voya High Yield Bond Fund - Class P | $ | 6,988,247 | 3.4 | |||||||||||||||
Total Mutual Funds (Cost $39,371,730) | 37,199,239 | 18.1 | |||||||||||||||||
Value | Percentage of Net Assets | ||||||||||||||||||
PURCHASED OPTIONS(11): 0.0% | |||||||||||||||||||
Total Purchased Options (Cost $68,571) | $ | 15,495 | 0.0 | ||||||||||||||||
Total Long- Term Investments (Cost $200,059,825) | 201,972,106 | 98.0 | |||||||||||||||||
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 10.6% | |||||||||||||||||||
Commercial Paper: 7.5% | |||||||||||||||||||
2,000,000 | American Electric Power Co., Inc., 2.730%, 08/13/2019 | $ | 1,993,440 | 0.9 | |||||||||||||||
1,000,000 | Consolidated Edison Co. of New York, Inc., 2.950%, 07/19/2019 | 998,468 | 0.5 | ||||||||||||||||
1,000,000 | Consolidated Edison Co. of New York, Inc., 3.020%, 07/15/2019 | 998,760 | 0.5 | ||||||||||||||||
2,000,000 | Dominion Resources, Inc., 2.730%, 08/08/2019 | 1,994,173 | 1.0 | ||||||||||||||||
4,000,000 | Kroger Co., 7.360%, 07/01/2019 | 3,999,194 | 1.9 | ||||||||||||||||
1,600,000 | National Grid, 2.730%, 08/28/2019 | 1,592,978 | 0.8 | ||||||||||||||||
4,000,000 | United Health, 7.550%, 07/01/2019 | 3,999,173 | 1.9 | ||||||||||||||||
15,576,186 | 7.5 |
See Accompanying Notes to Financial Statements
73
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Mutual Funds: 3.1% | |||||||||||||||||||
6,408,000 | (12 | ) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $6,408,000) | $ | 6,408,000 | 3.1 | |||||||||||||
Total Short- Term Investments (Cost $21,987,566) | 21,984,186 | 10.6 | |||||||||||||||||
Total Investments in Securities (Cost $222,047,391) | $ | 223,956,292 | 108.6 | ||||||||||||||||
Liabilities in Excess of Other Assets | (17,809,559 | ) | (8.6 | ) | |||||||||||||||
Net Assets | $ | 206,146,733 | 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, 2019.
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) For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs.
(3) The grouping contains securities in default.
(4) The grouping contains Level 3 securities.
(5) Variable rate security. Rate shown is the rate in effect as of June 30, 2019.
(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) Represents a zero coupon bond. Rate shown reflects the effective yield as of June 30, 2019.
(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) Settlement is on a when-issued or delayed-delivery basis.
(10) The grouping contains non-income producing securities.
(11) The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities.
(12) Rate shown is the 7-day yield as of June 30, 2019.
CLP Chilean Peso
COP Colombian Peso
EUR EU Euro
IDR Indonesian Rupiah
MXN Mexican Peso
PEN Peruvian Nuevo Sol
PLN Polish Zloty
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 | 18.0 | % | |||||
U.S. Treasury Obligations | 16.4 | ||||||
Collateralized Mortgage Obligations | 13.3 | ||||||
Commercial Mortgage-Backed Securities | 9.1 | ||||||
Sovereign Bonds | 9.0 | ||||||
Financial | 7.9 | ||||||
Uniform Mortgage-Backed Security | 6.7 | ||||||
Other Asset-Backed Securities | 3.8 | ||||||
Consumer, Non-cyclical | 3.0 | ||||||
U.S. Government Agency Obligations | 2.6 | ||||||
Communications | 2.3 | ||||||
Energy | 2.2 | ||||||
Utilities | 1.4 | ||||||
Consumer, Cyclical | 0.8 | ||||||
Technology | 0.7 | ||||||
Industrial | 0.4 | ||||||
Basic Materials | 0.3 | ||||||
Purchased Options | 0.0 | ||||||
Structured Notes | 0.0 | ||||||
Materials | 0.0 | ||||||
Communication Services | 0.0 | ||||||
Short-Term Investments | 10.7 | ||||||
Liabilities in Excess of Other Assets | (8.6 | ) | |||||
Net Assets | 100.0 | % |
See Accompanying Notes to Financial Statements
74
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 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, 2019 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
United States | $ | 42,183 | $ | — | $ | — | $ | 42,183 | |||||||||||
Total Common Stock | 42,183 | — | — | 42,183 | |||||||||||||||
Mutual Funds | 37,199,239 | — | — | 37,199,239 | |||||||||||||||
Purchased Options | — | 15,495 | — | 15,495 | |||||||||||||||
Corporate Bonds/Notes | — | 39,115,681 | 3,433 | 39,119,114 | |||||||||||||||
Collateralized Mortgage Obligations | — | 27,339,098 | — | 27,339,098 | |||||||||||||||
Structured Notes | — | — | 12,243 | 12,243 | |||||||||||||||
Sovereign Bonds | — | 18,531,654 | — | 18,531,654 | |||||||||||||||
Asset-Backed Securities | — | 7,847,315 | — | 7,847,315 | |||||||||||||||
U.S. Government Agency Obligations | — | 19,241,922 | — | 19,241,922 | |||||||||||||||
U.S. Treasury Obligations | — | 33,815,626 | — | 33,815,626 | |||||||||||||||
Commercial Mortgage-Backed Securities | — | 18,808,217 | — | 18,808,217 | |||||||||||||||
Short-Term Investments | 6,408,000 | 15,576,186 | — | 21,984,186 | |||||||||||||||
Total Investments, at fair value | $ | 43,649,422 | $ | 180,291,194 | $ | 15,676 | $ | 223,956,292 | |||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Centrally Cleared Swaps | — | 2,215,216 | — | 2,215,216 | |||||||||||||||
Forward Foreign Currency Contracts | — | 521,287 | — | 521,287 | |||||||||||||||
Forward Premium Swaptions | — | 98,315 | — | 98,315 | |||||||||||||||
Futures | 815,101 | — | — | 815,101 | |||||||||||||||
Total Assets | $ | 44,464,523 | $ | 183,126,012 | $ | 15,676 | $ | 227,606,211 | |||||||||||
Liabilities Table | |||||||||||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Centrally Cleared Swaps | $ | — | $ | (1,380,639 | ) | $ | — | $ | (1,380,639 | ) | |||||||||
Forward Foreign Currency Contracts | — | (411,244 | ) | — | (411,244 | ) | |||||||||||||
Forward Premium Swaptions | — | (2,627 | ) | — | (2,627 | ) | |||||||||||||
Futures | (697,960 | ) | — | — | (697,960 | ) | |||||||||||||
Written Options | — | (1,326,022 | ) | — | (1,326,022 | ) | |||||||||||||
Total Liabilities | $ | (697,960 | ) | $ | (3,120,532 | ) | $ | — | $ | (3,818,492 | ) |
^ 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, 2019, where the following issuers were considered an affiliate:
Issuer | Beginning Fair Value at 12/31/18 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/19 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | |||||||||||||||||||||||||||
Voya Emerging Markets Corporate Debt Fund — Class P | $ | 10,570,022 | $ | 191,907 | $ | (5,232,154 | ) | $ | 737,496 | $ | 6,267,271 | $ | 191,902 | $ | (228,650 | ) | $ | — | |||||||||||||||||
Voya Emerging Markets Hard Currency Debt Fund — Class P | 15,377,081 | 301,312 | (6,639,599 | ) | 1,706,078 | 10,744,872 | 301,310 | (639,602 | ) | — | |||||||||||||||||||||||||
Voya Emerging Markets Local Currency Debt Fund — Class P | 12,193,671 | — | — | 1,005,178 | 13,198,849 | — | — | — | |||||||||||||||||||||||||||
Voya High Yield Bond Fund — Class P | 11,948,411 | 263,181 | (6,068,084 | ) | 844,739 | 6,988,247 | 263,188 | (68,086 | ) | — | |||||||||||||||||||||||||
$ | 50,089,185 | $ | 756,400 | $ | (17,939,837 | ) | $ | 4,293,491 | $ | 37,199,239 | $ | 756,400 | $ | (936,338 | ) | $ | — |
The financial statements for the above mutual fund[s] can be found at www.sec.gov.
See Accompanying Notes to Financial Statements
75
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
At June 30, 2019, the following forward foreign currency contracts were outstanding for Voya Global Bond Portfolio:
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
SEK | 10,233,087 | USD | 1,105,000 | Barclays Bank PLC | 07/26/19 | $ | (942 | ) | |||||||||||||||||||
NOK | 56,875,287 | USD | 6,653,298 | Barclays Bank PLC | 07/26/19 | 19,586 | |||||||||||||||||||||
KRW | 2,911,609,447 | USD | 2,482,762 | Barclays Bank PLC | 08/23/19 | 36,665 | |||||||||||||||||||||
SGD | 648,988 | USD | 475,001 | Barclays Bank PLC | 08/23/19 | 5,086 | |||||||||||||||||||||
USD | 439,702 | THB | 13,710,158 | Barclays Bank PLC | 08/23/19 | (7,939 | ) | ||||||||||||||||||||
USD | 1,288,900 | BRL | 5,018,964 | Barclays Bank PLC | 08/23/19 | (11,638 | ) | ||||||||||||||||||||
USD | 166,635 | MXN | 3,231,156 | Barclays Bank PLC | 08/23/19 | (206 | ) | ||||||||||||||||||||
ILS | 798,680 | USD | 222,735 | Barclays Bank PLC | 08/23/19 | 1,802 | |||||||||||||||||||||
CNY | 12,712,231 | USD | 1,839,716 | Barclays Bank PLC | 08/23/19 | 12,143 | |||||||||||||||||||||
USD | 411,143 | HUF | 118,332,397 | Barclays Bank PLC | 08/23/19 | (6,774 | ) | ||||||||||||||||||||
USD | 33,518 | MYR | 138,881 | Barclays Bank PLC | 08/23/19 | (85 | ) | ||||||||||||||||||||
USD | 571,927 | RUB | 36,934,953 | Barclays Bank PLC | 08/23/19 | (7,837 | ) | ||||||||||||||||||||
USD | 226,000 | EUR | 198,367 | BNP Paribas | 07/26/19 | (26 | ) | ||||||||||||||||||||
CAD | 10,553 | USD | 8,006 | BNP Paribas | 07/26/19 | 57 | |||||||||||||||||||||
EUR | 451,465 | USD | 515,808 | BNP Paribas | 07/26/19 | (1,394 | ) | ||||||||||||||||||||
USD | 1,690,398 | PLN | 6,420,357 | BNP Paribas | 08/23/19 | (31,467 | ) | ||||||||||||||||||||
USD | 348,001 | RON | 1,468,543 | BNP Paribas | 08/23/19 | (5,153 | ) | ||||||||||||||||||||
USD | 2,586,383 | COP | 8,437,408,124 | BNP Paribas | 08/23/19 | (30,227 | ) | ||||||||||||||||||||
NZD | 684,818 | USD | 451,000 | Brown Brothers Harriman & Co. | 07/26/19 | 9,323 | |||||||||||||||||||||
GBP | 1,598,375 | USD | 2,027,000 | Brown Brothers Harriman & Co. | 07/26/19 | 5,383 | |||||||||||||||||||||
USD | 370,135 | NOK | 3,137,456 | Brown Brothers Harriman & Co. | 07/26/19 | 2,033 | |||||||||||||||||||||
EUR | 728,573 | USD | 830,000 | Brown Brothers Harriman & Co. | 07/26/19 | 161 | |||||||||||||||||||||
SEK | 11,014,274 | USD | 1,174,938 | Brown Brothers Harriman & Co. | 07/26/19 | 13,403 | |||||||||||||||||||||
EUR | 33,095,671 | USD | 37,561,866 | Brown Brothers Harriman & Co. | 07/26/19 | 148,452 | |||||||||||||||||||||
DKK | 3,145,127 | USD | 478,307 | Brown Brothers Harriman & Co. | 07/26/19 | 1,880 | |||||||||||||||||||||
USD | 1,077,000 | EUR | 944,579 | Brown Brothers Harriman & Co. | 07/26/19 | 714 | |||||||||||||||||||||
USD | 1,104,000 | NZD | 1,642,803 | Brown Brothers Harriman & Co. | 07/26/19 | (263 | ) | ||||||||||||||||||||
AUD | 6,279,270 | USD | 4,341,519 | Brown Brothers Harriman & Co. | 07/26/19 | 70,709 | |||||||||||||||||||||
USD | 280,000 | GBP | 220,232 | Brown Brothers Harriman & Co. | 07/26/19 | (32 | ) | ||||||||||||||||||||
USD | 1,548,000 | EUR | 1,357,910 | Brown Brothers Harriman & Co. | 07/26/19 | 751 | |||||||||||||||||||||
USD | 510,000 | NOK | 4,321,779 | Brown Brothers Harriman & Co. | 07/26/19 | 2,948 | |||||||||||||||||||||
USD | 1,393,000 | GBP | 1,093,363 | Brown Brothers Harriman & Co. | 07/26/19 | 2,756 | |||||||||||||||||||||
USD | 817,000 | GBP | 640,356 | Brown Brothers Harriman & Co. | 07/26/19 | 2,768 | |||||||||||||||||||||
USD | 3,155,000 | JPY | 339,634,772 | Citibank N.A. | 07/26/19 | (1,212 | ) | ||||||||||||||||||||
USD | 1,582,000 | NOK | 13,461,888 | Citibank N.A. | 07/26/19 | 2,586 | |||||||||||||||||||||
NZD | 2,822,726 | USD | 1,888,000 | Citibank N.A. | 07/26/19 | 9,386 | |||||||||||||||||||||
USD | 6,180,000 | EUR | 5,424,700 | Goldman Sachs International | 07/26/19 | (1,085 | ) | ||||||||||||||||||||
USD | 2,875,000 | CHF | 2,799,796 | Goldman Sachs International | 07/26/19 | 250 | |||||||||||||||||||||
CHF | 254,458 | USD | 261,000 | Goldman Sachs International | 07/26/19 | 270 | |||||||||||||||||||||
EUR | 5,577,062 | USD | 6,372,000 | Goldman Sachs International | 07/26/19 | (17,308 | ) | ||||||||||||||||||||
CHF | 951,987 | USD | 982,000 | Goldman Sachs International | 07/26/19 | (4,527 | ) | ||||||||||||||||||||
USD | 2,481,430 | PEN | 8,298,710 | Goldman Sachs International | 08/23/19 | (33,181 | ) | ||||||||||||||||||||
CHF | 1,380,236 | USD | 1,417,000 | HSBC Bank USA N.A. | 07/26/19 | 187 | |||||||||||||||||||||
NZD | 1,664,158 | USD | 1,107,000 | HSBC Bank USA N.A. | 07/26/19 | 11,618 | |||||||||||||||||||||
HKD | 222,909 | USD | 28,495 | HSBC Bank USA N.A. | 08/23/19 | 47 | |||||||||||||||||||||
USD | 726,188 | CLP | 504,548,823 | HSBC Bank USA N.A. | 08/23/19 | (18,730 | ) | ||||||||||||||||||||
USD | 1,933,978 | IDR | 27,737,115,070 | HSBC Bank USA N.A. | 08/23/19 | (16,579 | ) | ||||||||||||||||||||
JPY | 3,301,083,774 | USD | 30,790,435 | JPMorgan Chase Bank N.A. | 07/26/19 | (113,595 | ) | ||||||||||||||||||||
NZD | 554,281 | USD | 367,000 | JPMorgan Chase Bank N.A. | 07/26/19 | 5,578 | |||||||||||||||||||||
USD | 156,354 | PHP | 8,116,501 | JPMorgan Chase Bank N.A. | 08/23/19 | (1,656 | ) | ||||||||||||||||||||
USD | 1,160,894 | ZAR | 17,000,192 | JPMorgan Chase Bank N.A. | 08/23/19 | (37,971 | ) | ||||||||||||||||||||
USD | 360,160 | CZK | 8,226,306 | JPMorgan Chase Bank N.A. | 08/23/19 | (8,062 | ) | ||||||||||||||||||||
CAD | 19,831,538 | USD | 15,020,781 | Morgan Stanley | 07/26/19 | 131,887 | |||||||||||||||||||||
CHF | 285,781 | USD | 294,000 | Morgan Stanley | 07/26/19 | (568 | ) | ||||||||||||||||||||
USD | 272,000 | GBP | 213,898 | Morgan Stanley | 07/26/19 | 22 | |||||||||||||||||||||
USD | 300,000 | NZD | 447,541 | Morgan Stanley | 07/26/19 | (829 | ) | ||||||||||||||||||||
USD | 1,210,000 | AUD | 1,726,662 | Morgan Stanley | 07/26/19 | (3,266 | ) | ||||||||||||||||||||
USD | 4,196,000 | CAD | 5,491,153 | Morgan Stanley | 07/26/19 | 379 | |||||||||||||||||||||
USD | 129,002 | TRY | 782,975 | Morgan Stanley | 08/23/19 | (2,276 | ) | ||||||||||||||||||||
CHF | 1,198,250 | USD | 1,232,823 | State Street Bank and Trust Co. | 07/26/19 | (2,494 | ) | ||||||||||||||||||||
USD | 817,531 | CHF | 799,819 | State Street Bank and Trust Co. | 07/26/19 | (3,700 | ) | ||||||||||||||||||||
GBP | 4,912,299 | USD | 6,228,885 | State Street Bank and Trust Co. | 07/26/19 | 17,253 | |||||||||||||||||||||
AUD | 348,810 | USD | 245,000 | State Street Bank and Trust Co. | 07/26/19 | 97 | |||||||||||||||||||||
USD | 1,671,611 | NZD | 2,546,681 | State Street Bank and Trust Co. | 07/26/19 | (40,222 | ) | ||||||||||||||||||||
USD | 1,347,036 | GBP | 1,055,365 | State Street Bank and Trust Co. | 07/26/19 | 5,107 | |||||||||||||||||||||
$ | 110,043 |
See Accompanying Notes to Financial Statements
76
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
At June 30, 2019, the following futures contracts were outstanding for Voya Global Bond Portfolio:
Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | |||||||||||||||
Long Contracts: | |||||||||||||||||||
Australia 10-Year Bond | 11 | 09/16/19 | $ | 1,109,345 | $ | 7,353 | |||||||||||||
Australia 3-Year Bond | 36 | 09/16/19 | 2,906,427 | 3,050 | |||||||||||||||
Canada 10-Year Bond | 25 | 09/19/19 | 2,728,609 | 58,432 | |||||||||||||||
Euro-Bobl 5-Year | 55 | 09/06/19 | 8,407,946 | 39,455 | |||||||||||||||
Euro-Buxl® 30-year German Government Bond | 16 | 09/06/19 | 3,691,482 | 112,517 | |||||||||||||||
Euro-OAT | 59 | 09/06/19 | 11,060,949 | 185,893 | |||||||||||||||
Euro-Schatz | 74 | 09/06/19 | 9,448,268 | 17,125 | |||||||||||||||
Long Gilt | 22 | 09/26/19 | 3,640,451 | 37,238 | |||||||||||||||
Long-Term Euro-BTP | 39 | 09/06/19 | 5,955,790 | 232,670 | |||||||||||||||
Short Gilt | 17 | 09/26/19 | 2,258,664 | 614 | |||||||||||||||
U.S. Treasury Long Bond | 23 | 09/19/19 | 3,578,656 | 120,754 | |||||||||||||||
$ | 54,786,587 | $ | 815,101 | ||||||||||||||||
Short Contracts: | |||||||||||||||||||
Euro-Bund | (25 | ) | 09/06/19 | (4,910,567 | ) | (51,489 | ) | ||||||||||||
Japanese Government Bonds 10-Year Mini | (8 | ) | 09/11/19 | (1,141,956 | ) | (3,435 | ) | ||||||||||||
U.S. Treasury 10-Year Note | (19 | ) | 09/19/19 | (2,431,406 | ) | (52,437 | ) | ||||||||||||
U.S. Treasury 2-Year Note | (6 | ) | 09/30/19 | (1,291,078 | ) | (6,744 | ) | ||||||||||||
U.S. Treasury 5-Year Note | (171 | ) | 09/30/19 | (20,204,719 | ) | (294,235 | ) | ||||||||||||
U.S. Treasury Ultra 10-Year Note | (77 | ) | 09/19/19 | (10,635,625 | ) | (283,491 | ) | ||||||||||||
U.S. Treasury Ultra Long Bond | (2 | ) | 09/19/19 | (355,125 | ) | (6,129 | ) | ||||||||||||
$ | (40,970,476 | ) | $ | (697,960 | ) |
At June 30, 2019, 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 | $ | 134,565 | $ | 122,028 | |||||||||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 0.294 | Annual | 02/10/23 | EUR | 2,400,000 | 61,736 | 61,664 | ||||||||||||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 0.325 | Annual | 02/16/23 | EUR | 100,000 | 2,711 | 2,702 | ||||||||||||||||||||||||||
Pay | 6-month GBP-LIBOR | Semi-Annual | 2.899 | Semi-Annual | 08/22/44 | GBP | 2,000,000 | 949,380 | 1,087,124 | ||||||||||||||||||||||||||
Pay | 6-month JPY-LIBOR | Semi-Annual | (0.015 | ) | Semi-Annual | 02/13/24 | JPY | 1,946,200,000 | 87,092 | 86,952 | |||||||||||||||||||||||||
Pay | 6-month JPY-LIBOR | Semi-Annual | 0.135 | Semi-Annual | 02/13/29 | JPY | 477,600,000 | 55,324 | 54,988 | ||||||||||||||||||||||||||
Pay | 6-month JPY-LIBOR | Semi-Annual | 0.328 | Semi-Annual | 02/13/34 | JPY | 403,500,000 | 92,132 | 91,286 | ||||||||||||||||||||||||||
Pay | 6-month JPY-LIBOR | Semi-Annual | 0.519 | Semi-Annual | 02/15/39 | JPY | 65,000,000 | 28,579 | 28,226 | ||||||||||||||||||||||||||
Pay | 6-month JPY-LIBOR | Semi-Annual | 0.583 | Semi-Annual | 02/13/44 | JPY | 349,200,000 | 186,641 | 184,667 | ||||||||||||||||||||||||||
Pay | 6-month JPY-LIBOR | Semi-Annual | 0.670 | Semi-Annual | 02/07/49 | JPY | 180,000,000 | 137,897 | 136,258 | ||||||||||||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.914 | Semi-Annual | 08/15/20 | USD | 474,695,000 | — | — | ||||||||||||||||||||||||||
Pay | 1-month USD-LIBOR | Monthly | 2.726 | Monthly | 12/27/28 | USD | 1,250,000 | 97,871 | 97,871 | ||||||||||||||||||||||||||
Pay | 1-month USD-LIBOR | Monthly | 2.466 | Monthly | 01/07/29 | USD | 584,000 | 32,340 | 32,340 | ||||||||||||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.997 | Semi-Annual | 06/25/29 | USD | 3,950,000 | 15,058 | 15,058 | ||||||||||||||||||||||||||
Pay | 1-month USD-LIBOR | Monthly | 2.400 | Monthly | 10/27/32 | USD | 690,000 | 35,795 | 35,884 | ||||||||||||||||||||||||||
Pay | 1-month USD-LIBOR | Monthly | 2.488 | Monthly | 10/27/47 | USD | 800,000 | 68,377 | 68,488 | ||||||||||||||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.056 | Annual | 02/10/21 | EUR | 100,000 | (802 | ) | (814 | ) | ||||||||||||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 1.143 | Annual | 02/04/46 | EUR | 500,000 | (62,089 | ) | (63,872 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 1.720 | Monthly | 10/27/19 | USD | 18,320,000 | 28,195 | 27,218 | ||||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.656 | Monthly | 06/19/20 | USD | 8,150,000 | (59,865 | ) | (59,865 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.798 | Monthly | 09/14/20 | USD | 4,000,000 | (46,481 | ) | (46,481 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 1.079 | Monthly | 04/04/21 | USD | 7,500,000 | 82,462 | 82,462 | ||||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 1.983 | Monthly | 10/27/22 | USD | 23,590,000 | (274,683 | ) | (276,629 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.816 | Monthly | 06/19/23 | USD | 1,716,000 | (78,704 | ) | (78,704 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.514 | Monthly | 01/24/25 | USD | 1,210,000 | (54,321 | ) | (54,320 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.728 | Monthly | 03/01/25 | USD | 4,110,000 | (235,093 | ) | (235,093 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.210 | Monthly | 10/27/26 | USD | 3,590,000 | (115,638 | ) | (116,025 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.681 | Monthly | 02/02/28 | USD | 1,690,000 | (119,714 | ) | (119,714 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.884 | Monthly | 06/19/28 | USD | 910,000 | (81,363 | ) | (81,363 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 3.099 | Monthly | 10/18/28 | USD | 780,000 | (85,630 | ) | (85,630 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.390 | Monthly | 12/11/32 | USD | 400,000 | (20,281 | ) | (20,281 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 2.962 | Monthly | 04/30/33 | USD | 530,000 | (65,400 | ) | (65,400 | ) | ||||||||||||||||||||||||
Receive | 1-month USD-LIBOR | Monthly | 3.148 | Monthly | 10/18/33 | USD | 520,000 | (76,448 | ) | (76,448 | ) | ||||||||||||||||||||||||
$ | 719,643 | $ | 834,577 |
See Accompanying Notes to Financial Statements
77
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
At June 30, 2019, the following over-the-counter purchased interest rate swaptions were outstanding for Voya Global Bond Portfolio:
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Cost | Fair Value | |||||||||||||||||||||||||||
Put on 1-Year Interest Rate Swap(1) | Goldman Sachs International | Pay | 2.200 | % | 3-month USD-LIBOR | 08/07/19 | USD | 4,509,000 | $ | 830 | $ | 341 | |||||||||||||||||||||||
Put on 1-Year Interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Pay | 2.200 | % | 3-month USD-LIBOR | 08/07/19 | USD | 101,000,000 | 47,975 | 7,640 | |||||||||||||||||||||||||
Put on 1-Year Interest Rate Swap(1) | Societe Generale | Pay | 2.200 | % | 3-month USD-LIBOR | 08/07/19 | USD | 3,427,000 | 582 | 259 | |||||||||||||||||||||||||
Put on 1-Year Interest Rate Swap(1) | Wells Fargo | Pay | 2.200 | % | 3-month USD-LIBOR | 08/07/19 | USD | 95,920,000 | 19,184 | 7,255 | |||||||||||||||||||||||||
$ | 68,571 | $ | 15,495 |
At June 30, 2019, the following over-the-counter written interest rate swaptions were outstanding for Voya Global Bond Portfolio:
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Premiums Received | Fair Value | |||||||||||||||||||||||||||
Call on 1-Year Interest Rate Swap(1) | Nomura Global Financial Products Inc. | Pay | 2.100 | % | 3-month USD-LIBOR | 08/15/19 | USD | 600,000,000 | $ | 240,000 | $ | (1,326,022 | ) | ||||||||||||||||||||||
$ | 240,000 | $ | (1,326,022 | ) |
At June 30, 2019, the following over-the-counter forward premium swaptions were outstanding for Voya Global Bond Portfolio:
Description | Counterparty | Exercise Rate(2) | Pay/ Receive Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Premium receivable/ (payable) at expiration(3) | Unrealized Appreciation/ (Depreciation) | |||||||||||||||||||||||||||
Call on 5-Year Interest Rate Swap (Purchased) | Bank of America N.A. | 5.250 | % | Receive | 3-month USD-LIBOR | 02/21/20 | USD | 3,269,000 | $ | (1,716,225 | ) | $ | 704 | ||||||||||||||||||||||
Call on 5-Year Interest Rate Swap (Purchased) | Goldman Sachs International | 5.130 | % | Receive | 3-month USD-LIBOR | 03/16/20 | USD | 5,881,000 | (301,695 | ) | 8,097 | ||||||||||||||||||||||||
Call on 5-Year Interest Rate Swap (Purchased) | Morgan Stanley Capital Services LLC | 4.960 | % | Receive | 3-month USD-LIBOR | 04/29/20 | USD | 12,329,000 | (610,902 | ) | 39,028 | ||||||||||||||||||||||||
Call on 5-Year Interest Rate Swap (Purchased) | Morgan Stanley Capital Services LLC | 5.250 | % | Receive | 3-month USD-LIBOR | 05/15/20 | USD | 18,558,000 | — | 50,486 | |||||||||||||||||||||||||
Call on 5-Year Interest Rate Swap (Purchased) | Morgan Stanley Capital Services LLC | 5.280 | % | Receive | 3-month USD-LIBOR | 02/24/20 | USD | 2,746,000 | (144,920 | ) | (125 | ) | |||||||||||||||||||||||
Call on 5-Year Interest Rate Swap (Purchased) | Morgan Stanley Capital Services LLC | 5.290 | % | Receive | 3-month USD-LIBOR | 02/27/20 | USD | 10,614,000 | (562,011 | ) | (2,502 | ) | |||||||||||||||||||||||
$ | (3,335,753 | ) | $ | 95,688 |
(1) Portfolio pays the exercise rate semi-annually and receives the floating rate index quarterly.
(2) Forward premium swaption exercise rates represent the premium price on each respective swaption contract. Final exercise rate will be determined at the expiration of each respective swaption contract.
(3) Forward premium swaptions include premiums receivable/(payable) that have extended settlement dates. Premiums are not exchanged until the expiration date of each respective swaption contract.
See Accompanying Notes to Financial Statements
78
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Currency Abbreviations
AUD — Australian Dollar
BRL — Brazilian Real
CAD — Canadian Dollar
CHF — Swiss Franc
CLP — Chilean Peso
COP — Colombian Peso
CNY — Chinese Yuan
CZK — Czech Koruna
DKK — Danish Krone
EUR — EU Euro
GBP — British Pound
HKD — Hong Kong Sar Dollar
HUF — Hungarian Forint
IDR — Indonesian Rupiah
ILS — Israeli New Shekel
JPY — Japanese Yen
KRW — South Korean Won
MXN — Mexican Peso
MYR — Malaysian Ringgit
NOK — Norwegian Krone
NZD — New Zealand Dollar
PEN — Peruvian Nuevo Sol
PHP — Philippine Peso
PLN — Polish Zloty
RON — Romanian New Leu
RUB — Russian Ruble
SEK — Swedish Krona
SGD — Singapore Dollar
THB — Thai Baht
TRY — Turkish Lira
USD — United States Dollar
ZAR — South African Rand
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, 2019 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* | $ | 15,495 | ||||||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | 521,287 | |||||||||
Interest rate contracts | Unrealized appreciation on forward premium swaptions** | 98,315 | |||||||||
Interest rate contracts | Net Assets — Unrealized appreciation*** | 815,101 | |||||||||
Interest rate contracts | Net Assets — Unrealized appreciation**** | 2,215,216 | |||||||||
Total Asset Derivatives | $ | 3,665,414 | |||||||||
Liability Derivatives | |||||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 411,244 | ||||||||
Interest rate contracts | Unrealized depreciation on forward premium swaptions** | 2,627 | |||||||||
Interest rate contracts | Net Assets — Unrealized depreciation*** | 697,960 | |||||||||
Interest rate contracts | Net Assets — Unrealized depreciation**** | 1,380,639 | |||||||||
Interest rate contracts | Written options, at fair value | 1,326,022 | |||||||||
Total Liability Derivatives | $ | 3,818,492 |
* Includes purchased options.
** Includes cumulative appreciation/depreciation of forward premium swaptions as reported in the table within the Portfolio of Investments.
*** Includes cumulative appreciation/depreciation of futures contracts as reported in the table within the Portfolio of Investments.
**** Includes cumulative appreciation/depreciation of centrally cleared swaps as reported in the table within the Portfolio of Investments. Only current day's variation margin receivable/payable is shown on the Statement of Assets and Liabiliites.
See Accompanying Notes to Financial Statements
79
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
The effect of derivative instruments on the Portfolio's Statement of Operations for the period ended June 30, 2019 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 | $ | — | $ | — | $ | (114,734 | ) | $ | — | $ | — | $ | (114,734 | ) | |||||||||||||
Credit Contracts | — | — | — | 56,753 | — | 56,753 | |||||||||||||||||||||
Foreign exchange contracts | — | 107,291 | — | — | — | 107,291 | |||||||||||||||||||||
Interest rate contracts | 53,134 | — | 1,139,673 | 1,517,582 | (270,648 | ) | 2,439,741 | ||||||||||||||||||||
Total | $ | 53,134 | $ | 107,291 | $ | 1,024,939 | $ | 1,574,335 | $ | (270,648 | ) | $ | 2,489,051 | ||||||||||||||
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 | $ | — | $ | — | $ | — | $ | 9,484 | $ | — | $ | 9,484 | |||||||||||||||
Foreign exchange contracts | — | (511,706 | ) | — | — | — | (511,706 | ) | |||||||||||||||||||
Interest rate contracts | 4,344 | — | (41,660 | ) | (3,908,725 | ) | 438,450 | (3,507,591 | ) | ||||||||||||||||||
Total | $ | 4,344 | $ | (511,706 | ) | $ | (41,660 | ) | $ | (3,899,241 | ) | $ | 438,450 | $ | (4,009,813 | ) |
* Amounts recognized for purchased options are included in net realized gain (loss) on investments and net change in unrealized appreciation or depreciation on investments.
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, 2019:
Bank of America N.A. | Barclays Bank PLC | BNP Paribas | Brown Brothers Harrmian & Co. | Citibank N.A. | Goldman Sachs International | HSBC Bank USA N.A. | JPMorgan Chase Bank N.A. | Morgan Stanley | Morgan Stanley Capital Services LLC | Nomura Global Financial Products Inc. | Societe Generale | State Street Bank & Trust Co. | Wells Fargo | Totals | |||||||||||||||||||||||||||||||||||||||||||||||||
Assets: | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Purchased options | $ | — | $ | — | $ | — | $ | — | $ | — | $ | 341 | $ | — | $ | 7,640 | $ | — | $ | — | $ | — | $ | 259 | $ | — | $ | 7,255 | $ | 15,495 | |||||||||||||||||||||||||||||||||
Forward premium swaptions | 704 | — | — | — | — | 8,097 | — | — | — | 89,514 | — | — | — | — | 98,315 | ||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | — | 75,282 | 57 | 261,281 | 11,972 | 520 | 11,852 | 5,578 | 132,288 | — | — | — | 22,457 | — | 521,287 | ||||||||||||||||||||||||||||||||||||||||||||||||
Total Assets | $ | 704 | $ | 75,282 | $ | 57 | $ | 261,281 | $ | 11,972 | $ | 8,958 | $ | 11,852 | $ | 13,218 | $ | 132,288 | $ | 89,514 | $ | — | $ | 259 | $ | 22,457 | $ | 7,255 | $ | 635,097 | |||||||||||||||||||||||||||||||||
Liabilities: | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | — | $ | 35,421 | $ | 68,267 | $ | 295 | $ | 1,212 | $ | 56,101 | $ | 35,309 | $ | 161,284 | $ | 6,939 | $ | — | $ | — | $ | — | $ | 46,416 | $ | — | $ | 411,244 | |||||||||||||||||||||||||||||||||
Forward premium swaptions | — | — | — | — | — | — | — | — | — | 2,627 | — | — | — | — | 2,627 | ||||||||||||||||||||||||||||||||||||||||||||||||
Written options | — | — | — | — | — | — | — | — | — | — | 1,326,022 | — | — | — | 1,326,022 | ||||||||||||||||||||||||||||||||||||||||||||||||
Total Liabilities | $ | — | $ | 35,421 | $ | 68,267 | $ | 295 | $ | 1,212 | $ | 56,101 | $ | 35,309 | $ | 161,284 | $ | 6,939 | $ | 2,627 | $ | 1,326,022 | $ | — | $ | 46,416 | $ | — | $ | 1,739,893 |
See Accompanying Notes to Financial Statements
80
SUMMARY PORTFOLIO OF INVESTMENTS
VOYA GLOBAL BOND PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Bank of America N.A. | Barclays Bank PLC | BNP Paribas | Brown Brothers Harrmian & Co. | Citibank N.A. | Goldman Sachs International | HSBC Bank USA N.A. | JPMorgan Chase Bank N.A. | Morgan Stanley | Morgan Stanley Capital Services LLC | Nomura Global Financial Products Inc. | Societe Generale | State Street Bank & Trust Co. | Wells Fargo | Totals | |||||||||||||||||||||||||||||||||||||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | 704 | $ | 39,861 | $ | (68,210 | ) | $ | 260,986 | $ | 10,760 | $ | (47,143 | ) | $ | (23,457 | ) | $ | (148,066 | ) | $ | 125,349 | $ | 86,887 | $ | (1,326,022 | ) | $ | 259 | $ | (23,959 | ) | $ | 7,255 | $ | (1,104,796 | ) | ||||||||||||||||||||||||||
Total collateral pledged by the Portfolio/ (Received from counterparty) | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | (60,000 | ) | $ | 1,326,022 | $ | — | $ | — | $ | — | $ | 1,266,022 | ||||||||||||||||||||||||||||||||
Net Exposure(1)(2) | $ | 704 | $ | 39,861 | $ | (68,210 | ) | $ | 260,986 | $ | 10,760 | $ | (47,143 | ) | $ | (23,457 | ) | $ | (148,066 | ) | $ | 125,349 | $ | 26,887 | $ | — | $ | 259 | $ | (23,959 | ) | $ | 7,255 | $ | 161,226 |
(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, 2019, the Portfolio pledged $66,000 and $1,520,000 in cash collateral from Citibank N.A. and Nomura Global Financial Products Inc. In addition, the Portfolio received $970,000 in cash collateral from BNP Paribas. Excess cash collateral is not shown for financial reporting purposes.
At June 30, 2019, 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 $222,492,336.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 10,512,606 | |||||
Gross Unrealized Depreciation | (9,148,756 | ) | |||||
Net Unrealized Appreciation | $ | 1,363,850 |
See Accompanying Notes to Financial Statements
81
VOYA INTERNATIONAL HIGH DIVIDEND SUMMARY PORTFOLIO OF INVESTMENTS
LOW VOLATILITY PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED)
Geographic Diversification
as of June 30, 2019
(as a percentage of net assets)
Japan | 24.6 | % | |||||
United Kingdom | 13.9 | % | |||||
France | 8.6 | % | |||||
Switzerland | 8.3 | % | |||||
Australia | 8.0 | % | |||||
Netherlands | 7.7 | % | |||||
Germany | 5.7 | % | |||||
Italy | 4.2 | % | |||||
Hong Kong | 3.6 | % | |||||
Spain | 2.7 | % | |||||
Countries between 0.2% - 2.6%^ | 12.2 | % | |||||
Assets in Excess of Other Liabilities* | 0.5 | % | |||||
Net Assets | 100.0 | % |
* Includes short-term investments and exchange-traded funds.
^ Includes 11 countries, which each represents 0.2% - 2.6% of net assets.
Portfolio holdings are subject to change daily.
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 99.5% | |||||||||||||||||||
Australia: 8.0% | |||||||||||||||||||
887,702 | Aurizon Holdings Ltd. | $ | 3,369,868 | 0.7 | |||||||||||||||
549,124 | Sydney Airport | 3,102,270 | 0.6 | ||||||||||||||||
8,433,709 | Other Securities | 32,403,472 | 6.7 | ||||||||||||||||
38,875,610 | 8.0 | ||||||||||||||||||
Belgium: 0.4% | |||||||||||||||||||
31,081 | Other Securities | 1,804,374 | 0.4 | ||||||||||||||||
China: 0.3% | |||||||||||||||||||
371,000 | Other Securities | 1,460,682 | 0.3 | ||||||||||||||||
Denmark: 2.6% | |||||||||||||||||||
25,189 | Carlsberg A/S | 3,342,512 | 0.7 | ||||||||||||||||
30,472 | Coloplast A/S | 3,444,519 | 0.7 | ||||||||||||||||
111,610 | Novo Nordisk A/S | 5,700,727 | 1.2 | ||||||||||||||||
12,487,758 | 2.6 | ||||||||||||||||||
Finland: 2.3% | |||||||||||||||||||
77,684 | Sampo OYJ | 3,667,031 | 0.7 | ||||||||||||||||
484,151 | Other Securities | 7,635,810 | 1.6 | ||||||||||||||||
11,302,841 | 2.3 | ||||||||||||||||||
France: 8.6% | |||||||||||||||||||
42,633 | Danone | 3,609,831 | 0.7 | ||||||||||||||||
242,851 | Engie SA | 3,682,471 | 0.7 | ||||||||||||||||
70,762 | Sanofi | 6,115,416 | 1.3 | ||||||||||||||||
27,483 | Sodexo SA | 3,212,595 | 0.7 | ||||||||||||||||
859,238 | Other Securities | 24,963,584 | 5.2 | ||||||||||||||||
41,583,897 | 8.6 | ||||||||||||||||||
Germany: 5.7% | |||||||||||||||||||
54,374 | BASF SE | 3,955,667 | 0.8 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
26,014 | Deutsche Boerse AG | $ | 3,672,396 | 0.8 | |||||||||||||||
114,798 | Deutsche Post AG | 3,776,490 | 0.8 | ||||||||||||||||
194,083 | Deutsche Telekom AG | 3,362,421 | 0.7 | ||||||||||||||||
858,760 | Other Securities | 12,558,932 | 2.6 | ||||||||||||||||
27,325,906 | 5.7 | ||||||||||||||||||
Hong Kong: 3.6% | |||||||||||||||||||
292,000 | CLP Holdings Ltd. | 3,217,781 | 0.7 | ||||||||||||||||
146,900 | Hang Seng Bank Ltd. | 3,656,413 | 0.7 | ||||||||||||||||
448,000 | Power Assets Holdings Ltd. | 3,222,933 | 0.7 | ||||||||||||||||
3,154,500 | Other Securities | 7,112,563 | 1.5 | ||||||||||||||||
17,209,690 | 3.6 | ||||||||||||||||||
Ireland: 0.2% | |||||||||||||||||||
221,593 | Other Securities | 906,096 | 0.2 | ||||||||||||||||
Israel: 1.7% | |||||||||||||||||||
1,086,764 | Other Securities | 8,062,538 | 1.7 | ||||||||||||||||
Italy: 4.2% | |||||||||||||||||||
194,540 | Assicurazioni Generali S.p.A. | 3,662,718 | 0.8 | ||||||||||||||||
218,709 | ENI S.p.A. | 3,636,547 | 0.8 | ||||||||||||||||
1,594,915 | Intesa Sanpaolo SpA | 3,414,396 | 0.7 | ||||||||||||||||
1,093,149 | Other Securities | 9,387,663 | 1.9 | ||||||||||||||||
20,101,324 | 4.2 | ||||||||||||||||||
Japan: 24.6% | |||||||||||||||||||
123,600 | (1 | ) | Canon, Inc. | 3,619,388 | 0.7 | ||||||||||||||
73,500 | Fuji Film Holdings Corp. | 3,731,581 | 0.8 | ||||||||||||||||
137,600 | Mitsubishi Corp. | 3,636,132 | 0.8 | ||||||||||||||||
78,900 | Mitsubishi Heavy Industries Ltd. | 3,440,992 | 0.7 | ||||||||||||||||
222,700 | Mitsui & Co., Ltd. | 3,635,109 | 0.8 |
See Accompanying Notes to Financial Statements
82
VOYA INTERNATIONAL HIGH DIVIDEND SUMMARY PORTFOLIO OF INVESTMENTS
LOW VOLATILITY PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Japan (continued) | |||||||||||||||||||
2,524,500 | Mizuho Financial Group, Inc. | $ | 3,670,943 | 0.8 | |||||||||||||||
78,700 | NEC Corp. | 3,105,584 | 0.6 | ||||||||||||||||
167,800 | NTT DoCoMo, Inc. | 3,915,098 | 0.8 | ||||||||||||||||
201,700 | Sekisui House Ltd. | 3,323,332 | 0.7 | ||||||||||||||||
224,600 | Sumitomo Corp. | 3,411,242 | 0.7 | ||||||||||||||||
42,200 | West Japan Railway Co. | 3,415,477 | 0.7 | ||||||||||||||||
4,061,411 | Other Securities | 79,908,478 | 16.5 | ||||||||||||||||
118,813,356 | 24.6 | ||||||||||||||||||
Luxembourg: 0.4% | |||||||||||||||||||
72,691 | Other Securities | 1,878,473 | 0.4 | ||||||||||||||||
Netherlands: 7.7% | |||||||||||||||||||
136,459 | (2 | ) | ABN AMRO Bank NV | 2,919,882 | 0.6 | ||||||||||||||
155,561 | Koninklijke Ahold Delhaize NV | 3,492,298 | 0.7 | ||||||||||||||||
478,589 | Koninklijke KPN NV | 1,469,651 | 0.3 | ||||||||||||||||
363,832 | Royal Dutch Shell PLC - Class A | 11,874,641 | 2.5 | ||||||||||||||||
138,910 | Unilever NV | 8,439,920 | 1.7 | ||||||||||||||||
50,915 | Wolters Kluwer NV | 3,704,133 | 0.8 | ||||||||||||||||
271,671 | Other Securities | 5,146,509 | 1.1 | ||||||||||||||||
37,047,034 | 7.7 | ||||||||||||||||||
New Zealand: 0.2% | |||||||||||||||||||
391,263 | Other Securities | 1,052,645 | 0.2 | ||||||||||||||||
Norway: 1.0% | |||||||||||||||||||
343,643 | Other Securities | 4,878,827 | 1.0 | ||||||||||||||||
Singapore: 2.4% | |||||||||||||||||||
1,490,400 | Singapore Telecommunications Ltd. | 3,857,627 | 0.8 | ||||||||||||||||
2,737,600 | Other Securities | 7,961,184 | 1.6 | ||||||||||||||||
11,818,811 | 2.4 | ||||||||||||||||||
Spain: 2.7% | |||||||||||||||||||
17,175 | (2 | ) | Aena SME SA | 3,404,135 | 0.7 | ||||||||||||||
120,473 | Ferrovial SA - FERE | 3,083,943 | 0.6 | ||||||||||||||||
231,194 | (3 | ) | Other Securities | 6,817,403 | 1.4 | ||||||||||||||
13,305,481 | 2.7 | ||||||||||||||||||
Sweden: 0.7% | |||||||||||||||||||
191,927 | Other Securities | 3,500,458 | 0.7 | ||||||||||||||||
Switzerland: 8.3% | |||||||||||||||||||
1,259 | Givaudan | 3,556,085 | 0.8 | ||||||||||||||||
124,826 | Nestle SA | 12,922,267 | 2.7 | ||||||||||||||||
85,753 | Novartis AG | 7,828,544 | 1.6 | ||||||||||||||||
34,503 | Roche Holding AG | 9,701,825 | 2.0 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
14,004 | Zurich Insurance Group AG | $ | 4,872,684 | 1.0 | |||||||||||||||
6,912 | Other Securities | 1,026,688 | 0.2 | ||||||||||||||||
39,908,093 | 8.3 | ||||||||||||||||||
United Kingdom: 13.9% | |||||||||||||||||||
398,710 | (2 | ) | Auto Trader Group PLC | 2,776,934 | 0.6 | ||||||||||||||
653,492 | Aviva PLC | 3,461,271 | 0.7 | ||||||||||||||||
561,403 | BAE Systems PLC | 3,528,365 | 0.7 | ||||||||||||||||
1,362,392 | BT Group PLC | 3,406,445 | 0.7 | ||||||||||||||||
61,591 | Coca-Cola European Partners PLC | 3,479,891 | 0.7 | ||||||||||||||||
160,229 | Compass Group PLC | 3,840,987 | 0.8 | ||||||||||||||||
307,047 | GlaxoSmithKline PLC | 6,154,731 | 1.3 | ||||||||||||||||
1,071,656 | Legal & General Group PLC | 3,671,522 | 0.8 | ||||||||||||||||
2,180,343 | Vodafone Group PLC | 3,573,732 | 0.7 | ||||||||||||||||
8,562,728 | Other Securities | 33,214,660 | 6.9 | ||||||||||||||||
67,108,538 | 13.9 | ||||||||||||||||||
Total Common Stock (Cost $475,661,429) | 480,432,432 | 99.5 | |||||||||||||||||
EXCHANGE-TRADED FUNDS: 0.1% | |||||||||||||||||||
11,081 | Other Securities | 728,354 | 0.1 | ||||||||||||||||
Total Exchange-Traded Funds (Cost $737,177) | 728,354 | 0.1 | |||||||||||||||||
Total Long-Term Investments (Cost $476,398,606) | 481,160,786 | 99.6 | |||||||||||||||||
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 1.5% | |||||||||||||||||||
Repurchase Agreements: 1.5% | |||||||||||||||||||
1,643,820 | (4 | ) | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,644,158, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $1,676,696, due 06/01/46-07/01/49) | $ | 1,643,820 | 0.4 |
See Accompanying Notes to Financial Statements
83
VOYA INTERNATIONAL HIGH DIVIDEND SUMMARY PORTFOLIO OF INVESTMENTS
LOW VOLATILITY PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Repurchase Agreements (continued) | |||||||||||||||||||
1,643,820 | (4 | ) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $1,644,162, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,676,696, due 06/30/19-05/20/69) | $ | 1,643,820 | 0.4 | |||||||||||||
1,643,820 | (4 | ) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,644,158, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,676,697, due 07/02/19-01/20/63) | 1,643,820 | 0.3 | ||||||||||||||
1,643,820 | (4 | ) | Jefferies LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $1,644,160, collateralized by various U.S. Government Agency Obligations, 0.000%-2.650%, Market Value plus accrued interest $1,676,704, due 07/05/19-08/16/23) | 1,643,820 | 0.3 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
486,689 | (4 | ) | JPMorgan Chase & Co., Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $486,790, collateralized by various U.S. Government Securities, 0.875%-1.750%, Market Value plus accrued interest $496,423, due 07/31/19-06/30/22) | $ | 486,689 | 0.1 | |||||||||||||
7,061,969 | 1.5 | ||||||||||||||||||
Total Short-Term Investments (Cost $7,061,969) | 7,061,969 | 1.5 | |||||||||||||||||
Total Investments in Securities (Cost $483,460,575) | $ | 488,222,755 | 101.1 | ||||||||||||||||
Liabilities in Excess of Other Assets | (5,290,402 | ) | (1.1 | ) | |||||||||||||||
Net Assets | $ | 482,932,353 | 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, 2019.
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) Security, or a portion of the security, is on loan.
(2) Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers.
(3) The grouping contains securities on loan.
(4) Represents securities purchased with cash collateral received for securities on loan.
Sector Diversification | Percentage of Net Assets | ||||||
Financials | 18.0 | % | |||||
Industrials | 17.4 | ||||||
Consumer Staples | 13.0 | ||||||
Health Care | 10.1 | ||||||
Consumer Discretionary | 8.5 | ||||||
Communication Services | 6.9 | ||||||
Materials | 6.1 | ||||||
Utilities | 5.8 | ||||||
Information Technology | 5.4 | ||||||
Real Estate | 4.6 | ||||||
Energy | 3.7 | ||||||
Exchange-Traded Funds | 0.1 | ||||||
Short-Term Investments | 1.5 | ||||||
Liabilities in Excess of Other Assets | (1.1 | ) | |||||
Net Assets | 100.0 | % |
See Accompanying Notes to Financial Statements
84
VOYA INTERNATIONAL HIGH DIVIDEND SUMMARY PORTFOLIO OF INVESTMENTS
LOW VOLATILITY PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 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, 2019 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Australia | $ | — | $ | 38,875,610 | $ | — | $ | 38,875,610 | |||||||||||
Belgium | — | 1,804,374 | — | 1,804,374 | |||||||||||||||
China | — | 1,460,682 | — | 1,460,682 | |||||||||||||||
Denmark | — | 12,487,758 | — | 12,487,758 | |||||||||||||||
Finland | — | 11,302,841 | — | 11,302,841 | |||||||||||||||
France | 5,411,928 | 36,171,969 | — | 41,583,897 | |||||||||||||||
Germany | 1,605,020 | 25,720,886 | — | 27,325,906 | |||||||||||||||
Hong Kong | 1,769,909 | 15,439,781 | — | 17,209,690 | |||||||||||||||
Ireland | 906,096 | — | — | 906,096 | |||||||||||||||
Israel | — | 8,062,538 | — | 8,062,538 | |||||||||||||||
Italy | — | 20,101,324 | — | 20,101,324 | |||||||||||||||
Japan | — | 118,813,356 | — | 118,813,356 | |||||||||||||||
Luxembourg | 810,197 | 1,068,276 | — | 1,878,473 | |||||||||||||||
Netherlands | — | 37,047,034 | — | 37,047,034 | |||||||||||||||
New Zealand | — | 1,052,645 | — | 1,052,645 | |||||||||||||||
Norway | — | 4,878,827 | — | 4,878,827 | |||||||||||||||
Singapore | — | 11,818,811 | — | 11,818,811 | |||||||||||||||
Spain | — | 13,305,481 | — | 13,305,481 | |||||||||||||||
Sweden | — | 3,500,458 | — | 3,500,458 | |||||||||||||||
Switzerland | — | 39,908,093 | — | 39,908,093 | |||||||||||||||
United Kingdom | 3,479,891 | 63,628,647 | — | 67,108,538 | |||||||||||||||
Total Common Stock | 13,983,041 | 466,449,391 | — | 480,432,432 | |||||||||||||||
Exchange-Traded Funds | 728,354 | — | — | 728,354 | |||||||||||||||
Short-Term Investments | — | 7,061,969 | — | 7,061,969 | |||||||||||||||
Total Investments, at fair value | $ | 14,711,395 | $ | 473,511,360 | $ | — | $ | 488,222,755 | |||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | — | 1,536 | — | 1,536 | |||||||||||||||
Total Assets | $ | 14,711,395 | $ | 473,512,896 | $ | — | $ | 488,224,291 | |||||||||||
Liabilities Table | |||||||||||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (744 | ) | $ | — | $ | (744 | ) | |||||||||
Total Liabilities | $ | — | $ | (744 | ) | $ | — | $ | (744 | ) |
(1) For the period ended June 30, 2019, 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, 2019, securities valued at $13,254,683 were transferred from Level 2 to Level 1 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.
See Accompanying Notes to Financial Statements
85
VOYA INTERNATIONAL HIGH DIVIDEND SUMMARY PORTFOLIO OF INVESTMENTS
LOW VOLATILITY PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
At June 30, 2019, the following forward foreign currency contracts were outstanding for Voya International High Dividend Low Volatility Portfolio:
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||||||||||
USD | 209,563 | GBP | 165,197 | The Bank of New York Mellon | 07/01/19 | $ | (230 | ) | |||||||||||
USD | 676,301 | JPY | 72,770,530 | The Bank of New York Mellon | 07/01/19 | 1,344 | |||||||||||||
JPY | 54,272,617 | USD | 503,194 | The Bank of New York Mellon | 07/02/19 | 192 | |||||||||||||
USD | 46,198 | GBP | 36,493 | The Bank of New York Mellon | 07/02/19 | (146 | ) | ||||||||||||
USD | 976,962 | HKD | 7,633,952 | The Bank of New York Mellon | 07/02/19 | (284 | ) | ||||||||||||
USD | 41,821 | GBP | 32,949 | The Bank of New York Mellon | 07/03/19 | (23 | ) | ||||||||||||
USD | 109,235 | GBP | 86,063 | The Bank of New York Mellon | 07/03/19 | (61 | ) | ||||||||||||
$ | 792 |
Currency Abbreviations
GBP — British Pound
HKD — Hong Kong Sar Dollar
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, 2019 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 | $ | 1,536 | ||||||||
Total Asset Derivatives | $ | 1,536 | |||||||||
Liability Derivatives | |||||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 744 | ||||||||
Total Liability Derivatives | $ | 744 |
The effect of derivative instruments on the Portfolio's Statement of Operations for the period ended June 30, 2019 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 | $ | (569,517 | ) | ||||
Total | $ | (569,517 | ) | ||||
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 | $ | 792 | |||||
Total | $ | 792 |
See Accompanying Notes to Financial Statements
86
VOYA INTERNATIONAL HIGH DIVIDEND SUMMARY PORTFOLIO OF INVESTMENTS
LOW VOLATILITY PORTFOLIO AS OF JUNE 30, 2019 (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, 2019:
The Bank of New York Mellon | |||||||
Assets: | |||||||
Forward foreign currency contracts | $ | 1,536 | |||||
Total Assets | $ | 1,536 | |||||
Liabilities: | |||||||
Forward foreign currency contracts | $ | 744 | |||||
Total Liabilities | $ | 744 | |||||
Net OTC derivative instruments by counterparty, at fair value | $ | 792 | |||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | |||||
Net Exposure(1) | $ | 792 |
(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, 2019, 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 $493,340,373.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 26,333,849 | |||||
Gross Unrealized Depreciation | (25,105,753 | ) | |||||
Net Unrealized Appreciation | $ | 1,228,096 |
See Accompanying Notes to Financial Statements
87
VY® AMERICAN CENTURY SUMMARY PORTFOLIO OF INVESTMENTS
SMALL-MID CAP VALUE PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED)
Sector Diversification
as of June 30, 2019
(as a percentage of net assets)
Financials | 27.0 | % | |||||
Industrials | 17.3 | % | |||||
Information Technology | 8.7 | % | |||||
Health Care | 8.3 | % | |||||
Consumer Discretionary | 7.3 | % | |||||
Utilities | 6.7 | % | |||||
Consumer Staples | 6.3 | % | |||||
Real Estate | 6.2 | % | |||||
Materials | 4.8 | % | |||||
Energy | 3.9 | % | |||||
Exchange-Traded Funds | 2.2 | % | |||||
Communication Services | 0.4 | % | |||||
Assets in Excess of Other Liabilities* | 0.9 | % | |||||
Net Assets | 100.0 | % |
* Includes short-term investments.
Portfolio holdings are subject to change daily.
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 96.9% | |||||||||||||||||||
Communication Services: 0.4% | |||||||||||||||||||
380,309 | Other Securities | $ | 1,254,285 | 0.4 | |||||||||||||||
Consumer Discretionary: 7.3% | |||||||||||||||||||
20,459 | Advance Auto Parts, Inc. | 3,153,550 | 0.9 | ||||||||||||||||
58,689 | BorgWarner, Inc. | 2,463,764 | 0.7 | ||||||||||||||||
98,374 | Honda Motor Co., Ltd. ADR | 2,541,984 | 0.7 | ||||||||||||||||
87,978 | Pulte Group, Inc. | 2,781,865 | 0.7 | ||||||||||||||||
20,214 | Sodexo SA | 2,362,893 | 0.6 | ||||||||||||||||
361,686 | (1 | ),(2) | Other Securities | 13,339,469 | 3.7 | ||||||||||||||
26,643,525 | 7.3 | ||||||||||||||||||
Consumer Staples: 6.3% | |||||||||||||||||||
18,390 | Kimberly-Clark Corp. | 2,451,019 | 0.7 | ||||||||||||||||
111,293 | Koninklijke Ahold Delhaize NV | 2,498,494 | 0.7 | ||||||||||||||||
402,432 | Orkla ASA | 3,571,555 | 1.0 | ||||||||||||||||
33,972 | Sysco Corp. | 2,402,500 | 0.6 | ||||||||||||||||
308,304 | (1 | ),(2) | Other Securities | 11,973,433 | 3.3 | ||||||||||||||
22,897,001 | 6.3 | ||||||||||||||||||
Energy: 3.9% | |||||||||||||||||||
99,840 | Baker Hughes a GE Co. | 2,459,059 | 0.7 | ||||||||||||||||
719,951 | (1 | ),(2) | Other Securities | 11,738,851 | 3.2 | ||||||||||||||
14,197,910 | 3.9 | ||||||||||||||||||
Financials: 27.0% | |||||||||||||||||||
25,635 | Ameriprise Financial, Inc. | 3,721,177 | 1.0 | ||||||||||||||||
79,344 | BankUnited, Inc. | 2,677,067 | 0.7 | ||||||||||||||||
112,619 | BB&T Corp. | 5,532,971 | 1.5 | ||||||||||||||||
182,835 | Capitol Federal Financial, Inc. | 2,517,638 | 0.7 | ||||||||||||||||
25,925 | Chubb Ltd. | 3,818,493 | 1.1 | ||||||||||||||||
43,718 | Comerica, Inc. | 3,175,675 | 0.9 | ||||||||||||||||
41,669 | Commerce Bancshares, Inc. | 2,485,972 | 0.7 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
152,227 | (3 | ),(4) | Compass Diversified Holdings | $ | 2,909,058 | 0.8 | |||||||||||||
197,716 | First Hawaiian, Inc. | 5,114,913 | 1.4 | ||||||||||||||||
155,891 | Home Bancshares, Inc./ Conway AR | 3,002,461 | 0.8 | ||||||||||||||||
18,229 | M&T Bank Corp. | 3,100,206 | 0.9 | ||||||||||||||||
82,487 | Northern Trust Corp. | 7,423,830 | 2.1 | ||||||||||||||||
102,096 | ProAssurance Corp. | 3,686,687 | 1.0 | ||||||||||||||||
17,014 | Reinsurance Group of America, Inc. | 2,654,694 | 0.7 | ||||||||||||||||
72,750 | UMB Financial Corp. | 4,788,405 | 1.3 | ||||||||||||||||
301,643 | Valley National Bancorp | 3,251,712 | 0.9 | ||||||||||||||||
873,045 | (2 | ) | Other Securities | 38,091,383 | 10.5 | ||||||||||||||
97,952,342 | 27.0 | ||||||||||||||||||
Health Care: 8.3% | |||||||||||||||||||
68,996 | Cardinal Health, Inc. | 3,249,712 | 0.9 | ||||||||||||||||
19,635 | McKesson Corp. | 2,638,748 | 0.7 | ||||||||||||||||
34,139 | Quest Diagnostics, Inc. | 3,475,691 | 1.0 | ||||||||||||||||
44,354 | (5 | ) | Siemens Healthineers AG | 1,868,987 | 0.5 | ||||||||||||||
62,391 | Zimmer Biomet Holdings, Inc. | 7,345,916 | 2.0 | ||||||||||||||||
187,709 | (2 | ) | Other Securities | 11,726,492 | 3.2 | ||||||||||||||
30,305,546 | 8.3 | ||||||||||||||||||
Industrials: 17.3% | |||||||||||||||||||
20,262 | Cummins, Inc. | 3,471,691 | 1.0 | ||||||||||||||||
31,893 | Eaton Corp. PLC | 2,656,049 | 0.7 | ||||||||||||||||
64,131 | Emerson Electric Co. | 4,278,821 | 1.2 | ||||||||||||||||
133,032 | (3 | ) | Heartland Express, Inc. | 2,403,888 | 0.7 | ||||||||||||||
45,139 | Hubbell, Inc. | 5,886,126 | 1.6 | ||||||||||||||||
197,270 | IMI PLC | 2,602,695 | 0.7 | ||||||||||||||||
81,142 | Johnson Controls International plc | 3,351,976 | 0.9 | ||||||||||||||||
50,347 | MSC Industrial Direct Co. | 3,738,768 | 1.0 | ||||||||||||||||
75,726 | Southwest Airlines Co. | 3,845,366 | 1.1 | ||||||||||||||||
1,468,421 | (2 | ) | Other Securities | 30,702,262 | 8.4 | ||||||||||||||
62,937,642 | 17.3 |
See Accompanying Notes to Financial Statements
88
VY® AMERICAN CENTURY SUMMARY PORTFOLIO OF INVESTMENTS
SMALL-MID CAP VALUE PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Information Technology: 8.7% | |||||||||||||||||||
94,836 | Applied Materials, Inc. | $ | 4,259,085 | 1.2 | |||||||||||||||
57,611 | Maxim Integrated Products | 3,446,290 | 0.9 | ||||||||||||||||
27,014 | TE Connectivity Ltd. | 2,587,401 | 0.7 | ||||||||||||||||
714,538 | (2 | ) | Other Securities | 21,261,493 | 5.9 | ||||||||||||||
31,554,269 | 8.7 | ||||||||||||||||||
Materials: 4.8% | |||||||||||||||||||
455,889 | Graphic Packaging Holding Co. | 6,373,328 | 1.7 | ||||||||||||||||
329,172 | (1 | ) | Other Securities | 11,176,634 | 3.1 | ||||||||||||||
17,549,962 | 4.8 | ||||||||||||||||||
Real Estate: 6.2% | |||||||||||||||||||
83,738 | MGM Growth Properties LLC | 2,566,570 | 0.7 | ||||||||||||||||
187,346 | Weyerhaeuser Co. | 4,934,693 | 1.4 | ||||||||||||||||
763,247 | Other Securities | 15,030,005 | 4.1 | ||||||||||||||||
22,531,268 | 6.2 | ||||||||||||||||||
Utilities: 6.7% | |||||||||||||||||||
37,394 | Ameren Corp. | 2,808,663 | 0.8 | ||||||||||||||||
45,809 | NorthWestern Corp. | 3,305,120 | 0.9 | ||||||||||||||||
33,839 | Pinnacle West Capital Corp. | 3,183,912 | 0.9 | ||||||||||||||||
86,925 | Xcel Energy, Inc. | 5,171,168 | 1.4 | ||||||||||||||||
117,937 | Other Securities | 9,662,935 | 2.7 | ||||||||||||||||
24,131,798 | 6.7 | ||||||||||||||||||
Total Common Stock (Cost $346,394,159) | 351,955,548 | 96.9 | |||||||||||||||||
EXCHANGE-TRADED FUNDS: 2.2% | |||||||||||||||||||
88,994 | iShares Russell Mid-Cap Value ETF | 7,932,035 | 2.2 | ||||||||||||||||
Total Exchange-Traded Funds (Cost $7,602,642) | 7,932,035 | 2.2 | |||||||||||||||||
Total Long-Term Investments (Cost $353,996,801) | 359,887,583 | 99.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 2.3% | |||||||||||||||||||
Repurchase Agreements: 1.3% | |||||||||||||||||||
1,063,149 | (6 | ) | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,063,367, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $1,084,412, due 06/01/46-07/01/49) | $ | 1,063,149 | 0.3 | |||||||||||||
1,063,149 | (6 | ) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $1,063,370, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,084,412, due 06/30/19-05/20/69) | 1,063,149 | 0.3 | ||||||||||||||
1,063,149 | (6 | ) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,063,367, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,084,412, due 07/02/19-01/20/63) | 1,063,149 | 0.3 |
See Accompanying Notes to Financial Statements
89
VY® AMERICAN CENTURY SUMMARY PORTFOLIO OF INVESTMENTS
SMALL-MID CAP VALUE PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Repurchase Agreements (continued) | |||||||||||||||||||
1,063,149 | (6 | ) | Jefferies LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $1,063,369, collateralized by various U.S. Government Agency Obligations, 0.000%-2.650%, Market Value plus accrued interest $1,084,417, due 07/05/19-08/16/23) | $ | 1,063,149 | 0.3 | |||||||||||||
314,887 | (6 | ) | JPMorgan Chase & Co., Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $314,952, collateralized by various U.S. Government Securities, 0.875%-1.750%, Market Value plus accrued interest $321,185, due 07/31/19-06/30/22) | 314,887 | 0.1 | ||||||||||||||
4,567,483 | 1.3 | ||||||||||||||||||
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Mutual Funds: 1.0% | |||||||||||||||||||
3,811,362 | (7 | ) | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% (Cost $3,811,362) | $ | 3,811,362 | 1.0 | |||||||||||||
Total Short-Term Investments (Cost $8,378,845) | 8,378,845 | 2.3 | |||||||||||||||||
Total Investments in Securities (Cost $362,375,646) | $ | 368,266,428 | 101.4 | ||||||||||||||||
Liabilities in Excess of Other Assets | (4,924,696 | ) | (1.4 | ) | |||||||||||||||
Net Assets | $ | 363,341,732 | 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, 2019.
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 securities on loan.
(2) The grouping contains non-income producing securities.
(3) Security, or a portion of the security, is on loan.
(4) Security is a Master Limited Partnership.
(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, 2019.
See Accompanying Notes to Financial Statements
90
VY® AMERICAN CENTURY SUMMARY PORTFOLIO OF INVESTMENTS
SMALL-MID CAP VALUE PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 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, 2019 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Communication Services | $ | 1,254,285 | $ | — | $ | — | $ | 1,254,285 | |||||||||||
Consumer Discretionary | 26,643,525 | — | — | 26,643,525 | |||||||||||||||
Consumer Staples | 16,826,952 | 6,070,049 | — | 22,897,001 | |||||||||||||||
Energy | 14,197,910 | — | — | 14,197,910 | |||||||||||||||
Financials | 97,952,342 | — | — | 97,952,342 | |||||||||||||||
Health Care | 28,436,559 | 1,868,987 | — | 30,305,546 | |||||||||||||||
Industrials | 53,878,596 | 9,059,046 | — | 62,937,642 | |||||||||||||||
Information Technology | 31,554,269 | — | — | 31,554,269 | |||||||||||||||
Materials | 17,549,962 | — | — | 17,549,962 | |||||||||||||||
Real Estate | 22,531,268 | — | — | 22,531,268 | |||||||||||||||
Utilities | 24,131,798 | — | — | 24,131,798 | |||||||||||||||
Total Common Stock | 334,957,466 | 16,998,082 | — | 351,955,548 | |||||||||||||||
Exchange-Traded Funds | 7,932,035 | — | — | 7,932,035 | |||||||||||||||
Short-Term Investments | 3,811,362 | 4,567,483 | — | 8,378,845 | |||||||||||||||
Total Investments, at fair value | $ | 346,700,863 | $ | 21,565,565 | $ | — | $ | 368,266,428 | |||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | — | 2,805 | — | 2,805 | |||||||||||||||
Total Assets | $ | 346,700,863 | $ | 21,568,370 | $ | — | $ | 368,269,233 | |||||||||||
Liabilities Table | |||||||||||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (73,315 | ) | $ | — | $ | (73,315 | ) | |||||||||
Total Liabilities | $ | — | $ | (73,315 | ) | $ | — | $ | (73,315 | ) |
^ 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, 2019, 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 | 1,538,537 | JPY | 164,481,891 | Bank of America N.A. | 09/30/19 | $ | 2,730 | ||||||||||||
USD | 7,421,536 | EUR | 6,506,980 | Credit Suisse AG | 09/30/19 | (30,683 | ) | ||||||||||||
USD | 3,063,775 | NOK | 26,127,093 | Goldman Sachs & Co. | 09/30/19 | (6,522 | ) | ||||||||||||
USD | 1,621,848 | SEK | 15,129,568 | Goldman Sachs & Co. | 09/30/19 | (17,924 | ) | ||||||||||||
USD | 177,362 | GBP | 139,126 | JPMorgan Chase Bank N.A. | 09/30/19 | (31 | ) | ||||||||||||
USD | 3,985,619 | GBP | 3,132,437 | JPMorgan Chase Bank N.A. | 09/30/19 | (8,410 | ) | ||||||||||||
USD | 1,091,725 | CAD | 1,440,105 | Morgan Stanley | 09/30/19 | (9,745 | ) | ||||||||||||
CAD | 41,519 | USD | 31,681 | Morgan Stanley | 09/30/19 | 75 | |||||||||||||
$ | (70,510 | ) |
Currency Abbreviations
CAD — Canadian Dollar
EUR — EU Euro
GBP — British Pound
JPY — Japanese Yen
SEK — Swedish Krona
USD — United States Dollar
See Accompanying Notes to Financial Statements
91
VY® AMERICAN CENTURY SUMMARY PORTFOLIO OF INVESTMENTS
SMALL-MID CAP VALUE PORTFOLIO AS OF JUNE 30, 2019 (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, 2019 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 | $ | 2,805 | ||||||||
Total Asset Derivatives | $ | 2,805 | |||||||||
Liability Derivatives | |||||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 73,315 | ||||||||
Total Liability Derivatives | $ | 73,315 |
The effect of derivative instruments on the Portfolio's Statement of Operations for the period ended June 30, 2019 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 | $ | 63,239 | |||||
Total | $ | 63,239 | |||||
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 | $ | 45,617 | |||||
Total | $ | 45,617 |
At June 30, 2019, 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 $369,076,033.
Net unrealized depreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 31,309,881 | |||||
Gross Unrealized Depreciation | (31,784,465 | ) | |||||
Net Unrealized Depreciation | $ | (474,584 | ) |
See Accompanying Notes to Financial Statements
92
SUMMARY PORTFOLIO OF INVESTMENTS
VY® BARON GROWTH PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED)
Sector Diversification
as of June 30, 2019
(as a percentage of net assets)
Consumer Discretionary | 25.4 | % | |||||
Financials | 22.8 | % | |||||
Information Technology | 17.5 | % | |||||
Health Care | 11.5 | % | |||||
Industrials | 9.0 | % | |||||
Real Estate | 7.9 | % | |||||
Communication Services | 3.9 | % | |||||
Consumer Staples | 1.0 | % | |||||
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% | |||||||||||||||||||
Communication Services: 3.9% | |||||||||||||||||||
902,500 | (1 | ) | Iridium Communications, Inc. | $ | 20,992,150 | 2.6 | |||||||||||||
613,000 | Manchester United PLC - Class A | 11,083,040 | 1.3 | ||||||||||||||||
32,075,190 | 3.9 | ||||||||||||||||||
Consumer Discretionary: 25.4% | |||||||||||||||||||
218,000 | (1 | ) | Bright Horizons Family Solutions, Inc. | 32,889,660 | 4.0 | ||||||||||||||
544,900 | Choice Hotels International, Inc. | 47,411,749 | 5.8 | ||||||||||||||||
182,900 | Marriott Vacations Worldwide Corp. | 17,631,560 | 2.2 | ||||||||||||||||
40,000 | (1 | ) | Ollie's Bargain Outlet Holdings, Inc. | 3,484,400 | 0.4 | ||||||||||||||
698,741 | (1 | ) | Penn National Gaming, Inc. | 13,457,751 | 1.6 | ||||||||||||||
255,000 | Red Rock Resorts, Inc. | 5,477,400 | 0.7 | ||||||||||||||||
382,700 | Vail Resorts, Inc. | 85,410,986 | 10.5 | ||||||||||||||||
58,260 | (2 | ) | Other Securities | 1,683,464 | 0.2 | ||||||||||||||
207,446,970 | 25.4 | ||||||||||||||||||
Consumer Staples: 1.0% | |||||||||||||||||||
45,000 | Church & Dwight Co., Inc. | 3,287,700 | 0.4 | ||||||||||||||||
116,900 | (1 | ) | Performance Food Group Co. | 4,679,507 | 0.6 | ||||||||||||||
7,967,207 | 1.0 | ||||||||||||||||||
Financials: 22.8% | |||||||||||||||||||
542,600 | (1 | ) | Arch Capital Group Ltd. | 20,119,608 | 2.5 | ||||||||||||||
270,000 | (3 | ) | Carlyle Group L.P. | 6,104,700 | 0.7 | ||||||||||||||
317,200 | Cohen & Steers, Inc. | 16,316,768 | 2.0 | ||||||||||||||||
65,500 | (1 | ) | Essent Group Ltd. | 3,077,845 | 0.4 | ||||||||||||||
82,000 | Factset Research Systems, Inc. | 23,497,920 | 2.9 | ||||||||||||||||
53,950 | Houlihan Lokey, Inc. | 2,402,393 | 0.3 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
123,241 | Kinsale Capital Group, Inc. | $ | 11,274,087 | 1.4 | |||||||||||||||
12,175 | (1 | ) | LendingTree, Inc. | 5,113,865 | 0.6 | ||||||||||||||
80,000 | Moelis & Co. | 2,796,000 | 0.3 | ||||||||||||||||
136,500 | Morningstar, Inc. | 19,743,360 | 2.4 | ||||||||||||||||
181,000 | MSCI, Inc. - Class A | 43,220,990 | 5.3 | ||||||||||||||||
109,100 | (3 | ) | Oaktree Capital Group LLC | 5,404,814 | 0.7 | ||||||||||||||
223,300 | Primerica, Inc. | 26,784,835 | 3.3 | ||||||||||||||||
185,857,185 | 22.8 | ||||||||||||||||||
Health Care: 11.5% | |||||||||||||||||||
48,909 | (1 | ) | Adaptive Biotechnologies Corp. | 2,362,305 | 0.3 | ||||||||||||||
94,500 | Bio-Techne Corp. | 19,702,305 | 2.4 | ||||||||||||||||
44,000 | (1 | ) | Covetrus, Inc. | 1,076,240 | 0.1 | ||||||||||||||
207,500 | Dechra Pharmaceuticals PLC | 7,242,268 | 0.9 | ||||||||||||||||
81,000 | (1 | ) | Denali Therapeutics, Inc. | 1,681,560 | 0.2 | ||||||||||||||
131,000 | (1 | ) | Idexx Laboratories, Inc. | 36,068,230 | 4.4 | ||||||||||||||
14,700 | (1 | ) | Mettler Toledo International, Inc. | 12,348,000 | 1.5 | ||||||||||||||
65,077 | (1 | ) | Neogen Corp. | 4,041,932 | 0.5 | ||||||||||||||
73,000 | West Pharmaceutical Services, Inc. | 9,135,950 | 1.1 | ||||||||||||||||
22,000 | (2 | ) | Other Securities | 418,000 | 0.1 | ||||||||||||||
94,076,790 | 11.5 | ||||||||||||||||||
Industrials: 9.0% | |||||||||||||||||||
48,550 | Air Lease Corp. | 2,007,057 | 0.3 | ||||||||||||||||
108,153 | (1 | ) | CoStar Group, Inc. | 59,923,251 | 7.3 | ||||||||||||||
492,136 | (1 | ),(4) | Marel HF | 2,160,367 | 0.3 | ||||||||||||||
104,200 | (1 | ) | Trex Co., Inc. | 7,471,140 | 0.9 | ||||||||||||||
65,862 | (2 | ) | Other Securities | 1,944,320 | 0.2 | ||||||||||||||
73,506,135 | 9.0 |
See Accompanying Notes to Financial Statements
93
SUMMARY PORTFOLIO OF INVESTMENTS
VY® BARON GROWTH PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Information Technology: 17.5% | |||||||||||||||||||
91,000 | (1 | ) | Altair Engineering, Inc. | $ | 3,675,490 | 0.5 | |||||||||||||
176,700 | (1 | ) | ANSYS, Inc. | 36,191,694 | 4.4 | ||||||||||||||
283,700 | (1 | ) | Benefitfocus, Inc. | 7,702,455 | 0.9 | ||||||||||||||
262,200 | (1 | ) | Gartner, Inc. | 42,198,468 | 5.2 | ||||||||||||||
164,000 | (1 | ) | Guidewire Software, Inc. | 16,626,320 | 2.0 | ||||||||||||||
15,000 | Littelfuse, Inc. | 2,653,650 | 0.3 | ||||||||||||||||
460,500 | SS&C Technologies Holdings, Inc. | 26,529,405 | 3.3 | ||||||||||||||||
52,753 | (1 | ) | Wix.com Ltd. | 7,496,201 | 0.9 | ||||||||||||||
143,073,683 | 17.5 | ||||||||||||||||||
Real Estate: 7.9% | |||||||||||||||||||
10,700 | Alexander's, Inc. | 3,962,210 | 0.5 | ||||||||||||||||
82,000 | Alexandria Real Estate Equities, Inc. | 11,569,380 | 1.4 | ||||||||||||||||
68,838 | American Assets Trust, Inc. | 3,243,647 | 0.4 | ||||||||||||||||
470,000 | Douglas Emmett, Inc. | 18,724,800 | 2.3 | ||||||||||||||||
699,650 | Gaming and Leisure Properties, Inc. | 27,272,357 | 3.3 | ||||||||||||||||
64,772,394 | 7.9 | ||||||||||||||||||
Total Common Stock (Cost $235,267,570) | 808,775,554 | 99.0 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 1.2% | |||||||||||||||||||
Mutual Funds: 1.2% | |||||||||||||||||||
9,748,487 | (5 | ) | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% (Cost $9,748,487) | $ | 9,748,487 | 1.2 | |||||||||||||
Total Short-Term Investments (Cost $9,748,487) | 9,748,487 | 1.2 | |||||||||||||||||
Total Investments in Securities (Cost $245,016,057) | $ | 818,524,041 | 100.2 | ||||||||||||||||
Liabilities in Excess of Other Assets | (1,793,892 | ) | (0.2 | ) | |||||||||||||||
Net Assets | $ | 816,730,149 | 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, 2019.
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) 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) Rate shown is the 7-day yield as of June 30, 2019.
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 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, 2019 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Communication Services | $ | 32,075,190 | $ | — | $ | — | $ | 32,075,190 | |||||||||||
Consumer Discretionary | 207,446,970 | — | — | 207,446,970 | |||||||||||||||
Consumer Staples | 7,967,207 | — | — | 7,967,207 | |||||||||||||||
Financials | 185,857,185 | — | — | 185,857,185 | |||||||||||||||
Health Care | 86,834,522 | 7,242,268 | — | 94,076,790 | |||||||||||||||
Industrials | 73,506,135 | — | — | 73,506,135 | |||||||||||||||
Information Technology | 143,073,683 | — | — | 143,073,683 | |||||||||||||||
Real Estate | 64,772,394 | — | — | 64,772,394 | |||||||||||||||
Total Common Stock | 801,533,286 | 7,242,268 | — | 808,775,554 | |||||||||||||||
Short-Term Investments | 9,748,487 | — | — | 9,748,487 | |||||||||||||||
Total Investments, at fair value | $ | 811,281,773 | $ | 7,242,268 | $ | — | $ | 818,524,041 |
^ See Note 2, "Significant Accounting Policies" in the Notes to Financial Statements for additional information.
# The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio's investments are categorized as Level 2 investments.
See Accompanying Notes to Financial Statements
94
SUMMARY PORTFOLIO OF INVESTMENTS
VY® BARON GROWTH PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
At June 30, 2019, 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 $251,027,983.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 572,969,275 | |||||
Gross Unrealized Depreciation | (5,473,351 | ) | |||||
Net Unrealized Appreciation | $ | 567,495,924 |
See Accompanying Notes to Financial Statements
95
VY® COLUMBIA SUMMARY PORTFOLIO OF INVESTMENTS
CONTRARIAN CORE PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED)
Sector Diversification
as of June 30, 2019
(as a percentage of net assets)
Information Technology | 23.7 | % | |||||
Health Care | 14.4 | % | |||||
Financials | 13.3 | % | |||||
Communication Services | 12.2 | % | |||||
Consumer Discretionary | 10.6 | % | |||||
Consumer Staples | 6.6 | % | |||||
Industrials | 6.1 | % | |||||
Energy | 5.0 | % | |||||
Materials | 4.3 | % | |||||
Real Estate | 1.4 | % | |||||
Utilities | 1.0 | % | |||||
Assets in Excess of Other Liabilities* | 1.4 | % | |||||
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% | |||||||||||||||||||
Communication Services: 12.2% | |||||||||||||||||||
3,933 | (1 | ) | Alphabet, Inc. - Class A | $ | 4,258,652 | 1.5 | |||||||||||||
5,159 | (1 | ) | Alphabet, Inc. - Class C | 5,576,415 | 2.0 | ||||||||||||||
144,850 | AT&T, Inc. | 4,853,923 | 1.7 | ||||||||||||||||
174,659 | Comcast Corp. - Class A | 7,384,583 | 2.7 | ||||||||||||||||
30,640 | (1 | ) | Facebook, Inc. - Class A | 5,913,520 | 2.1 | ||||||||||||||
34,627 | Verizon Communications, Inc. | 1,978,240 | 0.7 | ||||||||||||||||
58,285 | (2 | ) | Other Securities | 4,094,747 | 1.5 | ||||||||||||||
34,060,080 | 12.2 | ||||||||||||||||||
Consumer Discretionary: 10.6% | |||||||||||||||||||
5,365 | (1 | ) | Amazon.com, Inc. | 10,159,325 | 3.6 | ||||||||||||||
100,250 | eBay, Inc. | 3,959,875 | 1.4 | ||||||||||||||||
46,209 | Lowe's Cos, Inc. | 4,662,950 | 1.7 | ||||||||||||||||
17,171 | McDonald's Corp. | 3,565,730 | 1.3 | ||||||||||||||||
145,278 | Other Securities | 7,100,510 | 2.6 | ||||||||||||||||
29,448,390 | 10.6 | ||||||||||||||||||
Consumer Staples: 6.6% | |||||||||||||||||||
30,940 | Colgate-Palmolive Co. | 2,217,470 | 0.8 | ||||||||||||||||
87,505 | Mondelez International, Inc. | 4,716,519 | 1.7 | ||||||||||||||||
80,350 | Philip Morris International, Inc. | 6,309,886 | 2.3 | ||||||||||||||||
32,559 | Sysco Corp. | 2,302,572 | 0.8 | ||||||||||||||||
116,476 | Other Securities | 2,873,480 | 1.0 | ||||||||||||||||
18,419,927 | 6.6 | ||||||||||||||||||
Energy: 5.0% | |||||||||||||||||||
54,931 | Chevron Corp. | 6,835,614 | 2.4 | ||||||||||||||||
33,294 | EOG Resources, Inc. | 3,101,669 | 1.1 | ||||||||||||||||
56,390 | Schlumberger Ltd. | 2,240,938 | 0.8 | ||||||||||||||||
70,728 | Other Securities | 1,907,534 | 0.7 | ||||||||||||||||
14,085,755 | 5.0 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Financials: 13.3% | |||||||||||||||||||
17,695 | Aon PLC | $ | 3,414,781 | 1.2 | |||||||||||||||
43,597 | (1 | ) | Berkshire Hathaway, Inc. - Class B | 9,293,572 | 3.3 | ||||||||||||||
6,426 | BlackRock, Inc. | 3,015,722 | 1.1 | ||||||||||||||||
105,587 | Citigroup, Inc. | 7,394,258 | 2.7 | ||||||||||||||||
70,493 | JPMorgan Chase & Co. | 7,881,117 | 2.8 | ||||||||||||||||
77,170 | Morgan Stanley | 3,380,818 | 1.2 | ||||||||||||||||
60,190 | Wells Fargo & Co. | 2,848,191 | 1.0 | ||||||||||||||||
37,228,459 | 13.3 | ||||||||||||||||||
Health Care: 14.4% | |||||||||||||||||||
27,328 | Abbott Laboratories | 2,298,285 | 0.8 | ||||||||||||||||
26,335 | Allergan plc | 4,409,269 | 1.6 | ||||||||||||||||
13,827 | Anthem, Inc. | 3,902,118 | 1.4 | ||||||||||||||||
11,090 | Becton Dickinson & Co. | 2,794,791 | 1.0 | ||||||||||||||||
16,803 | Cigna Corp. | 2,647,313 | 0.9 | ||||||||||||||||
43,965 | Dentsply Sirona, Inc. | 2,565,797 | 0.9 | ||||||||||||||||
41,982 | Johnson & Johnson | 5,847,253 | 2.1 | ||||||||||||||||
74,843 | Medtronic PLC | 7,288,960 | 2.6 | ||||||||||||||||
100,311 | Pfizer, Inc. | 4,345,472 | 1.6 | ||||||||||||||||
37,040 | (2 | ) | Other Securities | 4,089,844 | 1.5 | ||||||||||||||
40,189,102 | 14.4 | ||||||||||||||||||
Industrials: 6.1% | |||||||||||||||||||
32,790 | Emerson Electric Co. | 2,187,749 | 0.8 | ||||||||||||||||
11,375 | Harris Corp. | 2,151,354 | 0.8 | ||||||||||||||||
34,032 | Honeywell International, Inc. | 5,941,647 | 2.1 | ||||||||||||||||
15,475 | Northrop Grumman Corp. | 5,000,127 | 1.8 | ||||||||||||||||
13,315 | Other Securities | 1,814,701 | 0.6 | ||||||||||||||||
17,095,578 | 6.1 |
See Accompanying Notes to Financial Statements
96
VY® COLUMBIA SUMMARY PORTFOLIO OF INVESTMENTS
CONTRARIAN CORE PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Information Technology: 23.7% | |||||||||||||||||||
10,205 | (1 | ) | Adobe, Inc. | $ | 3,006,903 | 1.1 | |||||||||||||
51,001 | Apple, Inc. | 10,094,118 | 3.6 | ||||||||||||||||
74,140 | Cisco Systems, Inc. | 4,057,682 | 1.4 | ||||||||||||||||
40,790 | Fidelity National Information Services, Inc. | 5,004,117 | 1.8 | ||||||||||||||||
113,555 | (1 | ) | First Data Corp. | 3,073,934 | 1.1 | ||||||||||||||
41,075 | Intel Corp. | 1,966,260 | 0.7 | ||||||||||||||||
15,260 | International Business Machines Corp. | 2,104,354 | 0.7 | ||||||||||||||||
35,391 | Mastercard, Inc. - Class A | 9,361,981 | 3.4 | ||||||||||||||||
120,435 | Microsoft Corp. | 16,133,473 | 5.8 | ||||||||||||||||
160,876 | (2 | ) | Other Securities | 11,360,607 | 4.1 | ||||||||||||||
66,163,429 | 23.7 | ||||||||||||||||||
Materials: 4.3% | |||||||||||||||||||
14,580 | Air Products & Chemicals, Inc. | 3,300,475 | 1.2 | ||||||||||||||||
37,128 | DowDuPont, Inc. | 2,787,199 | 1.0 | ||||||||||||||||
68,830 | Newmont Goldcorp Corp. | 2,647,890 | 1.0 | ||||||||||||||||
61,955 | (2 | ) | Other Securities | 3,125,592 | 1.1 | ||||||||||||||
11,861,156 | 4.3 | ||||||||||||||||||
Real Estate: 1.4% | |||||||||||||||||||
19,425 | American Tower Corp. | 3,971,441 | 1.4 | ||||||||||||||||
Utilities: 1.0% | |||||||||||||||||||
30,980 | American Electric Power Co., Inc. | 2,726,550 | 1.0 | ||||||||||||||||
Total Common Stock (Cost $217,872,065) | 275,249,867 | 98.6 | |||||||||||||||||
OTHER(3): —% | |||||||||||||||||||
Materials: —% | |||||||||||||||||||
649,000 | (4 | ),(5) | SINO Forest Corp. (Escrow) | — | — | ||||||||||||||
Total Other (Cost $—) | — | — | |||||||||||||||||
Total Long-Term Investments (Cost $217,872,065) | 275,249,867 | 98.6 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 1.9% | |||||||||||||||||||
Mutual Funds: 1.9% | |||||||||||||||||||
5,175,744 | (6 | ) | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% (Cost $5,175,744) | $ | 5,175,744 | 1.9 | |||||||||||||
Total Short-Term Investments (Cost $5,175,744) | 5,175,744 | 1.9 | |||||||||||||||||
Total Investments in Securities (Cost $223,047,809) | $ | 280,425,611 | 100.5 | ||||||||||||||||
Liabilities in Excess of Other Assets | (1,339,756 | ) | (0.5 | ) | |||||||||||||||
Net Assets | $ | 279,085,855 | 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, 2019.
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) Represents an escrow position for future entitlements, if any, on the defaulted bond. The escrow position was received in exchange for the defaulted bond as part of the bankruptcy reorganization of the bond issuer. These holdings are non-income producing.
(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, 2019, the Portfolio held restricted securities with a fair value of $— or 0.0% of net assets. Please refer to the table below for additional details.
(6) Rate shown is the 7-day yield as of June 30, 2019.
See Accompanying Notes to Financial Statements
97
VY® COLUMBIA SUMMARY PORTFOLIO OF INVESTMENTS
CONTRARIAN CORE PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 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, 2019 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock* | $ | 275,249,867 | $ | — | $ | — | $ | 275,249,867 | |||||||||||
Other | — | — | — | — | |||||||||||||||
Short-Term Investments | 5,175,744 | — | — | 5,175,744 | |||||||||||||||
Total Investments, at fair value | $ | 280,425,611 | $ | — | $ | — | $ | 280,425,611 |
^ 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, 2019, VY® Columbia Contrarian Core Portfolio held the following restricted securities:
Security | Acquisition Date | Acquisition Cost | Fair Value | ||||||||||||
SINO Forest Corp. (Escrow) | 3/1/2013 | $ | — | $ | — | ||||||||||
$ | — | $ | — |
At June 30, 2019, 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 $224,031,617.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 60,959,476 | |||||
Gross Unrealized Depreciation | (4,565,482 | ) | |||||
Net Unrealized Appreciation | $ | 56,393,994 |
See Accompanying Notes to Financial Statements
98
VY® COLUMBIA SUMMARY PORTFOLIO OF INVESTMENTS
SMALL CAP VALUE II PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED)
Sector Diversification
as of June 30, 2019
(as a percentage of net assets)
Financials | 28.7 | % | |||||
Industrials | 14.1 | % | |||||
Information Technology | 10.4 | % | |||||
Real Estate | 9.9 | % | |||||
Consumer Discretionary | 9.8 | % | |||||
Utilities | 7.3 | % | |||||
Materials | 5.0 | % | |||||
Energy | 4.5 | % | |||||
Health Care | 4.0 | % | |||||
Consumer Staples | 2.5 | % | |||||
Communication Services | 2.2 | % | |||||
Consumer, Non-cyclical | 0.1 | % | |||||
Assets in Excess of Other Liabilities* | 1.5 | % | |||||
Net Assets | 100.0 | % |
* Includes short-term investments.
Portfolio holdings are subject to change daily.
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 98.4% | |||||||||||||||||||
Communication Services: 2.2% | |||||||||||||||||||
20,000 | Nexstar Media Group, Inc. | $ | 2,020,000 | 1.2 | |||||||||||||||
150,000 | (1 | ) | Vonage Holdings Corp. | 1,699,500 | 1.0 | ||||||||||||||
3,719,500 | 2.2 | ||||||||||||||||||
Consumer Discretionary: 9.8% | |||||||||||||||||||
39,000 | Aarons, Inc. | 2,394,990 | 1.4 | ||||||||||||||||
42,000 | (1 | ) | Adtalem Global Education, Inc. | 1,892,100 | 1.1 | ||||||||||||||
18,500 | Childrens Place, Inc./The | 1,764,530 | 1.0 | ||||||||||||||||
24,000 | Dine Brands Global, Inc. | 2,291,280 | 1.4 | ||||||||||||||||
69,800 | KB Home | 1,795,954 | 1.1 | ||||||||||||||||
231,751 | (2 | ) | Other Securities | 6,431,141 | 3.8 | ||||||||||||||
16,569,995 | 9.8 | ||||||||||||||||||
Consumer Staples: 2.5% | |||||||||||||||||||
82,000 | (1 | ) | BJ's Wholesale Club Holdings, Inc. | 2,164,800 | 1.3 | ||||||||||||||
36,500 | (1 | ) | TreeHouse Foods, Inc. | 1,974,650 | 1.2 | ||||||||||||||
4,139,450 | 2.5 | ||||||||||||||||||
Energy: 4.5% | |||||||||||||||||||
21,500 | Arch Coal, Inc. | 2,025,515 | 1.2 | ||||||||||||||||
42,500 | Delek US Holdings, Inc. | 1,722,100 | 1.0 | ||||||||||||||||
613,500 | (2 | ) | Other Securities | 3,873,575 | 2.3 | ||||||||||||||
7,621,190 | 4.5 | ||||||||||||||||||
Financials: 28.7% | |||||||||||||||||||
47,000 | Ameris Bancorp. | 1,841,930 | 1.1 | ||||||||||||||||
30,000 | Amerisafe, Inc. | 1,913,100 | 1.1 | ||||||||||||||||
34,000 | Argo Group International Holdings Ltd. | 2,517,700 | 1.5 | ||||||||||||||||
75,500 | Atlantic Union Bankshares Corp. | 2,667,415 | 1.6 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
45,900 | Blackstone Mortgage Trust, Inc. | $ | 1,633,122 | 1.0 | |||||||||||||||
58,000 | Cathay General Bancorp. | 2,082,780 | 1.2 | ||||||||||||||||
44,000 | Community Bank System, Inc. | 2,896,960 | 1.7 | ||||||||||||||||
47,500 | Hancock Whitney Corp. | 1,902,850 | 1.1 | ||||||||||||||||
43,500 | Houlihan Lokey, Inc. | 1,937,055 | 1.1 | ||||||||||||||||
30,800 | Independent Bank Corp. | 2,345,420 | 1.4 | ||||||||||||||||
165,000 | (1 | ) | MGIC Investment Corp. | 2,168,100 | 1.3 | ||||||||||||||
58,000 | Pacific Premier Bancorp, Inc. | 1,791,040 | 1.1 | ||||||||||||||||
63,500 | Renasant Corp. | 2,282,190 | 1.4 | ||||||||||||||||
62,000 | Sandy Spring Bancorp, Inc. | 2,162,560 | 1.3 | ||||||||||||||||
31,500 | UMB Financial Corp. | 2,073,330 | 1.2 | ||||||||||||||||
51,000 | WSFS Financial Corp. | 2,106,300 | 1.3 | ||||||||||||||||
769,724 | (2 | ) | Other Securities | 14,128,175 | 8.3 | ||||||||||||||
48,450,027 | 28.7 | ||||||||||||||||||
Health Care: 4.0% | |||||||||||||||||||
15,700 | (1 | ) | LHC Group, Inc. | 1,877,406 | 1.1 | ||||||||||||||
28,500 | (1 | ) | Merit Medical Systems, Inc. | 1,697,460 | 1.0 | ||||||||||||||
200,000 | (2 | ) | Other Securities | 3,204,753 | 1.9 | ||||||||||||||
6,779,619 | 4.0 | ||||||||||||||||||
Industrials: 14.1% | |||||||||||||||||||
22,500 | Armstrong World Industries, Inc. | 2,187,000 | 1.3 | ||||||||||||||||
39,000 | Granite Construction, Inc. | 1,879,020 | 1.1 | ||||||||||||||||
26,000 | ICF International, Inc. | 1,892,800 | 1.1 | ||||||||||||||||
39,700 | (1 | ) | Mastec, Inc. | 2,045,741 | 1.2 | ||||||||||||||
35,500 | Skywest, Inc. | 2,153,785 | 1.3 | ||||||||||||||||
106,000 | (1 | ) | Sunrun, Inc. | 1,988,560 | 1.2 | ||||||||||||||
490,843 | (2 | ) | Other Securities | 11,688,392 | 6.9 | ||||||||||||||
23,835,298 | 14.1 |
See Accompanying Notes to Financial Statements
99
VY® COLUMBIA SUMMARY PORTFOLIO OF INVESTMENTS
SMALL CAP VALUE II PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Information Technology: 10.4% | |||||||||||||||||||
45,000 | Entegris, Inc. | $ | 1,679,400 | 1.0 | |||||||||||||||
32,500 | (1 | ) | Lumentum Holdings, Inc. | 1,735,825 | 1.0 | ||||||||||||||
20,000 | Science Applications International Corp. | 1,731,200 | 1.0 | ||||||||||||||||
22,000 | SYNNEX Corp. | 2,164,800 | 1.3 | ||||||||||||||||
122,700 | (1 | ) | Viavi Solutions, Inc. | 1,630,683 | 1.0 | ||||||||||||||
333,000 | (2 | ) | Other Securities | 8,676,760 | 5.1 | ||||||||||||||
17,618,668 | 10.4 | ||||||||||||||||||
Materials: 5.0% | |||||||||||||||||||
34,000 | Carpenter Technology Corp. | 1,631,320 | 1.0 | ||||||||||||||||
150,500 | Cleveland-Cliffs, Inc. | 1,605,835 | 1.0 | ||||||||||||||||
30,300 | Materion Corp. | 2,054,643 | 1.2 | ||||||||||||||||
174,701 | (2 | ) | Other Securities | 3,084,621 | 1.8 | ||||||||||||||
8,376,419 | 5.0 | ||||||||||||||||||
Real Estate: 9.9% | |||||||||||||||||||
43,000 | American Assets Trust, Inc. | 2,026,160 | 1.2 | ||||||||||||||||
72,000 | Chesapeake Lodging Trust | 2,046,240 | 1.2 | ||||||||||||||||
74,000 | First Industrial Realty Trust, Inc. | 2,718,760 | 1.6 | ||||||||||||||||
75,000 | Mack-Cali Realty Corp. | 1,746,750 | 1.0 | ||||||||||||||||
15,500 | PS Business Parks, Inc. | 2,612,215 | 1.5 | ||||||||||||||||
129,000 | Sunstone Hotel Investors, Inc. | 1,768,590 | 1.1 | ||||||||||||||||
184,600 | Other Securities | 3,824,292 | 2.3 | ||||||||||||||||
16,743,007 | 9.9 | ||||||||||||||||||
Utilities: 7.3% | |||||||||||||||||||
53,500 | New Jersey Resources Corp. | 2,662,695 | 1.6 | ||||||||||||||||
25,000 | ONE Gas, Inc. | 2,257,500 | 1.3 | ||||||||||||||||
32,700 | PNM Resources, Inc. | 1,664,757 | 1.0 | ||||||||||||||||
40,000 | Portland General Electric Co. | 2,166,800 | 1.3 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
55,000 | South Jersey Industries, Inc. | $ | 1,855,150 | 1.1 | |||||||||||||||
18,500 | Southwest Gas Holdings, Inc. | 1,657,970 | 1.0 | ||||||||||||||||
12,264,872 | 7.3 | ||||||||||||||||||
Total Common Stock (Cost $141,980,555) | 166,118,045 | 98.4 | |||||||||||||||||
RIGHTS: 0.1% | |||||||||||||||||||
Consumer, Non-cyclical: 0.1% | |||||||||||||||||||
59,543 | (2 | ) | Other Securities | 116,109 | 0.1 | ||||||||||||||
Total Rights (Cost $—) | 116,109 | 0.1 | |||||||||||||||||
Total Long-Term Investments (Cost $141,980,555) | 166,234,154 | 98.5 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 1.2% | |||||||||||||||||||
Mutual Funds: 1.2% | |||||||||||||||||||
1,993,165 | (3 | ) | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% (Cost $1,993,165) | 1,993,165 | 1.2 | ||||||||||||||
Total Short-Term Investments (Cost $1,993,165) | 1,993,165 | 1.2 | |||||||||||||||||
Total Investments in Securities (Cost $143,973,720) | $ | 168,227,319 | 99.7 | ||||||||||||||||
Assets in Excess of Other Liabilities | 527,005 | 0.3 | |||||||||||||||||
Net Assets | $ | 168,754,324 | 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, 2019.
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, 2019.
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 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, 2019 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock* | $ | 166,118,045 | $ | — | $ | — | $ | 166,118,045 | |||||||||||
Rights | 116,109 | — | — | 116,109 | |||||||||||||||
Short-Term Investments | 1,993,165 | — | — | 1,993,165 | |||||||||||||||
Total Investments, at fair value | $ | 168,227,319 | $ | — | $ | — | $ | 168,227,319 |
^ 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
100
VY® COLUMBIA SUMMARY PORTFOLIO OF INVESTMENTS
SMALL CAP VALUE II PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
At June 30, 2019, 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 $143,975,417.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 34,170,693 | |||||
Gross Unrealized Depreciation | (9,918,791 | ) | |||||
Net Unrealized Appreciation | $ | 24,251,902 |
See Accompanying Notes to Financial Statements
101
SUMMARY PORTFOLIO OF INVESTMENTS
VY® INVESCO COMSTOCK PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED)
Sector Diversification
as of June 30, 2019
(as a percentage of net assets)
Financials | 28.7 | % | |||||
Energy | 16.8 | % | |||||
Health Care | 11.2 | % | |||||
Information Technology | 7.8 | % | |||||
Industrials | 7.8 | % | |||||
Consumer Staples | 7.3 | % | |||||
Consumer Discretionary | 6.5 | % | |||||
Communication Services | 4.7 | % | |||||
Materials | 2.1 | % | |||||
Utilities | 0.9 | % | |||||
Assets in Excess of Other Liabilities* | 6.2 | % | |||||
Net Assets | 100.0 | % |
* Includes short-term investments.
Portfolio holdings are subject to change daily.
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 93.4% | |||||||||||||||||||
Communication Services: 4.7% | |||||||||||||||||||
155,228 | AT&T, Inc. | $ | 5,201,690 | 1.1 | |||||||||||||||
14,240 | (1 | ) | Charter Communications, Inc. | 5,627,363 | 1.2 | ||||||||||||||
120,369 | Comcast Corp. - Class A | 5,089,202 | 1.1 | ||||||||||||||||
1,443,191 | Other Securities | 5,717,935 | 1.3 | ||||||||||||||||
21,636,190 | 4.7 | ||||||||||||||||||
Consumer Discretionary: 6.1% | |||||||||||||||||||
172,964 | Carnival Corp. | 8,051,474 | 1.8 | ||||||||||||||||
172,144 | eBay, Inc. | 6,799,688 | 1.5 | ||||||||||||||||
249,458 | General Motors Co. | 9,611,617 | 2.1 | ||||||||||||||||
121,154 | Other Securities | 3,360,318 | 0.7 | ||||||||||||||||
27,823,097 | 6.1 | ||||||||||||||||||
Consumer Staples: 7.3% | |||||||||||||||||||
117,163 | Altria Group, Inc. | 5,547,668 | 1.2 | ||||||||||||||||
110,749 | Archer-Daniels- Midland Co. | 4,518,559 | 1.0 | ||||||||||||||||
43,494 | Kimberly-Clark Corp. | 5,796,881 | 1.3 | ||||||||||||||||
103,770 | Philip Morris International, Inc. | 8,149,058 | 1.8 | ||||||||||||||||
60,820 | Reckitt Benckiser Group PLC | 4,802,042 | 1.0 | ||||||||||||||||
59,458 | Other Securities | 4,577,852 | 1.0 | ||||||||||||||||
33,392,060 | 7.3 | ||||||||||||||||||
Energy: 16.8% | |||||||||||||||||||
215,680 | BP PLC ADR | 8,993,856 | 2.0 | ||||||||||||||||
159,863 | Canadian Natural Resources Ltd. | 4,310,460 | 0.9 | ||||||||||||||||
78,575 | Chevron Corp. | 9,777,873 | 2.1 | ||||||||||||||||
224,956 | Devon Energy Corp. | 6,415,745 | 1.4 | ||||||||||||||||
114,418 | Hess Corp. | 7,273,552 | 1.6 | ||||||||||||||||
508,767 | Marathon Oil Corp. | 7,229,579 | 1.6 | ||||||||||||||||
176,400 | Noble Energy, Inc. | 3,951,360 | 0.9 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
164,137 | Royal Dutch Shell PLC - Class A ADR | $ | 10,680,395 | 2.3 | |||||||||||||||
299,236 | Suncor Energy, Inc. | 9,324,194 | 2.0 | ||||||||||||||||
841,365 | Other Securities | 8,954,748 | 2.0 | ||||||||||||||||
76,911,762 | 16.8 | ||||||||||||||||||
Financials: 28.7% | |||||||||||||||||||
197,198 | American International Group, Inc. | 10,506,709 | 2.3 | ||||||||||||||||
47,060 | Allstate Corp. | 4,785,531 | 1.0 | ||||||||||||||||
724,242 | Bank of America Corp. | 21,003,018 | 4.6 | ||||||||||||||||
125,816 | Bank of New York Mellon Corp. | 5,554,776 | 1.2 | ||||||||||||||||
333,496 | Citigroup, Inc. | 23,354,725 | 5.1 | ||||||||||||||||
152,460 | Citizens Financial Group, Inc. | 5,390,986 | 1.2 | ||||||||||||||||
210,141 | Fifth Third Bancorp | 5,862,934 | 1.3 | ||||||||||||||||
24,558 | Goldman Sachs Group, Inc. | 5,024,567 | 1.1 | ||||||||||||||||
139,707 | JPMorgan Chase & Co. | 15,619,243 | 3.4 | ||||||||||||||||
119,269 | Metlife, Inc. | 5,924,091 | 1.3 | ||||||||||||||||
184,194 | Morgan Stanley | 8,069,539 | 1.8 | ||||||||||||||||
33,982 | PNC Financial Services Group, Inc. | 4,665,049 | 1.0 | ||||||||||||||||
98,986 | State Street Corp. | 5,549,155 | 1.2 | ||||||||||||||||
137,318 | Wells Fargo & Co. | 6,497,888 | 1.4 | ||||||||||||||||
113,408 | Other Securities | 3,514,514 | 0.8 | ||||||||||||||||
131,322,725 | 28.7 | ||||||||||||||||||
Health Care: 11.2% | |||||||||||||||||||
29,934 | Allergan plc | 5,011,850 | 1.1 | ||||||||||||||||
31,509 | Anthem, Inc. | 8,892,155 | 2.0 | ||||||||||||||||
104,734 | Bristol-Myers Squibb Co. | 4,749,687 | 1.0 | ||||||||||||||||
79,398 | Gilead Sciences, Inc. | 5,364,129 | 1.2 | ||||||||||||||||
148,953 | Sanofi ADR | 6,445,196 | 1.4 | ||||||||||||||||
385,158 | (2 | ) | Other Securities | 20,718,066 | 4.5 | ||||||||||||||
51,181,083 | 11.2 |
See Accompanying Notes to Financial Statements
102
SUMMARY PORTFOLIO OF INVESTMENTS
VY® INVESCO COMSTOCK PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Industrials: 7.8% | |||||||||||||||||||
74,977 | Eaton Corp. PLC | $ | 6,244,084 | 1.4 | |||||||||||||||
72,145 | Emerson Electric Co. | 4,813,514 | 1.1 | ||||||||||||||||
30,676 | Ingersoll-Rand PLC - Class A | 3,885,729 | 0.8 | ||||||||||||||||
224,186 | Johnson Controls International plc | 9,261,124 | 2.0 | ||||||||||||||||
87,715 | Textron, Inc. | 4,652,404 | 1.0 | ||||||||||||||||
314,625 | Other Securities | 6,893,271 | 1.5 | ||||||||||||||||
35,750,126 | 7.8 | ||||||||||||||||||
Information Technology: 7.8% | |||||||||||||||||||
176,973 | Cisco Systems, Inc. | 9,685,732 | 2.1 | ||||||||||||||||
70,397 | Cognizant Technology Solutions Corp. | 4,462,466 | 0.9 | ||||||||||||||||
141,812 | Intel Corp. | 6,788,540 | 1.5 | ||||||||||||||||
62,180 | Microsoft Corp. | 8,329,633 | 1.8 | ||||||||||||||||
88,786 | Qualcomm, Inc. | 6,753,951 | 1.5 | ||||||||||||||||
36,020,322 | 7.8 | ||||||||||||||||||
Materials: 2.1% | |||||||||||||||||||
147,630 | International Paper Co. | 6,395,332 | 1.4 | ||||||||||||||||
73,958 | Other Securities | 3,454,578 | 0.7 | ||||||||||||||||
9,849,910 | 2.1 | ||||||||||||||||||
Utilities: 0.9% | |||||||||||||||||||
178,883 | (2 | ) | Other Securities | 4,073,662 | 0.9 | ||||||||||||||
Total Common Stock (Cost $385,271,451) | 427,960,937 | 93.4 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
CLOSED-END FUNDS: 0.4% | |||||||||||||||||||
Consumer Discretionary: 0.4% | |||||||||||||||||||
25,821 | (2 | ) | Other Securities | $ | 1,791,203 | 0.4 | |||||||||||||
Total Closed-End Funds (Cost $1,010,497) | 1,791,203 | 0.4 | |||||||||||||||||
Total Long-Term Investments (Cost $386,281,948) | 429,752,140 | 93.8 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 5.5% | |||||||||||||||||||
Mutual Funds: 5.5% | |||||||||||||||||||
25,026,539 | (3 | ) | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% (Cost $25,026,539) | 25,026,539 | 5.5 | ||||||||||||||
Total Short-Term Investments (Cost $25,026,539) | 25,026,539 | 5.5 | |||||||||||||||||
Total Investments in Securities (Cost $411,308,487) | $ | 454,778,679 | 99.3 | ||||||||||||||||
Assets in Excess of Other Liabilities | 3,246,787 | 0.7 | |||||||||||||||||
Net Assets | $ | 458,025,466 | 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, 2019.
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.
ADR American Depositary Receipt
(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, 2019.
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 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, 2019 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Communication Services | $ | 19,384,558 | $ | 2,251,632 | $ | — | $ | 21,636,190 | |||||||||||
Consumer Discretionary | 27,823,097 | — | — | 27,823,097 | |||||||||||||||
Consumer Staples | 24,890,434 | 8,501,626 | — | 33,392,060 | |||||||||||||||
Energy | 76,911,762 | — | — | 76,911,762 | |||||||||||||||
Financials | 131,322,725 | — | — | 131,322,725 | |||||||||||||||
Health Care | 47,328,387 | 3,852,696 | — | 51,181,083 | |||||||||||||||
Industrials | 35,750,126 | — | — | 35,750,126 | |||||||||||||||
Information Technology | 36,020,322 | — | — | 36,020,322 | |||||||||||||||
Materials | 9,849,910 | — | — | 9,849,910 | |||||||||||||||
Utilities | 4,073,662 | — | — | 4,073,662 | |||||||||||||||
Total Common Stock | 413,354,983 | 14,605,954 | — | 427,960,937 |
See Accompanying Notes to Financial Statements
103
SUMMARY PORTFOLIO OF INVESTMENTS
VY® INVESCO COMSTOCK PORTFOLIO AS OF JUNE 30, 2019 (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, 2019 | ||||||||||||||||
Closed-End Funds | $ | 1,791,203 | $ | — | $ | — | $ | 1,791,203 | |||||||||||
Short-Term Investments | 25,026,539 | — | — | 25,026,539 | |||||||||||||||
Total Investments, at fair value | $ | 440,172,725 | $ | 14,605,954 | $ | — | $ | 454,778,679 | |||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | — | 2,776 | — | 2,776 | |||||||||||||||
Total Assets | $ | 440,172,725 | $ | 14,608,730 | $ | — | $ | 454,781,455 | |||||||||||
Liabilities Table | |||||||||||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (396,553 | ) | $ | — | $ | (396,553 | ) | |||||||||
Total Liabilities | $ | — | $ | (396,553 | ) | $ | — | $ | (396,553 | ) |
^ 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, 2019, the following forward foreign currency contracts were outstanding for VY® Invesco Comstock Portfolio:
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||||||||||
USD | 1,785,690 | CHF | 1,776,415 | CIBC World Markets Corp. | 07/12/19 | $ | (35,805 | ) | |||||||||||
USD | 7,788,831 | GBP | 6,155,938 | CIBC World Markets Corp. | 07/12/19 | (32,972 | ) | ||||||||||||
USD | 174,127 | GBP | 137,051 | CIBC World Markets Corp. | 07/12/19 | (11 | ) | ||||||||||||
USD | 42,970 | CHF | 42,624 | Citibank N.A. | 07/12/19 | (736 | ) | ||||||||||||
USD | 6,624,903 | CAD | 8,917,914 | Goldman Sachs International | 07/12/19 | (186,670 | ) | ||||||||||||
CAD | 287,145 | USD | 216,548 | Goldman Sachs International | 07/12/19 | 2,776 | |||||||||||||
USD | 414,584 | EUR | 365,522 | Goldman Sachs International | 07/12/19 | (1,406 | ) | ||||||||||||
USD | 304,599 | CAD | 408,378 | Goldman Sachs International | 07/12/19 | (7,323 | ) | ||||||||||||
USD | 110,656 | CHF | 110,225 | Goldman Sachs International | 07/12/19 | (2,366 | ) | ||||||||||||
USD | 14,226 | CAD | 19,149 | RBC Capital Markets Corp. | 07/12/19 | (400 | ) | ||||||||||||
USD | 225,351 | EUR | 200,378 | RBC Capital Markets Corp. | 07/12/19 | (2,694 | ) | ||||||||||||
USD | 9,784,570 | EUR | 8,708,356 | RBC Capital Markets Corp. | 07/12/19 | (126,170 | ) | ||||||||||||
$ | (393,777 | ) |
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, 2019 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 | $ | 2,776 | ||||||||
Total Asset Derivatives | $ | 2,776 | |||||||||
Liability Derivatives | |||||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 396,553 | ||||||||
Total Liability Derivatives | $ | 396,553 |
See Accompanying Notes to Financial Statements
104
SUMMARY PORTFOLIO OF INVESTMENTS
VY® INVESCO COMSTOCK PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
The effect of derivative instruments on the Portfolio's Statement of Operations for the period ended June 30, 2019 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 | $ | 483,600 | |||||
Total | $ | 483,600 | |||||
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 | $ | (320,492 | ) | ||||
Total | $ | (320,492 | ) |
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, 2019:
CIBC World Markets Corp. | Citibank N.A. | Goldman Sachs International | RBC Capital Markets Corp. | Totals | |||||||||||||||||||
Assets: | |||||||||||||||||||||||
Forward foreign currency contracts | $ | — | $ | — | $ | 2,776 | $ | — | $ | 2,776 | |||||||||||||
Total Assets | $ | — | $ | — | $ | 2,776 | $ | — | $ | 2,776 | |||||||||||||
Liabilities: | |||||||||||||||||||||||
Forward foreign currency contracts | $ | 68,788 | $ | 736 | $ | 197,765 | $ | 129,264 | $ | 396,553 | |||||||||||||
Total Liabilities | $ | 68,788 | $ | 736 | $ | 197,765 | $ | 129,264 | $ | 396,553 | |||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | (68,788 | ) | $ | (736 | ) | $ | (194,989 | ) | $ | (129,264 | ) | $ | (393,777 | ) | ||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | $ | — | $ | — | |||||||||||||
Net Exposure(1) | $ | (68,788 | ) | $ | (736 | ) | $ | (194,989 | ) | $ | (129,264 | ) | $ | (393,777 | ) |
(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, 2019, 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 $416,930,275.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 69,074,454 | |||||
Gross Unrealized Depreciation | (31,538,385 | ) | |||||
Net Unrealized Appreciation | $ | 37,536,069 |
See Accompanying Notes to Financial Statements
105
VY® INVESCO SUMMARY PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED)
Sector Diversification
as of June 30, 2019
(as a percentage of net assets)
Financials | 25.0 | % | |||||
Health Care | 9.9 | % | |||||
Energy | 9.7 | % | |||||
U.S. Treasury Notes | 9.3 | % | |||||
Information Technology | 6.2 | % | |||||
Consumer Discretionary | 5.1 | % | |||||
Industrials | 5.0 | % | |||||
Communications | 4.9 | % | |||||
Consumer, Non-cyclical | 4.7 | % | |||||
Consumer Staples | 3.9 | % | |||||
Technology | 2.7 | % | |||||
Communication Services | 2.6 | % | |||||
Materials | 2.0 | % | |||||
Consumer, Cyclical | 1.4 | % | |||||
Utilities | 1.2 | % | |||||
U.S. Treasury Bonds | 0.9 | % | |||||
Basic Materials | 0.1 | % | |||||
Federal National Mortgage Association | 0.1 | % | |||||
Municipal Bonds** | 0.0 | % | |||||
Assets in Excess of Other Liabilities* | 5.3 | % | |||||
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: 59.6% | |||||||||||||||||||
Communication Services: 2.6% | |||||||||||||||||||
47,910 | (1 | ) | Charter Communications, Inc. | $ | 18,933,074 | 1.4 | |||||||||||||
217,840 | Comcast Corp. - Class A | 9,210,275 | 0.7 | ||||||||||||||||
142,854 | Other Securities | 7,128,415 | 0.5 | ||||||||||||||||
35,271,764 | 2.6 | ||||||||||||||||||
Consumer Discretionary: 5.1% | |||||||||||||||||||
321,695 | (1 | ) | Capri Holdings Ltd. | 11,156,382 | 0.8 | ||||||||||||||
336,594 | Carnival Corp. | 15,668,451 | 1.2 | ||||||||||||||||
294,584 | eBay, Inc. | 11,636,068 | 0.9 | ||||||||||||||||
579,669 | General Motors Co. | 22,334,646 | 1.6 | ||||||||||||||||
3,031,246 | Kingfisher PLC | 8,262,237 | 0.6 | ||||||||||||||||
69,057,784 | 5.1 | ||||||||||||||||||
Consumer Staples: 3.9% | |||||||||||||||||||
370,797 | Mondelez International, Inc. | 19,985,958 | 1.5 | ||||||||||||||||
269,083 | Philip Morris International, Inc. | 21,131,088 | 1.6 | ||||||||||||||||
325,606 | (1 | ) | US Foods Holding Corp. | 11,643,671 | 0.8 | ||||||||||||||
52,760,717 | 3.9 | ||||||||||||||||||
Energy: 7.8% | |||||||||||||||||||
2,132,672 | BP PLC | 14,857,880 | 1.1 | ||||||||||||||||
288,748 | Canadian Natural Resources Ltd. | 7,785,645 | 0.6 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
96,235 | Chevron Corp. | $ | 11,975,483 | 0.9 | |||||||||||||||
532,331 | Devon Energy Corp. | 15,182,080 | 1.1 | ||||||||||||||||
801,609 | Marathon Oil Corp. | 11,390,864 | 0.8 | ||||||||||||||||
602,462 | Royal Dutch Shell PLC - Class A | 19,662,977 | 1.5 | ||||||||||||||||
478,947 | TechnipFMC PLC | 12,423,885 | 0.9 | ||||||||||||||||
261,924 | Other Securities | 11,611,832 | 0.9 | ||||||||||||||||
104,890,646 | 7.8 | ||||||||||||||||||
Financials: 17.1% | |||||||||||||||||||
511,532 | American International Group, Inc. | 27,254,425 | 2.0 | ||||||||||||||||
1,213,977 | Bank of America Corp. | 35,205,333 | 2.6 | ||||||||||||||||
614,954 | Citigroup, Inc. | 43,065,229 | 3.2 | ||||||||||||||||
496,917 | Citizens Financial Group, Inc. | 17,570,985 | 1.3 | ||||||||||||||||
65,200 | Goldman Sachs Group, Inc. | 13,339,920 | 1.0 | ||||||||||||||||
233,736 | JPMorgan Chase & Co. | 26,131,685 | 1.9 | ||||||||||||||||
474,174 | Morgan Stanley | 20,773,563 | 1.5 | ||||||||||||||||
71,640 | PNC Financial Services Group, Inc. | 9,834,739 | 0.7 | ||||||||||||||||
286,245 | Wells Fargo & Co. | 13,545,113 | 1.0 | ||||||||||||||||
76,044 | Willis Towers Watson PLC | 14,565,468 | 1.1 | ||||||||||||||||
377,488 | Other Securities | 9,984,075 | 0.8 | ||||||||||||||||
231,270,535 | 17.1 |
See Accompanying Notes to Financial Statements
106
VY® INVESCO SUMMARY PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Health Care: 9.9% | |||||||||||||||||||
31,692 | Anthem, Inc. | $ | 8,943,799 | 0.7 | |||||||||||||||
248,203 | Bristol-Myers Squibb Co. | 11,256,006 | 0.8 | ||||||||||||||||
221,162 | CVS Health Corp. | 12,051,118 | 0.9 | ||||||||||||||||
196,876 | Johnson & Johnson | 27,420,889 | 2.0 | ||||||||||||||||
97,834 | McKesson Corp. | 13,147,911 | 1.0 | ||||||||||||||||
95,722 | Medtronic PLC | 9,322,366 | 0.7 | ||||||||||||||||
173,187 | Novartis AG | 15,810,549 | 1.2 | ||||||||||||||||
111,610 | Sanofi | 9,645,595 | 0.7 | ||||||||||||||||
105,704 | Zimmer Biomet Holdings, Inc. | 12,445,589 | 0.9 | ||||||||||||||||
183,154 | (2 | ) | Other Securities | 13,811,480 | 1.0 | ||||||||||||||
133,855,302 | 9.9 | ||||||||||||||||||
Industrials: 4.3% | |||||||||||||||||||
150,430 | CSX Corp. | 11,638,769 | 0.9 | ||||||||||||||||
101,109 | General Dynamics Corp. | 18,383,638 | 1.4 | ||||||||||||||||
94,065 | Ingersoll-Rand PLC - Class A | 11,915,214 | 0.9 | ||||||||||||||||
377,549 | Johnson Controls International plc | 15,596,549 | 1.1 | ||||||||||||||||
57,534,170 | 4.3 | ||||||||||||||||||
Information Technology: 6.2% | |||||||||||||||||||
55,747 | Apple, Inc. | 11,033,446 | 0.8 | ||||||||||||||||
293,070 | Cisco Systems, Inc. | 16,039,721 | 1.2 | ||||||||||||||||
144,375 | Cognizant Technology Solutions Corp. | 9,151,931 | 0.7 | ||||||||||||||||
335,595 | Intel Corp. | 16,064,933 | 1.2 | ||||||||||||||||
369,196 | Oracle Corp. | 21,033,096 | 1.5 | ||||||||||||||||
143,050 | Qualcomm, Inc. | 10,881,814 | 0.8 | ||||||||||||||||
84,204,941 | 6.2 | ||||||||||||||||||
Materials: 2.0% | |||||||||||||||||||
599,235 | (2 | ),(3) | Other Securities | 27,728,247 | 2.0 | ||||||||||||||
Utilities: 0.7% | |||||||||||||||||||
166,987 | Other Securities | 9,451,151 | 0.7 | ||||||||||||||||
Total Common Stock (Cost $707,666,022) | 806,025,257 | 59.6 | |||||||||||||||||
PREFERRED STOCK: 0.8% | |||||||||||||||||||
Energy: 0.5% | |||||||||||||||||||
140,612 | (2 | ) | Other Securities | 7,452,436 | 0.5 | ||||||||||||||
Financials: 0.3% | |||||||||||||||||||
4,000 | (1 | ),(4),(5) | Wells Fargo & Co. | 105,040 | 0.0 | ||||||||||||||
75,900 | (2 | ) | Other Securities | 3,683,387 | 0.3 | ||||||||||||||
3,788,427 | 0.3 | ||||||||||||||||||
Total Preferred Stock (Cost $10,847,296) | 11,240,863 | 0.8 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
CORPORATE BONDS/NOTES: 14.0% | |||||||||||||||||||
Basic Materials: 0.1% | |||||||||||||||||||
770,000 | (6 | ) | LYB Finance Co. BV, 8.100%, 03/15/2027 | $ | 977,745 | 0.0 | |||||||||||||
968,000 | Other Securities | 1,066,301 | 0.1 | ||||||||||||||||
2,044,046 | 0.1 | ||||||||||||||||||
Communications: 1.8% | |||||||||||||||||||
909,000 | (6 | ) | Liberty Latin America Ltd., 2.000%, 07/15/2024 | 919,720 | 0.1 | ||||||||||||||
1,903,000 | (6 | ) | YY, Inc., 1.375%, 06/15/2026 | 1,936,318 | 0.1 | ||||||||||||||
20,044,000 | Other Securities | 21,501,559 | 1.6 | ||||||||||||||||
24,357,597 | 1.8 | ||||||||||||||||||
Consumer, Cyclical: 1.2% | |||||||||||||||||||
137,000 | (6 | ) | Alimentation Couche-Tard, Inc., 4.500%, 07/26/2047 | 137,997 | 0.0 | ||||||||||||||
398,962 | (6 | ) | Virgin Australia 2013-1A Pass Through Trust, 5.000%, 04/23/2025 | 411,071 | 0.1 | ||||||||||||||
14,660,182 | Other Securities | 15,100,557 | 1.1 | ||||||||||||||||
15,649,625 | 1.2 | ||||||||||||||||||
Consumer, Non-cyclical: 2.3% | |||||||||||||||||||
315,000 | (6 | ) | Bayer US Finance II LLC, 2.125%, 07/15/2019 | 314,930 | 0.0 | ||||||||||||||
498,000 | (6 | ) | Bayer US Finance II LLC, 4.375%, 12/15/2028 | 525,143 | 0.1 | ||||||||||||||
1,200,000 | (6 | ) | Bayer US Finance LLC, 2.375%, 10/08/2019 | 1,198,496 | 0.1 | ||||||||||||||
981,000 | (6 | ) | Bayer US Finance LLC, 3.000%, 10/08/2021 | 988,295 | 0.0 | ||||||||||||||
654,000 | (6 | ) | Bristol-Myers Squibb Co., 4.125%, 06/15/2039 | 709,716 | 0.0 | ||||||||||||||
107,000 | (6 | ) | Cigna Corp., 4.800%, 08/15/2038 | 115,426 | 0.0 | ||||||||||||||
965,000 | (6 | ) | ERAC USA Finance LLC, 2.350%, 10/15/2019 | 963,888 | 0.1 | ||||||||||||||
1,232,000 | (6 | ) | Heineken NV, 3.500%, 01/29/2028 | 1,280,589 | 0.1 | ||||||||||||||
1,095,000 | Philip Morris International, Inc., 3.600%-4.875%, 11/15/2023- 11/15/2043 | 1,215,508 | 0.1 | ||||||||||||||||
23,197,120 | Other Securities | 24,404,479 | 1.8 | ||||||||||||||||
31,716,470 | 2.3 |
See Accompanying Notes to Financial Statements
107
VY® INVESCO SUMMARY PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Energy: 1.1% | |||||||||||||||||||
14,097,000 | Other Securities | $ | 14,829,892 | 1.1 | |||||||||||||||
Financial: 5.6% | |||||||||||||||||||
1,535,000 | American International Group, Inc., 2.300%-4.375%, 07/16/2019- 01/15/2055 | 1,542,883 | 0.1 | ||||||||||||||||
455,000 | (6 | ) | ANZ New Zealand Int'l Ltd./London, 2.875%, 01/25/2022 | 460,299 | 0.0 | ||||||||||||||
440,000 | (6 | ) | Apollo Management Holdings L.P., 4.000%, 05/30/2024 | 457,254 | 0.0 | ||||||||||||||
285,000 | (6 | ) | Athene Global Funding, 2.750%, 06/25/2024 | 284,310 | 0.0 | ||||||||||||||
1,555,000 | (6 | ) | Athene Global Funding, 4.000%, 01/25/2022 | 1,608,828 | 0.1 | ||||||||||||||
725,000 | (6 | ) | BBVA Bancomer SA/Texas, 4.375%, 04/10/2024 | 757,988 | 0.1 | ||||||||||||||
130,000 | (6 | ) | Carlyle Holdings Finance LLC, 3.875%, 02/01/2023 | 134,129 | 0.0 | ||||||||||||||
595,000 | Citizens Financial Group, Inc., 2.375%, 07/28/2021 | 594,580 | 0.0 | ||||||||||||||||
1,335,000 | (6 | ) | Commonwealth Bank of Australia, 2.250%, 03/10/2020 | 1,334,741 | 0.1 | ||||||||||||||
895,000 | (5 | ),(6) | Cooperatieve Centrale Raiffeisen- Boerenleenbank BA/Netherlands, 11.000%, 12/31/2199 | 895,000 | 0.1 | ||||||||||||||
472,000 | (6 | ) | Credit Suisse AG, 6.500%, 08/08/2023 | 520,675 | 0.0 | ||||||||||||||
1,175,000 | Goldman Sachs Group, Inc., 4.250%-5.250%, 07/27/2021- 10/21/2025 | 1,245,315 | 0.1 | ||||||||||||||||
755,000 | (6 | ) | Guardian Life Global Funding, 2.900%, 05/06/2024 | 774,965 | 0.1 | ||||||||||||||
670,000 | (6 | ) | Jackson National Life Global Funding, 2.100%, 10/25/2021 | 665,338 | 0.1 | ||||||||||||||
620,000 | (6 | ) | Jackson National Life Global Funding, 3.250%, 01/30/2024 | 638,750 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
4,430,000 | (5 | ) | JPMorgan Chase & Co., 3.200%-5.639%, 06/15/2026- 12/31/2199 | $ | 4,632,014 | 0.3 | |||||||||||||
443,000 | (6 | ) | KKR Group Finance Co. III LLC, 5.125%, 06/01/2044 | 492,733 | 0.0 | ||||||||||||||
2,335,000 | (6 | ) | Liberty Mutual Group, Inc., 4.850%, 08/01/2044 | 2,564,295 | 0.2 | ||||||||||||||
1,300,000 | (6 | ) | MassMutual Global Funding II, 2.000%, 04/15/2021 | 1,295,688 | 0.1 | ||||||||||||||
670,000 | (6 | ) | Metropolitan Life Global Funding I, 2.050%, 06/12/2020 | 669,314 | 0.1 | ||||||||||||||
740,000 | (6 | ) | Mizuho Bank Ltd., 2.650%, 09/25/2019 | 740,461 | 0.0 | ||||||||||||||
2,360,000 | (6 | ) | Mizuho Financial Group Cayman 3 Ltd., 4.600%, 03/27/2024 | 2,509,799 | 0.2 | ||||||||||||||
4,015,000 | Morgan Stanley, 2.375%-4.000%, 07/23/2019- 07/23/2025 | 4,089,103 | 0.3 | ||||||||||||||||
1,000,000 | (6 | ) | Nationwide Financial Services, Inc., 5.300%, 11/18/2044 | 1,141,088 | 0.1 | ||||||||||||||
690,000 | (6 | ) | Reliance Standard Life Global Funding II, 3.050%, 01/20/2021 | 695,889 | 0.1 | ||||||||||||||
1,360,000 | (6 | ) | Societe Generale SA, 2.625%, 09/16/2020 | 1,364,327 | 0.1 | ||||||||||||||
805,000 | (6 | ) | Societe Generale SA, 5.000%, 01/17/2024 | 854,510 | 0.1 | ||||||||||||||
985,000 | (6 | ) | Standard Chartered PLC, 3.050%, 01/15/2021 | 993,435 | 0.1 | ||||||||||||||
585,000 | (6 | ) | UBS Group Funding Switzerland AG, 4.125%, 04/15/2026 | 625,244 | 0.1 | ||||||||||||||
38,891,000 | (3 | ) | Other Securities | 40,669,327 | 3.0 | ||||||||||||||
75,252,282 | 5.6 | ||||||||||||||||||
Industrial: 0.7% | |||||||||||||||||||
305,000 | (6 | ) | Aviation Capital Group LLC, 2.875%, 01/20/2022 | 307,190 | 0.0 | ||||||||||||||
1,095,000 | (6 | ) | Aviation Capital Group LLC, 4.875%, 10/01/2025 | 1,182,262 | 0.1 | ||||||||||||||
435,000 | (6 | ) | BAE Systems Holdings, Inc., 2.850%, 12/15/2020 | 436,749 | 0.0 |
See Accompanying Notes to Financial Statements
108
VY® INVESCO SUMMARY PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Industrial (continued) | |||||||||||||||||||
410,000 | (6 | ) | SMBC Aviation Capital Finance DAC, 2.650%, 07/15/2021 | $ | 409,876 | 0.0 | |||||||||||||
7,216,000 | Other Securities | 7,743,598 | 0.6 | ||||||||||||||||
10,079,675 | 0.7 | ||||||||||||||||||
Technology: 0.7% | |||||||||||||||||||
1,581,000 | Apple, Inc., 2.150%-3.350%, 02/09/2022- 02/09/2027 | 1,607,846 | 0.1 | ||||||||||||||||
910,000 | (6 | ) | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | 981,424 | 0.1 | ||||||||||||||
35,000 | (6 | ) | Dell International LLC / EMC Corp., 8.350%, 07/15/2046 | 44,286 | 0.0 | ||||||||||||||
795,000 | (6 | ) | NXP BV / NXP Funding LLC, 5.350%, 03/01/2026 | 881,385 | 0.0 | ||||||||||||||
6,249,000 | Other Securities | 6,426,933 | 0.5 | ||||||||||||||||
9,941,874 | 0.7 | ||||||||||||||||||
Utilities: 0.5% | |||||||||||||||||||
150,000 | (6 | ) | Electricite de France SA, 4.600%, 01/27/2020 | 151,865 | 0.0 | ||||||||||||||
620,000 | (6 | ) | Electricite de France SA, 4.875%, 01/22/2044 | 686,378 | 0.1 | ||||||||||||||
350,000 | (5 | ),(6) | Electricite de France SA, 5.625%, 12/31/2199 | 359,875 | 0.0 | ||||||||||||||
4,870,000 | Other Securities | 4,950,701 | 0.4 | ||||||||||||||||
6,148,819 | 0.5 | ||||||||||||||||||
Total Corporate Bonds/Notes (Cost $181,486,753) | 190,020,280 | 14.0 | |||||||||||||||||
MUNICIPAL BONDS: 0.0% | |||||||||||||||||||
Georgia: 0.0% | |||||||||||||||||||
323,000 | Other Securities | 422,655 | 0.0 | ||||||||||||||||
Total Municipal Bonds (Cost $323,000) | 422,655 | 0.0 | |||||||||||||||||
U.S. TREASURY OBLIGATIONS: 10.2% | |||||||||||||||||||
U.S. Treasury Bonds: 0.9% | |||||||||||||||||||
10,718,200 | (7 | ) | 3.000%, 02/15/2049 | 11,756,944 | 0.8 | ||||||||||||||
871,900 | (7 | ) | 2.375%-4.500%, 05/15/2029- 02/15/2036 | 1,022,028 | 0.1 | ||||||||||||||
12,778,972 | 0.9 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
U.S. Treasury Notes: 9.3% | |||||||||||||||||||
50,346,000 | 1.750%, 06/15/2022 | $ | 50,404,015 | 3.7 | |||||||||||||||
30,611,700 | (7 | ) | 2.000%, 05/31/2024 | 30,959,071 | 2.3 | ||||||||||||||
43,470,000 | 2.125%, 05/31/2021 | 43,757,819 | 3.3 | ||||||||||||||||
180,000 | 2.625%, 11/15/2020 | 181,853 | 0.0 | ||||||||||||||||
125,302,758 | 9.3 | ||||||||||||||||||
Total U.S. Treasury Obligations (Cost $136,874,589) | 138,081,730 | 10.2 | |||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS(8): 0.1% | |||||||||||||||||||
Federal National Mortgage Association: 0.1% | |||||||||||||||||||
915,000 | Other Securities | 1,308,742 | 0.1 | ||||||||||||||||
Total U.S. Government Agency Obligations (Cost $1,019,273) | 1,308,742 | 0.1 | |||||||||||||||||
CONVERTIBLE BONDS/NOTES: 8.0% | |||||||||||||||||||
Communications: 3.1% | |||||||||||||||||||
2,954,000 | (6 | ) | GCI Liberty, Inc., 1.750%, 09/30/2046 | 3,467,799 | 0.3 | ||||||||||||||
3,355,000 | (6 | ) | IAC Financeco 3, Inc., 2.000%, 01/15/2030 | 3,460,555 | 0.2 | ||||||||||||||
1,807,000 | (6 | ),(7) | Liberty Expedia Holdings, Inc., 1.000%, 06/30/2047 | 1,808,410 | 0.1 | ||||||||||||||
9,559,000 | Liberty Media Corp., 1.375%, 10/15/2023 | 10,753,354 | 0.8 | ||||||||||||||||
1,933,000 | (7 | ) | Liberty Media Corp., 2.250%, 09/30/2046 | 1,042,723 | 0.1 | ||||||||||||||
673,000 | Liberty Media Corp.- Liberty Formula One, 1.000%, 01/30/2023 | 793,980 | 0.1 | ||||||||||||||||
20,271,000 | Other Securities | 20,663,888 | 1.5 | ||||||||||||||||
41,990,709 | 3.1 | ||||||||||||||||||
Consumer, Cyclical: 0.2% | |||||||||||||||||||
2,264,000 | (3 | ) | Other Securities | 2,685,463 | 0.2 | ||||||||||||||
Consumer, Non-cyclical: 2.4% | |||||||||||||||||||
2,934,000 | DexCom, Inc., 0.750%, 05/15/2022 | 4,689,249 | 0.3 | ||||||||||||||||
3,140,000 | (6 | ) | DexCom, Inc., 0.750%, 12/01/2023 | 3,690,763 | 0.3 | ||||||||||||||
617,000 | (6 | ),(7) | Euronet Worldwide, Inc., 0.750%, 03/15/2049 | 750,377 | 0.1 | ||||||||||||||
3,694,000 | (6 | ) | Wright Medical Group, Inc., 1.625%, 06/15/2023 | 4,070,326 | 0.3 | ||||||||||||||
16,024,000 | (3 | ) | Other Securities | 18,480,096 | 1.4 | ||||||||||||||
31,680,811 | 2.4 | ||||||||||||||||||
Energy: 0.3% | |||||||||||||||||||
4,334,000 | (3 | ) | Other Securities | 3,909,829 | 0.3 |
See Accompanying Notes to Financial Statements
109
VY® INVESCO SUMMARY PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Technology: 2.0% | |||||||||||||||||||
3,560,000 | (6 | ) | Cree, Inc., 0.875%, 09/01/2023 | $ | 4,129,361 | 0.3 | |||||||||||||
2,238,000 | (6 | ) | Western Digital Corp., 1.500%, 02/01/2024 | 2,015,388 | 0.1 | ||||||||||||||
18,903,000 | Other Securities | 21,076,600 | 1.6 | ||||||||||||||||
27,221,349 | 2.0 | ||||||||||||||||||
Total Convertible Bonds/Notes (Cost $98,139,466) | 107,488,161 | 8.0 | |||||||||||||||||
EQUITY-LINKED NOTES: 1.1% | |||||||||||||||||||
Financial: 1.1% | |||||||||||||||||||
9,000,000 | (6 | ) | Credit Suisse AG, Convertible Basket (Basket of 5 Common Stocks), 0.500%, 06/24/2024 | 8,475,300 | 0.6 | ||||||||||||||
6,746,000 | GS Finance Corp (Guarantor: The Goldman Sachs Group, Inc.), Exchangeable Basket (Basket of 5 Common Stocks), 0.250%, 07/08/2024 | 6,423,204 | 0.5 | ||||||||||||||||
Total Equity-Linked Notes (Cost $15,746,000) | 14,898,504 | 1.1 | |||||||||||||||||
STRUCTURED NOTES: 0.9% | |||||||||||||||||||
Financial: 0.9% | |||||||||||||||||||
12,054,000 | Other Securities | 12,230,885 | 0.9 | ||||||||||||||||
Total Structured Notes (Cost $12,053,628) | 12,230,885 | 0.9 | |||||||||||||||||
Total Long-Term Investments (Cost $1,164,156,027) | 1,281,717,077 | 94.7 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 7.6% | |||||||||||||||||||
Repurchase Agreements: 2.4% | |||||||||||||||||||
7,698,210 | (9 | ) | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $7,699,792, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $7,852,174, due 06/01/46-07/01/49) | 7,698,210 | 0.6 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
7,698,210 | (9 | ) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $7,699,811, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $7,852,174, due 06/30/19-05/20/69) | $ | 7,698,210 | 0.6 | |||||||||||||
7,698,210 | (9 | ) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $7,699,792, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $7,852,174, due 07/02/19-01/20/63) | 7,698,210 | 0.6 | ||||||||||||||
7,698,210 | (9 | ) | Jefferies LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $7,699,804, collateralized by various U.S. Government Agency Obligations, 0.000%-2.650%, Market Value plus accrued interest $7,852,211, due 07/05/19-08/16/23) | 7,698,210 | 0.5 |
See Accompanying Notes to Financial Statements
110
VY® INVESCO SUMMARY PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Repurchase Agreements (continued) | |||||||||||||||||||
2,243,754 | (9 | ) | JPMorgan Chase & Co., Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $2,244,221, collateralized by various U.S. Government Securities, 0.875%-1.750%, Market Value plus accrued interest $2,288,629, due 07/31/19-06/30/22) | $ | 2,243,754 | 0.1 | |||||||||||||
33,036,594 | 2.4 | ||||||||||||||||||
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Mutual Funds: 5.2% | |||||||||||||||||||
69,805,564 | (10 | ) | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% (Cost $69,805,564) | $ | 69,805,564 | 5.2 | |||||||||||||
Total Short-Term Investments (Cost $102,842,158) | 102,842,158 | 7.6 | |||||||||||||||||
Total Investments in Securities (Cost $1,266,998,185) | $ | 1,384,559,235 | 102.3 | ||||||||||||||||
Liabilities in Excess of Other Assets | (31,202,205 | ) | (2.3 | ) | |||||||||||||||
Net Assets | $ | 1,353,357,030 | 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, 2019.
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) Preferred Stock may be called prior to convertible date.
(5) Variable rate security. Rate shown is the rate in effect as of June 30, 2019.
(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) Security, or a portion of the security, is on loan.
(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 securities purchased with cash collateral received for securities on loan.
(10) Rate shown is the 7-day yield as of June 30, 2019.
See Accompanying Notes to Financial Statements
111
VY® INVESCO SUMMARY PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 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, 2019 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Communication Services | $ | 35,271,764 | $ | — | $ | — | $ | 35,271,764 | |||||||||||
Consumer Discretionary | 60,795,547 | 8,262,237 | — | 69,057,784 | |||||||||||||||
Consumer Staples | 52,760,717 | — | — | 52,760,717 | |||||||||||||||
Energy | 70,369,789 | 34,520,857 | — | 104,890,646 | |||||||||||||||
Financials | 231,270,535 | — | — | 231,270,535 | |||||||||||||||
Health Care | 108,399,158 | 25,456,144 | — | 133,855,302 | |||||||||||||||
Industrials | 57,534,170 | — | — | 57,534,170 | |||||||||||||||
Information Technology | 84,204,941 | — | — | 84,204,941 | |||||||||||||||
Materials | 27,728,247 | — | — | 27,728,247 | |||||||||||||||
Utilities | 9,451,151 | — | — | 9,451,151 | |||||||||||||||
Total Common Stock | 737,786,019 | 68,239,238 | — | 806,025,257 | |||||||||||||||
Preferred Stock | 7,557,476 | 3,683,387 | — | 11,240,863 | |||||||||||||||
Corporate Bonds/Notes | — | 190,020,280 | — | 190,020,280 | |||||||||||||||
Municipal Bonds | — | 422,655 | — | 422,655 | |||||||||||||||
Convertible Bonds/Notes | — | 107,488,161 | — | 107,488,161 | |||||||||||||||
U.S. Treasury Obligations | — | 138,081,730 | — | 138,081,730 | |||||||||||||||
U.S. Government Agency Obligations | — | 1,308,742 | — | 1,308,742 | |||||||||||||||
Structured Notes | — | 12,230,885 | — | 12,230,885 | |||||||||||||||
Equity-Linked Notes | — | 14,898,504 | — | 14,898,504 | |||||||||||||||
Short-Term Investments | 69,805,564 | 33,036,594 | — | 102,842,158 | |||||||||||||||
Total Investments, at fair value | $ | 815,149,059 | $ | 569,410,176 | $ | — | $ | 1,384,559,235 | |||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | — | 48,493 | — | 48,493 | |||||||||||||||
Total Assets | $ | 815,149,059 | $ | 569,458,669 | $ | — | $ | 1,384,607,728 | |||||||||||
Liabilities Table | |||||||||||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (737,388 | ) | $ | — | $ | (737,388 | ) | |||||||||
Total Liabilities | $ | — | $ | (737,388 | ) | $ | — | $ | (737,388 | ) |
^ 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, 2019, 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) | |||||||||||||||
GBP | 505,680 | USD | 635,663 | State Street Bank and Trust Co. | 07/05/19 | $ | 6,627 | ||||||||||||
EUR | 185,830 | USD | 210,154 | State Street Bank and Trust Co. | 07/05/19 | 1,208 | |||||||||||||
GBP | 577,833 | USD | 737,367 | State Street Bank and Trust Co. | 07/05/19 | (3,431 | ) | ||||||||||||
USD | 278,885 | CHF | 276,856 | State Street Bank and Trust Co. | 07/05/19 | (4,804 | ) | ||||||||||||
USD | 502,574 | CHF | 498,292 | State Street Bank and Trust Co. | 07/05/19 | (8,015 | ) | ||||||||||||
CHF | 3,859,056 | USD | 3,922,215 | State Street Bank and Trust Co. | 07/05/19 | 32,079 | |||||||||||||
USD | 7,253,024 | CHF | 7,221,691 | State Street Bank and Trust Co. | 07/05/19 | (146,892 | ) | ||||||||||||
USD | 6,026,357 | CAD | 8,118,829 | State Street Bank and Trust Co. | 07/05/19 | (173,807 | ) |
See Accompanying Notes to Financial Statements
112
VY® INVESCO SUMMARY PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||||||||||
USD | 16,011,522 | GBP | 12,641,091 | State Street Bank and Trust Co. | 07/05/19 | $ | (44,575 | ) | |||||||||||
CHF | 227,328 | USD | 234,079 | State Street Bank and Trust Co. | 07/05/19 | (1,141 | ) | ||||||||||||
CAD | 456,230 | USD | 341,666 | State Street Bank and Trust Co. | 07/05/19 | 6,746 | |||||||||||||
USD | 277,863 | CHF | 274,105 | State Street Bank and Trust Co. | 07/05/19 | (3,007 | ) | ||||||||||||
USD | 3,717,002 | CHF | 3,670,428 | State Street Bank and Trust Co. | 07/05/19 | (44,009 | ) | ||||||||||||
USD | 394,174 | CHF | 391,017 | State Street Bank and Trust Co. | 07/05/19 | (6,493 | ) | ||||||||||||
USD | 124,546 | CAD | 166,081 | State Street Bank and Trust Co. | 07/05/19 | (2,286 | ) | ||||||||||||
USD | 668,180 | GBP | 526,158 | State Street Bank and Trust Co. | 07/05/19 | (120 | ) | ||||||||||||
USD | 392,950 | EUR | 346,672 | State Street Bank and Trust Co. | 07/05/19 | (1,352 | ) | ||||||||||||
USD | 426,788 | CHF | 425,577 | State Street Bank and Trust Co. | 07/05/19 | (9,292 | ) | ||||||||||||
USD | 247,318 | CHF | 247,052 | State Street Bank and Trust Co. | 07/05/19 | (5,831 | ) | ||||||||||||
USD | 80,308 | CAD | 106,115 | State Street Bank and Trust Co. | 07/05/19 | (730 | ) | ||||||||||||
USD | 128,904 | EUR | 114,679 | State Street Bank and Trust Co. | 07/05/19 | (1,531 | ) | ||||||||||||
USD | 541,471 | GBP | 424,861 | State Street Bank and Trust Co. | 07/05/19 | 1,833 | |||||||||||||
USD | 7,240,519 | CHF | 7,208,284 | The Bank of New York Mellon | 07/05/19 | (145,659 | ) | ||||||||||||
USD | 16,011,736 | GBP | 12,641,340 | The Bank of New York Mellon | 07/05/19 | (44,677 | ) | ||||||||||||
USD | 6,972,670 | EUR | 6,209,299 | The Bank of New York Mellon | 07/05/19 | (89,736 | ) | ||||||||||||
$ | (688,895 | ) |
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, 2019 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 | $ | 48,493 | ||||||||
Total Asset Derivatives | $ | 48,493 | |||||||||
Liability Derivatives | |||||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 737,388 | ||||||||
Total Liability Derivatives | $ | 737,388 |
The effect of derivative instruments on the Portfolio's Statement of Operations for the period ended June 30, 2019 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 | $ | 967,914 | |||||
Total | $ | 967,914 | |||||
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 | $ | (568,383 | ) | ||||
Total | $ | (568,383 | ) |
See Accompanying Notes to Financial Statements
113
VY® INVESCO SUMMARY PORTFOLIO OF INVESTMENTS
EQUITY AND INCOME PORTFOLIO AS OF JUNE 30, 2019 (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, 2019:
State Street Bank and Trust Co. | The Bank of New York Mellon | Totals | |||||||||||||
Assets: | |||||||||||||||
Forward foreign currency contracts | $ | 48,493 | $ | — | $ | 48,493 | |||||||||
Total Assets | $ | 48,493 | $ | — | $ | 48,493 | |||||||||
Liabilities: | |||||||||||||||
Forward foreign currency contracts | $ | 457,316 | $ | 280,072 | $ | 737,388 | |||||||||
Total Liabilities | $ | 457,316 | $ | 280,072 | $ | 737,388 | |||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | (408,823 | ) | $ | (280,072 | ) | $ | (688,895 | ) | ||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | |||||||||
Net Exposure(1) | $ | (408,823 | ) | $ | (280,072 | ) | $ | (688,895 | ) |
(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, 2019, 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 $1,271,933,029.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 162,451,034 | |||||
Gross Unrealized Depreciation | (50,033,054 | ) | |||||
Net Unrealized Appreciation | $ | 112,417,980 |
See Accompanying Notes to Financial Statements
114
VY® INVESCO SUMMARY PORTFOLIO OF INVESTMENTS
OPPENHEIMER GLOBAL PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED)
Geographic Diversification
as of June 30, 2019
(as a percentage of net assets)
United States | 49.9 | % | |||||
Japan | 12.5 | % | |||||
Germany | 7.9 | % | |||||
France | 7.3 | % | |||||
United Kingdom | 5.6 | % | |||||
Netherlands | 4.2 | % | |||||
India | 3.9 | % | |||||
Sweden | 2.2 | % | |||||
Switzerland | 2.0 | % | |||||
Spain | 1.5 | % | |||||
Countries between 0.2% - 1.4%^ | 2.0 | % | |||||
Assets in Excess of Other Liabilities* | 1.0 | % | |||||
Net Assets | 100.0 | % |
* Includes short-term investments.
^ Includes 3 countries, which each represents 0.2% - 1.4% of net assets.
Portfolio holdings are subject to change daily.
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 97.8% | |||||||||||||||||||
Brazil: 0.4% | |||||||||||||||||||
220,850 | (1 | ) | Other Securities | $ | 6,532,743 | 0.4 | |||||||||||||
China: 1.4% | |||||||||||||||||||
690,268 | (2 | ) | JD.com, Inc. ADR | 20,908,218 | 1.4 | ||||||||||||||
France: 7.3% | |||||||||||||||||||
61,950 | Kering SA | 36,564,321 | 2.5 | ||||||||||||||||
149,648 | LVMH Moet Hennessy Louis Vuitton SE | 63,619,196 | 4.2 | ||||||||||||||||
369,290 | Other Securities | 9,320,656 | 0.6 | ||||||||||||||||
109,504,173 | 7.3 | ||||||||||||||||||
Germany: 6.7% | |||||||||||||||||||
123,030 | Allianz SE | 29,671,920 | 2.0 | ||||||||||||||||
153,584 | Bayer AG | 10,652,634 | 0.7 | ||||||||||||||||
327,572 | SAP SE | 44,907,453 | 3.0 | ||||||||||||||||
131,922 | Siemens AG | 15,706,021 | 1.0 | ||||||||||||||||
100,938,028 | 6.7 | ||||||||||||||||||
India: 3.9% | |||||||||||||||||||
12,243,558 | DLF Ltd. | 33,450,270 | 2.2 | ||||||||||||||||
1,986,682 | ICICI Bank Ltd. ADR | 25,012,326 | 1.7 | ||||||||||||||||
58,462,596 | 3.9 | ||||||||||||||||||
Italy: 0.2% | |||||||||||||||||||
104,433 | Other Securities | 3,526,139 | 0.2 | ||||||||||||||||
Japan: 12.5% | |||||||||||||||||||
80,900 | Fanuc Ltd. | 15,032,251 | 1.0 | ||||||||||||||||
44,302 | Keyence Corp. | 27,322,040 | 1.8 | ||||||||||||||||
585,000 | Murata Manufacturing Co., Ltd. | 26,337,128 | 1.7 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
258,000 | Nidec Corp. | $ | 35,432,428 | 2.4 | |||||||||||||||
38,700 | Nintendo Co., Ltd. | 14,198,982 | 0.9 | ||||||||||||||||
303,400 | Omron Corp. | 15,912,141 | 1.1 | ||||||||||||||||
316,841 | Takeda Pharmaceutical Co., Ltd. | 11,270,933 | 0.8 | ||||||||||||||||
315,700 | TDK Corp. | 24,591,118 | 1.6 | ||||||||||||||||
988,900 | Other Securities | 18,041,964 | 1.2 | ||||||||||||||||
188,138,985 | 12.5 | ||||||||||||||||||
Netherlands: 4.2% | |||||||||||||||||||
448,993 | Airbus SE | 63,542,197 | 4.2 | ||||||||||||||||
Spain: 1.5% | |||||||||||||||||||
750,211 | Industria de Diseno Textil SA | 22,571,822 | 1.5 | ||||||||||||||||
Sweden: 2.2% | |||||||||||||||||||
864,725 | Assa Abloy AB | 19,510,526 | 1.3 | ||||||||||||||||
420,598 | Atlas Copco AB - A Shares | 13,478,336 | 0.9 | ||||||||||||||||
32,988,862 | 2.2 | ||||||||||||||||||
Switzerland: 2.0% | |||||||||||||||||||
1,157,908 | Credit Suisse Group AG | 13,859,201 | 0.9 | ||||||||||||||||
1,372,099 | UBS Group AG | 16,307,734 | 1.1 | ||||||||||||||||
30,166,935 | 2.0 | ||||||||||||||||||
United Kingdom: 5.6% | |||||||||||||||||||
1,154,386 | Prudential PLC | 25,201,462 | 1.7 | ||||||||||||||||
445,834 | TechnipFMC PLC | 11,502,009 | 0.8 | ||||||||||||||||
548,407 | Unilever PLC | 34,042,637 | 2.2 | ||||||||||||||||
809,747 | (1 | ) | Other Securities | 13,243,467 | 0.9 | ||||||||||||||
83,989,575 | 5.6 |
See Accompanying Notes to Financial Statements
115
VY® INVESCO SUMMARY PORTFOLIO OF INVESTMENTS
OPPENHEIMER GLOBAL PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
United States: 49.9% | |||||||||||||||||||
106,540 | 3M Co. | $ | 18,467,644 | 1.2 | |||||||||||||||
165,563 | (2 | ) | Adobe, Inc. | 48,783,138 | 3.2 | ||||||||||||||
250,800 | Agilent Technologies, Inc. | 18,727,236 | 1.2 | ||||||||||||||||
83,080 | (2 | ) | Alphabet, Inc. - Class A | 89,959,024 | 6.0 | ||||||||||||||
7,191 | (2 | ) | Amazon.com, Inc. | 13,617,093 | 0.9 | ||||||||||||||
140,480 | Anthem, Inc. | 39,644,861 | 2.6 | ||||||||||||||||
124,400 | (2 | ) | Blueprint Medicines Corp. | 11,734,652 | 0.8 | ||||||||||||||
233,220 | (2 | ) | Centene Corp. | 12,230,057 | 0.8 | ||||||||||||||
504,660 | Citigroup, Inc. | 35,341,340 | 2.3 | ||||||||||||||||
415,250 | Colgate-Palmolive Co. | 29,760,967 | 2.0 | ||||||||||||||||
132,540 | Equifax, Inc. | 17,924,710 | 1.2 | ||||||||||||||||
258,520 | (2 | ) | Facebook, Inc. - Class A | 49,894,360 | 3.3 | ||||||||||||||
88,120 | Goldman Sachs Group, Inc. | 18,029,352 | 1.2 | ||||||||||||||||
126,130 | (2 | ) | Incyte Corp., Ltd. | 10,716,005 | 0.7 | ||||||||||||||
187,070 | Intuit, Inc. | 48,887,003 | 3.2 | ||||||||||||||||
570,100 | Maxim Integrated Products | 34,103,382 | 2.3 | ||||||||||||||||
319,252 | (2 | ) | PayPal Holdings, Inc. | 36,541,584 | 2.4 | ||||||||||||||
205,270 | S&P Global, Inc. | 46,758,453 | 3.1 | ||||||||||||||||
104,880 | (2 | ) | Sage Therapeutics, Inc. | 19,202,479 | 1.3 | ||||||||||||||
185,130 | Tiffany & Co. | 17,335,573 | 1.2 | ||||||||||||||||
170,630 | United Parcel Service, Inc. - Class B | 17,620,960 | 1.2 | ||||||||||||||||
195,520 | Walt Disney Co. | 27,302,413 | 1.8 | ||||||||||||||||
91,140 | Zimmer Biomet Holdings, Inc. | 10,730,824 | 0.7 | ||||||||||||||||
1,997,029 | (1 | ) | Other Securities | 79,615,182 | 5.3 | ||||||||||||||
752,928,292 | 49.9 | ||||||||||||||||||
Total Common Stock (Cost $787,243,099) | 1,474,198,565 | 97.8 | |||||||||||||||||
PREFERRED STOCK: 1.2% | |||||||||||||||||||
Germany: 1.2% | |||||||||||||||||||
289,094 | Bayerische Motoren Werke AG | 17,912,670 | 1.2 | ||||||||||||||||
India: 0.0% | |||||||||||||||||||
2,598,630 | (1 | ) | Other Securities | 195,761 | 0.0 | ||||||||||||||
Total Preferred Stock (Cost $11,531,006) | 18,108,431 | 1.2 | |||||||||||||||||
Total Long-Term Investments (Cost $798,774,105) | 1,492,306,996 | 99.0 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 1.4% | |||||||||||||||||||
Mutual Funds: 1.4% | |||||||||||||||||||
20,539,443 | (3 | ) | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% (Cost $20,539,443) | $ | 20,539,443 | 1.4 | |||||||||||||
Total Short-Term Investments (Cost $20,539,443) | 20,539,443 | 1.4 | |||||||||||||||||
Total Investments in Securities (Cost $819,313,548) | $ | 1,512,846,439 | 100.4 | ||||||||||||||||
Liabilities in Excess of Other Assets | (5,351,143 | ) | (0.4 | ) | |||||||||||||||
Net Assets | $ | 1,507,495,296 | 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, 2019.
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.
ADR American Depositary Receipt
(1) The grouping contains non-income producing securities.
(2) Non-income producing security.
(3) Rate shown is the 7-day yield as of June 30, 2019.
Sector Diversification | Percentage of Net Assets | ||||||
Information Technology | 21.3 | % | |||||
Industrials | 15.1 | ||||||
Financials | 14.6 | ||||||
Health Care | 14.4 | ||||||
Consumer Discretionary | 13.9 | ||||||
Communication Services | 12.5 | ||||||
Consumer Staples | 4.2 | ||||||
Real Estate | 2.2 | ||||||
Energy | 0.8 | ||||||
Short-Term Investments | 1.4 | ||||||
Liabilities in Excess of Other Assets | (0.4 | ) | |||||
Net Assets | 100.0 | % |
See Accompanying Notes to Financial Statements
116
VY® INVESCO SUMMARY PORTFOLIO OF INVESTMENTS
OPPENHEIMER GLOBAL PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 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, 2019 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Brazil | $ | 6,532,743 | $ | — | $ | — | $ | 6,532,743 | |||||||||||
China | 20,908,218 | — | — | 20,908,218 | |||||||||||||||
France | — | 109,504,173 | — | 109,504,173 | |||||||||||||||
Germany | — | 100,938,028 | — | 100,938,028 | |||||||||||||||
India | 25,012,326 | 33,450,270 | — | 58,462,596 | |||||||||||||||
Italy | — | 3,526,139 | — | 3,526,139 | |||||||||||||||
Japan | — | 188,138,985 | — | 188,138,985 | |||||||||||||||
Netherlands | — | 63,542,197 | — | 63,542,197 | |||||||||||||||
Spain | — | 22,571,822 | — | 22,571,822 | |||||||||||||||
Sweden | — | 32,988,862 | — | 32,988,862 | |||||||||||||||
Switzerland | — | 30,166,935 | — | 30,166,935 | |||||||||||||||
United Kingdom | 13,243,467 | 70,746,108 | — | 83,989,575 | |||||||||||||||
United States | 752,928,292 | — | — | 752,928,292 | |||||||||||||||
Total Common Stock | 818,625,046 | 655,573,519 | — | 1,474,198,565 | |||||||||||||||
Preferred Stock | 195,761 | 17,912,670 | — | 18,108,431 | |||||||||||||||
Short-Term Investments | 20,539,443 | — | — | 20,539,443 | |||||||||||||||
Total Investments, at fair value | $ | 839,360,250 | $ | 673,486,189 | $ | — | $ | 1,512,846,439 |
^ 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, 2019 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 | $ | (58,601 | ) | ||||
Total | $ | (58,601 | ) |
At June 30, 2019, 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 $830,010,687.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 715,533,455 | |||||
Gross Unrealized Depreciation | (32,708,570 | ) | |||||
Net Unrealized Appreciation | $ | 682,824,885 |
See Accompanying Notes to Financial Statements
117
VY® JPMORGAN SUMMARY PORTFOLIO OF INVESTMENTS
MID CAP VALUE PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED)
Sector Diversification
as of June 30, 2019
(as a percentage of net assets)
Financials | 22.3 | % | |||||
Real Estate | 14.0 | % | |||||
Consumer Discretionary | 12.4 | % | |||||
Utilities | 10.6 | % | |||||
Industrials | 7.8 | % | |||||
Health Care | 6.8 | % | |||||
Information Technology | 6.7 | % | |||||
Energy | 6.1 | % | |||||
Materials | 4.8 | % | |||||
Consumer Staples | 4.0 | % | |||||
Communication Services | 2.5 | % | |||||
Assets in Excess of Other Liabilities* | 2.0 | % | |||||
Net Assets | 100.0 | % |
* Includes short-term investments.
Portfolio holdings are subject to change daily.
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 98.0% | |||||||||||||||||||
Communication Services: 2.5% | |||||||||||||||||||
243,822 | (1 | ) | Other Securities | $ | 11,310,809 | 2.5 | |||||||||||||
Consumer Discretionary: 12.4% | |||||||||||||||||||
6,050 | (2 | ) | Autozone, Inc. | 6,651,794 | 1.5 | ||||||||||||||
62,060 | Best Buy Co., Inc. | 4,327,444 | 1.0 | ||||||||||||||||
50,130 | Expedia Group, Inc. | 6,668,794 | 1.5 | ||||||||||||||||
41,080 | Hilton Worldwide Holdings, Inc. | 4,015,159 | 0.9 | ||||||||||||||||
37,060 | (2 | ) | Mohawk Industries, Inc. | 5,465,238 | 1.2 | ||||||||||||||
44,370 | Tiffany & Co. | 4,154,807 | 0.9 | ||||||||||||||||
584,707 | (3 | ) | Other Securities | 23,884,289 | 5.4 | ||||||||||||||
55,167,525 | 12.4 | ||||||||||||||||||
Consumer Staples: 4.0% | |||||||||||||||||||
19,940 | Constellation Brands, Inc. | 3,926,984 | 0.9 | ||||||||||||||||
432,255 | (1 | ),(3) | Other Securities | 14,040,240 | 3.1 | ||||||||||||||
17,967,224 | 4.0 | ||||||||||||||||||
Energy: 6.1% | |||||||||||||||||||
68,014 | Diamondback Energy, Inc. | 7,411,485 | 1.7 | ||||||||||||||||
314,350 | Williams Cos., Inc. | 8,814,374 | 2.0 | ||||||||||||||||
492,994 | Other Securities | 10,851,502 | 2.4 | ||||||||||||||||
27,077,361 | 6.1 | ||||||||||||||||||
Financials: 22.3% | |||||||||||||||||||
35,950 | Ameriprise Financial, Inc. | 5,218,502 | 1.2 | ||||||||||||||||
127,900 | Citizens Financial Group, Inc. | 4,522,544 | 1.0 | ||||||||||||||||
233,560 | Fifth Third Bancorp | 6,516,324 | 1.5 | ||||||||||||||||
43,580 | First Republic Bank | 4,255,587 | 0.9 | ||||||||||||||||
117,240 | Hartford Financial Services Group, Inc. | 6,532,613 | 1.5 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
169,920 | Loews Corp. | $ | 9,289,526 | 2.1 | |||||||||||||||
51,813 | M&T Bank Corp. | 8,811,837 | 2.0 | ||||||||||||||||
39,990 | Marsh & McLennan Cos., Inc. | 3,989,002 | 0.9 | ||||||||||||||||
51,040 | Northern Trust Corp. | 4,593,600 | 1.0 | ||||||||||||||||
52,890 | Progressive Corp. | 4,227,498 | 0.9 | ||||||||||||||||
49,770 | Raymond James Financial, Inc. | 4,208,054 | 0.9 | ||||||||||||||||
114,700 | SunTrust Banks, Inc. | 7,208,895 | 1.6 | ||||||||||||||||
63,700 | T. Rowe Price Group, Inc. | 6,988,527 | 1.6 | ||||||||||||||||
627,198 | (1 | ) | Other Securities | 23,417,393 | 5.2 | ||||||||||||||
99,779,902 | 22.3 | ||||||||||||||||||
Health Care: 6.8% | |||||||||||||||||||
60,670 | AmerisourceBergen Corp. | 5,172,724 | 1.2 | ||||||||||||||||
26,130 | Cigna Corp. | 4,116,781 | 0.9 | ||||||||||||||||
30,460 | (2 | ) | Laboratory Corp. of America Holdings | 5,266,534 | 1.2 | ||||||||||||||
35,610 | Universal Health Services, Inc. | 4,643,188 | 1.0 | ||||||||||||||||
47,240 | Zimmer Biomet Holdings, Inc. | 5,562,038 | 1.2 | ||||||||||||||||
69,852 | (1 | ) | Other Securities | 5,715,540 | 1.3 | ||||||||||||||
30,476,805 | 6.8 | ||||||||||||||||||
Industrials: 7.8% | |||||||||||||||||||
29,820 | Acuity Brands, Inc. | 4,112,476 | 0.9 | ||||||||||||||||
51,540 | Ametek, Inc. | 4,681,894 | 1.1 | ||||||||||||||||
27,490 | IDEX Corp. | 4,732,129 | 1.1 | ||||||||||||||||
30,120 | (2 | ) | Middleby Corp. | 4,087,284 | 0.9 | ||||||||||||||
29,741 | Snap-On, Inc. | 4,926,299 | 1.1 | ||||||||||||||||
145,570 | Other Securities | 12,183,598 | 2.7 | ||||||||||||||||
34,723,680 | 7.8 |
See Accompanying Notes to Financial Statements
118
VY® JPMORGAN SUMMARY PORTFOLIO OF INVESTMENTS
MID CAP VALUE PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Information Technology: 6.7% | |||||||||||||||||||
47,200 | Amphenol Corp. | $ | 4,528,368 | 1.0 | |||||||||||||||
69,740 | (2 | ) | Arrow Electronics, Inc. | 4,970,370 | 1.1 | ||||||||||||||
56,550 | CDW Corp. | 6,277,050 | 1.4 | ||||||||||||||||
33,520 | (2 | ) | Synopsys, Inc. | 4,313,689 | 1.0 | ||||||||||||||
162,477 | (1 | ) | Other Securities | 9,960,701 | 2.2 | ||||||||||||||
30,050,178 | 6.7 | ||||||||||||||||||
Materials: 4.8% | |||||||||||||||||||
77,640 | Ball Corp. | 5,434,024 | 1.2 | ||||||||||||||||
9,460 | Sherwin-Williams Co. | 4,335,423 | 1.0 | ||||||||||||||||
154,180 | Silgan Holdings, Inc. | 4,717,908 | 1.0 | ||||||||||||||||
104,740 | Other Securities | 7,098,193 | 1.6 | ||||||||||||||||
21,585,548 | 4.8 | ||||||||||||||||||
Real Estate: 14.0% | |||||||||||||||||||
30,120 | AvalonBay Communities, Inc. | 6,119,781 | 1.4 | ||||||||||||||||
42,950 | Boston Properties, Inc. | 5,540,550 | 1.2 | ||||||||||||||||
107,600 | (2 | ) | CBRE Group, Inc. | 5,519,880 | 1.2 | ||||||||||||||
36,790 | Federal Realty Investment Trust | 4,737,080 | 1.1 | �� | |||||||||||||||
72,966 | Vornado Realty Trust | 4,677,121 | 1.1 | ||||||||||||||||
1,122,105 | (1 | ) | Other Securities | 35,811,323 | 8.0 | ||||||||||||||
62,405,735 | 14.0 | ||||||||||||||||||
Utilities: 10.6% | |||||||||||||||||||
172,110 | CMS Energy Corp. | 9,966,890 | 2.2 | ||||||||||||||||
74,160 | Evergy, Inc. | 4,460,724 | 1.0 | ||||||||||||||||
83,990 | National Fuel Gas Co. | 4,430,473 | 1.0 | ||||||||||||||||
48,150 | Sempra Energy | 6,617,736 | 1.5 | ||||||||||||||||
118,420 | WEC Energy Group, Inc. | 9,872,675 | 2.2 | ||||||||||||||||
164,800 | Xcel Energy, Inc. | 9,803,952 | 2.2 | ||||||||||||||||
30,380 | Other Securities | 2,047,916 | 0.5 | ||||||||||||||||
47,200,366 | 10.6 | ||||||||||||||||||
Total Common Stock (Cost $331,707,352) | 437,745,133 | 98.0 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 2.3% | |||||||||||||||||||
Repurchase Agreements: 0.5% | |||||||||||||||||||
1,000,000 | (4 | ) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,000,205, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,020,000, due 07/02/19-01/20/63) | $ | 1,000,000 | 0.2 | |||||||||||||
426,581 | (4 | ) | HSBC Securities USA, Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $426,669, collateralized by various U.S. Government Securities, 0.000%-4.375%, Market Value plus accrued interest $435,113, due 08/15/20-11/15/46) | 426,581 | 0.1 | ||||||||||||||
1,000,000 | (4 | ) | Morgan Stanley, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $1,000,207, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.500%-7.500%, Market Value plus accrued interest $1,020,000, due 04/01/26-06/20/49) | 1,000,000 | 0.2 | ||||||||||||||
2,426,581 | 0.5 |
See Accompanying Notes to Financial Statements
119
VY® JPMORGAN SUMMARY PORTFOLIO OF INVESTMENTS
MID CAP VALUE PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Mutual Funds: 1.8% | |||||||||||||||||||
7,797,712 | (5 | ) | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% (Cost $7,797,712) | $ | 7,797,712 | 1.8 | |||||||||||||
Total Short-Term Investments (Cost $10,224,293) | 10,224,293 | 2.3 | |||||||||||||||||
Total Investments in Securities (Cost $341,931,645) | $ | 447,969,426 | 100.3 | ||||||||||||||||
Liabilities in Excess of Other Assets | (1,325,039 | ) | (0.3 | ) | |||||||||||||||
Net Assets | $ | 446,644,387 | 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, 2019.
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 non-income producing securities.
(2) Non-income producing security.
(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, 2019.
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 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, 2019 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock* | $ | 437,745,133 | $ | — | $ | — | $ | 437,745,133 | |||||||||||
Short-Term Investments | 7,797,712 | 2,426,581 | — | 10,224,293 | |||||||||||||||
Total Investments, at fair value | $ | 445,542,845 | $ | 2,426,581 | $ | — | $ | 447,969,426 |
^ 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, 2019, 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 $343,132,747.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 124,841,092 | |||||
Gross Unrealized Depreciation | (20,004,413 | ) | |||||
Net Unrealized Appreciation | $ | 104,836,679 |
See Accompanying Notes to Financial Statements
120
VY® PIONEER SUMMARY PORTFOLIO OF INVESTMENTS
HIGH YIELD PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED)
Investment Type Allocation
as of June 30, 2019
(as a percentage of net assets)
Corporate Bonds/Notes | 89.5 | % | |||||
Preferred Stock | 1.6 | % | |||||
Convertible Bonds/Notes | 0.5 | % | |||||
Bank Loans** | 0.0 | % | |||||
Common Stock** | 0.0 | % | |||||
Warrants** | 0.0 | % | |||||
Other** | 0.0 | % | |||||
Assets in Excess of Other Liabilities* | 8.4 | % | |||||
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: 89.5% | |||||||||||||||||||
Basic Materials: 8.3% | |||||||||||||||||||
400,000 | (1 | ) | Century Aluminum Co., 7.500%, 06/01/2021 | $ | 399,200 | 0.4 | |||||||||||||
638,000 | Chemours Co/The, 7.000%, 05/15/2025 | 668,305 | 0.7 | ||||||||||||||||
430,000 | Commercial Metals Co., 5.375%, 07/15/2027 | 428,925 | 0.4 | ||||||||||||||||
515,000 | Commercial Metals Co., 5.750%, 04/15/2026 | 515,386 | 0.5 | ||||||||||||||||
209,000 | (1 | ) | First Quantum Minerals Ltd., 6.875%, 03/01/2026 | 194,631 | 0.2 | ||||||||||||||
416,000 | (1 | ) | Hexion, Inc., 7.875%, 07/15/2027 | 419,120 | 0.4 | ||||||||||||||
247,000 | (1 | ) | Hudbay Minerals, Inc., 7.250%, 01/15/2023 | 255,336 | 0.3 | ||||||||||||||
243,000 | (1 | ) | Hudbay Minerals, Inc., 7.625%, 01/15/2025 | 252,113 | 0.2 | ||||||||||||||
520,000 | (1 | ) | Joseph T Ryerson & Son, Inc., 11.000%, 05/15/2022 | 550,063 | 0.6 | ||||||||||||||
380,000 | (1 | ) | Kraton Polymers LLC / Kraton Polymers Capital Corp., 7.000%, 04/15/2025 | 386,650 | 0.4 | ||||||||||||||
68,000 | (1 | ) | NOVA Chemicals Corp., 4.875%, 06/01/2024 | 70,635 | 0.1 | ||||||||||||||
519,000 | (1 | ) | NOVA Chemicals Corp., 5.000%, 05/01/2025 | 544,301 | 0.5 | ||||||||||||||
400,000 | (1 | ) | Novelis Corp., 5.875%, 09/30/2026 | 406,000 | 0.4 | ||||||||||||||
130,000 | (1 | ) | Nufarm Australia Ltd. / Nufarm Americas, Inc., 5.750%, 04/30/2026 | 124,150 | 0.1 | ||||||||||||||
570,000 | (1 | ) | OCI NV, 6.625%, 04/15/2023 | 595,650 | 0.6 | ||||||||||||||
535,000 | (1 | ) | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | 548,375 | 0.6 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
511,000 | (1 | ) | Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc., 5.375%, 09/01/2025 | $ | 494,393 | 0.5 | |||||||||||||
190,000 | (1 | ) | Tronox, Inc., 6.500%, 04/15/2026 | 188,757 | 0.2 | ||||||||||||||
1,229,000 | Other Securities | 1,177,961 | 1.2 | ||||||||||||||||
8,219,951 | 8.3 | ||||||||||||||||||
Communications: 15.2% | |||||||||||||||||||
200,000 | (1 | ) | Altice Financing SA, 6.625%, 02/15/2023 | 205,500 | 0.2 | ||||||||||||||
200,000 | (1 | ) | Altice France SA/France, 8.125%, 02/01/2027 | 210,500 | 0.2 | ||||||||||||||
359,000 | (1 | ) | Altice Luxembourg SA, 10.500%, 05/15/2027 | 369,770 | 0.4 | ||||||||||||||
210,000 | (1 | ) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | 214,977 | 0.2 | ||||||||||||||
483,000 | (1 | ) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.375%, 06/01/2029 | 499,905 | 0.5 | ||||||||||||||
505,000 | (1 | ) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/2026 | 529,770 | 0.6 | ||||||||||||||
310,000 | (1 | ) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/2026 | 325,888 | 0.3 | ||||||||||||||
380,000 | (1 | ) | Clear Channel Worldwide Holdings, Inc., 9.250%, 02/15/2024 | 413,250 | 0.4 | ||||||||||||||
528,000 | (1 | ) | CommScope Tech Finance LLC, 6.000%, 06/15/2025 | 497,487 | 0.5 | ||||||||||||||
155,000 | (1 | ) | CommScope Technologies LLC, 5.000%, 03/15/2027 | 135,625 | 0.2 |
See Accompanying Notes to Financial Statements
121
VY® PIONEER SUMMARY PORTFOLIO OF INVESTMENTS
HIGH YIELD PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Communications (continued) | |||||||||||||||||||
120,000 | (1 | ) | CommScope, Inc., 5.000%, 06/15/2021 | $ | 120,150 | 0.1 | |||||||||||||
479,000 | CSC Holdings LLC, 5.250%, 06/01/2024 | 498,759 | 0.5 | ||||||||||||||||
200,000 | (1 | ) | CSC Holdings LLC, 5.375%, 07/15/2023 | 206,000 | 0.2 | ||||||||||||||
200,000 | (1 | ) | CSC Holdings LLC, 5.375%, 02/01/2028 | 208,250 | 0.2 | ||||||||||||||
400,000 | (1 | ) | CSC Holdings LLC, 5.500%, 04/15/2027 | 421,000 | 0.4 | ||||||||||||||
100,000 | (1 | ) | Frontier Communications Corp., 8.500%, 04/01/2026 | 97,250 | 0.1 | ||||||||||||||
885,000 | Frontier Communications Corp., 8.750%-11.000%, 04/15/2022-09/15/2025 | 564,225 | 0.6 | ||||||||||||||||
250,000 | (1 | ) | Gray Television, Inc., 5.125%, 10/15/2024 | 255,313 | 0.2 | ||||||||||||||
249,000 | (1 | ) | Gray Television, Inc., 5.875%, 07/15/2026 | 258,960 | 0.3 | ||||||||||||||
365,000 | (1 | ) | Gray Television, Inc., 7.000%, 05/15/2027 | 396,937 | 0.4 | ||||||||||||||
230,000 | (1 | ) | Intelsat Jackson Holdings SA, 9.750%, 07/15/2025 | 236,900 | 0.2 | ||||||||||||||
690,000 | Level 3 Financing, Inc., 5.250%, 03/15/2026 | 715,875 | 0.7 | ||||||||||||||||
820,000 | (1 | ) | MDC Partners, Inc., 6.500%, 05/01/2024 | 757,647 | 0.8 | ||||||||||||||
699,000 | (1 | ) | Netflix, Inc., 5.375%, 11/15/2029 | 744,218 | 0.7 | ||||||||||||||
320,000 | (1 | ) | Sinclair Television Group, Inc., 5.875%, 03/15/2026 | 328,304 | 0.3 | ||||||||||||||
167,000 | (1 | ) | Sirius XM Radio, Inc., 4.625%, 07/15/2024 | 171,305 | 0.2 | ||||||||||||||
623,000 | (1 | ) | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | 636,177 | 0.6 | ||||||||||||||
237,000 | (1 | ) | Sirius XM Radio, Inc., 5.375%, 07/15/2026 | 246,480 | 0.3 | ||||||||||||||
200,000 | (1 | ) | Sirius XM Radio, Inc., 5.500%, 07/01/2029 | 205,540 | 0.2 | ||||||||||||||
1,660,000 | Sprint Corp., 7.250%, 09/15/2021 | 1,767,900 | 1.8 | ||||||||||||||||
405,000 | Sprint Corp., 7.125%-7.625%, 06/15/2024-02/15/2025 | 431,141 | 0.4 | ||||||||||||||||
995,000 | T-Mobile USA, Inc., 5.125%-6.500%, 03/01/2023-01/15/2026 | 1,053,957 | 1.1 | ||||||||||||||||
231,000 | (1 | ) | Videotron Ltd., 5.375%, 06/15/2024 | 248,036 | 0.3 | ||||||||||||||
1,045,000 | Other Securities | 1,101,019 | 1.1 | ||||||||||||||||
15,074,015 | 15.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Consumer, Cyclical: 12.2% | |||||||||||||||||||
702,000 | American Axle & Manufacturing, Inc., 6.250%, 03/15/2026 | $ | 696,735 | 0.7 | |||||||||||||||
570,000 | Beazer Homes USA, Inc., 6.750%, 03/15/2025 | 547,912 | 0.5 | ||||||||||||||||
295,000 | Beazer Homes USA, Inc., 5.875%-8.750%, 03/15/2022-10/15/2027 | 269,308 | 0.3 | ||||||||||||||||
490,000 | (1 | ) | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | 491,225 | 0.5 | ||||||||||||||
400,000 | (1 | ) | Cirsa Finance International Sarl, 7.875%, 12/20/2023 | 425,000 | 0.4 | ||||||||||||||
441,000 | (1 | ) | Enterprise Development Authority/The, 12.000%, 07/15/2024 | 480,690 | 0.5 | ||||||||||||||
148,000 | (1 | ) | Golden Nugget, Inc., 6.750%, 10/15/2024 | 152,810 | 0.1 | ||||||||||||||
279,000 | (1 | ) | Golden Nugget, Inc., 8.750%, 10/01/2025 | 293,647 | 0.3 | ||||||||||||||
405,000 | (1 | ),(2) | IHO Verwaltungs GmbH, 6.000% (PIK Rate 6.750%, Cash Rate 6.000%), 05/15/2027 | 408,037 | 0.4 | ||||||||||||||
205,000 | (1 | ) | International Game Technology PLC, 6.250%, 01/15/2027 | 224,987 | 0.2 | ||||||||||||||
100,000 | (1 | ) | JC Penney Corp., Inc., 5.875%, 07/01/2023 | 84,250 | 0.1 | ||||||||||||||
675,000 | KB Home, 6.875%-7.500%, 09/15/2022-06/15/2027 | 734,194 | 0.7 | ||||||||||||||||
652,000 | Lennar Corp., 4.750%, 11/15/2022 | 684,600 | 0.7 | ||||||||||||||||
250,000 | Lennar Corp., 4.750%, 11/29/2027 | 264,375 | 0.3 | ||||||||||||||||
564,000 | MGM Resorts International, 5.500%, 04/15/2027 | 592,905 | 0.6 | ||||||||||||||||
675,000 | (1 | ) | Michaels Stores, Inc., 8.000%, 07/15/2027 | 674,419 | 0.7 | ||||||||||||||
75,000 | (1 | ) | Penn National Gaming, Inc., 5.625%, 01/15/2027 | 74,250 | 0.1 | ||||||||||||||
200,000 | (1 | ) | Scientific Games International, Inc., 5.000%, 10/15/2025 | 202,500 | 0.2 | ||||||||||||||
792,000 | (1 | ) | Scientific Games International, Inc., 8.250%, 03/15/2026 | 833,572 | 0.9 | ||||||||||||||
323,000 | Scientific Games International, Inc., 10.000%, 12/01/2022 | 339,958 | 0.3 |
See Accompanying Notes to Financial Statements
122
VY® PIONEER SUMMARY PORTFOLIO OF INVESTMENTS
HIGH YIELD PORTFOLIO AS OF JUNE 30, 2019 (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 | $ | 378,688 | 0.4 | |||||||||||||
150,000 | (1 | ) | Taylor Morrison Communities, Inc. / Taylor Morrison Holdings II, Inc., 5.875%, 04/15/2023 | 158,250 | 0.1 | ||||||||||||||
334,000 | (1 | ) | Taylor Morrison Communities, Inc., 5.875%, 06/15/2027 | 341,515 | 0.4 | ||||||||||||||
574,000 | Tempur Sealy International, Inc., 5.500%, 06/15/2026 | 597,678 | 0.6 | ||||||||||||||||
579,000 | (1 | ) | Viking Cruises Ltd., 5.875%, 09/15/2027 | 587,685 | 0.6 | ||||||||||||||
150,000 | (1 | ) | VOC Escrow Ltd., 5.000%, 02/15/2028 | 152,813 | 0.1 | ||||||||||||||
1,498,000 | Other Securities | 1,479,849 | 1.5 | ||||||||||||||||
12,171,852 | 12.2 | ||||||||||||||||||
Consumer, Non-cyclical: 16.7% | |||||||||||||||||||
475,000 | Albertsons Cos LLC / Safeway, Inc. / New Albertsons L.P. / Albertson's LLC, 5.750%, 03/15/2025 | 480,937 | 0.5 | ||||||||||||||||
148,000 | (1 | ) | Albertsons Cos LLC / Safeway, Inc. / New Albertsons L.P. / Albertson's LLC, 7.500%, 03/15/2026 | 158,730 | 0.2 | ||||||||||||||
200,000 | (1 | ) | Ashtead Capital, Inc., 4.125%, 08/15/2025 | 203,500 | 0.2 | ||||||||||||||
440,000 | (1 | ) | Bausch Health Americas, Inc., 8.500%, 01/31/2027 | 484,889 | 0.5 | ||||||||||||||
200,000 | (1 | ) | Bausch Health Cos, Inc., 5.500%, 11/01/2025 | 209,250 | 0.2 | ||||||||||||||
370,000 | (1 | ) | Bausch Health Cos, Inc., 5.875%, 05/15/2023 | 375,687 | 0.4 | ||||||||||||||
95,000 | (1 | ) | Bausch Health Cos, Inc., 6.500%, 03/15/2022 | 98,562 | 0.1 | ||||||||||||||
125,000 | (1 | ) | Bausch Health Cos, Inc., 7.000%, 03/15/2024 | 133,138 | 0.1 | ||||||||||||||
383,000 | (1 | ) | Bausch Health Cos, Inc., 7.000%, 01/15/2028 | 397,841 | 0.4 | ||||||||||||||
120,000 | (1 | ) | Bausch Health Cos, Inc., 7.250%, 05/30/2029 | 125,100 | 0.1 | ||||||||||||||
595,000 | (1 | ) | BCPE Cycle Merger Sub II, Inc., 10.625%, 07/15/2027 | 603,925 | 0.6 | ||||||||||||||
738,000 | (1 | ) | Brink's Co/The, 4.625%, 10/15/2027 | 738,922 | 0.8 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
215,000 | (1 | ) | C&S Group Enterprises LLC, 5.375%, 07/15/2022 | $ | 216,075 | 0.2 | |||||||||||||
250,000 | (1 | ) | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | 250,000 | 0.3 | ||||||||||||||
293,000 | (1 | ) | Carriage Services, Inc., 6.625%, 06/01/2026 | 301,790 | 0.3 | ||||||||||||||
590,000 | (1 | ) | Centene Corp., 5.375%, 06/01/2026 | 621,713 | 0.6 | ||||||||||||||
220,000 | (1 | ) | Darling Ingrediants, Inc., 5.250%, 04/15/2027 | 230,450 | 0.2 | ||||||||||||||
190,000 | (1 | ),(2) | Eagle Holding Co. II LLC, 7.750% (PIK Rate 7.750%, Cash Rate 0.000%), 05/15/2022 | 191,900 | 0.2 | ||||||||||||||
200,000 | (1 | ) | Endo Ltd. / Endo Finance LLC / Endo Finco, Inc., 6.000%, 02/01/2025 | 135,000 | 0.1 | ||||||||||||||
643,000 | (1 | ) | Garda World Security Corp., 8.750%, 05/15/2025 | 638,178 | 0.6 | ||||||||||||||
738,000 | HCA, Inc., 5.375%, 02/01/2025 | 798,424 | 0.8 | ||||||||||||||||
490,000 | HCA, Inc., 5.625%-5.875%, 09/01/2028-02/01/2029 | 536,037 | 0.5 | ||||||||||||||||
519,000 | (1 | ) | Herc Holdings, Inc., 5.500%, 07/15/2027 | 523,541 | 0.5 | ||||||||||||||
365,000 | (1 | ) | Horizon Pharma USA, Inc., 8.750%, 11/01/2024 | 393,397 | 0.4 | ||||||||||||||
469,000 | (1 | ) | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | 511,210 | 0.5 | ||||||||||||||
145,000 | (1 | ) | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 6.500%, 04/15/2029 | 157,869 | 0.2 | ||||||||||||||
308,000 | (1 | ) | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | 303,380 | 0.3 | ||||||||||||||
246,000 | (1 | ) | Pilgrim's Pride Corp., 5.875%, 09/30/2027 | 255,840 | 0.3 | ||||||||||||||
259,000 | (1 | ) | Post Holdings, Inc., 5.625%, 01/15/2028 | 267,094 | 0.3 | ||||||||||||||
160,000 | (1 | ) | Prime Security Services Borrower LLC / Prime Finance, Inc., 5.250%, 04/15/2024 | 163,200 | 0.1 | ||||||||||||||
170,000 | (1 | ) | Prime Security Services Borrower LLC / Prime Finance, Inc., 5.750%, 04/15/2026 | 175,950 | 0.2 | ||||||||||||||
539,000 | (1 | ) | Prime Security Services Borrower LLC / Prime Finance, Inc., 9.250%, 05/15/2023 | 567,068 | 0.6 |
See Accompanying Notes to Financial Statements
123
VY® PIONEER SUMMARY PORTFOLIO OF INVESTMENTS
HIGH YIELD PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Consumer, Non-cyclical (continued) | |||||||||||||||||||
365,000 | (1 | ) | RegionalCare Hospital Partners Holdings, Inc., 8.250%, 05/01/2023 | $ | 388,725 | 0.4 | |||||||||||||
560,000 | (1 | ) | Simmons Foods, Inc., 5.750%, 11/01/2024 | 512,400 | 0.5 | ||||||||||||||
470,000 | (1 | ) | Surgery Center Holdings, Inc., 10.000%, 04/15/2027 | 470,000 | 0.5 | ||||||||||||||
235,000 | (1 | ) | Team Health Holdings, Inc., 6.375%, 02/01/2025 | 180,950 | 0.2 | ||||||||||||||
952,000 | United Rentals North America, Inc., 4.875%- 6.500%, 12/15/2026- 01/15/2030 | 992,875 | 1.0 | ||||||||||||||||
388,000 | (1 | ) | Verscend Escrow Corp., 9.750%, 08/15/2026 | 404,975 | 0.4 | ||||||||||||||
496,000 | WellCare Health Plans, Inc., 5.250%, 04/01/2025 | 518,940 | 0.5 | ||||||||||||||||
1,897,000 | Other Securities | 1,857,134 | 1.9 | ||||||||||||||||
16,574,596 | 16.7 | ||||||||||||||||||
Diversified: 0.4% | |||||||||||||||||||
370,000 | (1 | ) | VistaJet Malta Finance PLC / XO Management Holding, Inc., 10.500%, 06/01/2024 | 370,000 | 0.4 | ||||||||||||||
Energy: 15.0% | |||||||||||||||||||
547,000 | (1 | ) | American Midstream Partners L.P. / American Midstream Finance Corp., 9.500%, 12/15/2021 | 537,427 | 0.5 | ||||||||||||||
50,000 | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.000%, 10/01/2022 | 50,875 | 0.0 | ||||||||||||||||
640,000 | (1 | ) | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.875%, 04/01/2027 | 672,064 | 0.7 | ||||||||||||||
355,000 | (1 | ) | Blue Racer Midstream LLC / Blue Racer Finance Corp., 6.125%, 11/15/2022 | 361,656 | 0.4 | ||||||||||||||
155,000 | (1 | ) | Blue Racer Midstream LLC / Blue Racer Finance Corp., 6.625%, 07/15/2026 | 156,938 | 0.1 | ||||||||||||||
203,000 | (1 | ) | Centennial Resource Production LLC, 6.875%, 04/01/2027 | 206,045 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
518,000 | Cheniere Corpus Christi Holdings LLC, 5.125%, 06/30/2027 | $ | 563,972 | 0.6 | |||||||||||||||
100,000 | Cheniere Corpus Christi Holdings LLC, 5.875%, 03/31/2025 | 111,625 | 0.1 | ||||||||||||||||
465,000 | (1 | ) | Cheniere Energy Partners L.P., 5.625%, 10/01/2026 | 491,737 | 0.5 | ||||||||||||||
413,000 | (1 | ) | Ensign Drilling, Inc., 9.250%, 04/15/2024 | 407,837 | 0.4 | ||||||||||||||
369,000 | (1 | ) | Great Western Petroleum LLC / Great Western Finance Corp., 9.000%, 09/30/2021 | 301,658 | 0.3 | ||||||||||||||
350,000 | (1 | ) | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | 361,813 | 0.4 | ||||||||||||||
230,000 | (1 | ) | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.750%, 10/01/2025 | 231,725 | 0.2 | ||||||||||||||
659,000 | (1 | ) | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | 594,748 | 0.6 | ||||||||||||||
100,000 | (1 | ) | MEG Energy Corp., 6.500%, 01/15/2025 | 100,875 | 0.1 | ||||||||||||||
100,000 | (1 | ) | MEG Energy Corp., 7.000%, 03/31/2024 | 95,500 | 0.1 | ||||||||||||||
490,000 | (1 | ) | Neptune Energy Bondco PLC, 6.625%, 05/15/2025 | 499,800 | 0.5 | ||||||||||||||
700,000 | Oasis Petroleum, Inc., 6.875%, 03/15/2022-01/15/2023 | 699,989 | 0.7 | ||||||||||||||||
234,000 | (1 | ) | Parkland Fuel Corp., 5.875%, 07/15/2027 | 237,803 | 0.2 | ||||||||||||||
230,000 | (1 | ) | Parsley Energy LLC / Parsley Finance Corp., 5.375%, 01/15/2025 | 236,900 | 0.3 | ||||||||||||||
200,000 | (1 | ) | Parsley Energy LLC / Parsley Finance Corp., 5.625%, 10/15/2027 | 210,000 | 0.2 | ||||||||||||||
210,000 | (1 | ) | Parsley Energy LLC / Parsley Finance Corp., 6.250%, 06/01/2024 | 218,925 | 0.2 | ||||||||||||||
517,000 | (1 | ) | Shelf Drilling Holdings Ltd., 8.250%, 02/15/2025 | 479,776 | 0.5 | ||||||||||||||
563,000 | (1 | ) | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.500%, 06/15/2025 | 551,740 | 0.6 |
See Accompanying Notes to Financial Statements
124
VY® PIONEER SUMMARY PORTFOLIO OF INVESTMENTS
HIGH YIELD PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Energy (continued) | |||||||||||||||||||
92,000 | (1 | ) | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 6.500%, 07/15/2027 | $ | 100,510 | 0.1 | |||||||||||||
241,000 | (1 | ) | Transocean Sentry Ltd, 5.375%, 05/15/2023 | 241,904 | 0.2 | ||||||||||||||
420,000 | (1 | ) | Transocean, Inc., 7.250%, 11/01/2025 | 399,525 | 0.4 | ||||||||||||||
163,000 | (1 | ) | USA Compression Partners L.P. / USA Compression Finance Corp., 6.875%, 09/01/2027 | 171,983 | 0.2 | ||||||||||||||
713,000 | Whiting Petroleum Corp., 5.750%-6.625%, 03/15/2021-01/15/2026 | 697,539 | 0.7 | ||||||||||||||||
5,010,000 | Other Securities | 4,922,042 | 5.0 | ||||||||||||||||
14,914,931 | 15.0 | ||||||||||||||||||
Financial: 7.5% | |||||||||||||||||||
500,000 | (1 | ) | Alliance Data Systems Corp., 5.875%, 11/01/2021 | 515,012 | 0.5 | ||||||||||||||
300,000 | (1 | ) | Avation Capital SA, 6.500%, 05/15/2021 | 308,250 | 0.3 | ||||||||||||||
500,000 | (3 | ) | Barclays PLC, 7.750%, 12/31/2199 | 512,857 | 0.5 | ||||||||||||||
602,000 | (1 | ),(3) | BNP Paribas SA, 6.625%, 12/31/2199 | 627,263 | 0.6 | ||||||||||||||
405,000 | (1 | ) | Freedom Mortgage Corp., 8.125%, 11/15/2024 | 346,275 | 0.4 | ||||||||||||||
515,000 | (1 | ) | Freedom Mortgage Corp., 8.250%, 04/15/2025 | 445,475 | 0.4 | ||||||||||||||
200,000 | (1 | ),(3) | Intesa Sanpaolo SpA, 7.700%, 12/29/2049 | 196,671 | 0.2 | ||||||||||||||
260,000 | (1 | ) | Iron Mountain US Holdings, Inc., 5.375%, 06/01/2026 | 262,275 | 0.3 | ||||||||||||||
250,000 | (1 | ) | Kendall Re Ltd., 7.655%, (US0003M + 5.250%), 05/06/2024 | 241,462 | 0.2 | ||||||||||||||
250,000 | (1 | ) | Kilimanjaro Re Ltd. (Cat Bond), 11.337%, (T-BILL 3MO + 9.250%), 12/06/2019 | 245,188 | 0.2 | ||||||||||||||
117,000 | (1 | ) | Nationstar Mortgage Holdings, Inc., 8.125%, 07/15/2023 | 119,632 | 0.1 | ||||||||||||||
395,000 | (1 | ) | Nationstar Mortgage Holdings, Inc., 9.125%, 07/15/2026 | 401,913 | 0.4 | ||||||||||||||
552,000 | Nationstar Mortgage LLC / Nationstar Capital Corp., 6.500%, 07/01/2021-06/01/2022 | 552,701 | 0.6 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
195,000 | (1 | ) | Oxford Finance LLC / Oxford Finance Co-Issuer II, Inc., 6.375%, 12/15/2022 | $ | 200,850 | 0.2 | |||||||||||||
343,000 | (1 | ) | Provident Funding Associates L.P. / PFG Finance Corp., 6.375%, 06/15/2025 | 324,135 | 0.3 | ||||||||||||||
250,000 | (1 | ) | Tailwind Re Ltd. 2017-1, 9.057%, (T-BILL 3MO + 7.250%), 01/08/2025 | 248,463 | 0.3 | ||||||||||||||
335,000 | (1 | ) | Uniti Group L.P. / Uniti Group Finance, Inc. / CSL Capital LLC, 6.000%, 04/15/2023 | 319,087 | 0.3 | ||||||||||||||
250,000 | (1 | ) | Ursa Re Ltd 2017-2 D (Cat Bond), 7.457%, (T-BILL 3MO + 5.250%), 12/10/2020 | 247,663 | 0.3 | ||||||||||||||
1,310,000 | Other Securities | 1,375,424 | 1.4 | ||||||||||||||||
7,490,596 | 7.5 | ||||||||||||||||||
Industrial: 10.6% | |||||||||||||||||||
469,000 | (1 | ) | American Woodmark Corp., 4.875%, 03/15/2026 | 465,482 | 0.5 | ||||||||||||||
250,000 | (1 | ) | Amsted Industries, Inc., 5.375%, 09/15/2024 | 257,187 | 0.2 | ||||||||||||||
254,000 | (1 | ) | Amsted Industries, Inc., 5.625%, 07/01/2027 | 265,430 | 0.3 | ||||||||||||||
80,000 | (1 | ) | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 4.625%, 05/15/2023 | 81,500 | 0.1 | ||||||||||||||
510,000 | (1 | ) | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 6.000%, 02/15/2025 | 529,125 | 0.5 | ||||||||||||||
90,000 | (1 | ) | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.250%, 05/15/2024 | 95,175 | 0.1 | ||||||||||||||
475,000 | (1 | ) | Bombardier, Inc., 6.000%, 10/15/2022 | 479,413 | 0.5 | ||||||||||||||
391,000 | (1 | ) | Bombardier, Inc., 7.500%, 03/15/2025 | 393,561 | 0.4 | ||||||||||||||
292,000 | (1 | ) | Bombardier, Inc., 7.875%, 04/15/2027 | 293,095 | 0.3 | ||||||||||||||
337,000 | (1 | ) | Builders FirstSource, Inc., 5.625%, 09/01/2024 | 348,600 | 0.3 | ||||||||||||||
261,000 | (1 | ) | Builders FirstSource, Inc., 6.750%, 06/01/2027 | 276,660 | 0.3 | ||||||||||||||
545,000 | (1 | ) | Cloud Crane LLC, 10.125%, 08/01/2024 | 587,237 | 0.6 | ||||||||||||||
603,000 | Covanta Holding Corp., 6.000%, 01/01/2027 | 633,150 | 0.6 |
See Accompanying Notes to Financial Statements
125
VY® PIONEER SUMMARY PORTFOLIO OF INVESTMENTS
HIGH YIELD PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Industrial (continued) | |||||||||||||||||||
640,000 | Crown Cork & Seal Co., Inc., 7.375%, 12/15/2026 | $ | 739,200 | 0.7 | |||||||||||||||
498,000 | EnPro Industries, Inc., 5.750%, 10/15/2026 | 510,450 | 0.5 | ||||||||||||||||
589,000 | (1 | ) | GFL Environmental, Inc., 5.375%, 03/01/2023 | 586,055 | 0.6 | ||||||||||||||
275,000 | (1 | ) | GFL Environmental, Inc., 8.500%, 05/01/2027 | 296,656 | 0.3 | ||||||||||||||
653,000 | (1 | ) | Greif, Inc., 6.500%, 03/01/2027 | 675,855 | 0.7 | ||||||||||||||
125,000 | (1 | ) | Plastipak Holdings, Inc., 6.250%, 10/15/2025 | 113,750 | 0.1 | ||||||||||||||
175,000 | (1 | ) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/2024 | 181,282 | 0.2 | ||||||||||||||
274,000 | (1 | ) | Standard Industries, Inc./NJ, 5.375%, 11/15/2024 | 284,617 | 0.3 | ||||||||||||||
355,000 | (1 | ) | Summit Materials LLC / Summit Materials Finance Corp., 6.500%, 03/15/2027 | 370,088 | 0.4 | ||||||||||||||
200,000 | (1 | ) | syncreon Group BV / syncreon Global Finance US, Inc., 8.625%, 11/01/2021 | 75,000 | 0.1 | ||||||||||||||
418,000 | (1 | ) | Tervita Corp., 7.625%, 12/01/2021 | 427,284 | 0.4 | ||||||||||||||
1,505,911 | Other Securities | 1,607,141 | 1.6 | ||||||||||||||||
10,572,993 | 10.6 | ||||||||||||||||||
Technology: 2.0% | |||||||||||||||||||
570,000 | (1 | ) | First Data Corp., 5.750%, 01/15/2024 | 587,100 | 0.6 | ||||||||||||||
200,000 | (1 | ) | Open Text Corp., 5.875%, 06/01/2026 | 212,060 | 0.2 | ||||||||||||||
97,000 | (1 | ) | Rackspace Hosting, Inc., 8.625%, 11/15/2024 | 89,483 | 0.1 | ||||||||||||||
270,000 | (1 | ) | SS&C Technologies, Inc., 5.500%, 09/30/2027 | 280,631 | 0.3 | ||||||||||||||
604,000 | Western Digital Corp., 4.750%, 02/15/2026 | 594,064 | 0.6 | ||||||||||||||||
255,000 | Other Securities | 261,679 | 0.2 | ||||||||||||||||
2,025,017 | 2.0 | ||||||||||||||||||
Utilities: 1.6% | |||||||||||||||||||
303,000 | (1 | ) | Clearway Energy Operating LLC, 5.750%, 10/15/2025 | 308,681 | 0.3 | ||||||||||||||
163,334 | (1 | ) | NSG Holdings LLC / NSG Holdings, Inc., 7.750%, 12/15/2025 | 175,992 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
110,000 | (1 | ) | Talen Energy Supply LLC, 6.625%, 01/15/2028 | $ | 109,725 | 0.1 | |||||||||||||
148,000 | (1 | ) | Talen Energy Supply LLC, 7.250%, 05/15/2027 | 152,070 | 0.2 | ||||||||||||||
751,000 | (1 | ) | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | 797,938 | 0.8 | ||||||||||||||
1,544,406 | 1.6 | ||||||||||||||||||
Total Corporate Bonds/Notes (Cost $87,435,310) | 88,958,357 | 89.5 | |||||||||||||||||
BANK LOANS: 0.0% | |||||||||||||||||||
Energy: 0.0% | |||||||||||||||||||
45,119 | Gavilan Resources LLC - TL 2L, 8.430%, (US0001M + 6.000%), 03/01/2024 | 24,139 | 0.0 | ||||||||||||||||
Total Bank Loans (Cost $43,176) | 24,139 | 0.0 | |||||||||||||||||
CONVERTIBLE BONDS/NOTES: 0.5% | |||||||||||||||||||
Consumer, Non-cyclical: 0.4% | |||||||||||||||||||
141,000 | (1 | ) | Medicines Co/The, 3.500%, 01/15/2024 | 230,937 | 0.2 | ||||||||||||||
320,000 | Other Securities | 168,517 | 0.2 | ||||||||||||||||
399,454 | 0.4 | ||||||||||||||||||
Industrial: 0.1% | |||||||||||||||||||
130,000 | Other Securities | 128,768 | 0.1 | ||||||||||||||||
Total Convertible Bonds/Notes (Cost $587,400) | 528,222 | 0.5 | |||||||||||||||||
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 0.0% | |||||||||||||||||||
Consumer Discretionary: —% | |||||||||||||||||||
1,476 | (1 | ),(4),(5) | Perseus Holding Corp. | $ | — | — | |||||||||||||
Energy: 0.0% | |||||||||||||||||||
424,441 | (6 | ),(7) | Other Securities | 5,093 | 0.0 | ||||||||||||||
Total Common Stock (Cost $10,080) | 5,093 | 0.0 | |||||||||||||||||
PREFERRED STOCK: 1.6% | |||||||||||||||||||
Consumer Discretionary: —% | |||||||||||||||||||
775 | (1 | ),(4),(5) | Perseus Holding Corp. | — | — |
See Accompanying Notes to Financial Statements
126
VY® PIONEER SUMMARY PORTFOLIO OF INVESTMENTS
HIGH YIELD PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Financials: 1.6% | |||||||||||||||||||
446 | (5 | ) | Bank of America Corp. | $ | 611,912 | 0.6 | |||||||||||||
602 | (5 | ) | Wells Fargo & Co. | 821,248 | 0.9 | ||||||||||||||
3,542 | (6 | ) | Other Securities | 92,553 | 0.1 | ||||||||||||||
1,525,713 | 1.6 | ||||||||||||||||||
Health Care: 0.0% | |||||||||||||||||||
44 | (6 | ),(7) | Other Securities | 6,510 | 0.0 | ||||||||||||||
Total Preferred Stock (Cost $1,393,307) | 1,532,223 | 1.6 | |||||||||||||||||
WARRANTS: —% | |||||||||||||||||||
Energy: —% | |||||||||||||||||||
659 | (6 | ),(7) | Other Securities | — | — | ||||||||||||||
Health Care: —% | |||||||||||||||||||
252 | (6 | ),(7) | Other Securities | — | — | ||||||||||||||
Industrials: —% | |||||||||||||||||||
28 | (6 | ),(7) | Other Securities | — | — | ||||||||||||||
Total Warrants (Cost $—) | — | — | |||||||||||||||||
OTHER(8): —% | |||||||||||||||||||
Communications: —% | |||||||||||||||||||
365,000 | (4 | ),(9) | Avaya, Inc. (Escrow) | — | — | ||||||||||||||
1,445,000 | (4 | ),(9) | Millicom International Cellular S.A. (Escrow) | — | — | ||||||||||||||
— | — | ||||||||||||||||||
Technology: —% | |||||||||||||||||||
200,000 | (4 | ),(9) | Midway Games, Inc. | — | — | ||||||||||||||
Total Other (Cost $—) | — | — | |||||||||||||||||
Total Long-Term Investments (Cost $89,469,273) | 91,048,034 | 91.6 | |||||||||||||||||
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 4.6% | |||||||||||||||||||
U.S. Treasury Bills: 4.6% | |||||||||||||||||||
4,070,000 | United States Treasury Bill, 0.980%, 07/02/2019 | $ | 4,069,782 | 4.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
500,000 | (10 | ) | United States Treasury Bill, 2.010%, 07/23/2019 | $ | 499,366 | 0.5 | |||||||||||||
4,569,148 | 4.6 | ||||||||||||||||||
Total Short-Term Investments (Cost $4,569,127) | 4,569,148 | 4.6 | |||||||||||||||||
Total Investments in Securities (Cost $94,038,400) | $ | 95,617,182 | 96.2 | ||||||||||||||||
Assets in Excess of Other Liabilities | 3,808,710 | 3.8 | |||||||||||||||||
Net Assets | $ | 99,425,892 | 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, 2019.
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) 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.
(3) Variable rate security. Rate shown is the rate in effect as of June 30, 2019.
(4) For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs.
(5) Non-income producing security.
(6) The grouping contains non-income producing securities.
(7) The grouping contains Level 3 securities.
(8) Represents an escrow position for future entitlements, if any, on the defaulted bond. The escrow position was received in exchange for the defaulted bond as part of the bankruptcy reorganization of the bond issuer. These holdings are non-income producing.
(9) Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2019, the Portfolio held restricted securities with a fair value of $— or 0.0% of net assets. Please refer to the table below for additional details.
(10) Represents a zero coupon bond. Rate shown reflects the effective yield as of June 30, 2019.
EUR EU Euro
Reference Rate Abbreviations:
T-BILL 3MO 3-month U.S. Treasury Bill
US0001M 1-month LIBOR
US0003M 3-month LIBOR
See Accompanying Notes to Financial Statements
127
VY® PIONEER SUMMARY PORTFOLIO OF INVESTMENTS
HIGH YIELD PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 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, 2019 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Consumer Discretionary | $ | — | $ | — | $ | — | $ | — | |||||||||||
Energy | — | — | 5,093 | 5,093 | |||||||||||||||
Total Common Stock | — | — | 5,093 | 5,093 | |||||||||||||||
Preferred Stock | 1,525,713 | — | 6,510 | 1,532,223 | |||||||||||||||
Warrants | — | — | — | — | |||||||||||||||
Corporate Bonds/Notes | — | 88,958,357 | — | 88,958,357 | |||||||||||||||
Bank Loans | — | 24,139 | — | 24,139 | |||||||||||||||
Convertible Bonds/Notes | — | 528,222 | — | 528,222 | |||||||||||||||
Other | — | — | — | — | |||||||||||||||
Short-Term Investments | — | 4,569,148 | — | 4,569,148 | |||||||||||||||
Total Investments, at fair value | $ | 1,525,713 | $ | 94,079,866 | $ | 11,603 | $ | 95,617,182 | |||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Centrally Cleared Swaps | — | 4,877 | — | 4,877 | |||||||||||||||
Total Assets | $ | 1,525,713 | $ | 94,084,743 | $ | 11,603 | $ | 95,622,059 | |||||||||||
Liabilities Table | |||||||||||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Centrally Cleared Swaps | $ | — | $ | (45,693 | ) | $ | — | $ | (45,693 | ) | |||||||||
Total Liabilities | $ | — | $ | (45,693 | ) | $ | — | $ | (45,693 | ) |
^ 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.
At June 30, 2019, VY® Pioneer High Yield Portfolio held the following restricted securities:
Security | Acquisition Date | Acquisition Cost | Fair Value | ||||||||||||
Avaya, Inc. (Escrow) | 12/20/2017 | $ | — | $ | — | ||||||||||
Midway Games, Inc. | 11/14/2016 | — | — | ||||||||||||
Millicom International Cellular S.A. (Escrow) | 8/9/2017 | — | — | ||||||||||||
$ | — | $ | — |
At June 30, 2019, 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 | 1,033,533 | $ | 17,512 | $ | (28,695 | ) | |||||||||||||||||
CDX North American High Yield Index, Series 25, Version 4 | Sell | 5.000 | 12/20/20 | USD | 1,920,450 | 89,501 | (16,998 | ) | |||||||||||||||||||
CDX North American High Yield Index, Series 31, Version 3 | Sell | 5.000 | 12/20/23 | USD | 266,750 | 22,010 | 4,877 | ||||||||||||||||||||
$ | 129,023 | $ | (40,816 | ) |
(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.
See Accompanying Notes to Financial Statements
128
VY® PIONEER SUMMARY PORTFOLIO OF INVESTMENTS
HIGH YIELD PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
(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, 2019 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* | $ | 4,877 | ||||||||
Total Asset Derivatives | $ | 4,877 | |||||||||
Liability Derivatives | |||||||||||
Credit contracts | Net Assets — Unrealized depreciation* | $ | 45,693 | ||||||||
Total Liability Derivatives | $ | 45,693 |
* Includes cumulative appreciation/depreciation of centrally cleared swaps as reported in the table within 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, 2019 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 | $ | — | $ | 25,785 | $ | 25,785 | |||||||||
Equity contracts | (123,749 | ) | — | (123,749 | ) | ||||||||||
Total | $ | (123,749 | ) | $ | 25,785 | $ | (97,964 | ) | |||||||
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | |||||||||||||||
Derivatives not accounted for as hedging instruments | Futures | Swaps | Total | ||||||||||||
Credit contracts | $ | — | $ | 25,263 | $ | 25,263 | |||||||||
Equity contracts | (40,038 | ) | — | (40,038 | ) | ||||||||||
Total | $ | (40,038 | ) | $ | 25,263 | $ | (14,775 | ) |
* 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, 2019, 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 $94,187,840.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 3,091,981 | |||||
Gross Unrealized Depreciation | (1,533,569 | ) | |||||
Net Unrealized Appreciation | $ | 1,558,412 |
See Accompanying Notes to Financial Statements
129
VY® T. ROWE PRICE DIVERSIFIED SUMMARY PORTFOLIO OF INVESTMENTS
MID CAP GROWTH PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED)
Sector Diversification
as of June 30, 2019
(as a percentage of net assets)
Information Technology | 31.2 | % | |||||
Industrials | 17.9 | % | |||||
Consumer Discretionary | 15.1 | % | |||||
Health Care | 14.5 | % | |||||
Financials | 7.3 | % | |||||
Materials | 3.7 | % | |||||
Consumer Staples | 3.1 | % | |||||
Communication Services | 2.4 | % | |||||
Real Estate | 2.3 | % | |||||
Energy | 1.7 | % | |||||
Utilities | 0.7 | % | |||||
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% | |||||||||||||||||||
Communication Services: 2.0% | |||||||||||||||||||
524,094 | (1 | ) | Other Securities | $ | 22,440,542 | 2.0 | |||||||||||||
Consumer Discretionary: 15.1% | |||||||||||||||||||
92,700 | Aptiv PLC | 7,492,941 | 0.7 | ||||||||||||||||
57,000 | (2 | ) | Burlington Stores, Inc. | 9,698,550 | 0.9 | ||||||||||||||
75,100 | Dollar General Corp. | 10,150,516 | 0.9 | ||||||||||||||||
59,200 | (2 | ) | Dollar Tree, Inc. | 6,357,488 | 0.6 | ||||||||||||||
102,833 | Hilton Worldwide Holdings, Inc. | 10,050,897 | 0.9 | ||||||||||||||||
17,800 | (2 | ) | O'Reilly Automotive, Inc. | 6,573,896 | 0.6 | ||||||||||||||
87,200 | Ross Stores, Inc. | 8,643,264 | 0.8 | ||||||||||||||||
20,800 | (2 | ) | Ulta Beauty, Inc. | 7,215,312 | 0.6 | ||||||||||||||
1,413,514 | (1 | ),(3) | Other Securities | 101,177,559 | 9.1 | ||||||||||||||
167,360,423 | 15.1 | ||||||||||||||||||
Consumer Staples: 3.1% | |||||||||||||||||||
478,075 | (1 | ) | Other Securities | 34,979,843 | 3.1 | ||||||||||||||
Energy: 1.7% | |||||||||||||||||||
44 | (2 | ),(4),(5) | Venture Global LNG, Inc. - Series B | 228,800 | 0.0 | ||||||||||||||
560 | (2 | ),(4),(5) | Venture Global LNG, Inc. - Series C | 2,912,000 | 0.2 | ||||||||||||||
749,589 | (1 | ),(3) | Other Securities | 16,324,129 | 1.5 | ||||||||||||||
19,464,929 | 1.7 | ||||||||||||||||||
Financials: 7.3% | |||||||||||||||||||
77,533 | Cboe Global Markets, Inc. | 8,034,745 | 0.7 | ||||||||||||||||
48,200 | Moody's Corp. | 9,413,942 | 0.9 | ||||||||||||||||
37,500 | Willis Towers Watson PLC | 7,182,750 | 0.6 | ||||||||||||||||
832,840 | (1 | ) | Other Securities | 56,703,633 | 5.1 | ||||||||||||||
81,335,070 | 7.3 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Health Care: 14.5% | |||||||||||||||||||
82,800 | Agilent Technologies, Inc. | $ | 6,182,676 | 0.6 | |||||||||||||||
75,600 | (2 | ) | BioMarin Pharmaceutical, Inc. | 6,475,140 | 0.6 | ||||||||||||||
157,000 | (2 | ) | Centene Corp. | 8,233,080 | 0.7 | ||||||||||||||
25,600 | Cooper Cos., Inc. | 8,624,384 | 0.8 | ||||||||||||||||
26,500 | (2 | ) | Idexx Laboratories, Inc. | 7,296,245 | 0.7 | ||||||||||||||
20,700 | Teleflex, Inc. | 6,854,805 | 0.6 | ||||||||||||||||
1,523,171 | (1 | ),(3) | Other Securities | 116,659,715 | 10.5 | ||||||||||||||
160,326,045 | 14.5 | ||||||||||||||||||
Industrials: 17.9% | |||||||||||||||||||
31,200 | Cintas Corp. | 7,403,448 | 0.7 | ||||||||||||||||
16,800 | (2 | ) | CoStar Group, Inc. | 9,308,208 | 0.8 | ||||||||||||||
41,200 | Harris Corp. | 7,792,156 | 0.7 | ||||||||||||||||
15,200 | (2 | ) | TransDigm Group, Inc. | 7,353,760 | 0.6 | ||||||||||||||
116,100 | TransUnion | 8,534,511 | 0.8 | ||||||||||||||||
50,900 | Verisk Analytics, Inc. | 7,454,814 | 0.7 | ||||||||||||||||
2,267,711 | (1 | ),(3) | Other Securities | 150,780,783 | 13.6 | ||||||||||||||
198,627,680 | 17.9 | ||||||||||||||||||
Information Technology: 30.8% | |||||||||||||||||||
103,700 | Amphenol Corp. | 9,948,978 | 0.9 | ||||||||||||||||
63,779 | (2 | ) | Atlassian Corp. PLC | 8,344,844 | 0.8 | ||||||||||||||
41,200 | (2 | ) | Autodesk, Inc. | 6,711,480 | 0.6 | ||||||||||||||
105,964 | Booz Allen Hamilton Holding Corp. | 7,015,877 | 0.6 | ||||||||||||||||
95,800 | (2 | ) | Cadence Design Systems, Inc. | 6,783,598 | 0.6 | ||||||||||||||
59,100 | CDW Corp. | 6,560,100 | 0.6 | ||||||||||||||||
6,447 | (2 | ),(4),(5) | Datadog, Inc. | 307,844 | 0.0 | ||||||||||||||
101,500 | (2 | ) | Fiserv, Inc. | 9,252,740 | 0.8 | ||||||||||||||
30,900 | (2 | ) | FleetCor Technologies, Inc. | 8,678,265 | 0.8 |
See Accompanying Notes to Financial Statements
130
VY® T. ROWE PRICE DIVERSIFIED SUMMARY PORTFOLIO OF INVESTMENTS
MID CAP GROWTH PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Information Technology: (continued) | |||||||||||||||||||
51,000 | (2 | ) | Gartner, Inc. | $ | 8,207,940 | 0.7 | |||||||||||||
61,600 | Global Payments, Inc. | 9,864,008 | 0.9 | ||||||||||||||||
69,850 | (2 | ) | Keysight Technologies, Inc. | 6,273,229 | 0.6 | ||||||||||||||
63,800 | KLA-Tencor Corp. | 7,541,160 | 0.7 | ||||||||||||||||
34,400 | Lam Research Corp. | 6,461,696 | 0.6 | ||||||||||||||||
142,600 | Maxim Integrated Products | 8,530,332 | 0.8 | ||||||||||||||||
101,300 | Microchip Technology, Inc. | 8,782,710 | 0.8 | ||||||||||||||||
36,700 | Motorola Solutions, Inc. | 6,118,991 | 0.6 | ||||||||||||||||
34,100 | (2 | ) | Palo Alto Networks, Inc. | 6,948,216 | 0.6 | ||||||||||||||
41,200 | (2 | ) | ServiceNow, Inc. | 11,312,284 | 1.0 | ||||||||||||||
85,000 | Skyworks Solutions, Inc. | 6,567,950 | 0.6 | ||||||||||||||||
74,700 | (2 | ) | Splunk, Inc. | 9,393,525 | 0.8 | ||||||||||||||
56,200 | Total System Services, Inc. | 7,208,774 | 0.7 | ||||||||||||||||
45,447 | (2 | ) | Workday, Inc. | 9,342,994 | 0.8 | ||||||||||||||
94,300 | (2 | ) | Worldpay, Inc. | 11,556,465 | 1.0 | ||||||||||||||
72,400 | Xilinx, Inc. | 8,537,408 | 0.8 | ||||||||||||||||
2,326,909 | (1 | ),(3) | Other Securities | 144,989,561 | 13.1 | ||||||||||||||
341,240,969 | 30.8 | ||||||||||||||||||
Materials: 3.7% | |||||||||||||||||||
112,400 | Ball Corp. | 7,866,876 | 0.7 | ||||||||||||||||
48,700 | Vulcan Materials Co. | 6,686,997 | 0.6 | ||||||||||||||||
463,929 | (1 | ) | Other Securities | 26,351,151 | 2.4 | ||||||||||||||
40,905,024 | 3.7 | ||||||||||||||||||
Real Estate: 1.8% | |||||||||||||||||||
32,250 | (2 | ) | SBA Communications Corp. | 7,251,090 | 0.7 | ||||||||||||||
6,575 | (2 | ),(4),(5) | WeWork Companies, Inc. - Class A | 355,050 | 0.0 | ||||||||||||||
335,825 | Other Securities | 11,997,157 | 1.1 | ||||||||||||||||
19,603,297 | 1.8 | ||||||||||||||||||
Utilities: 0.7% | |||||||||||||||||||
103,626 | Other Securities | 7,336,240 | 0.7 | ||||||||||||||||
Total Common Stock (Cost $743,827,940) | 1,093,620,062 | 98.6 | |||||||||||||||||
PREFERRED STOCK: 1.3% | |||||||||||||||||||
Communication Services: 0.4% | |||||||||||||||||||
32,391 | (2 | ),(4),(5) | AirBNB, Inc. - Series D | 3,817,927 | 0.4 | ||||||||||||||
3,719 | (2 | ),(4),(5) | AirBNB, Inc. - Series E | 438,359 | 0.0 | ||||||||||||||
4,256,286 | 0.4 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Information Technology: 0.4% | |||||||||||||||||||
353,970 | (2 | ),(4),(5) | Tanium, Inc. - Series G | $ | 3,077,273 | 0.3 | |||||||||||||
23,311 | (2 | ),(4),(5) | UiPath Inc., Series D-1 | 917,327 | 0.1 | ||||||||||||||
3,914 | (2 | ),(4),(5) | UiPath Inc., Series D-2 | 154,023 | 0.0 | ||||||||||||||
4,148,623 | 0.4 | ||||||||||||||||||
Real Estate: 0.5% | |||||||||||||||||||
44,396 | (2 | ),(4),(5) | WeWork Companies, Inc. - Series D-1 | 2,397,384 | 0.2 | ||||||||||||||
34,882 | (2 | ),(4),(5) | WeWork Companies, Inc. - Series D-2 | 1,883,628 | 0.2 | ||||||||||||||
24,709 | (2 | ),(4),(5) | WeWork Companies, Inc. - Series E | 1,334,286 | 0.1 | ||||||||||||||
5,615,298 | 0.5 | ||||||||||||||||||
Total Preferred Stock (Cost $6,626,256) | 14,020,207 | 1.3 | |||||||||||||||||
Total Long-Term Investments (Cost $750,454,196) | 1,107,640,269 | 99.9 | |||||||||||||||||
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 0.7% | |||||||||||||||||||
Repurchase Agreements: 0.7% | |||||||||||||||||||
1,875,027 | (6 | ) | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,875,412, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $1,912,528,due 06/01/46-07/01/49) | $ | 1,875,027 | 0.2 | |||||||||||||
555,250 | (6 | ) | Citadel Securities LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $555,365, collateralized by various U.S. Government Securities, 1.500%-3.125%, Market Value plus accrued interest $566,617, due 03/31/23-08/15/44) | 555,250 | 0.0 |
See Accompanying Notes to Financial Statements
131
VY® T. ROWE PRICE DIVERSIFIED SUMMARY PORTFOLIO OF INVESTMENTS
MID CAP GROWTH PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Repurchase Agreements: (continued) | |||||||||||||||||||
1,875,027 | (6 | ) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,875,412, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,912,528, due 07/02/19-01/20/63) | $ | 1,875,027 | 0.2 | |||||||||||||
1,875,027 | (6 | ) | Jefferies LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $1,875,415, collateralized by various U.S. Government Agency Obligations, 0.000%-2.650%, Market Value plus accrued interest $1,912,537, due 07/05/19-08/16/23) | 1,875,027 | 0.2 | ||||||||||||||
1,875,027 | (6 | ) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $1,875,414, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,912,528, due 07/18/19-09/09/49) | 1,875,027 | 0.1 | ||||||||||||||
8,055,358 | 0.7 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Mutual Funds: 0.0% | |||||||||||||||||||
782 | (7 | ) | T. Rowe Price Government Reserve Fund, 2.460% (Cost $782) | $ | 782 | 0.0 | |||||||||||||
Total Short-Term Investments (Cost $8,056,140) | 8,056,140 | 0.7 | |||||||||||||||||
Total Investments in Securities (Cost $758,510,336) | $ | 1,115,696,409 | 100.6 | ||||||||||||||||
Liabilities in Excess of Other Assets | (7,048,246 | ) | (0.6 | ) | |||||||||||||||
Net Assets | $ | 1,108,648,163 | 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, 2019.
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 non-income producing securities.
(2) Non-income producing security.
(3) The grouping contains securities on loan.
(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, 2019, the Portfolio held restricted securities with a fair value of $17,823,901 or 1.6% of net assets. Please refer to the table below for additional details.
(6) Represents securities purchased with cash collateral received for securities on loan.
(7) Rate shown is the 7-day yield as of June 30, 2019.
See Accompanying Notes to Financial Statements
132
VY® T. ROWE PRICE DIVERSIFIED SUMMARY PORTFOLIO OF INVESTMENTS
MID CAP GROWTH PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 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, 2019 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Communication Services | $ | 22,440,542 | $ | — | $ | — | $ | 22,440,542 | |||||||||||
Consumer Discretionary | 167,360,423 | — | — | 167,360,423 | |||||||||||||||
Consumer Staples | 34,979,843 | — | — | 34,979,843 | |||||||||||||||
Energy | 16,324,129 | — | 3,140,800 | 19,464,929 | |||||||||||||||
Financials | 81,335,070 | — | — | 81,335,070 | |||||||||||||||
Health Care | 160,326,045 | — | — | 160,326,045 | |||||||||||||||
Industrials | 198,627,680 | — | — | 198,627,680 | |||||||||||||||
Information Technology | 340,933,125 | — | 307,844 | 341,240,969 | |||||||||||||||
Materials | 40,905,024 | — | — | 40,905,024 | |||||||||||||||
Real Estate | 19,248,247 | — | 355,050 | 19,603,297 | |||||||||||||||
Utilities | 7,336,240 | — | — | 7,336,240 | |||||||||||||||
Total Common Stock | 1,089,816,368 | — | 3,803,694 | 1,093,620,062 | |||||||||||||||
Preferred Stock | — | — | 14,020,207 | 14,020,207 | |||||||||||||||
Short-Term Investments | 782 | 8,055,358 | — | 8,056,140 | |||||||||||||||
Total Investments, at fair value | $ | 1,089,817,150 | $ | 8,055,358 | $ | 17,823,901 | $ | 1,115,696,409 |
^ See Note 2, "Significant Accounting Policies" in the Notes to Financial Statements for additional information.
At June 30, 2019, 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 | $ | 3,817,927 | ||||||||||
AirBNB, Inc. - Series E | 7/14/2015 | 346,218 | 438,359 | ||||||||||||
Datadog, Inc. | 5/7/2019 | 308,741 | 307,844 | ||||||||||||
Tanium, Inc. - Series G | 8/26/2015 | 1,757,213 | 3,077,273 | ||||||||||||
UiPath Inc., Series D-1 | 4/26/2019 | 917,327 | 917,327 | ||||||||||||
UiPath Inc., Series D-2 | 4/26/2019 | 154,023 | 154,023 | ||||||||||||
Venture Global LNG, Inc. - Series B | 3/8/2018 | 132,880 | 228,800 | ||||||||||||
Venture Global LNG, Inc. - Series C | 10/16/2017 | 2,083,973 | 2,912,000 | ||||||||||||
WeWork Companies, Inc. - Class A | 6/23/2015 | 144,501 | 355,050 | ||||||||||||
WeWork Companies, Inc. - Series D-1 | 12/9/2014 | 739,245 | 2,397,384 | ||||||||||||
WeWork Companies, Inc. - Series D-2 | 12/9/2014 | 580,826 | 1,883,628 | ||||||||||||
WeWork Companies, Inc. - Series E | 6/23/2015 | 812,668 | 1,334,286 | ||||||||||||
$ | 9,296,351 | $ | 17,823,901 |
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, 2019:
Investments, at fair value | Fair Value at June 30, 2019 | Valuation Technique(s) | Unobservable Inputs* | Range | |||||||||||||||
Common Stock | |||||||||||||||||||
Datadog, Inc. | $ | 307,844 | Recent Comparable Transaction Price | Discount Factor** | — | ||||||||||||||
Venture Global LNG, Inc. - Series B | 228,800 | Recent Comparable Transaction Price | Discount Factor** | — | |||||||||||||||
Venture Global LNG, Inc. - Series C | 2,912,000 | Recent Comparable Transaction Price | Discount Factor** | — | |||||||||||||||
WeWork Companies, Inc. - Class A | 355,050 | Recent Comparable Transaction Price | Discount Factor** | — | |||||||||||||||
Total Common Stock | $ | 3,803,694 |
See Accompanying Notes to Financial Statements
133
VY® T. ROWE PRICE DIVERSIFIED SUMMARY PORTFOLIO OF INVESTMENTS
MID CAP GROWTH PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Investments, at fair value | Fair Value at June 30, 2019 | Valuation Technique(s) | Unobservable Inputs* | Range | |||||||||||||||
Preferred Stock | |||||||||||||||||||
AirBNB, Inc. - Series D | $ | 3,817,927 | Market Comparable | Discount for Lack of Marketability | 10 | % | |||||||||||||
Enterprise Value to Gross Profit Multiple | 4.4 | x-5.5x | |||||||||||||||||
Enterprise Value to Sales Multiple | 3.9 | x-4.9x | |||||||||||||||||
Sales Growth Rate | 20-22 | % | |||||||||||||||||
Gross Profit Growth Rate | 21-24 | % | |||||||||||||||||
AirBNB, Inc. - Series E | 438,359 | Market Comparable | Discount for Lack of Marketability | 10 | % | ||||||||||||||
Enterprise Value to Gross Profit Multiple | 4.4 | x-5.5x | |||||||||||||||||
Enterprise Value to Sales Multiple | 3.9 | x-4.9x | |||||||||||||||||
Sales Growth Rate | 20-22 | % | |||||||||||||||||
Gross Profit Growth Rate | 21-24 | % | |||||||||||||||||
Tanium, Inc. - Series G | 3,077,273 | Recent Comparable Transaction Price | Discount Factor** | — | |||||||||||||||
UiPath Inc., Series D-1 | 917,327 | Recent Comparable Transaction Price | Discount Factor** | — | |||||||||||||||
UiPath Inc., Series D-2 | 154,023 | Recent Comparable Transaction Price | Discount Factor** | — | |||||||||||||||
WeWork Companies, Inc. - Series D-1 | 2,397,384 | Recent Comparable Transaction Price | Discount Factor** | — | |||||||||||||||
WeWork Companies, Inc. - Series D-2 | 1,883,628 | Recent Comparable Transaction Price | Discount Factor** | — | |||||||||||||||
WeWork Companies, Inc. - Series E | 1,334,286 | Recent Comparable Transaction Price | Discount Factor** | — | |||||||||||||||
Total Preferred Stock | $ | 14,020,207 |
* Increase in unobservable input may result in a significant increase to value, while a decrease in unobservable input may result in a significant decrease to value.
** No quantitative unobservable inputs were significant to the fair valuation determination at June 30, 2019
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, 2019:
Common Stock | Preferred Stock | Total | |||||||||||||
Assets: | |||||||||||||||
Beginning balance at December 31, 2018 | $ | 4,087,680 | $ | 12,989,605 | $ | 17,077,285 | |||||||||
Purchases | 308,741 | 1,071,350 | 1,380,091 | ||||||||||||
Sales | (631,854 | ) | — | (631,854 | ) | ||||||||||
Accrued discounts/(premiums) | — | — | — | ||||||||||||
Total realized gain (loss) | 464,772 | — | 464,772 | ||||||||||||
Net change in unrealized appreciation/(depreciation) | (425,645 | ) | 651,664 | 226,019 | |||||||||||
Transfers into Level 3 | — | — | — | ||||||||||||
Transfers out of Level 3 | — | (692,412 | ) | (692,412 | ) | ||||||||||
Ending balance at June 30, 2019 | $ | 3,803,694 | $ | 14,020,207 | $ | 17,823,901 | |||||||||
Total change in unrealized gain (loss) on Level 3 securities still held as of June 30, 2019 | $ | (425,645 | ) | $ | 651,664 | $ | 226,019 |
At June 30, 2019, 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 $760,976,866.
Net unrealized appreciation consisted of: | |||||||
Gross Unrealized Appreciation | $ | 389,570,826 | |||||
Gross Unrealized Depreciation | (34,851,282 | ) | |||||
Net Unrealized Appreciation | $ | 354,719,544 |
See Accompanying Notes to Financial Statements
134
VY® T. ROWE PRICE SUMMARY PORTFOLIO OF INVESTMENTS
GROWTH EQUITY PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED)
Sector Diversification
as of June 30, 2019
(as a percentage of net assets)
Information Technology | 28.3 | % | |||||
Consumer Discretionary | 21.3 | % | |||||
Communication Services | 18.9 | % | |||||
Health Care | 12.7 | % | |||||
Industrials | 10.0 | % | |||||
Financials | 3.6 | % | |||||
Utilities | 1.9 | % | |||||
Materials | 0.9 | % | |||||
Consumer Staples | 0.8 | % | |||||
Real Estate | 0.5 | % | |||||
Energy | 0.4 | % | |||||
Assets in Excess of Other Liabilities* | 0.7 | % | |||||
Net Assets | 100.0 | % |
* Includes short-term investments.
Portfolio holdings are subject to change daily.
Shares | Value | Percentage of Net Assets | |||||||||||||||||
COMMON STOCK: 98.0% | |||||||||||||||||||
Communication Services: 18.3% | |||||||||||||||||||
48,660 | (1 | ) | Alphabet, Inc. - Class A | $ | 52,689,048 | 2.7 | |||||||||||||
47,486 | (1 | ) | Alphabet, Inc. - Class C | 51,328,092 | 2.7 | ||||||||||||||
581,281 | (1 | ) | Facebook, Inc. - Class A | 112,187,233 | 5.8 | ||||||||||||||
86,708 | (1 | ) | NetFlix, Inc. | 31,849,583 | 1.7 | ||||||||||||||
892,100 | Tencent Holdings Ltd. | 40,358,086 | 2.1 | ||||||||||||||||
220,979 | Walt Disney Co. | 30,857,507 | 1.6 | ||||||||||||||||
745,213 | (2 | ),(3) | Other Securities | 33,441,810 | 1.7 | ||||||||||||||
352,711,359 | 18.3 | ||||||||||||||||||
Consumer Discretionary: 21.2% | |||||||||||||||||||
260,742 | (1 | ) | Alibaba Group Holding Ltd. ADR | 44,182,732 | 2.3 | ||||||||||||||
91,669 | (1 | ) | Amazon.com, Inc. | 173,587,168 | 9.0 | ||||||||||||||
257,418 | Aptiv PLC | 20,807,097 | 1.1 | ||||||||||||||||
10,405 | (1 | ) | Booking Holdings, Inc. | 19,506,358 | 1.0 | ||||||||||||||
148,575 | (1 | ) | Dollar Tree, Inc. | 15,955,469 | 0.8 | ||||||||||||||
523,362 | Dollarama, Inc. | 18,411,888 | 0.9 | ||||||||||||||||
115,634 | (4 | ) | Ferrari NV | 18,665,640 | 1.0 | ||||||||||||||
232,853 | Las Vegas Sands Corp. | 13,759,284 | 0.7 | ||||||||||||||||
64,403 | McDonald's Corp. | 13,373,927 | 0.7 | ||||||||||||||||
242,498 | Nike, Inc. | 20,357,707 | 1.1 | ||||||||||||||||
145,881 | Wynn Resorts Ltd. | 18,087,785 | 0.9 | ||||||||||||||||
403,001 | (2 | ),(3) | Other Securities | 32,692,064 | 1.7 | ||||||||||||||
409,387,119 | 21.2 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Consumer Staples: 0.8% | |||||||||||||||||||
180,985 | Philip Morris International, Inc. | $ | 14,212,752 | 0.8 | |||||||||||||||
Energy: 0.4% | |||||||||||||||||||
53,400 | Other Securities | 8,216,124 | 0.4 | ||||||||||||||||
Financials: 3.6% | |||||||||||||||||||
1,134,411 | (1 | ),(5),(6) | Ant International Co., Limited- Class C | 6,364,046 | 0.3 | ||||||||||||||
354,764 | Charles Schwab Corp. | 14,257,965 | 0.8 | ||||||||||||||||
92,384 | Chubb Ltd. | 13,607,240 | 0.7 | ||||||||||||||||
352,873 | TD Ameritrade Holding Corp. | 17,615,420 | 0.9 | ||||||||||||||||
226,008 | Other Securities | 18,008,444 | 0.9 | ||||||||||||||||
69,853,115 | 3.6 | ||||||||||||||||||
Health Care: 12.7% | |||||||||||||||||||
64,299 | Anthem, Inc. | 18,145,821 | 0.9 | ||||||||||||||||
123,056 | Becton Dickinson & Co. | 31,011,342 | 1.6 | ||||||||||||||||
292,526 | (1 | ) | Centene Corp. | 15,340,063 | 0.8 | ||||||||||||||
88,856 | Cigna Corp. | 13,999,263 | 0.7 | ||||||||||||||||
53,414 | (1 | ) | Intuitive Surgical, Inc. | 28,018,314 | 1.5 | ||||||||||||||
181,034 | Stryker Corp. | 37,216,970 | 1.9 | ||||||||||||||||
100,456 | UnitedHealth Group, Inc. | 24,512,268 | 1.3 | ||||||||||||||||
156,965 | (1 | ) | Vertex Pharmaceuticals, Inc. | 28,784,242 | 1.5 | ||||||||||||||
432,582 | (3 | ) | Other Securities | 47,701,865 | 2.5 | ||||||||||||||
244,730,148 | 12.7 |
See Accompanying Notes to Financial Statements
135
VY® T. ROWE PRICE SUMMARY PORTFOLIO OF INVESTMENTS
GROWTH EQUITY PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Industrials: 9.8% | |||||||||||||||||||
194,248 | Boeing Co. | $ | 70,708,215 | 3.7 | |||||||||||||||
221,875 | Fortive Corp. | 18,087,250 | 0.9 | ||||||||||||||||
55,275 | Northrop Grumman Corp. | 17,859,905 | 0.9 | ||||||||||||||||
68,046 | Roper Technologies, Inc. | 24,922,528 | 1.3 | ||||||||||||||||
248,156 | TransUnion | 18,241,948 | 0.9 | ||||||||||||||||
81,279 | (1 | ),(6) | Uber Technologies, Inc. - Lockup Shares | 3,769,720 | 0.2 | ||||||||||||||
362,741 | (2 | ) | Other Securities | 35,838,666 | 1.9 | ||||||||||||||
189,428,232 | 9.8 | ||||||||||||||||||
Information Technology: 28.0% | |||||||||||||||||||
75,185 | Apple, Inc. | 14,880,615 | 0.8 | ||||||||||||||||
81,277 | (4 | ) | ASML Holding NV-NY REG | 16,899,927 | 0.9 | ||||||||||||||
187,756 | (1 | ) | Fiserv, Inc. | 17,115,837 | 0.9 | ||||||||||||||
114,500 | Intuit, Inc. | 29,922,285 | 1.5 | ||||||||||||||||
656,786 | Marvell Technology Group Ltd. | 15,677,482 | 0.8 | ||||||||||||||||
236,712 | Mastercard, Inc. - Class A | 62,617,425 | 3.2 | ||||||||||||||||
829,940 | Microsoft Corp. | 111,178,762 | 5.8 | ||||||||||||||||
193,959 | (1 | ) | PayPal Holdings, Inc. | 22,200,547 | 1.1 | ||||||||||||||
160,189 | (1 | ) | Salesforce.com, Inc. | 24,305,477 | 1.3 | ||||||||||||||
137,600 | (1 | ),(4) | Splunk, Inc. | 17,303,200 | 0.9 | ||||||||||||||
1,022,677 | (4 | ) | Symantec Corp. | 22,253,452 | 1.2 | ||||||||||||||
419,090 | Visa, Inc. - Class A | 72,733,070 | 3.8 | ||||||||||||||||
113,967 | VMware, Inc. | 19,056,422 | 1.0 | ||||||||||||||||
97,268 | (1 | ) | Workday, Inc. | 19,996,355 | 1.0 | ||||||||||||||
272,476 | (1 | ) | Worldpay, Inc. | 33,391,934 | 1.7 | ||||||||||||||
254,789 | (2 | ),(3) | Other Securities | 40,184,895 | 2.1 | ||||||||||||||
539,717,685 | 28.0 | ||||||||||||||||||
Materials: 0.9% | |||||||||||||||||||
187,028 | (3 | ) | Other Securities | 17,702,389 | 0.9 | ||||||||||||||
Real Estate: 0.4% | |||||||||||||||||||
60,818 | Other Securities | 7,927,626 | 0.4 | ||||||||||||||||
Utilities: 1.9% | |||||||||||||||||||
75,596 | NextEra Energy, Inc. | 15,486,597 | 0.8 |
Shares | Value | Percentage of Net Assets | |||||||||||||||||
149,978 | Sempra Energy | $ | 20,612,976 | 1.1 | |||||||||||||||
36,099,573 | 1.9 | ||||||||||||||||||
Total Common Stock (Cost $1,342,736,808) | 1,889,986,122 | 98.0 | |||||||||||||||||
PREFERRED STOCK: 1.3% | |||||||||||||||||||
Communication Services: 0.6% | |||||||||||||||||||
59,241 | (1 | ),(5),(6) | AirBNB, Inc. - Series D | 6,982,737 | 0.3 | ||||||||||||||
16,058 | (1 | ),(5),(6) | AirBNB, Inc. - Series E | 1,892,756 | 0.1 | ||||||||||||||
68,026 | (1 | ),(5),(6) | Xiaoju Kuaizhi, Inc., Series A-17 (DiDi Chuxing, Inc.) | 3,264,568 | 0.2 | ||||||||||||||
12,140,061 | 0.6 | ||||||||||||||||||
Consumer Discretionary: 0.1% | |||||||||||||||||||
163,010 | (1 | ),(5),(6) | Aurora Innovation, Inc., - Series B | 1,506,261 | 0.1 | ||||||||||||||
Industrials: 0.2% | |||||||||||||||||||
1,597 | (1 | ),(5),(6) | GM Cruise Holdings, LLC Class F | 2,914,525 | 0.2 | ||||||||||||||
Information Technology: 0.3% | |||||||||||||||||||
93,459 | (1 | ),(5),(6) | Magic Leap, Inc. - Series C | 2,523,392 | 0.1 | ||||||||||||||
61,969 | (1 | ),(5),(6) | Magic Leap, Inc. - Series D | 1,673,163 | 0.1 | ||||||||||||||
57,073 | (1 | ),(5),(6) | UiPath Inc., Series D-1 | 2,245,920 | 0.1 | ||||||||||||||
9,584 | (1 | ),(5),(6) | UiPath Inc., Series D-2 | 377,147 | 0.0 | ||||||||||||||
6,819,622 | 0.3 | ||||||||||||||||||
Real Estate: 0.1% | |||||||||||||||||||
42,822 | (1 | ),(5),(6) | WeWork Companies, Inc. - Series E | 2,312,388 | 0.1 | ||||||||||||||
Total Preferred Stock (Cost $18,050,539) | 25,692,857 | 1.3 | |||||||||||||||||
Total Long-Term Investments (Cost $1,360,787,347) | 1,915,678,979 | 99.3 |
See Accompanying Notes to Financial Statements
136
VY® T. ROWE PRICE SUMMARY PORTFOLIO OF INVESTMENTS
GROWTH EQUITY PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
SHORT-TERM INVESTMENTS: 3.2% | |||||||||||||||||||
Floating Rate Notes: 0.5% | |||||||||||||||||||
525,000 | (7 | ) | Bedford Row Funding, 2.490%, 12/16/2019 | $ | 524,950 | 0.1 | |||||||||||||
253,000 | (7 | ) | Bedford Row Funding, 2.500%, 11/25/2019 | 253,036 | 0.0 | ||||||||||||||
300,000 | (7 | ) | Coöperatieve Rabobank U.A., 2.450%, 10/23/2019 | 300,032 | 0.0 | ||||||||||||||
600,000 | (7 | ) | DNB ASA, 2.490%, 12/06/2019 | 600,020 | 0.0 | ||||||||||||||
300,000 | (7 | ) | HSBC Holdings PLC, 2.540%, 11/08/2019 | 300,074 | 0.0 | ||||||||||||||
575,000 | (7 | ) | HSBC Holdings PLC, 2.540%, 12/27/2019 | 575,000 | 0.1 | ||||||||||||||
650,000 | (7 | ) | Lloyds Bank PLC, 2.510%, 12/10/2019 | 650,076 | 0.0 | ||||||||||||||
700,000 | (7 | ) | Mizuho Financial Group Inc., 2.520%, 11/25/2019 | 700,099 | 0.1 | ||||||||||||||
400,000 | (7 | ) | Mizuho Financial Group Inc., 2.560%, 11/01/2019 | 400,054 | 0.0 | ||||||||||||||
300,000 | (7 | ) | Natixis S.A., 2.510%, 11/08/2019 | 300,041 | 0.0 | ||||||||||||||
400,000 | (7 | ) | Oversea-Chinese Banking Corp., Ltd., 2.540%, 11/01/2019 | 400,055 | 0.0 | ||||||||||||||
550,000 | (7 | ) | Societe Generale, 2.560%, 12/02/2019 | 550,138 | 0.0 | ||||||||||||||
300,000 | (7 | ) | State Street Bank & Trust Co., 2.480%, 11/15/2019 | 300,024 | 0.0 | ||||||||||||||
775,000 | (7 | ) | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 10/15/2019 | 774,999 | 0.1 | ||||||||||||||
500,000 | (7 | ) | The Sumitomo Mitsui Financial Group, 2.560%, 11/01/2019 | 499,964 | 0.0 | ||||||||||||||
725,000 | (7 | ) | Toronto-Dominion Bank, 2.500%, 12/10/2019 | 725,036 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
375,000 | (7 | ) | Toronto-Dominion Bank, 2.500%, 12/23/2019 | $ | 375,020 | 0.0 | |||||||||||||
700,000 | (7 | ) | U.S. Bancorp, 2.480%, 11/25/2019 | 700,099 | 0.0 | ||||||||||||||
8,928,717 | 0.5 | ||||||||||||||||||
Repurchase Agreements: 2.4% | |||||||||||||||||||
13,278,523 | (7 | ) | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $13,281,251, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $13,544,093, due 06/01/46- 07/01/49) | 13,278,523 | 0.7 | ||||||||||||||
3,576,891 | (7 | ) | Citadel Securities LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $3,577,632, collateralized by various U.S. Government Securities, 1.500%-3.125%, Market Value plus accrued interest $3,650,120, due 03/31/23- 08/15/44) | 3,576,891 | 0.2 |
See Accompanying Notes to Financial Statements
137
VY® T. ROWE PRICE SUMMARY PORTFOLIO OF INVESTMENTS
GROWTH EQUITY PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
Repurchase Agreements (continued) | |||||||||||||||||||
13,278,523 | (7 | ) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $13,281,251, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $13,544,094, due 07/02/19- 01/20/63) | $ | 13,278,523 | 0.7 | |||||||||||||
13,278,523 | (7 | ) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $13,281,262, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $13,544,094, due 07/18/19- 09/09/49) | 13,278,523 | 0.7 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||||||
2,491,595 | (7 | ) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/28/19, 2.70%, due 07/01/19 (Repurchase Amount $2,492,148, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,541,761, due 07/01/19- 09/09/49) | $ | 2,491,595 | 0.1 | |||||||||||||
45,904,055 | 2.4 | ||||||||||||||||||
Certificates of Deposit: 0.1% | |||||||||||||||||||
400,000 | (7 | ) | Landesbank Baden- Wurttemberg, 2.530%, 08/12/2019 | 400,081 | 0.0 | ||||||||||||||
750,000 | (7 | ) | Mitsubishi UFJ Financial Group, Inc., 2.400%, 09/12/2019 | 750,085 | 0.1 | ||||||||||||||
550,000 | (7 | ) | Sumitomo Mitsui Trust Holdings, Inc., 2.470%, 09/13/2019 | 550,148 | 0.0 | ||||||||||||||
500,000 | (7 | ) | The Norinchukin Bank, 2.540%, 08/01/2019 | 500,063 | 0.0 | ||||||||||||||
2,200,377 | 0.1 |
See Accompanying Notes to Financial Statements
138
VY® T. ROWE PRICE SUMMARY PORTFOLIO OF INVESTMENTS
GROWTH EQUITY PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
Shares | Value | Percentage of Net Assets | |||||||||||||||||
Mutual Funds: 0.2% | |||||||||||||||||||
3,864,661 | (8 | ) | T. Rowe Price Government Reserve Fund, 2.460% (Cost $3,864,661) | $ | 3,864,661 | 0.2 | |||||||||||||
Total Short-Term Investments (Cost $60,897,810) | 60,897,810 | 3.2 | |||||||||||||||||
Total Investments in Securities (Cost $1,421,685,157) | $ | 1,976,576,789 | 102.5 | ||||||||||||||||
Liabilities in Excess of Other Assets | (48,037,296 | ) | (2.5 | ) | |||||||||||||||
Net Assets | $ | 1,928,539,493 | 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, 2019.
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 securities on loan.
(3) The grouping contains non-income producing securities.
(4) Security, or a portion of the security, is on loan.
(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, 2019, the Portfolio held restricted securities with a fair value of $35,826,623 or 1.9% of net assets. Please refer to the table below for additional details.
(7) Represents securities purchased with cash collateral received for securities on loan.
(8) Rate shown is the 7-day yield as of June 30, 2019.
Fair Value Measurements^
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 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, 2019 | ||||||||||||||||
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Communication Services | $ | 312,353,273 | $ | 40,358,086 | $ | — | $ | 352,711,359 | |||||||||||
Consumer Discretionary | 409,387,119 | — | — | 409,387,119 | |||||||||||||||
Consumer Staples | 14,212,752 | — | — | 14,212,752 | |||||||||||||||
Energy | 8,216,124 | — | — | 8,216,124 | |||||||||||||||
Financials | 63,489,069 | — | 6,364,046 | 69,853,115 | |||||||||||||||
Health Care | 244,730,148 | — | — | 244,730,148 | |||||||||||||||
Industrials | 189,428,232 | — | — | 189,428,232 | |||||||||||||||
Information Technology | 533,356,076 | 6,361,609 | — | 539,717,685 | |||||||||||||||
Materials | 17,702,389 | — | — | 17,702,389 | |||||||||||||||
Real Estate | 7,927,626 | — | — | 7,927,626 | |||||||||||||||
Utilities | 36,099,573 | — | — | 36,099,573 | |||||||||||||||
Total Common Stock | 1,836,902,381 | 46,719,695 | 6,364,046 | 1,889,986,122 | |||||||||||||||
Preferred Stock | — | — | 25,692,857 | 25,692,857 | |||||||||||||||
Short-Term Investments | 3,864,661 | 57,033,149 | — | 60,897,810 | |||||||||||||||
Total Investments, at fair value | $ | 1,840,767,042 | $ | 103,752,844 | $ | 32,056,903 | $ | 1,976,576,789 |
^ See Note 2, "Significant Accounting Policies" in the Notes to Financial Statements for additional information.
# The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio's investments are categorized as Level 2 investments.
See Accompanying Notes to Financial Statements
139
VY® T. ROWE PRICE SUMMARY PORTFOLIO OF INVESTMENTS
GROWTH EQUITY PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
At June 30, 2019, 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 | $ | 6,982,737 | ||||||||||
AirBNB, Inc. - Series E | 7/14/2015 | 1,494,910 | 1,892,756 | ||||||||||||
Ant International Co., Limited- Class C | 6/7/2018 | 6,364,046 | 6,364,046 | ||||||||||||
Aurora Innovation, Inc., - Series B | 3/1/2019 | 1,506,261 | 1,506,261 | ||||||||||||
GM Cruise Holdings, LLC Class F | 5/7/2019 | 2,914,525 | 2,914,525 | ||||||||||||
Magic Leap, Inc. - Series C | 1/20/2016 | 2,152,641 | 2,523,392 | ||||||||||||
Magic Leap, Inc. - Series D | 10/12/2017 | 1,673,163 | 1,673,163 | ||||||||||||
Uber Technologies, Inc. - Lockup Shares | 12/3/2015 | 3,850,672 | 3,769,720 | ||||||||||||
UiPath Inc., Series D-1 | 4/26/2019 | 2,245,920 | 2,245,920 | ||||||||||||
UiPath Inc., Series D-2 | 4/26/2019 | 377,147 | 377,147 | ||||||||||||
WeWork Companies, Inc. - Series E | 6/23/2015 | 1,408,397 | 2,312,388 | ||||||||||||
Xiaoju Kuaizhi, Inc., Series A-17 (DiDi Chuxing, Inc.) | 10/19/2015 | 1,865,694 | 3,264,568 | ||||||||||||
$ | 28,265,257 | $ | 35,826,623 |
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, 2019:
Investments, at fair value | Fair Value at June 30, 2019 | Valuation Technique(s) | Unobservable Inputs* | Range | |||||||||||||||
Common Stock | |||||||||||||||||||
Ant International Co., Limited - Class C | $ | 6,364,046 | Recent Comparable Transaction Price | Discount Factor** | — | ||||||||||||||
Total Common Stock | $ | 6,364,046 | |||||||||||||||||
Preferred Stock | |||||||||||||||||||
AirBNB, Inc. - Series D | 6,982,737 | Market Comparable | Discount for Lack of Marketability | 10 | % | ||||||||||||||
Enterprise Value to Gross Profit Multiple | 4.4 | x-5.5x | |||||||||||||||||
Enterprise Value to Sales Multiple | 3.9 | x-4.9x | |||||||||||||||||
Sales Growth Rate | 20-22 | % | |||||||||||||||||
Gross Profit Growth Rate | 21-24 | % | |||||||||||||||||
AirBNB, Inc. - Series E | 1,892,756 | Market Comparable | Discount for Lack of Marketability | 10 | % | ||||||||||||||
Enterprise Value to Gross Profit Multiple | 4.4 | x-5.5x | |||||||||||||||||
Enterprise Value to Sales Multiple | 3.9 | x-4.9x | |||||||||||||||||
Sales Growth Rate | 20-22 | % | |||||||||||||||||
Gross Profit Growth Rate | 21-24 | % | |||||||||||||||||
Aurora Innovation, Inc., - Series B | 1,506,261 | Recent Comparable Transaction Price | Discount Factor** | — | |||||||||||||||
GM Cruise Holdings, LLC Class F | 2,914,525 | Recent Comparable Transaction Price | Discount Factor** | — | |||||||||||||||
Magic Leap, Inc., Series C | 2,523,392 | Recent Comparable Transaction Price | Discount Factor** | — | |||||||||||||||
Magic Leap, Inc., Series D | 1,673,163 | Recent Comparable Transaction Price | Discount Factor** | — | |||||||||||||||
UiPath Inc., Series D-1 | 2,245,920 | Recent Comparable Transaction Price | Discount Factor** | — | |||||||||||||||
UiPath Inc., Series D-2 | 377,147 | Recent Comparable Transaction Price | Discount Factor** | — | |||||||||||||||
WeWork Companies, Inc. - Series E | 2,312,388 | Recent Comparable Transaction Price | Discount Factor** | — | |||||||||||||||
Xiaoju Kuaizhi, Inc., Series A-17 | 3,264,568 | Recent Comparable Transaction Price | Discount Factor** | — | |||||||||||||||
Total Preferred Stock | $ | 25,692,857 |
* Increase in unobservable input may result in a significant increase to value, while a decrease in unobservable input may result in a significant decrease to value.
** No quantitative unobservable inputs were significant to the fair valuation determination at June 30, 2019
See Accompanying Notes to Financial Statements
140
VY® T. ROWE PRICE SUMMARY PORTFOLIO OF INVESTMENTS
GROWTH EQUITY PORTFOLIO AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED)
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, 2019:
Common Stock | Preferred Stock | Total | |||||||||||||
Assets: | |||||||||||||||
Beginning balance at December 31, 2018 | $ | 6,615,863 | $ | 21,544,211 | $ | 28,160,074 | |||||||||
Purchases | — | 7,043,852 | 7,043,852 | ||||||||||||
Sales | (97,200 | ) | (147,528 | ) | (244,728 | ) | |||||||||
Accrued discounts/(premiums) | — | — | — | ||||||||||||
Total realized gain (loss) | 37,999 | 57,674 | 95,673 | ||||||||||||
Net change in unrealized appreciation/(depreciation) | (34,057 | ) | 1,000,248 | 966,191 | |||||||||||
Transfers into Level 3 | — | — | — | ||||||||||||
Transfers out of Level 3 | (158,559 | ) | (3,805,600 | ) | (3,964,159 | ) | |||||||||
Ending balance at June 30, 2019 | $ | 6,364,046 | $ | 25,692,857 | $ | 32,056,903 | |||||||||
Total change in unrealized gain (loss) on Level 3 securities still held as of June 30, 2019 | $ | (34,057 | ) | $ | 1,000,248 | $ | 966,191 |
At June 30, 2019, 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 $1,425,278,604.
Net unrealized appreciation consisted of:
Gross Unrealized Appreciation | $ | 584,396,098 | |||||
Gross Unrealized Depreciation | (33,097,948 | ) | |||||
Net Unrealized Appreciation | $ | 551,298,150 |
See Accompanying Notes to Financial Statements
141
BOARD CONSIDERATION AND APPROVAL OF NEW SUB-ADVISORY CONTRACT
Section 15(c) of the Investment Company Act of 1940, as amended ("1940 Act"), provides that an investment company, such as Voya Partners, Inc. ("Company"), on behalf of VY® Templeton Foreign Equity Portfolio, now known as Voya International High Dividend Low Volatility Portfolio, (the "Portfolio"), a series of the Company, can enter into a new sub-advisory agreement only if the Board of Directors of the Company ("Board"), including a majority of the Board members who have no direct or indirect interest in the sub-advisory agreement, and who are not "interested persons" of the Company ("Independent Directors"), approve the new arrangement. At a meeting on January 25, 2019, the Board considered a proposal by management that the Board appoint Voya Investment Management Co. LLC ("Voya IM") as the sub-adviser to the Portfolio to replace Templeton Investment Counsel LLC ("Templeton") and approve a new sub-advisory agreement with Voya IM under which Voya IM would serve as the sub-adviser to the Portfolio.
In determining whether to approve the New Sub-Advisory Agreement with Voya IM with respect to the Portfolio, the Board received and evaluated such information as it deemed necessary for an informed determination of whether the New Sub-Advisory Agreement should be approved for the Portfolio. The materials provided to the Board to inform its consideration of whether to approve the New Sub-Advisory Agreement included the following: (1) Voya IM's presentation before the Joint Investment Review Committee at its January 24, 2019 meeting; (2) memoranda and related materials provided to the Board in advance of its January 25, 2019 meeting discussing: (a) Voya Investments, LLC's, the Portfolio's investment adviser ("Adviser"), rationale for recommending that Voya IM be appointed as the sub-adviser to the Portfolio, including the Adviser's view that adding Voya IM was intended to provide the Portfolio and investors with an improved investment experience, with more predictability in the return stream and lower overall volatility relative to the overall market, and Voya IM's ability to provide shareholders with a strong, stable, and reliable sub-adviser; (b) the actual and hypothetical performance of Voya IM in managing its high dividend low volatility investment strategy, including Voya IM's explanations regarding how such performance was calculated, with such performance being compared against a relevant benchmark index; and (c) Voya IM's investment philosophy and the firm's overall investment process; (3) Fund Analysis and Comparison Tables for the Portfolio that provide information about the projected net expense ratio of the Portfolio reflecting the appointment of Voya IM as the sub-adviser and related
changes proposed by management to the Portfolio's net management fee structure, as compared with a representative group of mutual funds with similar investment programs to the investment program of Voya IM; (4) Voya IM's responses to inquiries from K&L Gates LLP, counsel to the Independent Directors; (5) supporting documentation, including a copy of the form of the New Sub-Advisory Agreement; and (6) other information relevant to the Board's evaluation.
In reviewing the proposed New Sub-Advisory Agreement, the Board considered a number of factors including, but not limited to, the following: (1) the Adviser's view with respect to the strength and reputation of Voya IM in managing its high dividend low volatility investment strategy; (2) the strength and reputation of Voya IM in the investment management industry; (3) the nature and quality of the services to be provided by Voya IM under the New Sub-Advisory Agreement; (4) the personnel, operations, financial condition, and investment management capabilities, methodologies, and resources of Voya IM; (5) the fairness of the compensation under the New Sub-Advisory Agreement in light of the services to be provided by Voya IM; (6) the sub-advisory fee rate payable by the Adviser to Voya IM, including the rationale provided by Voya IM regarding the differences between the sub-advisory compensation payable under the New Sub-Advisory Agreement and the compensation received by Voya IM from a comparable account; (7) the potential "fall-out" benefits to Voya IM and its affiliates from Voya IM's relationship with the Portfolio, including Voya IM's ability to engage in soft-dollar transactions for the Portfolio; (8) the proposed reductions to the Portfolio's expense ratio; (9) Voya IM's operations and compliance programs, including the policies and procedures intended to assure compliance with the federal securities laws; (10) the appropriateness of the selection of Voya IM in light of the Portfolio's investment objective and investor base; and (11) Voya IM's Code of Ethics, and related procedures for complying with that Code.
The Board also considered the effect of approving the New Sub-Advisory Agreement and related changes to the Portfolio's expense structure on the profitability of the Adviser and Voya IM with respect to the services provided to the Portfolio. In considering whether economies of scale likely will be realized by Voya IM as the Portfolio grows larger and the extent to which any such economies are reflected in the contractual sub-advisory fee rate schedule, the Board considered that any breakpoints would inure to the benefit of the Adviser, except to the extent that there are corresponding advisory fee rate breakpoints or waivers, because the Adviser (and not the Portfolio) would pay the sub-advisory fees to be earned by Voya IM. After its deliberation, the
142
SUB-ADVISORY CONTRACT APPROVAL DISCUSSION (UNAUDITED) (CONTINUED)
Board reached the following conclusions: (1) Voya IM should be appointed to serve as the sub-adviser to the Portfolio under the New Sub-Advisory Agreement, replacing Templeton as the sub-adviser to the Portfolio; (2) the nature, extent and quality of services to be provided by Voya IM under the New Sub-Advisory Agreement, the sub-advisory fee rate payable by the Adviser to Voya IM, the anticipated impact of appointing Voya IM as the Portfolio's sub-adviser on its performance, the effect of approving the New Sub-Advisory Agreement and related changes to the Portfolio's expense structure on the Adviser's and Voya IM's profitability with respect to their services to the Portfolio, and the "fall-out" benefits and economies of scale that may inure to Voya IM in servicing the Portfolio are reasonable in the context of all factors considered by the Board; and (3) Voya IM maintains appropriate compliance programs, with this conclusion based upon, among other matters, a report from the Portfolio's Chief Compliance Officer concluding that Voya IM's compliance policies and procedures are reasonably designed to assure compliance with the federal securities laws. Based on these conclusions and other factors, the Board voted to approve the New Sub-Advisory Agreement for the Portfolio. During their deliberations, different Board members may have given different weight to different individual factors and related conclusions.
BOARD CONSIDERATION AND APPROVAL OF NEW SUB-ADVISORY CONTRACT
Section 15(c) of the Investment Company Act of 1940, as amended (the "1940 Act"), provides that an investment company such as Voya Partners, Inc. (the "Company"), on behalf of VY® Invesco Oppenheimer Global Portfolio (formerly, VY® Oppenheimer Global Portfolio) (the "Portfolio"), a series of the Company, can enter into a new sub-advisory contract only if the Board of Directors of the Company (the "Board"), including a majority of the Board members who have no direct or indirect interest in the Portfolio's sub-advisory contracts, and who are not "interested persons" of the Portfolio, as such term is defined under the 1940 Act (the "Independent Directors"), approve the new arrangement. Thus, at a meeting on March 14, 2019, the Board considered a proposal by management that Voya Investments, LLC (the "Manager"), the Portfolio's investment manager, enter into a new sub-advisory contract (the "New Agreement") between the Manager and Invesco Advisers, Inc. (the "Sub-Adviser") for the Portfolio. Discussed below are certain factors that the Board considered at its meeting on March 14, 2019, in determining whether to approve the New Agreement.
The Portfolio is subject to the 1940 Act, which provides that any sub-advisory agreement must terminate automatically upon its "assignment." As used in the 1940 Act, the term assignment includes any transfer of a controlling block of outstanding voting securities of an adviser or the parent company of an adviser. Such a transfer is referred to herein as a "Change of Control."
At its March 14, 2019 meeting, the Board was informed that Massachusetts Mutual Life Insurance Company, an indirect corporate parent of OppenheimerFunds, Inc. ("Oppenheimer"), had entered into an agreement to sell its interests in Oppenheimer to Invesco Ltd. (the "Transaction"), which would result in a Change of Control of Oppenheimer and constitute an "assignment" (as defined in the 1940 Act) of the sub-advisory agreement under which Oppenheimer provided services to the Portfolio (the "Prior Agreement"). Oppenheimer and the Sub-Adviser requested that the Board approve the New Agreement, pursuant to which the Sub-Adviser would succeed Oppenheimer as the sub-adviser to the Portfolio following the Change of Control and was expected to use the same portfolio management team as Oppenheimer. In light of the foregoing, at its in-person meeting on March 14, 2019, the Board approved the New Agreement to replace the Prior Agreement upon the Change of Control.
The decision by the Board, including a majority of the Independent Directors, to approve the New Agreement was based on a determination by the Board that it would be in the best interests of the shareholders of the Portfolio for the same portfolio management team to continue managing the Portfolio, without interruption, after the Change of Control. Prior to its approval of the New Agreement, the Board reviewed, among other matters, the quality, extent and nature of the services provided by Oppenheimer under the Prior Agreement and to be provided by the Sub-Adviser under the New Agreement. In considering the New Agreement at its March 14, 2019 meeting, the Board placed emphasis on the information provided to it previously in connection with the Board's annual review of the Prior Agreement and the sub-advisory contracts with the Sub-Adviser for other of the Voya funds ("Existing Invesco Agreements"), which were most recently approved for continuation at the in-person meeting of the Board held on November 16, 2018. At that meeting, the Board concluded, in light of all factors it considered, to renew the Prior Agreement and Existing Invesco Agreements and that the fee rates set forth in the Prior Agreement were fair and reasonable. Among other factors, the Board considered: (1) the nature, extent and quality of services provided and to be provided under the Prior Agreement and Existing Invesco Agreements; (2) the extent to which economies of scale
143
SUB-ADVISORY CONTRACT APPROVAL DISCUSSION (UNAUDITED) (CONTINUED)
are reflected in fee rate schedules under the Prior Agreement; (3) a comparison of the Portfolio's fee rate, expense ratio, and investment performance to those of similar funds; and (4) the existence of any "fall-out" benefits to Oppenheimer and its affiliates from Oppenheimer's relationship with the Portfolio and to the Sub-Adviser and its affiliates from the Sub-Adviser's relationship with other Voya funds.
A further description of the process that the Board followed in approving the Prior Agreement and Existing Invesco Agreements on November 16, 2018, including the information reviewed, certain material factors considered and certain related conclusions reached, is set forth in their respective Annual Reports, each dated December 31, 2018, under the section titled "ADVISORY CONTRACT APPROVAL DISCUSSION."
In connection with its approval of the New Agreement at its meeting on March 14, 2019, the Board also considered information provided by the Sub-Adviser regarding the Transaction and the New Agreement. In this regard, the Board took into account the considerations set out below.
1) The Sub-Adviser's description of the Transaction and the impact thereof on the Sub-Adviser's business.
2) The Sub-Adviser's representation that it expected to provide the same nature, extent and quality of services to the Portfolio as those provided by Oppenheimer.
3) The Sub-Adviser's representations that, following the Transaction, the Sub-Adviser expects to manage the Portfolio using the same investment philosophy, process and portfolio management team. Accordingly, the Board considered that it had already reviewed the Portfolio's performance in connection with the November 2018 renewal of the Prior Agreement.
4) The Board considered the Sub-Adviser's representation that the terms of the New Agreement, including the fees payable thereunder, are substantially similar to the terms of the Prior Agreement. The Board also considered the differences between the proposed fee schedule under the New Agreement and those charged by the Sub-Adviser to any accounts managed pursuant to a similar investment strategy and the reasons therefor.
5) The "fall-out" benefits the Sub-Adviser expected to receive from the Portfolio, including the use of soft-dollar benefits and the potential use of an affiliated broker-dealer to execute trades.
6) The fee schedule under the New Agreement, as with the Prior Agreement, includes breakpoints.
7) The Sub-Adviser's representations that there were no other material changes or developments relating to the information provided by the Sub-Adviser in connection with the November 2018 renewal.
The Board did not consider the anticipated profitability of the Sub-Adviser under the New Agreement because it did not view this data as essential to its deliberations, given the arm's-length nature of the relationship between the Adviser and each of the Sub-Adviser and Oppenheimer, which are unaffiliated with the Adviser, with respect to the negotiation of sub-advisory fee rates.
Based on the foregoing and other relevant considerations, at an in-person meeting of the Board held on March 14, 2019, the Board, including a majority of the Independent Directors, voted to approve the New Agreement. In this connection, the Board concluded that, in light of all factors considered, the terms of the New Agreement, including the fee rate schedule, were fair and reasonable, and the New Agreement should be approved so as to enable a continuation without interruption of the services being provided by the Portfolio's portfolio management team. The Board noted that no one factor was determinative of its decisions which, instead, were premised upon the totality of factors considered. The Board also noted that different Board members likely placed emphasis on different factors in reaching their individual conclusions to vote in favor of the New Agreement.
144
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.
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| | Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Portfolio’s annual and semi-annual shareholder reports, like this semi-annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. | | |
| | If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-800-283-3427. Your election to receive reports in paper will apply to all the funds in which you invest. | | |
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President
Voya Family of Funds
July 29, 2019
| | 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. | | |
| | 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, 2019 | | | Ending Account Value June 30, 2019 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2019** | | | Beginning Account Value January 1, 2019 | | | Ending Account Value June 30, 2019 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2019** | | ||||||||||||||||||||||||
Voya Solution Aggressive Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,158.70 | | | | | | 0.74% | | | | | $ | 3.96 | | | | | $ | 1,000.00 | | | | | $ | 1,021.12 | | | | | | 0.74% | | | | | $ | 3.71 | | |
Class I | | | | | 1,000.00 | | | | | | 1,161.00 | | | | | | 0.24 | | | | | | 1.29 | | | | | | 1,000.00 | | | | | | 1,023.60 | | | | | | 0.24 | | | | | | 1.20 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,161.00 | | | | | | 0.24 | | | | | | 1.29 | | | | | | 1,000.00 | | | | | | 1,023.60 | | | | | | 0.24 | | | | | | 1.20 | | |
Class S | | | | | 1,000.00 | | | | | | 1,159.50 | | | | | | 0.49 | | | | | | 2.62 | | | | | | 1,000.00 | | | | | | 1,022.36 | | | | | | 0.49 | | | | | | 2.46 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,159.20 | | | | | | 0.64 | | | | | | 3.43 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.64 | | | | | | 3.21 | | |
Voya Solution Balanced Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,122.60 | | | | | | 0.74% | | | | | $ | 3.89 | | | | | $ | 1,000.00 | | | | | $ | 1,021.12 | | | | | | 0.74% | | | | | $ | 3.71 | | |
Class I | | | | | 1,000.00 | | | | | | 1,125.50 | | | | | | 0.24 | | | | | | 1.26 | | | | | | 1,000.00 | | | | | | 1,023.60 | | | | | | 0.24 | | | | | | 1.20 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,125.50 | | | | | | 0.24 | | | | | | 1.26 | | | | | | 1,000.00 | | | | | | 1,023.60 | | | | | | 0.24 | | | | | | 1.20 | | |
Class S | | | | | 1,000.00 | | | | | | 1,124.30 | | | | | | 0.49 | | | | | | 2.58 | | | | | | 1,000.00 | | | | | | 1,022.36 | | | | | | 0.49 | | | | | | 2.46 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,123.30 | | | | | | 0.64 | | | | | | 3.37 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.64 | | | | | | 3.21 | | |
Voya Solution Conservative Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,075.00 | | | | | | 0.68% | | | | | $ | 3.50 | | | | | $ | 1,000.00 | | | | | $ | 1,021.42 | | | | | | 0.68% | | | | | $ | 3.41 | | |
Class I | | | | | 1,000.00 | | | | | | 1,077.80 | | | | | | 0.18 | | | | | | 0.93 | | | | | | 1,000.00 | | | | | | 1,023.90 | | | | | | 0.18 | | | | | | 0.90 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,077.80 | | | | | | 0.18 | | | | | | 0.93 | | | | | | 1,000.00 | | | | | | 1,023.90 | | | | | | 0.18 | | | | | | 0.90 | | |
Class S | | | | | 1,000.00 | | | | | | 1,076.30 | | | | | | 0.43 | | | | | | 2.21 | | | | | | 1,000.00 | | | | | | 1,022.66 | | | | | | 0.43 | | | | | | 2.16 | | |
Class S2 | ��� | | | | 1,000.00 | | | | | | 1,076.00 | | | | | | 0.58 | | | | | | 2.99 | | | | | | 1,000.00 | | | | | | 1,021.92 | | | | | | 0.58 | | | | | | 2.91 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2019 | | | Ending Account Value June 30, 2019 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2019** | | | Beginning Account Value January 1, 2019 | | | Ending Account Value June 30, 2019 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2019** | | ||||||||||||||||||||||||
Voya Solution Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,087.90 | | | | | | 0.68% | | | | | $ | 3.52 | | | | | $ | 1,000.00 | | | | | $ | 1,021.42 | | | | | | 0.68% | | | | | $ | 3.41 | | |
Class I | | | | | 1,000.00 | | | | | | 1,090.30 | | | | | | 0.18 | | | | | | 0.93 | | | | | | 1,000.00 | | | | | | 1,023.90 | | | | | | 0.18 | | | | | | 0.90 | | |
Class S | | | | | 1,000.00 | | | | | | 1,090.20 | | | | | | 0.43 | | | | | | 2.23 | | | | | | 1,000.00 | | | | | | 1,022.66 | | | | | | 0.43 | | | | | | 2.16 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,088.70 | | | | | | 0.58 | | | | | | 3.00 | | | | | | 1,000.00 | | | | | | 1,021.92 | | | | | | 0.58 | | | | | | 2.91 | | |
Class T | | | | | 1,000.00 | | | | | | 1,086.70 | | | | | | 0.88 | | | | | | 4.55 | | | | | | 1,000.00 | | | | | | 1,020.43 | | | | | | 0.88 | | | | | | 4.41 | | |
Voya Solution Moderately Aggressive Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,143.10 | | | | | | 0.74% | | | | | $ | 3.93 | | | | | $ | 1,000.00 | | | | | $ | 1,021.12 | | | | | | 0.74% | | | | | $ | 3.71 | | |
Class I | | | | | 1,000.00 | | | | | | 1,146.40 | | | | | | 0.24 | | | | | | 1.28 | | | | | | 1,000.00 | | | | | | 1,023.60 | | | | | | 0.24 | | | | | | 1.20 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,145.60 | | | | | | 0.24 | | | | | | 1.28 | | | | | | 1,000.00 | | | | | | 1,023.60 | | | | | | 0.24 | | | | | | 1.20 | | |
Class S | | | | | 1,000.00 | | | | | | 1,144.50 | | | | | | 0.49 | | | | | | 2.61 | | | | | | 1,000.00 | | | | | | 1,022.36 | | | | | | 0.49 | | | | | | 2.46 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,143.50 | | | | | | 0.64 | | | | | | 3.40 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.64 | | | | | | 3.21 | | |
Voya Solution Moderately Conservative Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,097.50 | | | | | | 0.70% | | | | | $ | 3.64 | | | | | $ | 1,000.00 | | | | | $ | 1,021.32 | | | | | | 0.70% | | | | | $ | 3.51 | | |
Class I | | | | | 1,000.00 | | | | | | 1,099.60 | | | | | | 0.20 | | | | | | 1.04 | | | | | | 1,000.00 | | | | | | 1,023.80 | | | | | | 0.20 | | | | | | 1.00 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,099.70 | | | | | | 0.20 | | | | | | 1.04 | | | | | | 1,000.00 | | | | | | 1,023.80 | | | | | | 0.20 | | | | | | 1.00 | | |
Class S | | | | | 1,000.00 | | | | | | 1,098.70 | | | | | | 0.45 | | | | | | 2.34 | | | | | | 1,000.00 | | | | | | 1,022.56 | | | | | | 0.45 | | | | | | 2.26 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,097.70 | | | | | | 0.60 | | | | | | 3.12 | | | | | | 1,000.00 | | | | | | 1,021.82 | | | | | | 0.60 | | | | | | 3.01 | | |
Voya Solution 2020 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,103.80 | | | | | | 0.69% | | | | | $ | 3.60 | | | | | $ | 1,000.00 | | | | | $ | 1,021.37 | | | | | | 0.69% | | | | | $ | 3.46 | | |
Class I | | | | | 1,000.00 | | | | | | 1,106.30 | | | | | | 0.19 | | | | | | 0.99 | | | | | | 1,000.00 | | | | | | 1,023.85 | | | | | | 0.19 | | | | | | 0.95 | | |
Class S | | | | | 1,000.00 | | | | | | 1,104.40 | | | | | | 0.44 | | | | | | 2.30 | | | | | | 1,000.00 | | | | | | 1,022.61 | | | | | | 0.44 | | | | | | 2.21 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,103.90 | | | | | | 0.59 | | | | | | 3.08 | | | | | | 1,000.00 | | | | | | 1,021.87 | | | | | | 0.59 | | | | | | 2.96 | | |
Class T | | | | | 1,000.00 | | | | | | 1,103.00 | | | | | | 0.89 | | | | | | 4.64 | | | | | | 1,000.00 | | | | | | 1,020.38 | | | | | | 0.89 | | | | | | 4.46 | | |
Voya Solution 2025 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,116.40 | | | | | | 0.70% | | | | | $ | 3.67 | | | | | $ | 1,000.00 | | | | | $ | 1,021.32 | | | | | | 0.70% | | | | | $ | 3.51 | | |
Class I | | | | | 1,000.00 | | | | | | 1,118.70 | | | | | | 0.20 | | | | | | 1.05 | | | | | | 1,000.00 | | | | | | 1,023.80 | | | | | | 0.20 | | | | | | 1.00 | | |
Class S | | | | | 1,000.00 | | | | | | 1,117.40 | | | | | | 0.45 | | | | | | 2.36 | | | | | | 1,000.00 | | | | | | 1,022.56 | | | | | | 0.45 | | | | | | 2.26 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,117.90 | | | | | | 0.60 | | | | | | 3.15 | | | | | | 1,000.00 | | | | | | 1,021.82 | | | | | | 0.60 | | | | | | 3.01 | | |
Class T | | | | | 1,000.00 | | | | | | 1,115.00 | | | | | | 0.90 | | | | | | 4.72 | | | | | | 1,000.00 | | | | | | 1,020.33 | | | | | | 0.90 | | | | | | 4.51 | | |
Voya Solution 2030 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,130.50 | | | | | | 0.70% | | | | | $ | 3.70 | | | | | $ | 1,000.00 | | | | | $ | 1,021.32 | | | | | | 0.70% | | | | | $ | 3.51 | | |
Class I | | | | | 1,000.00 | | | | | | 1,132.60 | | | | | | 0.20 | | | | | | 1.06 | | | | | | 1,000.00 | | | | | | 1,023.80 | | | | | | 0.20 | | | | | | 1.00 | | |
Class S | | | | | 1,000.00 | | | | | | 1,131.30 | | | | | | 0.45 | | | | | | 2.38 | | | | | | 1,000.00 | | | | | | 1,022.56 | | | | | | 0.45 | | | | | | 2.26 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,130.90 | | | | | | 0.60 | | | | | | 3.17 | | | | | | 1,000.00 | | | | | | 1,021.82 | | | | | | 0.60 | | | | | | 3.01 | | |
Class T | | | | | 1,000.00 | | | | | | 1,128.80 | | | | | | 0.90 | | | | | | 4.75 | | | | | | 1,000.00 | | | | | | 1,020.33 | | | | | | 0.90 | | | | | | 4.51 | | |
Voya Solution 2035 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,137.70 | | | | | | 0.72% | | | | | $ | 3.82 | | | | | $ | 1,000.00 | | | | | $ | 1,021.22 | | | | | | 0.72% | | | | | $ | 3.61 | | |
Class I | | | | | 1,000.00 | | | | | | 1,141.40 | | | | | | 0.22 | | | | | | 1.17 | | | | | | 1,000.00 | | | | | | 1,023.70 | | | | | | 0.22 | | | | | | 1.10 | | |
Class S | | | | | 1,000.00 | | | | | | 1,140.30 | | | | | | 0.47 | | | | | | 2.49 | | | | | | 1,000.00 | | | | | | 1,022.46 | | | | | | 0.47 | | | | | | 2.36 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,139.00 | | | | | | 0.62 | | | | | | 3.29 | | | | | | 1,000.00 | | | | | | 1,021.72 | | | | | | 0.62 | | | | | | 3.11 | | |
Class T | | | | | 1,000.00 | | | | | | 1,138.20 | | | | | | 0.92 | | | | | | 4.88 | | | | | | 1,000.00 | | | | | | 1,020.23 | | | | | | 0.92 | | | | | | 4.61 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2019 | | | Ending Account Value June 30, 2019 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2019** | | | Beginning Account Value January 1, 2019 | | | Ending Account Value June 30, 2019 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2019** | | ||||||||||||||||||||||||
Voya Solution 2040 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,145.90 | | | | | | 0.71% | | | | | $ | 3.78 | | | | | $ | 1,000.00 | | | | | $ | 1,021.27 | | | | | | 0.71% | | | | | $ | 3.56 | | |
Class I | | | | | 1,000.00 | | | | | | 1,148.00 | | | | | | 0.21 | | | | | | 1.12 | | | | | | 1,000.00 | | | | | | 1,023.75 | | | | | | 0.21 | | | | | | 1.05 | | |
Class S | | | | | 1,000.00 | | | | | | 1,146.50 | | | | | | 0.46 | | | | | | 2.45 | | | | | | 1,000.00 | | | | | | 1,022.51 | | | | | | 0.46 | | | | | | 2.31 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,146.10 | | | | | | 0.61 | | | | | | 3.25 | | | | | | 1,000.00 | | | | | | 1,021.77 | | | | | | 0.61 | | | | | | 3.06 | | |
Class T | | | | | 1,000.00 | | | | | | 1,144.20 | | | | | | 0.91 | | | | | | 4.84 | | | | | | 1,000.00 | | | | | | 1,020.28 | | | | | | 0.91 | | | | | | 4.56 | | |
Voya Solution 2045 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,149.70 | | | | | | 0.72% | | | | | $ | 3.84 | | | | | $ | 1,000.00 | | | | | $ | 1,021.22 | | | | | | 0.72% | | | | | $ | 3.61 | | |
Class I | | | | | 1,000.00 | | | | | | 1,152.80 | | | | | | 0.22 | | | | | | 1.17 | | | | | | 1,000.00 | | | | | | 1,023.70 | | | | | | 0.22 | | | | | | 1.10 | | |
Class S | | | | | 1,000.00 | | | | | | 1,151.20 | | | | | | 0.47 | | | | | | 2.51 | | | | | | 1,000.00 | | | | | | 1,022.46 | | | | | | 0.47 | | | | | | 2.36 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,149.40 | | | | | | 0.62 | | | | | | 3.30 | | | | | | 1,000.00 | | | | | | 1,021.72 | | | | | | 0.62 | | | | | | 3.11 | | |
Class T | | | | | 1,000.00 | | | | | | 1,148.00 | | | | | | 0.92 | | | | | | 4.90 | | | | | | 1,000.00 | | | | | | 1,020.23 | | | | | | 0.92 | | | | | | 4.61 | | |
Voya Solution 2050 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,152.90 | | | | | | 0.73% | | | | | $ | 3.90 | | | | | $ | 1,000.00 | | | | | $ | 1,021.17 | | | | | | 0.73% | | | | | $ | 3.66 | | |
Class I | | | | | 1,000.00 | | | | | | 1,155.60 | | | | | | 0.23 | | | | | | 1.23 | | | | | | 1,000.00 | | | | | | 1,023.65 | | | | | | 0.23 | | | | | | 1.15 | | |
Class S | | | | | 1,000.00 | | | | | | 1,153.90 | | | | | | 0.48 | | | | | | 2.56 | | | | | | 1,000.00 | | | | | | 1,022.41 | | | | | | 0.48 | | | | | | 2.41 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,153.40 | | | | | | 0.63 | | | | | | 3.36 | | | | | | 1,000.00 | | | | | | 1,021.67 | | | | | | 0.63 | | | | | | 3.16 | | |
Class T | | | | | 1,000.00 | | | | | | 1,151.70 | | | | | | 0.93 | | | | | | 4.96 | | | | | | 1,000.00 | | | | | | 1,020.18 | | | | | | 0.93 | | | | | | 4.66 | | |
Voya Solution 2055 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,151.40 | | | | | | 0.70% | | | | | $ | 3.73 | | | | | $ | 1,000.00 | | | | | $ | 1,021.32 | | | | | | 0.70% | | | | | $ | 3.51 | | |
Class I | | | | | 1,000.00 | | | | | | 1,154.60 | | | | | | 0.20 | | | | | | 1.07 | | | | | | 1,000.00 | | | | | | 1,023.80 | | | | | | 0.20 | | | | | | 1.00 | | |
Class S | | | | | 1,000.00 | | | | | | 1,153.30 | | | | | | 0.45 | | | | | | 2.40 | | | | | | 1,000.00 | | | | | | 1,022.56 | | | | | | 0.45 | | | | | | 2.26 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,152.50 | | | | | | 0.60 | | | | | | 3.20 | | | | | | 1,000.00 | | | | | | 1,021.82 | | | | | | 0.60 | | | | | | 3.01 | | |
Class T | | | | | 1,000.00 | | | | | | 1,151.00 | | | | | | 0.90 | | | | | | 4.80 | | | | | | 1,000.00 | | | | | | 1,020.33 | | | | | | 0.90 | | | | | | 4.51 | | |
Voya Solution 2060 Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,151.20 | | | | | | 0.74% | | | | | $ | 3.95 | | | | | $ | 1,000.00 | | | | | $ | 1,021.12 | | | | | | 0.74% | | | | | $ | 3.71 | | |
Class I | | | | | 1,000.00 | | | | | | 1,154.70 | | | | | | 0.24 | | | | | | 1.28 | | | | | | 1,000.00 | | | | | | 1,023.60 | | | | | | 0.24 | | | | | | 1.20 | | |
Class S | | | | | 1,000.00 | | | | | | 1,152.80 | | | | | | 0.49 | | | | | | 2.62 | | | | | | 1,000.00 | | | | | | 1,022.36 | | | | | | 0.49 | | | | | | 2.46 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,152.00 | | | | | | 0.64 | | | | | | 3.41 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.64 | | | | | | 3.21 | | |
Class T | | | | | 1,000.00 | | | | | | 1,151.00 | | | | | | 0.94 | | | | | | 5.01 | | | | | | 1,000.00 | | | | | | 1,020.13 | | | | | | 0.94 | | | | | | 4.71 | | |
| | | 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* | | | | $ | 17,722,463 | | | | | $ | 48,423,195 | | | | | $ | 18,135,430 | | | | | $ | 315,865,221 | | |
Investments in unaffiliated underlying funds at fair value** | | | | | 2,755,172 | | | | | | 8,201,883 | | | | | | 1,359,154 | | | | | | 28,328,344 | | |
Cash | | | | | 30,838 | | | | | | 35,296 | | | | | | 14,656 | | | | | | 452,055 | | |
Cash collateral for futures | | | | | — | | | | | | — | | | | | | — | | | | | | 1,049,747 | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds sold | | | | | 54,329 | | | | | | 290,158 | | | | | | 142,384 | | | | | | 2,160,788 | | |
Investments in unaffiliated underlying funds sold | | | | | — | | | | | | 115,949 | | | | | | — | | | | | | 16,377 | | |
Fund shares sold | | | | | 34,711 | | | | | | 42,971 | | | | | | 21,523 | | | | | | 225,050 | | |
Dividends | | | | | 8,244 | | | | | | 29,010 | | | | | | 75 | | | | | | 40,477 | | |
Reimbursement due from manager | | | | | 2,335 | | | | | | 1,112 | | | | | | 3,094 | | | | | | 7,228 | | |
Other assets | | | | | 259 | | | | | | 1,654 | | | | | | 511 | | | | | | 28,446 | | |
Total assets | | | | | 20,608,351 | | | | | | 57,141,228 | | | | | | 19,676,827 | | | | | | 348,173,733 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investments in affiliated underlying funds purchased | | | | | 72,500 | | | | | | 416,907 | | | | | | 146,346 | | | | | | 2,513,242 | | |
Payable for investments in unaffiliated underlying funds purchased | | | | | 37,697 | | | | | | 31,724 | | | | | | 17,577 | | | | | | 5,596 | | |
Payable for fund shares redeemed | | | | | — | | | | | | — | | | | | | — | | | | | | 163,113 | | |
Payable for investment management fees | | | | | 3,740 | | | | | | 10,628 | | | | | | 3,431 | | | | | | 61,135 | | |
Payable for distribution and shareholder service fees | | | | | 2,882 | | | | | | 9,574 | | | | | | 4,432 | | | | | | 86,178 | | |
Payable for directors fees | | | | | 90 | | | | | | 272 | | | | | | 93 | | | | | | 1,738 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 259 | | | | | | 1,654 | | | | | | 511 | | | | | | 28,446 | | |
Other accrued expenses and liabilities | | | | | 10,889 | | | | | | 20,683 | | | | | | 12,189 | | | | | | 134,335 | | |
Total liabilities | | | | | 128,057 | | | | | | 491,442 | | | | | | 184,579 | | | | | | 2,993,783 | | |
NET ASSETS | | | | $ | 20,480,294 | | | | | $ | 56,649,786 | | | | | $ | 19,492,248 | | | | | $ | 345,179,950 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 18,892,845 | | | | | $ | 51,623,177 | | | | | $ | 18,675,347 | | | | | $ | 326,262,803 | | |
Total distributable earnings | | | | | 1,587,449 | | | | | | 5,026,609 | | | | | | 816,901 | | | | | | 18,917,147 | | |
NET ASSETS | | | | $ | 20,480,294 | | | | | $ | 56,649,786 | | | | | $ | 19,492,248 | | | | | $ | 345,179,950 | | |
* Cost of investments in affiliated underlying funds | | | | $ | 17,661,074 | | | | | $ | 47,645,530 | | | | | $ | 17,667,656 | | | | | $ | 307,474,091 | | |
** Cost of investments in unaffiliated underlying funds | | | | $ | 2,730,584 | | | | | $ | 8,112,549 | | | | | $ | 1,303,038 | | | | | $ | 26,916,603 | | |
| | | Voya Solution Aggressive Portfolio | | | Voya Solution Balanced Portfolio | | | Voya Solution Conservative Portfolio | | | Voya Solution Income Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 3,878,049 | | | | | $ | 11,367,873 | | | | | $ | 8,859,094 | | | | | $ | 149,519,728 | | |
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 | | | | | 291,866 | | | | | | 1,138,703 | | | | | | 792,416 | | | | | | 12,582,991 | | |
Net asset value and redemption price per share | | | | $ | 13.29 | | | | | $ | 9.98 | | | | | $ | 11.18 | | | | | $ | 11.88 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 455,973 | | | | | $ | 3,640,974 | | | | | $ | 579,261 | | | | | $ | 77,877,040 | | |
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 | | | | | 33,453 | | | | | | 350,166 | | | | | | 50,983 | | | | | | 6,381,351 | | |
Net asset value and redemption price per share | | | | $ | 13.63 | | | | | $ | 10.40 | | | | | $ | 11.36 | | | | | $ | 12.20 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 10,313,122 | | | | | $ | 18,515,326 | | | | | $ | 6,185,800 | | | | | | 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 | | | | | 756,654 | | | | | | 1,780,566 | | | | | | 544,478 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 13.63 | | | | | $ | 10.40 | | | | | $ | 11.36 | | | | | | n/a | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 4,422,067 | | | | | $ | 20,723,965 | | | | | $ | 3,426,247 | | | | | $ | 111,327,405 | | |
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 | | | | | 328,704 | | | | | | 2,045,758 | | | | | | 303,742 | | | | | | 9,212,005 | | |
Net asset value and redemption price per share | | | | $ | 13.45 | | | | | $ | 10.13 | | | | | $ | 11.28 | | | | | $ | 12.09 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,411,083 | | | | | $ | 2,401,648 | | | | | $ | 441,846 | | | | | $ | 6,217,418 | | |
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 | | | | | 106,498 | | | | | | 237,501 | | | | | | 39,532 | | | | | | 527,875 | | |
Net asset value and redemption price per share | | | | $ | 13.25 | | | | | $ | 10.11 | | | | | $ | 11.18 | | | | | $ | 11.78 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | $ | 238,359 | | |
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 | | | | | | 18,830 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | $ | 12.66 | | |
| | | 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* | | | | $ | 524,995,102 | | | | | $ | 36,513,926 | | | | | $ | 30,563,148 | | | | | $ | 765,489,274 | | |
Investments in unaffiliated underlying funds at fair value** | | | | | 81,874,871 | | | | | | 2,738,175 | | | | | | 2,195,814 | | | | | | 44,398,542 | | |
Cash | | | | | 825,520 | | | | | | 27,816 | | | | | | 19,200 | | | | | | 989,530 | | |
Cash collateral for futures | | | | | — | | | | | | — | | | | | | — | | | | | | 2,442,452 | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds sold | | | | | 2,309,861 | | | | | | 299,694 | | | | | | 1,305,427 | | | | | | 5,223,227 | | |
Investments in unaffiliated underlying funds sold | | | | | 927,177 | | | | | | 2,123 | | | | | | — | | | | | | — | | |
Fund shares sold | | | | | 26,649 | | | | | | 28,904 | | | | | | 143,762 | | | | | | 694,728 | | |
Dividends | | | | | 345,859 | | | | | | 3,815 | | | | | | 3,917 | | | | | | 112,484 | | |
Reimbursement due from manager | | | | | — | | | | | | 3,844 | | | | | | 1,847 | | | | | | — | | |
Other assets | | | | | 32,035 | | | | | | 1,202 | | | | | | 558 | | | | | | 42,865 | | |
Total assets | | | | | 611,337,074 | | | | | | 39,619,499 | | | | | | 34,233,673 | | | | | | 819,393,102 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investments in affiliated underlying funds purchased | | | | | 3,465,211 | | | | | | 317,729 | | | | | | 1,286,459 | | | | | | 5,531,021 | | |
Payable for investments in unaffiliated underlying funds purchased | | | | | 197,014 | | | | | | 12,938 | | | | | | 165,872 | | | | | | 484,466 | | |
Payable for fund shares redeemed | | | | | 121,001 | | | | | | — | | | | | | — | | | | | | 488,179 | | |
Payable for investment management fees | | | | | 149,510 | | | | | | 6,940 | | | | | | 5,748 | | | | | | 142,616 | | |
Payable for distribution and shareholder service fees | | | | | 123,387 | | | | | | 9,343 | | | | | | 8,134 | | | | | | 169,592 | | |
Payable for directors fees | | | | | 3,008 | | | | | | 168 | | | | | | 168 | | | | | | 4,024 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 32,035 | | | | | | 1,202 | | | | | | 558 | | | | | | 42,865 | | |
Payable for cash collateral for futures | | | | | 2,222 | | | | | | — | | | | | | — | | | | | | — | | |
Other accrued expenses and liabilities | | | | | 142,601 | | | | | | 22,459 | | | | | | 1,922 | | | | | | 160,740 | | |
Total liabilities | | | | | 4,235,989 | | | | | | 370,779 | | | | | | 1,468,861 | | | | | | 7,023,503 | | |
NET ASSETS | | | | $ | 607,101,085 | | | | | $ | 39,248,720 | | | | | $ | 32,764,812 | | | | | $ | 812,369,599 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 538,297,345 | | | | | $ | 37,281,813 | | | | | $ | 29,869,685 | | | | | $ | 732,262,778 | | |
Total distributable earnings | | | | | 68,803,740 | | | | | | 1,966,907 | | | | | | 2,895,127 | | | | | | 80,106,821 | | |
NET ASSETS | | | | $ | 607,101,085 | | | | | $ | 39,248,720 | | | | | $ | 32,764,812 | | | | | $ | 812,369,599 | | |
* Cost of investments in affiliated underlying funds | | | | $ | 515,468,895 | | | | | $ | 35,766,904 | | | | | $ | 29,600,027 | | | | | $ | 749,241,277 | | |
** Cost of investments in unaffiliated underlying funds | | | | $ | 81,145,681 | | | | | $ | 2,631,744 | | | | | $ | 2,094,985 | | | | | $ | 42,758,697 | | |
| | | Voya Solution Moderately Aggressive Portfolio | | | Voya Solution Moderately Conservative Portfolio | | | Voya Solution 2020 Portfolio | | | Voya Solution 2025 Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 23,787,201 | | | | | $ | 9,555,872 | | | | | $ | 14,121,318 | | | | | $ | 256,603,583 | | |
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 | | | | | 1,827,335 | | | | | | 953,675 | | | | | | 1,079,580 | | | | | | 21,924,451 | | |
Net asset value and redemption price per share | | | | $ | 13.02 | | | | | $ | 10.02 | | | | | $ | 13.08 | | | | | $ | 11.70 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 4,425,137 | | | | | $ | 34,020 | | | | | $ | 6,972,943 | | | | | $ | 244,826,058 | | |
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 | | | | | 332,455 | | | | | | 3,243 | | | | | | 519,550 | | | | | | 20,294,401 | | |
Net asset value and redemption price per share | | | | $ | 13.31 | | | | | $ | 10.49 | | | | | $ | 13.42 | | | | | $ | 12.06 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 17,221,347 | | | | | $ | 5,912,831 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | n/a | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | 1,294,775 | | | | | | 564,134 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 13.30 | | | | | $ | 10.48 | | | | | | n/a | | | | | | n/a | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 560,750,667 | | | | | $ | 18,664,447 | | | | | $ | 11,300,300 | | | | | $ | 299,592,433 | | |
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 | | | | | 42,646,827 | | | | | | 1,821,920 | | | | | | 847,451 | | | | | | 25,165,354 | | |
Net asset value and redemption price per share | | | | $ | 13.15 | | | | | $ | 10.24 | | | | | $ | 13.33 | | | | | $ | 11.90 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 916,733 | | | | | $ | 5,081,550 | | | | | $ | 356,357 | | | | | $ | 10,857,719 | | |
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 | | | | | 69,718 | | | | | | 502,690 | | | | | | 27,062 | | | | | | 938,680 | | |
Net asset value and redemption price per share | | | | $ | 13.15 | | | | | $ | 10.11 | | | | | $ | 13.17 | | | | | $ | 11.57 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 13,894 | | | | | $ | 489,806 | | |
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 | | | | | | 1,063 | | | | | | 40,074 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 13.07 | | | | | $ | 12.22 | | |
| | | 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* | | | | $ | 34,893,487 | | | | | $ | 763,021,791 | | | | | $ | 29,107,675 | | | | | $ | 574,453,914 | | |
Investments in unaffiliated underlying funds at fair value** | | | | | 2,922,055 | | | | | | 68,332,435 | | | | | | 2,267,557 | | | | | | 49,851,102 | | |
Cash | | | | | 22,503 | | | | | | 1,193,447 | | | | | | 42,337 | | | | | | 815,926 | | |
Cash collateral for futures | | | | | — | | | | | | 1,651,622 | | | | | | — | | | | | | 617,161 | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds sold | | | | | 248,734 | | | | | | 3,583,183 | | | | | | 142,159 | | | | | | 1,919,731 | | |
Investments in unaffiliated underlying funds sold | | | | | — | | | | | | 313,681 | | | | | | — | | | | | | 249,228 | | |
Fund shares sold | | | | | 34,133 | | | | | | 909,135 | | | | | | 81,626 | | | | | | 900,382 | | |
Dividends | | | | | 6,100 | | | | | | 76,275 | | | | | | 8,421 | | | | | | 179,927 | | |
Reimbursement due from manager | | | | | 1,562 | | | | | | — | | | | | | 2,002 | | | | | | — | | |
Other assets | | | | | 471 | | | | | | 38,722 | | | | | | 382 | | | | | | 26,405 | | |
Total assets | | | | | 38,129,045 | | | | | | 839,120,291 | | | | | | 31,652,159 | | | | | | 629,013,776 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investments in affiliated underlying funds purchased | | | | | 182,519 | | | | | | 4,696,472 | | | | | | 186,162 | | | | | | 2,999,234 | | |
Payable for investments in unaffiliated underlying funds purchased | | | | | 88,634 | | | | | | 857,448 | | | | | | 63,866 | | | | | | 329,479 | | |
Payable for fund shares redeemed | | | | | 11,861 | | | | | | 31,341 | | | | | | — | | | | | | 245,662 | | |
Payable for investment management fees | | | | | 6,552 | | | | | | 158,879 | | | | | | 5,418 | | | | | | 117,616 | | |
Payable for distribution and shareholder service fees | | | | | 8,700 | | | | | | 159,827 | | | | | | 6,893 | | | | | | 108,353 | | |
Payable for directors fees | | | | | 174 | | | | | | 4,095 | | | | | | 143 | | | | | | 3,045 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 471 | | | | | | 38,722 | | | | | | 382 | | | | | | 26,405 | | |
Other accrued expenses and liabilities | | | | | 1,742 | | | | | | 152,475 | | | | | | 11,760 | | | | | | 122,622 | | |
Total liabilities | | | | | 300,653 | | | | | | 6,099,259 | | | | | | 274,624 | | | | | | 3,952,416 | | |
NET ASSETS | | | | $ | 37,828,392 | | | | | $ | 833,021,032 | | | | | $ | 31,377,535 | | | | | $ | 625,061,360 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 34,489,336 | | | | | $ | 730,054,888 | | | | | $ | 28,562,025 | | | | | $ | 546,279,632 | | |
Total distributable earnings | | | | | 3,339,056 | | | | | | 102,966,144 | | | | | | 2,815,510 | | | | | | 78,781,728 | | |
NET ASSETS | | | | $ | 37,828,392 | | | | | $ | 833,021,032 | | | | | $ | 31,377,535 | | | | | $ | 625,061,360 | | |
* Cost of investments in affiliated underlying funds | | | | $ | 34,448,182 | | | | | $ | 745,942,169 | | | | | $ | 28,932,542 | | | | | $ | 560,534,343 | | |
** Cost of investments in unaffiliated underlying funds | | | | $ | 2,861,547 | | | | | $ | 66,976,027 | | | | | $ | 2,232,946 | | | | | $ | 49,189,177 | | |
| | | Voya Solution 2030 Portfolio | | | Voya Solution 2035 Portfolio | | | Voya Solution 2040 Portfolio | | | Voya Solution 2045 Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 16,073,983 | | | | | $ | 221,851,835 | | | | | $ | 11,956,286 | | | | | $ | 146,613,864 | | |
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 | | | | | 1,031,163 | | | | | | 18,390,087 | | | | | | 731,860 | | | | | | 12,235,767 | | |
Net asset value and redemption price per share | | | | $ | 15.59 | | | | | $ | 12.06 | | | | | $ | 16.34 | | | | | $ | 11.98 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 10,304,196 | | | | | $ | 277,258,292 | | | | | $ | 9,244,832 | | | | | $ | 239,938,459 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 641,497 | | | | | | 22,303,465 | | | | | | 549,215 | | | | | | 19,396,642 | | |
Net asset value and redemption price per share | | | | $ | 16.06 | | | | | $ | 12.43 | | | | | $ | 16.83 | | | | | $ | 12.37 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 10,970,524 | | | | | $ | 318,402,561 | | | | | $ | 9,277,245 | | | | | $ | 230,938,420 | | |
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 | | | | | 688,241 | | | | | | 25,948,273 | | | | | | 556,527 | | | | | | 18,966,277 | | |
Net asset value and redemption price per share | | | | $ | 15.94 | | | | | $ | 12.27 | | | | | $ | 16.67 | | | | | $ | 12.18 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 452,589 | | | | | $ | 15,107,559 | | | | | $ | 876,003 | | | | | $ | 7,322,980 | | |
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 | | | | | 28,784 | | | | | | 1,280,653 | | | | | | 53,410 | | | | | | 617,751 | | |
Net asset value and redemption price per share | | | | $ | 15.72 | | | | | $ | 11.80 | | | | | $ | 16.40 | | | | | $ | 11.85 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 27,100 | | | | | $ | 400,785 | | | | | $ | 23,169 | | | | | $ | 247,637 | | |
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 | | | | | 1,737 | | | | | | 31,821 | | | | | | 1,424 | | | | | | 20,079 | | |
Net asset value and redemption price per share | | | | $ | 15.60 | | | | | $ | 12.60 | | | | | $ | 16.27 | | | | | $ | 12.33 | | |
| | | Voya Solution 2050 Portfolio | | | Voya Solution 2055 Portfolio | | | Voya Solution 2060 Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds at fair value* | | | | $ | 23,310,876 | | | | | $ | 186,203,266 | | | | | $ | 12,718,684 | | |
Investments in unaffiliated underlying funds at fair value** | | | | | 2,160,824 | | | | | | 19,455,120 | | | | | | 1,407,400 | | |
Cash | | | | | 18,866 | | | | | | 265,827 | | | | | | 9,837 | | |
Cash collateral for futures | | | | | — | | | | | | 199,323 | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds sold | | | | | 88,364 | | | | | | 578,235 | | | | | | 62,121 | | |
Investments in unaffiliated underlying funds sold | | | | | 4,861 | | | | | | 5,509 | | | | | | — | | |
Fund shares sold | | | | | 28,854 | | | | | | 771,189 | | | | | | 38,654 | | |
Dividends | | | | | 8,153 | | | | | | 71,618 | | | | | | 5,190 | | |
Reimbursement due from manager | | | | | 3,441 | | | | | | 9,699 | | | | | | 11,469 | | |
Other assets | | | | | 280 | | | | | | 4,403 | | | | | | 137 | | |
Total assets | | | | | 25,624,519 | | | | | | 207,564,189 | | | | | | 14,253,492 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Payable for investments in affiliated underlying funds purchased | | | | | 99,488 | | | | | | 1,285,309 | | | | | | 60,740 | | |
Payable for investments in unaffiliated underlying funds purchased | | | | | 22,708 | | | | | | 153,940 | | | | | | 40,130 | | |
Payable for fund shares redeemed | | | | | — | | | | | | 80,448 | | | | | | — | | |
Payable for investment management fees | | | | | 4,492 | | | | | | 36,107 | | | | | | 2,499 | | |
Payable for distribution and shareholder service fees | | | | | 5,721 | | | | | | 31,116 | | | | | | 3,327 | | |
Payable for directors fees | | | | | 118 | | | | | | 965 | | | | | | 63 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 280 | | | | | | 4,403 | | | | | | 137 | | |
Other accrued expenses and liabilities | | | | | 11,483 | | | | | | 24,812 | | | | | | 10,423 | | |
Total liabilities | | | | | 144,290 | | | | | | 1,617,100 | | | | | | 117,319 | | |
NET ASSETS | | | | $ | 25,480,229 | | | | | $ | 205,947,089 | | | | | $ | 14,136,173 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 23,511,136 | | | | | $ | 184,116,928 | | | | | $ | 13,168,833 | | |
Total distributable earnings | | | | | 1,969,093 | | | | | | 21,830,161 | | | | | | 967,340 | | |
NET ASSETS | | | | $ | 25,480,229 | | | | | $ | 205,947,089 | | | | | $ | 14,136,173 | | |
* Cost of investments in affiliated underlying funds | | | | $ | 23,232,493 | | | | | $ | 183,056,345 | | | | | $ | 12,632,702 | | |
** Cost of investments in unaffiliated underlying funds | | | | $ | 2,130,403 | | | | | $ | 19,219,213 | | | | | $ | 1,386,080 | | |
| | | Voya Solution 2050 Portfolio | | | Voya Solution 2055 Portfolio | | | Voya Solution 2060 Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 10,830,602 | | | | | $ | 46,223,096 | | | | | $ | 6,061,413 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 644,478 | | | | | | 3,250,012 | | | | | | 503,708 | | |
Net asset value and redemption price per share | | | | $ | 16.81 | | | | | $ | 14.22 | | | | | $ | 12.03 | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 8,063,836 | | | | | $ | 99,885,678 | | | | | $ | 3,618,847 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 464,043 | | | | | | 6,860,607 | | | | | | 295,728 | | |
Net asset value and redemption price per share | | | | $ | 17.38 | | | | | $ | 14.56 | | | | | $ | 12.24 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 6,230,678 | | | | | $ | 56,891,418 | | | | | $ | 4,221,756 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 362,846 | | | | | | 3,958,537 | | | | | | 349,672 | | |
Net asset value and redemption price per share | | | | $ | 17.17 | | | | | $ | 14.37 | | | | | $ | 12.07 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 330,176 | | | | | $ | 2,930,185 | | | | | $ | 230,269 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 19,514 | | | | | | 205,212 | | | | | | 19,104 | | |
Net asset value and redemption price per share | | | | $ | 16.92 | | | | | $ | 14.28 | | | | | $ | 12.05 | | |
Class T | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 24,937 | | | | | $ | 16,712 | | | | | $ | 3,888 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,480 | | | | | | 1,154 | | | | | | 325 | | |
Net asset value and redemption price per share | | | | $ | 16.85 | | | | | $ | 14.48 | | | | | $ | 11.97 | | |
| | | Voya Solution Aggressive Portfolio | | | Voya Solution Balanced Portfolio | | | Voya Solution Conservative Portfolio | | | Voya Solution Income Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Interest | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 7,206 | | |
Dividends from affiliated underlying funds | | | | | 27,492 | | | | | | 252,265 | | | | | | 167,158 | | | | | | 2,552,150 | | |
Dividends from unaffiliated underlying funds | | | | | 22,244 | | | | | | 86,476 | | | | | | 15,459 | | | | | | 233,840 | | |
Total investment income | | | | | 49,736 | | | | | | 338,741 | | | | | | 182,617 | | | | | | 2,793,196 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 19,779 | | | | | | 61,386 | | | | | | 20,546 | | | | | | 381,718 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 8,906 | | | | | | 29,462 | | | | | | 20,726 | | | | | | 369,080 | | |
Class S | | | | | 4,617 | | | | | | 25,435 | | | | | | 4,448 | | | | | | 143,552 | | |
Class S2 | | | | | 2,174 | | | | | | 2,912 | | | | | | 892 | | | | | | 12,220 | | |
Class T | | | | | — | | | | | | — | | | | | | — | | | | | | 797 | | |
Transfer agent fees | | | | | 253 | | | | | | 100 | | | | | | 197 | | | | | | 1,906 | | |
Shareholder reporting expense | | | | | 1,981 | | | | | | 3,620 | | | | | | 1,981 | | | | | | 11,016 | | |
Registration fees | | | | | 168 | | | | | | — | | | | | | 84 | | | | | | — | | |
Professional fees | | | | | 4,931 | | | | | | 7,059 | | | | | | 4,887 | | | | | | 25,340 | | |
Custody and accounting expense | | | | | 7,602 | | | | | | 4,525 | | | | | | 7,783 | | | | | | 18,100 | | |
Directors fees | | | | | 361 | | | | | | 1,088 | | | | | | 372 | | | | | | 6,954 | | |
Miscellaneous expense | | | | | 4,779 | | | | | | 6,736 | | | | | | 4,787 | | | | | | 9,268 | | |
Interest expense | | | | | — | | | | | | — | | | | | | 89 | | | | | | 1,150 | | |
Total expenses | | | | | 55,551 | | | | | | 142,323 | | | | | | 66,792 | | | | | | 981,101 | | |
Waived and reimbursed fees | | | | | (18,086) | | | | | | (19,153) | | | | | | (23,843) | | | | | | (140,973) | | |
Net expenses | | | | | 37,465 | | | | | | 123,170 | | | | | | 42,949 | | | | | | 840,128 | | |
Net investment income | | | | | 12,271 | | | | | | 215,571 | | | | | | 139,668 | | | | | | 1,953,068 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Sale of affiliated underlying funds | | | | | (128,536) | | | | | | (121,690) | | | | | | (37,657) | | | | | | (303,652) | | |
Sale of unaffiliated underlying funds | | | | | 43,980 | | | | | | 204,468 | | | | | | (7,409) | | | | | | (544,706) | | |
Capital gain distributions from affiliated underlying funds | | | | | 147,188 | | | | | | 188,116 | | | | | | — | | | | | | — | | |
Futures | | | | | — | | | | | | — | | | | | | — | | | | | | (606,489) | | |
Net realized gain (loss) | | | | | 62,632 | | | | | | 270,894 | | | | | | (45,066) | | | | | | (1,454,847) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Affiliated underlying funds | | | | | 2,324,410 | | | | | | 5,443,726 | | | | | | 1,166,080 | | | | | | 26,726,588 | | |
Unaffiliated underlying funds | | | | | 76,663 | | | | | | 292,952 | | | | | | 97,092 | | | | | | 2,822,458 | | |
Futures | | | | | — | | | | | | — | | | | | | — | | | | | | (334,095) | | |
Net change in unrealized appreciation (depreciation) | | | | | 2,401,073 | | | | | | 5,736,678 | | | | | | 1,263,172 | | | | | | 29,214,951 | | |
Net realized and unrealized gain | | | | | 2,463,705 | | | | | | 6,007,572 | | | | | | 1,218,106 | | | | | | 27,760,104 | | |
Increase in net assets resulting from operations | | | | $ | 2,475,976 | | | | | $ | 6,223,143 | | | | | $ | 1,357,774 | | | | | $ | 29,713,172 | | |
| | | Voya Solution Moderately Aggressive Portfolio | | | Voya Solution Moderately Conservative Portfolio | | | Voya Solution 2020 Portfolio | | | Voya Solution 2025 Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Interest | | | | $ | 17,004 | | | | | $ | — | | | | | $ | — | | | | | $ | 16,335 | | |
Dividends from affiliated underlying funds | | | | | 1,901,072 | | | | | | 241,171 | | | | | | 204,413 | | | | | | 4,118,336 | | |
Dividends from unaffiliated underlying funds | | | | | 821,341 | | | | | | 33,952 | | | | | | 26,531 | | | | | | 569,637 | | |
Total investment income | | | | | 2,739,417 | | | | | | 275,123 | | | | | | 230,944 | | | | | | 4,704,308 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 665,867 | | | | | | 37,190 | | | | | | 36,817 | | | | | | 858,971 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 57,280 | | | | | | 22,705 | | | | | | 34,170 | | | | | | 632,811 | | |
Class S | | | | | 691,554 | | | | | | 20,425 | | | | | | 14,917 | | | | | | 374,874 | | |
Class S2 | | | | | 1,688 | | | | | | 5,140 | | | | | | 827 | | | | | | 23,645 | | |
Class T | | | | | — | | | | | | — | | | | | | 46 | | | | | | 1,884 | | |
Transfer agent fees | | | | | 2,909 | | | | | | 68 | | | | | | 29 | | | | | | 487 | | |
Shareholder reporting expense | | | | | 12,670 | | | | | | 3,439 | | | | | | 2,263 | | | | | | 19,910 | | |
Registration fees | | | | | 41 | | | | | | 9 | | | | | | 238 | | | | | | — | | |
Professional fees | | | | | 42,458 | | | | | | 5,973 | | | | | | 6,154 | | | | | | 53,214 | | |
Custody and accounting expense | | | | | 31,132 | | | | | | 3,620 | | | | | | 1,493 | | | | | | 38,372 | | |
Directors fees | | | | | 12,030 | | | | | | 673 | | | | | | 672 | | | | | | 16,097 | | |
Miscellaneous expense | | | | | 17,148 | | | | | | 6,112 | | | | | | 5,234 | | | | | | 18,666 | | |
Interest expense | | | | | — | | | | | | 113 | | | | | | 159 | | | | | | 209 | | |
Total expenses | | | | | 1,534,777 | | | | | | 105,467 | | | | | | 103,019 | | | | | | 2,039,140 | | |
Waived and reimbursed fees | | | | | (60,092) | | | | | | (23,570) | | | | | | (20,996) | | | | | | (197,859) | | |
Net expenses | | | | | 1,474,685 | | | | | | 81,897 | | | | | | 82,023 | | | | | | 1,841,281 | | |
Net investment income | | | | | 1,264,732 | | | | | | 193,226 | | | | | | 148,921 | | | | | | 2,863,027 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Sale of affiliated underlying funds | | | | | 697,345 | | | | | | (1,273) | | | | | | (250,258) | | | | | | 8,948,131 | | |
Sale of unaffiliated underlying funds | | | | | 2,905,623 | | | | | | 8,204 | | | | | | 24,608 | | | | | | (51,267) | | |
Capital gain distributions from affiliated underlying funds | | | | | 3,464,219 | | | | | | 104,204 | | | | | | — | | | | | | 2,155,825 | | |
Futures | | | | | (861,023) | | | | | | — | | | | | | — | | | | | | (1,345,747) | | |
Net realized gain (loss) | | | | | 6,206,164 | | | | | | 111,135 | | | | | | (225,650) | | | | | | 9,706,942 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Affiliated underlying funds | | | | | 69,593,603 | | | | | | 2,527,864 | | | | | | 3,236,573 | | | | | | 71,599,814 | | |
Unaffiliated underlying funds | | | | | 2,923,370 | | | | | | 185,539 | | | | | | 170,335 | | | | | | 5,516,503 | | |
Futures | | | | | 43,098 | | | | | | — | | | | | | — | | | | | | (752,669) | | |
Net change in unrealized appreciation (depreciation) | | | | | 72,560,071 | | | | | | 2,713,403 | | | | | | 3,406,908 | | | | | | 76,363,648 | | |
Net realized and unrealized gain | | | | | 78,766,235 | | | | | | 2,824,538 | | | | | | 3,181,258 | | | | | | 86,070,590 | | |
Increase in net assets resulting from operations | | | | $ | 80,030,967 | | | | | $ | 3,017,764 | | | | | $ | 3,330,179 | | | | | $ | 88,933,617 | | |
| | | Voya Solution 2030 Portfolio | | | Voya Solution 2035 Portfolio | | | Voya Solution 2040 Portfolio | | | Voya Solution 2045 Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Interest | | | | $ | — | | | | | $ | 18,779 | | | | | $ | — | | | | | $ | 20,364 | | |
Dividends from affiliated underlying funds | | | | | 114,322 | | | | | | 2,576,900 | | | | | | 65,330 | | | | | | 1,025,939 | | |
Dividends from unaffiliated underlying funds | | | | | 36,644 | | | | | | 712,989 | | | | | | 32,031 | | | | | | 561,312 | | |
Total investment income | | | | | 150,966 | | | | | | 3,308,668 | | | | | | 97,361 | | | | | | 1,607,615 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 37,794 | | | | | | 880,212 | | | | | | 30,738 | | | | | | 652,203 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 37,039 | | | | | | 549,713 | | | | | | 26,571 | | | | | | 356,455 | | |
Class S | | | | | 13,453 | | | | | | 391,905 | | | | | | 10,405 | | | | | | 281,369 | | |
Class S2 | | | | | 841 | | | | | | 29,794 | | | | | | 1,855 | | | | | | 15,163 | | |
Class T | | | | | 84 | | | | | | 1,335 | | | | | | 72 | | | | | | 834 | | |
Transfer agent fees | | | | | 34 | | | | | | 772 | | | | | | 223 | | | | | | 1,219 | | |
Shareholder reporting expense | | | | | 2,081 | | | | | | 20,815 | | | | | | 1,991 | | | | | | 17,014 | | |
Registration fees | | | | | 274 | | | | | | — | | | | | | 367 | | | | | | — | | |
Professional fees | | | | | 5,973 | | | | | | 53,757 | | | | | | 5,611 | | | | | | 40,906 | | |
Custody and accounting expense | | | | | 1,312 | | | | | | 38,915 | | | | | | 5,611 | | | | | | 30,408 | | |
Directors fees | | | | | 695 | | | | | | 16,378 | | | | | | 569 | | | | | | 12,179 | | |
Miscellaneous expense | | | | | 4,950 | | | | | | 20,434 | | | | | | 4,360 | | | | | | 16,661 | | |
Interest expense | | | | | — | | | | | | 154 | | | | | | — | | | | | | — | | |
Total expenses | | | | | 104,530 | | | | | | 2,004,184 | | | | | | 88,373 | | | | | | 1,424,411 | | |
Waived and reimbursed fees | | | | | (18,241) | | | | | | (127,950) | | | | | | (19,442) | | | | | | (98,921) | | |
Net expenses | | | | | 86,289 | | | | | | 1,876,234 | | | | | | 68,931 | | | | | | 1,325,490 | | |
Net investment income | | | | | 64,677 | | | | | | 1,432,434 | | | | | | 28,430 | | | | | | 282,125 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Sale of affiliated underlying funds | | | | | (222,704) | | | | | | 13,355,088 | | | | | | (128,915) | | | | | | 3,721,647 | | |
Sale of unaffiliated underlying funds | | | | | 102,364 | | | | | | 1,023,082 | | | | | | 87,861 | | | | | | 1,946,610 | | |
Capital gain distributions from affiliated underlying funds | | | | | 97,694 | | | | | | 3,602,880 | | | | | | 168,956 | | | | | | 1,029,781 | | |
Futures | | | | | — | | | | | | (1,238,828) | | | | | | — | | | | | | (841,656) | | |
Net realized gain (loss) | | | | | (22,646) | | | | | | 16,742,222 | | | | | | 127,902 | | | | | | 5,856,382 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Affiliated underlying funds | | | | | 3,930,819 | | | | | | 82,246,197 | | | | | | 3,452,220 | | | | | | 74,985,827 | | |
Unaffiliated underlying funds | | | | | 181,830 | | | | | | 5,584,484 | | | | | | 122,546 | | | | | | 2,909,118 | | |
Futures | | | | | — | | | | | | (380,770) | | | | | | — | | | | | | (10,507) | | |
Net change in unrealized appreciation (depreciation) | | | | | 4,112,649 | | | | | | 87,449,911 | | | | | | 3,574,766 | | | | | | 77,884,438 | | |
Net realized and unrealized gain | | | | | 4,090,003 | | | | | | 104,192,133 | | | | | | 3,702,668 | | | | | | 83,740,820 | | |
Increase in net assets resulting from operations | | | | $ | 4,154,680 | | | | | $ | 105,624,567 | | | | | $ | 3,731,098 | | | | | $ | 84,022,945 | | |
| | | Voya Solution 2050 Portfolio | | | Voya Solution 2055 Portfolio | | | Voya Solution 2060 Portfolio | | |||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | |
Interest | | | | $ | — | | | | | $ | 5,137 | | | | | $ | — | | |
Dividends from affiliated underlying funds | | | | | 42,897 | | | | | | 338,474 | | | | | | 21,168 | | |
Dividends from unaffiliated underlying funds | | | | | 24,759 | | | | | | 176,768 | | | | | | 14,846 | | |
Total investment income | | | | | 67,656 | | | | | | 520,379 | | | | | | 36,014 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 25,439 | | | | | | 206,312 | | | | | | 13,777 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 23,975 | | | | | | 109,760 | | | | | | 13,469 | | |
Class S | | | | | 7,654 | | | | | | 67,988 | | | | | | 4,861 | | |
Class S2 | | | | | 833 | | | | | | 5,634 | | | | | | 438 | | |
Class T | | | | | 73 | | | | | | 55 | | | | | | 13 | | |
Transfer agent fees | | | | | 257 | | | | | | 760 | | | | | | 21 | | |
Shareholder reporting expense | | | | | 3,778 | | | | | | 7,602 | | | | | | 3,681 | | |
Registration fees | | | | | 389 | | | | | | — | | | | | | 226 | | |
Professional fees | | | | | 4,211 | | | | | | 16,833 | | | | | | 3,515 | | |
Custody and accounting expense | | | | | 5,249 | | | | | | 5,973 | | | | | | 5,732 | | |
Directors fees | | | | | 471 | | | | | | 3,862 | | | | | | 253 | | |
Miscellaneous expense | | | | | 4,326 | | | | | | 7,127 | | | | | | 4,164 | | |
Total expenses | | | | | 76,655 | | | | | | 431,906 | | | | | | 50,150 | | |
Waived and reimbursed fees | | | | | (16,940) | | | | | | (55,120) | | | | | | (16,213) | | |
Net expenses | | | | | 59,715 | | | | | | 376,786 | | | | | | 33,937 | | |
Net investment income | | | | | 7,941 | | | | | | 143,593 | | | | | | 2,077 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | |
Sale of affiliated underlying funds | | | | | (301,134) | | | | | | 508,562 | | | | | | (155,217) | | |
Sale of unaffiliated underlying funds | | | | | 66,612 | | | | | | 570,185 | | | | | | 36,072 | | |
Capital gain distributions from affiliated underlying funds | | | | | 83,273 | | | | | | 674,490 | | | | | | 45,000 | | |
Futures | | | | | — | | | | | | (248,128) | | | | | | — | | |
Net realized gain (loss) | | | | | (151,249) | | | | | | 1,505,109 | | | | | | (74,145) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Affiliated underlying funds | | | | | 3,228,053 | | | | | | 23,976,664 | | | | | | 1,720,957 | | |
Unaffiliated underlying funds | | | | | 121,175 | | | | | | 921,844 | | | | | | 68,496 | | |
Futures | | | | | — | | | | | | (10,227) | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 3,349,228 | | | | | | 24,888,281 | | | | | | 1,789,453 | | |
Net realized and unrealized gain | | | | | 3,197,979 | | | | | | 26,393,390 | | | | | | 1,715,308 | | |
Increase in net assets resulting from operations | | | | $ | 3,205,920 | | | | | $ | 26,536,983 | | | | | $ | 1,717,385 | | |
| | | Voya Solution Aggressive Portfolio | | | Voya Solution Balanced Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 12,271 | | | | | $ | 169,752 | | | | | $ | 215,571 | | | | | $ | 959,931 | | |
Net realized gain | | | | | 62,632 | | | | | | 1,576,230 | | | | | | 270,894 | | | | | | 3,872,596 | | |
Net change in unrealized appreciation (depreciation) | | | | | 2,401,073 | | | | | | (3,494,835) | | | | | | 5,736,678 | | | | | | (8,448,748) | | |
Increase (decrease) in net assets resulting from operations | | | | | 2,475,976 | | | | | | (1,748,853) | | | | | | 6,223,143 | | | | | | (3,616,221) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (167,121) | | | | | | — | | | | | | (812,200) | | |
Class I | | | | | — | | | | | | (24,011) | | | | | | — | | | | | | (226,396) | | |
Class R6 | | | | | — | | | | | | (342,563) | | | | | | — | | | | | | (779,855) | | |
Class S | | | | | — | | | | | | (223,244) | | | | | | — | | | | | | (1,182,749) | | |
Class S2 | | | | | — | | | | | | (41,710) | | | | | | — | | | | | | (46,374) | | |
Total distributions | | | | | — | | | | | | (798,649) | | | | | | — | | | | | | (3,047,574) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 5,377,895 | | | | | | 6,723,890 | | | | | | 9,899,262 | | | | | | 9,220,060 | | |
Reinvestment of distributions | | | | | — | | | | | | 798,649 | | | | | | — | | | | | | 3,047,574 | | |
| | | | | 5,377,895 | | | | | | 7,522,539 | | | | | | 9,899,262 | | | | | | 12,267,634 | | |
Cost of shares redeemed | | | | | (1,956,545) | | | | | | (4,299,523) | | | | | | (9,332,774) | | | | | | (18,501,563) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 3,421,350 | | | | | | 3,223,016 | | | | | | 566,488 | | | | | | (6,233,929) | | |
Net increase (decrease) in net assets | | | | | 5,897,326 | | | | | | 675,514 | | | | | | 6,789,631 | | | | | | (12,897,724) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 14,582,968 | | | | | | 13,907,454 | | | | | | 49,860,155 | | | | | | 62,757,879 | | |
End of year or period | | | | $ | 20,480,294 | | | | | $ | 14,582,968 | | | | | $ | 56,649,786 | | | | | $ | 49,860,155 | | |
| | | Voya Solution Conservative Portfolio | | | Voya Solution Income Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 139,668 | | | | | $ | 345,692 | | | | | $ | 1,953,068 | | | | | $ | 7,782,605 | | |
Net realized gain (loss) | | | | | (45,066) | | | | | | 265,842 | | | | | | (1,454,847) | | | | | | 11,594,330 | | |
Net change in unrealized appreciation (depreciation) | | | | | 1,263,172 | | | | | | (982,628) | | | | | | 29,214,951 | | | | | | (31,014,421) | | |
Increase (decrease) in net assets resulting from operations | | | | | 1,357,774 | | | | | | (371,094) | | | | | | 29,713,172 | | | | | | (11,637,486) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (296,058) | | | | | | — | | | | | | (7,801,121) | | |
Class I | | | | | — | | | | | | (5,173) | | | | | | — | | | | | | (4,124,148) | | |
Class R6 | | | | | — | | | | | | (156,288) | | | | | | — | | | | | | — | | |
Class S | | | | | — | | | | | | (133,797) | | | | | | — | | | | | | (6,606,738) | | |
Class S2 | | | | | — | | | | | | (15,913) | | | | | | — | | | | | | (296,031) | | |
Class T | | | | | — | | | | | | — | | | | | | — | | | | | | (9,336) | | |
Total distributions | | | | | — | | | | | | (607,229) | | | | | | — | | | | | | (18,837,374) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 2,952,644 | | | | | | 5,508,633 | | | | | | 9,519,530 | | | | | | 29,428,011 | | |
Reinvestment of distributions | | | | | — | | | | | | 607,229 | | | | | | — | | | | | | 18,837,374 | | |
| | | | | 2,952,644 | | | | | | 6,115,862 | | | | | | 9,519,530 | | | | | | 48,265,385 | | |
Cost of shares redeemed | | | | | (2,006,841) | | | | | | (4,618,096) | | | | | | (43,145,163) | | | | | | (102,355,652) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 945,803 | | | | | | 1,497,766 | | | | | | (33,625,633) | | | | | | (54,090,267) | | |
Net increase (decrease) in net assets | | | | | 2,303,577 | | | | | | 519,443 | | | | | | (3,912,461) | | | | | | (84,565,127) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 17,188,671 | | | | | | 16,669,228 | | | | | | 349,092,411 | | | | | | 433,657,538 | | |
End of year or period | | | | $ | 19,492,248 | | | | | $ | 17,188,671 | | | | | $ | 345,179,950 | | | | | $ | 349,092,411 | | |
| | | Voya Solution Moderately Aggressive Portfolio | | | Voya Solution Moderately Conservative Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 1,264,732 | | | | | $ | 8,867,115 | | | | | $ | 193,226 | | | | | $ | 607,465 | | |
Net realized gain | | | | | 6,206,164 | | | | | | 53,190,227 | | | | | | 111,135 | | | | | | 1,243,265 | | |
Net change in unrealized appreciation (depreciation) | | | | | 72,560,071 | | | | | | (119,243,857) | | | | | | 2,713,403 | | | | | | (3,127,981) | | |
Increase (decrease) in net assets resulting from operations | | | | | 80,030,967 | | | | | | (57,186,515) | | | | | | 3,017,764 | | | | | | (1,277,251) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (1,511,112) | | | | | | — | | | | | | (470,405) | | |
Class I | | | | | — | | | | | | (276,815) | | | | | | — | | | | | | (1,336) | | |
Class R6 | | | | | — | | | | | | (747,524) | | | | | | — | | | | | | (154,704) | | |
Class S | | | | | — | | | | | | (39,199,340) | | | | | | — | | | | | | (677,443) | | |
Class S2 | | | | | — | | | | | | (49,430) | | | | | | — | | | | | | (42,435) | | |
Total distributions | | | | | — | | | | | | (41,784,221) | | | | | | — | | | | | | (1,346,323) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 6,894,403 | | | | | | 15,378,740 | | | | | | 11,128,536 | | | | | | 5,628,956 | | |
Reinvestment of distributions | | | | | — | | | | | | 41,784,221 | | | | | | — | | | | | | 1,346,323 | | |
| | | | | 6,894,403 | | | | | | 57,162,961 | | | | | | 11,128,536 | | | | | | 6,975,279 | | |
Cost of shares redeemed | | | | | (43,545,958) | | | | | | (108,232,093) | | | | | | (3,266,003) | | | | | | (7,462,988) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (36,651,555) | | | | | | (51,069,132) | | | | | | 7,862,533 | | | | | | (487,709) | | |
Net increase (decrease) in net assets | | | | | 43,379,412 | | | | | | (150,039,868) | | | | | | 10,880,297 | | | | | | (3,111,283) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 563,721,673 | | | | | | 713,761,541 | | | | | | 28,368,423 | | | | | | 31,479,706 | | |
End of year or period | | | | $ | 607,101,085 | | | | | $ | 563,721,673 | | | | | $ | 39,248,720 | | | | | $ | 28,368,423 | | |
| | | Voya Solution 2020 Portfolio | | | Voya Solution 2025 Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 148,921 | | | | | $ | 658,737 | | | | | $ | 2,863,027 | | | | | $ | 14,258,669 | | |
Net realized gain (loss) | | | | | (225,650) | | | | | | 1,369,364 | | | | | | 9,706,942 | | | | | | 52,949,859 | | |
Net change in unrealized appreciation (depreciation) | | | | | 3,406,908 | | | | | | (3,479,766) | | | | | | 76,363,648 | | | | | | (114,739,407) | | |
Increase (decrease) in net assets resulting from operations | | | | | 3,330,179 | | | | | | (1,451,665) | | | | | | 88,933,617 | | | | | | (47,530,879) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (931,748) | | | | | | — | | | | | | (13,857,311) | | |
Class I | | | | | — | | | | | | (428,868) | | | | | | — | | | | | | (12,546,303) | | |
Class S | | | | | — | | | | | | (770,382) | | | | | | — | | | | | | (16,776,054) | | |
Class S2 | | | | | — | | | | | | (34,283) | | | | | | — | | | | | | (620,761) | | |
Class T | | | | | — | | | | | | (747) | | | | | | — | | | | | | (35,881) | | |
Total distributions | | | | | — | | | | | | (2,166,028) | | | | | | — | | | | | | (43,836,310) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 5,302,248 | | | | | | 20,253,220 | | | | | | 32,681,985 | | | | | | 82,503,481 | | |
Reinvestment of distributions | | | | | — | | | | | | 2,165,784 | | | | | | — | | | | | | 43,836,310 | | |
| | | | | 5,302,248 | | | | | | 22,419,004 | | | | | | 32,681,985 | | | | | | 126,339,791 | | |
Cost of shares redeemed | | | | | (9,749,329) | | | | | | (18,234,874) | | | | | | (80,332,285) | | | | | | (184,888,030) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (4,447,081) | | | | | | 4,184,130 | | | | | | (47,650,300) | | | | | | (58,548,239) | | |
Net increase (decrease) in net assets | | | | | (1,116,902) | | | | | | 566,437 | | | | | | 41,283,317 | | | | | | (149,915,428) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 33,881,714 | | | | | | 33,315,277 | | | | | | 771,086,282 | | | | | | 921,001,710 | | |
End of year or period | | | | $ | 32,764,812 | | | | | $ | 33,881,714 | | | | | $ | 812,369,599 | | | | | $ | 771,086,282 | | |
| | | Voya Solution 2030 Portfolio | | | Voya Solution 2035 Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 64,677 | | | | | $ | 539,529 | | | | | $ | 1,432,434 | | | | | $ | 13,097,809 | | |
Net realized gain (loss) | | | | | (22,646) | | | | | | 2,331,498 | | | | | | 16,742,222 | | | | | | 67,458,656 | | |
Net change in unrealized appreciation (depreciation) | | | | | 4,112,649 | | | | | | (5,298,472) | | | | | | 87,449,911 | | | | | | (150,601,799) | | |
Increase (decrease) in net assets resulting from operations | | | | | 4,154,680 | | | | | | (2,427,445) | | | | | | 105,624,567 | | | | | | (70,045,334) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (858,857) | | | | | | — | | | | | | (14,092,763) | | |
Class I | | | | | — | | | | | | (505,749) | | | | | | — | | | | | | (16,103,710) | | |
Class S | | | | | — | | | | | | (722,379) | | | | | | — | | | | | | (19,502,295) | | |
Class S2 | | | | | — | | | | | | (38,574) | | | | | | — | | | | | | (1,008,708) | | |
Class T | | | | | — | | | | | | (1,309) | | | | | | — | | | | | | (36,315) | | |
Total distributions | | | | | — | | | | | | (2,126,868) | | | | | | — | | | | | | (50,743,791) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 9,127,524 | | | | | | 18,010,189 | | | | | | 32,567,083 | | | | | | 86,959,754 | | |
Reinvestment of distributions | | | | | — | | | | | | 2,126,546 | | | | | | — | | | | | | 50,743,791 | | |
| | | | | 9,127,524 | | | | | | 20,136,735 | | | | | | 32,567,083 | | | | | | 137,703,545 | | |
Cost of shares redeemed | | | | | (6,464,300) | | | | | | (15,873,573) | | | | | | (77,344,307) | | | | | | (175,268,927) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 2,663,224 | | | | | | 4,263,162 | | | | | | (44,777,224) | | | | | | (37,565,382) | | |
Net increase (decrease) in net assets | | | | | 6,817,904 | | | | | | (291,151) | | | | | | 60,847,343 | | | | | | (158,354,507) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 31,010,488 | | | | | | 31,301,639 | | | | | | 772,173,689 | | | | | | 930,528,196 | | |
End of year or period | | | | $ | 37,828,392 | | | | | $ | 31,010,488 | | | | | $ | 833,021,032 | | | | | $ | 772,173,689 | | |
| | | Voya Solution 2040 Portfolio | | | Voya Solution 2045 Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 28,430 | | | | | $ | 383,565 | | | | | $ | 282,125 | | | | | $ | 8,153,021 | | |
Net realized gain | | | | | 127,902 | | | | | | 2,134,979 | | | | | | 5,856,382 | | | | | | 60,004,263 | | |
Net change in unrealized appreciation (depreciation) | | | | | 3,574,766 | | | | | | (4,952,940) | | | | | | 77,884,438 | | | | | | (132,755,529) | | |
Increase (decrease) in net assets resulting from operations | | | | | 3,731,098 | | | | | | (2,434,396) | | | | | | 84,022,945 | | | | | | (64,598,245) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (781,717) | | | | | | — | | | | | | (10,228,294) | | |
Class I | | | | | — | | | | | | (556,292) | | | | | | — | | | | | | (15,367,932) | | |
Class S | | | | | — | | | | | | (648,392) | | | | | | — | | | | | | (15,247,200) | | |
Class S2 | | | | | — | | | | | | (78,518) | | | | | | — | | | | | | (561,006) | | |
Class T | | | | | — | | | | | | (1,780) | | | | | | — | | | | | | (30,897) | | |
Total distributions | | | | | — | | | | | | (2,066,699) | | | | | | — | | | | | | (41,435,329) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 6,653,291 | | | | | | 13,911,630 | | | | | | 32,695,212 | | | | | | 76,101,343 | | |
Reinvestment of distributions | | | | | — | | | | | | 2,066,285 | | | | | | — | | | | | | 41,435,329 | | |
| | | | | 6,653,291 | | | | | | 15,977,915 | | | | | | 32,695,212 | | | | | | 117,536,672 | | |
Cost of shares redeemed | | | | | (3,399,231) | | | | | | (11,005,137) | | | | | | (55,563,390) | | | | | | (140,273,180) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 3,254,060 | | | | | | 4,972,778 | | | | | | (22,868,178) | | | | | | (22,736,508) | | |
Net increase (decrease) in net assets | | | | | 6,985,158 | | | | | | 471,683 | | | | | | 61,154,767 | | | | | | (128,770,082) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 24,392,377 | | | | | | 23,920,694 | | | | | | 563,906,593 | | | | | | 692,676,675 | | |
End of year or period | | | | $ | 31,377,535 | | | | | $ | 24,392,377 | | | | | $ | 625,061,360 | | | | | $ | 563,906,593 | | |
| | | Voya Solution 2050 Portfolio | | | Voya Solution 2055 Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 7,941 | | | | | $ | 267,944 | | | | | $ | 143,593 | | | | | $ | 2,314,698 | | |
Net realized gain (loss) | | | | | (151,249) | | | | | | 1,795,219 | | | | | | 1,505,109 | | | | | | 18,991,873 | | |
Net change in unrealized appreciation (depreciation) | | | | | 3,349,228 | | | | | | (4,528,021) | | | | | | 24,888,281 | | | | | | (41,107,723) | | |
Increase (decrease) in net assets resulting from operations | | | | | 3,205,920 | | | | | | (2,464,858) | | | | | | 26,536,983 | | | | | | (19,801,152) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (489,007) | | | | | | — | | | | | | (2,141,118) | | |
Class I | | | | | — | | | | | | (359,200) | | | | | | — | | | | | | (4,093,046) | | |
Class S | | | | | — | | | | | | (304,081) | | | | | | — | | | | | | (2,589,944) | | |
Class S2 | | | | | — | | | | | | (22,915) | | | | | | — | | | | | | (152,185) | | |
Class T | | | | | — | | | | | | (1,004) | | | | | | — | | | | | | (983) | | |
Total distributions | | | | | — | | | | | | (1,176,207) | | | | | | — | | | | | | (8,977,276) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 5,107,996 | | | | | | 14,485,321 | | | | | | 24,436,390 | | | | | | 48,936,952 | | |
Reinvestment of distributions | | | | | — | | | | | | 1,175,917 | | | | | | — | | | | | | 8,977,276 | | |
| | | | | 5,107,996 | | | | | | 15,661,238 | | | | | | 24,436,390 | | | | | | 57,914,228 | | |
Cost of shares redeemed | | | | | (3,153,484) | | | | | | (9,142,136) | | | | | | (14,423,022) | | | | | | (42,498,607) | | |
Net increase in net assets resulting from capital share transactions | | | | | 1,954,512 | | | | | | 6,519,102 | | | | | | 10,013,368 | | | | | | 15,415,621 | | |
Net increase (decrease) in net assets | | | | | 5,160,432 | | | | | | 2,878,037 | | | | | | 36,550,351 | | | | | | (13,362,807) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 20,319,797 | | | | | | 17,441,760 | | | | | | 169,396,738 | | | | | | 182,759,545 | | |
End of year or period | | | | $ | 25,480,229 | | | | | $ | 20,319,797 | | | | | $ | 205,947,089 | | | | | $ | 169,396,738 | | |
| | | Voya Solution 2060 Portfolio | | |||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||
FROM OPERATIONS: | | | | | | | | | | | | | |
Net investment income | | | | $ | 2,077 | | | | | $ | 135,054 | | |
Net realized gain (loss) | | | | | (74,145) | | | | | | 809,952 | | |
Net change in unrealized appreciation (depreciation) | | | | | 1,789,453 | | | | | | (2,208,460) | | |
Increase (decrease) in net assets resulting from operations | | | | | 1,717,385 | | | | | | (1,263,454) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (257,511) | | |
Class I | | | | | — | | | | | | (126,662) | | |
Class S | | | | | — | | | | | | (205,097) | | |
Class S2 | | | | | — | | | | | | (13,337) | | |
Class T | | | | | — | | | | | | (197) | | |
Total distributions | | | | | — | | | | | | (602,804) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 3,405,294 | | | | | | 8,221,311 | | |
Reinvestment of distributions | | | | | — | | ��� | | | | 602,804 | | |
| | | | | 3,405,294 | | | | | | 8,824,115 | | |
Cost of shares redeemed | | | | | (1,840,687) | | | | | | (4,474,377) | | |
Net increase in net assets resulting from capital share transactions | | | | | 1,564,607 | | | | | | 4,349,738 | | |
Net increase in net assets | | | | | 3,281,992 | | | | | | 2,483,480 | | |
NET ASSETS: | | | | | | | | | | | | | |
Beginning of year or period | | | | | 10,854,181 | | | | | | 8,370,701 | | |
End of year or period | | | | $ | 14,136,173 | | | | | $ | 10,854,181 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 11.47 | | | | | | (0.03) | | | | | | 1.85 | | | | | | 1.82 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.29 | | | | | | 15.87 | | | | | | 0.95 | | | | | | 0.74 | | | | | | 0.74 | | | | | | (0.21) | | | | | | 3,878 | | | | | | 56 | | |
12-31-18 | | | | | 13.56 | | | | | | 0.10 | | | | | | (1.53) | | | | | | (1.43) | | | | | | 0.11 | | | | | | 0.55 | | | | | | — | | | | | | 0.66 | | | | | | — | | | | | | 11.47 | | | | | | (11.18) | | | | | | 0.90 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 0.79 | | | | | | 3,159 | | | | | | 79 | | |
12-31-17 | | | | | 11.33 | | | | | | 0.11• | | | | | | 2.34 | | | | | | 2.45 | | | | | | 0.05 | | | | | | 0.17 | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 13.56 | | | | | | 21.71 | | | | | | 0.91 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.85 | | | | | | 3,467 | | | | | | 52 | | |
12-31-16 | | | | | 11.35 | | | | | | 0.08 | | | | | | 0.63 | | | | | | 0.71 | | | | | | 0.12 | | | | | | 0.61 | | | | | | — | | | | | | 0.73 | | | | | | — | | | | | | 11.33 | | | | | | 6.41 | | | | | | 1.04 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.77 | | | | | | 2,520 | | | | | | 61 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 11.74 | | | | | | 0.02• | | | | | | 1.87 | | | | | | 1.89 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.63 | | | | | | 16.10 | | | | | | 0.45 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 0.32 | | | | | | 456 | | | | | | 56 | | |
12-31-18 | | | | | 13.85 | | | | | | 0.16• | | | | | | (1.55) | | | | | | (1.39) | | | | | | 0.17 | | | | | | 0.55 | | | | | | — | | | | | | 0.72 | | | | | | — | | | | | | 11.74 | | | | | | (10.72) | | | | | | 0.40 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 1.17 | | | | | | 325 | | | | | | 79 | | |
12-31-17 | | | | | 11.56 | | | | | | 0.18• | | | | | | 2.38 | | | | | | 2.56 | | | | | | 0.10 | | | | | | 0.17 | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 13.85 | | | | | | 22.28 | | | | | | 0.41 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.41 | | | | | | 444 | | | | | | 52 | | |
12-31-16 | | | | | 11.57 | | | | | | 0.17• | | | | | | 0.61 | | | | | | 0.78 | | | | | | 0.18 | | | | | | 0.61 | | | | | | — | | | | | | 0.79 | | | | | | — | | | | | | 11.56 | | | | | | 6.93 | | | | | | 0.54 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 1.53 | | | | | | 258 | | | | | | 61 | | |
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 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 11.74 | | | | | | 0.02• | | | | | | 1.87 | | | | | | 1.89 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.63 | | | | | | 16.10 | | | | | | 0.45 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 0.31 | | | | | | 10,313 | | | | | | 56 | | |
12-31-18 | | | | | 13.85 | | | | | | 0.19• | | | | | | (1.58) | | | | | | (1.39) | | | | | | 0.17 | | | | | | 0.55 | | | | | | — | | | | | | 0.72 | | | | | | — | | | | | | 11.74 | | | | | | (10.72) | | | | | | 0.40 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 1.42 | | | | | | 7,177 | | | | | | 79 | | |
12-31-17 | | | | | 11.56 | | | | | | 0.24• | | | | | | 2.32 | | | | | | 2.56 | | | | | | 0.10 | | | | | | 0.17 | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 13.85 | | | | | | 22.28 | | | | | | 0.41 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.82 | | | | | | 5,015 | | | | | | 52 | | |
05-02-16(5) - 12-31-16 | | | | | 11.66 | | | | | | 0.44• | | | | | | 0.25 | | | | | | 0.69 | | | | | | 0.18 | | | | | | 0.61 | | | | | | — | | | | | | 0.79 | | | | | | — | | | | | | 11.56 | | | | | | 6.11 | | | | | | 0.54 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 5.93 | | | | | | 659 | | | | | | 61 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 11.60 | | | | | | 0.00*• | | | | | | 1.85 | | | | | | 1.85 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.45 | | | | | | 15.95 | | | | | | 0.70 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.07 | | | | | | 4,422 | | | | | | 56 | | |
12-31-18 | | | | | 13.69 | | | | | | 0.12• | | | | | | (1.52) | | | | | | (1.40) | | | | | | 0.14 | | | | | | 0.55 | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 11.60 | | | | | | (10.91) | | | | | | 0.65 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 0.93 | | | | | | 3,123 | | | | | | 79 | | |
12-31-17 | | | | | 11.44 | | | | | | 0.12• | | | | | | 2.37 | | | | | | 2.49 | | | | | | 0.07 | | | | | | 0.17 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 13.69 | | | | | | 21.92 | | | | | | 0.66 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 0.99 | | | | | | 4,300 | | | | | | 52 | | |
12-31-16 | | | | | 11.46 | | | | | | 0.12• | | | | | | 0.63 | | | | | | 0.75 | | | | | | 0.16 | | | | | | 0.61 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 11.44 | | | | | | 6.75 | | | | | | 0.79 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.08 | | | | | | 3,954 | | | | | | 61 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 11.43 | | | | | | (0.00)*• | | | | | | 1.82 | | | | | | 1.82 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.25 | | | | | | 15.92 | | | | | | 0.85 | | | | | | 0.64 | | | | | | 0.64 | | | | | | (0.06) | | | | | | 1,411 | | | | | | 56 | | |
12-31-18 | | | | | 13.52 | | | | | | 0.13• | | | | | | (1.54) | | | | | | (1.41) | | | | | | 0.13 | | | | | | 0.55 | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 11.43 | | | | | | (11.08) | | | | | | 0.80 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 0.96 | | | | | | 800 | | | | | | 79 | | |
12-31-17 | | | | | 11.32 | | | | | | 0.12• | | | | | | 2.32 | | | | | | 2.44 | | | | | | 0.07 | | | | | | 0.17 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 13.52 | | | | | | 21.71 | | | | | | 0.81 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 0.99 | | | | | | 681 | | | | | | 52 | | |
12-31-16 | | | | | 11.36 | | | | | | 0.13• | | | | | | 0.60 | | | | | | 0.73 | | | | | | 0.16 | | | | | | 0.61 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 11.32 | | | | | | 6.57 | | | | | | 0.97 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.15 | | | | | | 422 | | | | | | 61 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 8.89 | | | | | | 0.02• | | | | | | 1.07 | | | | | | 1.09 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 9.98 | | | | | | 12.26 | | | | | | 0.81 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.50 | | | | | | 11,368 | | | | | | 61 | | |
12-31-18 | | | | | 10.08 | | | | | | 0.14• | | | | | | (0.80) | | | | | | (0.66) | | | | | | 0.16 | | | | | | 0.37 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 8.89 | | | | | | (6.98) | | | | | | 0.80 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.39 | | | | | | 11,984 | | | | | | 60 | | |
12-31-17 | | | | | 9.06 | | | | | | 0.13• | | | | | | 1.16 | | | | | | 1.29 | | | | | | 0.11 | | | | | | 0.16 | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 10.08 | | | | | | 14.46 | | | | | | 0.78 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.32 | | | | | | 19,020 | | | | | | 48 | | |
12-31-16 | | | | | 9.39 | | | | | | 0.12• | | | | | | 0.44 | | | | | | 0.56 | | | | | | 0.20 | | | | | | 0.69 | | | | | | — | | | | | | 0.89 | | | | | | — | | | | | | 9.06 | | | | | | 6.08 | | | | | | 0.78 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.25 | | | | | | 18,215 | | | | | | 78 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.24 | | | | | | 0.05• | | | | | | 1.11 | | | | | | 1.16 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.40 | | | | | | 12.55 | | | | | | 0.31 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 1.00 | | | | | | 3,641 | | | | | | 61 | | |
12-31-18 | | | | | 10.45 | | | | | | 0.20• | | | | | | (0.82) | | | | | | (0.62) | | | | | | 0.22 | | | | | | 0.37 | | | | | | — | | | | | | 0.59 | | | | | | — | | | | | | 9.24 | | | | | | (6.38) | | | | | | 0.30 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 1.97 | | | | | | 3,689 | | | | | | 60 | | |
12-31-17 | | | | | 9.40 | | | | | | 0.21• | | | | | | 1.17 | | | | | | 1.38 | | | | | | 0.17 | | | | | | 0.16 | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 10.45 | | | | | | 14.89 | | | | | | 0.28 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 2.06 | | | | | | 4,683 | | | | | | 48 | | |
12-31-16 | | | | | 9.72 | | | | | | 0.28• | | | | | | 0.35 | | | | | | 0.63 | | | | | | 0.26 | | | | | | 0.69 | | | | | | — | | | | | | 0.95 | | | | | | — | | | | | | 9.40 | | | | | | 6.69 | | | | | | 0.28 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 3.03 | | | | | | 2,092 | | | | | | 78 | | |
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 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.24 | | | | | | 0.05• | | | | | | 1.11 | | | | | | 1.16 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.40 | | | | | | 12.55 | | | | | | 0.31 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 1.03 | | | | | | 18,515 | | | | | | 61 | | |
12-31-18 | | | | | 10.45 | | | | | | 0.18 | | | | | | (0.80) | | | | | | (0.62) | | | | | | 0.22 | | | | | | 0.37 | | | | | | — | | | | | | 0.59 | | | | | | — | | | | | | 9.24 | | | | | | (6.38) | | | | | | 0.30 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 2.00 | | | | | | 13,738 | | | | | | 60 | | |
12-31-17 | | | | | 9.39 | | | | | | 0.22• | | | | | | 1.17 | | | | | | 1.39 | | | | | | 0.17 | | | | | | 0.16 | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 10.45 | | | | | | 15.01 | | | | | | 0.28 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 2.20 | | | | | | 13,145 | | | | | | 48 | | |
05-02-16(5) - 12-31-16 | | | | | 9.89 | | | | | | 0.23• | | | | | | 0.22 | | | | | | 0.45 | | | | | | 0.26 | | | | | | 0.69 | | | | | | — | | | | | | 0.95 | | | | | | — | | | | | | 9.39 | | | | | | 4.75 | | | | | | 0.28 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 3.74 | | | | | | 2,412 | | | | | | 78 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.01 | | | | | | 0.04• | | | | | | 1.08 | | | | | | 1.12 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.13 | | | | | | 12.43 | | | | | | 0.56 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.76 | | | | | | 20,724 | | | | | | 61 | | |
12-31-18 | | | | | 10.21 | | | | | | 0.17• | | | | | | (0.81) | | | | | | (0.64) | | | | | | 0.19 | | | | | | 0.37 | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 9.01 | | | | | | (6.70) | | | | | | 0.55 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.69 | | | | | | 19,594 | | | | | | 60 | | |
12-31-17 | | | | | 9.18 | | | | | | 0.15• | | | | | | 1.19 | | | | | | 1.34 | | | | | | 0.15 | | | | | | 0.16 | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 10.21 | | | | | | 14.75 | | | | | | 0.53 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.54 | | | | | | 23,906 | | | | | | 48 | | |
12-31-16 | | | | | 9.52 | | | | | | 0.16 | | | | | | 0.43 | | | | | | 0.59 | | | | | | 0.24 | | | | | | 0.69 | | | | | | — | | | | | | 0.93 | | | | | | — | | | | | | 9.18 | | | | | | 6.32 | | | | | | 0.53 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 1.63 | | | | | | 25,331 | | | | | | 78 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.00 | | | | | | 0.03• | | | | | | 1.08 | | | | | | 1.11 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.11 | | | | | | 12.33 | | | | | | 0.71 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.67 | | | | | | 2,402 | | | | | | 61 | | |
12-31-18 | | | | | 10.17 | | | | | | 0.13• | | | | | | (0.79) | | | | | | (0.66) | | | | | | 0.14 | | | | | | 0.37 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 9.00 | | | | | | (6.89) | | | | | | 0.70 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 1.30 | | | | | | 856 | | | | | | 60 | | |
12-31-17 | | | | | 9.16 | | | | | | 0.14• | | | | | | 1.18 | | | | | | 1.32 | | | | | | 0.15 | | | | | | 0.16 | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 10.17 | | | | | | 14.63 | | | | | | 0.68 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 1.43 | | | | | | 2,004 | | | | | | 48 | | |
12-31-16 | | | | | 9.50 | | | | | | 0.18• | | | | | | 0.39 | | | | | | 0.57 | | | | | | 0.22 | | | | | | 0.69 | | | | | | — | | | | | | 0.91 | | | | | | — | | | | | | 9.16 | | | | | | 6.10 | | | | | | 0.71 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 1.96 | | | | | | 1,668 | | | | | | 78 | | |
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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution Conservative Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.40 | | | | | | 0.07• | | | | | | 0.71 | | | | | | 0.78 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.18 | | | | | | 7.50 | | | | | | 0.94 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.30 | | | | | | 8,859 | | | | | | 47 | | |
12-31-18 | | | | | 11.06 | | | | | | 0.22 | | | | | | (0.47) | | | | | | (0.25) | | | | | | 0.22 | | | | | | 0.19 | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 10.40 | | | | | | (2.39) | | | | | | 0.89 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.92 | | | | | | 7,912 | | | | | | 67 | | |
12-31-17 | | | | | 10.60 | | | | | | 0.20• | | | | | | 0.55 | | | | | | 0.75 | | | | | | 0.22 | | | | | | 0.07 | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 11.06 | | | | | | 7.06 | | | | | | 0.86 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.84 | | | | | | 8,486 | | | | | | 63 | | |
12-31-16 | | | | | 10.45 | | | | | | 0.20 | | | | | | 0.40 | | | | | | 0.60 | | | | | | 0.19 | | | | | | 0.26 | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 10.60 | | | | | | 5.76 | | | | | | 0.85 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.79 | | | | | | 8,524 | | | | | | 58 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.54 | | | | | | 0.10• | | | | | | 0.72 | | | | | | 0.82 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.36 | | | | | | 7.78 | | | | | | 0.44 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 1.85 | | | | | | 579 | | | | | | 47 | | |
12-31-18 | | | | | 11.21 | | | | | | 0.28• | | | | | | (0.49) | | | | | | (0.21) | | | | | | 0.27 | | | | | | 0.19 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 10.54 | | | | | | (1.94) | | | | | | 0.39 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 2.62 | | | | | | 274 | | | | | | 67 | | |
12-31-17 | | | | | 10.74 | | | | | | 0.25• | | | | | | 0.56 | | | | | | 0.81 | | | | | | 0.27 | | | | | | 0.07 | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 11.21 | | | | | | 7.60 | | | | | | 0.36 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 2.31 | | | | | | 90 | | | | | | 63 | | |
12-31-16 | | | | | 10.60 | | | | | | 0.29• | | | | | | 0.37 | | | | | | 0.66 | | | | | | 0.26 | | | | | | 0.26 | | | | | | — | | | | | | 0.52 | | | | | | — | | | | | | 10.74 | | | | | | 6.24 | | | | | | 0.35 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 2.67 | | | | | | 109 | | | | | | 58 | | |
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 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.54 | | | | | | 0.10• | | | | | | 0.72 | | | | | | 0.82 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.36 | | | | | | 7.78 | | | | | | 0.44 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 1.80 | | | | | | 6,186 | | | | | | 47 | | |
12-31-18 | | | | | 11.21 | | | | | | 0.28• | | | | | | (0.49) | | | | | | (0.21) | | | | | | 0.27 | | | | | | 0.19 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 10.54 | | | | | | (1.94) | | | | | | 0.39 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 2.52 | | | | | | 5,056 | | | | | | 67 | | |
12-31-17 | | | | | 10.74 | | | | | | 0.27• | | | | | | 0.54 | | | | | | 0.81 | | | | | | 0.27 | | | | | | 0.07 | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 11.21 | | | | | | 7.60 | | | | | | 0.36 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 2.42 | | | | | | 3,439 | | | | | | 63 | | |
05-02-16(5) - 12-31-16 | | | | | 10.98 | | | | | | 0.20• | | | | | | 0.08 | | | | | | 0.28 | | | | | | 0.26 | | | | | | 0.26 | | | | | | — | | | | | | 0.52 | | | | | | — | | | | | | 10.74 | | | | | | 2.57 | | | | | | 0.35 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 2.81 | | | | | | 718 | | | | | | 58 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.48 | | | | | | 0.08• | | | | | | 0.72 | | | | | | 0.80 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.28 | | | | | | 7.63 | | | | | | 0.69 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.54 | | | | | | 3,426 | | | | | | 47 | | |
12-31-18 | | | | | 11.13 | | | | | | 0.24• | | | | | | (0.47) | | | | | | (0.23) | | | | | | 0.23 | | | | | | 0.19 | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 10.48 | | | | | | (2.14) | | | | | | 0.64 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 2.16 | | | | | | 3,508 | | | | | | 67 | | |
12-31-17 | | | | | 10.66 | | | | | | 0.22• | | | | | | 0.56 | | | | | | 0.78 | | | | | | 0.24 | | | | | | 0.07 | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 11.13 | | | | | | 7.31 | | | | | | 0.61 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 2.04 | | | | | | 4,020 | | | | | | 63 | | |
12-31-16 | | | | | 10.52 | | | | | | 0.22• | | | | | | 0.41 | | | | | | 0.63 | | | | | | 0.23 | | | | | | 0.26 | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 10.66 | | | | | | 6.04 | | | | | | 0.60 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 2.02 | | | | | | 6,513 | | | | | | 58 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.39 | | | | | | 0.07• | | | | | | 0.72 | | | | | | 0.79 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.18 | | | | | | 7.60 | | | | | | 0.84 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.39 | | | | | | 442 | | | | | | 47 | | |
12-31-18 | | | | | 11.04 | | | | | | 0.21• | | | | | | (0.46) | | | | | | (0.25) | | | | | | 0.21 | | | | | | 0.19 | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 10.39 | | | | | | (2.34) | | | | | | 0.79 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 1.97 | | | | | | 438 | | | | | | 67 | | |
12-31-17 | | | | | 10.59 | | | | | | 0.21• | | | | | | 0.55 | | | | | | 0.76 | | | | | | 0.24 | | | | | | 0.07 | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 11.04 | | | | | | 7.20 | | | | | | 0.76 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 1.92 | | | | | | 635 | | | | | | 63 | | |
12-31-16 | | | | | 10.46 | | | | | | 0.21• | | | | | | 0.40 | | | | | | 0.61 | | | | | | 0.22 | | | | | | 0.26 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 10.59 | | | | | | 5.90 | | | | | | 0.78 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 1.94 | | | | | | 506 | | | | | | 58 | | |
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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.92 | | | | | | 0.05• | | | | | | 0.91 | | | | | | 0.96 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.88 | | | | | | 8.79 | | | | | | 0.76 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.94 | | | | | | 149,520 | | | | | | 30 | | |
12-31-18 | | | | | 11.85 | | | | | | 0.20• | | | | | | (0.57) | | | | | | (0.37) | | | | | | 0.26 | | | | | | 0.30 | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 10.92 | | | | | | (3.35) | | | | | | 0.75 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.77 | | | | | | 148,720 | | | | | | 38 | | |
12-31-17 | | | | | 11.11 | | | | | | 0.18• | | | | | | 0.83 | | | | | | 1.01 | | | | | | 0.23 | | | | | | 0.04 | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 11.85 | | | | | | 9.15 | | | | | | 0.75 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.59 | | | | | | 182,912 | | | | | | 36 | | |
12-31-16 | | | | | 10.88 | | | | | | 0.16• | | | | | | 0.31 | | | | | | 0.47 | | | | | | 0.11 | | | | | | 0.13 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 11.11 | | | | | | 4.26 | | | | | | 0.75 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.41 | | | | | | 205,103 | | | | | | 46 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 11.19 | | | | | | 0.08• | | | | | | 0.93 | | | | | | 1.01 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.20 | | | | | | 9.03 | | | | | | 0.26 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 1.44 | | | | | | 77,877 | | | | | | 30 | | |
12-31-18 | | | | | 12.13 | | | | | | 0.27• | | | | | | (0.59) | | | | | | (0.32) | | | | | | 0.32 | | | | | | 0.30 | | | | | | — | | | | | | 0.62 | | | | | | — | | | | | | 11.19 | | | | | | (2.80) | | | | | | 0.25 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 2.29 | | | | | | 75,592 | | | | | | 38 | | |
12-31-17 | | | | | 11.38 | | | | | | 0.25 | | | | | | 0.84 | | | | | | 1.09 | | | | | | 0.30 | | | | | | 0.04 | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 12.13 | | | | | | 9.66 | | | | | | 0.25 | | | | | | 0.11 | | | | | | 0.11 | | | | | | 2.09 | | | | | | 85,891 | | | | | | 36 | | |
12-31-16 | | | | | 11.12 | | | | | | 0.22• | | | | | | 0.31 | | | | | | 0.53 | | | | | | 0.14 | | | | | | 0.13 | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 11.38 | | | | | | 4.78 | | | | | | 0.25 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 1.91 | | | | | | 82,426 | | | | | | 46 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 11.09 | | | | | | 0.07• | | | | | | 0.93 | | | | | | 1.00 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.09 | | | | | | 9.02 | | | | | | 0.51 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.18 | | | | | | 111,327 | | | | | | 30 | | |
12-31-18 | | | | | 12.03 | | | | | | 0.24• | | | | | | (0.59) | | | | | | (0.35) | | | | | | 0.29 | | | | | | 0.30 | | | | | | — | | | | | | 0.59 | | | | | | — | | | | | | 11.09 | | | | | | (3.14) | | | | | | 0.50 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 2.01 | | | | | | 118,451 | | | | | | 38 | | |
12-31-17 | | | | | 11.28 | | | | | | 0.21• | | | | | | 0.85 | | | | | | 1.06 | | | | | | 0.27 | | | | | | 0.04 | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 12.03 | | | | | | 9.41 | | | | | | 0.50 | | | | | | 0.36 | | | | | | 0.36 | | | | | | 1.83 | | | | | | 155,100 | | | | | | 36 | | |
12-31-16 | | | | | 11.04 | | | | | | 0.19• | | | | | | 0.31 | | | | | | 0.50 | | | | | | 0.13 | | | | | | 0.13 | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 11.28 | | | | | | 4.47 | | | | | | 0.50 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.66 | | | | | | 186,264 | | | | | | 46 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.82 | | | | | | 0.06• | | | | | | 0.90 | | | | | | 0.96 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.78 | | | | | | 8.87 | | | | | | 0.66 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.04 | | | | | | 6,217 | | | | | | 30 | | |
12-31-18 | | | | | 11.72 | | | | | | 0.21• | | | | | | (0.56) | | | | | | (0.35) | | | | | | 0.25 | | | | | | 0.30 | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 10.82 | | | | | | (3.21) | | | | | | 0.65 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 1.82 | | | | | | 6,111 | | | | | | 38 | | |
12-31-17 | | | | | 10.99 | | | | | | 0.19• | | | | | | 0.82 | | | | | | 1.01 | | | | | | 0.24 | | | | | | 0.04 | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 11.72 | | | | | | 9.23 | | | | | | 0.65 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.67 | | | | | | 9,533 | | | | | | 36 | | |
12-31-16 | | | | | 10.77 | | | | | | 0.16• | | | | | | 0.30 | | | | | | 0.46 | | | | | | 0.11 | | | | | | 0.13 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.99 | | | | | | 4.28 | | | | | | 0.68 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 1.49 | | | | | | 11,670 | | | | | | 46 | | |
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 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 11.65 | | | | | | 0.05• | | | | | | 0.96 | | | | | | 1.01 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.66 | | | | | | 8.67 | | | | | | 0.96 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.75 | | | | | | 238 | | | | | | 30 | | |
12-31-18 | | | | | 12.60 | | | | | | 0.19 | | | | | | (0.60) | | | | | | (0.41) | | | | | | 0.24 | | | | | | 0.30 | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 11.65 | | | | | | (3.45) | | | | | | 0.95 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 1.62 | | | | | | 218 | | | | | | 38 | | |
12-31-17 | | | | | 11.73 | | | | | | 0.17 | | | | | | 0.87 | | | | | | 1.04 | | | | | | 0.13 | | | | | | 0.04 | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 12.60 | | | | | | 8.84 | | | | | | 0.95 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 1.40 | | | | | | 222 | | | | | | 36 | | |
12-31-16 | | | | | 11.39 | | | | | | 0.11• | | | | | | 0.36 | | | | | | 0.47 | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 11.73 | | | | | | 4.11 | | | | | | 0.97 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 0.92 | | | | | | 205 | | | | | | 46 | | |
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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution Moderately Aggressive Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 11.39 | | | | | | 0.02 | | | | | | 1.61 | | | | | | 1.63 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.02 | | | | | | 14.31 | | | | | | 0.76 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.18 | | | | | | 23,787 | | | | | | 44 | | |
12-31-18 | | | | | 13.39 | | | | | | 0.14• | | | | | | (1.32) | | | | | | (1.18) | | | | | | 0.20 | | | | | | 0.62 | | | | | | — | | | | | | 0.82 | | | | | | — | | | | | | 11.39 | | | | | | (9.44) | | | | | | 0.75 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.09 | | | | | | 21,418 | | | | | | 46 | | |
12-31-17 | | | | | 11.62 | | | | | | 0.13• | | | | | | 1.93 | | | | | | 2.06 | | | | | | 0.15 | | | | | | 0.14 | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 13.39 | | | | | | 17.89 | | | | | | 0.75 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.04 | | | | | | 27,468 | | | | | | 31 | | |
12-31-16 | | | | | 11.23 | | | | | | 0.11• | | | | | | 0.56 | | | | | | 0.67 | | | | | | 0.10 | | | | | | 0.18 | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 11.62 | | | | | | 6.00 | | | | | | 0.75 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.95 | | | | | | 24,645 | | | | | | 52 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 11.61 | | | | | | 0.04• | | | | | | 1.66 | | | | | | 1.70 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.31 | | | | | | 14.64 | | | | | | 0.26 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 0.68 | | | | | | 4,425 | | | | | | 44 | | |
12-31-18 | | | | | 13.64 | | | | | | 0.21• | | | | | | (1.35) | | | | | | (1.14) | | | | | | 0.27 | | | | | | 0.62 | | | | | | — | | | | | | 0.89 | | | | | | — | | | | | | 11.61 | | | | | | (9.02) | | | | | | 0.25 | | | | | | 0.21 | | | | | | 0.21 | | | | | | 1.60 | | | | | | 3,898 | | | | | | 46 | | |
12-31-17 | | | | | 11.83 | | | | | | 0.21• | | | | | | 1.95 | | | | | | 2.16 | | | | | | 0.21 | | | | | | 0.14 | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 13.64 | | | | | | 18.50 | | | | | | 0.25 | | | | | | 0.21 | | | | | | 0.21 | | | | | | 1.62 | | | | | | 6,062 | | | | | | 31 | | |
12-31-16 | | | | | 11.44 | | | | | | 0.17 | | | | | | 0.55 | | | | | | 0.72 | | | | | | 0.15 | | | | | | 0.18 | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 11.83 | | | | | | 6.40 | | | | | | 0.25 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 1.55 | | | | | | 4,334 | | | | | | 52 | | |
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 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 11.61 | | | | | | 0.04• | | | | | | 1.65 | | | | | | 1.69 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.30 | | | | | | 14.56 | | | | | | 0.26 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 0.70 | | | | | | 17,221 | | | | | | 44 | | |
12-31-18 | | | | | 13.63 | | | | | | 0.23• | | | | | | (1.36) | | | | | | (1.13) | | | | | | 0.27 | | | | | | 0.62 | | | | | | — | | | | | | 0.89 | | | | | | — | | | | | | 11.61 | | | | | | (8.94) | | | | | | 0.25 | | | | | | 0.21 | | | | | | 0.21 | | | | | | 1.76 | | | | | | 12,083 | | | | | | 46 | | |
12-31-17 | | | | | 11.82 | | | | | | 0.25• | | | | | | 1.91 | | | | | | 2.16 | | | | | | 0.21 | | | | | | 0.14 | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 13.63 | | | | | | 18.51 | | | | | | 0.25 | | | | | | 0.21 | | | | | | 0.21 | | | | | | 1.95 | | | | | | 8,217 | | | | | | 31 | | |
05-02-16(5) - 12-31-16 | | | | | 11.56 | | | | | | 0.39• | | | | | | 0.20 | | | | | | 0.59 | | | | | | 0.15 | | | | | | 0.18 | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 11.82 | | | | | | 5.21 | | | | | | 0.25 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 5.04 | | | | | | 1,287 | | | | | | 52 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 11.49 | | | | | | 0.03• | | | | | | 1.63 | | | | | | 1.66 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.15 | | | | | | 14.45 | | | | | | 0.51 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.42 | | | | | | 560,751 | | | | | | 44 | | |
12-31-18 | | | | | 13.50 | | | | | | 0.18• | | | | | | (1.33) | | | | | | (1.15) | | | | | | 0.24 | | | | | | 0.62 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 11.49 | | | | | | (9.20) | | | | | | 0.50 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 1.34 | | | | | | 525,590 | | | | | | 46 | | |
12-31-17 | | | | | 11.71 | | | | | | 0.16• | | | | | | 1.95 | | | | | | 2.11 | | | | | | 0.18 | | | | | | 0.14 | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 13.50 | | | | | | 18.22 | | | | | | 0.50 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 1.28 | | | | | | 670,319 | | | | | | 31 | | |
12-31-16 | | | | | 11.34 | | | | | | 0.14• | | | | | | 0.55 | | | | | | 0.69 | | | | | | 0.14 | | | | | | 0.18 | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 11.71 | | | | | | 6.17 | | | | | | 0.50 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.25 | | | | | | 661,798 | | | | | | 52 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 11.50 | | | | | | 0.02• | | | | | | 1.63 | | | | | | 1.65 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.15 | | | | | | 14.35 | | | | | | 0.66 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.29 | | | | | | 917 | | | | | | 44 | | |
12-31-18 | | | | | 13.47 | | | | | | 0.15• | | | | | | (1.32) | | | | | | (1.17) | | | | | | 0.18 | | | | | | 0.62 | | | | | | — | | | | | | 0.80 | | | | | | — | | | | | | 11.50 | | | | | | (9.31) | | | | | | 0.65 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.10 | | | | | | 732 | | | | | | 46 | | |
12-31-17 | | | | | 11.70 | | | | | | 0.15• | | | | | | 1.94 | | | | | | 2.09 | | | | | | 0.18 | | | | | | 0.14 | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 13.47 | | | | | | 18.05 | | | | | | 0.65 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.20 | | | | | | 1,695 | | | | | | 31 | | |
12-31-16 | | | | | 11.32 | | | | | | 0.13 | | | | | | 0.54 | | | | | | 0.67 | | | | | | 0.11 | | | | | | 0.18 | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 11.70 | | | | | | 5.97 | | | | | | 0.68 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.14 | | | | | | 1,132 | | | | | | 52 | | |
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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution Moderately Conservative Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.13 | | | | | | 0.04• | | | | | | 0.85 | | | | | | 0.89 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.02 | | | | | | 9.75 | | | | | | 0.84 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.92 | | | | | | 9,556 | | | | | | 56 | | |
12-31-18 | | | | | 9.99 | | | | | | 0.17• | | | | | | (0.60) | | | | | | (0.43) | | | | | | 0.20 | | | | | | 0.23 | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 9.13 | | | | | | (4.52) | | | | | | 0.83 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.79 | | | | | | 9,033 | | | | | | 59 | | |
12-31-17 | | | | | 9.24 | | | | | | 0.15• | | | | | | 0.78 | | | | | | 0.93 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 9.99 | | | | | | 10.09 | | | | | | 0.83 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.57 | | | | | | 11,134 | | | | | | 47 | | |
12-31-16 | | | | | 9.51 | | | | | | 0.13• | | | | | | 0.40 | | | | | | 0.53 | | | | | | 0.20 | | | | | | 0.60 | | | | | | — | | | | | | 0.80 | | | | | | — | | | | | | 9.24 | | | | | | 5.64 | | | | | | 0.80 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.35 | | | | | | 13,487 | | | | | | 65 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.54 | | | | | | 0.07• | | | | | | 0.88 | | | | | | 0.95 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.49 | | | | | | 9.96 | | | | | | 0.34 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 1.43 | | | | | | 34 | | | | | | 56 | | |
12-31-18 | | | | | 10.42 | | | | | | 0.24• | | | | | | (0.64) | | | | | | (0.40) | | | | | | 0.25 | | | | | | 0.23 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 9.54 | | | | | | (4.04) | | | | | | 0.33 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 2.35 | | | | | | 31 | | | | | | 59 | | |
12-31-17 | | | | | 9.65 | | | | | | 0.21• | | | | | | 0.82 | | | | | | 1.03 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 10.42 | | | | | | 10.73 | | | | | | 0.33 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.06 | | | | | | 27 | | | | | | 47 | | |
12-31-16 | | | | | 9.93 | | | | | | 0.19 | | | | | | 0.41 | | | | | | 0.60 | | | | | | 0.28 | | | | | | 0.60 | | | | | | — | | | | | | 0.88 | | | | | | — | | | | | | 9.65 | | | | | | 6.12 | | | | | | 0.30 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 1.93 | | | | | | 33 | | | | | | 65 | | |
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 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.53 | | | | | | 0.07• | | | | | | 0.88 | | | | | | 0.95 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.48 | | | | | | 9.97 | | | | | | 0.34 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 1.44 | | | | | | 5,913 | | | | | | 56 | | |
12-31-18 | | | | | 10.41 | | | | | | 0.25• | | | | | | (0.65) | | | | | | (0.40) | | | | | | 0.25 | | | | | | 0.23 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 9.53 | | | | | | (4.05) | | | | | | 0.33 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 2.45 | | | | | | 3,780 | | | | | | 59 | | |
12-31-17 | | | | | 9.64 | | | | | | 0.24• | | | | | | 0.78 | | | | | | 1.02 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 10.41 | | | | | | 10.68 | | | | | | 0.33 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.37 | | | | | | 2,164 | | | | | | 47 | | |
05-02-16(5) - 12-31-16 | | | | | 10.17 | | | | | | 0.36• | | | | | | (0.01) | | | | | | 0.35 | | | | | | 0.28 | | | | | | 0.60 | | | | | | — | | | | | | 0.88 | | | | | | — | | | | | | 9.64 | | | | | | 3.52 | | | | | | 0.30 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 5.68 | | | | | | 287 | | | | | | 65 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.32 | | | | | | 0.06• | | | | | | 0.86 | | | | | | 0.92 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.24 | | | | | | 9.87 | | | | | | 0.59 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.19 | | | | | | 18,664 | | | | | | 56 | | |
12-31-18 | | | | | 10.19 | | | | | | 0.20• | | | | | | (0.63) | | | | | | (0.43) | | | | | | 0.21 | | | | | | 0.23 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 9.32 | | | | | | (4.35) | | | | | | 0.58 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 2.05 | | | | | | 14,452 | | | | | | 59 | | |
12-31-17 | | | | | 9.44 | | | | | | 0.18• | | | | | | 0.79 | | | | | | 0.97 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.19 | | | | | | 10.40 | | | | | | 0.58 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.80 | | | | | | 17,134 | | | | | | 47 | | |
12-31-16 | | | | | 9.73 | | | | | | 0.17 | | | | | | 0.39 | | | | | | 0.56 | | | | | | 0.25 | | | | | | 0.60 | | | | | | — | | | | | | 0.85 | | | | | | — | | | | | | 9.44 | | | | | | 5.87 | | | | | | 0.55 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 1.74 | | | | | | 20,883 | | | | | | 65 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.21 | | | | | | 0.06• | | | | | | 0.84 | | | | | | 0.90 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.11 | | | | | | 9.77 | | | | | | 0.74 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.16 | | | | | | 5,082 | | | | | | 56 | | |
12-31-18 | | | | | 10.08 | | | | | | 0.18 | | | | | | (0.61) | | | | | | (0.43) | | | | | | 0.21 | | | | | | 0.23 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 9.21 | | | | | | (4.46) | | | | | | 0.73 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 1.96 | | | | | | 1,072 | | | | | | 59 | | |
12-31-17 | | | | | 9.34 | | | | | | 0.17• | | | | | | 0.79 | | | | | | 0.96 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.08 | | | | | | 10.33 | | | | | | 0.73 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 1.71 | | | | | | 1,021 | | | | | | 47 | | |
12-31-16 | | | | | 9.64 | | | | | | 0.14 | | | | | | 0.39 | | | | | | 0.53 | | | | | | 0.23 | | | | | | 0.60 | | | | | | — | | | | | | 0.83 | | | | | | — | | | | | | 9.34 | | | | | | 5.62 | | | | | | 0.73 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 1.61 | | | | | | 845 | | | | | | 65 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 11.85 | | | | | | 0.04• | | | | | | 1.19 | | | | | | 1.23 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.08 | | | | | | 10.38 | | | | | | 0.82 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 0.70 | | | | | | 14,121 | | | | | | 56 | | |
12-31-18 | | | | | 13.23 | | | | | | 0.21 | | | | | | (0.77) | | | | | | (0.56) | | | | | | 0.20 | | | | | | 0.62 | | | | | | — | | | | | | 0.82 | | | | | | — | | | | | | 11.85 | | | | | | (4.50) | | | | | | 0.79 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.67 | | | | | | 13,352 | | | | | | 83 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 12.13 | | | | | | 0.08• | | | | | | 1.21 | | | | | | 1.29 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.42 | | | | | | 10.63 | | | | | | 0.32 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 1.19 | | | | | | 6,973 | | | | | | 56 | | |
12-31-18 | | | | | 13.51 | | | | | | 0.28• | | | | | | (0.78) | | | | | | (0.50) | | | | | | 0.26 | | | | | | 0.62 | | | | | | — | | | | | | 0.88 | | | | | | — | | | | | | 12.13 | | | | | | (4.02) | | | | | | 0.29 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 2.16 | | | | | | 7,160 | | | | | | 83 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 12.07 | | | | | | 0.06• | | | | | | 1.20 | | | | | | 1.26 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.33 | | | | | | 10.44 | | | | | | 0.57 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 0.94 | | | | | | 11,300 | | | | | | 56 | | |
12-31-18 | | | | | 13.46 | | | | | | 0.25• | | | | | | (0.78) | | | | | | (0.53) | | | | | | 0.24 | | | | | | 0.62 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 12.07 | | | | | | (4.27) | | | | | | 0.54 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 1.94 | | | | | | 12,873 | | | | | | 83 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 11.93 | | | | | | 0.05• | | | | | | 1.19 | | | | | | 1.24 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.17 | | | | | | 10.39 | | | | | | 0.72 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 0.78 | | | | | | 356 | | | | | | 56 | | |
12-31-18 | | | | | 13.32 | | | | | | 0.21• | | | | | | (0.75) | | | | | | (0.54) | | | | | | 0.23 | | | | | | 0.62 | | | | | | — | | | | | | 0.85 | | | | | | — | | | | | | 11.93 | | | | | | (4.37) | | | | | | 0.69 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 1.63 | | | | | | 485 | | | | | | 83 | | |
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 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 11.85 | | | | | | 0.03• | | | | | | 1.19 | | | | | | 1.22 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.07 | | | | | | 10.30 | | | | | | 1.02 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.50 | | | | | | 14 | | | | | | 56 | | |
12-31-18 | | | | | 13.24 | | | | | | 0.19• | | | | | | (0.77) | | | | | | (0.58) | | | | | | 0.19 | | | | | | 0.62 | | | | | | — | | | | | | 0.81 | | | | | | — | | | | | | 11.85 | | | | | | (4.71) | | | | | | 0.99 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 1.51 | | | | | | 12 | | | | | | 83 | | |
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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution 2025 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.48 | | | | | | 0.04 | | | | | | 1.18 | | | | | | 1.22 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.70 | | | | | | 11.64 | | | | | | 0.75 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.48 | | | | | | 256,604 | | | | | | 34 | | |
12-31-18 | | | | | 11.72 | | | | | | 0.16• | | | | | | (0.82) | | | | | | (0.66) | | | | | | 0.21 | | | | | | 0.37 | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 10.48 | | | | | | (5.97) | | | | | | 0.74 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.38 | | | | | | 244,883 | | | | | | 47 | | |
12-31-17 | | | | | 10.66 | | | | | | 0.15• | | | | | | 1.42 | | | | | | 1.57 | | | | | | 0.19 | | | | | | 0.32 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 11.72 | | | | | | 15.02 | | | | | | 0.74 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.36 | | | | | | 300,453 | | | | | | 46 | | |
12-31-16 | | | | | 11.17 | | | | | | 0.14• | | | | | | 0.47 | | | | | | 0.61 | | | | | | 0.21 | | | | | | 0.91 | | | | | | — | | | | | | 1.12 | | | | | | — | | | | | | 10.66 | | | | | | 5.53 | | | | | | 0.74 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.31 | | | | | | 302,670 | | | | | | 43 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.78 | | | | | | 0.06• | | | | | | 1.22 | | | | | | 1.28 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.06 | | | | | | 11.87 | | | | | | 0.25 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 0.98 | | | | | | 244,826 | | | | | | 34 | | |
12-31-18 | | | | | 12.04 | | | | | | 0.23• | | | | | | (0.85) | | | | | | (0.62) | | | | | | 0.27 | | | | | | 0.37 | | | | | | — | | | | | | 0.64 | | | | | | — | | | | | | 10.78 | | | | | | (5.48) | | | | | | 0.24 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 1.93 | | | | | | 219,811 | | | | | | 47 | | |
12-31-17 | | | | | 10.94 | | | | | | 0.22• | | | | | | 1.46 | | | | | | 1.68 | | | | | | 0.26 | | | | | | 0.32 | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 12.04 | | | | | | 15.62 | | | | | | 0.24 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.92 | | | | | | 243,053 | | | | | | 46 | | |
12-31-16 | | | | | 11.44 | | | | | | 0.21 | | | | | | 0.48 | | | | | | 0.69 | | | | | | 0.28 | | | | | | 0.91 | | | | | | — | | | | | | 1.19 | | | | | | — | | | | | | 10.94 | | | | | | 6.13 | | | | | | 0.24 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 1.84 | | | | | | 193,795 | | | | | | 43 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.65 | | | | | | 0.04• | | | | | | 1.21 | | | | | | 1.25 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.90 | | | | | | 11.74 | | | | | | 0.50 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 0.73 | | | | | | 299,592 | | | | | | 34 | | |
12-31-18 | | | | | 11.90 | | | | | | 0.19• | | | | | | (0.83) | | | | | | (0.64) | | | | | | 0.24 | | | | | | 0.37 | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 10.65 | | | | | | (5.73) | | | | | | 0.49 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 1.64 | | | | | | 294,102 | | | | | | 47 | | |
12-31-17 | | | | | 10.82 | | | | | | 0.18• | | | | | | 1.45 | | | | | | 1.63 | | | | | | 0.23 | | | | | | 0.32 | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 11.90 | | | | | | 15.29 | | | | | | 0.49 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.60 | | | | | | 359,764 | | | | | | 46 | | |
12-31-16 | | | | | 11.32 | | | | | | 0.17• | | | | | | 0.48 | | | | | | 0.65 | | | | | | 0.24 | | | | | | 0.91 | | | | | | — | | | | | | 1.15 | | | | | | — | | | | | | 10.82 | | | | | | 5.88 | | | | | | 0.49 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 1.58 | | | | | | 376,403 | | | | | | 43 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.35 | | | | | | 0.03• | | | | | | 1.19 | | | | | | 1.22 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.57 | | | | | | 11.79 | | | | | | 0.65 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.57 | | | | | | 10,858 | | | | | | 34 | | |
12-31-18 | | | | | 11.56 | | | | | | 0.15• | | | | | | (0.79) | | | | | | (0.64) | | | | | | 0.20 | | | | | | 0.37 | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 10.35 | | | | | | (5.88) | | | | | | 0.64 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 1.34 | | | | | | 11,715 | | | | | | 47 | | |
12-31-17 | | | | | 10.52 | | | | | | 0.16• | | | | | | 1.40 | | | | | | 1.56 | | | | | | 0.20 | | | | | | 0.32 | | | | | | — | | | | | | 0.52 | | | | | | — | | | | | | 11.56 | | | | | | 15.07 | | | | | | 0.64 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 1.40 | | | | | | 16,911 | | | | | | 46 | | |
12-31-16 | | | | | 11.03 | | | | | | 0.15• | | | | | | 0.47 | | | | | | 0.62 | | | | | | 0.22 | | | | | | 0.91 | | | | | | — | | | | | | 1.13 | | | | | | — | | | | | | 10.52 | | | | | | 5.75 | | | | | | 0.67 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 1.39 | | | | | | 22,356 | | | | | | 43 | | |
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 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.96 | | | | | | 0.02• | | | | | | 1.24 | | | | | | 1.26 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.22 | | | | | | 11.50 | | | | | | 0.95 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.29 | | | | | | 490 | | | | | | 34 | | |
12-31-18 | | | | | 12.23 | | | | | | 0.13• | | | | | | (0.84) | | | | | | (0.71) | | | | | | 0.19 | | | | | | 0.37 | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 10.96 | | | | | | (6.14) | | | | | | 0.94 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.11 | | | | | | 575 | | | | | | 47 | | |
12-31-17 | | | | | 11.10 | | | | | | 0.14• | | | | | | 1.48 | | | | | | 1.62 | | | | | | 0.17 | | | | | | 0.32 | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 12.23 | | | | | | 14.78 | | | | | | 0.94 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.18 | | | | | | 821 | | | | | | 46 | | |
12-31-16 | | | | | 11.58 | | | | | | 0.14 | | | | | | 0.48 | | | | | | 0.62 | | | | | | 0.19 | | | | | | 0.91 | | | | | | — | | | | | | 1.10 | | | | | | — | | | | | | 11.10 | | | | | | 5.43 | | | | | | 0.96 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 1.14 | | | | | | 806 | | | | | | 43 | | |
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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution 2030 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 13.79 | | | | | | 0.01• | | | | | | 1.79 | | | | | | 1.80 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.59 | | | | | | 13.05 | | | | | | 0.81 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.18 | | | | | | 16,074 | | | | | | 54 | | |
12-31-18 | | | | | 15.96 | | | | | | 0.21 | | | | | | (1.31) | | | | | | (1.10) | | | | | | 0.23 | | | | | | 0.84 | | | | | | — | | | | | | 1.07 | | | | | | — | | | | | | 13.79 | | | | | | (7.47) | | | | | | 0.81 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.38 | | | | | | 12,630 | | | | | | 87 | | |
12-31-17 | | | | | 13.94 | | | | | | 0.23• | | | | | | 2.15 | | | | | | 2.38 | | | | | | 0.12 | | | | | | 0.24 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 15.96 | | | | | | 17.22 | | | | | | 0.83 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.50 | | | | | | 13,589 | | | | | | 63 | | |
12-31-16 | | | | | 13.24 | | | | | | 0.23• | | | | | | 0.57 | | | | | | 0.80 | | | | | | 0.04 | | | | | | 0.06 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 13.94 | | | | | | 6.09 | | | | | | 0.95 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.71 | | | | | | 6,623 | | | | | | 67 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.18 | | | | | | 0.05• | | | | | | 1.83 | | | | | | 1.88 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.06 | | | | | | 13.26 | | | | | | 0.31 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 0.67 | | | | | | 10,304 | | | | | | 54 | | |
12-31-18 | | | | | 16.36 | | | | | | 0.31• | | | | | | (1.36) | | | | | | (1.05) | | | | | | 0.29 | | | | | | 0.84 | | | | | | — | | | | | | 1.13 | | | | | | — | | | | | | 14.18 | | | | | | (6.98) | | | | | | 0.31 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.95 | | | | | | 7,333 | | | | | | 87 | | |
12-31-17 | | | | | 14.23 | | | | | | 0.32• | | | | | | 2.19 | | | | | | 2.51 | | | | | | 0.14 | | | | | | 0.24 | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 16.36 | | | | | | 17.86 | | | | | | 0.33 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 2.07 | | | | | | 8,625 | | | | | | 63 | | |
12-31-16 | | | | | 13.46 | | | | | | 0.35• | | | | | | 0.53 | | | | | | 0.88 | | | | | | 0.05 | | | | | | 0.06 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 14.23 | | | | | | 6.55 | | | | | | 0.45 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 2.54 | | | | | | 3,247 | | | | | | 67 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.09 | | | | | | 0.03• | | | | | | 1.82 | | | | | | 1.85 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.94 | | | | | | 13.13 | | | | | | 0.56 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 0.42 | | | | | | 10,971 | | | | | | 54 | | |
12-31-18 | | | | | 16.28 | | | | | | 0.28• | | | | | | (1.36) | | | | | | (1.08) | | | | | | 0.27 | | | | | | 0.84 | | | | | | — | | | | | | 1.11 | | | | | | — | | | | | | 14.09 | | | | | | (7.23) | | | | | | 0.56 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.81 | | | | | | 10,589 | | | | | | 87 | | |
12-31-17 | | | | | 14.18 | | | | | | 0.26• | | | | | | 2.21 | | | | | | 2.47 | | | | | | 0.13 | | | | | | 0.24 | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 16.28 | | | | | | 17.59 | | | | | | 0.58 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 1.72 | | | | | | 8,484 | | | | | | 63 | | |
12-31-16 | | | | | 13.44 | | | | | | 0.27• | | | | | | 0.58 | | | | | | 0.85 | | | | | | 0.05 | | | | | | 0.06 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 14.18 | | | | | | 6.32 | | | | | | 0.70 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 2.00 | | | | | | 4,770 | | | | | | 67 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 13.90 | | | | | | 0.02• | | | | | | 1.80 | | | | | | 1.82 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.72 | | | | | | 13.09 | | | | | | 0.71 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.27 | | | | | | 453 | | | | | | 54 | | |
12-31-18 | | | | | 16.08 | | | | | | 0.25• | | | | | | (1.35) | | | | | | (1.10) | | | | | | 0.24 | | | | | | 0.84 | | | | | | — | | | | | | 1.08 | | | | | | — | | | | | | 13.90 | | | | | | (7.40) | | | | | | 0.71 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 1.62 | | | | | | 439 | | | | | | 87 | | |
12-31-17 | | | | | 14.01 | | | | | | 0.21• | | | | | | 2.20 | | | | | | 2.41 | | | | | | 0.10 | | | | | | 0.24 | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 16.08 | | | | | | 17.38 | | | | | | 0.73 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 1.42 | | | | | | 588 | | | | | | 63 | | |
12-31-16 | | | | | 13.30 | | | | | | 0.18• | | | | | | 0.64 | | | | | | 0.82 | | | | | | 0.05 | | | | | | 0.06 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 14.01 | | | | | | 6.17 | | | | | | 0.88 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 1.30 | | | | | | 255 | | | | | | 67 | | |
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 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 13.82 | | | | | | (0.00)*• | | | | | | 1.78 | | | | | | 1.78 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.60 | | | | | | 12.88 | | | | | | 1.01 | | | | | | 0.90 | | | | | | 0.90 | | | | | | (0.02) | | | | | | 27 | | | | | | 54 | | |
12-31-18 | | | | | 16.02 | | | | | | 0.22• | | | | | | (1.36) | | | | | | (1.14) | | | | | | 0.22 | | | | | | 0.84 | | | | | | — | | | | | | 1.06 | | | | | | — | | | | | | 13.82 | | | | | | (7.67) | | | | | | 1.01 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.44 | | | | | | 20 | | | | | | 87 | | |
12-31-17 | | | | | 13.98 | | | | | | 0.19• | | | | | | 2.17 | | | | | | 2.36 | | | | | | 0.08 | | | | | | 0.24 | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 16.02 | | | | | | 17.05 | | | | | | 1.03 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 1.23 | | | | | | 15 | | | | | | 63 | | |
12-31-16 | | | | | 13.27 | | | | | | 0.19• | | | | | | 0.58 | | | | | | 0.77 | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 13.98 | | | | | | 5.81 | | | | | | 1.17 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.43 | | | | | | 11 | | | | | | 67 | | |
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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution 2035 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.60 | | | | | | 0.01• | | | | | | 1.45 | | | | | | 1.46 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.06 | | | | | | 13.77 | | | | | | 0.75 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 0.09 | | | | | | 221,852 | | | | | | 39 | | |
12-31-18 | | | | | 12.27 | | | | | | 0.14• | | | | | | (1.12) | | | | | | (0.98) | | | | | | 0.19 | | | | | | 0.50 | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 10.60 | | | | | | (8.54) | | | | | | 0.75 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.21 | | | | | | 212,084 | | | | | | 50 | | |
12-31-17 | | | | | 10.71 | | | | | | 0.13• | | | | | | 1.90 | | | | | | 2.03 | | | | | | 0.16 | | | | | | 0.31 | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 12.27 | | | | | | 19.22 | | | | | | 0.74 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.12 | | | | | | 267,229 | | | | | | 36 | | |
12-31-16 | | | | | 11.27 | | | | | | 0.12• | | | | | | 0.53 | | | | | | 0.65 | | | | | | 0.21 | | | | | | 1.00 | | | | | | — | | | | | | 1.21 | | | | | | — | | | | | | 10.71 | | | | | | 6.00 | | | | | | 0.74 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.11 | | | | | | 262,148 | | | | | | 44 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.89 | | | | | | 0.04• | | | | | | 1.50 | | | | | | 1.54 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.43 | | | | | | 14.14 | | | | | | 0.25 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 0.59 | | | | | | 277,258 | | | | | | 39 | | |
12-31-18 | | | | | 12.59 | | | | | | 0.22 | | | | | | (1.17) | | | | | | (0.95) | | | | | | 0.25 | | | | | | 0.50 | | | | | | — | | | | | | 0.75 | | | | | | — | | | | | | 10.89 | | | | | | (8.09) | | | | | | 0.25 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 1.75 | | | | | | 247,475 | | | | | | 50 | | |
12-31-17 | | | | | 10.98 | | | | | | 0.20• | | | | | | 1.94 | | | | | | 2.14 | | | | | | 0.22 | | | | | | 0.31 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 12.59 | | | | | | 19.82 | | | | | | 0.24 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.69 | | | | | | 274,900 | | | | | | 36 | | |
12-31-16 | | | | | 11.54 | | | | | | 0.19 | | | | | | 0.53 | | | | | | 0.72 | | | | | | 0.28 | | | | | | 1.00 | | | | | | — | | | | | | 1.28 | | | | | | — | | | | | | 10.98 | | | | | | 6.49 | | | | | | 0.24 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.67 | | | | | | 210,863 | | | | | | 44 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.76 | | | | | | 0.02• | | | | | | 1.49 | | | | | | 1.51 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.27 | | | | | | 14.03 | | | | | | 0.50 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 0.34 | | | | | | 318,403 | | | | | | 39 | | |
12-31-18 | | | | | 12.45 | | | | | | 0.18• | | | | | | (1.15) | | | | | | (0.97) | | | | | | 0.22 | | | | | | 0.50 | | | | | | — | | | | | | 0.72 | | | | | | — | | | | | | 10.76 | | | | | | (8.34) | | | | | | 0.50 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.46 | | | | | | 297,721 | | | | | | 50 | | |
12-31-17 | | | | | 10.87 | | | | | | 0.16• | | | | | | 1.92 | | | | | | 2.08 | | | | | | 0.19 | | | | | | 0.31 | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 12.45 | | | | | | 19.44 | | | | | | 0.49 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.38 | | | | | | 368,554 | | | | | | 36 | | |
12-31-16 | | | | | 11.43 | | | | | | 0.16• | | | | | | 0.53 | | | | | | 0.69 | | | | | | 0.25 | | | | | | 1.00 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 10.87 | | | | | | 6.23 | | | | | | 0.49 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.41 | | | | | | 359,464 | | | | | | 44 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.36 | | | | | | 0.01• | | | | | | 1.43 | | | | | | 1.44 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.80 | | | | | | 13.90 | | | | | | 0.65 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 0.19 | | | | | | 15,108 | | | | | | 39 | | |
12-31-18 | | | | | 12.00 | | | | | | 0.15• | | | | | | (1.09) | | | | | | (0.94) | | | | | | 0.20 | | | | | | 0.50 | | | | | | — | | | | | | 0.70 | | | | | | — | | | | | | 10.36 | | | | | | (8.42) | | | | | | 0.65 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.28 | | | | | | 14,521 | | | | | | 50 | | |
12-31-17 | | | | | 10.49 | | | | | | 0.14• | | | | | | 1.85 | | | | | | 1.99 | | | | | | 0.17 | | | | | | 0.31 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 12.00 | | | | | | 19.28 | | | | | | 0.64 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 1.22 | | | | | | 19,146 | | | | | | 36 | | |
12-31-16 | | | | | 11.07 | | | | | | 0.14 | | | | | | 0.51 | | | | | | 0.65 | | | | | | 0.23 | | | | | | 1.00 | | | | | | — | | | | | | 1.23 | | | | | | — | | | | | | 10.49 | | | | | | 6.09 | | | | | | 0.67 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 1.24 | | | | | | 20,809 | | | | | | 44 | | |
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 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 11.07 | | | | | | (0.01)• | | | | | | 1.54 | | | | | | 1.53 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.60 | | | | | | 13.82 | | | | | | 0.95 | | | | | | 0.92 | | | | | | 0.92 | | | | | | (0.11) | | | | | | 401 | | | | | | 39 | | |
12-31-18 | | | | | 12.79 | | | | | | 0.10• | | | | | | (1.16) | | | | | | (1.06) | | | | | | 0.16 | | | | | | 0.50 | | | | | | — | | | | | | 0.66 | | | | | | — | | | | | | 11.07 | | | | | | (8.76) | | | | | | 0.95 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.77 | | | | | | 373 | | | | | | 50 | | |
12-31-17 | | | | | 11.14 | | | | | | 0.11• | | | | | | 1.98 | | | | | | 2.09 | | | | | | 0.13 | | | | | | 0.31 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 12.79 | | | | | | 19.03 | | | | | | 0.94 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.95 | | | | | | 700 | | | | | | 36 | | |
12-31-16 | | | | | 11.65 | | | | | | 0.09• | | | | | | 0.56 | | | | | | 0.65 | | | | | | 0.16 | | | | | | 1.00 | | | | | | — | | | | | | 1.16 | | | | | | — | | | | | | 11.14 | | | | | | 5.73 | | | | | | 0.96 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.83 | | | | | | 624 | | | | | | 44 | | |
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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution 2040 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.26 | | | | | | (0.00)*• | | | | | | 2.08 | | | | | | 2.08 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.34 | | | | | | 14.59 | | | | | | 0.85 | | | | | | 0.71 | | | | | | 0.71 | | | | | | (0.02) | | | | | | 11,956 | | | | | | 52 | | |
12-31-18 | | | | | 17.11 | | | | | | 0.20• | | | | | | (1.66) | | | | | | (1.46) | | | | | | 0.22 | | | | | | 1.17 | | | | | | — | | | | | | 1.39 | | | | | | — | | | | | | 14.26 | | | | | | (9.41) | | | | | | 0.84 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.19 | | | | | | 8,662 | | | | | | 81 | | |
12-31-17 | | | | | 14.55 | | | | | | 0.19• | | | | | | 2.73 | | | | | | 2.92 | | | | | | 0.08 | | | | | | 0.28 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 17.11 | | | | | | 20.23 | | | | | | 0.86 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.17 | | | | | | 8,696 | | | | | | 68 | | |
12-31-16 | | | | | 13.84 | | | | | | 0.19• | | | | | | 0.71 | | | | | | 0.90 | | | | | | 0.06 | | | | | | 0.13 | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 14.55 | | | | | | 6.48 | | | | | | 1.03 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.34 | | | | | | 4,897 | | | | | | 72 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.66 | | | | | | 0.04• | | | | | | 2.13 | | | | | | 2.17 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.83 | | | | | | 14.80 | | | | | | 0.35 | | | | | | 0.21 | | | | | | 0.21 | | | | | | 0.48 | | | | | | 9,245 | | | | | | 52 | | |
12-31-18 | | | | | 17.53 | | | | | | 0.30• | | | | | | (1.72) | | | | | | (1.42) | | | | | | 0.28 | | | | | | 1.17 | | | | | | — | | | | | | 1.45 | | | | | | — | | | | | | 14.66 | | | | | | (8.95) | | | | | | 0.34 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.77 | | | | | | 7,134 | | | | | | 81 | | |
12-31-17 | | | | | 14.86 | | | | | | 0.29• | | | | | | 2.78 | | | | | | 3.07 | | | | | | 0.12 | | | | | | 0.28 | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 17.53 | | | | | | 20.85 | | | | | | 0.36 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 1.76 | | | | | | 7,753 | | | | | | 68 | | |
12-31-16 | | | | | 14.07 | | | | | | 0.31• | | | | | | 0.68 | | | | | | 0.99 | | | | | | 0.07 | | | | | | 0.13 | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 14.86 | | | | | | 7.06 | | | | | | 0.53 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 2.14 | | | | | | 2,887 | | | | | | 72 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.54 | | | | | | 0.02• | | | | | | 2.11 | | | | | | 2.13 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.67 | | | | | | 14.65 | | | | | | 0.60 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 0.22 | | | | | | 9,277 | | | | | | 52 | | |
12-31-18 | | | | | 17.40 | | | | | | 0.26• | | | | | | (1.70) | | | | | | (1.44) | | | | | | 0.25 | | | | | | 1.17 | | | | | | — | | | | | | 1.42 | | | | | | — | | | | | | 14.54 | | | | | | (9.13) | | | | | | 0.59 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.54 | | | | | | 7,641 | | | | | | 81 | | |
12-31-17 | | | | | 14.78 | | | | | | 0.23• | | | | | | 2.78 | | | | | | 3.01 | | | | | | 0.11 | | | | | | 0.28 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 17.40 | | | | | | 20.53 | | | | | | 0.61 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 1.45 | | | | | | 6,732 | | | | | | 68 | | |
12-31-16 | | | | | 14.03 | | | | | | 0.25• | | | | | | 0.70 | | | | | | 0.95 | | | | | | 0.07 | | | | | | 0.13 | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 14.78 | | | | | | 6.79 | | | | | | 0.78 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.75 | | | | | | 3,217 | | | | | | 72 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.31 | | | | | | 0.01• | | | | | | 2.08 | | | | | | 2.09 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.40 | | | | | | 14.61 | | | | | | 0.75 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 0.07 | | | | | | 876 | | | | | | 52 | | |
12-31-18 | | | | | 17.18 | | | | | | 0.23• | | | | | | (1.68) | | | | | | (1.45) | | | | | | 0.25 | | | | | | 1.17 | | | | | | — | | | | | | 1.42 | | | | | | — | | | | | | 14.31 | | | | | | (9.30) | | | | | | 0.74 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 1.42 | | | | | | 939 | | | | | | 81 | | |
12-31-17 | | | | | 14.62 | | | | | | 0.26• | | | | | | 2.69 | | | | | | 2.95 | | | | | | 0.11 | | | | | | 0.28 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 17.18 | | | | | | 20.31 | | | | | | 0.76 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 1.61 | | | | | | 721 | | | | | | 68 | | |
12-31-16 | | | | | 13.90 | | | | | | 0.20• | | | | | | 0.72 | | | | | | 0.92 | | | | | | 0.07 | | | | | | 0.13 | | | | | | — | | | | | | 0.20 | | | | | ��� | — | | | | | | 14.62 | | | | | | 6.64 | | | | | | 0.96 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 1.41 | | | | | | 183 | | | | | | 72 | | |
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 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.22 | | | | | | (0.02)• | | | | | | 2.07 | | | | | | 2.05 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.27 | | | | | | 14.42 | | | | | | 1.05 | | | | | | 0.91 | | | | | | 0.91 | | | | | | (0.22) | | | | | | 23 | | | | | | 52 | | |
12-31-18 | | | | | 17.08 | | | | | | 0.15 | | | | | | (1.64) | | | | | | (1.49) | | | | | | 0.20 | | | | | | 1.17 | | | | | | — | | | | | | 1.37 | | | | | | — | | | | | | 14.22 | | | | | | (9.57) | | | | | | 1.04 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.00 | | | | | | 17 | | | | | | 81 | | |
12-31-17 | | | | | 14.53 | | | | | | 0.17• | | | | | | 2.72 | | | | | | 2.89 | | | | | | 0.06 | | | | | | 0.28 | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 17.08 | | | | | | 20.05 | | | | | | 1.06 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.08 | | | | | | 20 | | | | | | 68 | | |
12-31-16 | | | | | 13.81 | | | | | | 0.17• | | | | | | 0.70 | | | | | | 0.87 | | | | | | 0.02 | | | | | | 0.13 | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 14.53 | | | | | | 6.27 | | | | | | 1.25 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.19 | | | | | | 12 | | | | | | 72 | | |
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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution 2045 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.42 | | | | | | (0.01)• | | | | | | 1.57 | | | | | | 1.56 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.98 | | | | | | 14.97 | | | | | | 0.76 | | | | | | 0.72 | | | | | | 0.72 | | | | | | (0.19) | | | | | | 146,614 | | | | | | 53 | | |
12-31-18 | | | | | 12.40 | | | | | | 0.11• | | | | | | (1.33) | | | | | | (1.22) | | | | | | 0.15 | | | | | | 0.61 | | | | | | — | | | | | | 0.76 | | | | | | — | | | | | | 10.42 | | | | | | (10.53) | | | | | | 0.75 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 0.93 | | | | | | 134,754 | | | | | | 53 | | |
12-31-17 | | | | | 10.63 | | | | | | 0.10• | | | | | | 2.09 | | | | | | 2.19 | | | | | | 0.10 | | | | | | 0.32 | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 12.40 | | | | | | 20.92 | | | | | | 0.75 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.84 | | | | | | 177,624 | | | | | | 37 | | |
12-31-16 | | | | | 11.15 | | | | | | 0.09• | | | | | | 0.56 | | | | | | 0.65 | | | | | | 0.15 | | | | | | 1.02 | | | | | | — | | | | | | 1.17 | | | | | | — | | | | | | 10.63 | | | | | | 6.16 | | | | | | 0.75 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.86 | | | | | | 176,397 | | | | | | 45 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.73 | | | | | | 0.02 | | | | | | 1.62 | | | | | | 1.64 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.37 | | | | | | 15.28 | | | | | | 0.26 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 0.31 | | | | | | 239,938 | | | | | | 53 | | |
12-31-18 | | | | | 12.75 | | | | | | 0.18 | | | | | | (1.37) | | | | | | (1.19) | | | | | | 0.22 | | | | | | 0.61 | | | | | | — | | | | | | 0.83 | | | | | | — | | | | | | 10.73 | | | | | | (10.08) | | | | | | 0.25 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 1.49 | | | | | | 211,781 | | | | | | 53 | | |
12-31-17 | | | | | 10.92 | | | | | | 0.17• | | | | | | 2.14 | | | | | | 2.31 | | | | | | 0.16 | | | | | | 0.32 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 12.75 | | | | | | 21.53 | | | | | | 0.25 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 1.42 | | | | | | 235,122 | | | | | | 37 | | |
12-31-16 | | | | | 11.44 | | | | | | 0.15 | | | | | | 0.57 | | | | | | 0.72 | | | | | | 0.22 | | | | | | 1.02 | | | | | | — | | | | | | 1.24 | | | | | | — | | | | | | 10.92 | | | | | | 6.63 | | | | | | 0.25 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 1.41 | | | | | | 171,475 | | | | | | 45 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.58 | | | | | | 0.01 | | | | | | 1.59 | | | | | | 1.60 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.18 | | | | | | 15.12 | | | | | | 0.51 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 0.06 | | | | | | 230,938 | | | | | | 53 | | |
12-31-18 | | | | | 12.57 | | | | | | 0.15• | | | | | | (1.35) | | | | | | (1.20) | | | | | | 0.18 | | | | | | 0.61 | | | | | | — | | | | | | 0.79 | | | | | | — | | | | | | 10.58 | | | | | | (10.23) | | | | | | 0.50 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.20 | | | | | | 209,647 | | | | | | 53 | | |
12-31-17 | | | | | 10.77 | | | | | | 0.13• | | | | | | 2.12 | | | | | | 2.25 | | | | | | 0.13 | | | | | | 0.32 | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 12.57 | | | | | | 21.25 | | | | | | 0.50 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 1.11 | | | | | | 269,521 | | | | | | 37 | | |
12-31-16 | | | | | 11.29 | | | | | | 0.14 | | | | | | 0.55 | | | | | | 0.69 | | | | | | 0.19 | | | | | | 1.02 | | | | | | — | | | | | | 1.21 | | | | | | — | | | | | | 10.77 | | | | | | 6.40 | | | | | | 0.50 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.14 | | | | | | 256,935 | | | | | | 45 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.31 | | | | | | (0.01)• | | | | | | 1.55 | | | | | | 1.54 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.85 | | | | | | 14.94 | | | | | | 0.66 | | | | | | 0.62 | | | | | | 0.62 | | | | | | (0.10) | | | | | | 7,323 | | | | | | 53 | | |
12-31-18 | | | | | 12.25 | | | | | | 0.12• | | | | | | (1.30) | | | | | | (1.18) | | | | | | 0.15 | | | | | | 0.61 | | | | | | — | | | | | | 0.76 | | | | | | — | | | | | | 10.31 | | | | | | (10.34) | | | | | | 0.65 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 1.03 | | | | | | 7,504 | | | | | | 53 | | |
12-31-17 | | | | | 10.51 | | | | | | 0.09• | | | | | | 2.08 | | | | | | 2.17 | | | | | | 0.11 | | | | | | 0.32 | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 12.25 | | | | | | 21.02 | | | | | | 0.65 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 0.82 | | | | | | 9,902 | | | | | | 37 | | |
12-31-16 | | | | | 11.04 | | | | | | 0.11 | | | | | | 0.55 | | | | | | 0.66 | | | | | | 0.17 | | | | | | 1.02 | | | | | | — | | | | | | 1.19 | | | | | | — | | | | | | 10.51 | | | | | | 6.28 | | | | | | 0.68 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 0.96 | | | | | | 12,687 | | | | | | 45 | | |
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 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.74 | | | | | | (0.02)• | | | | | | 1.61 | | | | | | 1.59 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.33 | | | | | | 14.80 | | | | | | 0.96 | | | | | | 0.92 | | | | | | 0.92 | | | | | | (0.39) | | | | | | 248 | | | | | | 53 | | |
12-31-18 | | | | | 12.77 | | | | | | 0.06• | | | | | | (1.34) | | | | | | (1.28) | | | | | | 0.14 | | | | | | 0.61 | | | | | | — | | | | | | 0.75 | | | | | | — | | | | | | 10.74 | | | | | | (10.72) | | | | | | 0.95 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.44 | | | | | | 220 | | | | | | 53 | | |
12-31-17 | | | | | 10.95 | | | | | | 0.08 | | | | | | 2.15 | | | | | | 2.23 | | | | | | 0.09 | | | | | | 0.32 | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.77 | | | | | | 20.69 | | | | | | 0.95 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.70 | | | | | | 508 | | | | | | 37 | | |
12-31-16 | | | | | 11.46 | | | | | | 0.07 | | | | | | 0.58 | | | | | | 0.65 | | | | | | 0.14 | | | | | | 1.02 | | | | | | — | | | | | | 1.16 | | | | | | — | | | | | | 10.95 | | | | | | 5.94 | | | | | | 0.97 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.70 | | | | | | 418 | | | | | | 45 | | |
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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution 2050 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.58 | | | | | | (0.01)• | | | | | | 2.24 | | | | | | 2.23 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.81 | | | | | | 15.29 | | | | | | 0.88 | | | | | | 0.73 | | | | | | 0.73 | | | | | | (0.15) | | | | | | 10,831 | | | | | | 59 | | |
12-31-18 | | | | | 17.33 | | | | | | 0.17• | | | | | | (1.93) | | | | | | (1.76) | | | | | | 0.16 | | | | | | 0.83 | | | | | | — | | | | | | 0.99 | | | | | | — | | | | | | 14.58 | | | | | | (10.82) | | | | | | 0.86 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.03 | | | | | | 8,144 | | | | | | 86 | | |
12-31-17 | | | | | 14.57 | | | | | | 0.18• | | | | | | 2.89 | | | | | | 3.07 | | | | | | 0.06 | | | | | | 0.25 | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 17.33 | | | | | | 21.30 | | | | | | 0.93 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.11 | | | | | | 6,983 | | | | | | 52 | | |
12-31-16 | | | | | 13.86 | | | | | | 0.18• | | | | | | 0.68 | | | | | | 0.86 | | | | | | 0.04 | | | | | | 0.11 | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 14.57 | | | | | | 6.27 | | | | | | 1.22 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.26 | | | | | | 3,184 | | | | | | 70 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 15.04 | | | | | | 0.03• | | | | | | 2.31 | | | | | | 2.34 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.38 | | | | | | 15.56 | | | | | | 0.38 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 0.35 | | | | | | 8,064 | | | | | | 59 | | |
12-31-18 | | | | | 17.81 | | | | | | 0.27• | | | | | | (1.99) | | | | | | (1.72) | | | | | | 0.22 | | | | | | 0.83 | | | | | | — | | | | | | 1.05 | | | | | | — | | | | | | 15.04 | | | | | | (10.37) | | | | | | 0.36 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 1.55 | | | | | | 6,320 | | | | | | 86 | | |
12-31-17 | | | | | 14.91 | | | | | | 0.28• | | | | | | 2.97 | | | | | | 3.25 | | | | | | 0.10 | | | | | | 0.25 | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 17.81 | | | | | | 21.99 | | | | | | 0.43 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.70 | | | | | | 5,705 | | | | | | 52 | | |
12-31-16 | | | | | 14.13 | | | | | | 0.28• | | | | | | 0.67 | | | | | | 0.95 | | | | | | 0.06 | | | | | | 0.11 | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 14.91 | | | | | | 6.75 | | | | | | 0.72 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 1.92 | | | | | | 1,452 | | | | | | 70 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.88 | | | | | | 0.01 | | | | | | 2.28 | | | | | | 2.29 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.17 | | | | | | 15.39 | | | | | | 0.63 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 0.09 | ��� | | | | | 6,231 | | | | | | 59 | | |
12-31-18 | | | | | 17.65 | | | | | | 0.23• | | | | | | (1.98) | | | | | | (1.75) | | | | | | 0.19 | | | | | | 0.83 | | | | | | — | | | | | | 1.02 | | | | | | — | | | | | | 14.88 | | | | | | (10.61) | | | | | | 0.61 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.34 | | | | | | 5,413 | | | | | | 86 | | |
12-31-17 | | | | | 14.81 | | | | | | 0.22• | | | | | | 2.95 | | | | | | 3.17 | | | | | | 0.08 | | | | | | 0.25 | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 17.65 | | | | | | 21.63 | | | | | | 0.68 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.33 | | | | | | 4,424 | | | | | | 52 | | |
12-31-16 | | | | | 14.06 | | | | | | 0.24• | | | | | | 0.68 | | | | | | 0.92 | | | | | | 0.06 | | | | | | 0.11 | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 14.81 | | | | | | 6.56 | | | | | | 0.97 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.71 | | | | | | 1,996 | | | | | | 70 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.67 | | | | | | (0.01)• | | | | | | 2.26 | | | | | | 2.25 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.92 | | | | | | 15.34 | | | | | | 0.78 | | | | | | 0.63 | | | | | | 0.63 | | | | | | (0.06) | | | | | | 330 | | | | | | 59 | | |
12-31-18 | | | | | 17.43 | | | | | | 0.22• | | | | | | (1.97) | | | | | | (1.75) | | | | | | 0.18 | | | | | | 0.83 | | | | | | — | | | | | | 1.01 | | | | | | — | | | | | | 14.67 | | | | | | (10.75) | | | | | | 0.76 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.32 | | | | | | 423 | | | | | | 86 | | |
12-31-17 | | | | | 14.64 | | | | | | 0.20• | | | | | | 2.91 | | | | | | 3.11 | | | | | | 0.07 | | | | | | 0.25 | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 17.43 | | | | | | 21.47 | | | | | | 0.83 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 1.21 | | | | | | 309 | | | | | | 52 | | |
12-31-16 | | | | | 13.93 | | | | | | 0.20• | | | | | | 0.67 | | | | | | 0.87 | | | | | | 0.05 | | | | | | 0.11 | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 14.64 | | | | | | 6.32 | | | | | | 1.15 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.44 | | | | | | 142 | | | | | | 70 | | |
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 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.63 | | | | | | (0.04) | | | | | | 2.26 | | | | | | 2.22 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.85 | | | | | | 15.17 | | | | | | 1.08 | | | | | | 0.93 | | | | | | 0.93 | | | | | | (0.35) | | | | | | 25 | | | | | | 59 | | |
12-31-18 | | | | | 17.39 | | | | | | 0.14 | | | | | | (1.94) | | | | | | (1.80) | | | | | | 0.13 | | | | | | 0.83 | | | | | | — | | | | | | 0.96 | | | | | | — | | | | | | 14.63 | | | | | | (11.01) | | | | | | 1.06 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.89 | | | | | | 20 | | | | | | 86 | | |
12-31-17 | | | | | 14.60 | | | | | | 0.17• | | | | | | 2.89 | | | | | | 3.06 | | | | | | 0.02 | | | | | | 0.25 | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 17.39 | | | | | | 21.15 | | | | | | 1.13 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 1.05 | | | | | | 20 | | | | | | 52 | | |
12-31-16 | | | | | 13.88 | | | | | | 0.13• | | | | | | 0.70 | | | | | | 0.83 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 14.60 | | | | | | 6.02 | | | | | | 1.44 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.96 | | | | | | 10 | | | | | | 70 | | |
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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution 2055 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 12.35 | | | | | | (0.01) | | | | | | 1.88 | | | | | | 1.87 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.22 | | | | | | 15.14 | | | | | | 0.76 | | | | | | 0.70 | | | | | | 0.70 | | | | | | (0.16) | | | | | | 46,223 | | | | | | 50 | | |
12-31-18 | | | | | 14.49 | | | | | | 0.13 | | | | | | (1.60) | | | | | | (1.47) | | | | | | 0.15 | | | | | | 0.52 | | | | | | — | | | | | | 0.67 | | | | | | — | | | | | | 12.35 | | | | | | (10.72) | | | | | | 0.76 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.90 | | | | | | 39,621 | | | | | | 62 | | |
12-31-17 | | | | | 12.27 | | | | | | 0.11• | | | | | | 2.49 | | | | | | 2.60 | | | | | | 0.10 | | | | | | 0.28 | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 14.49 | | | | | | 21.40 | | | | | | 0.76 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.82 | | | | | | 47,367 | | | | | | 40 | | |
12-31-16 | | | | | 12.52 | | | | | | 0.11 | | | | | | 0.64 | | | | | | 0.75 | | | | | | 0.15 | | | | | | 0.85 | | | | | | — | | | | | | 1.00 | | | | | | — | | | | | | 12.27 | | | | | | 6.13 | | | | | | 0.76 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 0.88 | | | | | | 42,793 | | | | | | 58 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 12.61 | | | | | | 0.02• | | | | | | 1.93 | | | | | | 1.95 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.56 | | | | | | 15.46 | | | | | | 0.26 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 0.34 | | | | | | 99,886 | | | | | | 50 | | |
12-31-18 | | | | | 14.78 | | | | | | 0.21• | | | | | | (1.64) | | | | | | (1.43) | | | | | | 0.22 | | | | | | 0.52 | | | | | | — | | | | | | 0.74 | | | | | | — | | | | | | 12.61 | | | | | | (10.29) | | | | | | 0.26 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 1.48 | | | | | | 77,961 | | | | | | 62 | | |
12-31-17 | | | | | 12.51 | | | | | | 0.20• | | | | | | 2.51 | | | | | | 2.71 | | | | | | 0.16 | | | | | | 0.28 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 14.78 | | | | | | 21.94 | | | | | | 0.26 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.42 | | | | | | 73,894 | | | | | | 40 | | |
12-31-16 | | | | | 12.74 | | | | | | 0.18• | | | | | | 0.65 | | | | | | 0.83 | | | | | | 0.21 | | | | | | 0.85 | | | | | | — | | | | | | 1.06 | | | | | | — | | | | | | 12.51 | | | | | | 6.72 | | | | | | 0.26 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 1.46 | | | | | | 44,519 | | | | | | 58 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 12.46 | | | | | | 0.00* | | | | | | 1.91 | | | | | | 1.91 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.37 | | | | | | 15.33 | | | | | | 0.51 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 0.09 | | | | | | 56,891 | | | | | | 50 | | |
12-31-18 | | | | | 14.62 | | | | | | 0.17• | | | | | | (1.63) | | | | | | (1.46) | | | | | | 0.18 | | | | | | 0.52 | | | | | | — | | | | | | 0.70 | | | | | | — | | | | | | 12.46 | | | | | | (10.56) | | | | | | 0.51 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.19 | | | | | | 49,077 | | | | | | 62 | | |
12-31-17 | | | | | 12.38 | | | | | | 0.15• | | | | | | 2.50 | | | | | | 2.65 | | | | | | 0.13 | | | | | | 0.28 | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 14.62 | | | | | | 21.66 | | | | | | 0.51 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.08 | | | | | | 58,217 | | | | | | 40 | | |
12-31-16 | | | | | 12.62 | | | | | | 0.13 | | | | | | 0.66 | | | | | | 0.79 | | | | | | 0.18 | | | | | | 0.85 | | | | | | — | | | | | | 1.03 | | | | | | — | | | | | | 12.38 | | | | | | 6.44 | | | | | | 0.51 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.16 | | | | | | 51,294 | | | | | | 58 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 12.39 | | | | | | (0.00)*• | | | | | | 1.89 | | | | | | 1.89 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.28 | | | | | | 15.25 | | | | | | 0.66 | | | | | | 0.60 | | | | | | 0.60 | | | | | | (0.07) | | | | | | 2,930 | | | | | | 50 | | |
12-31-18 | | | | | 14.54 | | | | | | 0.15 | | | | | | (1.62) | | | | | | (1.47) | | | | | | 0.16 | | | | | | 0.52 | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 12.39 | | | | | | (10.68) | | | | | | 0.66 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.03 | | | | | | 2,720 | | | | | | 62 | | |
12-31-17 | | | | | 12.31 | | | | | | 0.12• | | | | | | 2.50 | | | | | | 2.62 | | | | | | 0.11 | | | | | | 0.28 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 14.54 | | | | | | 21.52 | | | | | | 0.66 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 0.89 | | | | | | 3,250 | | | | | | 40 | | |
12-31-16 | | | | | 12.56 | | | | | | 0.11 | | | | | | 0.65 | | | | | | 0.76 | | | | | | 0.16 | | | | | | 0.85 | | | | | | — | | | | | | 1.01 | | | | | | — | | | | | | 12.31 | | | | | | 6.24 | | | | | | 0.69 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 0.93 | | | | | | 2,996 | | | | | | 58 | | |
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 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 12.58 | | | | | | (0.03)• | | | | | | 1.93 | | | | | | 1.90 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.48 | | | | | | 15.10 | | | | | | 0.96 | | | | | | 0.90 | | | | | | 0.90 | | | | | | (0.37) | | | | | | 17 | | | | | | 50 | | |
12-31-18 | | | | | 14.73 | | | | | | 0.08• | | | | | | (1.61) | | | | | | (1.53) | | | | | | 0.10 | | | | | | 0.52 | | | | | | — | | | | | | 0.62 | | | | | | — | | | | | | 12.58 | | | | | | (10.91) | | | | | | 0.96 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.58 | | | | | | 18 | | | | | | 62 | | |
12-31-17 | | | | | 12.50 | | | | | | 0.09• | | | | | | 2.52 | | | | | | 2.61 | | | | | | 0.10 | | | | | | 0.28 | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 14.73 | | | | | | 21.08 | | | | | | 0.96 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.67 | | | | | | 32 | | | | | | 40 | | |
12-31-16 | | | | | 12.78 | | | | | | 0.12• | | | | | | 0.62 | | | | | | 0.74 | | | | | | 0.17 | | | | | | 0.85 | | | | | | — | | | | | | 1.02 | | | | | | — | | | | | | 12.50 | | | | | | 5.96 | | | | | | 0.98 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.96 | | | | | | 25 | | | | | | 58 | | |
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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Solution 2060 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.45 | | | | | | (0.01)• | | | | | | 1.59 | | | | | | 1.58 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.03 | | | | | | 15.12 | | | | | | 1.00 | | | | | | 0.74 | | | | | | 0.74 | | | | | | (0.17) | | | | | | 6,061 | | | | | | 60 | | |
12-31-18 | | | | | 12.39 | | | | | | 0.13• | | | | | | (1.38) | | | | | | (1.25) | | | | | | 0.11 | | | | | | 0.58 | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 10.45 | | | | | | (10.76) | | | | | | 0.96 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.12 | | | | | | 4,593 | | | | | | 84 | | |
12-31-17 | | | | | 10.42 | | | | | | 0.13• | | | | | | 2.08 | | | | | | 2.21 | | | | | | 0.04 | | | | | | 0.20 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 12.39 | | | | | | 21.42 | | | | | | 1.10 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.11 | | | | | | 3,202 | | | | | | 65 | | |
12-31-16 | | | | | 9.89 | | | | | | 0.15• | | | | | | 0.48 | | | | | | 0.63 | | | | | | 0.04 | | | | | | 0.06 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 10.42 | | | | | | 6.34 | | | | | | 1.97 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.50 | | | | | | 1,395 | | | | | | 82 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.60 | | | | | | 0.02• | | | | | | 1.62 | | | | | | 1.64 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.24 | | | | | | 15.47 | | | | | | 0.50 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 0.34 | | | | | | 3,619 | | | | | | 60 | | |
12-31-18 | | | | | 12.53 | | | | | | 0.19• | | | | | | (1.41) | | | | | | (1.22) | | | | | | 0.13 | | | | | | 0.58 | | | | | | — | | | | | | 0.71 | | | | | | — | | | | | | 10.60 | | | | | | (10.35) | | | | | | 0.46 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 1.57 | | | | | | 2,570 | | | | | | 84 | | |
12-31-17 | | | | | 10.49 | | | | | | 0.20• | | | | | | 2.10 | | | | | | 2.30 | | | | | | 0.06 | | | | | | 0.20 | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 12.53 | | | | | | 22.15 | | | | | | 0.60 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 1.73 | | | | | | 2,160 | | | | | | 65 | | |
12-31-16 | | | | | 9.92 | | | | | | 0.16• | | | | | | 0.51 | | | | | | 0.67 | | | | | | 0.04 | | | | | | 0.06 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 10.49 | | | | | | 6.73 | | | | | | 1.47 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 1.56 | | | | | | 606 | | | | | | 82 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.47 | | | | | | 0.00*• | | | | | | 1.60 | | | | | | 1.60 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.07 | | | | | | 15.28 | | | | | | 0.75 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.08 | | | | | | 4,222 | | | | | | 60 | | |
12-31-18 | | | | | 12.40 | | | | | | 0.16• | | | | | | (1.39) | | | | | | (1.23) | | | | | | 0.12 | | | | | | 0.58 | | | | | | — | | | | | | 0.70 | | | | | | — | | | | | | 10.47 | | | | | | (10.60) | | | | | | 0.71 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.30 | | | | | | 3,440 | | | | | | 84 | | |
12-31-17 | | | | | 10.41 | | | | | | 0.15• | | | | | | 2.10 | | | | | | 2.25 | | | | | | 0.06 | | | | | | 0.20 | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 12.40 | | | | | | 21.81 | | | | | | 0.85 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 1.30 | | | | | | 2,825 | | | | | | 65 | | |
12-31-16 | | | | | 9.86 | | | | | | 0.17• | | | | | | 0.48 | | | | | | 0.65 | | | | | | 0.04 | | | | | | 0.06 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 10.41 | | | | | | 6.56 | | | | | | 1.72 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.68 | | | | | | 836 | | | | | | 82 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.46 | | | | | | (0.00)*• | | | | | | 1.59 | | | | | | 1.59 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.05 | | | | | | 15.20 | | | | | | 0.90 | | | | | | 0.64 | | | | | | 0.64 | | | | | | (0.08) | | | | | | 230 | | | | | | 60 | | |
12-31-18 | | | | | 12.40 | | | | | | 0.15• | | | | | | (1.40) | | | | | | (1.25) | | | | | | 0.11 | | | | | | 0.58 | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 10.46 | | | | | | (10.70) | | | | | | 0.86 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 1.23 | | | | | | 247 | | | | | | 84 | | |
12-31-17 | | | | | 10.42 | | | | | | 0.17• | | | | | | 2.05 | | | | | | 2.22 | | | | | | 0.04 | | | | | | 0.20 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 12.40 | | | | | | 21.56 | | | | | | 1.00 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 1.45 | | | | | | 180 | | | | | | 65 | | |
12-31-16 | | | | | 9.89 | | | | | | 0.09• | | | | | | 0.54 | | | | | | 0.63 | | | | | | 0.04 | | | | | | 0.06 | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 10.42 | | | | | | 6.34 | | | | | | 1.90 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 0.92 | | | | | | 32 | | | | | | 82 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.40 | | | | | | (0.02)• | | | | | | 1.59 | | | | | | 1.57 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.97 | | | | | | 15.10 | | | | | | 1.20 | | | | | | 0.94 | | | | | | 0.94 | | | | | | (0.39) | | | | | | 4 | | | | | | 60 | | |
12-31-18 | | | | | 12.33 | | | | | | 0.08 | | | | | | (1.37) | | | | | | (1.29) | | | | | | 0.06 | | | | | | 0.58 | | | | | | — | | | | | | 0.64 | | | | | | — | | | | | | 10.40 | | | | | | (11.08) | | | | | | 1.16 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.73 | | | | | | 3 | | | | | | 84 | | |
12-31-17 | | | | | 10.35 | | | | | | 0.08• | | | | | | 2.10 | | | | | | 2.18 | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 12.33 | | | | | | 21.24 | | | | | | 1.30 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.69 | | | | | | 4 | | | | | | 65 | | |
12-31-16 | | | | | 9.86 | | | | | | 0.07 | | | | | | 0.51 | | | | | | 0.58 | | | | | | 0.03 | | | | | | 0.06 | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 10.35 | | | | | | 5.91 | | | | | | 2.19 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.67 | | | | | | 3 | | | | | | 82 | | |
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 Income | | | | $ | 11,612,811 | | | | | $ | 11,610,693 | | |
Solution Moderately Aggressive | | | | | 32,097,433 | | | | | | 31,687,569 | | |
Solution 2025 | | | | | 26,396,548 | | | | | | 26,369,827 | | |
Solution 2035 | | | | | 29,389,743 | | | | | | 29,111,427 | | |
Solution 2045 | | | | | 23,512,781 | | | | | | 23,258,471 | | |
Solution 2055 | | | | | 7,194,568 | | | | | | 7,121,508 | | |
| | | Purchases | | | Sales | | ||||||
Solution Aggressive | | | | $ | 13,551,080 | | | | | $ | 10,113,702 | | |
Solution Balanced | | | | | 33,711,009 | | | | | | 32,950,324 | | |
Solution Conservative | | | | | 9,779,118 | | | | | | 8,686,462 | | |
Solution Income | | | | | 105,297,499 | | | | | | 137,854,608 | | |
Solution Moderately Aggressive | | | | | 265,146,210 | | | | | | 298,508,335 | | |
Solution Moderately Conservative | | | | | 27,011,013 | | | | | | 18,964,962 | | |
Solution 2020 | | | | | 18,763,118 | | | | | | 23,054,077 | | |
Solution 2025 | | | | | 269,583,675 | | | | | | 316,528,734 | | |
Solution 2030 | | | | | 21,527,826 | | | | | | 18,795,676 | | |
Solution 2035 | | | | | 321,250,803 | | | | | | 364,757,195 | | |
Solution 2040 | | | | | 18,209,018 | | | | | | 14,922,831 | | |
Solution 2045 | | | | | 322,633,759 | | | | | | 343,730,905 | | |
Solution 2050 | | | | | 15,737,625 | | | | | | 13,778,458 | | |
Solution 2055 | | | | | 106,602,166 | | | | | | 96,062,761 | | |
Solution 2060 | | | | | 9,079,010 | | | | | | 7,515,707 | | |
Entity | | | Portfolio | | | Percentage | | |||
Voya Institutional Trust Company | | | Solution Balanced | | | | | 8.50% | | |
| | | Solution Income | | | | | 42.54 | | |
| | | Solution 2020 | | | | | 18.76 | | |
| | | Solution 2025 | | | | | 40.13 | | |
| | | Solution 2030 | | | | | 15.99 | | |
| | | Solution 2035 | | | | | 39.00 | | |
| | | Solution 2040 | | | | | 8.33 | | |
Entity | | | Portfolio | | | Percentage | | |||
| | | Solution 2045 | | | | | 39.61 | | |
| | | Solution 2050 | | | | | 10.50 | | |
| | | Solution 2055 | | | | | 44.66 | | |
| | | Solution 2060 | | | | | 12.02 | | |
Voya Insurance and Annuity Company | | | Solution Moderately Aggressive | | | | | 89.66 | | |
Voya Retirement Insurance and Annuity Company | | | Solution Aggressive | | | | | 95.06 | | |
| Solution Balanced | | | | | 91.50 | | | ||
| | | Solution Conservative | | | | | 95.32 | | |
| | | Solution Income | | | | | 51.87 | | |
| | | Solution Moderately Aggressive | | | | | 5.65 | | |
| | | Solution Moderately Conservative | | | | | 99.59 | | |
| | | Solution 2020 | | | | | 81.23 | | |
| | | Solution 2025 | | | | | 57.17 | | |
| | | Solution 2030 | | | | | 83.81 | | |
| | | Solution 2035 | | | | | 58.92 | | |
| | | Solution 2040 | | | | | 91.65 | | |
| | | Solution 2045 | | | | | 59.56 | | |
| | | Solution 2050 | | | | | 89.48 | | |
| | | Solution 2055 | | | | | 55.34 | | |
| | | Solution 2060 | | | | | 87.95 | | |
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, | | | ||||||||||||||||||||
| | | 2020 | | | 2021 | | | 2022 | | | Total | | ||||||||||||
Solution Aggressive | | | | $ | 27,231 | | | | | $ | 30,278 | | | | | $ | 34,059 | | | | | $ | 91,568 | | |
Solution Balanced | | | | | 64,135 | | | | | | 67,622 | | | | | | 48,849 | | | | | | 180,606 | | |
Solution Conservative | | | | | 38,455 | | | | | | 40,088 | | | | | | 45,482 | | | | | | 124,025 | | |
Solution Income | | | | | 678,943 | | | | | | 604,411 | | | | | | 382,691 | | | | | | 1,666,045 | | |
Solution Moderately Aggressive | | | | | 305,266 | | | | | | 302,860 | | | | | | 199,149 | | | | | | 807,275 | | |
Solution Moderately Conservative | | | | | 63,019 | | | | | | 52,961 | | | | | | 47,347 | | | | | | 163,327 | | |
Solution 2020 | | | | | 46,693 | | | | | | 63,061 | | | | | | 43,822 | | | | | | 153,576 | | |
Solution 2025 | | | | | 884,246 | | | | | | 641,378 | | | | | | 508,400 | | | | | | 2,034,024 | | |
Solution 2030 | | | | | 35,290 | | | | | | 48,846 | | | | | | 41,306 | | | | | | 125,442 | | |
Solution 2035 | | | | | 770,232 | | | | | | 715,717 | | | | | | 387,214 | | | | | | 1,873,163 | | |
Solution 2040 | | | | | 35,719 | | | | | | 47,317 | | | | | | 42,006 | | | | | | 125,042 | | |
Solution 2045 | | | | | 510,904 | | | | | | 499,249 | | | | | | 212,894 | | | | | | 1,223,047 | | |
Solution 2050 | | | | | 29,633 | | | | | | 36,683 | | | | | | 35,469 | | | | | | 101,785 | | |
Solution 2055 | | | | | 120,365 | | | | | | 174,209 | | | | | | 118,999 | | | | | | 413,573 | | |
Solution 2060 | | | | | 23,519 | | | | | | 26,368 | | | | | | 30,874 | | | | | | 80,761 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Solution Conservative | | | | | 1 | | | | | $ | 956,000 | | | | | | 3.40% | | |
Solution Income | | | | | 2 | | | | | | 6,100,000 | | | | | | 3.44 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Solution Moderately Conservative | | | | | 1 | | | | | | 1,203,000 | | | | | | 3.44 | | |
Solution 2020 | | | | | 1 | | | | | | 1,685,000 | | | | | | 3.44 | | |
Solution 2025 | | | | | 2 | | | | | | 1,118,000 | | | | | | 3.41 | | |
Solution 2035 | | | | | 1 | | | | | | 1,668,000 | | | | | | 3.38 | | |
| | | 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 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 35,380 | | | | | | — | | | | | | — | | | | | | (18,901) | | | | | | 16,479 | | | | | | 449,540 | | | | | | — | | | | | | — | | | | | | (239,709) | | | | | | 209,831 | | |
12/31/2018 | | | | | 81,232 | | | | | | — | | | | | | 12,699 | | | | | | (74,248) | | | | | | 19,683 | | | | | | 1,088,541 | | | | | | — | | | | | | 167,121 | | | | | | (992,290) | | | | | | 263,372 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 5,905 | | | | | | — | | | | | | — | | | | | | (161) | | | | | | 5,744 | | | | | | 77,115 | | | | | | — | | | | | | — | | | | | | (2,051) | | | | | | 75,064 | | |
12/31/2018 | | | | | 10,715 | | | | | | — | | | | | | 1,787 | | | | | | (16,891) | | | | | | (4,389) | | | | | | 147,238 | | | | | | — | | | | | | 24,011 | | | | | | (223,860) | | | | | | (52,611) | | |
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 181,707 | | | | | | — | | | | | | — | | | | | | (36,487) | | | | | | 145,220 | | | | | | 2,335,998 | | | | | | — | | | | | | — | | | | | | (476,438) | | | | | | 1,859,560 | | |
12/31/2018 | | | | | 320,438 | | | | | | — | | | | | | 25,489 | | | | | | (96,689) | | | | | | 249,238 | | | | | | 4,284,185 | | | | | | — | | | | | | 342,563 | | | | | | (1,301,315) | | | | | | 3,325,433 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 149,588 | | | | | | — | | | | | | — | | | | | | (90,144) | | | | | | 59,444 | | | | | | 1,982,247 | | | | | | — | | | | | | — | | | | | | (1,180,703) | | | | | | 801,544 | | |
12/31/2018 | | | | | 69,210 | | | | | | — | | | | | | 16,798 | | | | | | (130,750) | | | | | | (44,742) | | | | | | 911,864 | | | | | | — | | | | | | 223,244 | | | | | | (1,709,087) | | | | | | (573,979) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 41,041 | | | | | | — | | | | | | — | | | | | | (4,484) | | | | | | 36,557 | | | | | | 532,995 | | | | | | — | | | | | | — | | | | | | (57,644) | | | | | | 475,351 | | |
12/31/2018 | | | | | 22,031 | | | | | | — | | | | | | 3,181 | | | | | | (5,646) | | | | | | 19,566 | | | | | | 292,062 | | | | | | — | | | | | | 41,710 | | | | | | (72,971) | | | | | | 260,801 | | |
Solution Balanced | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 75,363 | | | | | | — | | | | | | — | | | | | | (284,359) | | | | | | (208,996) | | | | | | 716,390 | | | | | | — | | | | | | — | | | | | | (2,725,708) | | | | | | (2,009,318) | | |
12/31/2018 | | | | | 151,383 | | | | | | — | | | | | | 83,992 | | | | | | (775,450) | | | | | | (540,075) | | | | | | 1,486,757 | | | | | | — | | | | | | 812,200 | | | | | | (7,535,126) | | | | | | (5,236,169) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 8,820 | | | | | | — | | | | | | — | | | | | | (57,954) | | | | | | (49,134) | | | | | | 87,990 | | | | | | — | | | | | | — | | | | | | (560,828) | | | | | | (472,838) | | |
12/31/2018 | | | | | 42,395 | | | | | | — | | | | | | 22,572 | | | | | | (113,571) | | | | | | (48,604) | | | | | | 436,057 | | | | | | — | | | | | | 226,396 | | | | | | (1,179,430) | | | | | | (516,977) | | |
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 462,753 | | | | | | — | | | | | | — | | | | | | (169,186) | | | | | | 293,567 | | | | | | 4,594,882 | | | | | | — | | | | | | — | | | | | | (1,702,630) | | | | | | 2,892,252 | | |
12/31/2018 | | | | | 478,476 | | | | | | — | | | | | | 77,752 | | | | | | (326,685) | | | | | | 229,543 | | | | | | 4,906,793 | | | | | | — | | | | | | 779,855 | | | | | | (3,380,515) | | | | | | 2,306,133 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 295,154 | | | | | | — | | | | | | — | | | | | | (423,693) | | | | | | (128,539) | | | | | | 2,928,368 | | | | | | — | | | | | | — | | | | | | (4,188,010) | | | | | | (1,259,642) | | |
12/31/2018 | | | | | 221,864 | | | | | | — | | | | | | 120,812 | | | | | | (509,828) | | | | | | (167,152) | | | | | | 2,206,260 | | | | | | — | | | | | | 1,182,749 | | | | | | (5,135,648) | | | | | | (1,746,639) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 158,499 | | | | | | — | | | | | | — | | | | | | (16,057) | | | | | | 142,442 | | | | | | 1,571,632 | | | | | | — | | | | | | — | | | | | | (155,598) | | | | | | 1,416,034 | | |
12/31/2018 | | | | | 18,374 | | | | | | — | | | | | | 4,737 | | | | | | (125,138) | | | | | | (102,027) | | | | | | 184,193 | | | | | | — | | | | | | 46,374 | | | | | | (1,270,844) | | | | | | (1,040,277) | | |
Solution Conservative | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 72,356 | | | | | | — | | | | | | — | | | | | | (40,825) | | | | | | 31,531 | | | | | | 786,655 | | | | | | — | | | | | | — | | | | | | (441,489) | | | | | | 345,166 | | |
12/31/2018 | | | | | 124,782 | | | | | | — | | | | | | 27,747 | | | | | | (158,745) | | | | | | (6,216) | | | | | | 1,362,764 | | | | | | — | | | | | | 296,058 | | | | | | (1,738,806) | | | | | | (79,984) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 26,134 | | | | | | — | | | | | | — | | | | | | (1,129) | | | | | | 25,005 | | | | | | 289,240 | | | | | | — | | | | | | — | | | | | | (12,507) | | | | | | 276,733 | | |
12/31/2018 | | | | | 24,978 | | | | | | — | | | | | | 479 | | | | | | (7,523) | | | | | | 17,934 | | | | | | 272,245 | | | | | | — | | | | | | 5,173 | | | | | | (81,591) | | | | | | 195,827 | | |
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 118,058 | | | | | | — | | | | | | — | | | | | | (53,287) | | | | | | 64,771 | | | | | | 1,289,976 | | | | | | — | | | | | | — | | | | | | (589,399) | | | | | | 700,577 | | |
12/31/2018 | | | | | 211,670 | | | | | | — | | | | | | 14,471 | | | | | | (53,275) | | | | | | 172,866 | | | | | | 2,278,829 | | | | | | — | | | | | | 156,288 | | | | | | (589,436) | | | | | | 1,845,681 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 48,733 | | | | | | — | | | | | | — | | | | | | (79,794) | | | | | | (31,061) | | | | | | 531,303 | | | | | | — | | | | | | — | | | | | | (878,772) | | | | | | (347,469) | | |
12/31/2018 | | | | | 139,393 | | | | | | — | | | | | | 12,446 | | | | | | (178,051) | | | | | | (26,212) | | | | | | 1,509,961 | | | | | | — | | | | | | 133,797 | | | | | | (1,938,484) | | | | | | (294,726) | | |
| | | 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 Conservative (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 5,209 | | | | | | — | | | | | | — | | | | | | (7,872) | | | | | | (2,663) | | | | | | 55,470 | | | | | | — | | | | | | — | | | | | | (84,674) | | | | | | (29,204) | | |
12/31/2018 | | | | | 7,762 | | | | | | — | | | | | | 1,493 | | | | | | (24,575) | | | | | | (15,320) | | | | | | 84,834 | | | | | | — | | | | | | 15,913 | | | | | | (269,779) | | | | | | (169,032) | | |
Solution Income | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 285,947 | | | | | | — | | | | | | — | | | | | | (1,320,572) | | | | | | (1,034,625) | | | | | | 3,288,058 | | | | | | — | | | | | | — | | | | | | (15,046,436) | | | | | | (11,758,378) | | |
12/31/2018 | | | | | 620,219 | | | | | | — | | | | | | 689,145 | | | | | | (3,130,290) | | | | | | (1,820,926) | | | | | | 7,156,568 | | | | | | — | | | | | | 7,801,121 | | | | | | (36,050,921) | | | | | | (21,093,232) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 318,802 | | | | | | — | | | | | | — | | | | | | (693,744) | | | | | | (374,942) | | | | | | 3,745,378 | | | | | | — | | | | | | — | | | | | | (8,096,328) | | | | | | (4,350,950) | | |
12/31/2018 | | | | | 1,156,766 | | | | | | — | | | | | | 356,452 | | | | | | (1,836,327) | | | | | | (323,109) | | | | | | 13,708,533 | | | | | | — | | | | | | 4,124,148 | | | | | | (21,808,112) | | | | | | (3,975,431) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 197,318 | | | | | | — | | | | | | — | | | | | | (1,662,859) | | | | | | (1,465,541) | | | | | | 2,314,972 | | | | | | — | | | | | | — | | | | | | (19,417,430) | | | | | | (17,102,458) | | |
12/31/2018 | | | | | 657,095 | | | | | | — | | | | | | 575,500 | | | | | | (3,450,672) | | | | | | (2,218,077) | | | | | | 7,693,447 | | | | | | — | | | | | | 6,606,738 | | | | | | (40,425,640) | | | | | | (26,125,455) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 14,982 | | | | | | — | | | | | | — | | | | | | (51,857) | | | | | | (36,875) | | | | | | 169,279 | | | | | | — | | | | | | — | | | | | | (584,757) | | | | | | (415,478) | | |
12/31/2018 | | | | | 76,258 | | | | | | — | | | | | | 26,408 | | | | | | (351,204) | | | | | | (248,538) | | | | | | 861,202 | | | | | | — | | | | | | 296,031 | | | | | | (4,066,367) | | | | | | (2,909,134) | | |
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 151 | | | | | | — | | | | | | — | | | | | | (17) | | | | | | 134 | | | | | | 1,843 | | | | | | — | | | | | | — | | | | | | (212) | | | | | | 1,631 | | |
12/31/2018 | | | | | 684 | | | | | | — | | | | | | 773 | | | | | | (371) | | | | | | 1,086 | | | | | | 8,261 | | | | | | — | | | | | | 9,336 | | | | | | (4,612) | | | | | | 12,985 | | |
Solution Moderately Aggressive | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 89,881 | | | | | | — | | | | | | — | | | | | | (143,442) | | | | | | (53,561) | | | | | | 1,121,071 | | | | | | — | | | | | | — | | | | | | (1,796,143) | | | | | | (675,072) | | |
12/31/2018 | | | | | 280,298 | | | | | | — | | | | | | 118,240 | | | | | | (569,466) | | | | | | (170,928) | | | | | | 3,653,749 | | | | | | — | | | | | | 1,511,112 | | | | | | (7,409,666) | | | | | | (2,244,805) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 26,893 | | | | | | — | | | | | | — | | | | | | (30,045) | | | | | | (3,152) | | | | | | 344,056 | | | | | | — | | | | | | — | | | | | | (381,436) | | | | | | (37,380) | | |
12/31/2018 | | | | | 49,024 | | | | | | — | | | | | | 21,277 | | | | | | (179,052) | | | | | | (108,751) | | | | | | 649,017 | | | | | | — | | | | | | 276,815 | | | | | | (2,447,432) | | | | | | (1,521,600) | | |
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 374,629 | | | | | | — | | | | | | — | | | | | | (120,960) | | | | | | 253,669 | | | | | | 4,736,915 | | | | | | — | | | | | | — | | | | | | (1,542,896) | | | | | | 3,194,019 | | |
12/31/2018 | | | | | 545,723 | | | | | | — | | | | | | 57,502 | | | | | | (165,004) | | | | | | 438,221 | | | | | | 7,157,515 | | | | | | — | | | | | | 747,524 | | | | | | (2,167,246) | | | | | | 5,737,793 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 44,316 | | | | | | — | | | | | | — | | | | | | (3,149,680) | | | | | | (3,105,364) | | | | | | 562,019 | | | | | | — | | | | | | — | | | | | | (39,769,911) | | | | | | (39,207,892) | | |
12/31/2018 | | | | | 299,970 | | | | | | — | | | | | | 3,043,427 | | | | | | (7,246,894) | | | | | | (3,903,497) | | | | | | 3,720,952 | | | | | | — | | | | | | 39,199,340 | | | | | | (95,120,221) | | | | | | (52,199,929) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 10,332 | | | | | | — | | | | | | — | | | | | | (4,313) | | | | | | 6,019 | | | | | | 130,342 | | | | | | — | | | | | | — | | | | | | (55,572) | | | | | | 74,770 | | |
12/31/2018 | | | | | 15,047 | | | | | | — | | | | | | 3,832 | | | | | | (81,024) | | | | | | (62,145) | | | | | | 197,507 | | | | | | — | | | | | | 49,430 | | | | | | (1,087,528) | | | | | | (840,591) | | |
Solution Moderately Conservative | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 43,080 | | | | | | — | | | | | | — | | | | | | (78,801) | | | | | | (35,721) | | | | | | 417,606 | | | | | | — | | | | | | — | | | | | | (744,634) | | | | | | (327,028) | | |
12/31/2018 | | | | | 148,406 | | | | | | — | | | | | | 48,899 | | | | | | (322,063) | | | | | | (124,758) | | | | | | 1,453,700 | | | | | | — | | | | | | 470,405 | | | | | | (3,116,236) | | | | | | (1,192,131) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 370 | | | | | | — | | | | | | — | | | | | | (417) | | | | | | (47) | | | | | | 3,746 | | | | | | — | | | | | | — | | | | | | (4,104) | | | | | | (358) | | |
12/31/2018 | | | | | 860 | | | | | | — | | | | | | 133 | | | | | | (259) | | | | | | 734 | | | | | | 8,667 | | | | | | — | | | | | | 1,336 | | | | | | (2,521) | | | | | | 7,482 | | |
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 219,267 | | | | | | — | | | | | | — | | | | | | (51,903) | | | | | | 167,364 | | | | | | 2,164,597 | | | | | | — | | | | | | — | | | | | | (521,950) | | | | | | 1,642,647 | | |
12/31/2018 | | | | | 241,250 | | | | | | — | | | | | | 15,439 | | | | | | (67,888) | | | | | | 188,801 | | | | | | 2,464,868 | | | | | | — | | | | | | 154,704 | | | | | | (694,095) | | | | | | 1,925,477 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 467,291 | | | | | | — | | | | | | — | | | | | | (195,561) | | | | | | 271,730 | | | | | | 4,668,822 | | | | | | — | | | | | | — | | | | | | (1,941,769) | | | | | | 2,727,053 | | |
12/31/2018 | | | | | 148,788 | | | | | | — | | | | | | 69,056 | | | | | | (349,127) | | | | | | (131,283) | | | | | | 1,473,197 | | | | | | — | | | | | | 677,443 | | | | | | (3,524,044) | | | | | | (1,373,404) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 391,762 | | | | | | — | | | | | | — | | | | | | (5,509) | | | | | | 386,253 | | | | | | 3,873,765 | | | | | | — | | | | | | — | | | | | | (53,546) | | | | | | 3,820,219 | | |
12/31/2018 | | | | | 23,390 | | | | | | — | | | | | | 4,375 | | | | | | (12,631) | | | | | | 15,134 | | | | | | 228,524 | | | | | | — | | | | | | 42,435 | | | | | | (126,092) | | | | | | 144,867 | | |
Solution 2020 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 251,780 | | | | | | — | | | | | | — | | | | | | (298,549) | | | | | | (46,769) | | | | | | 3,170,132 | | | | | | — | | | | | | — | | | | | | (3,723,543) | | | | | | (553,411) | | |
12/31/2018 | | | | | 491,463 | | | | | | — | | | | | | 74,480 | | | | | | (542,041) | | | | | | 23,902 | | | | | | 6,356,288 | | | | | | — | | | | | | 931,748 | | | | | | (7,006,362) | | | | | | 281,674 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 75,185 | | | | | | — | | | | | | — | | | | | | (145,802) | | | | | | (70,617) | | | | | | 966,483 | | | | | | — | | | | | | — | | | | | | (1,893,684) | | | | | | (927,201) | | |
12/31/2018 | | | | | 512,684 | | | | | | — | | | | | | 33,558 | | | | | | (510,217) | | | | | | 36,025 | | | | | | 6,635,113 | | | | | | — | | | | | | 428,868 | | | | | | (6,734,970) | | | | | | 329,011 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 85,096 | | | | | | — | | | | | | — | | | | | | (304,252) | | | | | | (219,156) | | | | | | 1,091,682 | | | | | | — | | | | | | — | | | | | | (3,886,891) | | | | | | (2,795,209) | | |
12/31/2018 | | | | | 529,256 | | | | | | — | | | | | | 60,565 | | | | | | (308,303) | | | | | | 281,518 | | | | | | 6,891,239 | | | | | | — | | | | | | 770,382 | | | | | | (3,973,399) | | | | | | 3,688,222 | | |
| | | 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 S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 5,825 | | | | | | — | | | | | | — | | | | | | (19,400) | | | | | | (13,575) | | | | | | 73,480 | | | | | | — | | | | | | — | | | | | | (245,191) | | | | | | (171,711) | | |
12/31/2018 | | | | | 27,772 | | | | | | — | | | | | | 2,725 | | | | | | (39,438) | | | | | | (8,941) | | | | | | 367,833 | | | | | | — | | | | | | 34,283 | | | | | | (518,618) | | | | | | (116,502) | | |
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 38 | | | | | | — | | | | | | — | | | | | | (2) | | | | | | 36 | | | | | | 471 | | | | | | — | | | | | | — | | | | | | (20) | | | | | | 451 | | |
12/31/2018 | | | | | 220 | | | | | | — | | | | | | 40 | | | | | | (122) | | | | | | 138 | | | | | | 2,747 | | | | | | — | | | | | | 503 | | | | | | (1,525) | | | | | | 1,725 | | |
Solution 2025 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 628,380 | | | | | | — | | | | | | — | | | | | | (2,068,049) | | | | | | (1,439,669) | | | | | | 7,024,143 | | | | | | — | | | | | | — | | | | | | (23,229,372) | | | | | | (16,205,229) | | |
12/31/2018 | | | | | 1,817,104 | | | | | | — | | | | | | 1,229,575 | | | | | | (5,314,588) | | | | | | (2,267,909) | | | | | | 21,021,392 | | | | | | — | | | | | | 13,857,311 | | | | | | (60,689,080) | | | | | | (25,810,377) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 1,489,376 | | | | | | — | | | | | | — | | | | | | (1,592,104) | | | | | | (102,728) | | | | | | 17,219,620 | | | | | | — | | | | | | — | | | | | | (18,224,548) | | | | | | (1,004,928) | | |
12/31/2018 | | | | | 3,202,132 | | | | | | — | | | | | | 1,085,320 | | | | | | (4,077,675) | | | | | | 209,777 | | | | | | 38,146,295 | | | | | | — | | | | | | 12,546,303 | | | | | | (48,703,040) | | | | | | 1,989,558 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 681,266 | | | | | | — | | | | | | — | | | | | | (3,136,658) | | | | | | (2,455,392) | | | | | | 7,816,499 | | | | | | — | | | | | | — | | | | | | (35,926,139) | | | | | | (28,109,640) | | |
12/31/2018 | | | | | 1,799,836 | | | | | | — | | | | | | 1,466,438 | | | | | | (5,880,003) | | | | | | (2,613,729) | | | | | | 20,993,901 | | | | | | — | | | | | | 16,776,054 | | | | | | (68,488,208) | | | | | | (30,718,253) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 55,907 | | | | | | — | | | | | | — | | | | | | (248,700) | | | | | | (192,793) | | | | | | 618,937 | | | | | | — | | | | | | — | | | | | | (2,802,787) | | | | | | (2,183,850) | | |
12/31/2018 | | | | | 208,400 | | | | | | — | | | | | | 55,774 | | | | | | (595,263) | | | | | | (331,089) | | | | | | 2,322,159 | | | | | | — | | | | | | 620,761 | | | | | | (6,783,982) | | | | | | (3,841,062) | | |
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 237 | | | | | | — | | | | | | — | | | | | | (12,680) | | | | | | (12,443) | | | | | | 2,786 | | | | | | — | | | | | | — | | | | | | (149,439) | | | | | | (146,653) | | |
12/31/2018 | | | | | 1,670 | | | | | | — | | | | | | 3,044 | | | | | | (19,353) | | | | | | (14,639) | | | | | | 19,734 | | | | | | — | | | | | | 35,881 | | | | | | (223,720) | | | | | | (168,105) | | |
Solution 2030 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 270,117 | | | | | | — | | | | | | — | | | | | | (154,680) | | | | | | 115,437 | | | | | | 4,012,281 | | | | | | — | | | | | | — | | | | | | (2,313,691) | | | | | | 1,698,590 | | |
12/31/2018 | | | | | 458,897 | | | | | | — | | | | | | 56,878 | | | | | | (451,378) | | | | | | 64,397 | | | | | | 7,156,351 | | | | | | — | | | | | | 858,857 | | | | | | (7,112,168) | | | | | | 903,040 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 238,328 | | | | | | — | | | | | | — | | | | | | (114,076) | | | | | | 124,252 | | | | | | 3,720,362 | | | | | | — | | | | | | — | | | | | | (1,743,668) | | | | | | 1,976,694 | | |
12/31/2018 | | | | | 320,247 | | | | | | — | | | | | | 32,650 | | | | | | (362,870) | | | | | | (9,973) | | | | | | 5,117,378 | | | | | | — | | | | | | 505,749 | | | | | | (5,868,717) | | | | | | (245,590) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 85,089 | | | | | | — | | | | | | — | | | | | | (148,600) | | | | | | (63,511) | | | | | | 1,296,451 | | | | | | — | | | | | | — | | | | | | (2,273,652) | | | | | | (977,201) | | |
12/31/2018 | | | | | 350,352 | | | | | | — | | | | | | 46,877 | | | | | | (166,741) | | | | | | 230,488 | | | | | | 5,565,957 | | | | | | — | | | | | | 722,379 | | | | | | (2,608,485) | | | | | | 3,679,851 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 6,245 | | | | | | — | | | | | | — | | | | | | (9,063) | | | | | | (2,818) | | | | | | 94,314 | | | | | | — | | | | | | — | | | | | | (133,125) | | | | | | (38,811) | | |
12/31/2018 | | | | | 10,506 | | | | | | — | | | | | | 2,534 | | | | | | (17,985) | | | | | | (4,945) | | | | | | 162,865 | | | | | | — | | | | | | 38,574 | | | | | | (283,967) | | | | | | (82,528) | | |
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 277 | | | | | | — | | | | | | — | | | | | | (11) | | | | | | 266 | | | | | | 4,116 | | | | | | — | | | | | | — | | | | | | (164) | | | | | | 3,952 | | |
12/31/2018 | | | | | 490 | | | | | | — | | | | | | 65 | | | | | | (15) | | | | | | 540 | | | | | | 7,638 | | | | | | — | | | | | | 987 | | | | | | (236) | | | | | | 8,389 | | |
Solution 2035 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 504,325 | | | | | | — | | | | | | — | | | | | | (2,129,982) | | | | | | (1,625,657) | | | | | | 5,837,908 | | | | | | — | | | | | | — | | | | | | (24,510,329) | | | | | | (18,672,421) | | |
12/31/2018 | | | | | 1,379,031 | | | | | | — | | | | | | 1,197,346 | | | | | | (4,345,400) | | | | | | (1,769,023) | | | | | | 16,709,844 | | | | | | — | | | | | | 14,092,763 | | | | | | (51,797,452) | | | | | | (20,994,845) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 1,430,348 | | | | | | — | | | | | | — | | | | | | (1,848,084) | | | | | | (417,736) | | | | | | 17,029,795 | | | | | | — | | | | | | — | | | | | | (21,676,527) | | | | | | (4,646,732) | | |
12/31/2018 | | | | | 3,610,963 | | | | | | — | | | | | | 1,334,193 | | | | | | (4,054,133) | | | | | | 891,023 | | | | | | 44,520,078 | | | | | | — | | | | | | 16,103,710 | | | | | | (50,601,623) | | | | | | 10,022,165 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 756,698 | | | | | | — | | | | | | — | | | | | | (2,466,568) | | | | | | (1,709,870) | | | | | | 8,942,450 | | | | | | — | | | | | | — | | | | | | (29,026,632) | | | | | | (20,084,182) | | |
12/31/2018 | | | | | 1,869,794 | | | | | | — | | | | | | 1,633,358 | | | | | | (5,443,467) | | | | | | (1,940,315) | | | | | | 22,710,849 | | | | | | — | | | | | | 19,502,295 | | | | | | (66,273,628) | | | | | | (24,060,484) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 66,191 | | | | | | — | | | | | | — | | | | | | (187,663) | | | | | | (121,472) | | | | | | 748,159 | | | | | | — | | | | | | — | | | | | | (2,100,900) | | | | | | (1,352,741) | | |
12/31/2018 | | | | | 254,556 | | | | | | — | | | | | | 87,714 | | | | | | (535,473) | | | | | | (193,203) | | | | | | 2,981,117 | | | | | | — | | | | | | 1,008,708 | | | | | | (6,278,912) | | | | | | (2,289,087) | | |
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 729 | | | | | | — | | | | | | — | | | | | | (2,595) | | | | | | (1,866) | | | | | | 8,771 | | | | | | — | | | | | | — | | | | | | (29,919) | | | | | | (21,148) | | |
12/31/2018 | | | | | 3,048 | | | | | | — | | | | | | 2,950 | | | | | | (27,028) | | | | | | (21,030) | | | | | | 37,866 | | | | | | — | | | | | | 36,315 | | | | | | (317,312) | | | | | | (243,131) | | |
Solution 2040 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 181,694 | | | | | | — | | | | | | — | | | | | | (57,093) | | | | | | 124,601 | | | | | | 2,826,589 | | | | | | — | | | | | | — | | | | | | (900,487) | | | | | | 1,926,102 | | |
12/31/2018 | | | | | 304,877 | | | | | | — | | | | | | 48,857 | | | | | | (254,667) | | | | | | 99,067 | | | | | | 5,010,093 | | | | | | — | | | | | | 781,717 | | | | | | (4,144,987) | | | | | | 1,646,823 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 141,552 | | | | | | — | | | | | | — | | | | | | (78,914) | | | | | | 62,638 | | | | | | 2,280,997 | | | | | | — | | | | | | — | | | | | | (1,274,074) | | | | | | 1,006,923 | | |
12/31/2018 | | | | | 271,973 | | | | | | — | | | | | | 33,899 | | | | | | (261,598) | | | | | | 44,274 | | | | | | 4,606,311 | | | | | | — | | | | | | 556,292 | | | | | | (4,571,742) | | | | | | 590,861 | | |
| | | 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 S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 85,850 | | | | | | — | | | | | | — | | | | | | (54,903) | | | | | | 30,947 | | | | | | 1,383,140 | | | | | | — | | | | | | — | | | | | | (876,534) | | | | | | 506,606 | | |
12/31/2018 | | | | | 222,660 | | | | | | — | | | | | | 39,803 | | | | | | (123,720) | | | | | | 138,743 | | | | | | 3,757,941 | | | | | | — | | | | | | 648,392 | | | | | | (2,057,828) | | | | | | 2,348,505 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 10,163 | | | | | | — | | | | | | — | | | | | | (22,353) | | | | | | (12,190) | | | | | | 159,137 | | | | | | — | | | | | | — | | | | | | (348,094) | | | | | | (188,957) | | |
12/31/2018 | | | | | 31,436 | | | | | | — | | | | | | 4,892 | | | | | | (12,690) | | | | | | 23,638 | | | | | | 527,989 | | | | | | — | | | | | | 78,518 | | | | | | (220,984) | | | | | | 385,523 | | |
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 221 | | | | | | — | | | | | | — | | | | | | (3) | | | | | | 218 | | | | | | 3,428 | | | | | | — | | | | | | — | | | | | | (42) | | | | | | 3,386 | | |
12/31/2018 | | | | | 581 | | | | | | — | | | | | | 85 | | | | | | (614) | | | | | | 52 | | | | | | 9,296 | | | | | | — | | | | | | 1,366 | | | | | | (9,596) | | | | | | 1,066 | | |
Solution 2045 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 479,314 | | | | | | — | | | | | | — | | | | | | (1,173,808) | | | | | | (694,494) | | | | | | 5,483,733 | | | | | | — | | | | | | — | | | | | | (13,354,927) | | | | | | (7,871,194) | | |
12/31/2018 | | | | | 1,092,978 | | | | | | — | | | | | | 865,338 | | | | | | (3,355,704) | | | | | | (1,397,388) | | | | | | 13,079,599 | | | | | | — | | | | | | 10,228,294 | | | | | | (39,780,511) | | | | | | (16,472,618) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 1,578,854 | | | | | | — | | | | | | — | | | | | | (1,915,436) | | | | | | (336,582) | | | | | | 18,690,428 | | | | | | — | | | | | | — | | | | | | (22,457,955) | | | | | | (3,767,527) | | |
12/31/2018 | | | | | 3,395,741 | | | | | | — | | | | | | 1,265,892 | | | | | | (3,372,017) | | | | | | 1,289,616 | | | | | | 42,392,725 | | | | | | — | | | | | | 15,367,932 | | | | | | (42,285,089) | | | | | | 15,475,568 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 687,009 | | | | | | — | | | | | | — | | | | | | (1,541,575) | | | | | | (854,566) | | | | | | 8,029,392 | | | | | | — | | | | | | — | | | | | | (18,002,299) | | | | | | (9,972,907) | | |
12/31/2018 | | | | | 1,558,711 | | | | | | — | | | | | | 1,272,721 | | | | | | (4,448,167) | | | | | | (1,616,735) | | | | | | 19,002,680 | | | | | | — | | | | | | 15,247,200 | | | | | | (54,821,878) | | | | | | (20,571,998) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 42,309 | | | | | | — | | | | | | — | | | | | | (152,748) | | | | | | (110,439) | | | | | | 477,073 | | | | | | — | | | | | | — | | | | | | (1,728,267) | | | | | | (1,251,194) | | |
12/31/2018 | | | | | 134,268 | | | | | | — | | | | | | 48,031 | | | | | | (262,214) | | | | | | (79,915) | | | | | | 1,586,988 | | | | | | — | | | | | | 561,006 | | | | | | (3,100,369) | | | | | | (952,375) | | |
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 1,236 | | | | | | — | | | | | | — | | | | | | (1,677) | | | | | | (441) | | | | | | 14,586 | | | | | | — | | | | | | — | | | | | | (19,942) | | | | | | (5,356) | | |
12/31/2018 | | | | | 3,217 | | | | | | — | | | | | | 2,534 | | | | | | (25,041) | | | | | | (19,290) | | | | | | 39,351 | | | | | | — | | | | | | 30,897 | | ��� | | | | (285,333) | | | | | | (215,085) | | |
Solution 2050 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 121,231 | | | | | | — | | | | | | — | | | | | | (35,321) | | | | | | 85,910 | | | | | | 1,957,115 | | | | | | — | | | | | | — | | | | | | (567,210) | | | | | | 1,389,905 | | |
12/31/2018 | | | | | 304,671 | | | | | | — | | | | | | 29,494 | | | | | | (178,570) | | | | | | 155,595 | | | | | | 5,185,040 | | | | | | — | | | | | | 489,007 | | | | | | (2,999,258) | | | | | | 2,674,789 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 111,601 | | | | | | — | | | | | | — | | | | | | (67,816) | | | | | | 43,785 | | | | | | 1,852,522 | | | | | | — | | | | | | — | | | | | | (1,110,780) | | | | | | 741,742 | | |
12/31/2018 | | | | | 306,052 | | | | | | — | | | | | | 21,043 | | | | | | (227,231) | | | | | | 99,864 | | | | | | 5,338,713 | | | | | | — | | | | | | 359,200 | | | | | | (3,998,614) | | | | | | 1,699,299 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 73,366 | | | | | | — | | | | | | — | | | | | | (74,287) | | | | | | (921) | | | | | | 1,205,565 | | | | | | — | | | | | | — | | | | | | (1,233,425) | | | | | | (27,860) | | |
12/31/2018 | | | | | 209,421 | | | | | | — | | | | | | 17,993 | | | | | | (114,350) | | | | | | 113,064 | | | | | | 3,607,249 | | | | | | — | | | | | | 304,081 | | | | | | (1,955,852) | | | | | | 1,955,478 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 5,378 | | | | | | — | | | | | | — | | | | | | (14,691) | | | | | | (9,313) | | | | | | 86,547 | | | | | | — | | | | | | — | | | | | | (237,537) | | | | | | (150,990) | | |
12/31/2018 | | | | | 19,959 | | | | | | — | | | | | | 1,374 | | | | | | (10,248) | | | | | | 11,085 | | | | | | 341,505 | | | | | | — | | | | | | 22,915 | | | | | | (178,100) | | | | | | 186,320 | | |
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 383 | | | | | | — | | | | | | — | | | | | | (293) | | | | | | 90 | | | | | | 6,247 | | | | | | — | | | | | | — | | | | | | (4,532) | | | | | | 1,715 | | |
12/31/2018 | | | | | 764 | | | | | | — | | | | | | 43 | | | | | | (592) | | | | | | 215 | | | | | | 12,814 | | | | | | — | | | | | | 714 | | | | | | (10,312) | | | | | | 3,216 | | |
Solution 2055 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 277,901 | | | | | | — | | | | | | — | | | | | | (237,277) | | | | | | 40,624 | | | | | | 3,783,805 | | | | | | — | | | | | | — | | | | | | (3,241,214) | | | | | | 542,591 | | |
12/31/2018 | | | | | 573,495 | | | | | | — | | | | | | 152,610 | | | | | | (785,590) | | | | | | (59,485) | | | | | | 8,107,105 | | | | | | — | | | | | | 2,141,118 | | | | | | (11,025,011) | | | | | | (776,788) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 1,107,192 | | | | | | — | | | | | | — | | | | | | (430,921) | | | | | | 676,271 | | | | | | 15,386,415 | | | | | | — | | | | | | — | | | | | | (5,948,603) | | | | | | 9,437,812 | | |
12/31/2018 | | | | | 1,988,921 | | | | | | — | | | | | | 286,227 | | | | | | (1,090,603) | | | | | | 1,184,545 | | | | | | 28,836,328 | | | | | | — | | | | | | 4,093,046 | | | | | | (15,958,578) | | | | | | 16,970,796 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 348,347 | | | | | | — | | | | | | — | | | | | | (328,767) | | | | | | 19,580 | | | | | | 4,791,568 | | | | | | — | | | | | | — | | | | | | (4,567,021) | | | | | | 224,547 | | |
12/31/2018 | | | | | 773,431 | | | | | | — | | | | | | 183,164 | | | | | | (1,000,675) | | | | | | (44,080) | | | | | | 11,027,413 | | | | | | — | | | | | | 2,589,944 | | | | | | (14,332,928) | | | | | | (715,571) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 34,844 | | | | | | — | | | | | | — | | | | | | (49,178) | | | | | | (14,334) | | | | | | 474,040 | | | | | | — | | | | | | — | | | | | | (662,063) | | | | | | (188,023) | | |
12/31/2018 | | | | | 68,323 | | | | | | — | | | | | | 10,816 | | | | | | (83,181) | | | | | | (4,042) | | | | | | 962,735 | | | | | | — | | | | | | 152,185 | | | | | | (1,167,461) | | | | | | (52,541) | | |
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 41 | | | | | | — | | | | | | — | | | | | | (316) | | | | | | (275) | | | | | | 562 | | | | | | — | | | | | | — | | | | | | (4,121) | | | | | | (3,559) | | |
12/31/2018 | | | | | 238 | | | | | | — | | | | | | 69 | | | | | | (1,024) | | | | | | (717) | | | | | | 3,371 | | | | | | — | | | | | | 983 | | | | | | (14,629) | | | | | | (10,275) | | |
Solution 2060 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 107,569 | | | | | | — | | | | | | — | | | | | | (43,521) | | | | | | 64,048 | | | | | | 1,239,077 | | | | | | — | | | | | | — | | | | | | (505,991) | | | | | | 733,086 | | |
12/31/2018 | | | | | 265,744 | | | | | | — | | | | | | 21,676 | | | | | | (106,138) | | | | | | 181,282 | | | | | | 3,209,446 | | | | | | — | | | | | | 257,511 | | | | | | (1,288,854) | | | | | | 2,178,103 | | |
| | | 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 I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 102,984 | | | | | | — | | | | | | — | | | | | | (49,813) | | | | | | 53,171 | | | | | | 1,207,281 | | | | | | — | | | | | | — | | | | | | (572,362) | | | | | | 634,919 | | |
12/31/2018 | | | | | 210,814 | | | | | | — | | | | | | 10,538 | | | | | | (151,215) | | | | | | 70,137 | | | | | | 2,548,696 | | | | | | — | | | | | | 126,662 | | | | | | (1,857,583) | | | | | | 817,775 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 76,412 | | | | | | — | | | | | | — | | | | | | (55,356) | | | | | | 21,056 | | | | | | 883,642 | | | | | | — | | | | | | — | | | | | | (638,810) | | | | | | 244,832 | | |
12/31/2018 | | | | | 190,206 | | | | | | — | | | | | | 17,250 | | | | | | (106,657) | | | | | | 100,799 | | | | | | 2,296,529 | | | | | | — | | | | | | 205,097 | | | | | | (1,256,273) | | | | | | 1,245,353 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 6,550 | | | | | | — | | | | | | — | | | | | | (11,063) | | | | | | (4,513) | | | | | | 75,294 | | | | | | — | | | | | | — | | | | | | (123,524) | | | | | | (48,230) | | |
12/31/2018 | | | | | 13,934 | | | | | | — | | | | | | 1,122 | | | | | | (5,977) | | | | | | 9,079 | | | | | | 166,640 | | | | | | — | | | | | | 13,337 | | | | | | (71,667) | | | | | | 108,310 | | |
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
12/31/2018 | | | | | — | | | | | | — | | | | | | 17 | | | | | | — | | | | | | 17 | | | | | | — | | | | | | — | | | | | | 197 | | | | | | — | | | | | | 197 | | |
| | | Ordinary Income | | | Long-term Capital Gains | | ||||||
Solution Aggressive | | | | $ | 234,832 | | | | | $ | 563,817 | | |
Solution Balanced | | | | | 1,352,172 | | | | | | 1,695,402 | | |
Solution Conservative | | | | | 478,277 | | | | | | 128,952 | | |
Solution Income | | | | | 13,581,676 | | | | | | 5,255,698 | | |
Solution Moderately Aggressive | | | | | 15,280,521 | | | | | | 26,503,700 | | |
Solution Moderately Conservative | | | | | 832,215 | | | | | | 514,108 | | |
Solution 2020 | | | | | 1,035,295 | | | | | | 1,130,733 | | |
Solution 2025 | | | | | 21,872,437 | | | | | | 21,963,873 | | |
Solution 2030 | | | | | 1,020,513 | | | | | | 1,106,355 | | |
Solution 2035 | | | | | 18,163,767 | | | | | | 32,580,024 | | |
Solution 2040 | | | | | 831,150 | | | | | | 1,235,549 | | |
Solution 2045 | | | | | 13,096,105 | | | | | | 28,339,224 | | |
Solution 2050 | | | | | 457,960 | | | | | | 718,247 | | |
Solution 2055 | | | | | 2,967,858 | | | | | | 6,009,418 | | |
Solution 2060 | | | | | 286,753 | | | | | | 316,051 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | |||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | ||||||||||||||||||||||||
Solution Aggressive | | | | $ | 351,842 | | | | | $ | 1,535,132 | | | | | $ | (299,378) | | | | | $ | — | | | | — | | | | | — | | |
Solution Balanced | | | | | 1,822,711 | | | | | | 3,489,524 | | | | | | (284,523) | | | | | | — | | | | — | | | | | — | | |
Solution Conservative | | | | | 526,695 | | | | | | 144,936 | | | | | | 201,701 | | | | | | (56,081) | | | | Long-term | | | | | None | | |
Solution Income | | | | | 12,167,527 | | | | | | 5,951,466 | | | | | | 4,229,097 | | | | | | (58,216) | | | | Short-term | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (3,350,397) | | | | Long-term | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (3,408,613) | | | | | | | | | | | |
|
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | |||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | ||||||||||||||||||||||||
Solution Moderately Aggressive | | | | | 15,389,816 | | | | | | 52,077,290 | | | | | | 1,359,808 | | | | | | — | | | | — | | | | | — | | |
Solution Moderately Conservative | | | | | 1,054,488 | | | | | | 738,052 | | | | | | 175,198 | | | | | | — | | | | — | | | | | — | | |
Solution 2020 | | | | | 962,922 | | | | | | 1,493,656 | | | | | | 533,304 | | | | | | (94,432) | | | | Long-term | | | | | None | | |
Solution 2025 | | | | | 23,251,980 | | | | | | 52,777,990 | | | | | | 4,109,038 | | | | | | — | | | | — | | | | | — | | |
Solution 2030 | | | | | 932,157 | | | | | | 2,414,172 | | | | | | (7,010) | | | | | | — | | | | — | | | | | — | | |
Solution 2035 | | | | | 20,407,523 | | | | | | 76,161,888 | | | | | | 6,425,362 | | | | | | — | | | | — | | | | | — | | |
Solution 2040 | | | | | 639,328 | | | | | | 2,203,654 | | | | | | (27,259) | | | | | | — | | | | — | | | | | — | | |
Solution 2045 | | | | | 12,925,016 | | | | | | 57,799,588 | | | | | | 8,076,321 | | | | | | — | | | | — | | | | | — | | |
Solution 2050 | | | | | 407,874 | | | | | | 1,821,542 | | | | | | (172,742) | | | | | | (87,429) | | | | Long-term | | | | | None | | |
Solution 2055 | | | | | 3,710,783 | | | | | | 16,789,062 | | | | | | 1,333,078 | | | | | | — | | | | — | | | | | — | | |
Solution 2060 | | | | | 224,155 | | | | | | 851,809 | | | | | | (73,176) | | | | | | (35,374) | | | | Long-term | | | | | None | | |
| | | PER SHARE AMOUNTS | | | | |||||||||||||||||||
| | | Net Investment Income | | | Short-term Capital Gains | | | Long-term Capital Gains | | | Payable Date | | | Record Date | | |||||||||
Solution Aggressive | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.1590 | | | | | $ | — | | | | | $ | 0.9867 | | | | August 5, 2019 | | | August 1, 2019 | |
Class I | | | | $ | 0.2181 | | | | | $ | — | | | | | $ | 0.9867 | | | | August 5, 2019 | | | August 1, 2019 | |
Class R6 | | | | $ | 0.2183 | | | | | $ | — | | | | | $ | 0.9867 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S | | | | $ | 0.1793 | | | | | $ | — | | | | | $ | 0.9867 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S2 | | | | $ | 0.1879 | | | | | $ | — | | | | | $ | 0.9867 | | | | August 5, 2019 | | | August 1, 2019 | |
| | | PER SHARE AMOUNTS | | | | |||||||||||||||||||
| | | Net Investment Income | | | Short-term Capital Gains | | | Long-term Capital Gains | | | Payable Date | | | Record Date | | |||||||||
Solution Balanced | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.1881 | | | | | $ | — | | | | | $ | 0.6103 | | | | August 5, 2019 | | | August 1, 2019 | |
Class I | | | | $ | 0.2557 | | | | | $ | — | | | | | $ | 0.6103 | | | | August 5, 2019 | | | August 1, 2019 | |
Class R6 | | | | $ | 0.2558 | | | | | $ | — | | | | | $ | 0.6103 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S | | | | $ | 0.2277 | | | | | $ | — | | | | | $ | 0.6103 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S2 | | | | $ | 0.2344 | | | | | $ | — | | | | | $ | 0.6103 | | | | August 5, 2019 | | | August 1, 2019 | |
Solution Conservative | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.2074 | | | | | $ | — | | | | | $ | 0.0862 | | | | August 5, 2019 | | | August 1, 2019 | |
Class I | | | | $ | 0.2608 | | | | | $ | — | | | | | $ | 0.0862 | | | | August 5, 2019 | | | August 1, 2019 | |
Class R6 | | | | $ | 0.2608 | | | | | $ | — | | | | | $ | 0.0862 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S | | | | $ | 0.2289 | | | | | $ | — | | | | | $ | 0.0862 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S2 | | | | $ | 0.2096 | | | | | $ | — | | | | | $ | 0.0862 | | | | August 5, 2019 | | | August 1, 2019 | |
Solution Income | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.3052 | | | | | $ | 0.0317 | | | | | $ | 0.2103 | | | | August 5, 2019 | | | August 1, 2019 | |
Class I | | | | $ | 0.3728 | | | | | $ | 0.0317 | | | | | $ | 0.2103 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S | | | | $ | 0.3341 | | | | | $ | 0.0317 | | | | | $ | 0.2103 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S2 | | | | $ | 0.3114 | | | | | $ | 0.0317 | | | | | $ | 0.2103 | | | | August 5, 2019 | | | August 1, 2019 | |
Class T | | | | $ | 0.2910 | | | | | $ | 0.0317 | | | | | $ | 0.2103 | | | | August 5, 2019 | | | August 1, 2019 | |
Solution Moderately Aggressive | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.2625 | | | | | $ | 0.0039 | | | | | $ | 1.0225 | | | | August 5, 2019 | | | August 1, 2019 | |
Class I | | | | $ | 0.3315 | | | | | $ | 0.0039 | | | | | $ | 1.0225 | | | | August 5, 2019 | | | August 1, 2019 | |
Class R6 | | | | $ | 0.3316 | | | | | $ | 0.0039 | | | | | $ | 1.0225 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S | | | | $ | 0.2946 | | | | | $ | 0.0039 | | | | | $ | 1.0225 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S2 | | | | $ | 0.2651 | | | | | $ | 0.0039 | | | | | $ | 1.0225 | | | | August 5, 2019 | | | August 1, 2019 | |
Solution Moderately Conservative | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.1616 | | | | | $ | — | | | | | $ | 0.1962 | | | | August 5, 2019 | | | August 1, 2019 | |
Class I | | | | $ | 0.2212 | | | | | $ | — | | | | | $ | 0.1962 | | | | August 5, 2019 | | | August 1, 2019 | |
Class R6 | | | | $ | 0.2212 | | | | | $ | — | | | | | $ | 0.1962 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S | | | | $ | 0.1996 | | | | | $ | — | | | | | $ | 0.1962 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S2 | | | | $ | 0.2132 | | | | | $ | — | | | | | $ | 0.1962 | | | | August 5, 2019 | | | August 1, 2019 | |
Solution 2020 | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.3074 | | | | | $ | — | | | | | $ | 0.6096 | | | | August 5, 2019 | | | August 1, 2019 | |
Class I | | | | $ | 0.3764 | | | | | $ | — | | | | | $ | 0.6096 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S | | | | $ | 0.3406 | | | | | $ | — | | | | | $ | 0.6096 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S2 | | | | $ | 0.2796 | | | | | $ | �� | | | | | $ | 0.6096 | | | | August 5, 2019 | | | August 1, 2019 | |
Class T | | | | $ | 0.2985 | | | | | $ | — | | | | | $ | 0.6096 | | | | August 5, 2019 | | | August 1, 2019 | |
Solution 2025 | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.2459 | | | | | $ | 0.0089 | | | | | $ | 0.6664 | | | | August 5, 2019 | | | August 1, 2019 | |
Class I | | | | $ | 0.3112 | | | | | $ | 0.0089 | | | | | $ | 0.6664 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S | | | | $ | 0.2773 | | | | | $ | 0.0089 | | | | | $ | 0.6664 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S2 | | | | $ | 0.2454 | | | | | $ | 0.0089 | | | | | $ | 0.6664 | | | | August 5, 2019 | | | August 1, 2019 | |
Class T | | | | $ | 0.1752 | | | | | $ | 0.0089 | | | | | $ | 0.6664 | | | | August 5, 2019 | | | August 1, 2019 | |
| | | PER SHARE AMOUNTS | | | | |||||||||||||||||||
| | | Net Investment Income | | | Short-term Capital Gains | | | Long-term Capital Gains | | | Payable Date | | | Record Date | | |||||||||
Solution 2030 | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.2533 | | | | | $ | 0.0185 | | | | | $ | 0.9125 | | | | August 5, 2019 | | | August 1, 2019 | |
Class I | | | | $ | 0.3174 | | | | | $ | 0.0185 | | | | | $ | 0.9125 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S | | | | $ | 0.2821 | | | | | $ | 0.0185 | | | | | $ | 0.9125 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S2 | | | | $ | 0.2408 | | | | | $ | 0.0185 | | | | | $ | 0.9125 | | | | August 5, 2019 | | | August 1, 2019 | |
Class T | | | | $ | 0.2437 | | | | | $ | 0.0185 | | | | | $ | 0.9125 | | | | August 5, 2019 | | | August 1, 2019 | |
Solution 2035 | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.2360 | | | | | $ | 0.0030 | | | | | $ | 0.9227 | | | | August 5, 2019 | | | August 1, 2019 | |
Class I | | | | $ | 0.3049 | | | | | $ | 0.0030 | | | | | $ | 0.9227 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S | | | | $ | 0.2710 | | | | | $ | 0.0030 | | | | | $ | 0.9227 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S2 | | | | $ | 0.2442 | | | | | $ | 0.0030 | | | | | $ | 0.9227 | | | | August 5, 2019 | | | August 1, 2019 | |
Class T | | | | $ | 0.1566 | | | | | $ | 0.0030 | | | | | $ | 0.9227 | | | | August 5, 2019 | | | August 1, 2019 | |
Solution 2040 | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.2586 | | | | | $ | — | | | | | $ | 1.0552 | | | | August 5, 2019 | | | August 1, 2019 | |
Class I | | | | $ | 0.3215 | | | | | $ | — | | | | | $ | 1.0552 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S | | | | $ | 0.2858 | | | | | $ | — | | | | | $ | 1.0552 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S2 | | | | $ | 0.2558 | | | | | $ | — | | | | | $ | 1.0552 | | | | August 5, 2019 | | | August 1, 2019 | |
Class T | | | | $ | 0.1999 | | | | | $ | — | | | | | $ | 1.0552 | | | | August 5, 2019 | | | August 1, 2019 | |
Solution 2045 | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.1989 | | | | | $ | 0.0091 | | | | | $ | 1.0860 | | | | August 5, 2019 | | | August 1, 2019 | |
Class I | | | | $ | 0.2671 | | | | | $ | 0.0091 | | | | | $ | 1.0860 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S | | | | $ | 0.2341 | | | | | $ | 0.0091 | | | | | $ | 1.0860 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S2 | | | | $ | 0.2005 | | | | | $ | 0.0091 | | | | | $ | 1.0860 | | | | August 5, 2019 | | | August 1, 2019 | |
Class T | | | | $ | 0.0944 | | | | | $ | 0.0091 | | | | | $ | 1.0860 | | | | August 5, 2019 | | | August 1, 2019 | |
Solution 2050 | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.2195 | | | | | $ | — | | | | | $ | 1.1255 | | | | August 5, 2019 | | | August 1, 2019 | |
Class I | | | | $ | 0.2838 | | | | | $ | — | | | | | $ | 1.1255 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S | | | | $ | 0.2502 | | | | | $ | — | | | | | $ | 1.1255 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S2 | | | | $ | 0.2015 | | | | | $ | — | | | | | $ | 1.1255 | | | | August 5, 2019 | | | August 1, 2019 | |
Class T | | | | $ | 0.1803 | | | | | $ | — | | | | | $ | 1.1255 | | | | August 5, 2019 | | | August 1, 2019 | |
Solution 2055 | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.1966 | | | | | $ | 0.0063 | | | | | $ | 1.1522 | | | | August 5, 2019 | | | August 1, 2019 | |
Class I | | | | $ | 0.2692 | | | | | $ | 0.0063 | | | | | $ | 1.1522 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S | | | | $ | 0.2333 | | | | | $ | 0.0063 | | | | | $ | 1.1522 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S2 | | | | $ | 0.1949 | | | | | $ | 0.0063 | | | | | $ | 1.1522 | | | | August 5, 2019 | | | August 1, 2019 | |
Class T | | | | $ | 0.0973 | | | | | $ | 0.0063 | | | | | $ | 1.1522 | | | | August 5, 2019 | | | August 1, 2019 | |
Solution 2060 | | ||||||||||||||||||||||||
Class ADV | | | | $ | 0.1473 | | | | | $ | 0.0170 | | | | | $ | 0.6870 | | | | August 5, 2019 | | | August 1, 2019 | |
Class I | | | | $ | 0.1890 | | | | | $ | 0.0170 | | | | | $ | 0.6870 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S | | | | $ | 0.1653 | | | | | $ | 0.0170 | | | | | $ | 0.6870 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S2 | | | | $ | 0.1450 | | | | | $ | 0.0170 | | | | | $ | 0.6870 | | | | August 5, 2019 | | | August 1, 2019 | |
Class T | | | | $ | 0.1036 | | | | | $ | 0.0170 | | | | | $ | 0.6870 | | | | August 5, 2019 | | | August 1, 2019 | |
Voya Solution Aggressive Portfolio | as of June 30, 2019 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
EXCHANGE-TRADED FUNDS: 13.5% | | ||||||||||||||||||
| | 3,456 | | | | Vanguard Global ex-U.S. Real Estate ETF | | | | $ | 203,904 | | | | | | 1.0 | | |
| | 2,332 | | | | Vanguard Real Estate ETF | | | | | 203,817 | | | | | | 1.0 | | |
| | 8,172 | | | | Vanguard Russell 1000 Growth ETF | | | | | 1,325,989 | | | | | | 6.5 | | |
| | 9,209 | | | | Vanguard Value ETF | | | | | 1,021,462 | | | | | | 5.0 | | |
| | | | | | Total Exchange-Traded Funds (Cost $2,730,584) | | | | | 2,755,172 | | | | | | 13.5 | | |
MUTUAL FUNDS: 86.5% | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies: 86.5% | | ||||||||||||
| | 31,240 | | | | Voya Index Plus LargeCap Portfolio - Class I | | | | | 819,118 | | | | | | 4.0 | | |
| | 11,353 | | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 512,937 | | | | | | 2.5 | | |
| | 34,787 | | | | Voya MidCap Opportunities Portfolio - Class I | | | | | 512,755 | | | | | | 2.5 | | |
| | 100,391 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 1,222,760 | | | | | | 6.0 | | |
| | 180,220 | | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 2,047,303 | | | | | | 10.0 | | |
| | 107,776 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 1,021,718 | | | | | | 5.0 | | |
| | 134,260 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 1,339,911 | | | | | | 6.5 | | |
| | 41,342 | | | | Voya Short Term Bond Fund - Class R6 | | | | | 407,222 | | | | | | 2.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | 38,974 | | | | Voya Small Company Portfolio - Class I | | | | $ | 617,347 | | | | | | 3.0 | | |
| | 84,659 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 1,022,681 | | | | | | 5.0 | | |
| | 136,796 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 2,250,291 | | | | | | 11.0 | | |
| | 76,417 | | | | VY® Invesco Comstock Portfolio - Class I | | | | | 1,541,339 | | | | | | 7.5 | | |
| | 51,663 | | | | VY® JPMorgan Small Cap Core Equity Portfolio Class I | | | | | 1,031,718 | | | | | | 5.0 | | |
| | 34,459 | | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 1,021,009 | | | | | | 5.0 | | |
| | 63,385 | | | | VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class I | | | | | 820,834 | | | | | | 4.0 | | |
| | 16,331 | | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 1,533,520 | | | | | | 7.5 | | |
| | | | | | Total Mutual Funds (Cost $17,661,074) | | | | | 17,722,463 | | | | | | 86.5 | | |
| | | | | | Total Investments in Securities (Cost $20,391,658) | | | | $ | 20,477,635 | | | | | | 100.0 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 2,659 | | | | | | 0.0 | | |
| | | | | | Net Assets | | | | $ | 20,480,294 | | | | | | 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, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 2,755,172 | | | | | $ | — | | | | | $ | — | | | | | $ | 2,755,172 | | |
Mutual Funds | | | | | 17,722,463 | | | | | | — | | | | | | — | | | | | | 17,722,463 | | |
Total Investments, at fair value | | | | $ | 20,477,635 | | | | | $ | — | | | | | $ | — | | | | | $ | 20,477,635 | | |
Voya Solution Aggressive Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/18 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 144,370 | | | | | $ | 39,530 | | | | | $ | (185,858) | | | | | $ | 1,958 | | | | | $ | — | | | | | $ | — | | | | | $ | 15,743 | | | | | $ | — | | |
Voya Index Plus LargeCap Portfolio - Class I | | | | | 1,092,846 | | | | | | 407,734 | | | | | | (804,928) | | | | | | 123,466 | | | | | | 819,118 | | | | | | 12,089 | | | | | | 6,864 | | | | | | 66,549 | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 146,293 | | | | | | 492,194 | | | | | | (638,773) | | | | | | 286 | | | | | | — | | | | | | 4,478 | | | | | | 7,849 | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 797,012 | | | | | | 218,303 | | | | | | (1,141,320) | | | | | | 126,005 | | | | | | — | | | | | | — | | | | | | (35,959) | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 365,899 | | | | | | 219,474 | | | | | | (646,981) | | | | | | 61,608 | | | | | | — | | | | | | 2,288 | | | | | | (8,849) | | | | | | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 801,846 | | | | | | 282,261 | | | | | | (774,772) | | | | | | 203,602 | | | | | | 512,937 | | | | | | — | | | | | | (41,909) | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 657,178 | | | | | | 201,423 | | | | | | (466,994) | | | | | | 121,148 | | | | | | 512,755 | | | | | | 749 | | | | | | 19,684 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 871,152 | | | | | | 333,170 | | | | | | (133,626) | | | | | | 152,064 | | | | | | 1,222,760 | | | | | | — | | | | | | (15,774) | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 1,306,114 | | | | | | 643,964 | | | | | | (120,994) | | | | | | 218,219 | | | | | | 2,047,303 | | | | | | — | | | | | | (511) | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 796,941 | | | | | | 267,511 | | | | | | (133,339) | | | | | | 90,605 | | | | | | 1,021,718 | | | | | | — | | | | | | 2,310 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 1,018,729 | | | | | | 353,224 | | | | | | (254,062) | | | | | | 222,020 | | | | | | 1,339,911 | | | | | | — | | | | | | (33,589) | | | | | | — | | |
Voya Russell™ Mid Cap Growth Index Portfolio - Class I | | | | | 364,843 | | | | | | 98,721 | | | | | | (494,268) | | | | | | 30,704 | | | | | | — | | | | | | — | | | | | | 62,499 | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | — | | | | | | 717,023 | | | | | | (310,970) | | | | | | 1,169 | | | | | | 407,222 | | | | | | 1,259 | | | | | | 1,004 | | | | | | — | | |
Voya Small Company Portfolio - Class I | | | | | 1,019,831 | | | | | | 388,401 | | | | | | (1,013,934) | | | | | | 223,049 | | | | | | 617,347 | | | | | | 2,382 | | | | | | (114,825) | | | | | | 80,639 | | |
Voya U.S. Bond Index Portfolio - Class I | | | | | 289,975 | | | | | | 136,003 | | | | | | (421,082) | | | | | | (4,896) | | | | | | — | | | | | | 2,455 | | | | | | 11,514 | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 364,035 | | | | | | 643,697 | | | | | | (56,076) | | | | | | 71,025 | | | | | | 1,022,681 | | | | | | 1,792 | | | | | | 834 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 1,110,696 | | | | | | 1,245,182 | | | | | | (333,580) | | | | | | 227,993 | | | | | | 2,250,291 | | | | | | — | | | | | | (10,981) | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 1,109,150 | | | | | | 393,332 | | | | | | (120,806) | | | | | | 159,663 | | | | | | 1,541,339 | | | | | | — | | | | | | 11,396 | | | | | | — | | |
VY® JPMorgan Small Cap Core Equity Portfolio - Class I | | | | | — | | | | | | 1,042,243 | | | | | | (8,508) | | | | | | (2,017) | | | | | | 1,031,718 | | | | | | — | | | | | | (451) | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | — | | | | | | 1,035,897 | | | | | | (48,381) | | | | | | 33,493 | | | | | | 1,021,009 | | | | | | — | | | | | | (548) | | | | | | — | | |
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class I | | | | | — | | | | | | 821,267 | | | | | | (25,198) | | | | | | 24,765 | | | | | | 820,834 | | | | | | — | | | | | | (469) | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 1,093,166 | | | | | | 356,235 | | | | | | (154,362) | | | | | | 238,481 | | | | | | 1,533,520 | | | | | | — | | | | | | (4,368) | | | | | | — | | |
| | | | $ | 13,350,076 | | | | | $ | 10,336,789 | | | | | $ | (8,288,812) | | | | | $ | 2,324,410 | | | | | $ | 17,722,463 | | | | | $ | 27,492 | | | | | $ | (128,536) | | | | | $ | 147,188 | | |
| Cost for federal income tax purposes was $20,777,013. | | | | | | | |
| Net unrealized depreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 326,335 | | |
| Gross Unrealized Depreciation | | | | | (625,713) | | |
| Net Unrealized Depreciation | | | | $ | (299,378) | | |
Voya Solution Balanced Portfolio | as of June 30, 2019 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
EXCHANGE-TRADED FUNDS: 14.5% | | ||||||||||||||||||
| | 20,010 | | | | Schwab U.S. TIPS ETF | | | | $ | 1,126,763 | | | | | | 2.0 | | |
| | 9,583 | | | | Vanguard Global ex-U.S. Real Estate ETF | | | | | 565,397 | | | | | | 1.0 | | |
| | 6,466 | | | | Vanguard Real Estate ETF | | | | | 565,128 | | | | | | 1.0 | | |
| | 13,945 | | | | Vanguard Russell 1000 Growth ETF | | | | | 2,262,716 | | | | | | 4.0 | | |
| | 33,194 | | | | Vanguard Value ETF | | | | | 3,681,879 | | | | | | 6.5 | | |
| | | | | | Total Exchange-Traded Funds (Cost $8,112,549) | | | | | 8,201,883 | | | | | | 14.5 | | |
MUTUAL FUNDS: 85.5% | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies: 85.5% | | ||||||||||||
| | 177,452 | | | | Voya Floating Rate Fund - Class I | | | | | 1,698,220 | | | | | | 3.0 | | |
| | 284,136 | | | | Voya High Yield Bond Fund - Class R6 | | | | | 2,267,409 | | | | | | 4.0 | | |
| | 385,452 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 3,954,736 | | | | | | 7.0 | | |
| | 133,658 | | | | Voya Large Cap Value Fund - Class R6 | | | | | 1,705,479 | | | | | | 3.0 | | |
| | 59,529 | | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 2,689,535 | | | | | | 4.7 | | |
| | 77,102 | | | | Voya MidCap Opportunities Portfolio - Class I | | | | | 1,136,489 | | | | | | 2.0 | | |
| | 185,407 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 2,258,252 | | | | | | 4.0 | | |
| | 187,233 | | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 2,126,971 | | | | | | 3.8 | | |
| | 223,916 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 2,122,726 | | | | | | 3.7 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | 114,458 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | $ | 1,142,287 | | | | | | 2.0 | | |
| | 286,621 | | | | Voya Short Term Bond Fund - Class R6 | | | | | 2,823,219 | | | | | | 5.0 | | |
| | 89,984 | | | | Voya Small Company Portfolio - Class I | | | | | 1,425,348 | | | | | | 2.5 | | |
| | 219,304 | | | | Voya Strategic Income Opportunities Fund - Class R6 | | | | | 2,263,214 | | | | | | 4.0 | | |
| | 257,936 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 3,115,864 | | | | | | 5.5 | | |
| | 258,398 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 4,250,651 | | | | | | 7.5 | | |
| | 270,180 | | | | VY® Goldman Sachs Bond Portfolio - Class I | | | | | 2,820,683 | | | | | | 5.0 | | |
| | 105,734 | | | | VY® Invesco Comstock Portfolio - Class I | | | | | 2,132,651 | | | | | | 3.8 | | |
| | 190,924 | | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 5,657,091 | | | | | | 10.0 | | |
| | 30,164 | | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 2,832,370 | | | | | | 5.0 | | |
| | | | | | Total Mutual Funds (Cost $47,645,530) | | | | | 48,423,195 | | | | | | 85.5 | | |
| | | | | | Total Investments in Securities (Cost $55,758,079) | | | | $ | 56,625,078 | | | | | | 100.0 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 24,708 | | | | | | 0.0 | | |
| | | | | | Net Assets | | | | $ | 56,649,786 | | | | | | 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, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 8,201,883 | | | | | $ | — | | | | | $ | — | | | | | $ | 8,201,883 | | |
Mutual Funds | | | | | 48,423,195 | | | | | | — | | | | | | — | | | | | | 48,423,195 | | |
Total Investments, at fair value | | | | $ | 56,625,078 | | | | | $ | — | | | | | $ | — | | | | | $ | 56,625,078 | | |
Voya Solution Balanced Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/18 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 501,500 | | | | | $ | 59,383 | | | | | $ | (567,621) | | | | | $ | 6,738 | | | | | $ | — | | | | | $ | — | | | | | $ | 53,949 | | | | | $ | — | | |
Voya Floating Rate Fund - Class I | | | | | 2,479,223 | | | | | | 425,366 | | | | | | (1,287,938) | | | | | | 81,569 | | | | | | 1,698,220 | | | | | | 49,299 | | | | | | (37,091) | | | | | | — | | |
Voya High Yield Bond Fund - Class R6 | | | | | — | | | | | | 2,425,215 | | | | | | (169,166) | | | | | | 11,360 | | | | | | 2,267,409 | | | | | | 23,258 | | | | | | (798) | | | | | | — | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 4,943,107 | | | | | | 3,526,023 | | | | | | (4,724,965) | | | | | | 210,571 | | | | | | 3,954,736 | | | | | | 88,789 | | | | | | 12,735 | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 987,233 | | | | | | 112,730 | | | | | | (1,212,599) | | | | | | 112,636 | | | | | | — | | | | | | — | | | | | | (32,614) | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 1,468,991 | | | | | | 766,887 | | | | | | (848,249) | | | | | | 317,850 | | | | | | 1,705,479 | | | | | | 8,411 | | | | | | (86,151) | | | | | | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 1,744,257 | | | | | | 1,083,794 | | | | | | (522,253) | | | | | | 383,737 | | | | | | 2,689,535 | | | | | | — | | | | | | (41,171) | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 998,375 | | | | | | 167,289 | | | | | | (233,452) | | | | | | 204,277 | | | | | | 1,136,489 | | | | | | 1,024 | | | | | | 3,129 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 1,481,767 | | | | | | 947,035 | | | | | | (434,584) | | | | | | 264,034 | | | | | | 2,258,252 | | | | | | — | | | | | | (44,568) | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 2,232,440 | | | | | | 433,911 | | | | | | (826,847) | | | | | | 287,467 | | | | | | 2,126,971 | | | | | | — | | | | | | 59,044 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 1,981,328 | | | | | | 377,327 | | | | | | (476,767) | | | | | | 240,838 | | | | | | 2,122,726 | | | | | | — | | | | | | (20,129) | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 994,894 | | | | | | 212,127 | | | | | | (286,328) | | | | | | 221,594 | | | | | | 1,142,287 | | | | | | — | | | | | | (45,302) | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | 972,495 | | | | | | 2,391,305 | | | | | | (583,783) | | | | | | 43,202 | | | | | | 2,823,219 | | | | | | 19,400 | | | | | | (5,390) | | | | | | — | | |
Voya Small Company Portfolio - Class I | | | | | 1,992,070 | | | | | | 543,885 | | | | | | (1,500,474) | | | | | | 389,867 | | | | | | 1,425,348 | | | | | | 5,556 | | | | | | (230,842) | | | | | | 188,116 | | |
Voya Strategic Income Opportunities Fund - Class R6 | | | | | — | | | | | | 2,439,667 | | | | | | (199,523) | | | | | | 23,070 | | | | | | 2,263,214 | | | | | | 20,041 | | | | | | 710 | | | | | | — | | |
Voya U.S. Bond Index Portfolio - Class I | | | | | 3,717,329 | | | | | | 731,442 | | | | | | (4,473,242) | | | | | | 24,471 | | | | | | — | | | | | | 28,769 | | | | | | 51,749 | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 1,742,179 | | | | | | 1,483,555 | | | | | | (402,455) | | | | | | 292,585 | | | | | | 3,115,864 | | | | | | 7,718 | | | | | | 10,689 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 3,021,068 | | | | | | 1,961,867 | | | | | | (1,303,677) | | | | | | 571,393 | | | | | | 4,250,651 | | | | | | — | | | | | | (31,827) | | | | | | — | | |
VY® Goldman Sachs Bond Portfolio - Class I | | | | | 2,223,660 | | | | | | 897,336 | | | | | | (487,857) | | | | | | 187,544 | | | | | | 2,820,683 | | | | | | — | | | | | | (7,344) | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 3,033,155 | | | | | | 538,400 | | | | | | (1,739,372) | | | | | | 300,468 | | | | | | 2,132,651 | | | | | | — | | | | | | 167,158 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 5,086,070 | | | | | | 808,591 | | | | | | (1,029,171) | | | | | | 791,601 | | | | | | 5,657,091 | | | | | | — | | | | | | 75,767 | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 2,491,206 | | | | | | 467,381 | | | | | | (603,071) | | | | | | 476,854 | | | | | | 2,832,370 | | | | | | — | | | | | | 26,607 | | | | | | — | | |
| | | | $ | 44,092,347 | | | | | $ | 22,800,516 | | | | | $ | (23,913,394) | | | | | $ | 5,443,726 | | | | | $ | 48,423,195 | | | | | $ | 252,265 | | | | | $ | (121,690) | | | | | $ | 188,116 | | |
| Cost for federal income tax purposes was $56,909,601. | | | | | | | |
| Net unrealized depreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 1,360,326 | | |
| Gross Unrealized Depreciation | | | | | (1,644,849) | | |
| Net Unrealized Depreciation | | | | $ | (284,523) | | |
Voya Solution Conservative Portfolio | as of June 30, 2019 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | | | | ||||||||||||||||||
EXCHANGE-TRADED FUNDS: 7.0% | | | | | | | | | | | ||||||||||||||||||
| | 24,137 | | | | Schwab U.S. TIPS ETF | | | | $ | 1,359,154 | | | | | | 7.0 | | | | | | ||||||
| | | | | | Total Exchange-Traded Funds (Cost $1,303,038) | | | | | 1,359,154 | | | | | | 7.0 | | | | | | ||||||
MUTUAL FUNDS: 93.0% | | | | | | | | | | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies: 93.0% | | | | | | | | | ||||||||||||||
| | 101,971 | | | | Voya Floating Rate Fund - Class I | | | | | 975,858 | | | | | | 5.0 | | | | | | ||||||
| | 99,924 | | | | Voya Global Bond Fund - Class R6 | | | | | 975,257 | | | | | | 5.0 | | | | | | ||||||
| | 146,949 | | | | Voya High Yield Bond Fund - Class R6 | | | | | 1,172,650 | | | | | | 6.0 | | | | | | ||||||
| | 237,471 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 2,436,455 | | | | | | 12.5 | | | | | | ||||||
| | 42,180 | | | | Voya Large Cap Value Fund - Class R6 | | | | | 538,223 | | | | | | 2.8 | | | | | | ||||||
| | 14,035 | | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 634,103 | | | | | | 3.2 | | | | | | ||||||
| | 13,292 | | | | Voya MidCap Opportunities Portfolio - Class I | | | | | 195,925 | | | | | | 1.0 | | | | | | ||||||
| | 31,961 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 389,289 | | | | | | 2.0 | | | | | | ||||||
| | 41,170 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 390,296 | | | | | | 2.0 | | | | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | 19,734 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | $ | 196,941 | | | | | | 1.0 | | |
| | 385,392 | | | | Voya Short Term Bond Fund - Class R6 | | | | | 3,796,108 | | | | | | 19.5 | | |
| | 141,770 | | | | Voya Strategic Income Opportunities Fund - Class R6 | | | | | 1,463,070 | | | | | | 7.5 | | |
| | 48,502 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 585,906 | | | | | | 3.0 | | |
| | 47,517 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 781,661 | | | | | | 4.0 | | |
| | 158,354 | | | | VY® Goldman Sachs Bond Portfolio - Class I | | | | | 1,653,215 | | | | | | 8.5 | | |
| | 65,828 | | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 1,950,473 | | | | | | 10.0 | | |
| | | | | | Total Mutual Funds (Cost $17,667,656) | | | | | 18,135,430 | | | | | | 93.0 | | |
| | | | | | Total Investments in Securities (Cost $18,970,694) | | | | $ | 19,494,584 | | | | | | 100.0 | | |
| | | | | | Liabilities in Excess of Other Assets | | | | | (2,336) | | | | | | — | | |
| | | | | | Net Assets | | | | $ | 19,492,248 | | | | | | 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, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 1,359,154 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,359,154 | | |
Mutual Funds | | | | | 18,135,430 | | | | | | — | | | | | | — | | | | | | 18,135,430 | | |
Total Investments, at fair value | | | | $ | 19,494,584 | | | | | $ | — | | | | | $ | — | | | | | $ | 19,494,584 | | |
Voya Solution Conservative Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/18 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Floating Rate Fund - Class I | | | | $ | 1,200,592 | | | | | $ | 193,462 | | | | | $ | (449,033) | | | | | $ | 30,837 | | | | | $ | 975,858 | | | | | $ | 27,326 | | | | | $ | (9,415) | | | | | $ | — | | |
Voya Global Bond Fund - Class R6 | | | | | 515,446 | | | | | | 495,128 | | | | | | (74,166) | | | | | | 38,849 | | | ��� | | | 975,257 | | | | | | 11,791 | | | | | | 1,116 | | | | | | — | | |
Voya High Yield Bond Fund - Class R6 | | | | | — | | | | | | 1,183,512 | | | | | | (17,020) | | | | | | 6,158 | | | | | | 1,172,650 | | | | | | 11,838 | | | | | | (154) | | | | | | — | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 2,143,245 | | | | | | 1,235,741 | | | | | | (1,061,854) | | | | | | 119,323 | | | | | | 2,436,455 | | | | | | 42,468 | | | | | | (3,029) | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 171,329 | | | | | | 3,587 | | | | | | (196,413) | | | | | | 21,497 | | | | | | — | | | | | | — | | | | | | (14,432) | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 603,247 | | | | | | 103,344 | | | | | | (281,758) | | | | | | 113,390 | | | | | | 538,223 | | | | | | 3,423 | | | | | | (23,767) | | | | | | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 430,970 | | | | | | 203,729 | | | | | | (94,066) | | | | | | 93,470 | | | | | | 634,103 | | | | | | — | | | | | | (8,153) | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 172,651 | | | | | | 30,544 | | | | | | (41,042) | | | | | | 33,772 | | | | | | 195,925 | | | | | | 179 | | | | | | 2,290 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 257,428 | | | | | | 152,961 | | | | | | (64,128) | | | | | | 43,028 | | | | | | 389,289 | | | | | | — | | | | | | (3,305) | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 342,753 | | | | | | 67,471 | | | | | | (68,029) | | | | | | 48,101 | | | | | | 390,296 | | | | | | — | | | | | | (8,743) | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 172,067 | | | | | | 38,484 | | | | | | (54,987) | | | | | | 41,377 | | | | | | 196,941 | | | | | | — | | | | | | (10,241) | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | 3,431,310 | | | | | | 776,606 | | | | | | (492,317) | | | | | | 80,509 | | | | | | 3,796,108 | | | | | | 42,001 | | | | | | (5,007) | | | | | | — | | |
Voya Strategic Income Opportunities Fund - Class R6 | | | | | — | | | | | | 1,477,847 | | | | | | (29,928) | | | | | | 15,151 | | | | | | 1,463,070 | | | | | | 12,750 | | | | | | 141 | | | | | | — | | |
Voya U.S. Bond Index Portfolio - Class I | | | | | 1,972,431 | | | | | | 326,562 | | | | | | (2,324,084) | | | | | | 25,091 | | | | | | — | | | | | | 15,382 | | | | | | 16,003 | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | — | | | | | | 596,616 | | | | | | (21,768) | | | | | | 11,058 | | | | | | 585,906 | | | | | | — | | | | | | 91 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 525,021 | | | | | | 538,242 | | | | | | (391,354) | | | | | | 109,752 | | | | | | 781,661 | | | | | | — | | | | | | 2,726 | | | | | | — | | |
VY® Goldman Sachs Bond Portfolio - Class I | | | | | 1,624,256 | | | | | | 267,247 | | | | | | (351,665) | | | | | | 113,377 | | | | | | 1,653,215 | | | | | | — | | | | | | 4,878 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 1,318,352 | | | | | | 652,265 | | | | | | (241,484) | | | | | | 221,340 | | | | | | 1,950,473 | | | | | | — | | | | | | 21,344 | | | | | | — | | |
| | | | $ | 14,881,098 | | | | | $ | 8,343,348 | | | | | $ | (6,255,096) | | | | | $ | 1,166,080 | | | | | $ | 18,135,430 | | | | | $ | 167,158 | | | | | $ | (37,657) | | | | | $ | — | | |
| Cost for federal income tax purposes was $19,292,883. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 565,438 | | |
| Gross Unrealized Depreciation | | | | | (363,737) | | |
| Net Unrealized Appreciation | | | | $ | 201,701 | | |
Voya Solution Income Portfolio | as of June 30, 2019 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | | | | ||||||||||||||||||
| EXCHANGE-TRADED FUNDS: 8.2% | | | | | | | | | | | ||||||||||||||||||
| | | 426,655 | | | | Schwab U.S. TIPS ETF | | | | $ | 24,024,943 | | | | | | 7.0 | | | | | | ||||||
| | | 49,238 | | | | Vanguard Real Estate ETF | | | | | 4,303,401 | | | | | | 1.2 | | | | | | ||||||
| | | | | | | Total Exchange-Traded Funds (Cost $26,916,603) | | | | | 28,328,344 | | | | | | 8.2 | | | | | | ||||||
| MUTUAL FUNDS: 91.5% | | | | | | | | | | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 91.5% | | | | | | | | | ||||||||||||||
| | | 1,080,519 | | | | Voya Floating Rate Fund - Class I | | | | | 10,340,567 | | | | | | 3.0 | | | | | | ||||||
| | | 1,058,827 | | | | Voya Global Bond Fund - Class R6 | | | | | 10,334,156 | | | | | | 3.0 | | | | | | ||||||
| | | 5,870,159 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 60,227,828 | | | | | | 17.4 | | | | | | ||||||
| | | 812,633 | | | | Voya Large Cap Value Fund - Class R6 | | | | | 10,369,202 | | | | | | 3.0 | | | | | | ||||||
| | | 438,498 | | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 19,811,350 | | | | | | 5.7 | | | | | | ||||||
| | | 564,439 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 6,874,873 | | | | | | 2.0 | | | | | | ||||||
| | | 2,544,630 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 24,123,094 | | | | | | 7.0 | | | | | | ||||||
| | | 4,886,456 | | | | Voya Short Term Bond Fund - Class R6 | | | | | 48,131,590 | | | | | | 13.9 | | | | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | 2,503,750 | | | | Voya Strategic Income Opportunities Fund - Class R6 | | | | $ | 25,838,702 | | | | | | 7.5 | | |
| | | 797,318 | | | | Voya U.S. Bond Index Portfolio - Class I | | | | | 8,603,060 | | | | | | 2.5 | | |
| | | 999,349 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 12,072,139 | | | | | | 3.5 | | |
| | | 524,515 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 8,628,269 | | | | | | 2.5 | | |
| | | 3,454,546 | | | | VY® Goldman Sachs Bond Portfolio - Class I | | | | | 36,065,459 | | | | | | 10.5 | | |
| | | 1,162,502 | | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 34,444,932 | | | | | | 10.0 | | |
| | | | | | | Total Mutual Funds (Cost $307,474,091) | | | | | 315,865,221 | | | | | | 91.5 | | |
| | | | | | | Total Investments in Securities (Cost $334,390,694) | | | | $ | 344,193,565 | | | | | | 99.7 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 986,385 | | | | | | 0.3 | | |
| | | | | | | Net Assets | | | | $ | 345,179,950 | | | | | | 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, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 28,328,344 | | | | | $ | — | | | | | $ | — | | | | | $ | 28,328,344 | | |
Mutual Funds | | | | | 315,865,221 | | | | | | — | | | | | | — | | | | | | 315,865,221 | | |
Total Investments, at fair value | | | | $ | 344,193,565 | | | | | $ | — | | | | | $ | — | | | | | $ | 344,193,565 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 63,042 | | | | | | — | | | | | | — | | | | | | 63,042 | | |
Total Assets | | | | $ | 344,256,607 | | | | | $ | — | | | | | $ | — | | | | | $ | 344,256,607 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (137,905) | | | | | $ | — | | | | | $ | — | | | | | $ | (137,905) | | |
Total Liabilities | | | | $ | (137,905) | | | | | $ | — | | | | | $ | — | | | | | $ | (137,905) | | |
Voya Solution Income Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 70 | | | | | | 09/20/19 | | | | | $ | 10,304,700 | | | | | $ | 63,042 | | |
| | | | | | | | | | | | | | | | $ | 10,304,700 | | | | | $ | 63,042 | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
Mini MSCI EAFE Index | | | | | (108) | | | | | | 09/20/19 | | | | | | (10,385,820) | | | | | | (137,905) | | |
| | | | | | | | | | | | | | | | $ | (10,385,820) | | | | | $ | (137,905) | | |
Issuer | | | Beginning Fair Value at 12/31/18 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Floating Rate Fund - Class I | | | | $ | 17,364,349 | | | | | $ | 744,472 | | | | | $ | (8,551,185) | | | | | $ | 782,931 | | | | | $ | 10,340,567 | | | | | $ | 318,048 | | | | | $ | (464,498) | | | | | $ | — | | |
Voya Global Bond Fund - Class R6 | | | | | 10,436,997 | | | | | | 755,788 | | | | | | (1,295,052) | | | | | | 436,423 | | | | | | 10,334,156 | | | | | | 159,965 | | | | | | 44,373 | | | | | | — | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 41,653,488 | | | | | | 22,895,072 | | | | | | (6,968,146) | | | | | | 2,647,414 | | | | | | 60,227,828 | | | | | | 871,277 | | | | | | (45,297) | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 6,934,165 | | | | | | 15,487 | | | | | | (7,131,718) | | | | | | 182,066 | | | | | | — | | | | | | — | | | | | | 626,581 | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 13,956,462 | | | | | | 478,512 | | | | | | (6,328,229) | | | | | | 2,262,457 | | | | | | 10,369,202 | | | | | | 71,697 | | | | | | (321,506) | | | | | | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 13,958,905 | | | | | | 5,922,881 | | | | | | (2,972,924) | | | | | | 2,902,488 | | | | | | 19,811,350 | | | | | | — | | | | | | (303,647) | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 3,495,513 | | | | | | 5,597 | | | | | | (3,617,546) | | | | | | 116,436 | | | | | | — | | | | | | 1,612 | | | | | | 406,745 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 10,422,802 | | | | | | 641,826 | | | | | | (5,396,373) | | | | | | 1,206,618 | | | | | | 6,874,873 | | | | | | — | | | | | | 319,804 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 17,346,411 | | | | | | 7,973,068 | | | | | | (3,014,253) | | | | | | 1,817,868 | | | | | | 24,123,094 | | | | | | — | | | | | | 147,177 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 3,483,914 | | | | | | 3,985 | | | | | | (4,116,025) | | | | | | 628,126 | | | | | | — | | | | | | — | | | | | | (95,452) | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | 34,725,373 | | | | | | 17,791,575 | | | | | | (5,348,629) | | | | | | 963,271 | | | | | | 48,131,590 | | | | | | 450,415 | | | | | | (138,525) | | | | | | — | | |
Voya Strategic Income Opportunities Fund - Class R6 | | | | | — | | | | | | 26,458,103 | | | | | | (889,364) | | | | | | 269,963 | | | | | | 25,838,702 | | | | | | 229,901 | | | | | | 4,428 | | | | | | — | | |
Voya U.S. Bond Index Portfolio - Class I | | | | | 50,293,766 | | | | | | 2,681,635 | | | | | | (45,864,547) | | | | | | 1,492,206 | | | | | | 8,603,060 | | | | | | 399,715 | | | | | | (320,610) | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 12,200,015 | | | | | | 552,620 | | | | | | (2,529,573) | | | | | | 1,849,077 | | | | | | 12,072,139 | | | | | | 49,520 | | | | | | 37,141 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 3,519,805 | | | | | | 6,750,938 | | | | | | (2,479,745) | | | | | | 837,271 | | | | | | 8,628,269 | | | | | | — | | | | | | (99,502) | | | | | | — | | |
VY® Goldman Sachs Bond Portfolio - Class I | | | | | 36,341,907 | | | | | | 1,810,527 | | | | | | (4,681,117) | | | | | | 2,594,142 | | | | | | 36,065,459 | | | | | | — | | | | | | (49,441) | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 35,589,968 | | | | | | 420,379 | | | | | | (7,303,246) | | | | | | 5,737,831 | | | | | | 34,444,932 | | | | | | — | | | | | | (51,423) | | | | | | — | | |
| | | | $ | 311,723,840 | | | | | $ | 95,902,465 | | | | | $ | (118,487,672) | | | | | $ | 26,726,588 | | | | | $ | 315,865,221 | | | | | $ | 2,552,150 | | | | | $ | (303,652) | | | | | $ | — | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 63,042 | | |
Total Asset Derivatives | | | | | | | $ | 63,042 | | |
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 137,905 | | |
Total Liability Derivatives | | | | | | | $ | 137,905 | | |
Voya Solution Income Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (819,699) | | |
Interest rate contracts | | | | | 213,210 | | |
Total | | | | $ | (606,489) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (143,107) | | |
Interest rate contracts | | | | | (190,988) | | |
Total | | | | $ | (334,095) | | |
| Cost for federal income tax purposes was $339,889,605. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 10,663,175 | | |
| Gross Unrealized Depreciation | | | | | (6,434,078) | | |
| Net Unrealized Appreciation | | | | $ | 4,229,097 | | |
Voya Solution Moderately | PORTFOLIO OF INVESTMENTS |
Aggressive Portfolio | as of June 30, 2019 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 13.5% | | ||||||||||||||||||
| | | 102,673 | | | | Vanguard Global ex-U.S. Real Estate ETF | | | | $ | 6,057,707 | | | | | | 1.0 | | |
| | | 69,278 | | | | Vanguard Real Estate ETF | | | | | 6,054,897 | | | | | | 1.0 | | |
| | | 149,414 | | | | Vanguard Russell 1000 Growth ETF | | | | | 24,243,916 | | | | | | 4.0 | | |
| | | 410,371 | | | | Vanguard Value ETF | | | | | 45,518,351 | | | | | | 7.5 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $81,145,681) | | | | | 81,874,871 | | | | | | 13.5 | | |
| MUTUAL FUNDS: 86.5% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 86.5% | | ||||||||||||
| | | 1,899,561 | | | | Voya Floating Rate Fund - Class I | | | | | 18,178,802 | | | | | | 3.0 | | |
| | | 1,520,787 | | | | Voya High Yield Bond Fund - Class R6 | | | | | 12,135,879 | | | | | | 2.0 | | |
| | | 463,219 | | | | Voya Index Plus LargeCap Portfolio - Class I | | | | | 12,145,599 | | | | | | 2.0 | | |
| | | 2,358,751 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 24,200,788 | | | | | | 4.0 | | |
| | | 402,098 | | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 18,166,810 | | | | | | 3.0 | | |
| | | 825,295 | | | | Voya MidCap Opportunities Portfolio - Class I | | | | | 12,164,848 | | | | | | 2.0 | | |
| | | 2,480,847 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 30,216,714 | | | | | | 5.0 | | |
| | | 4,275,143 | | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 48,565,628 | | | | | | 8.0 | | |
| | | 2,556,355 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 24,234,246 | | | | | | 4.0 | | |
| | | 2,450,274 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 24,453,736 | | | | | | 4.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | 1,227,266 | | | | Voya Short Term Bond Fund - Class R6 | | | | $ | 12,088,571 | | | | | | 2.0 | | |
| | | 1,155,823 | | | | Voya Small Company Portfolio - Class I | | | | | 18,308,235 | | | | | | 3.0 | | |
| | | 1,173,786 | | | | Voya Strategic Income Opportunities Fund - Class R6 | | | | | 12,113,474 | | | | | | 2.0 | | |
| | | 2,760,555 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 33,347,505 | | | | | | 5.5 | | |
| | | 2,765,928 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 45,499,512 | | | | | | 7.5 | | |
| | | 2,263,008 | | | | VY® Invesco Comstock Portfolio - Class I | | | | | 45,644,880 | | | | | | 7.5 | | |
| | | 919,306 | | | | VY® JPMorgan Small Cap Core Equity Portfolio Class I | | | | | 18,358,542 | | | | | | 3.0 | | |
| | | 2,043,719 | | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 60,555,395 | | | | | | 10.0 | | |
| | | 939,864 | | | | VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class I | | | | | 12,171,235 | | | | | | 2.0 | | |
| | | 452,020 | | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 42,444,703 | | | | | | 7.0 | | |
| | | | | | | Total Mutual Funds (Cost $515,468,895) | | | | | 524,995,102 | | | | | | 86.5 | | |
| | | | | | | Total Investments in Securities (Cost $596,614,576) | | | | $ | 606,869,973 | | | | | | 100.0 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 231,112 | | | | | | 0.0 | | |
| | | | | | | Net Assets | | | | $ | 607,101,085 | | | | | | 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, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 81,874,871 | | | | | $ | — | | | | | $ | — | | | | | $ | 81,874,871 | | |
Mutual Funds | | | | | 524,995,102 | | | | | | — | | | | | | — | | | | | | 524,995,102 | | |
Total Investments, at fair value | | | | $ | 606,869,973 | | | | | $ | — | | | | | $ | — | | | | | $ | 606,869,973 | | |
Voya Solution Moderately | PORTFOLIO OF INVESTMENTS |
Aggressive Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/18 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 16,701,089 | | | | | $ | 40,216 | | | | | $ | (17,397,045) | | | | | $ | 655,740 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,355,951 | | | | | $ | — | | |
Voya Floating Rate Fund - Class I | | | | | 27,880,641 | | | | | | 2,230,251 | | | | | | (12,790,254) | | | | | | 858,164 | | | | | | 18,178,802 | | | | | | 542,366 | | | | | | (348,556) | | | | | | — | | |
Voya High Yield Bond Fund - Class R6 | | | | | — | | | | | | 12,732,269 | | | | | | (656,480) | | | | | | 60,090 | | | | | | 12,135,879 | | | | | | 125,411 | | | | | | (7,116) | | | | | | — | | |
Voya Index Plus LargeCap Portfolio - Class I | | | | | 23,805,927 | | | | | | 1,440,355 | | | | | | (12,911,854) | | | | | | (188,829) | | | | | | 12,145,599 | | | | | | 184,313 | | | | | | 3,184,239 | | | | | | 1,014,709 | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 32,059,541 | | | | | | 9,821,286 | | | | | | (19,306,180) | | | | | | 1,626,141 | | | | | | 24,200,788 | | | | | | 573,039 | | | | | | (142,731) | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 27,852,771 | | | | | | 398,730 | | | | | | (31,674,392) | | | | | | 3,422,891 | | | | | | — | | | | | | — | | | | | | (27,738) | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 16,877,417 | | | | | | 677,779 | | | | | | (20,716,060) | | | | | | 3,160,864 | | | | | | — | | | | | | 89,170 | | | | | | (1,005,829) | | | | | | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 19,615,183 | | | | | | 704,287 | | | | | | (6,253,070) | | | | | | 4,100,410 | | | | | | 18,166,810 | | | | | | — | | | | | | (394,178) | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 25,262,930 | | | | | | 137,889 | | | | | | (16,018,277) | | | | | | 2,782,306 | | | | | | 12,164,848 | | | | | | 22,312 | | | | | | 1,955,910 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 33,468,184 | | | | | | 1,621,464 | | | | | | (8,936,582) | | | | | | 4,063,648 | | | | | | 30,216,714 | | | | | | — | | | | | | 872,902 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 39,052,256 | | | | | | 7,053,226 | | | | | | (3,753,976) | | | | | | 6,214,122 | | | | | | 48,565,628 | | | | | | — | | | | | | (157,289) | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 27,851,401 | | | | | | 811,909 | | | | | | (8,008,599) | | | | | | 3,579,535 | | | | | | 24,234,246 | | | | | | — | | | | | | (536,093) | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 25,175,944 | | | | | | 956,315 | | | | | | (6,997,742) | | | | | | 5,319,219 | | | | | | 24,453,736 | | | | | | — | | | | | | (1,057,071) | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | — | | | | | | 12,797,872 | | | | | | (815,751) | | | | | | 106,450 | | | | | | 12,088,571 | | | | | | 51,061 | | | | | | 3,868 | | | | | | — | | |
Voya Small Company Portfolio - Class I | | | | | 33,602,865 | | | | | | 3,050,625 | | | | | | (26,103,928) | | | | | | 7,758,673 | | | | | | 18,308,235 | | | | | | 72,349 | | | | | | (4,338,667) | | | | | | 2,449,510 | | |
Voya Strategic Income Opportunities Fund - Class R6 | | | | | — | | | | | | 12,797,448 | | | | | | (808,496) | | | | | | 124,522 | | | | | | 12,113,474 | | | | | | 108,025 | | | | | | 3,821 | | | | | | — | | |
Voya U.S. Bond Index Portfolio - Class I | | | | | 11,147,844 | | | | | | 934,303 | | | | | | (11,888,466) | | | | | | (193,681) | | | | | | — | | | | | | 84,443 | | | | | | 412,368 | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 11,195,298 | | | | | | 21,666,647 | | | | | | (1,618,063) | | | | | | 2,103,623 | | | | | | 33,347,505 | | | | | | 48,583 | | | | | | 38,145 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 17,079,999 | | | | | | 34,190,715 | | | | | | (9,312,370) | | | | | | 3,541,168 | | | | | | 45,499,512 | | | | | | — | | | | | | (522,879) | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 42,637,710 | | | | | | 2,448,793 | | | | | | (4,903,791) | | | | | | 5,462,168 | | | | | | 45,644,880 | | | | | | — | | | | | | 862,759 | | | | | | — | | |
VY® JPMorgan Small Cap Core Equity Portfolio Class I | | | | | — | | | | | | 18,935,386 | | | | | | (545,322) | | | | | | (31,522) | | | | | | 18,358,542 | | | | | | — | | | | | | (14,101) | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 45,745,861 | | | | | | 12,640,052 | | | | | | (5,679,129) | | | | | | 7,848,611 | | | | | | 60,555,395 | | | | | | — | | | | | | 179,061 | | | | | | — | | |
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class I | | | | | — | | | | | | 12,309,267 | | | | | | (504,349) | | | | | | 366,317 | | | | | | 12,171,235 | | | | | | — | | | | | | 644 | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 36,419,761 | | | | | | 2,327,074 | | | | | | (3,155,105) | | | | | | 6,852,973 | | | | | | 42,444,703 | | | | | | — | | | | | | 379,925 | | | | | | — | | |
| | | | $ | 513,432,622 | | | | | $ | 172,724,158 | | | | | $ | (230,755,281) | | | | | $ | 69,593,603 | | | | | $ | 524,995,102 | | | | | $ | 1,901,072 | | | | | $ | 697,345 | | | | | $ | 3,464,219 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (1,203,173) | | |
Interest rate contracts | | | | | 342,150 | | |
Total | | | | $ | (861,023) | | |
Voya Solution Moderately | PORTFOLIO OF INVESTMENTS |
Aggressive Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 346,574 | | |
Interest rate contracts | | | | | (303,476) | | |
Total | | | | $ | 43,098 | | |
| Cost for federal income tax purposes was $605,510,164. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 16,393,407 | | |
| Gross Unrealized Depreciation | | | | | (15,033,599) | | |
| Net Unrealized Appreciation | | | | $ | 1,359,808 | | |
Voya Solution Moderately | PORTFOLIO OF INVESTMENTS |
Conservative Portfolio | as of June 30, 2019 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
EXCHANGE-TRADED FUNDS: 7.0% | | ||||||||||||||||||
| | 34,701 | | | | Schwab U.S. TIPS ETF | | | | $ | 1,954,013 | | | | | | 5.0 | | |
| | 6,647 | | | | Vanguard Global ex-U.S. Real Estate ETF | | | | | 392,173 | | | | | | 1.0 | | |
| | 4,485 | | | | Vanguard Real Estate ETF | | | | | 391,989 | | | | | | 1.0 | | |
| | | | | | Total Exchange-Traded Funds (Cost $2,631,744) | | | | | 2,738,175 | | | | | | 7.0 | | |
MUTUAL FUNDS: 93.0% | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies: 93.0% | | ||||||||||||
| | 205,167 | | | | Voya Floating Rate Fund - Class I | | | | | 1,963,444 | | | | | | 5.0 | | |
| | 160,839 | | | | Voya Global Bond Fund - Class R6 | | | | | 1,569,786 | | | | | | 4.0 | | |
| | 295,663 | | | | Voya High Yield Bond Fund - Class R6 | | | | | 2,359,387 | | | | | | 6.0 | | |
| | 420,316 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 4,312,447 | | | | | | 11.0 | | |
| | 192,875 | | | | Voya Large Cap Value Fund - Class R6 | | | | | 2,461,083 | | | | | | 6.3 | | |
| | 28,237 | | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 1,275,760 | | | | | | 3.2 | | |
| | 26,743 | | | | Voya MidCap Opportunities Portfolio - Class I | | | | | 394,186 | | | | | | 1.0 | | |
| | 96,459 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 1,174,875 | | | | | | 3.0 | | |
| | 51,960 | | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 590,264 | | | | | | 1.5 | | |
| | 124,265 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 1,178,031 | | | | | | 3.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | 39,701 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | $ | 396,220 | | | | | | 1.0 | | |
| | 278,355 | | | | Voya Short Term Bond Fund - Class R6 | | | | | 2,741,792 | | | | | | 7.0 | | |
| | 49,939 | | | | Voya Small Company Portfolio - Class I | | | | | 791,038 | | | | | | 2.0 | | |
| | 228,196 | | | | Voya Strategic Income Opportunities Fund - Class R6 | | | | | 2,354,986 | | | | | | 6.0 | | |
| | 203,324 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 2,456,158 | | | | | | 6.3 | | |
| | 143,401 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 2,358,941 | | | | | | 6.0 | | |
| | 299,868 | | | | VY® Goldman Sachs Bond Portfolio - Class I | | | | | 3,130,617 | | | | | | 8.0 | | |
| | 132,442 | | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 3,924,266 | | | | | | 10.0 | | |
| | 11,508 | | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 1,080,645 | | | | | | 2.7 | | |
| | | | | | Total Mutual Funds (Cost $35,766,904) | | | | | 36,513,926 | | | | | | 93.0 | | |
| | | | | | Total Investments in Securities (Cost $38,398,648) | | | | $ | 39,252,101 | | | | | | 100.0 | | |
| | | | | | Liabilities in Excess of Other Assets | | | | | (3,381) | | | | | | — | | |
| | | | | | Net Assets | | | | $ | 39,248,720 | | | | | | 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, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 2,738,175 | | | | | $ | — | | | | | $ | — | | | | | $ | 2,738,175 | | |
Mutual Funds | | | | | 36,513,926 | | | | | | — | | | | | | — | | | | | | 36,513,926 | | |
Total Investments, at fair value | | | | $ | 39,252,101 | | | | | $ | — | | | | | $ | — | | | | | $ | 39,252,101 | | |
Voya Solution Moderately | PORTFOLIO OF INVESTMENTS |
Conservative Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/18 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 284,681 | | | | | $ | 85,942 | | | | | $ | (374,328) | | | | | $ | 3,705 | | | | | $ | — | | | | | $ | — | | | | | $ | 29,835 | | | | | $ | — | | |
Voya Floating Rate Fund - Class I | | | | | 1,979,535 | | | | | | 689,471 | | | | | | (754,319) | | | | | | 48,757 | | | | | | 1,963,444 | | | | | | 49,357 | | | | | | (17,080) | | | | | | — | | |
Voya Global Bond Fund - Class R6 | | | | | 566,591 | | | | | | 1,057,509 | | | | | | (116,272) | | | | | | 61,958 | | | | | | 1,569,786 | | | | | | 17,182 | | | | | | (465) | | | | | | — | | |
Voya High Yield Bond Fund - Class R6 | | | | | — | | | | | | 2,419,044 | | | | | | (71,644) | | | | | | 11,987 | | | | | | 2,359,387 | | | | | | 24,235 | | | | | | (484) | | | | | | — | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 3,104,506 | | | | | | 3,011,879 | | | | | | (1,994,726) | | | | | | 190,788 | | | | | | 4,312,447 | | | | | | 67,403 | | | | | | (828) | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 281,265 | | | | | | 17,034 | | | | | | (326,345) | | | | | | 28,046 | | | | | | — | | | | | | — | | | | | | (16,335) | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 852,421 | | | | | | 1,620,318 | | | | | | (188,191) | | | | | | 176,535 | | | | | | 2,461,083 | | | | | | 4,783 | | | | | | (16,757) | | | | | | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 923,620 | | | | | | 381,698 | | | | | | (234,643) | | | | | | 205,085 | | | | | | 1,275,760 | | | | | | — | | | | | | (20,480) | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 284,632 | | | | | | 112,151 | | | | | | (62,149) | | | | | | 59,552 | | | | | | 394,186 | | | | | | 292 | | | | | | 2,133 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 704,952 | | | | | | 534,364 | | | | | | (190,266) | | | | | | 125,825 | | | | | | 1,174,875 | | | | | | — | | | | | | (20,637) | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 565,856 | | | | | | 283,278 | | | | | | (319,717) | | | | | | 60,847 | | | | | | 590,264 | | | | | | — | | | | | | 27,551 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 1,130,003 | | | | | | 473,607 | | | | | | (559,600) | | | | | | 134,021 | | | | | | 1,178,031 | | | | | | — | | | | | | (8,170) | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 283,648 | | | | | | 128,661 | | | | | | (81,384) | | | | | | 65,295 | | | | | | 396,220 | | | | | | — | | | | | | (14,191) | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | 2,253,223 | | | | | | 1,649,815 | | | | | | (1,230,433) | | | | | | 69,187 | | | | | | 2,741,792 | | | | | | 29,156 | | | | | | (14,817) | | | | | | — | | |
Voya Small Company Portfolio - Class I | | | | | 568,001 | | | | | | 357,720 | | | | | | (170,953) | | | | | | 36,270 | | | | | | 791,038 | | | | | | 3,078 | | | | | | (43,216) | | | | | | 104,204 | | |
Voya Strategic Income Opportunities Fund - Class R6 | | | | | — | | | | | | 2,434,361 | | | | | | (103,747) | | | | | | 24,372 | | | | | | 2,354,986 | | | | | | 20,882 | | | | | | 497 | | | | | | — | | |
Voya U.S. Bond Index Portfolio - Class I | | | | | 2,817,471 | | | | | | 1,500,898 | | | | | | (4,365,961) | | | | | | 47,592 | | | | | | — | | | | | | 22,286 | | | | | | 13,204 | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 567,719 | | | | | | 1,932,236 | | | | | | (167,044) | | | | | | 123,247 | | | | | | 2,456,158 | | | | | | 2,517 | | | | | | 4,650 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 1,147,188 | | | | | | 1,592,481 | | | | | | (634,221) | | | | | | 253,493 | | | | | | 2,358,941 | | | | | | — | | | | | | (32,327) | | | | | | — | | |
VY® Goldman Sachs Bond Portfolio - Class I | | | | | 2,254,666 | | | | | | 997,046 | | | | | | (309,129) | | | | | | 188,034 | | | | | | 3,130,617 | | | | | | — | | | | | | 4,751 | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 1,224,810 | | | | | | 424,046 | | | | | | (1,756,620) | | | | | | 107,764 | | | | | | — | | | | | | — | | | | | | 91,582 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 2,899,138 | | | | | | 1,061,447 | | | | | | (532,939) | | | | | | 496,620 | | | | | | 3,924,266 | | | | | | — | | | | | | 31,107 | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | — | | | | | | 1,125,148 | | | | | | (53,387) | | | | | | 8,884 | | | | | | 1,080,645 | | | | | | — | | | | | | (796) | | | | | | — | | |
| | | | $ | 24,693,926 | | | | | $ | 23,890,154 | | | | | $ | (14,598,018) | | | | | $ | 2,527,864 | | | | | $ | 36,513,926 | | | | | $ | 241,171 | | | | | $ | (1,273) | | | | | $ | 104,204 | | |
| Cost for federal income tax purposes was $39,076,903. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 1,081,345 | | |
| Gross Unrealized Depreciation | | | | | (906,147) | | |
| Net Unrealized Appreciation | | | | $ | 175,198 | | |
Voya Solution 2020 Portfolio | as of June 30, 2019 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 6.7% | | ||||||||||||||||||
| | | 31,756 | | | | Schwab U.S. TIPS ETF | | | | $ | 1,788,180 | | | | | | 5.5 | | |
| | | 4,664 | | | | Vanguard Real Estate ETF | | | | | 407,634 | | | | | | 1.2 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $2,094,985) | | | | | 2,195,814 | | | | | | 6.7 | | |
| MUTUAL FUNDS: 93.3% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 93.3% | | ||||||||||||
| | | 102,785 | | | | Voya Floating Rate Fund - Class I | | | | | 983,652 | | | | | | 3.0 | | |
| | | 100,723 | | | | Voya Global Bond Fund - Class R6 | | | | | 983,055 | | | | | | 3.0 | | |
| | | 527,051 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 5,407,546 | | | | | | 16.5 | | |
| | | 103,113 | | | | Voya Large Cap Value Fund - Class R6 | | | | | 1,315,727 | | | | | | 4.0 | | |
| | | 39,900 | | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 1,802,683 | | | | | | 5.5 | | |
| | | 16,792 | | | | Voya MidCap Opportunities Portfolio - Class I | | | | | 247,519 | | | | | | 0.7 | | |
| | | 73,841 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 899,384 | | | | | | 2.7 | | |
| | | 242,220 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 2,296,248 | | | | | | 7.0 | | |
| | | 24,971 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 249,211 | | | | | | 0.8 | | |
| | | 365,171 | | | | Voya Short Term Bond Fund - Class R6 | | | | | 3,596,930 | | | | | | 11.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | 198,447 | | | | Voya Strategic Income Opportunities Fund - Class R6 | | | | $ | 2,047,971 | | | | | | 6.2 | | |
| | | 60,678 | | | | Voya U.S. Bond Index Portfolio - Class I | | | | | 654,711 | | | | | | 2.0 | | |
| | | 115,611 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 1,396,584 | | | | | | 4.3 | | |
| | | 114,774 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 1,888,025 | | | | | | 5.8 | | |
| | | 250,354 | | | | VY® Goldman Sachs Bond Portfolio - Class I | | | | | 2,613,695 | | | | | | 8.0 | | |
| | | 110,586 | | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 3,276,652 | | | | | | 10.0 | | |
| | | 9,623 | | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 903,555 | | | | | | 2.8 | | |
| | | | | | | Total Mutual Funds (Cost $29,600,027) | | | | | 30,563,148 | | | | | | 93.3 | | |
| | | | | | | Total Investments in Securities (Cost $31,695,012) | | | | $ | 32,758,962 | | | | | | 100.0 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 5,850 | | | | | | 0.0 | �� | |
| | | | | | | Net Assets | | | | $ | 32,764,812 | | | | | | 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, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 2,195,814 | | | | | $ | — | | | | | $ | — | | | | | $ | 2,195,814 | | |
Mutual Funds | | | | | 30,563,148 | | | | | | — | | | | | | — | | | | | | 30,563,148 | | |
Total Investments, at fair value | | | | $ | 32,758,962 | | | | | $ | — | | | | | $ | — | | | | | $ | 32,758,962 | | |
Voya Solution 2020 Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/18 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Floating Rate Fund - Class I | | | | $ | 1,687,515 | | | | | $ | 218,791 | | | | | $ | (981,489) | | | | | $ | 58,835 | | | | | $ | 983,652 | | | | | $ | 30,722 | | | | | $ | (27,642) | | | | | $ | — | | |
Voya Global Bond Fund - Class R6 | | | | | 1,014,325 | | | | | | 209,400 | | | | | | (285,533) | | | | | | 44,863 | | | | | | 983,055 | | | | | | 15,394 | | | | | | 1,098 | | | | | | — | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 3,032,956 | | | | | | 4,177,402 | | | | | | (2,005,553) | | | | | | 202,741 | | | | | | 5,407,546 | | | | | | 70,613 | | | | | | 3,999 | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 673,424 | | | | | | 43,261 | | | | | | (807,820) | | | | | | 91,135 | | | | | | — | | | | | | — | | | | | | (38,547) | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 1,356,555 | | | | | | 248,832 | | | | | | (533,958) | | | | | | 244,298 | | | | | | 1,315,727 | | | | | | 6,943 | | | | | | (51,018) | | | | | | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 1,356,799 | | | | | | 678,784 | | | | | | (534,202) | | | | | | 301,302 | | | | | | 1,802,683 | | | | | | — | | | | | | (52,960) | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 169,844 | | | | | | 196,959 | | | | | | (152,345) | | | | | | 33,061 | | | | | | 247,519 | | | | | | 159 | | | | | | 2,334 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 844,188 | | | | | | 331,819 | | | | | | (426,569) | | | | | | 149,946 | | | | | | 899,384 | | | | | | — | | | | | | (31,054) | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 1,013,081 | | | | | | 86,482 | | | | | | (1,279,454) | | | | | | 179,891 | | | | | | — | | | | | | — | | | | | | (34,854) | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 1,685,924 | | | | | | 1,387,306 | | | | | | (1,065,008) | | | | | | 288,026 | | | | | | 2,296,248 | | | | | | — | | | | | | (99,870) | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 169,241 | | | | | | 214,099 | | | | | | (176,745) | | | | | | 42,616 | | | | | | 249,211 | | | | | | — | | | | | | (15,353) | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | 2,444,023 | | | | | | 2,097,628 | | | | | | (1,012,040) | | | | | | 67,319 | | | | | | 3,596,930 | | | | | | 31,198 | | | | | | (10,484) | | | | | | — | | |
Voya Small Company Portfolio - Class I | | | | | 338,976 | | | | | | 28,827 | | | | | | (459,692) | | | | | | 91,889 | | | | | | — | | | | | | — | | | | | | (32,091) | | | | | | — | | |
Voya Strategic Income Opportunities Fund - Class R6 | | | | | — | | | | | | 2,261,972 | | | | | | (234,061) | | | | | | 20,060 | | | | | | 2,047,971 | | | | | | 17,594 | | | | | | 802 | | | | | | — | | |
Voya U.S. Bond Index Portfolio - Class I | | | | | 3,703,160 | | | | | | 691,645 | | | | | | (3,747,366) | | | | | | 7,272 | | | | | | 654,711 | | | | | | 26,310 | | | | | | 71,512 | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 1,355,218 | | | | | | 383,844 | | | | | | (542,240) | | | | | | 199,762 | | | | | | 1,396,584 | | | | | | 5,480 | | | | | | 9,607 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 1,372,708 | | | | | | 1,550,092 | | | | | | (1,336,172) | | | | | | 301,397 | | | | | | 1,888,025 | | | | | | — | | | | | | (4,755) | | | | | | — | | |
VY® Goldman Sachs Bond Portfolio - Class I | | | | | 2,943,397 | | | | | | 788,556 | | | | | | (1,307,978) | | | | | | 189,720 | | | | | | 2,613,695 | | | | | | — | | | | | | (4,685) | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 687,958 | | | | | | 57,654 | | | | | | (817,414) | | | | | | 71,802 | | | | | | — | | | | | | — | | | | | | 34,445 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 3,460,205 | | | | | | 426,685 | | | | | | (1,110,336) | | | | | | 500,098 | | | | | | 3,276,652 | | | | | | — | | | | | | 46,923 | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 678,243 | | | | | | 624,793 | | | | | | (550,021) | | | | | | 150,540 | | | | | | 903,555 | | | | | | — | | | | | | (17,665) | | | | | | — | | |
| | | | $ | 29,987,740 | | | | | $ | 16,704,831 | | | | | $ | (19,365,996) | | | | | $ | 3,236,573 | | | | | $ | 30,563,148 | | | | | $ | 204,413 | | | | | $ | (250,258) | | | | | $ | — | | |
| Cost for federal income tax purposes was $32,225,658. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 1,098,159 | | |
| Gross Unrealized Depreciation | | | | | (564,855) | | |
| Net Unrealized Appreciation | | | | $ | 533,304 | | |
Voya Solution 2025 Portfolio | as of June 30, 2019 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 5.5% | | ||||||||||||||||||
| | | 572,948 | | | | Schwab U.S. TIPS ETF | | | | $ | 32,262,702 | | | | | | 4.0 | | |
| | | 138,854 | | | | Vanguard Real Estate ETF | | | | | 12,135,840 | | | | | | 1.5 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $42,758,697) | | | | | 44,398,542 | | | | | | 5.5 | | |
| MUTUAL FUNDS: 94.2% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 94.2% | | ||||||||||||
| | | 2,539,344 | | | | Voya Floating Rate Fund - Class I | | | | | 24,301,524 | | | | | | 3.0 | | |
| | | 2,488,396 | | | | Voya Global Bond Fund - Class R6 | | | | | 24,286,741 | | | | | | 3.0 | | |
| | | 7,686,505 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 78,863,539 | | | | | | 9.7 | | |
| | | 3,023,742 | | | | Voya Large Cap Value Fund - Class R6 | | | | | 38,582,952 | | | | | | 4.7 | | |
| | | 940,916 | | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 42,510,579 | | | | | | 5.2 | | |
| | | 689,554 | | | | Voya MidCap Opportunities Portfolio - Class I | | | | | 10,164,030 | | | | | | 1.2 | | |
| | | 2,321,438 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 28,275,121 | | | | | | 3.5 | | |
| | | 2,857,407 | | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 32,460,139 | | | | | | 4.0 | | |
| | | 8,543,309 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 80,990,570 | | | | | | 10.0 | | |
| | | 1,023,672 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 10,216,242 | | | | | | 1.2 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | 2,665,945 | | | | Voya Short Term Bond Fund - Class R6 | | | | $ | 26,259,553 | | | | | | 3.2 | | |
| | | 1,030,125 | | | | Voya Small Company Portfolio - Class I | | | | | 16,317,185 | | | | | | 2.0 | | |
| | | 3,922,775 | | | | Voya Strategic Income Opportunities Fund - Class R6 | | | | | 40,483,035 | | | | | | 5.0 | | |
| | | 1,499,060 | | | | Voya U.S. Bond Index Portfolio - Class I | | | | | 16,174,852 | | | | | | 2.0 | | |
| | | 3,355,168 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 40,530,435 | | | | | | 5.0 | | |
| | | 5,176,818 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 85,158,653 | | | | | | 10.5 | | |
| | | 4,639,359 | | | | VY® Goldman Sachs Bond Portfolio - Class I | | | | | 48,434,910 | | | | | | 6.0 | | |
| | | 2,732,037 | | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 80,950,263 | | | | | | 10.0 | | |
| | | 431,618 | | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 40,528,951 | | | | | | 5.0 | | |
| | | | | | | Total Mutual Funds (Cost $749,241,277) | | | | | 765,489,274 | | | | | | 94.2 | | |
| | | | | | | Total Investments in Securities (Cost $791,999,974) | | | | $ | 809,887,816 | | | | | | 99.7 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 2,481,783 | | | | | | 0.3 | | |
| | | | | | | Net Assets | | | | $ | 812,369,599 | | | | | | 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, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 44,398,542 | | | | | $ | — | | | | | $ | — | | | | | $ | 44,398,542 | | |
Mutual Funds | | | | | 765,489,274 | | | | | | — | | | | | | — | | | | | | 765,489,274 | | |
Total Investments, at fair value | | | | $ | 809,887,816 | | | | | $ | — | | | | | $ | — | | | | | $ | 809,887,816 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 148,599 | | | | | | — | | | | | | — | | | | | | 148,599 | | |
Total Assets | | | | $ | 810,036,415 | | | | | $ | — | | | | | $ | — | | | | | $ | 810,036,415 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (323,055) | | | | | $ | — | | | | | $ | — | | | | | $ | (323,055) | | |
Total Liabilities | | | | $ | (323,055) | | | | | $ | — | | | | | $ | — | | | | | $ | (323,055) | | |
Voya Solution 2025 Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 165 | | | | | | 09/20/19 | | | | | $ | 24,289,650 | | | | | $ | 148,599 | | |
| | | | | | | | | | | | | | | | $ | 24,289,650 | | | | | $ | 148,599 | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
Mini MSCI EAFE Index | | | | | (253) | | | | | | 09/20/19 | | | | | | (24,329,745) | | | | | | (323,055) | | |
| | | | | | | | | | | | | | | | $ | (24,329,745) | | | | | $ | (323,055) | | |
Issuer | | | Beginning Fair Value at 12/31/18 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 7,643,329 | | | | | $ | 90,314 | | | | | $ | (8,257,969) | | | | | $ | 524,326 | | | | | $ | — | | | | | $ | — | | | | | $ | 388,480 | | | | | $ | — | | |
Voya Floating Rate Fund - Class I | | | | | 38,275,752 | | | | | | 2,670,517 | | | | | | (18,204,872) | | | | | | 1,560,127 | | | | | | 24,301,524 | | | | | | 730,153 | | | | | | (862,013) | | | | | | — | | |
Voya Global Bond Fund - Class R6 | | | | | 23,006,749 | | | | | | 2,863,174 | | | | | | (2,534,157) | | | | | | 950,975 | | | | | | 24,286,741 | | | | | | 370,492 | | | | | | 156,097 | | | | | | — | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 76,512,538 | | | | | | 16,399,204 | | | | | | (18,151,767) | | | | | | 4,103,564 | | | | | | 78,863,539 | | | | | | 1,438,015 | | | | | | (103,354) | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 30,578,452 | | | | | | 640,915 | | | | | | (31,924,988) | | | | | | 705,621 | | | | | | — | | | | | | — | | | | | | 2,968,242 | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 30,747,560 | | | | | | 7,108,146 | | | | | | (3,780,846) | | | | | | 4,508,092 | | | | | | 38,582,952 | | | | | | 164,132 | | | | | | 103,591 | | | | | | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 38,465,854 | | | | | | 1,514,864 | | | | | | (5,241,558) | | | | | | 7,771,419 | | | | | | 42,510,579 | | | | | | — | | | | | | (535,243) | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 13,485,804 | | | | | | 265,681 | | | | | | (5,478,064) | | | | | | 1,890,609 | | | | | | 10,164,030 | | | | | | 9,327 | | | | | | 498,575 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 30,632,981 | | | | | | 2,294,913 | | | | | | (8,479,143) | | | | | | 3,826,370 | | | | | | 28,275,121 | | | | | | — | | | | | | 700,412 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 34,464,882 | | | | | | 1,815,192 | | | | | | (9,032,465) | | | | | | 5,212,530 | | | | | | 32,460,139 | | | | | | — | | | | | | 63,549 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 42,059,891 | | | | | | 40,134,640 | | | | | | (6,718,582) | | | | | | 5,514,621 | | | | | | 80,990,570 | | | | | | — | | | | | | (527,706) | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 13,440,213 | | | | | | 691,788 | | | | | | (6,182,021) | | | | | | 2,266,262 | | | | | | 10,216,242 | | | | | | — | | | | | | (107,822) | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | 24,872,619 | | | | | | 4,589,591 | | | | | | (3,776,036) | | | | | | 573,379 | | | | | | 26,259,553 | | | | | | 293,496 | | | | | | (50,918) | | | | | | — | | |
Voya Small Company Portfolio - Class I | | | | | 15,375,955 | | | | | | 3,186,287 | | | | | | (2,840,934) | | | | | | 595,877 | | | | | | 16,317,185 | | | | | | 63,675 | | | | | | (187,409) | | | | | | 2,155,825 | | |
Voya Strategic Income Opportunities Fund - Class R6 | | | | | — | | | | | | 42,119,814 | | | | | | (2,055,821) | | | | | | 419,042 | | | | | | 40,483,035 | | | | | | 359,842 | | | | | | 9,751 | | | | | | — | | |
Voya U.S. Bond Index Portfolio - Class I | | | | | 65,024,165 | | | | | | 5,214,190 | | | | | | (54,828,175) | | | | | | 764,672 | | | | | | 16,174,852 | | | | | | 558,551 | | | | | | 934,637 | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 30,736,651 | | | | | | 8,704,378 | | | | | | (3,860,236) | | | | | | 4,949,642 | | | | | | 40,530,435 | | | | | | 130,653 | | | | | | 51,915 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 23,383,469 | | | | | | 67,505,629 | | | | | | (10,688,042) | | | | | | 4,957,597 | | | | | | 85,158,653 | | | | | | — | | | | | | 95,757 | | | | | | — | | |
VY® Goldman Sachs Bond Portfolio - Class I | | | | | 40,052,626 | | | | | | 10,525,640 | | | | | | (5,353,227) | | | | | | 3,209,871 | | | | | | 48,434,910 | | | | | | — | | | | | | (79,250) | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 23,405,599 | | | | | | 270,941 | | | | | | (22,256,711) | | | | | | (1,419,829) | | | | | | — | | | | | | — | | | | | | 5,114,271 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 78,486,591 | | | | | | 1,314,895 | | | | | | (12,113,231) | | | | | | 13,262,008 | | | | | | 80,950,263 | | | | | | — | | | | | | (343,721) | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 30,765,610 | | | | | | 8,368,373 | | | | | | (4,058,071) | | | | | | 5,453,039 | | | | | | 40,528,951 | | | | | | — | | | | | | 660,290 | | | | | | — | | |
| | | | $ | 711,417,290 | | | | | $ | 228,289,086 | | | | | $ | (245,816,916) | | | | | $ | 71,599,814 | | | | | $ | 765,489,274 | | | | | $ | 4,118,336 | | | | | $ | 8,948,131 | | | | | $ | 2,155,825 | | |
Voya Solution 2025 Portfolio | as of June 30, 2019 (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* | | | | $ | 148,599 | | |
Total Asset Derivatives | | | | | | | $ | 148,599 | | |
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 323,055 | | |
Total Liability Derivatives | | | | | | | $ | 323,055 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (1,822,623) | | |
Interest rate contracts | | | | | 476,876 | | |
Total | | | | $ | (1,345,747) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (329,061) | | |
Interest rate contracts | | | | | (423,608) | | |
Total | | | | $ | (752,669) | | |
| Cost for federal income tax purposes was $805,604,321. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 23,621,187 | | |
| Gross Unrealized Depreciation | | | | | (19,512,149) | | |
| Net Unrealized Appreciation | | | | $ | 4,109,038 | | |
Voya Solution 2030 Portfolio | as of June 30, 2019 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 7.7% | | ||||||||||||||||||
| | | 26,736 | | | | Schwab U.S. TIPS ETF | | | | $ | 1,505,504 | | | | | | 4.0 | | |
| | | 7,560 | | | | Vanguard Real Estate ETF | | | | | 660,744 | | | | | | 1.7 | | |
| | | 4,658 | | | | Vanguard Russell 1000 Growth ETF | | | | | 755,807 | | | | | | 2.0 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $2,861,547) | | | | | 2,922,055 | | | | | | 7.7 | | |
| MUTUAL FUNDS: 92.3% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 92.3% | | ||||||||||||
| | | 79,016 | | | | Voya Floating Rate Fund - Class I | | | | | 756,178 | | | | | | 2.0 | | |
| | | 257,493 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 2,641,873 | | | | | | 7.0 | | |
| | | 104,001 | | | | Voya Large Cap Value Fund - Class R6 | | | | | 1,327,053 | | | | | | 3.5 | | |
| | | 39,750 | | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 1,795,900 | | | | | | 4.8 | | |
| | | 38,625 | | | | Voya MidCap Opportunities Portfolio - Class I | | | | | 569,329 | | | | | | 1.5 | | |
| | | 154,806 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 1,885,539 | | | | | | 5.0 | | |
| | | 233,431 | | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 2,651,776 | | | | | | 7.0 | | |
| | | 358,927 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 3,402,628 | | | | | | 9.0 | | |
| | | 57,339 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 572,240 | | | | | | 1.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | 76,579 | | | | Voya Short Term Bond Fund - Class R6 | | | | $ | 754,302 | | | | | | 2.0 | | |
| | | 48,084 | | | | Voya Small Company Portfolio - Class I | | | | | 761,649 | | | | | | 2.0 | | |
| | | 146,477 | | | | Voya Strategic Income Opportunities Fund - Class R6 | | | | | 1,511,648 | | | | | | 4.0 | | |
| | | 156,643 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 1,892,245 | | | | | | 5.0 | | |
| | | 322,185 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 5,299,948 | | | | | | 14.0 | | |
| | | 216,565 | | | | VY® Goldman Sachs Bond Portfolio - Class I | | | | | 2,260,943 | | | | | | 6.0 | | |
| | | 56,500 | | | | VY® Invesco Comstock Portfolio - Class I | | | | | 1,139,611 | | | | | | 3.0 | | |
| | | 127,530 | | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 3,778,712 | | | | | | 10.0 | | |
| | | 20,148 | | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 1,891,913 | | | | | | 5.0 | | |
| | | | | | | Total Mutual Funds (Cost $34,448,182) | | | | | 34,893,487 | | | | | | 92.3 | | |
| | | | | | | Total Investments in Securities (Cost $37,309,729) | | | | $ | 37,815,542 | | | | | | 100.0 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 12,850 | | | | | | 0.0 | | |
| | | | | | | Net Assets | | | | $ | 37,828,392 | | | | | | 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, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 2,922,055 | | | | | $ | — | | | | | $ | — | | | | | $ | 2,922,055 | | |
Mutual Funds | | | | | 34,893,487 | | | | | | — | | | | | | — | | | | | | 34,893,487 | | |
Total Investments, at fair value | | | | $ | 37,815,542 | | | | | $ | — | | | | | $ | — | | | | | $ | 37,815,542 | | |
Voya Solution 2030 Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/18 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 307,827 | | | | | $ | 40,581 | | | | | $ | (352,340) | | | | | $ | 3,932 | | | | | $ | — | | | | | $ | — | | | | | $ | 33,915 | | | | | $ | — | | |
Voya Floating Rate Fund - Class I | | | | | 1,233,190 | | | | | | 258,470 | | | | | | (779,493) | | | | | | 44,011 | | | | | | 756,178 | | | | | | 21,844 | | | | | | (21,906) | | | | | | — | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 2,308,532 | | | | | | 2,399,622 | | | | | | (2,162,838) | | | | | | 96,557 | | | | | | 2,641,873 | | | | | | 47,624 | | | | | | 27,726 | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 1,231,054 | | | | | | 168,084 | | | | | | (1,595,861) | | | | | | 196,723 | | | | | | — | | | | | | — | | | | | | (68,975) | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 926,894 | | | | | | 571,121 | | | | | | (355,952) | | | | | | 184,990 | | | | | | 1,327,053 | | | | | | 4,984 | | | | | | (37,250) | | | | | | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 1,549,275 | | | | | | 453,992 | | | | | | (553,489) | | | | | | 346,122 | | | | | | 1,795,900 | | | | | | — | | | | | | (46,264) | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 465,537 | | | | | | 116,006 | | | | | | (108,760) | | | | | | 96,546 | | | | | | 569,329 | | | | | | 474 | | | | | | 1,610 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 1,233,760 | | | | | | 767,598 | | | | | | (328,882) | | | | | | 213,063 | | | | | | 1,885,539 | | | | | | — | | | | | | (26,657) | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 2,004,983 | | | | | | 721,663 | | | | | | (404,549) | | | | | | 329,679 | | | | | | 2,651,776 | | | | | | — | | | | | | (8,411) | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 2,309,903 | | | | | | 1,272,846 | | | | | | (487,806) | | | | | | 307,685 | | | | | | 3,402,628 | | | | | | — | | | | | | (37,948) | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 463,919 | | | | | | 138,226 | | | | | | (142,557) | | | | | | 112,652 | | | | | | 572,240 | | | | | | — | | | | | | (28,893) | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | — | | | | | | 791,386 | | | | | | (43,543) | | | | | | 6,459 | | | | | | 754,302 | | | | | | 3,084 | | | | | | 227 | | | | | | — | | |
Voya Small Company Portfolio - Class I | | | | | 619,288 | | | | | | 278,514 | | | | | | (174,995) | | | | | | 38,842 | | | | | | 761,649 | | | | | | 2,886 | | | | | | (30,221) | | | | | | 97,694 | | |
Voya Strategic Income Opportunities Fund - Class R6 | | | | | — | | | | | | 1,584,042 | | | | | | (87,510) | | | | | | 15,116 | | | | | | 1,511,648 | | | | | | 13,055 | | | | | | 450 | | | | | | — | | |
Voya U.S. Bond Index Portfolio - Class I | | | | | 2,002,301 | | | | | | 489,983 | | | | | | (2,473,343) | | | | | | (18,941) | | | | | | — | | | | | | 15,609 | | | | | | 59,189 | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 1,083,206 | | | | | | 861,543 | | | | | | (237,320) | | | | | | 184,816 | | | | | | 1,892,245 | | | | | | 4,762 | | | | | | 3,765 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 2,041,619 | | | | | | 3,577,022 | | | | | | (765,633) | | | | | | 446,940 | | | | | | 5,299,948 | | | | | | — | | | | | | (24,108) | | | | | | — | | |
VY® Goldman Sachs Bond Portfolio - Class I | | | | | 1,536,270 | | | | | | 952,222 | | | | | | (364,175) | | | | | | 136,626 | | | | | | 2,260,943 | | | | | | — | | | | | | (3,161) | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 1,571,334 | | | | | | 352,186 | | | | | | (1,010,763) | | | | | | 226,854 | | | | | | 1,139,611 | | | | | | — | | | | | | 19,043 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 3,161,616 | | | | | | 764,300 | | | | | | (687,079) | | | | | | 539,875 | | | | | | 3,778,712 | | | | | | — | | | | | | 10,175 | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 1,858,693 | | | | | | 462,807 | | | | | | (851,859) | | | | | | 422,272 | | | | | | 1,891,913 | | | | | | — | | | | | | (45,010) | | | | | | — | | |
| | | | $ | 27,909,201 | | | | | $ | 17,022,214 | | | | | $ | (13,968,747) | | | | | $ | 3,930,819 | | | | | $ | 34,893,487 | | | | | $ | 114,322 | | | | | $ | (222,704) | | | | | $ | 97,694 | | |
| Cost for federal income tax purposes was $37,822,552. | | | | | | | |
| Net unrealized depreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 908,991 | | |
| Gross Unrealized Depreciation | | | | | (916,001) | | |
| Net Unrealized Depreciation | | | | $ | (7,010) | | |
Voya Solution 2035 Portfolio | as of June 30, 2019 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 8.2% | | ||||||||||||||||||
| | | 587,236 | | | | Schwab U.S. TIPS ETF | | | | $ | 33,067,259 | | | | | | 4.0 | | |
| | | 140,614 | | | | Vanguard Global ex-U.S. Real Estate ETF | | | | | 8,296,226 | | | | | | 1.0 | | |
| | | 94,878 | | | | Vanguard Real Estate ETF | | | | | 8,292,337 | | | | | | 1.0 | | |
| | | 115,103 | | | | Vanguard Russell 1000 Growth ETF | | | | | 18,676,613 | | | | | | 2.2 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $66,976,027) | | | | | 68,332,435 | | | | | | 8.2 | | |
| MUTUAL FUNDS: 91.6% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 91.6% | | ||||||||||||
| | | 1,736,454 | | | | Voya Floating Rate Fund - Class I | | | | | 16,617,865 | | | | | | 2.0 | | |
| | | 635,165 | | | | Voya Index Plus LargeCap Portfolio - Class I | | | | | 16,654,037 | | | | | | 2.0 | | |
| | | 4,854,832 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 49,810,580 | | | | | | 6.0 | | |
| | | 1,958,830 | | | | Voya Large Cap Value Fund - Class R6 | | | | | 24,994,667 | | | | | | 3.0 | | |
| | | 781,713 | | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 35,317,781 | | | | | | 4.2 | | |
| | | 1,131,643 | | | | Voya MidCap Opportunities Portfolio - Class I | | | | | 16,680,423 | | | | | | 2.0 | | |
| | | 4,082,084 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 49,719,783 | | | | | | 6.0 | | |
| | | 7,327,329 | | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 83,238,458 | | | | | | 10.0 | | |
| | | 8,762,956 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 83,072,825 | | | | | | 10.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | 1,679,907 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | $ | 16,765,475 | | | | | | 2.0 | | |
| | | 1,682,826 | | | | Voya Short Term Bond Fund - Class R6 | | | | | 16,575,839 | | | | | | 2.0 | | |
| | | 1,056,575 | | | | Voya Small Company Portfolio - Class I | | | | | 16,736,141 | | | | | | 2.0 | | |
| | | 1,609,494 | | | | Voya Strategic Income Opportunities Fund - Class R6 | | | | | 16,609,975 | | | | | | 2.0 | | |
| | | 3,441,974 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 41,579,042 | | | | | | 5.0 | | |
| | | 5,816,384 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 95,679,515 | | | | | | 11.5 | | |
| | | 2,069,199 | | | | VY® Invesco Comstock Portfolio - Class I | | | | | 41,735,742 | | | | | | 5.0 | | |
| | | 2,802,346 | | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 83,033,507 | | | | | | 9.9 | | |
| | | 619,810 | | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 58,200,136 | | | | | | 7.0 | | |
| | | | | | | Total Mutual Funds (Cost $745,942,169) | | | | | 763,021,791 | | | | | | 91.6 | | |
| | | | | | | Total Investments in Securities (Cost $812,918,196) | | | | $ | 831,354,226 | | | | | | 99.8 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 1,666,806 | | | | | | 0.2 | | |
| | | | | | | Net Assets | | | | $ | 833,021,032 | | | | | | 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, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 68,332,435 | | | | | $ | — | | | | | $ | — | | | | | $ | 68,332,435 | | |
Mutual Funds | | | | | 763,021,791 | | | | | | — | | | | | | — | | | | | | 763,021,791 | | |
Total Investments, at fair value | | | | $ | 831,354,226 | | | | | $ | — | | | | | $ | — | | | | | $ | 831,354,226 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 101,768 | | | | | | — | | | | | | — | | | | | | 101,768 | | |
Total Assets | | | | $ | 831,455,994 | | | | | $ | — | | | | | $ | — | | | | | $ | 831,455,994 | | |
|
Voya Solution 2035 Portfolio | as of June 30, 2019 (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, 2019 | | ||||||||||||
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (220,904) | | | | | $ | — | | | | | $ | — | | | | | $ | (220,904) | | |
Total Liabilities | | | | $ | (220,904) | | | | | $ | — | | | | | $ | — | | | | | $ | (220,904) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 113 | | | | | | 09/20/19 | | | | | $ | 16,634,730 | | | | | $ | 101,768 | | |
| | | | | | | | | | | | | | | | $ | 16,634,730 | | | | | $ | 101,768 | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
Mini MSCI EAFE Index | | | | | (173) | | | | | | 09/20/19 | | | | | | (16,636,545) | | | | | | (220,904) | | |
| | | | | | | | | | | | | | | | $ | (16,636,545) | | | | | $ | (220,904) | | |
Issuer | | | Beginning Fair Value at 12/31/18 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 22,916,283 | | | | | $ | 515,754 | | | | | $ | (24,003,230) | | | | | $ | 571,193 | | | | | $ | — | | | | | $ | — | | | | | $ | 2,184,415 | | | | | $ | — | | |
Voya Floating Rate Fund - Class I | | | | | 30,603,880 | | | | | | 2,281,260 | | | | | | (17,311,301) | | | | | | 1,044,026 | | | | | | 16,617,865 | | | | | | 514,119 | | | | | | (487,049) | | | | | | — | | |
Voya Index Plus LargeCap Portfolio - Class I | | | | | 36,506,441 | | | | | | 2,566,882 | | | | | | (23,429,386) | | | | | | 1,010,100 | | | | | | 16,654,037 | | | | | | 250,591 | | | | | | 3,727,568 | | | | | | 1,379,595 | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 66,910,557 | | | | | | 16,837,104 | | | | | | (37,035,090) | | | | | | 3,098,009 | | | | | | 49,810,580 | | | | | | 1,150,482 | | | | | | (88,285) | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 45,850,143 | | | | | | 1,164,905 | | | | | | (49,456,969) | | | | | | 2,441,921 | | | | | | — | | | | | | — | | | | | | 3,081,131 | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 23,067,015 | | | | | | 1,892,567 | | | | | | (3,385,875) | | | | | | 3,420,960 | | | | | | 24,994,667 | | | | | | 124,520 | | | | | | (54,842) | | | | | | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 42,292,751 | | | | | | 1,562,652 | | | | | | (17,586,983) | | | | | | 9,049,361 | | | | | | 35,317,781 | | | | | | — | | | | | | (1,148,161) | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 19,256,918 | | | | | | 440,116 | | | | | | (6,323,218) | | | | | | 3,306,607 | | | | | | 16,680,423 | | | | | | 15,182 | | | | | | 250,718 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 38,269,430 | | | | | | 11,357,694 | | | | | | (4,514,355) | | | | | | 4,607,014 | | | | | | 49,719,783 | | | | | | — | | | | | | 971,201 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 57,411,116 | | | | | | 23,277,346 | | | | | | (6,204,657) | | | | | | 8,754,653 | | | | | | 83,238,458 | | | | | | — | | | | | | 150,139 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 57,322,867 | | | | | | 25,218,372 | | | | | | (5,979,256) | | | | | | 6,510,842 | | | | | | 83,072,825 | | | | | | — | | | | | | (9,579) | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 19,190,898 | | | | | | 970,014 | | | | | | (7,052,832) | | | | | | 3,657,395 | | | | | | 16,765,475 | | | | | | — | | | | | | (506,314) | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | — | | | | | | 17,460,253 | | | | | | (1,030,274) | | | | | | 145,860 | | | | | | 16,575,839 | | | | | | 69,695 | | | | | | 4,826 | | | | | | — | | |
Voya Small Company Portfolio - Class I | | | | | 15,368,634 | | | | | | 3,089,708 | | | | | | (2,739,039) | | | | | | 1,016,838 | | | | | | 16,736,141 | | | | | | 65,667 | | | | | | (690,668) | | | | | | 2,223,285 | | |
Voya Strategic Income Opportunities Fund - Class R6 | | | | | — | | | | | | 17,474,372 | | | | | | (1,035,082) | | | | | | 170,685 | | | | | | 16,609,975 | | | | | | 147,510 | | | | | | 4,922 | | | | | | — | | |
Voya U.S. Bond Index Portfolio - Class I | | | | | 22,945,452 | | | | | | 2,417,184 | | | | | | (25,041,647) | | | | | | (320,989) | | | | | | — | | | | | | 172,791 | | | | | | 768,928 | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 15,360,895 | | | | | | 25,588,289 | | | | | | (2,192,395) | | | | | | 2,822,253 | | | | | | 41,579,042 | | | | | | 66,343 | | | | | | 43,193 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 35,103,721 | | | | | | 64,476,036 | | | | | | (10,428,088) | | | | | | 6,527,846 | | | | | | 95,679,515 | | | | | | — | | | | | | 427,103 | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 50,697,935 | | | | | | 2,299,637 | | | | | | (15,026,617) | | | | | | 3,764,787 | | | | | | 41,735,742 | | | | | | — | | | | | | 3,828,677 | | | | | | — | | |
Voya Solution 2035 Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/18 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 62,766,825 | | | | | | 18,319,112 | | | | | | (9,218,833) | | | | | | 11,166,403 | | | | | | 83,033,507 | | | | | | — | | | | | | (204,134) | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 53,814,670 | | | | | | 1,772,138 | | | | | | (6,867,105) | | | | | | 9,480,433 | | | | | | 58,200,136 | | | | | | — | | | | | | 1,101,299 | | | | | | — | | |
| | | | $ | 715,656,431 | | | | | $ | 240,981,395 | | | | | $ | (275,862,232) | | | | | $ | 82,246,197 | | | | | $ | 763,021,791 | | | | | $ | 2,576,900 | | | | | $ | 13,355,088 | | | | | $ | 3,602,880 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 101,768 | | |
Total Asset Derivatives | | | | | | | $ | 101,768 | | |
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 220,904 | | |
Total Liability Derivatives | | | | | | | $ | 220,904 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (1,713,561) | | |
Interest rate contracts | | | | | 474,733 | | |
Total | | | | $ | (1,238,828) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 37,822 | | |
Interest rate contracts | | | | | (418,592) | | |
Total | | | | $ | (380,770) | | |
| Cost for federal income tax purposes was $824,809,728. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 25,548,189 | | |
| Gross Unrealized Depreciation | | | | | (19,122,827) | | |
| Net Unrealized Appreciation | | | | $ | 6,425,362 | | |
Voya Solution 2040 Portfolio | as of June 30, 2019 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
EXCHANGE-TRADED FUNDS: 7.2% | | ||||||||||||||||||
| | 5,297 | | | | Vanguard Global ex-U.S. Real Estate ETF | | | | $ | 312,523 | | | | | | 1.0 | | |
| | 4,468 | | | | Vanguard Real Estate ETF | | | | | 390,503 | | | | | | 1.2 | | |
| | 4,818 | | | | Vanguard Russell 1000 Growth ETF | | | | | 781,769 | | | | | | 2.5 | | |
| | 7,057 | | | | Vanguard Value ETF | | | | | 782,762 | | | | | | 2.5 | | |
| | | | | | Total Exchange-Traded Funds (Cost $2,232,946) | | | | | 2,267,557 | | | | | | 7.2 | | |
MUTUAL FUNDS: 92.8% | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies: 92.8% | | ||||||||||||
| | 23,965 | | | | Voya Index Plus LargeCap Portfolio - Class I | | | | | 628,350 | | | | | | 2.0 | | |
| | 182,913 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 1,876,685 | | | | | | 6.0 | | |
| | 27,791 | | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 1,255,589 | | | | | | 4.0 | | |
| | 42,696 | | | | Voya MidCap Opportunities Portfolio - Class I | | | | | 629,342 | | | | | | 2.0 | | |
| | 166,854 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 2,032,277 | | | | | | 6.5 | | |
| | 324,892 | | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 3,690,772 | | | | | | 11.8 | | |
| | 272,825 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 2,586,383 | | | | | | 8.2 | | |
| | 63,380 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 632,536 | | | | | | 2.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | 63,492 | | | | Voya Short Term Bond Fund - Class R6 | | | | $ | 625,396 | | | | | | 2.0 | | |
| | 59,795 | | | | Voya Small Company Portfolio - Class I | | | | | 947,152 | | | | | | 3.0 | | |
| | 60,723 | | | | Voya Strategic Income Opportunities Fund - Class R6 | | | | | 626,659 | | | | | | 2.0 | | |
| | 129,927 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 1,569,517 | | | | | | 5.0 | | |
| | 276,651 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 4,550,909 | | | | | | 14.5 | | |
| | 97,695 | | | | VY® Invesco Comstock Portfolio - Class I | | | | | 1,970,509 | | | | | | 6.3 | | |
| | 105,733 | | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 3,132,864 | | | | | | 10.0 | | |
| | 25,056 | | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 2,352,735 | | | | | | 7.5 | | |
| | | | | | Total Mutual Funds (Cost $28,932,542) | | | | | 29,107,675 | | | | | | 92.8 | | |
| | | | | | Total Investments in Securities (Cost $31,165,488) | | | | $ | 31,375,232 | | | | | | 100.0 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 2,303 | | | | | | 0.0 | | |
| | | | | | Net Assets | | | | $ | 31,377,535 | | | | | | 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, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 2,267,557 | | | | | $ | — | | | | | $ | — | | | | | $ | 2,267,557 | | |
Mutual Funds | | | | | 29,107,675 | | | | | | — | | | | | | — | | | | | | 29,107,675 | | |
Total Investments, at fair value | | | | $ | 31,375,232 | | | | | $ | — | | | | | $ | — | | | | | $ | 31,375,232 | | |
Voya Solution 2040 Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/18 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 239,972 | | | | | $ | 34,187 | | | | | $ | (277,350) | | | | | $ | 3,191 | | | | | $ | — | | | | | $ | — | | | | | $ | 26,587 | | | | | $ | — | | |
Voya Floating Rate Fund - Class I | | | | | 727,431 | | | | | | 63,429 | | | | | | (825,441) | | | | | | 34,581 | | | | | | — | | | | | | 6,865 | | | | | | (17,695) | | | | | | — | | |
Voya Index Plus LargeCap Portfolio - Class I | | | | | 1,278,805 | | | | | | 300,213 | | | | | | (1,102,665) | | | | | | 151,997 | | | | | | 628,350 | | | | | | 8,977 | | | | | | 25,977 | | | | | | 49,421 | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 917,430 | | | | | | 1,756,393 | | | | | | (843,601) | | | | | | 46,463 | | | | | | 1,876,685 | | | | | | 25,816 | | | | | | 23,663 | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 1,696,945 | | | | | | 267,314 | | | | | | (2,246,096) | | | | | | 281,837 | | | | | | — | | | | | | — | | | | | | (86,770) | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 859,227 | | | | | | 248,590 | | | | | | (1,264,596) | | | | | | 156,779 | | | | | | — | | | | | | 5,224 | | | | | | (38,581) | | | | | | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 1,340,399 | | | | | | 328,976 | | | | | | (723,736) | | | | | | 309,950 | | | | | | 1,255,589 | | | | | | — | | | | | | (44,264) | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 610,287 | | | | | | 136,325 | | | | | | (234,294) | | | | | | 117,024 | | | | | | 629,342 | | | | | | 671 | | | | | | 12,676 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 1,336,421 | | | | | | 715,450 | | | | | | (217,459) | | | | | | 197,865 | | | | | | 2,032,277 | | | | | | — | | | | | | 11,338 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 1,940,888 | | | | | | 1,680,043 | | | | | | (242,538) | | | | | | 312,379 | | | | | | 3,690,772 | | | | | | — | | | | | | 13,296 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 1,695,681 | | | | ��� | | 888,298 | | | | | | (208,414) | | | | | | 210,818 | | | | | | 2,586,383 | | | | | | — | | | | | | (8,723) | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 608,181 | | | | | | 150,904 | | | | | | (287,722) | | | | | | 161,173 | | | | | | 632,536 | | | | | | — | | | | | | (48,307) | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | — | | | | | | 656,729 | | | | | | (36,681) | | | | | | 5,348 | | | | | | 625,396 | | | | | | 2,540 | | | | | | 157 | | | | | | — | | |
Voya Small Company Portfolio - Class I | | | | | 730,631 | | | | | | 313,656 | | | | | | (118,791) | | | | | | 21,656 | | | | | | 947,152 | | | | | | 3,531 | | | | | | (14,541) | | | | | | 119,535 | | |
Voya Strategic Income Opportunities Fund - Class R6 | | | | | — | | | | | | 657,249 | | | | | | (36,844) | | | | | | 6,254 | | | | | | 626,659 | | | | | | 5,376 | | | | | | 156 | | | | | | — | | |
Voya U.S. Bond Index Portfolio - Class I | | | | | 484,779 | | | | | | 179,259 | | | | | | (655,779) | | | | | | (8,259) | | | | | | — | | | | | | 4,020 | | | | | | 18,794 | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 486,840 | | | | | | 1,085,911 | | | | | | (99,543) | | | | | | 96,309 | | | | | | 1,569,517 | | | | | | 2,310 | | | | | | 2,456 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 1,611,832 | | | | | | 3,145,071 | | | | | | (562,821) | | | | | | 356,827 | | | | | | 4,550,909 | | | | | | — | | | | | | (22,735) | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 1,606,586 | | | | | | 442,007 | | | | | | (297,139) | | | | | | 219,055 | | | | | | 1,970,509 | | | | | | — | | | | | | 30,471 | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 1,989,201 | | | | | | 1,101,471 | | | | | | (324,044) | | | | | | 366,236 | | | | | | 3,132,864 | | | | | | — | | | | | | 9,763 | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 1,827,390 | | | | | | 435,019 | | | | | | (314,411) | | | | | | 404,737 | | | | | | 2,352,735 | | | | | | — | | | | | | (22,633) | | | | | | — | | |
| | | | $ | 21,988,926 | | | | | $ | 14,586,494 | | | | | $ | (10,919,965) | | | | | $ | 3,452,220 | | | | | $ | 29,107,675 | | | | | $ | 65,330 | | | | | $ | (128,915) | | | | | $ | 168,956 | | |
| Cost for federal income tax purposes was $31,402,491. | | | | | | | |
| Net unrealized depreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 568,365 | | |
| Gross Unrealized Depreciation | | | | | (595,624) | | |
| Net Unrealized Depreciation | | | | $ | (27,259) | | |
Voya Solution 2045 Portfolio | as of June 30, 2019 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 8.0% | | ||||||||||||||||||
| | | 105,535 | | | | Vanguard Global ex-U.S. Real Estate ETF | | | | $ | 6,226,565 | | | | | | 1.0 | | |
| | | 89,011 | | | | Vanguard Real Estate ETF | | | | | 7,779,561 | | | | | | 1.3 | | |
| | | 115,184 | | | | Vanguard Russell 1000 Growth ETF | | | | | 18,689,756 | | | | | | 3.0 | | |
| | | 154,663 | | | | Vanguard Value ETF | | | | | 17,155,220 | | | | | | 2.7 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $49,189,177) | | | | | 49,851,102 | | | | | | 8.0 | | |
| MUTUAL FUNDS: 91.9% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 91.9% | | ||||||||||||
| | | 476,695 | | | | Voya Index Plus LargeCap Portfolio - Class I | | | | | 12,498,933 | | | | | | 2.0 | | |
| | | 758,564 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 7,782,863 | | | | | | 1.2 | | |
| | | 483,318 | | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 21,836,285 | | | | | | 3.5 | | |
| | | 955,461 | | | | Voya MidCap Opportunities Portfolio - Class I | | | | | 14,083,489 | | | | | | 2.2 | | |
| | | 3,574,297 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 43,534,939 | | | | | | 7.0 | | |
| | | 7,699,261 | | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 87,463,608 | | | | | | 14.0 | | |
| | | 5,919,330 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 56,115,247 | | | | | | 9.0 | | |
| | | 1,418,337 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 14,155,000 | | | | | | 2.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | 1,105,116 | | | | Voya Short Term Bond Fund - Class R6 | | | | $ | 10,885,388 | | | | | | 1.7 | | |
| | | 1,207,938 | | | | Voya Strategic Income Opportunities Fund - Class R6 | | | | | 12,465,919 | | | | | | 2.0 | | |
| | | 1,808,558 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 21,847,379 | | | | | | 3.5 | | |
| | | 5,882,951 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 96,774,548 | | | | | | 15.5 | | |
| | | 2,330,234 | | | | VY® Invesco Comstock Portfolio - Class I | | | | | 47,000,830 | | | | | | 7.5 | | |
| | | 946,019 | | | | VY® JPMorgan Small Cap Core Equity Portfolio Class I | | | | | 18,892,008 | | | | | | 3.0 | | |
| | | 2,103,198 | | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 62,317,760 | | | | | | 10.0 | | |
| | | 498,400 | | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 46,799,718 | | | | | | 7.5 | | |
| | | | | | | Total Mutual Funds (Cost $560,534,343) | | | | | 574,453,914 | | | | | | 91.9 | | |
| | | | | | | Total Investments in Securities (Cost $609,723,520) | | | | $ | 624,305,016 | | | | | | 99.9 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 756,344 | | | | | | 0.1 | | |
| | | | | | | Net Assets | | | | $ | 625,061,360 | | | | | | 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, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 49,851,102 | | | | | $ | — | | | | | $ | — | | | | | $ | 49,851,102 | | |
Mutual Funds | | | | | 574,453,914 | | | | | | — | | | | | | — | | | | | | 574,453,914 | | |
Total Investments, at fair value | | | | $ | 624,305,016 | | | | | $ | — | | | | | $ | — | | | | | $ | 624,305,016 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 37,825 | | | | | | — | | | | | | — | | | | | | 37,825 | | |
Total Assets | | | | $ | 624,342,841 | | | | | $ | — | | | | | $ | — | | | | | $ | 624,342,841 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (82,998) | | | | | $ | — | | | | | $ | — | | | | | $ | (82,998) | | |
Total Liabilities | | | | $ | (82,998) | | | | | $ | — | | | | | $ | — | | | | | $ | (82,998) | | |
Voya Solution 2045 Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 42 | | | | | | 09/20/19 | | | | | $ | 6,182,820 | | | | | $ | 37,825 | | |
| | | | | | | | | | | | | | | | $ | 6,182,820 | | | | | $ | 37,825 | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
Mini MSCI EAFE Index | | | | | (65) | | | | | | 09/20/19 | | | | | | (6,250,725) | | | | | | (82,998) | | |
| | | | | | | | | | | | | | | | $ | (6,250,725) | | | | | $ | (82,998) | | |
Issuer | | | Beginning Fair Value at 12/31/18 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 16,728,572 | | | | | $ | 393,876 | | | | | $ | (17,653,656) | | | | | $ | 531,208 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,481,462 | | | | | $ | — | | |
Voya Floating Rate Fund - Class I | | | | | 9,774,415 | | | | | | 95,216 | | | | | | (10,359,550) | | | | | | 489,919 | | | | | | — | | | | | | 38,387 | | | | | | (309,697) | | | | | | — | | |
Voya Index Plus LargeCap Portfolio - Class I | | | | | 42,080,982 | | | | | | 2,520,655 | | | | | | (36,388,549) | | | | | | 4,285,845 | | | | | | 12,498,933 | | | | | | 187,052 | | | | | | 1,833,331 | | | | | | 1,029,791 | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 23,724,672 | | | | | | 9,195,521 | | | | | | (26,091,936) | | | | | | 954,606 | | | | | | 7,782,863 | | | | | | 372,476 | | | | | | (104,759) | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 44,623,675 | | | | | | 1,740,921 | | | | | | (49,711,179) | | | | | | 3,346,583 | | | | | | — | | | | | | — | | | | | | 2,077,628 | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 22,434,204 | | | | | | 1,756,766 | | | | | | (27,392,858) | | | | | | 3,201,888 | | | | | | — | | | | | | 122,239 | | | | | | (302,648) | | | | | | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 42,103,213 | | | | | | 1,766,064 | | | | | | (31,690,808) | | | | | | 9,657,816 | | | | | | 21,836,285 | | | | | | — | | | | | | (1,783,550) | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 19,682,117 | | | | | | 723,448 | | | | | | (9,009,861) | | | | | | 2,687,785 | | | | | | 14,083,489 | | | | | | 16,854 | | | | | | 1,017,479 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 39,110,566 | | | | | | 3,351,237 | | | | | | (3,685,519) | | | | | | 4,758,655 | | | | | | 43,534,939 | | | | | | — | | | | | | 979,802 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 50,293,499 | | | | | | 34,246,010 | | | | | | (5,313,746) | | | | | | 8,237,845 | | | | | | 87,463,608 | | | | | | — | | | | | | (367,751) | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 39,056,534 | | | | | | 16,395,483 | | | | | | (3,719,425) | | | | | | 4,382,655 | | | | | | 56,115,247 | | | | | | — | | | | | | 25,241 | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 19,614,055 | | | | | | 1,014,701 | | | | | | (10,006,117) | | | | | | 3,532,361 | | | | | | 14,155,000 | | | | | | — | | | | | | (188,514) | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | — | | | | | | 11,482,888 | | | | | | (692,784) | | | | | | 95,284 | | | | | | 10,885,388 | | | | | | 45,584 | | | | | | 3,299 | | | | | | — | | |
Voya Small Company Portfolio - Class I | | | | | 16,829,602 | | | | | | 393,876 | | | | | | (22,506,948) | | | | | | 5,283,470 | | | | | | — | | | | | | — | | | | | | (2,211,160) | | | | | | — | | |
Voya Strategic Income Opportunities Fund - Class R6 | | | | | — | | | | | | 13,133,868 | | | | | | (795,389) | | | | | | 127,440 | | | | | | 12,465,919 | | | | | | 110,261 | | | | | | 3,727 | | | | | | — | | |
Voya U.S. Bond Index Portfolio - Class I | | | | | 11,166,307 | | | | | | 1,293,367 | | | | | | (12,265,735) | | | | | | (193,939) | | | | | | — | | | | | | 84,178 | | | | | | 417,682 | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 11,214,062 | | | | | | 10,063,530 | | | | | | (1,364,209) | | | | | | 1,933,996 | | | | | | 21,847,379 | | | | | | 48,908 | | | | | | 16,667 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 31,315,115 | | | | | | 69,116,040 | | | | | | (9,606,024) | | | | | | 5,949,417 | | | | | | 96,774,548 | | | | | | — | | | | | | 193,776 | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 42,710,314 | | | | | | 3,126,888 | | | | | | (4,554,080) | | | | | | 5,717,708 | | | | | | 47,000,830 | | | | | | — | | | | | | 608,945 | | | | | | — | | |
VY® JPMorgan Small Cap Core Equity Portfolio - Class I | | | | | — | | | | | | 19,363,814 | | | | | | (433,790) | | | | | | (38,016) | | | | | | 18,892,008 | | | | | | — | | | | | | (9,911) | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | — | | | | | | 63,598,709 | | | | | | (3,344,385) | | | | | | 2,063,436 | | | | | | 62,317,760 | | | | | | — | | | | | | (18,926) | | | | | | (10) | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 42,093,423 | | | | | | 1,787,579 | | | | | | (5,061,149) | | | | | | 7,979,865 | | | | | | 46,799,718 | | | | | | — | | | | | | 359,524 | | | | | | — | | |
| | | | $ | 524,555,327 | | | | | $ | 266,560,457 | | | | | $ | (291,647,697) | | | | | $ | 74,985,827 | | | | | $ | 574,453,914 | | | | | $ | 1,025,939 | | | | | $ | 3,721,647 | | | | | $ | 1,029,781 | | |
|
Voya Solution 2045 Portfolio | as of June 30, 2019 (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* | | | | $ | 37,825 | | |
Total Asset Derivatives | | | | | | | $ | 37,825 | | |
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 82,998 | | |
Total Liability Derivatives | | | | | | | $ | 82,998 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (1,195,130) | | |
Interest rate contracts | | | | | 353,474 | | |
Total | | | | $ | (841,656) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 301,481 | | |
Interest rate contracts | | | | | (311,988) | | |
Total | | | | $ | (10,507) | | |
| Cost for federal income tax purposes was $616,183,522. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 16,729,965 | | |
| Gross Unrealized Depreciation | | | | | (8,653,644) | | |
| Net Unrealized Appreciation | | | | $ | 8,076,321 | | |
Voya Solution 2050 Portfolio | as of June 30, 2019 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
EXCHANGE-TRADED FUNDS: 8.5% | | ||||||||||||||||||
| | 4,305 | | | | Vanguard Global ex-U.S. Real Estate ETF | | | | $ | 253,995 | | | | | | 1.0 | | |
| | 3,631 | | | | Vanguard Real Estate ETF | | | | | 317,349 | | | | | | 1.2 | | |
| | 4,699 | | | | Vanguard Russell 1000 Growth ETF | | | | | 762,460 | | | | | | 3.0 | | |
| | 7,456 | | | | Vanguard Value ETF | | | | | 827,020 | | | | | | 3.3 | | |
| | | | | | Total Exchange-Traded Funds (Cost $2,130,403) | | | | | 2,160,824 | | | | | | 8.5 | | |
MUTUAL FUNDS: 91.5% | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies: 91.5% | | ||||||||||||
| | 38,895 | | | | Voya Index Plus LargeCap Portfolio - Class I | | | | | 1,019,814 | | | | | | 4.0 | | |
| | 43,231 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 443,554 | | | | | | 1.7 | | |
| | 16,905 | | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 763,778 | | | | | | 3.0 | | |
| | 145,815 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 1,776,033 | | | | | | 7.0 | | |
| | 325,322 | | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 3,695,662 | | | | | | 14.5 | | |
| | 228,081 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 2,162,204 | | | | | | 8.5 | | |
| | 57,860 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 577,444 | | | | | | 2.3 | | |
| | 49,278 | | | | Voya Strategic Income Opportunities Fund - Class R6 | | | | | 508,545 | | | | | | 2.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | 52,711 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | $ | 636,751 | | | | | | 2.5 | | |
| | 274,821 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 4,520,811 | | | | | | 17.7 | | |
| | 95,074 | | | | VY® Invesco Comstock Portfolio - Class I | | | | | 1,917,638 | | | | | | 7.5 | | |
| | 38,592 | | | | VY® JPMorgan Small Cap Core Equity Portfolio Class I | | | | | 770,685 | | | | | | 3.0 | | |
| | 68,641 | | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 2,033,821 | | | | | | 8.0 | | |
| | 44,389 | | | | VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class I | | | | | 574,833 | | | | | | 2.3 | | |
| | 20,333 | | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 1,909,303 | | | | | | 7.5 | | |
| | | | | | Total Mutual Funds (Cost $23,232,493) | | | | | 23,310,876 | | | | | | 91.5 | | |
| | | | | | Total Investments in Securities (Cost $25,362,896) | | | | $ | 25,471,700 | | | | | | 100.0 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 8,529 | | | | | | 0.0 | | |
| | | | | | Net Assets | | | | $ | 25,480,229 | | | | | | 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, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 2,160,824 | | | | | $ | — | | | | | $ | — | | | | | $ | 2,160,824 | | |
Mutual Funds | | | | | 23,310,876 | | | | | | — | | | | | | — | | | | | | 23,310,876 | | |
Total Investments, at fair value | | | | $ | 25,471,700 | | | | | $ | — | | | | | $ | — | | | | | $ | 25,471,700 | | |
Voya Solution 2050 Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/18 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Issuer | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 201,852 | | | | | $ | 25,640 | | | | | $ | (230,063) | | | | | $ | 2,571 | | | | | $ | — | | | | | $ | — | | | | | $ | 22,392 | | | | | $ | — | | |
Voya Index Plus LargeCap Portfolio - Class I | | | | | 1,523,289 | | | | | | 351,091 | | | | | | (1,041,859) | | | | | | 187,293 | | | | | | 1,019,814 | | | | | | 15,126 | | | | | | (5,272) | | | | | | 83,273 | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 599,535 | | | | | | 1,102,010 | | | | | | (1,265,005) | | | | | | 7,014 | | | | | | 443,554 | | | | | | 12,727 | | | | | | 18,908 | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 1,411,776 | | | | | | 194,094 | | | | | | (1,840,335) | | | | | | 234,465 | | | | | | — | | | | | | — | | | | | | (74,256) | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 805,045 | | | | | | 215,611 | | | | | | (1,167,131) | | | | | | 146,475 | | | | | | — | | | | | | 4,918 | | | | | | (35,691) | | | | | | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 1,524,098 | | | | | | 278,734 | | | | | | (1,412,763) | | | | | | 373,709 | | | | | | 763,778 | | | | | | — | | | | | | (78,023) | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 610,684 | | | | | | 77,587 | | | | | | (794,410) | | | | | | 106,139 | | | | | | — | | | | | | 667 | | | | | | 13,527 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 1,314,710 | | | | | | 448,392 | | | | | | (218,553) | | | | | | 231,484 | | | | | | 1,776,033 | | | | | | — | | | | | | (31,341) | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 2,022,770 | | | | | | 1,588,159 | | | | | | (245,180) | | | | | | 329,913 | | | | | | 3,695,662 | | | | | | — | | | | | | 848 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 1,413,721 | | | | | | 747,979 | | | | | | (176,639) | | | | | | 177,143 | | | | | | 2,162,204 | | | | | | — | | | | | | (13,060) | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 608,534 | | | | | | 121,207 | | | | | | (319,440) | | | | | | 167,143 | | | | | | 577,444 | | | | | | — | | | | | | (56,207) | | | | | | — | | |
Voya Small Company Portfolio - Class I | | | | | 609,220 | | | | | | 76,919 | | | | | | (860,218) | | | | | | 174,079 | | | | | | — | | | | | | — | | | | | | (60,255) | | | | | | — | | |
Voya Strategic Income Opportunities Fund - Class R6 | | | | | — | | | | | | 553,952 | | | | | | (50,430) | | | | | | 5,023 | | | | | | 508,545 | | | | | | 4,450 | | | | | | 277 | | | | | | — | | |
Voya U.S. Bond Index Portfolio - Class I | | | | | 404,169 | | | | | | 101,777 | | | | | | (499,072) | | | | | | (6,874) | | | | | | — | | | | | | 3,094 | | | | | | 15,438 | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 405,933 | | | | | | 228,404 | | | | | | (66,165) | | | | | | 68,579 | | | | | | 636,751 | | | | | | 1,915 | | | | | | 1,249 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 1,851,341 | | | | | | 2,792,293 | | | | | | (508,751) | | | | | | 385,928 | | | | | | 4,520,811 | | | | | | — | | | | | | (12,378) | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 1,546,237 | | | | | | 365,553 | | | | | | (212,726) | | | | | | 218,574 | | | | | | 1,917,638 | | | | | | — | | | | | | 15,765 | | | | | | — | | |
VY® JPMorgan Small Cap Core Equity Portfolio Class I | | | | | — | | | | | | 797,668 | | | | | | (25,988) | | | | | | (995) | | | | | | 770,685 | | | | | | — | | | | | | (631) | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | �� | | — | | | | | | 2,111,174 | | | | | | (143,953) | | | | | | 66,600 | | | | | | 2,033,821 | | | | | | — | | | | | | (155) | | | | | | — | | |
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio Class I | | | | | — | | | | | | 588,285 | | | | | | (30,876) | | | | | | 17,424 | | | | | | 574,833 | | | | | | — | | | | | | (98) | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 1,523,729 | | | | | | 310,792 | | | | | | (261,584) | | | | | | 336,366 | | | | | | 1,909,303 | | | | | | — | | | | | | (22,171) | | | | | | — | | |
| | | | $ | 18,376,643 | | | | | $ | 13,077,321 | | | | | $ | (11,371,141) | | | | | $ | 3,228,053 | | | | | $ | 23,310,876 | | | | | $ | 42,897 | | | | | $ | (301,134) | | | | | $ | 83,273 | | |
| Cost for federal income tax purposes was $25,644,442. | | | | | | | |
| Net unrealized depreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 355,634 | | |
| Gross Unrealized Depreciation | | | | | (528,376) | | |
| Net Unrealized Depreciation | | | | $ | (172,742) | | |
Voya Solution 2055 Portfolio | as of June 30, 2019 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 9.5% | | ||||||||||||||||||
| | | 34,680 | | | | Vanguard Global ex-U.S. Real Estate ETF | | | | $ | 2,046,120 | | | | | | 1.0 | | |
| | | 29,250 | | | | Vanguard Real Estate ETF | | | | | 2,556,450 | | | | | | 1.3 | | |
| | | 44,159 | | | | Vanguard Russell 1000 Growth ETF | | | | | 7,165,239 | | | | | | 3.5 | | |
| | | 69,305 | | | | Vanguard Value ETF | | | | | 7,687,311 | | | | | | 3.7 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $19,219,213) | | | | | 19,455,120 | | | | | | 9.5 | | |
| MUTUAL FUNDS: 90.4% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 90.4% | | ||||||||||||
| | | 314,015 | | | | Voya Index Plus LargeCap Portfolio - Class I | | | | | 8,233,475 | | | | | | 4.0 | | |
| | | 549,667 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 5,639,581 | | | | | | 2.7 | | |
| | | 136,864 | | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 6,183,508 | | | | | | 3.0 | | |
| | | 1,261,371 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 15,363,500 | | | | | | 7.5 | | |
| | | 2,717,024 | | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 30,865,390 | | | | | | 15.0 | | |
| | | 1,949,652 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 18,482,703 | | | | | | 9.0 | | |
| | | 519,046 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 5,180,076 | | | | | | 2.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | 340,981 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | $ | 4,119,047 | | | | | | 2.0 | | |
| | | 2,031,704 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 33,421,530 | | | | | | 16.2 | | |
| | | 768,499 | | | | VY® Invesco Comstock Portfolio - Class I | | | | | 15,500,615 | | | | | | 7.5 | | |
| | | 311,578 | | | | VY® JPMorgan Small Cap Core Equity Portfolio Class I | | | | | 6,222,217 | | | | | | 3.0 | | |
| | | 554,186 | | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 16,420,535 | | | | | | 8.0 | | |
| | | 398,200 | | | | VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class I | | | | | 5,156,693 | | | | | | 2.5 | | |
| | | 164,158 | | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 15,414,396 | | | | | | 7.5 | | |
| | | | | | | Total Mutual Funds (Cost $183,056,345) | | | | | 186,203,266 | | | | | | 90.4 | | |
| | | | | | | Total Investments in Securities (Cost $202,275,558) | | | | $ | 205,658,386 | | | | | | 99.9 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 288,703 | | | | | | 0.1 | | |
| | | | | | | Net Assets | | | | $ | 205,947,089 | | | | | | 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, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 19,455,120 | | | | | $ | — | | | | | $ | — | | | | | $ | 19,455,120 | | |
Mutual Funds | | | | | 186,203,266 | | | | | | — | | | | | | — | | | | | | 186,203,266 | | |
Total Investments, at fair value | | | | $ | 205,658,386 | | | | | $ | — | | | | | $ | — | | | | | $ | 205,658,386 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 12,608 | | | | | | — | | | | | | — | | | | | | 12,608 | | |
Total Assets | | | | $ | 205,670,994 | | | | | $ | — | | | | | $ | — | | | | | $ | 205,670,994 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (26,815) | | | | | $ | — | | | | | $ | — | | | | | $ | (26,815) | | |
Total Liabilities | | | | $ | (26,815) | | | | | $ | — | | | | | $ | — | | | | | $ | (26,815) | | |
Voya Solution 2055 Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 14 | | | | | | 09/20/19 | | | | | $ | 2,060,940 | | | | | $ | 12,608 | | |
| | | | | | | | | | | | | | | | $ | 2,060,940 | | | | | $ | 12,608 | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
Mini MSCI EAFE Index | | | | | (21) | | | | | | 09/20/19 | | | | | | (2,019,465) | | | | | | (26,815) | | |
| | | | | | | | | | | | | | | | $ | (2,019,465) | | | | | $ | (26,815) | | |
Issuer | | | Beginning Fair Value at 12/31/18 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 5,024,582 | | | | | $ | 356,505 | | | | | $ | (5,665,057) | | | | | $ | 283,970 | | | | | $ | — | | | | | $ | — | | | | | $ | 335,810 | | | | | $ | — | | |
Voya Floating Rate Fund - Class I | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | (7) | | | | | | — | | | | | | — | | |
Voya Index Plus LargeCap Portfolio - Class I | | | | | 12,639,490 | | | | | | 2,018,998 | | | | | | (7,617,155) | | | | | | 1,192,142 | | | | | | 8,233,475 | | | | | | 122,515 | | | | | | 324,734 | | | | | | 674,492 | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 6,706,562 | | | | | | 3,434,847 | | | | | | (4,872,958) | | | | | | 371,130 | | | | | | 5,639,581 | | | | | | 131,385 | | | | | | (33,683) | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 13,400,794 | | | | | | 1,190,413 | | | | | | (15,711,901) | | | | | | 1,120,694 | | | | | | — | | | | | | — | | | | | | 555,848 | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 6,728,894 | | | | | | 988,841 | | | | | | (8,923,485) | | | | | | 1,205,750 | | | | | | — | | | | | | 40,071 | | | | | | (295,507) | | | | | | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 12,646,171 | | | | | | 1,419,378 | | | | | | (10,900,042) | | | | | | 3,018,001 | | | | | | 6,183,508 | | | | | | — | | | | | | (583,153) | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 5,911,749 | | | | | | 385,991 | | | | | | (6,836,288) | | | | | | 538,548 | | | | | | — | | | | | | 5,371 | | | | | | 550,615 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 12,586,417 | | | | | | 2,058,351 | | | | | | (958,030) | | | | | | 1,676,762 | | | | | | 15,363,500 | | | | | | — | | | | | | 230,787 | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 16,784,520 | | | | | | 12,604,511 | | | | | | (1,226,695) | | | | | | 2,703,054 | | | | | | 30,865,390 | | | | | | — | | | | | | 24,916 | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 11,730,913 | | | | | | 6,281,212 | | | | | | (914,025) | | | | | | 1,384,603 | | | | | | 18,482,703 | | | | | | — | | | | | | (13,520) | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 5,891,291 | | | | | | 699,716 | | | | | | (2,746,985) | | | | | | 1,336,054 | | | | | | 5,180,076 | | | | | | — | | | | | | (313,083) | | | | | | — | | |
Voya Small Company Portfolio - Class I | | | | | 5,054,979 | | | | | | 356,505 | | | | | | (6,895,199) | | | | | | 1,483,715 | | | | | | — | | | | | | — | | | | | | (538,203) | | | | | | — | | |
Voya U.S. Bond Index Portfolio - Class I | | | | | 3,353,811 | | | | | | 483,305 | | | | | | (3,779,199) | | | | | | (57,917) | | | | | | — | | | | | | 23,566 | | | | | | 127,587 | | | | | | (2) | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 3,368,256 | | | | | | 488,518 | | | | | | (291,299) | | | | | | 553,572 | | | | | | 4,119,047 | | | | | | 15,579 | | | | | | 4,725 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 10,256,862 | | | | | | 23,878,570 | | | | | | (2,895,720) | | | | | | 2,181,818 | | | | | | 33,421,530 | | | | | | (6) | | | | | | (81,980) | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 12,828,423 | | | | | | 1,997,780 | | | | | | (1,041,775) | | | | | | 1,716,187 | | | | | | 15,500,615 | | | | | | — | | | | | | 216,784 | | | | | | — | | |
VY® JPMorgan Small Cap Core Equity Portfolio Class I | | | | | — | | | | | | 6,368,957 | | | | | | (136,224) | | | | | | (10,516) | | | | | | 6,222,217 | | | | | | — | | | | | | (3,038) | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | — | | | | | | 16,808,453 | | | | | | (929,025) | | | | | | 541,107 | | | | | | 16,420,535 | | | | | | — | | | | | | (4,539) | | | | | | — | | |
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio Class I | | | | | — | | | | | | 5,207,697 | | | | | | (206,981) | | | | | | 155,977 | | | | | | 5,156,693 | | | | | | — | | | | | | (921) | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 12,643,172 | | | | | | 1,489,191 | | | | | | (1,299,980) | | | | | | 2,582,013 | | | | | | 15,414,396 | | | | | | — | | | | | | 4,383 | | | | | | — | | |
| | | | $ | 157,556,886 | | | | | $ | 88,517,739 | | | | | $ | (83,848,023) | | | | | $ | 23,976,664 | | | | | $ | 186,203,266 | | | | | $ | 338,474 | | | | | $ | 508,562 | | | | | $ | 674,490 | | |
Voya Solution 2055 Portfolio | as of June 30, 2019 (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* | | | | $ | 12,608 | | |
Total Asset Derivatives | | | | | | | $ | 12,608 | | |
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 26,815 | | |
Total Liability Derivatives | | | | | | | $ | 26,815 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (355,453) | | |
Interest rate contracts | | | | | 107,325 | | |
Total | | | | $ | (248,128) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 83,520 | | |
Interest rate contracts | | | | | (93,747) | | |
Total | | | | $ | (10,227) | | |
| Cost for federal income tax purposes was $204,311,102. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 4,485,045 | | |
| Gross Unrealized Depreciation | | | | | (3,151,967) | | |
| Net Unrealized Appreciation | | | | $ | 1,333,078 | | |
Voya Solution 2060 Portfolio | as of June 30, 2019 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 9.9% | | ||||||||||||||||||
| | | 2,980 | | | | Vanguard Global ex-U.S. Real Estate ETF | | | | $ | 175,820 | | | | | | 1.2 | | |
| | | 2,412 | | | | Vanguard Real Estate ETF | | | | | 210,809 | | | | | | 1.5 | | |
| | | 3,035 | | | | Vanguard Russell 1000 Growth ETF | | | | | 492,459 | | | | | | 3.5 | | |
| | | 4,763 | | | | Vanguard Value ETF | | | | | 528,312 | | | | | | 3.7 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $1,386,080) | | | | | 1,407,400 | | | | | | 9.9 | | |
| MUTUAL FUNDS: 90.0% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 90.0% | | ||||||||||||
| | | 21,569 | | | | Voya Index Plus LargeCap Portfolio - Class I | | | | | 565,550 | | | | | | 4.0 | | |
| | | 30,833 | | | | Voya Intermediate Bond Fund - Class R6 | | | | | 316,350 | | | | | | 2.3 | | |
| | | 9,395 | | | | Voya Large-Cap Growth Fund - Class R6 | | | | | 424,471 | | | | | | 3.0 | | |
| | | 86,642 | | | | Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 1,055,299 | | | | | | 7.5 | | |
| | | 180,436 | | | | Voya Multi-Manager International Equity Fund - Class I | | | | | 2,049,749 | | | | | | 14.5 | | |
| | | 126,501 | | | | Voya Multi-Manager International Factors Fund - Class I | | | | | 1,199,226 | | | | | | 8.5 | | |
| | | 35,653 | | | | Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 355,817 | | | | | | 2.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | 23,422 | | | | Voya U.S. High Dividend Low Volatility Fund - Class I | | | | $ | 282,941 | | | | | | 2.0 | | |
| | | 148,113 | | | | Voya U.S. Stock Index Portfolio - Class I | | | | | 2,436,463 | | | | | | 17.2 | | |
| | | 52,776 | | | | VY® Invesco Comstock Portfolio - Class I | | | | | 1,064,495 | | | | | | 7.5 | | |
| | | 21,402 | | | | VY® JPMorgan Small Cap Core Equity Portfolio Class I | | | | | 427,403 | | | | | | 3.0 | | |
| | | 38,066 | | | | VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | 1,127,910 | | | | | | 8.0 | | |
| | | 27,352 | | | | VY® T. Rowe Price Diversified Mid Cap Growth Portfolio - Class I | | | | | 354,209 | | | | | | 2.5 | | |
| | | 11,276 | | | | VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 1,058,801 | | | | | | 7.5 | | |
| | | | | | | Total Mutual Funds (Cost $12,632,702) | | | | | 12,718,684 | | | | | | 90.0 | | |
| | | | | | | Total Investments in Securities (Cost $14,018,782) | | | | $ | 14,126,084 | | | | | | 99.9 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 10,089 | | | | | | 0.1 | | |
| | | | | | | Net Assets | | | | $ | 14,136,173 | | | | | | 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, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | | | $ | 1,407,400 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,407,400 | | |
Mutual Funds | | | | | 12,718,684 | | | | | | — | | | | | | — | | | | | | 12,718,684 | | |
Total Investments, at fair value | | | | $ | 14,126,084 | | | | | $ | — | | | | | $ | — | | | | | $ | 14,126,084 | | |
Voya Solution 2060 Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/18 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 06/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio - Class I | | | | $ | 108,397 | | | | | $ | 12,096 | | | | | $ | (121,951) | | | | | $ | 1,458 | | | | | $ | — | | | | | $ | — | | | | | $ | 12,002 | | | | | $ | — | | |
Voya Index Plus LargeCap Portfolio - Class I | | | | | 813,355 | | | | | | 221,254 | | | | | | (568,534) | | | | | | 99,475 | | | | | | 565,550 | | | | | | 8,173 | | | | | | (2,142) | | | | | | 45,000 | | |
Voya Intermediate Bond Fund - Class R6 | | | | | 321,781 | | | | | | 658,325 | | | | | | (667,666) | | | | | | 3,910 | | | | | | 316,350 | | | | | | 7,183 | | | | | | 11,519 | | | | | | — | | |
Voya International Index Portfolio - Class I | | | | | 754,253 | | | | | | 124,928 | | | | | | (997,274) | | | | | | 118,093 | | | | | | — | | | | | | — | | | | | | (31,971) | | | | | | — | | |
Voya Large Cap Value Fund - Class R6 | | | | | 431,940 | | | | | | 131,529 | | | | | | (636,442) | | | | | | 72,973 | | | | | | — | | | | | | 2,676 | | | | | | (13,578) | | | | | | — | | |
Voya Large-Cap Growth Fund - Class R6 | | | | | 813,785 | | | | | | 193,209 | | | | | | (785,766) | | | | | | 203,243 | | | | | | 424,471 | | | | | | — | | | | | | (45,456) | | | | | | — | | |
Voya MidCap Opportunities Portfolio - Class I | | | | | 326,068 | | | | | | 49,399 | | | | | | (430,896) | | | | | | 55,429 | | | | | | — | | | | | | 356 | | | | | | 8,789 | | | | | | — | | |
Voya Multi-Manager Emerging Markets Equity Fund - Class I | | | | | 701,384 | | | | | | 361,999 | | | | | | (135,376) | | | | | | 127,292 | | | | | | 1,055,299 | | | | | | — | | | | | | (18,663) | | | | | | — | | |
Voya Multi-Manager International Equity Fund - Class I | | | | | 1,080,065 | | | | | | 936,120 | | | | | | (148,459) | | | | | | 182,023 | | | | | | 2,049,749 | | | | | | — | | | | | | (3,122) | | | | | | — | | |
Voya Multi-Manager International Factors Fund - Class I | | | | | 754,866 | | | | | | 451,478 | | | | | | (107,218) | | | | | | 100,100 | | | | | | 1,199,226 | | | | | | — | | | | | | (10,917) | | | | | | — | | |
Voya Multi-Manager Mid Cap Value Fund - Class I | | | | | 324,927 | | | | | | 84,952 | | | | | | (137,592) | | | | | | 83,530 | | | | | | 355,817 | | | | | | — | | | | | | (24,096) | | | | | | — | | |
Voya Small Company Portfolio - Class I | | | | | 325,292 | | | | | | 49,044 | | | | | | (464,625) | | | | | | 90,289 | | | | | | — | | | | | | — | | | | | | (29,211) | | | | | | — | | |
Voya U.S. Bond Index Portfolio - Class I | | | | | 215,804 | | | | | | 62,275 | | | | | | (274,468) | | | | | | (3,611) | | | | | | — | | | | | | 1,758 | | | | | | 8,167 | | | | | | — | | |
Voya U.S. High Dividend Low Volatility Fund - Class I | | | | | 216,747 | | | | | | 72,045 | | | | | | (41,577) | | | | | | 35,726 | | | | | | 282,941 | | | | | | 1,022 | | | | | | 617 | | | | | | — | | |
Voya U.S. Stock Index Portfolio - Class I | | | | | 989,978 | | | | | | 1,577,856 | | | | | | (335,500) | | | | | | 204,129 | | | | | | 2,436,463 | | | | | | — | | | | | | (10,854) | | | | | | — | | |
VY® Invesco Comstock Portfolio - Class I | | | | | 825,563 | | | | | | 247,864 | | | | | | (127,458) | | | | | | 118,526 | | | | | | 1,064,495 | | | | | | — | | | | | | 7,181 | | | | | | — | | |
VY® JPMorgan Small Cap Core Equity Portfolio Class I | | | | | — | | | | | | 438,895 | | | | | | (11,205) | | | | | | (287) | | | | | | 427,403 | | | | | | — | | | | | | (241) | | | | | | — | | |
VY® T. Rowe Price Capital Appreciation Portfolio - Class I | | | | | — | �� | | | | | 1,159,834 | | | | | | (68,669) | | | | | | 36,745 | | | | | | 1,127,910 | | | | | | — | | | | | | (370) | | | | | | — | | |
VY® T. Rowe Price Diversified Mid Cap Growth Portfolio Class I | | | | | — | | | | | | 359,615 | | | | | | (16,147) | | | | | | 10,741 | | | | | | 354,209 | | | | | | — | | | | | | (108) | | | | | | — | | |
VY® T. Rowe Price Growth Equity Portfolio - Class I | | | | | 813,583 | | | | | | 207,367 | | | | | | (143,322) | | | | | | 181,173 | | | | | | 1,058,801 | | | | | | — | | | | | | (12,763) | | | | | | — | | |
| | | | $ | 9,817,788 | | | | | $ | 7,400,084 | | | | | $ | (6,220,145) | | | | | $ | 1,720,957 | | | | | $ | 12,718,684 | | | | | $ | 21,168 | | | | | $ | (155,217) | | | | | $ | 45,000 | | |
| Cost for federal income tax purposes was $14,199,260. | | | | | | | |
| Net unrealized depreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 215,960 | | |
| Gross Unrealized Depreciation | | | | | (289,136) | | |
| Net Unrealized Depreciation | | | | $ | (73,176) | | |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
| ■ Voya Index Solution Income Portfolio | | | ■ Voya Index Solution 2040 Portfolio | |
| ■ Voya Index Solution 2020 Portfolio | | | ■ Voya Index Solution 2045 Portfolio | |
| ■ Voya Index Solution 2025 Portfolio | | | ■ Voya Index Solution 2050 Portfolio | |
| ■ Voya Index Solution 2030 Portfolio | | | ■ Voya Index Solution 2055 Portfolio | |
| ■ Voya Index Solution 2035 Portfolio | | | ■ Voya Index Solution 2060 Portfolio | |
| | Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Portfolio’s annual and semi-annual shareholder reports, like this semi-annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. | | |
| | If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-800-283-3427. Your election to receive reports in paper will apply to all the funds in which you invest. | | |
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President
Voya Family of Funds
July 29, 2019
| | 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. | | |
| | 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, 2019 | | | Ending Account Value June 30, 2019 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2019** | | | Beginning Account Value January 1, 2019 | | | Ending Account Value June 30, 2019 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2019** | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||
Voya Index Solution Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,083.90 | | | | | | 0.74% | | | | | $ | 3.82 | | | | | $ | 1,000.00 | | | | | $ | 1,021.12 | | | | | | 0.74% | | | | | $ | 3.71 | | | | | | | | | | | ||||||||||||||||
Class I | | | | | 1,000.00 | | | | | | 1,085.70 | | | | | | 0.24 | | | | | | 1.24 | | | | | | 1,000.00 | | | | | | 1,023.60 | | | | | | 0.24 | | | | | | 1.20 | | | | | | | | | | | ||||||||||||||||
Class S | | | | | 1,000.00 | | | | | | 1,084.50 | | | | | | 0.49 | | | | | | 2.53 | | | | | | 1,000.00 | | | | | | 1,022.36 | | | | | | 0.49 | | | | | | 2.46 | | | | | | | | | | | ||||||||||||||||
Class S2 | | | | | 1,000.00 | | | | | | 1,083.20 | | | | | | 0.64 | | | | | | 3.31 | | | | | | 1,000.00 | | | | | | 1,021.82 | | | | | | 0.64 | | | | | | 3.21 | | | | | | | | | | | ||||||||||||||||
Class Z | | | | | 1,000.00 | | | | | | 1,087.10 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.79 | | | | | | 0.00 | | | | | | 0.00 | | | | | | | | | | | ||||||||||||||||
Voya Index Solution 2020 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,099.00 | | | | | | 0.73% | | | | | $ | 3.80 | | | | | $ | 1,000.00 | | | | | $ | 1,021.17 | | | | | | 0.73% | | | | | $ | 3.66 | | | | | | | | | | | ||||||||||||||||
Class I | | | | | 1,000.00 | | | | | | 1,102.10 | | | | | | 0.23 | | | | | | 1.20 | | | | | | 1,000.00 | | | | | | 1,023.65 | | | | | | 0.23 | | | | | | 1.15 | | | | | | | | | | | ||||||||||||||||
Class S | | | | | 1,000.00 | | | | | | 1,100.00 | | | | | | 0.48 | | | | | | 2.50 | | | | | | 1,000.00 | | | | | | 1,022.41 | | | | | | 0.48 | | | | | | 2.41 | | | | | | | | | | | ||||||||||||||||
Class S2 | | | | | 1,000.00 | | | | | | 1,099.80 | | | | | | 0.63 | | | | | | 3.28 | | | | | | 1,000.00 | | | | | | 1,021.67 | | | | | | 0.63 | | | | | | 3.16 | | | | | | | | | | | ||||||||||||||||
Class Z | | | | | 1,000.00 | | | | | | 1,102.90 | | | | | | 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, 2019 | | | Ending Account Value June 30, 2019 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2019** | | | Beginning Account Value January 1, 2019 | | | Ending Account Value June 30, 2019 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2019** | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||
Voya Index Solution 2025 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,113.10 | | | | | | 0.72% | | | | | $ | 3.77 | | | | | $ | 1,000.00 | | | | | $ | 1,021.22 | | | | | | 0.72% | | | | | $ | 3.61 | | | | | | | | | | | ||||||||||||||||
Class I | | | | | 1,000.00 | | | | | | 1,116.20 | | | | | | 0.22 | | | | | | 1.15 | | | | | | 1,000.00 | | | | | | 1,023.70 | | | | | | 0.22 | | | | | | 1.10 | | | | | | | | | | | ||||||||||||||||
Class S | | | | | 1,000.00 | | | | | | 1,115.50 | | | | | | 0.47 | | | | | | 2.47 | | | | | | 1,000.00 | | | | | | 1,022.46 | | | | | | 0.47 | | | | | | 2.36 | | | | | | | | | | | ||||||||||||||||
Class S2 | | | | | 1,000.00 | | | | | | 1,113.50 | | | | | | 0.62 | | | | | | 3.25 | | | | | | 1,000.00 | | | | | | 1,021.72 | | | | | | 0.62 | | | | | | 3.11 | | | | | | | | | | | ||||||||||||||||
Class Z | | | | | 1,000.00 | | | | | | 1,118.30 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.79 | | | | | | 0.00 | | | | | | 0.00 | | | | | | | | | | | ||||||||||||||||
Voya Index Solution 2030 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,127.40 | | | | | | 0.72% | | | | | $ | 3.80 | | | | | $ | 1,000.00 | | | | | $ | 1,021.22 | | | | | | 0.72% | | | | | $ | 3.61 | | | | | | | | | | | ||||||||||||||||
Class I | | | | | 1,000.00 | | | | | | 1,130.40 | | | | | | 0.22 | | | | | | 1.16 | | | | | | 1,000.00 | | | | | | 1,023.70 | | | | | | 0.22 | | | | | | 1.10 | | | | | | | | | | | ||||||||||||||||
Class S | | | | | 1,000.00 | | | | | | 1,129.20 | | | | | | 0.47 | | | | | | 2.48 | | | | | | 1,000.00 | | | | | | 1,022.46 | | | | | | 0.47 | | | | | | 2.36 | | | | | | | | | | | ||||||||||||||||
Class S2 | | | | | 1,000.00 | | | | | | 1,128.40 | | | | | | 0.62 | | | | | | 3.27 | | | | | | 1,000.00 | | | | | | 1,021.72 | | | | | | 0.62 | | | | | | 3.11 | | | | | | | | | | | ||||||||||||||||
Class Z | | | | | 1,000.00 | | | | | | 1,131.10 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.79 | | | | | | 0.00 | | | | | | 0.00 | | | | | | | | | | | ||||||||||||||||
Voya Index Solution 2035 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,136.10 | | | | | | 0.72% | | | | | $ | 3.81 | | | | | $ | 1,000.00 | | | | | $ | 1,021.22 | | | | | | 0.72% | | | | | $ | 3.61 | | | | | | | | | | | ||||||||||||||||
Class I | | | | | 1,000.00 | | | | | | 1,140.10 | | | | | | 0.22 | | | | | | 1.17 | | | | | | 1,000.00 | | | | | | 1,023.70 | | | | | | 0.22 | | | | | | 1.10 | | | | | | | | | | | ||||||||||||||||
Class S | | | | | 1,000.00 | | | | | | 1,139.00 | | | | | | 0.47 | | | | | | 2.49 | | | | | | 1,000.00 | | | | | | 1,022.46 | | | | | | 0.47 | | | | | | 2.36 | | | | | | | | | | | ||||||||||||||||
Class S2 | | | | | 1,000.00 | | | | | | 1,137.20 | | | | | | 0.62 | | | | | | 3.29 | | | | | | 1,000.00 | | | | | | 1,021.72 | | | | | | 0.62 | | | | | | 3.11 | | | | | | | | | | | ||||||||||||||||
Class Z | | | | | 1,000.00 | | | | | | 1,140.80 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.79 | | | | | | 0.00 | | | | | | 0.00 | | | | | | | | | | | ||||||||||||||||
Voya Index Solution 2040 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,143.50 | | | | | | 0.73% | | | | | $ | 3.88 | | | | | $ | 1,000.00 | | | | | $ | 1,021.17 | | | | | | 0.73% | | | | | $ | 3.66 | | | | | | | | | | | ||||||||||||||||
Class I | | | | | 1,000.00 | | | | | | 1,146.10 | | | | | | 0.23 | | | | | | 1.22 | | | | | | 1,000.00 | | | | | | 1,023.65 | | | | | | 0.23 | | | | | | 1.15 | | | | | | | | | | | ||||||||||||||||
Class S | | | | | 1,000.00 | | | | | | 1,145.00 | | | | | | 0.48 | | | | | | 2.55 | | | | | | 1,000.00 | | | | | | 1,022.41 | | | | | | 0.48 | | | | | | 2.41 | | | | | | | | | | | ||||||||||||||||
Class S2 | | | | | 1,000.00 | | | | | | 1,144.20 | | | | | | 0.63 | | | | | | 3.35 | | | | | | 1,000.00 | | | | | | 1,021.67 | | | | | | 0.63 | | | | | | 3.16 | | | | | | | | | | | ||||||||||||||||
Class Z | | | | | 1,000.00 | | | | | | 1,147.90 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.79 | | | | | | 0.00 | | | | | | 0.00 | | | | | | | | | | | ||||||||||||||||
Voya Index Solution 2045 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,150.30 | | | | | | 0.73% | | | | | $ | 3.89 | | | | | $ | 1,000.00 | | | | | $ | 1,021.17 | | | | | | 0.73% | | | | | $ | 3.66 | | | | | | | | | | | ||||||||||||||||
Class I | | | | | 1,000.00 | | | | | | 1,152.70 | | | | | | 0.23 | | | | | | 1.23 | | | | | | 1,000.00 | | | | | | 1,023.65 | | | | | | 0.23 | | | | | | 1.15 | | | | | | | | | | | ||||||||||||||||
Class S | | | | | 1,000.00 | | | | | | 1,151.20 | | | | | | 0.48 | | | | | | 2.56 | | | | | | 1,000.00 | | | | | | 1,022.41 | | | | | | 0.48 | | | | | | 2.41 | | | | | | | | | | | ||||||||||||||||
Class S2 | | | | | 1,000.00 | | | | | | 1,149.90 | | | | | | 0.63 | | | | | | 3.36 | | | | | | 1,000.00 | | | | | | 1,021.67 | | | | | | 0.63 | | | | | | 3.16 | | | | | | | | | | | ||||||||||||||||
Class Z | | | | | 1,000.00 | | | | | | 1,154.30 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.79 | | | | | | 0.00 | | | | | | 0.00 | | | | | | | | | | | ||||||||||||||||
Voya Index Solution 2050 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,152.20 | | | | | | 0.73% | | | | | $ | 3.90 | | | | | $ | 1,000.00 | | | | | $ | 1,021.17 | | | | | | 0.73% | | | | | $ | 3.66 | | | | | | | | | | | ||||||||||||||||
Class I | | | | | 1,000.00 | | | | | | 1,155.20 | | | | | | 0.23 | | | | | | 1.23 | | | | | | 1,000.00 | | | | | | 1,023.65 | | | | | | 0.23 | | | | | | 1.15 | | | | | | | | | | | ||||||||||||||||
Class S | | | | | 1,000.00 | | | | | | 1,153.60 | | | | | | 0.48 | | | | | | 2.56 | | | | | | 1,000.00 | | | | | | 1,022.41 | | | | | | 0.48 | | | | | | 2.41 | | | | | | | | | | | ||||||||||||||||
Class S2 | | | | | 1,000.00 | | | | | | 1,152.90 | | | | | | 0.63 | | | | | | 3.36 | | | | | | 1,000.00 | | | | | | 1,021.67 | | | | | | 0.63 | | | | | | 3.16 | | | | | | | | | | | ||||||||||||||||
Class Z | | | | | 1,000.00 | | | | | | 1,156.40 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.79 | | | | | | 0.00 | | | | | | 0.00 | | | | | | | | | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2019 | | | Ending Account Value June 30, 2019 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2019** | | | Beginning Account Value January 1, 2019 | | | Ending Account Value June 30, 2019 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended June 30, 2019** | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||
Voya Index Solution 2055 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,151.30 | | | | | | 0.73% | | | | | $ | 3.89 | | | | | $ | 1,000.00 | | | | | $ | 1,021.17 | | | | | | 0.73% | | | | | $ | 3.66 | | | | | | | | | | | ||||||||||||||||
Class I | | | | | 1,000.00 | | | | | | 1,154.90 | | | | | | 0.23 | | | | | | 1.23 | | | | | | 1,000.00 | | | | | | 1,023.85 | | | | | | 0.23 | | | | | | 1.15 | | | | | | | | | | | ||||||||||||||||
Class S | | | | | 1,000.00 | | | | | | 1,153.10 | | | | | | 0.48 | | | | | | 2.56 | | | | | | 1,000.00 | | | | | | 1,022.41 | | | | | | 0.48 | | | | | | 2.41 | | | | | | | | | | | ||||||||||||||||
Class S2 | | | | | 1,000.00 | | | | | | 1,152.00 | | | | | | 0.63 | | | | | | 3.36 | | | | | | 1,000.00 | | | | | | 1,021.67 | | | | | | 0.63 | | | | | | 3.16 | | | | | | | | | | | ||||||||||||||||
Class Z | | | | | 1,000.00 | | | | | | 1,155.80 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,024.79 | | | | | | 0.00 | | | | | | 0.00 | | | | | | | | | | | ||||||||||||||||
Voya Index Solution 2060 Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,151.50 | | | | | | 0.73% | | | | | $ | 3.89 | | | | | $ | 1,000.00 | | | | | $ | 1,021.17 | | | | | | 0.73% | | | | | $ | 3.66 | | | | | | | | | | | ||||||||||||||||
Class I | | | | | 1,000.00 | | | | | | 1,155.50 | | | | | | 0.23 | | | | | | 1.23 | | | | | | 1,000.00 | | | | | | 1,023.65 | | | | | | 0.23 | | | | | | 1.15 | | | | | | | | | | | ||||||||||||||||
Class S | | | | | 1,000.00 | | | | | | 1,153.20 | | | | | | 0.48 | | | | | | 2.56 | | | | | | 1,000.00 | | | | | | 1,022.41 | | | | | | 0.48 | | | | | | 2.41 | | | | | | | | | | | ||||||||||||||||
Class S2 | | | | | 1,000.00 | | | | | | 1,151.80 | | | | | | 0.63 | | | | | | 3.36 | | | | | | 1,000.00 | | | | | | 1,021.67 | | | | | | 0.63 | | | | | | 3.16 | | | | | | | | | | | ||||||||||||||||
Class Z | | | | | 1,000.00 | | | | | | 1,156.30 | | | | | | 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* | | | | $ | 351,354,992 | | | | | $ | 291,806,448 | | | | | $ | 884,175,419 | | | | | $ | 472,313,321 | | |
Investments in unaffiliated underlying funds at fair value** | | | | | 80,632,177 | | | | | | 64,927,733 | | | | | | 117,314,199 | | | | | | 50,727,417 | | |
Cash | | | | | 35,668,487 | | | | | | 813,955 | | | | | | 1,680,449 | | | | | | 857,756 | | |
Cash collateral for futures | | | | | 1,406,165 | | | | | | 814 | | | | | | 2,953,097 | | | | | | 1,010,245 | | |
Receivables: | | | | | | ||||||||||||||||||||
Investments in affiliated underlying funds sold | | | | | 4,026,545 | | | | | | 14,871,429 | | | | | | 8,271,541 | | | | | | 3,664,165 | | |
Investments in unaffiliated underlying funds sold | | | | | — | | | | | | 6,068,567 | | | | | | — | | | | | | — | | |
Fund shares sold | | | | | 1,068,717 | | | | | | 913,585 | | | | | | 166,690 | | | | | | 981,030 | | |
Dividends | | | | | 54,351 | | | | | | 41,693 | | | | | | 135,947 | | | | | | 81,622 | | |
Reimbursement due from manager | | | | | 43,813 | | | | | | 67,212 | | | | | | 115,068 | | | | | | 89,230 | | |
Other assets | | | | | 14,944 | | | | | | 3,829 | | | | | | 20,718 | | | | | | 4,766 | | |
Total assets | | | | | 474,270,191 | | | | | | 379,515,265 | | | | | | 1,014,833,128 | | | | | | 529,729,552 | | |
LIABILITIES: | | | | | | ||||||||||||||||||||
Payable for investments in affiliated underlying funds purchased | | | | | 1,853,807 | | | | | | 8,724,051 | | | | | | 4,833,049 | | | | | | 2,677,792 | | |
Payable for investments in unaffiliated underlying funds purchased | | | | | 1,385,032 | | | | | | 2,936,932 | | | | | | 4,391,966 | | | | | | 2,564,403 | | |
Payable for fund shares redeemed | | | | | 132,569 | | | | | | 15,094 | | | | | | 399,352 | | | | | | 3,577 | | |
Payable for investment management fees | | | | | 93,972 | | | | | | 70,795 | | | | | | 189,809 | | | | | | 93,059 | | |
Payable for distribution and shareholder service fees | | | | | 68,286 | | | | | | 15,030 | | | | | | 116,390 | | | | | | 16,640 | | |
Payable for directors fees | | | | | 2,293 | | | | | | 1,706 | | | | | | 4,732 | | | | | | 2,355 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 14,944 | | | | | | 3,829 | | | | | | 20,718 | | | | | | 4,766 | | |
Other accrued expenses and liabilities | | | | | 76,760 | | | | | | 23,356 | | | | | | 96,621 | | | | | | 20,091 | | |
Total liabilities | | | | | 3,627,663 | | | | | | 11,790,793 | | | | | | 10,052,637 | | | | | | 5,382,683 | | |
NET ASSETS | | | | $ | 470,642,528 | | | | | $ | 367,724,472 | | | | | $ | 1,004,780,491 | | | | | $ | 524,346,869 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | ||||||||||||||||||||
Paid-in capital | | | | $ | 442,496,060 | | | | | $ | 338,133,656 | | | | | $ | 904,490,765 | | | | | $ | 475,983,283 | | |
Total distributable earnings | | | | | 28,146,468 | | | | | | 29,590,816 | | | | | | 100,289,726 | | | | | | 48,363,586 | | |
NET ASSETS | | | | $ | 470,642,528 | | | | | $ | 367,724,472 | | | | | $ | 1,004,780,491 | | | | | $ | 524,346,869 | | |
* Cost of investments in affiliated underlying funds | | | | $ | 337,066,929 | | | | | $ | 282,108,105 | | | | | $ | 845,148,886 | | | | | $ | 458,199,267 | | |
** Cost of investments in unaffiliated underlying funds | | | | $ | 79,415,942 | | | | | $ | 64,039,462 | | | | | $ | 115,831,731 | | | | | $ | 49,932,888 | | |
| | | Voya Index Solution Income Portfolio | | | Voya Index Solution 2020 Portfolio | | | Voya Index Solution 2025 Portfolio | | | Voya Index Solution 2030 Portfolio | | ||||||||||||
Class ADV | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 85,067,516 | | | | | $ | 27,191,496 | | | | | $ | 196,212,898 | | | | | $ | 30,936,614 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 8,128,576 | | | | | | 2,023,964 | | | | | | 17,639,437 | | | | | | 1,986,483 | | |
Net asset value and redemption price per share | | | | $ | 10.47 | | | | | $ | 13.43 | | | | | $ | 11.12 | | | | | $ | 15.57 | | |
Class I | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 19,807,318 | | | | | $ | 6,865,819 | | | | | $ | 58,257,781 | | | | | $ | 7,316,892 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,839,014 | | | | | | 496,801 | | | | | | 5,095,534 | | | | | | 456,086 | | |
Net asset value and redemption price per share | | | | $ | 10.77 | | | | | $ | 13.82 | | | | | $ | 11.43 | | | | | $ | 16.04 | | |
Class S | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 144,379,666 | | | | | $ | 9,459,827 | | | | | $ | 130,530,628 | | | | | $ | 13,723,917 | | |
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 | | | | | 13,557,121 | | | | | | 687,987 | | | | | | 11,555,614 | | | | | | 862,500 | | |
Net asset value and redemption price per share | | | | $ | 10.65 | | | | | $ | 13.75 | | | | | $ | 11.30 | | | | | $ | 15.91 | | |
Class S2 | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 11,616,760 | | | | | $ | 6,068,546 | | | | | $ | 30,470,997 | | | | | $ | 4,574,423 | | |
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 | | | | | 1,116,051 | | | | | | 444,084 | | | | | | 2,746,373 | | | | | | 290,878 | | |
Net asset value and redemption price per share | | | | $ | 10.41 | | | | | $ | 13.67 | | | | | $ | 11.09 | | | | | $ | 15.73 | | |
Class Z | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 209,771,268 | | | | | $ | 318,138,784 | | | | | $ | 589,308,187 | | | | | $ | 467,795,023 | | |
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 | | | | | 19,314,442 | | | | | | 22,838,558 | | | | | | 51,128,321 | | | | | | 28,993,907 | | |
Net asset value and redemption price per share | | | | $ | 10.86 | | | | | $ | 13.93 | | | | | $ | 11.53 | | | | | $ | 16.13 | | |
| | | 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* | | | | $ | 852,723,909 | | | | | $ | 367,876,903 | | | | | $ | 627,929,332 | | | | | $ | 252,659,135 | | |
Investments in unaffiliated underlying funds at fair value** | | | | | 94,268,881 | | | | | | 16,230,766 | | | | | | 26,037,005 | | | | | | 5,787,444 | | |
Cash | | | | | 1,572,409 | | | | | | 538,787 | | | | | | 888,213 | | | | | | 312,429 | | |
Cash collateral for futures | | | | | 1,841,974 | | | | | | 735,218 | | | | | | 633,028 | | | | | | 251,710 | | |
Receivables: | | | | | | ||||||||||||||||||||
Investments in affiliated underlying funds sold | | | | | 5,158,304 | | | | | | 1,616,716 | | | | | | 1,975,145 | | | | | | 726,802 | | |
Fund shares sold | | | | | 931,433 | | | | | | 1,100,197 | | | | | | 1,124,054 | | | | | | 847,352 | | |
Dividends | | | | | 84,916 | | | | | | 42,640 | | | | | | 73,052 | | | | | | 28,500 | | |
Reimbursement due from manager | | | | | 108,722 | | | | | | 63,881 | | | | | | 69,148 | | | | | | 41,651 | | |
Other assets | | | | | 17,937 | | | | | | 3,187 | | | | | | 11,694 | | | | | | 1,994 | | |
Total assets | | | | | 956,708,485 | | | | | | 388,208,295 | | | | | | 658,740,671 | | | | | | 260,657,017 | | |
LIABILITIES: | | | | | | ||||||||||||||||||||
Payable for investments in affiliated underlying funds purchased | | | | | 3,139,987 | | | | | | 2,246,570 | | | | | | 2,428,119 | | | | | | 1,453,546 | | |
Payable for investments in unaffiliated underlying funds purchased | | | | | 4,048,493 | | | | | | 805,908 | | | | | | 1,220,967 | | | | | | 313,100 | | |
Payable for fund shares redeemed | | | | | 8,077 | | | | | | 14,255 | | | | | | 16,656 | | | | | | — | | |
Payable for investment management fees | | | | | 177,024 | | | | | | 65,269 | | | | | | 120,276 | | | | | | 41,945 | | |
Payable for distribution and shareholder service fees | | | | | 108,935 | | | | | | 11,660 | | | | | | 75,245 | | | | | | 8,945 | | |
Payable for directors fees | | | | | 4,406 | | | | | | 1,704 | | | | | | 3,022 | | | | | | 1,125 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 17,937 | | | | | | 3,187 | | | | | | 11,694 | | | | | | 1,994 | | |
Other accrued expenses and liabilities | | | | | 73,213 | | | | | | 21,316 | | | | | | 47,146 | | | | | | 29,786 | | |
Total liabilities | | | | | 7,578,072 | | | | | | 3,169,869 | | | | | | 3,923,125 | | | | | | 1,850,441 | | |
NET ASSETS | | | | $ | 949,130,413 | | | | | $ | 385,038,426 | | | | | $ | 654,817,546 | | | | | $ | 258,806,576 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | ||||||||||||||||||||
Paid-in capital | | | | $ | 838,373,989 | | | | | $ | 349,230,043 | | | | | $ | 576,087,041 | | | | | $ | 236,114,429 | | |
Total distributable earnings | | | | | 110,756,424 | | | | | | 35,808,383 | | | | | | 78,730,505 | | | | | | 22,692,147 | | |
NET ASSETS | | | | $ | 949,130,413 | | | | | $ | 385,038,426 | | | | | $ | 654,817,546 | | | | | $ | 258,806,576 | | |
* Cost of investments in affiliated underlying funds | | | | $ | 809,465,306 | | | | | $ | 357,961,194 | | | | | $ | 599,218,644 | | | | | $ | 246,535,885 | | |
** Cost of investments in unaffiliated underlying funds | | | | $ | 92,928,038 | | | | | $ | 15,815,588 | | | | | $ | 25,410,928 | | | | | $ | 5,557,213 | | |
| | | Voya Index Solution 2035 Portfolio | | | Voya Index Solution 2040 Portfolio | | | Voya Index Solution 2045 Portfolio | | | Voya Index Solution 2050 Portfolio | | ||||||||||||
Class ADV | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 189,326,778 | | | | | $ | 21,669,307 | | | | | $ | 134,658,917 | | | | | $ | 15,301,202 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 16,429,521 | | | | | | 1,326,331 | | | | | | 11,275,621 | | | | | | 922,856 | | |
Net asset value and redemption price per share | | | | $ | 11.52 | | | | | $ | 16.34 | | | | | $ | 11.94 | | | | | $ | 16.58 | | |
Class I | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 57,693,748 | | | | | $ | 4,320,611 | | | | | $ | 46,121,217 | | | | | $ | 4,509,962 | | |
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 | | | | | 4,857,935 | | | | | | 257,270 | | | | | | 3,724,606 | | | | | | 265,785 | | |
Net asset value and redemption price per share | | | | $ | 11.88 | | | | | $ | 16.79 | | | | | $ | 12.38 | | | | | $ | 16.97 | | |
Class S | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 110,032,687 | | | | | $ | 10,635,858 | | | | | $ | 73,691,465 | | | | | $ | 10,076,091 | | |
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 | | | | | 9,390,469 | | | | | | 635,322 | | | | | | 6,048,378 | | | | | | 596,157 | | |
Net asset value and redemption price per share | | | | $ | 11.72 | | | | | $ | 16.74 | | | | | $ | 12.18 | | | | | $ | 16.90 | | |
Class S2 | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 30,659,460 | | | | | $ | 2,518,065 | | | | | $ | 18,762,684 | | | | | $ | 2,597,048 | | |
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 | | | | | 2,662,191 | | | | | | 152,583 | | | | | | 1,566,962 | | | | | | 155,931 | | |
Net asset value and redemption price per share | | | | $ | 11.52 | | | | | $ | 16.50 | | | | | $ | 11.97 | | | | | $ | 16.66 | | |
Class Z | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 561,417,740 | | | | | $ | 345,894,585 | | | | | $ | 381,583,263 | | | | | $ | 226,322,273 | | |
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 | | | | | 46,841,224 | | | | | | 20,444,217 | | | | | | 30,544,880 | | | | | | 13,251,099 | | |
Net asset value and redemption price per share | | | | $ | 11.99 | | | | | $ | 16.92 | | | | | $ | 12.49 | | | | | $ | 17.08 | | |
| | | Voya Index Solution 2055 Portfolio | | | Voya Index Solution 2060 Portfolio | | ||||||
ASSETS: | | | | ||||||||||
Investments in affiliated underlying funds at fair value* | | | | $ | 283,457,007 | | | | | $ | 75,628,790 | | |
Investments in unaffiliated underlying funds at fair value** | | | | | 6,496,359 | | | | | | 2,132,198 | | |
Cash | | | | | 309,768 | | | | | | 77,595 | | |
Cash collateral for futures | | | | | 273,740 | | | | | | — | | |
Receivables: | | | | ||||||||||
Investments in affiliated underlying funds sold | | | | | 772,515 | | | | | | 234,828 | | |
Fund shares sold | | | | | 807,194 | | | | | | 109,275 | | |
Dividends | | | | | 32,192 | | | | | | 10,347 | | |
Reimbursement due from manager | | | | | 31,599 | | | | | | 17,690 | | |
Other assets | | | | | 3,794 | | | | | | 480 | | |
Total assets | | | | | 292,184,168 | | | | | | 78,211,203 | | |
LIABILITIES: | | | | ||||||||||
Payable for investments in affiliated underlying funds purchased | | | | | 1,416,967 | | | | | | 232,344 | | |
Payable for investments in unaffiliated underlying funds purchased | | | | | 317,000 | | | | | | 151,218 | | |
Payable for fund shares redeemed | | | | | 12,296 | | | | | | — | | |
Payable for investment management fees | | | | | 47,261 | | | | | | 12,780 | | |
Payable for distribution and shareholder service fees | | | | | 31,416 | | | | | | 4,307 | | |
Payable for directors fees | | | | | 1,292 | | | | | | 317 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 3,794 | | | | | | 480 | | |
Other accrued expenses and liabilities | | | | | 35,208 | | | | | | 16,434 | | |
Total liabilities | | | | | 1,865,234 | | | | | | 417,880 | | |
NET ASSETS | | | | $ | 290,318,934 | | | | | $ | 77,793,323 | | |
NET ASSETS WERE COMPRISED OF: | | | | ||||||||||
Paid-in capital | | | | $ | 260,103,719 | | | | | $ | 72,325,758 | | |
Total distributable earnings | | | | | 30,215,215 | | | | | | 5,467,565 | | |
NET ASSETS | | | | $ | 290,318,934 | | | | | $ | 77,793,323 | | |
* Cost of investments in affiliated underlying funds | | | | $ | 272,645,421 | | | | | $ | 74,332,329 | | |
** Cost of investments in unaffiliated underlying funds | | | | $ | 6,253,029 | | | | | $ | 2,049,393 | | |
| | | Voya Index Solution 2055 Portfolio | | | Voya Index Solution 2060 Portfolio | | ||||||
Class ADV | | | | ||||||||||
Net assets | | | | $ | 53,198,692 | | | | | $ | 7,674,228 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 3,443,434 | | | | | | 604,718 | | |
Net asset value and redemption price per share | | | | $ | 15.45 | | | | | $ | 12.69 | | |
Class I | | | | ||||||||||
Net assets | | | | $ | 24,159,471 | | | | | $ | 4,559,183 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,521,544 | | | | | | 352,723 | | |
Net asset value and redemption price per share | | | | $ | 15.88 | | | | | $ | 12.93 | | |
Class S | | | | ||||||||||
Net assets | | | | $ | 33,310,786 | | | | | $ | 4,375,851 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 2,125,345 | | | | | | 341,967 | | |
Net asset value and redemption price per share | | | | $ | 15.67 | | | | | $ | 12.80 | | |
Class S2 | | | | ||||||||||
Net assets | | | | $ | 10,139,335 | | | | | $ | 1,246,540 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 652,587 | | | | | | 97,751 | | |
Net asset value and redemption price per share | | | | $ | 15.54 | | | | | $ | 12.75 | | |
Class Z | | | | ||||||||||
Net assets | | | | $ | 169,510,650 | | | | | $ | 59,937,521 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 10,581,317 | | | | | | 4,603,671 | | |
Net asset value and redemption price per share | | | | $ | 16.02 | | | | | $ | 13.02 | | |
| | | Voya Index Solution Income Portfolio | | | Voya Index Solution 2020 Portfolio | | | Voya Index Solution 2025 Portfolio | | | Voya Index Solution 2030 Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | ||||||||||||||||||||
Interest | | | | $ | 10,066 | | | | | $ | 4,247 | | | | | $ | 15,841 | | | | | $ | 10,084 | | |
Dividends from affiliated underlying funds | | | | | 3,793,954 | | | | | | 2,816,584 | | | | | | 9,160,321 | | | | | | 4,993,302 | | |
Dividends from unaffiliated underlying funds | | | | | 764,690 | | | | | | 587,830 | | | | | | 1,548,727 | | | | | | 557,868 | | |
Total investment income | | | | | 4,568,710 | | | | | | 3,408,661 | | | | | | 10,724,889 | | | | | | 5,561,254 | | |
EXPENSES: | | | | | | ||||||||||||||||||||
Investment management fees | | | | | 534,634 | | | | | | 393,297 | | | | | | 1,056,404 | | | | | | 505,028 | | |
Distribution and shareholder service fees: | | | | | | ||||||||||||||||||||
Class ADV | | | | | 215,665 | | | | | | 65,157 | | | | | | 493,650 | | | | | | 71,909 | | |
Class S | | | | | 178,613 | | | | | | 13,863 | | | | | | 159,361 | | | | | | 16,165 | | |
Class S2 | | | | | 20,623 | | | | | | 11,013 | | | | | | 55,891 | | | | | | 6,626 | | |
Transfer agent fees | | | | | 535 | | | | | | 342 | | | | | | 621 | | | | | | 454 | | |
Shareholder reporting expense | | | | | 8,326 | | | | | | 4,734 | | | | | | 8,620 | | | | | | 6,475 | | |
Registration fees | | | | | — | | | | | | 3,319 | | | | | | 4,105 | | | | | | 5,900 | | |
Professional fees | | | | | 19,272 | | | | | | 16,233 | | | | | | 42,738 | | | | | | 20,338 | | |
Custody and accounting expense | | | | | 18,960 | | | | | | 12,804 | | | | | | 32,580 | | | | | | 11,361 | | |
Directors fees | | | | | 9,174 | | | | | | 6,823 | | | | | | 18,927 | | | | | | 9,420 | | |
Miscellaneous expense | | | | | 12,637 | | | | | | 8,275 | | | | | | 17,067 | | | | | | 7,911 | | |
Interest expense | | | | | — | | | | | | 69 | | | | | | 227 | | | | | | 53 | | |
Total expenses | | | | | 1,018,439 | | | | | | 535,929 | | | | | | 1,890,191 | | | | | | 661,640 | | |
Waived and reimbursed fees | | | | | (286,825) | | | | | | (385,310) | | | | | | (721,373) | | | | | | (504,721) | | |
Net expenses | | | | | 731,614 | | | | | | 150,619 | | | | | | 1,168,818 | | | | | | 156,919 | | |
Net investment income | | | | | 3,837,096 | | | | | | 3,258,042 | | | | | | 9,556,071 | | | | | | 5,404,335 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | ||||||||||||||||||||
Net realized gain (loss) on: | | | | | | ||||||||||||||||||||
Sale of affiliated underlying funds | | | | | 2,666,232 | | | | | | 2,257,693 | | | | | | 5,658,881 | | | | | | 2,711,201 | | |
Sale of unaffiliated underlying funds | | | | | (1,475,915) | | | | | | (323,950) | | | | | | (1,921,781) | | | | | | (517,094) | | |
Capital gain distributions from affiliated underlying funds | | | | | — | | | | | | 1,173,477 | | | | | | 6,075,719 | | | | | | 3,529,808 | | |
Futures | | | | | (453,998) | | | | | | (481,968) | | | | | | (1,732,249) | | | | | | (843,644) | | |
Net realized gain | | | | | 736,319 | | | | | | 2,625,252 | | | | | | 8,080,570 | | | | | | 4,880,271 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | ||||||||||||||||||||
Affiliated underlying funds | | | | | 27,972,007 | | | | | | 24,052,983 | | | | | | 77,168,470 | | | | | | 42,593,982 | | |
Unaffiliated underlying funds | | | | | 5,524,290 | | | | | | 2,957,592 | | | | | | 7,689,910 | | | | | | 2,936,532 | | |
Futures | | | | | (509,430) | | | | | | (363,218) | | | | | | (860,208) | | | | | | (231,713) | | |
Net change in unrealized appreciation (depreciation) | | | | | 32,986,867 | | | | | | 26,647,357 | | | | | | 83,998,172 | | | | | | 45,298,801 | | |
Net realized and unrealized gain | | | | | 33,723,186 | | | | | | 29,272,609 | | | | | | 92,078,742 | | | | | | 50,179,072 | | |
Increase in net assets resulting from operations | | | | $ | 37,560,282 | | | | | $ | 32,530,651 | | | | | $ | 101,634,813 | | | | | $ | 55,583,407 | | |
|
| | | Voya Index Solution 2035 Portfolio | | | Voya Index Solution 2040 Portfolio | | | Voya Index Solution 2045 Portfolio | | | Voya Index Solution 2050 Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | ||||||||||||||||||||
Interest | | | | $ | 17,483 | | | | | $ | 6,170 | | | | | $ | 14,431 | | | | | $ | 4,399 | | |
Dividends from affiliated underlying funds | | | | | 9,139,834 | | | | | | 3,795,791 | | | | | | 6,601,581 | | | | | | 2,597,978 | | |
Dividends from unaffiliated underlying funds | | | | | 1,064,540 | | | | | | 257,172 | | | | | | 323,962 | | | | | | 82,638 | | |
Total investment income | | | | | 10,221,857 | | | | | | 4,059,133 | | | | | | 6,939,974 | | | | | | 2,685,015 | | |
EXPENSES: | | | | | | ||||||||||||||||||||
Investment management fees | | | | | 947,841 | | | | | | 357,028 | | | | | | 625,595 | | | | | | 229,281 | | |
Distribution and shareholder service fees: | | | | | | ||||||||||||||||||||
Class ADV | | | | | 462,935 | | | | | | 45,601 | | | | | | 325,214 | | | | | | 33,462 | | |
Class S | | | | | 131,219 | | | | | | 12,021 | | | | | | 88,799 | | | | | | 11,250 | | |
Class S2 | | | | | 61,390 | | | | | | 4,405 | | | | | | 35,105 | | | | | | 4,654 | | |
Transfer agent fees | | | | | 704 | | | | | | 434 | | | | | | 590 | | | | | | 307 | | |
Shareholder reporting expense | | | | | 8,243 | | | | | | 6,335 | | | | | | 6,878 | | | | | | 7,430 | | |
Registration fees | | | | | 4,428 | | | | | | 5,057 | | | | | | 3,596 | | | | | | 3,897 | | |
Professional fees | | | | | 37,980 | | | | | | 17,738 | | | | | | 27,150 | | | | | | 11,360 | | |
Custody and accounting expense | | | | | 28,610 | | | | | | 10,498 | | | | | | 20,815 | | | | | | 10,679 | | |
Directors fees | | | | | 17,623 | | | | | | 6,816 | | | | | | 12,087 | | | | | | 4,501 | | |
Miscellaneous expense | | | | | 15,838 | | | | | | 5,702 | | | | | | 10,474 | | | | | | 5,380 | | |
Interest expense | | | | | 169 | | | | | | — | | | | | | 348 | | | | | | — | | |
Total expenses | | | | | 1,716,980 | | | | | | 471,635 | | | | | | 1,156,651 | | | | | | 322,201 | | |
Waived and reimbursed fees | | | | | (634,338) | | | | | | (365,843) | | | | | | (395,981) | | | | | | (234,359) | | |
Net expenses | | | | | 1,082,642 | | | | | | 105,792 | | | | | | 760,670 | | | | | | 87,842 | | |
Net investment income | | | | | 9,139,215 | | | | | | 3,953,341 | | | | | | 6,179,304 | | | | | | 2,597,173 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | ||||||||||||||||||||
Net realized gain (loss) on: | | | | | | ||||||||||||||||||||
Sale of affiliated underlying funds | | | | | 7,139,200 | | | | | | 1,206,442 | | | | | | 4,336,129 | | | | | | 378,503 | | |
Sale of unaffiliated underlying funds | | | | | (1,454,054) | | | | | | (324,353) | | | | | | (1,026,224) | | | | | | (121,456) | | |
Capital gain distributions from affiliated underlying funds | | | | | 8,050,822 | | | | | | 3,588,451 | | | | | | 6,770,400 | | | | | | 2,610,558 | | |
Futures | | | | | (1,635,133) | | | | | | (577,175) | | | | | | (1,162,148) | | | | | | (377,666) | | |
Net realized gain | | | | | 12,100,835 | | | | | | 3,893,365 | | | | | | 8,918,157 | | | | | | 2,489,939 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | ||||||||||||||||||||
Affiliated underlying funds | | | | | 84,112,369 | | | | | | 34,604,794 | | | | | | 64,068,816 | | | | | | 24,625,796 | | |
Unaffiliated underlying funds | | | | | 6,192,606 | | | | | | 1,709,815 | | | | | | 3,270,917 | | | | | | 759,910 | | |
Futures | | | | | (422,533) | | | | | | (161,143) | | | | | | (36,433) | | | | | | (28,312) | | |
Net change in unrealized appreciation (depreciation) | | | | | 89,882,442 | | | | | | 36,153,466 | | | | | | 67,303,300 | | | | | | 25,357,394 | | |
Net realized and unrealized gain | | | | | 101,983,277 | | | | | | 40,046,831 | | | | | | 76,221,457 | | | | | | 27,847,333 | | |
Increase in net assets resulting from operations | | | | $ | 111,122,492 | | | | | $ | 44,000,172 | | | | | $ | 82,400,761 | | | | | $ | 30,444,506 | | |
|
| | | Voya Index Solution 2055 Portfolio | | | Voya Index Solution 2060 Portfolio | | ||||||
INVESTMENT INCOME: | | | | ||||||||||
Interest | | | | $ | 5,184 | | | | | $ | — | | |
Dividends from affiliated underlying funds | | | | | 2,980,163 | | | | | | 747,366 | | |
Dividends from unaffiliated underlying funds | | | | | 94,937 | | | | | | 40,131 | | |
Total investment income | | | | | 3,080,284 | | | | | | 787,497 | | |
EXPENSES: | | | | ||||||||||
Investment management fees | | | | | 263,353 | | | | | | 65,793 | | |
Distribution and shareholder service fees: | | | | ||||||||||
Class ADV | | | | | 127,222 | | | | | | 17,196 | | |
Class S | | | | | 37,728 | | | | | | 4,645 | | |
Class S2 | | | | | 18,132 | | | | | | 2,072 | | |
Transfer agent fees | | | | | 433 | | | | | | 283 | | |
Shareholder reporting expense | | | | | 6,335 | | | | | | 8,237 | | |
Registration fees | | | | | 2,868 | | | | | | 1,262 | | |
Professional fees | | | | | 12,670 | | | | | | 5,107 | | |
Custody and accounting expense | | | | | 12,715 | | | | | | 5,792 | | |
Directors fees | | | | | 5,168 | | | | | | 1,269 | | |
Miscellaneous expense | | | | | 6,096 | | | | | | 4,707 | | |
Total expenses | | | | | 492,720 | | | | | | 116,363 | | |
Waived and reimbursed fees | | | | | (177,325) | | | | | | (73,936) | | |
Net expenses | | | | | 315,395 | | | | | | 42,427 | | |
Net investment income | | | | | 2,764,889 | | | | | | 745,070 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | ||||||||||
Net realized gain (loss) on: | | | | ||||||||||
Sale of affiliated underlying funds | | | | | 1,112,455 | | | | | | 9,850 | | |
Sale of unaffiliated underlying funds | | | | | (241,335) | | | | | | 30,981 | | |
Capital gain distributions from affiliated underlying funds | | | | | 3,180,726 | | | | | | 826,583 | | |
Futures | | | | | (486,584) | | | | | | — | | |
Net realized gain | | | | | 3,565,262 | | | | | | 867,414 | | |
Net change in unrealized appreciation (depreciation) on: | | | | ||||||||||
Affiliated underlying funds | | | | | 27,785,794 | | | | | | 6,460,539 | | |
Unaffiliated underlying funds | | | | | 1,002,584 | | | | | | 175,650 | | |
Futures | | | | | (14,519) | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 28,773,859 | | | | | | 6,636,189 | | |
Net realized and unrealized gain | | | | | 32,339,121 | | | | | | 7,503,603 | | |
Increase in net assets resulting from operations | | | | $ | 35,104,010 | | | | | $ | 8,248,673 | | |
|
| | | Voya Index Solution Income Portfolio | | | Voya Index Solution 2020 Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 3,837,096 | | | | | $ | 9,319,936 | | | | | $ | 3,258,042 | | | | | $ | 6,285,465 | | |
Net realized gain | | | | | 736,319 | | | | | | 6,528,525 | | | | | | 2,625,252 | | | | | | 7,209,202 | | |
Net change in unrealized appreciation (depreciation) | | | | | 32,986,867 | | | | | | (30,357,701) | | | | | | 26,647,357 | | | | | | (25,265,774) | | |
Increase (decrease) in net assets resulting from operations | | | | | 37,560,282 | | | | | | (14,509,240) | | | | | | 32,530,651 | | | | | | (11,771,107) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Total distributions (excluding return of capital): | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (3,141,436) | | | | | | — | | | | | | (956,903) | | |
Class I | | | | | — | | | | | | (800,450) | | | | | | — | | | | | | (286,342) | | |
Class S | | | | | — | | | | | | (5,392,426) | | | | | | — | | | | | | (423,433) | | |
Class S2 | | | | | — | | | | | | (383,617) | | | | | | — | | | | | | (122,211) | | |
Class Z | | | | | — | | | | | | (6,821,212) | | | | | | — | | | | | | (9,630,042) | | |
Total distributions | | | | | — | | | | | | (16,539,141) | | | | | | — | | | | | | (11,418,931) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 36,891,455 | | | | �� | | 75,068,904 | | | | | | 63,411,713 | | | | | | 110,461,933 | | |
Reinvestment of distributions | | | | | — | | | | | | 16,539,141 | | | | | | — | | | | | | 11,418,931 | | |
| | | | | 36,891,455 | | | | | | 91,608,045 | | | | | | 63,411,713 | | | | | | 121,880,864 | | |
Cost of shares redeemed | | | | | (48,295,680) | | | | | | (100,347,966) | | | | | | (28,664,013) | | | | | | (44,434,515) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (11,404,225) | | | | | | (8,739,921) | | | | | | 34,747,700 | | | | | | 77,446,349 | | |
Net increase (decrease) in net assets | | | | | 26,156,057 | | | | | | (39,788,302) | | | | | | 67,278,351 | | | | | | 54,256,311 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 444,486,471 | | | | | | 484,274,773 | | | | | | 300,446,121 | | | | | | 246,189,810 | | |
End of year or period | | | | $ | 470,642,528 | | | | | $ | 444,486,471 | | | | | $ | 367,724,472 | | | | | $ | 300,446,121 | | |
| | | Voya Index Solution 2025 Portfolio | | | Voya Index Solution 2030 Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 9,556,071 | | | | | $ | 17,418,491 | | | | | $ | 5,404,335 | | | | | $ | 8,276,283 | | |
Net realized gain | | | | | 8,080,570 | | | | | | 32,119,663 | | | | | | 4,880,271 | | | | | | 15,118,642 | | |
Net change in unrealized appreciation (depreciation) | | | | | 83,998,172 | | | | | | (94,219,458) | | | | | | 45,298,801 | | | | | | (48,739,583) | | |
Increase (decrease) in net assets resulting from operations | | | | | 101,634,813 | | | | | | (44,681,304) | | | | | | 55,583,407 | | | | | | (25,344,658) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Total distributions (excluding return of capital): | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (7,866,273) | | | | | | — | | | | | | (919,660) | | |
Class I | | | | | — | | | | | | (2,326,597) | | | | | | — | | | | | | (221,300) | | |
Class S | | | | | — | | | | | | (5,065,217) | | | | | | — | | | | | | (396,823) | | |
Class S2 | | | | | — | | | | | | (971,219) | | | | | | — | | | | | | (48,650) | | |
Class Z | | | | | — | | | | | | (17,452,190) | | | | | | — | | | | | | (11,687,273) | | |
Total distributions | | | | | — | | | | | | (33,681,496) | | | | | | — | | | | | | (13,273,706) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 118,727,592 | | | | | | 185,108,981 | | | | | | 93,297,955 | | | | | | 147,534,189 | | |
Reinvestment of distributions | | | | | — | | | | | | 33,681,496 | | | | | | — | | | | | | 13,273,706 | | |
| | | | | 118,727,592 | | | | | | 218,790,477 | | | | | | 93,297,955 | | | | | | 160,807,895 | | |
Cost of shares redeemed | | | | | (67,526,378) | | | | | | (137,799,543) | | | | | | (19,716,996) | | | | | | (34,347,759) | | |
Net increase in net assets resulting from capital share transactions | | | | | 51,201,214 | | | | | | 80,990,934 | | | | | | 73,580,959 | | | | | | 126,460,136 | | |
Net increase in net assets | | | | | 152,836,027 | | | | | | 2,628,134 | | | | | | 129,164,366 | | | | | | 87,841,772 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 851,944,464 | | | | | | 849,316,330 | | | | | | 395,182,503 | | | | | | 307,340,731 | | |
End of year or period | | | | $ | 1,004,780,491 | | | | | $ | 851,944,464 | | | | | $ | 524,346,869 | | | | | $ | 395,182,503 | | |
| | | Voya Index Solution 2035 Portfolio | | | Voya Index Solution 2040 Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 9,139,215 | | | | | $ | 15,332,188 | | | | | $ | 3,953,341 | | | | | $ | 5,349,528 | | |
Net realized gain | | | | | 12,100,835 | | | | | | 34,990,839 | | | | | | 3,893,365 | | | | | | 12,298,412 | | |
Net change in unrealized appreciation (depreciation) | | | | | 89,882,442 | | | | | | (107,446,205) | | | | | | 36,153,466 | | | | | | (39,751,923) | | |
Increase (decrease) in net assets resulting from operations | | | | | 111,122,492 | | | | | | (57,123,178) | | | | | | 44,000,172 | | | | | | (22,103,983) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Total distributions (excluding return of capital): | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (7,461,570) | | | | | | — | | | | | | (505,650) | | |
Class I | | | | | — | | | | | | (2,310,284) | | | | | | — | | | | | | (116,176) | | |
Class S | | | | | — | | | | | | (4,099,685) | | | | | | — | | | | | | (271,036) | | |
Class S2 | | | | | — | | | | | | (1,112,359) | | | | | | — | | | | | | (56,322) | | |
Class Z | | | | | — | | | | | | (16,743,315) | | | | | | — | | | | | | (7,459,687) | | |
Total distributions | | | | | — | | | | | | (31,727,213) | | | | | | — | | | | | | (8,408,871) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 121,909,115 | | | | | | 190,382,506 | | | | | | 78,275,529 | | | | | | 122,526,046 | | |
Reinvestment of distributions | | | | | — | | | | | | 31,727,213 | | | | | | — | | | | | | 8,408,871 | | |
| | | | | 121,909,115 | | | | | | 222,109,719 | | | | | | 78,275,529 | | | | | | 130,934,917 | | |
Cost of shares redeemed | | | | | (54,061,795) | | | | | | (122,752,480) | | | | | | (9,744,437) | | | | | | (21,228,147) | | |
Net increase in net assets resulting from capital share transactions | | | | | 67,847,320 | | | | | | 99,357,239 | | | | | | 68,531,092 | | | | | | 109,706,770 | | |
Net increase in net assets | | | | | 178,969,812 | | | | | | 10,506,848 | | | | | | 112,531,264 | | | | | | 79,193,916 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 770,160,601 | | | | | | 759,653,753 | | | | | | 272,507,162 | | | | | | 193,313,246 | | |
End of year or period | | | | $ | 949,130,413 | | | | | $ | 770,160,601 | | | | | $ | 385,038,426 | | | | | $ | 272,507,162 | | |
| | | Voya Index Solution 2045 Portfolio | | | Voya Index Solution 2050 Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 6,179,304 | | | | | $ | 9,652,843 | | | | | $ | 2,597,173 | | | | | $ | 3,232,124 | | |
Net realized gain | | | | | 8,918,157 | | | | | | 28,215,966 | | | | | | 2,489,939 | | | | | | 8,017,108 | | |
Net change in unrealized appreciation (depreciation) | | | | | 67,303,300 | | | | | | (84,469,881) | | | | | | 25,357,394 | | | | | | (27,506,955) | | |
Increase (decrease) in net assets resulting from operations | | | | | 82,400,761 | | | | | | (46,601,072) | | | | | | 30,444,506 | | | | | | (16,257,723) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Total distributions (excluding return of capital): | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (5,250,526) | | | | | | — | | | | | | (337,544) | | |
Class I | | | | | — | | | | | | (1,842,140) | | | | | | — | | | | | | (115,790) | | |
Class S | | | | | — | | | | | | (2,853,544) | | | | | | — | | | | | | (243,786) | | |
Class S2 | | | | | — | | | | | | (582,513) | | | | | | — | | | | | | (56,506) | | |
Class Z | | | | | — | | | | | | (10,755,975) | | | | | | — | | | | | | (4,286,340) | | |
Total distributions | | | | | — | | | | | | (21,284,698) | | | | | | — | | | | | | (5,039,966) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 86,541,579 | | | | | | 140,674,726 | | | | | | 57,315,095 | | | | | | 87,393,326 | | |
Reinvestment of distributions | | | | | — | | | | | | 21,284,698 | | | | | | — | | | | | | 5,039,966 | | |
| | | | | 86,541,579 | | | | | | 161,959,424 | | | | | | 57,315,095 | | | | | | 92,433,292 | | |
Cost of shares redeemed | | | | | (35,158,956) | | | | | | (84,342,501) | | | | | | (6,998,391) | | | | | | (11,291,117) | | |
Net increase in net assets resulting from capital share transactions | | | | | 51,382,623 | | | | | | 77,616,923 | | | | | | 50,316,704 | | | | | | 81,142,175 | | |
Net increase in net assets | | | | | 133,783,384 | | | | | | 9,731,153 | | | | | | 80,761,210 | | | | | | 59,844,486 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 521,034,162 | | | | | | 511,303,009 | | | | | | 178,045,366 | | | | | | 118,200,880 | | |
End of year or period | | | | $ | 654,817,546 | | | | | $ | 521,034,162 | | | | | $ | 258,806,576 | | | | | $ | 178,045,366 | | |
| | | Voya Index Solution 2055 Portfolio | | | Voya Index Solution 2060 Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 2,764,889 | | | | | $ | 3,680,264 | | | | | $ | 745,070 | | | | | $ | 759,636 | | |
Net realized gain | | | | | 3,565,262 | | | | | | 11,566,623 | | | | | | 867,414 | | | | | | 1,719,184 | | |
Net change in unrealized appreciation (depreciation) | | | | | 28,773,859 | | | | | | (35,206,061) | | | | | | 6,636,189 | | | | | | (6,713,250) | | |
Increase (decrease) in net assets resulting from operations | | | | | 35,104,010 | | | | | | (19,959,174) | | | | | | 8,248,673 | | | | | | (4,234,430) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Total distributions (excluding return of capital): | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (1,669,989) | | | | | | — | | | | | | (193,157) | | |
Class I | | | | | — | | | | | | (712,946) | | | | | | — | | | | | | (80,758) | | |
Class S | | | | | — | | | | | | (943,356) | | | | | | — | | | | | | (96,290) | | |
Class S2 | | | | | — | | | | | | (237,947) | | | | | | — | | | | | | (19,991) | | |
Class Z | | | | | — | | | | | | (3,421,598) | | | | | | — | | | | | | (916,901) | | |
Total distributions | | | | | — | | | | | | (6,985,836) | | | | | | — | | | | | | (1,307,097) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 55,643,198 | | | | | | 84,132,987 | | | | | | 26,924,510 | | | | | | 31,183,132 | | |
Reinvestment of distributions | | | | | — | | | | | | 6,985,836 | | | | | | — | | | | | | 1,307,097 | | |
| | | | | 55,643,198 | | | | | | 91,118,823 | | | | | | 26,924,510 | | | | | | 32,490,229 | | |
Cost of shares redeemed | | | | | (15,046,881) | | | | | | (30,010,200) | | | | | | (3,208,138) | | | | | | (5,603,938) | | |
Net increase in net assets resulting from capital share transactions | | | | | 40,596,317 | | | | | | 61,108,623 | | | | | | 23,716,372 | | | | | | 26,886,291 | | |
Net increase in net assets | | | | | 75,700,327 | | | | | | 34,163,613 | | | | | | 31,965,045 | | | | | | 21,344,764 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 214,618,607 | | | | | | 180,454,994 | | | | | | 45,828,278 | | | | | | 24,483,514 | | |
End of year or period | | | | $ | 290,318,934 | | | | | $ | 214,618,607 | | | | | $ | 77,793,323 | | | | | $ | 45,828,278 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.66 | | | | | | 0.06• | | | | | | 0.75 | | | | | | 0.81 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.47 | | | | | | 8.39 | | | | | | 0.76 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.25 | | | | | | 85,068 | | | | | | 21 | | |
12-31-18 | | | | | 10.34 | | | | | | 0.16• | | | | | | (0.51) | | | | | | (0.35) | | | | | | 0.17 | | | | | | 0.16 | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 9.66 | | | | | | (3.50) | | | | | | 0.77 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.59 | | | | | | 87,697 | | | | | | 38 | | |
12-31-17 | | | | | 9.71 | | | | | | 0.16• | | | | | | 0.68 | | | | | | 0.84 | | | | | | 0.16 | | | | | | 0.05 | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.34 | | | | | | 8.69 | | | | | | 0.76 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.64 | | | | | | 110,507 | | | | | | 32 | | |
12-31-16 | | | | | 9.55 | | | | | | 0.18• | | | | | | 0.27 | | | | | | 0.45 | | | | | | 0.15 | | | | | | 0.14 | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 9.71 | | | | | | 4.71 | | | | | | 0.77 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.82 | | | | | | 119,455 | | | | | | 45 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.92 | | | | | | 0.09• | | | | | | 0.76 | | | | | | 0.85 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.77 | | | | | | 8.57 | | | | | | 0.26 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 1.75 | | | | | | 19,807 | | | | | | 21 | | |
12-31-18 | | | | | 10.62 | | | | | | 0.23 | | | | | | (0.54) | | | | | | (0.31) | | | | | | 0.23 | | | | | | 0.16 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 9.92 | | | | | | (3.04) | | | | | | 0.27 | | | | | | 0.21 | | | | | | 0.21 | | | | | | 2.11 | | | | | | 21,140 | | | | | | 38 | | |
12-31-17 | | | | | 9.96 | | | | | | 0.22• | | | | | | 0.71 | | | | | | 0.93 | | | | | | 0.22 | | | | | | 0.05 | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 10.62 | | | | | | 9.36 | | | | | | 0.26 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 2.11 | | | | | | 22,916 | | | | | | 32 | | |
12-31-16 | | | | | 9.77 | | | | | | 0.23• | | | | | | 0.28 | | | | | | 0.51 | | | | | | 0.18 | | | | | | 0.14 | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 9.96 | | | | | | 5.23 | | | | | | 0.27 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 2.33 | | | | | | 29,545 | | | | | | 45 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.82 | | | | | | 0.08• | | | | | | 0.75 | | | | | | 0.83 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.65 | | | | | | 8.45 | | | | | | 0.51 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.51 | | | | | | 144,380 | | | | | | 21 | | |
12-31-18 | | | | | 10.51 | | | | | | 0.19• | | | | | | (0.52) | | | | | | (0.33) | | | | | | 0.20 | | | | | | 0.16 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 9.82 | | | | | | (3.25) | | | | | | 0.52 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 1.84 | | | | | | 140,647 | | | | | | 38 | | |
12-31-17 | | | | | 9.86 | | | | | | 0.19• | | | | | | 0.70 | | | | | | 0.89 | | | | | | 0.19 | | | | | | 0.05 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.51 | | | �� | | | 9.06 | | | | | | 0.51 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.89 | | | | | | 168,730 | | | | | | 32 | | |
12-31-16 | | | | | 9.68 | | | | | | 0.20• | | | | | | 0.28 | | | | | | 0.48 | | | | | | 0.16 | | | | | | 0.14 | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 9.86 | | | | | | 4.95 | | | | | | 0.52 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 2.05 | | | | | | 174,891 | | | | | | 45 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.61 | | | | | | 0.06• | | | | | | 0.74 | | | | | | 0.80 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.41 | | | | | | 8.32 | | | | | | 0.66 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.19 | | | | | | 11,617 | | | | | | 21 | | |
12-31-18 | | | | | 10.29 | | | | | | 0.19• | | | | | | (0.52) | | | | | | (0.33) | | | | | | 0.19 | | | | | | 0.16 | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 9.61 | | | | | | (3.39) | | | | | | 0.67 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.85 | | | | | | 16,240 | | | | | | 38 | | |
12-31-17 | | | | | 9.66 | | | | | | 0.18• | | | | | | 0.68 | | | | | | 0.86 | | | | | | 0.18 | | | | | | 0.05 | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 10.29 | | | | | | 8.89 | | | | | | 0.66 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.75 | | | | | | 12,928 | | | | | | 32 | | |
12-31-16 | | | | | 9.50 | | | | | | 0.19• | | | | | | 0.27 | | | | | | 0.46 | | | | | | 0.16 | | | | | | 0.14 | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 9.66 | | | | | | 4.79 | | | | | | 0.70 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 1.98 | | | | | | 13,809 | | | | | | 45 | | |
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 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.99 | | | | | | 0.11• | | | | | | 0.76 | | | | | | 0.87 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.86 | | | | | | 8.71 | | | | | | 0.26 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.04 | | | | | | 209,771 | | | | | | 21 | | |
12-31-18 | | | | | 10.67 | | | | | | 0.24• | | | | | | (0.53) | | | | | | (0.29) | | | | | | 0.23 | | | | | | 0.16 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 9.99 | | | | | | (2.83) | | | | | | 0.27 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.33 | | | | | | 178,763 | | | | | | 38 | | |
12-31-17 | | | | | 9.99 | | | | | | 0.25• | | | | | | 0.70 | | | | | | 0.95 | | | | | | 0.22 | | | | | | 0.05 | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 10.67 | | | | | | 9.54 | | | | | | 0.26 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.45 | | | | | | 169,194 | | | | | | 32 | | |
12-31-16 | | | | | 9.79 | | | | | | 0.32• | | | | | | 0.20 | | | | | | 0.52 | | | | | | 0.18 | | | | | | 0.14 | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 9.99 | | | | | | 5.32 | | | | | | 0.27 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 3.20 | | | | | | 70,857 | | | | | | 45 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 12.22 | | | | | | 0.08• | | | | | | 1.13 | | | | | | 1.21 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.43 | | | | | | 9.90 | | | | | | 0.76 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 1.28 | | | | | | 27,191 | | | | | | 28 | | |
12-31-18 | | | | | 13.27 | | | | | | 0.21• | | | | | | (0.77) | | | | | | (0.56) | | | | | | 0.15 | | | | | | 0.34 | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 12.22 | | | | | | (4.42) | | | | | | 0.77 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.59 | | | | | | 24,850 | | | | | | 44 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 12.54 | | | | | | 0.12• | | | | | | 1.16 | | | | | | 1.28 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.82 | | | | | | 10.21 | | | | | | 0.26 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 1.76 | | | | | | 6,866 | | | | | | 28 | | |
12-31-18 | | | | | 13.59 | | | | | | 0.28• | | | | | | (0.79) | | | | | | (0.51) | | | | | | 0.20 | | | | | | 0.34 | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 12.54 | | | | | | (3.98) | | | | | | 0.27 | | | | | | 0.21 | | | | | | 0.21 | | | | | | 2.10 | | | | | | 7,471 | | | | | | 44 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 12.50 | | | | | | 0.09• | | | | | | 1.16 | | | | | | 1.25 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.75 | | | | | | 10.00 | | | | | | 0.51 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 1.39 | | | | | | 9,460 | | | | | | 28 | | |
12-31-18 | | | | | 13.54 | | | | | | 0.24 | | | | | | (0.77) | | | | | | (0.53) | | | | | | 0.17 | | | | | | 0.34 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 12.50 | | | | | | (4.13) | | | | | | 0.52 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 1.83 | | | | | | 11,578 | | | | | | 44 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 12.43 | | | | | | 0.09• | | | | | | 1.15 | | | | | | 1.24 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.67 | | | | | | 9.98 | | | | | | 0.66 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.38 | | | | | | 6,069 | | | | | | 28 | | |
12-31-18 | | | | | 13.46 | | | | | | 0.25• | | | | | | (0.80) | | | | | | (0.55) | | | | | | 0.14 | | | | | | 0.34 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 12.43 | | | | | | (4.29) | | | | | | 0.67 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.88 | | | | | | 5,488 | | | | | | 44 | | |
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 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 12.63 | | | | | | 0.13• | | | | | | 1.17 | | | | | | 1.30 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.93 | | | | | | 10.29 | | | | | | 0.26 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.02 | | | | | | 318,139 | | | | | | 28 | | |
12-31-18 | | | | | 13.65 | | | | | | 0.31• | | | | | | (0.79) | | | | | | (0.48) | | | | | | 0.20 | | | | | | 0.34 | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 12.63 | | | | | | (3.74) | | | | | | 0.27 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.31 | | | | | | 251,060 | | | | | | 44 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.99 | | | | | | 0.08• | | | | | | 1.05 | | | | | | 1.13 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.12 | | | | | | 11.31 | | | | | | 0.75 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 1.52 | | | | | | 196,213 | | | | | | 21 | | |
12-31-18 | | | | | 10.94 | | | | | | 0.17• | | | | | | (0.73) | | | | | | (0.56) | | | | | | 0.14 | | | | | | 0.25 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 9.99 | | | | | | (5.37) | | | | | | 0.76 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 1.53 | | | | | | 196,102 | | | | | | 35 | | |
12-31-17 | | | | | 9.89 | | | | | | 0.15• | | | | | | 1.25 | | | | | | 1.40 | | | | | | 0.14 | | | | | | 0.21 | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 10.94 | | | | | | 14.32 | | | | | | 0.76 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.44 | | | | | | 232,790 | | | | | | 32 | | |
12-31-16 | | | | | 10.19 | | | | | | 0.19 | | | | | | 0.47 | | | | | | 0.66 | | | | | | 0.21 | | | | | | 0.75 | | | | | | — | | | | | | 0.96 | | | | | | — | | | | | | 9.89 | | | | | | 6.61 | | | | | | 0.77 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.86 | | | | | | 228,234 | | | | | | 44 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.24 | | | | | | 0.11• | | | | | | 1.08 | | | | | | 1.19 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.43 | | | | | | 11.62 | | | | | | 0.25 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 2.02 | | | | | | 58,258 | | | | | | 21 | | |
12-31-18 | | | | | 11.21 | | | | | | 0.23 | | | | | | (0.76) | | | | | | (0.53) | | | | | | 0.19 | | | | | | 0.25 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 10.24 | | | | | | (4.94) | | | | | | 0.26 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 2.06 | | | | | | 56,645 | | | | | | 35 | | |
12-31-17 | | | | | 10.13 | | | | | | 0.21• | | | | | | 1.27 | | | | | | 1.48 | | | | | | 0.19 | | | | | | 0.21 | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 11.21 | | | | | | 14.84 | | | | | | 0.26 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 1.94 | | | | | | 60,664 | | | | | | 32 | | |
12-31-16 | | | | | 10.42 | | | | | | 0.25• | | | | | | 0.48 | | | | | | 0.73 | | | | | | 0.27 | | | | | | 0.75 | | | | | | — | | | | | | 1.02 | | | | | | — | | | | | | 10.13 | | | | | | 7.14 | | | | | | 0.27 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 2.39 | | | | | | 56,555 | | | | | | 44 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.13 | | | | | | 0.10• | | | | | | 1.07 | | | | | | 1.17 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.30 | | | | | | 11.55 | | | | | | 0.50 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 1.79 | | | | | | 130,531 | | | | | | 21 | | |
12-31-18 | | | | | 11.09 | | | | | | 0.19• | | | | | | (0.74) | | | | | | (0.55) | | | | | | 0.16 | | | | | | 0.25 | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 10.13 | | | | | | (5.17) | | | | | | 0.51 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.78 | | | | | | 120,905 | | | | | | 35 | | |
12-31-17 | | | | | 10.02 | | | | | | 0.18• | | | | | | 1.26 | | | | | | 1.44 | | | | | | 0.16 | | | | | | 0.21 | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 11.09 | | | | | | 14.62 | | | | | | 0.51 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.69 | | | | | | 149,827 | | | | | | 32 | | |
12-31-16 | | | | | 10.31 | | | | | | 0.21• | | | | | | 0.48 | | | | | | 0.69 | | | | | | 0.23 | | | | | | 0.75 | | | | | | — | | | | | | 0.98 | | | | | | — | | | | | | 10.02 | | | | | | 6.85 | | | | | | 0.52 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 2.07 | | | | | | 150,126 | | | | | | 44 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.96 | | | | | | 0.09• | | | | | | 1.04 | | | | | | 1.13 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.09 | | | | | | 11.35 | | | | | | 0.65 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.67 | | | | | | 30,471 | | | | | | 21 | | |
12-31-18 | | | | | 10.90 | | | | | | 0.17• | | | | | | (0.72) | | | | | | (0.55) | | | | | | 0.14 | | | | | | 0.25 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 9.96 | | | | | | (5.29) | | | | | | 0.66 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.61 | | | | | | 26,038 | | | | | | 35 | | |
12-31-17 | | | | | 9.86 | | | | | | 0.16• | | | | | | 1.24 | | | | | | 1.40 | | | | | | 0.15 | | | | | | 0.21 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 10.90 | | | | | | 14.41 | | | | | | 0.66 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.55 | | | | | | 34,197 | | | | | | 32 | | |
12-31-16 | | | | | 10.16 | | | | | | 0.20• | | | | | | 0.47 | | | | | | 0.67 | | | | | | 0.22 | | | | | | 0.75 | | | | | | — | | | | | | 0.97 | | | | | | — | | | | | | 9.86 | | | | | | 6.72 | | | | | | 0.70 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 2.04 | | | | | | 34,034 | | | | | | 44 | | |
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 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.31 | | | | | | 0.13• | | | | | | 1.09 | | | | | | 1.22 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.53 | | | | | | 11.83 | | | | | | 0.25 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.31 | | | | | | 589,308 | | | | | | 21 | | |
12-31-18 | | | | | 11.26 | | | | | | 0.26• | | | | | | (0.77) | | | | | | (0.51) | | | | | | 0.19 | | | | | | 0.25 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 10.31 | | | | | | (4.74) | | | | | | 0.26 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.31 | | | | | | 452,255 | | | | | | 35 | | |
12-31-17 | | | | | 10.16 | | | | | | 0.25• | | | | | | 1.25 | | | | | | 1.50 | | | | | | 0.19 | | | | | | 0.21 | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 11.26 | | | | | | 15.00 | | | | | | 0.26 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.31 | | | | | | 371,838 | | | | | | 32 | | |
12-31-16 | | | | | 10.43 | | | | | | 0.32• | | | | | | 0.43 | | | | | | 0.75 | | | | | | 0.27 | | | | | | 0.75 | | | | | | — | | | | | | 1.02 | | | | | | — | | | | | | 10.16 | | | | | | 7.33 | | | | | | 0.27 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 3.13 | | | | | | 118,855 | | | | | | 44 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 13.81 | | | | | | 0.12• | | | | | | 1.64 | | | | | | 1.76 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.57 | | | | | | 12.74 | | | | | | 0.74 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 1.62 | | | | | | 30,937 | | | | | | 24 | | |
12-31-18 | | | | | 15.28 | | | | | | 0.24• | | | | | | (1.21) | | | | | | (0.97) | | | | | | 0.15 | | | | | | 0.35 | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 13.81 | | | | | | (6.60) | | | | | | 0.75 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 1.61 | | | | | | 27,143 | | | | | | 33 | | |
12-31-17 | | | | | 13.22 | | | | | | 0.21• | | | | | | 1.98 | | | | | | 2.19 | | | | | | 0.05 | | | | | | 0.08 | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 15.28 | | | | | | 16.62 | | | | | | 0.76 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.48 | | | | | | 20,939 | | | | | | 32 | | |
12-31-16 | | | | | 12.39 | | | | | | 0.27• | | | | | | 0.58 | | | | | | 0.85 | | | | | | 0.01 | | | | | | 0.01 | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 13.22 | | | | | | 6.84 | | | | | | 0.83 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 2.13 | | | | | | 10,732 | | | | | | 64 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.19 | | | | | | 0.16• | | | | | | 1.69 | | | | | | 1.85 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.04 | | | | | | 13.04 | | | | | | 0.24 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 2.04 | | | | | | 7,317 | | | | | | 24 | | |
12-31-18 | | | | | 15.65 | | | | | | 0.31• | | | | | | (1.23) | | | | | | (0.92) | | | | | | 0.19 | | | | | | 0.35 | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 14.19 | | | | | | (6.11) | | | | | | 0.25 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 2.03 | | | | | | 6,304 | | | | | | 33 | | |
12-31-17 | | | | | 13.50 | | | | | | 0.31• | | | | | | 1.99 | | | | | | 2.30 | | | | | | 0.07 | | | | | | 0.08 | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 15.65 | | | | | | 17.14 | | | | | | 0.26 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 2.10 | | | | | | 4,953 | | | | | | 32 | | |
12-31-16 | | | | | 12.60 | | | | | | 0.31• | | | | | | 0.61 | | | | | | 0.92 | | | | | | 0.01 | | | | | | 0.01 | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 13.50 | | | | | | 7.31 | | | | | | 0.33 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 2.36 | | | | | | 2,173 | | | | | | 64 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.09 | | | | | | 0.14• | | | | | | 1.68 | | | | | | 1.82 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.91 | | | | | | 12.92 | | | | | | 0.49 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 1.89 | | | | | | 13,724 | | | | | | 24 | | |
12-31-18 | | | | | 15.56 | | | | | | 0.28 | | | | | | (1.24) | | | | | | (0.96) | | | | | | 0.16 | | | | | | 0.35 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 14.09 | | | | | | (6.40) | | | | | | 0.50 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.77 | | | | | | 11,224 | | | | | | 33 | | |
12-31-17 | | | | | 13.44 | | | | | | 0.27• | | | | | | 1.99 | | | | | | 2.26 | | | | | | 0.06 | | | | | | 0.08 | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 15.56 | | | | | | 16.91 | | | | | | 0.51 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.82 | | | | | | 12,320 | | | | | | 32 | | |
12-31-16 | | | | | 12.57 | | | | | | 0.37• | | | | | | 0.52 | | | | | | 0.89 | | | | | | 0.01 | | | | | | 0.01 | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 13.44 | | | | | | 7.08 | | | | | | 0.58 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 2.83 | | | | | | 6,607 | | | | | | 64 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 13.94 | | | | | | 0.15• | | | | | | 1.64 | | | | | | 1.79 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.73 | | | | | | 12.84 | | | | | | 0.64 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 2.05 | | | | | | 4,574 | | | | | | 24 | | |
12-31-18 | | | | | 15.37 | | | | | | 0.26• | | | | | | (1.22) | | | | | | (0.96) | | | | | | 0.12 | | | | | | 0.35 | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 13.94 | | | | | | (6.47) | | | | | | 0.65 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.74 | | | | | | 2,239 | | | | | | 33 | | |
12-31-17 | | | | | 13.29 | | | | | | 0.22• | | | | | | 1.99 | | | | | | 2.21 | | | | | | 0.05 | | | | | | 0.08 | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 15.37 | | | | | | 16.69 | | | | | | 0.66 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 1.54 | | | | | | 1,800 | | | | | | 32 | | |
12-31-16 | | | | | 12.45 | | | | | | 0.33• | | | | | | 0.53 | | | | | | 0.86 | | | | | | 0.01 | | | | | | 0.01 | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 13.29 | | | | | | 6.92 | | | | | | 0.76 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 2.54 | | | | | | 1,735 | | | | | | 64 | | |
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 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.26 | | | | | | 0.18• | | | | | | 1.69 | | | | | | 1.87 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.13 | | | | | | 13.11 | | | | | | 0.24 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.38 | | | | | | 467,795 | | | | | | 24 | | |
12-31-18 | | | | | 15.69 | | | | | | 0.36• | | | | | | (1.25) | | | | | | (0.89) | | | | | | 0.19 | | | | | | 0.35 | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 14.26 | | | | | | (5.90) | | | | | | 0.25 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.29 | | | | | | 348,273 | | | | | | 33 | | |
12-31-17 | | | | | 13.51 | | | | | | 0.35• | | | | | | 1.98 | | | | | | 2.33 | | | | | | 0.07 | | | | | | 0.08 | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 15.69 | | | | | | 17.35 | | | | | | 0.26 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.36 | | | | | | 267,328 | | | | | | 32 | | |
12-31-16 | | | | | 12.59 | | | | | | 0.46• | | | | | | 0.48 | | | | | | 0.94 | | | | | | 0.01 | | | | | | 0.01 | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 13.51 | | | | | | 7.48 | | | | | | 0.33 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 3.53 | | | | | | 72,347 | | | | | | 64 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.14 | | | | | | 0.09• | | | | | | 1.29 | | | | | | 1.38 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.52 | | | | | | 13.61 | | | | | | 0.74 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 1.58 | | | | | | 189,327 | | | | | | 22 | | |
12-31-18 | | | | | 11.34 | | | | | | 0.16• | | | | | | (0.94) | | | | | | (0.78) | | | | | | 0.13 | | | | | | 0.29 | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 10.14 | | | | | | (7.26) | | | | | | 0.75 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 1.45 | | | | | | 176,145 | | | | | | 33 | | |
12-31-17 | | | | | 9.98 | | | | | | 0.15• | | | | | | 1.61 | | | | | | 1.76 | | | | | | 0.13 | | | | | | 0.27 | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 11.34 | | | | | | 17.95 | | | | | | 0.76 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.37 | | | | | | 215,074 | | | | | | 25 | | |
12-31-16 | | | | | 10.34 | | | | | | 0.19 | | | | | | 0.57 | | | | | | 0.76 | | | | | | 0.19 | | | | | | 0.93 | | | | | | — | | | | | | 1.12 | | | | | | — | | | | | | 9.98 | | | | | | 7.63 | | | | | | 0.76 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.86 | | | | | | 203,566 | | | | | | 41 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.42 | | | | | | 0.12• | | | | | | 1.34 | | | | | | 1.46 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.88 | | | | | | 14.01 | | | | | | 0.24 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 2.05 | | | | | | 57,694 | | | | | | 22 | | |
12-31-18 | | | | | 11.65 | | | | | | 0.22 | | | | | | (0.98) | | | | | | (0.76) | | | | | | 0.18 | | | | | | 0.29 | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 10.42 | | | | | | (6.86) | | | | | | 0.25 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 1.99 | | | | | | 55,982 | | | | | | 33 | | |
12-31-17 | | | | | 10.23 | | | | | | 0.20 | | | | | | 1.68 | | | | | | 1.88 | | | | | | 0.19 | | | | | | 0.27 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 11.65 | | | | | | 18.65 | | | | | | 0.26 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 1.89 | | | | | | 58,021 | | | | | | 25 | | |
12-31-16 | | | | | 10.58 | | | | | | 0.25• | | | | | | 0.58 | | | | | | 0.83 | | | | | | 0.25 | | | | | | 0.93 | | | | | | — | | | | | | 1.18 | | | | | | — | | | | | | 10.23 | | | | | | 8.12 | | | | | | 0.26 | | | | | | 0.13 | | | | | | 0.13 | | | | | | 2.40 | | | | | | 47,484 | | | | | | 41 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.29 | | | | | | 0.10• | | | | | | 1.33 | | | | | | 1.43 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.72 | | | | | | 13.90 | | | | | | 0.49 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 1.83 | | | | | | 110,033 | | | | | | 22 | | |
12-31-18 | | | | | 11.51 | | | | | | 0.19• | | | | | | (0.97) | | | | | | (0.78) | | | | | | 0.15 | | | | | | 0.29 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 10.29 | | | | | | (7.12) | | | | | | 0.50 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.70 | | | | | | 96,259 | | | | | | 33 | | |
12-31-17 | | | | | 10.11 | | | | | | 0.17• | | | | | | 1.66 | | | | | | 1.83 | | | | | | 0.16 | | | | | | 0.27 | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 11.51 | | | | | | 18.39 | | | | | | 0.51 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.61 | | | | | | 121,702 | | | | | | 25 | | |
12-31-16 | | | | | 10.47 | | | | | | 0.21• | | | | | | 0.58 | | | | | | 0.79 | | | | | | 0.22 | | | | | | 0.93 | | | | | | — | | | | | | 1.15 | | | | | | — | | | | | | 10.11 | | | | | | 7.77 | | | | | | 0.51 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 2.06 | | | | | | 118,463 | | | | | | 41 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.13 | | | | | | 0.09• | | | | | | 1.30 | | | | | | 1.39 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.52 | | | | | | 13.72 | | | | | | 0.64 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.66 | | | | | | 30,659 | | | | | | 22 | | |
12-31-18 | | | | | 11.32 | | | | | | 0.17• | | | | | | (0.94) | | | | | | (0.77) | | | | | | 0.13 | | | | | | 0.29 | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 10.13 | | | | | | (7.14) | | | | | | 0.65 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.52 | | | | | | 29,751 | | | | | | 33 | | |
12-31-17 | | | | | 9.96 | | | | | | 0.16 | | | | | | 1.62 | | | | | | 1.78 | | | | | | 0.15 | | | | | | 0.27 | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 11.32 | | | | | | 18.14 | | | | | | 0.66 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.50 | | | | | | 37,316 | | | | | | 25 | | |
12-31-16 | | | | | 10.33 | | | | | | 0.20 | | | | | | 0.56 | | | | | | 0.76 | | | | | | 0.20 | | | | | | 0.93 | | | | | | — | | | | | | 1.13 | | | | | | — | | | | | | 9.96 | | | | | | 7.65 | | | | | | 0.69 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 2.01 | | | | | | 32,558 | | | | | | 41 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.51 | | | | | | 0.13• | | | | | | 1.35 | | | | | | 1.48 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.99 | | | | | | 14.08 | | | | | | 0.24 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.37 | | | | | | 561,418 | | | | | | 22 | | |
12-31-18 | | | | | 11.72 | | | | | | 0.26• | | | | | | (1.00) | | | | | | (0.74) | | | | | | 0.18 | | | | | | 0.29 | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 10.51 | | | | | | (6.64) | | | | | | 0.25 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.24 | | | | | | 412,024 | | | | | | 33 | | |
12-31-17 | | | | | 10.27 | | | | | | 0.25• | | | | | | 1.66 | | | | | | 1.91 | | | | | | 0.19 | | | | | | 0.27 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 11.72 | | | | | | 18.88 | | | | | | 0.26 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.26 | | | | | | 327,540 | | | | | | 25 | | |
12-31-16 | | | | | 10.61 | | | | | | 0.34• | | | | | | 0.50 | | | | | | 0.84 | | | | | | 0.25 | | | | | | 0.93 | | | | | | — | | | | | | 1.18 | | | | | | — | | | | | | 10.27 | | | | | | 8.21 | | | | | | 0.26 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 3.31 | | | | | | 101,022 | | | | | | 41 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.29 | | | | | | 0.12• | | | | | | 1.93 | | | | | | 2.05 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.34 | | | | | | 14.35 | | | | | | 0.74 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 1.60 | | | | | | 21,669 | | | | | | 17 | | |
12-31-18 | | | | | 16.00 | | | | | | 0.23• | | | | | | (1.45) | | | | | | (1.22) | | | | | | 0.13 | | | | | | 0.36 | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 14.29 | | | | | | (7.94) | | | | | | 0.75 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.48 | | | | | | 15,441 | | | | | | 30 | | |
12-31-17 | | | | | 13.57 | | | | | | 0.21• | | | | | | 2.36 | | | | | | 2.57 | | | | | | 0.05 | | | | | | 0.09 | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 16.00 | | | | | | 19.05 | | | | | | 0.77 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.44 | | | | | | 11,117 | | | | | | 29 | | |
12-31-16 | | | | | 12.62 | | | | | | 0.29• | | | | | | 0.68 | | | | | | 0.97 | | | | | | 0.01 | | | | | | 0.01 | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 13.57 | | | | | | 7.67 | | | | | | 0.90 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 2.27 | | | | | | 5,222 | | | | | | 52 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.65 | | | | | | 0.16• | | | | | | 1.98 | | | | | | 2.14 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.79 | | | | | | 14.61 | | | | | | 0.24 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 1.99 | | | | | | 4,321 | | | | | | 17 | | |
12-31-18 | | | | | 16.36 | | | | | | 0.32• | | | | | | (1.50) | | | | | | (1.18) | | | | | | 0.17 | | | | | | 0.36 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 14.65 | | | | | | (7.53) | | | | | | 0.25 | | | | | | 0.21 | | | | | | 0.21 | | | | | | 1.97 | | | | | | 3,952 | | | | | | 30 | | |
12-31-17 | | | | | 13.82 | | | | | | 0.32• | | | | | | 2.38 | | | | | | 2.70 | | | | | | 0.07 | | | | | | 0.09 | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 16.36 | | | | | | 19.68 | | | | | | 0.27 | | | | | | 0.18 | | | | | | 0.18 | | | | | | 2.12 | | | | | | 2,612 | | | | | | 29 | | |
12-31-16 | | | | | 12.79 | | | | | | 0.32• | | | | | | 0.73 | | | | | | 1.05 | | | | | | 0.01 | | | | | | 0.01 | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 13.82 | | | | | | 8.24 | | | | | | 0.40 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 2.43 | | | | | | 659 | | | | | | 52 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.62 | | | | | | 0.15• | | | | | | 1.97 | | | | | | 2.12 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.74 | | | | | | 14.50 | | | | | | 0.49 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 1.83 | | | | | | 10,636 | | | | | | 17 | | |
12-31-18 | | | | | 16.33 | | | | | | 0.26 | | | | | | (1.47) | | | | | | (1.21) | | | | | | 0.14 | | | | | | 0.36 | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 14.62 | | | | | | (7.73) | | | | | | 0.50 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 1.64 | | | | | | 7,981 | | | | | | 30 | | |
12-31-17 | | | | | 13.82 | | | | | | 0.25• | | | | | | 2.41 | | | | | | 2.66 | | | | | | 0.06 | | | | | | 0.09 | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 16.33 | | | | | | 19.39 | | | | | | 0.52 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.64 | | | | | | 8,832 | | | | | | 29 | | |
12-31-16 | | | | | 12.83 | | | | | | 0.38• | | | | | | 0.63 | | | | | | 1.01 | | | | | | 0.01 | | | | | | 0.01 | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 13.82 | | | | | | 7.89 | | | | | | 0.65 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 2.85 | | | | | | 5,044 | | | | | | 52 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.42 | | | | | | 0.13• | | | | | | 1.95 | | | | | | 2.08 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.50 | | | | | | 14.42 | | | | | | 0.64 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.61 | | | | | | 2,518 | | | | | | 17 | | |
12-31-18 | | | | | 16.13 | | | | | | 0.23• | | | | | | (1.46) | | | | | | (1.23) | | | | | | 0.12 | | | | | | 0.36 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 14.42 | | | | | | (7.90) | | | | | | 0.65 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.47 | | | | | | 1,905 | | | | | | 30 | | |
12-31-17 | | | | | 13.67 | | | | | | 0.23• | | | | | | 2.38 | | | | | | 2.61 | | | | | | 0.06 | | | | | | 0.09 | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 16.13 | | | | | | 19.21 | | | | | | 0.67 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.50 | | | | | | 1,688 | | | | | | 29 | | |
12-31-16 | | | | | 12.70 | | | | | | 0.34• | | | | | | 0.65 | | | | | | 0.99 | | | | | | 0.01 | | | | | | 0.01 | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 13.67 | | | | | | 7.82 | | | | | | 0.83 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 2.60 | | | | | | 651 | | | | | | 52 | | |
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 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.74 | | | | | | 0.19• | | | | | | 1.99 | | | | | | 2.18 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.92 | | | | | | 14.79 | | | | | | 0.24 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.41 | | | | | | 345,895 | | | | | | 17 | | |
12-31-18 | | | | | 16.42 | | | | | | 0.36• | | | | | | (1.51) | | | | | | (1.15) | | | | | | 0.17 | | | | | | 0.36 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 14.74 | | | | | | (7.32) | | | | | | 0.25 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.22 | | | | | | 243,229 | | | | | | 30 | | |
12-31-17 | | | | | 13.85 | | | | | | 0.34• | | | | | | 2.39 | | | | | | 2.73 | | | | | | 0.07 | | | | | | 0.09 | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 16.42 | | | | | | 19.86 | | | | | | 0.27 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.21 | | | | | | 169,065 | | | | | | 29 | | |
12-31-16 | | | | | 12.80 | | | | | | 0.47• | | | | | | 0.61 | | | | | | 1.08 | | | | | | 0.02 | | | | | | 0.01 | | | | | | — | | | | | | 0.03 | | | | | | — | | | | | | 13.85 | | | | | | 8.40 | | | | | | 0.40 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 3.51 | | | | | | 48,146 | | | | | | 52 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.38 | | | | | | 0.09• | | | | | | 1.47 | | | | | | 1.56 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.94 | | | | | | 15.03 | | | | | | 0.74 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 1.54 | | | | | | 134,659 | | | | | | 18 | | |
12-31-18 | | | | | 11.79 | | | | | | 0.15• | | | | | | (1.13) | | | | | | (0.98) | | | | | | 0.11 | | | | | | 0.32 | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 10.38 | | | | | | (8.70) | | | | | | 0.74 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 1.31 | | | | | | 122,905 | | | | | | 31 | | |
12-31-17 | | | | | 10.22 | | | | | | 0.13• | | | | | | 1.88 | | | | | | 2.01 | | | | | | 0.12 | | | | | | 0.32 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 11.79 | | | | | | 19.96 | | | | | | 0.75 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.20 | | | | | | 148,205 | | | | | | 25 | | |
12-31-16 | | | | | 10.55 | | | | | | 0.17 | | | | | | 0.61 | | | | | | 0.78 | | | | | | 0.17 | | | | | | 0.94 | | | | | | — | | | | | | 1.11 | | | | | | — | | | | | | 10.22 | | | | | | 7.67 | | | | | | 0.76 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.70 | | | | | | 139,777 | | | | | | 41 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.74 | | | | | | 0.12• | | | | | | 1.52 | | | | | | 1.64 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.38 | | | | | | 15.27 | | | | | | 0.24 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 1.98 | | | | | | 46,121 | | | | | | 18 | | |
12-31-18 | | | | | 12.17 | | | | | | 0.22 | | | | | | (1.16) | | | | | | (0.94) | | | | | | 0.17 | | | | | | 0.32 | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 10.74 | | | | | | (8.16) | | | | | | 0.24 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 1.84 | | | | | | 43,658 | | | | | | 31 | | |
12-31-17 | | | | | 10.54 | | | | | | 0.20• | | | | | | 1.93 | | | | | | 2.13 | | | | | | 0.18 | | | | | | 0.32 | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 12.17 | | | | | | 20.48 | | | | | | 0.25 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 1.76 | | | | | | 48,317 | | | | | | 25 | | |
12-31-16 | | | | | 10.84 | | | | | | 0.24• | | | | | | 0.63 | | | | | | 0.87 | | | | | | 0.23 | | | | | | 0.94 | | | | | | — | | | | | | 1.17 | | | | | | — | | | | | | 10.54 | | | | | | 8.29 | | | | | | 0.26 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 2.24 | | | | | | 35,877 | | | | | | 41 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.58 | | | | | | 0.10• | | | | | | 1.50 | | | | | | 1.60 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.18 | | | | | | 15.12 | | | | | | 0.49 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 1.78 | | | | | | 73,691 | | | | | | 18 | | |
12-31-18 | | | | | 12.00 | | | | | | 0.18• | | | | | | (1.14) | | | | | | (0.96) | | | | | | 0.14 | | | | | | 0.32 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 10.58 | | | | | | (8.44) | | | | | | 0.49 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 1.53 | | | | | | 65,002 | | | | | | 31 | | |
12-31-17 | | | | | 10.40 | | | | | | 0.17 | | | | | | 1.90 | | | | | | 2.07 | | | | | | 0.15 | | | | | | 0.32 | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 12.00 | | | | | | 20.21 | | | | | | 0.50 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.46 | | | | | | 87,386 | | | | | | 25 | | |
12-31-16 | | | | | 10.70 | | | | | | 0.21 | | | | | | 0.62 | | | | | | 0.83 | | | | | | 0.19 | | | | | | 0.94 | | | | | | — | | | | | | 1.13 | | | | | | — | | | | | | 10.40 | | | | | | 8.05 | | | | | | 0.51 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 1.91 | | | | | | 76,656 | | | | | | 41 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.41 | | | | | | 0.09• | | | | | | 1.47 | | | | | | 1.56 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.97 | | | | | | 14.99 | | | | | | 0.64 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.65 | | | | | | 18,763 | | | | | | 18 | | |
12-31-18 | | | | | 11.80 | | | | | | 0.16• | | | | | | (1.12) | | | | | | (0.96) | | | | | | 0.11 | | | | | | 0.32 | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 10.41 | | | | | | (8.52) | | | | | | 0.64 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.40 | | | | | | 16,121 | | | | | | 31 | | |
12-31-17 | | | | | 10.24 | | | | | | 0.14• | | | | | | 1.88 | | | | | | 2.02 | | | | | | 0.14 | | | | | | 0.32 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 11.80 | | | | | | 19.97 | | | | | | 0.65 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 1.26 | | | | | | 19,206 | | | | | | 25 | | |
12-31-16 | | | | | 10.56 | | | | | | 0.20• | | | | | | 0.60 | | | | | | 0.80 | | | | | | 0.18 | | | | | | 0.94 | | | | | | — | | | | | | 1.12 | | | | | | — | | | | | | 10.24 | | | | | | 7.88 | | | | | | 0.69 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 1.93 | | | | | | 18,507 | | | | | | 41 | | |
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 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.82 | | | | | | 0.14• | | | | | | 1.53 | | | | | | 1.67 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.49 | | | | | | 15.43 | | | | | | 0.24 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.36 | | | | | | 381,583 | | | | | | 18 | | |
12-31-18 | | | | | 12.24 | | | | | | 0.26• | | | | | | (1.19) | | | | | | (0.93) | | | | | | 0.17 | | | | | | 0.32 | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 10.82 | | | | | | (8.03) | | | | | | 0.24 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.14 | | | | | | 273,348 | | | | | | 31 | | |
12-31-17 | | | | | 10.57 | | | | | | 0.24• | | | | | | 1.93 | | | | | | 2.17 | | | | | | 0.18 | | | | | | 0.32 | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 12.24 | | | | | | 20.81 | | | | | | 0.25 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.12 | | | | | | 208,189 | | | | | | 25 | | |
12-31-16 | | | | | 10.85 | | | | | | 0.34• | | | | | | 0.55 | | | | | | 0.89 | | | | | | 0.23 | | | | | | 0.94 | | | | | | — | | | | | | 1.17 | | | | | | — | | | | | | 10.57 | | | | | | 8.47 | | | | | | 0.26 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 3.21 | | | | | | 58,923 | | | | | | 41 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.39 | | | | | | 0.13• | | | | | | 2.06 | | | | | | 2.19 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.58 | | | | | | 15.22 | | | | | | 0.74 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 1.68 | | | | | | 15,301 | | | | | | 18 | | |
12-31-18 | | | | | 16.26 | | | | | | 0.22• | | | | | | (1.62) | | | | | | (1.40) | | | | | | 0.11 | | | | | | 0.36 | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 14.39 | | | | | | (8.92) | | | | | | 0.75 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 1.39 | | | | | | 11,155 | | | | | | 28 | | |
12-31-17 | | | | | 13.65 | | | | | | 0.20• | | | | | | 2.53 | | | | | | 2.73 | | | | | | 0.04 | | | | | | 0.08 | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 16.26 | | | | | | 20.12 | | | | | | 0.78 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 1.31 | | | | | | 7,817 | | | | | | 26 | | |
12-31-16 | | | | | 12.69 | | | | | | 0.27• | | | | | | 0.73 | | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.03 | | | | | | — | | | | | | 0.04 | | | | | | — | | | | | | 13.65 | | | | | | 7.94 | | | | | | 1.03 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.05 | | | | | | 3,296 | | | | | | 49 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.69 | | | | | | 0.16• | | | | | | 2.12 | | | | | | 2.28 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.97 | | | | | | 15.52 | | | | | | 0.24 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 2.04 | | | | | | 4,510 | | | | | | 18 | | |
12-31-18 | | | | | 16.55 | | | | | | 0.30• | | | | | | (1.65) | | | | | | (1.35) | | | | | | 0.15 | | | | | | 0.36 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 14.69 | | | | | | (8.49) | | | | | | 0.25 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 1.82 | | | | | | 3,851 | | | | | | 28 | | |
12-31-17 | | | | | 13.84 | | | | | | 0.31• | | | | | | 2.55 | | | | | | 2.86 | | | | | | 0.07 | | | | | | 0.08 | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 16.55 | | | | | | 20.75 | | | | | | 0.28 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 2.00 | | | | | | 3,195 | | | | | | 26 | | |
12-31-16 | | | | | 12.80 | | | | | | 0.33• | | | | | | 0.76 | | | | | | 1.09 | | | | | | 0.02 | | | | | | 0.03 | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 13.84 | | | | | | 8.52 | | | | | | 0.53 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 2.52 | | | | | | 950 | | | | | | 49 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.65 | | | | | | 0.15• | | | | | | 2.10 | | | | | | 2.25 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.90 | | | | | | 15.36 | | | | | | 0.49 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 1.92 | | | | | | 10,076 | | | | | | 18 | | |
12-31-18 | | | | | 16.51 | | | | | | 0.25 | | | | | | (1.63) | | | | | | (1.38) | | | | | | 0.12 | | | | | | 0.36 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 14.65 | | | | | | (8.68) | | | | | | 0.50 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 1.53 | | | | | | 7,477 | | | | | | 28 | | |
12-31-17 | | | | | 13.83 | | | | | | 0.24• | | | | | | 2.58 | | | | | | 2.82 | | | | | | 0.06 | | | | | | 0.08 | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 16.51 | | | | | | 20.47 | | | | | | 0.53 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.56 | | | | | | 8,090 | | | | | | 26 | | |
12-31-16 | | | | | 12.83 | | | | | | 0.37• | | | | | | 0.68 | | | | | | 1.05 | | | | | | 0.02 | | | | | | 0.03 | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 13.83 | | | | | | 8.20 | | | | | | 0.78 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 2.76 | | | | | | 3,987 | | | | | | 49 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.45 | | | | | | 0.13• | | | | | | 2.08 | | | | | | 2.21 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.66 | | | | | | 15.29 | | | | | | 0.64 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.70 | | | | | | 2,597 | | | | | | 18 | | |
12-31-18 | | | | | 16.30 | | | | | | 0.22• | | | | | | (1.60) | | | | | | (1.38) | | | | | | 0.11 | | | | | | 0.36 | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 14.45 | | | | | | (8.80) | | | | | | 0.65 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.36 | | | | | | 2,023 | | | | | | 28 | | |
12-31-17 | | | | | 13.68 | | | | | | 0.23• | | | | | | 2.52 | | | | | | 2.75 | | | | | | 0.05 | | | | | | 0.08 | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 16.30 | | | | | | 20.21 | | | | | | 0.68 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.50 | | | | | | 1,973 | | | | | | 26 | | |
12-31-16 | | | | | 12.71 | | | | | | 0.35• | | | | | | 0.67 | | | | | | 1.02 | | | | | | 0.02 | | | | | | 0.03 | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 13.68 | | | | | | 8.04 | | | | | | 0.96 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 2.66 | | | | | | 766 | | | | | | 49 | | |
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 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.77 | | | | | | 0.19• | | | | | | 2.12 | | | | | | 2.31 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.08 | | | | | | 15.64 | | | | | | 0.24 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.41 | | | | | | 226,322 | | | | | | 18 | | |
12-31-18 | | | | | 16.60 | | | | | | 0.35• | | | | | | (1.67) | | | | | | (1.32) | | | | | | 0.15 | | | | | | 0.36 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 14.77 | | | | | | (8.28) | | | | | | 0.25 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.15 | | | | | | 153,539 | | | | | | 28 | | |
12-31-17 | | | | | 13.85 | | | | | | 0.33• | | | | | | 2.57 | | | | | | 2.90 | | | | | | 0.07 | | | | | | 0.08 | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 16.60 | | | | | | 21.03 | | | | | | 0.28 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.13 | | | | | | 97,126 | | | | | | 26 | | |
12-31-16 | | | | | 12.80 | | | | | | 0.49• | | | | | | 0.61 | | | | | | 1.10 | | | | | | 0.02 | | | | | | 0.03 | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 13.85 | | | | | | 8.62 | | | | | | 0.53 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 3.63 | | | | | | 21,080 | | | | | | 49 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 13.42 | | | | | | 0.12• | | | | | | 1.91 | | | | | | 2.03 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.45 | | | | | | 15.13 | | | | | | 0.74 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 1.59 | | | | | | 53,199 | | | | | | 15 | | |
12-31-18 | | | | | 15.18 | | | | | | 0.19 | | | | | | (1.49) | | | | | | (1.30) | | | | | | 0.12 | | | | | | 0.34 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 13.42 | | | | | | (8.87) | | | | | | 0.75 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 1.27 | | | | | | 46,688 | | | | | | 29 | | |
12-31-17 | | | | | 13.01 | | | | | | 0.16 | | | | | | 2.46 | | | | | | 2.62 | | | | | | 0.14 | | | | | | 0.31 | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 15.18 | | | | | | 20.37 | | | | | | 0.76 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 1.19 | | | | | | 52,886 | | | | | | 25 | | |
12-31-16 | | | | | 13.12 | | | | | | 0.22• | | | | | | 0.75 | | | | | | 0.97 | | | | | | 0.18 | | | | | | 0.90 | | | | | | — | | | | | | 1.08 | | | | | | — | | | | | | 13.01 | | | | | | 7.61 | | | | | | 0.78 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.68 | | | | | | 43,002 | | | | | | 42 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 13.75 | | | | | | 0.16• | | | | | | 1.97 | | | | | | 2.13 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.88 | | | | | | 15.49 | | | | | | 0.24 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 2.10 | | | | | | 24,159 | | | | | | 15 | | |
12-31-18 | | | | | 15.54 | | | | | | 0.28• | | | | | | (1.54) | | | | | | (1.26) | | | | | | 0.19 | | | | | | 0.34 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 13.75 | | | | | | (8.48) | | | | | | 0.25 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 1.82 | | | | | | 21,247 | | | | | | 29 | | |
12-31-17 | | | | | 13.29 | | | | | | 0.27• | | | | | | 2.49 | | | | | | 2.76 | | | | | | 0.20 | | | | | | 0.31 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 15.54 | | | | | | 21.03 | | | | | | 0.26 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 1.87 | | | | | | 19,100 | | | | | | 25 | | |
12-31-16 | | | | | 13.38 | | | | | | 0.30• | | | | | | 0.75 | | | | | | 1.05 | | | | | | 0.24 | | | | | | 0.90 | | | | | | — | | | | | | 1.14 | | | | | | — | | | | | | 13.29 | | | | | | 8.10 | | | | | | 0.28 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 2.24 | | | | | | 10,595 | | | | | | 42 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 13.59 | | | | | | 0.14• | | | | | | 1.94 | | | | | | 2.08 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.67 | | | | | | 15.31 | | | | | | 0.49 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 1.85 | | | | | | 33,311 | | | | | | 15 | | |
12-31-18 | | | | | 15.36 | | | | | | 0.23 | | | | | | (1.51) | | | | | | (1.28) | | | | | | 0.15 | | | | | | 0.34 | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 13.59 | | | | | | (8.66) | | | | | | 0.50 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 1.55 | | | | | | 26,744 | | | | | | 29 | | |
12-31-17 | | | | | 13.16 | | | | | | 0.20• | | | | | | 2.48 | | | | | | 2.68 | | | | | | 0.17 | | | | | | 0.31 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 15.36 | | | | | | 20.63 | | | | | | 0.51 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.40 | | | | | | 29,602 | | | | | | 25 | | |
12-31-16 | | | | | 13.25 | | | | | | 0.25• | | | | | | 0.76 | | | | | | 1.01 | | | | | | 0.20 | | | | | | 0.90 | | | | | | — | | | | | | 1.10 | | | | | | — | | | | | | 13.16 | | | | | | 7.89 | | | | | | 0.53 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 1.92 | | | | | | 23,832 | | | | | | 42 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 13.49 | | | | | | 0.13• | | | | | | 1.92 | | | | | | 2.05 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.54 | | | | | | 15.20 | | | | | | 0.64 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.74 | | | | | | 10,139 | | | | | | 15 | | |
12-31-18 | | | | | 15.24 | | | | | | 0.20• | | | | | | (1.49) | | | | | | (1.29) | | | | | | 0.12 | | | | | | 0.34 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 13.49 | | | | | | (8.77) | | | | | | 0.65 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.30 | | | | | | 7,943 | | | | | | 29 | | |
12-31-17 | | | | | 13.06 | | | | | | 0.19• | | | | | | 2.45 | | | | | | 2.64 | | | | | | 0.15 | | | | | | 0.31 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 15.24 | | | | | | 20.50 | | | | | | 0.66 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.35 | | | | | | 10,327 | | | | | | 25 | | |
12-31-16 | | | | | 13.17 | | | | | | 0.24• | | | | | | 0.74 | | | | | | 0.98 | | | | | | 0.19 | | | | | | 0.90 | | | | | | — | | | | | | 1.09 | | | | | | — | | | | | | 13.06 | | | | | | 7.71 | | | | | | 0.71 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 1.87 | | | | | | 6,752 | | | | | | 42 | | |
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 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 13.86 | | | | | | 0.19• | | | | | | 1.97 | | | | | | 2.16 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.02 | | | | | | 15.58 | | | | | | 0.24 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.46 | | | | | | 169,511 | | | | | | 15 | | |
12-31-18 | | | | | 15.62 | | | | | | 0.33• | | | | | | (1.56) | | | | | | (1.23) | | | | | | 0.19 | | | | | | 0.34 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 13.86 | | | | | | (8.24) | | | | | | 0.25 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.15 | | | | | | 111,996 | | | | | | 29 | | |
12-31-17 | | | | | 13.33 | | | | | | 0.30• | | | | | | 2.50 | | | | | | 2.80 | | | | | | 0.20 | | | | | | 0.31 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 15.62 | | | | | | 21.27 | | | | | | 0.26 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.07 | | | | | | 68,540 | | | | | | 25 | | |
12-31-16 | | | | | 13.40 | | | | | | 0.40• | | | | | | 0.67 | | | | | | 1.07 | | | | | | 0.24 | | | | | | 0.90 | | | | | | — | | | | | | 1.14 | | | | | | — | | | | | | 13.33 | | | | | | 8.24 | | | | | | 0.28 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 3.06 | | | | | | 17,543 | | | | | | 42 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 11.02 | | | | | | 0.10• | | | | | | 1.57 | | | | | | 1.67 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.69 | | | | | | 15.15 | | | | | | 0.79 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 1.60 | | | | | | 7,674 | | | | | | 19 | | |
12-31-18 | | | | | 12.49 | | | | | | 0.17• | | | | | | (1.23) | | | | | | (1.06) | | | | | | 0.07 | | | | | | 0.34 | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 11.02 | | | | | | (8.88) | | | | | | 0.81 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 1.42 | | | | | | 6,029 | | | | | | 40 | | |
12-31-17 | | | | | 10.48 | | | | | | 0.16• | | | | | | 1.97 | | | | | | 2.13 | | | | | | 0.03 | | | | | | 0.09 | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 12.49 | | | | | | 20.44 | | | | | | 0.90 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 1.40 | | | | | | 4,579 | | | | | | 51 | | |
12-31-16 | | | | | 9.77 | | | | | | 0.21• | | | | | | 0.56 | | | | | | 0.77 | | | | | | 0.02 | | | | | | 0.04 | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 10.48 | | | | | | 7.87 | | | | | | 1.91 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.06 | | | | | | 1,690 | | | | | | 63 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 11.19 | | | | | | 0.15• | | | | | | 1.59 | | | | | | 1.74 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.93 | | | | | | 15.55 | | | | | | 0.29 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 2.37 | | | | | | 4,559 | | | | | | 19 | | |
12-31-18 | | | | | 12.65 | | | | | | 0.25• | | | | | | (1.27) | | | | | | (1.02) | | | | | | 0.10 | | | | | | 0.34 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 11.19 | | | | | | (8.46) | | | | | | 0.31 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 2.05 | | | | | | 3,020 | | | | | | 40 | | |
12-31-17 | | | | | 10.57 | | | | | | 0.31• | | | | | | 1.91 | | | | | | 2.22 | | | | | | 0.05 | | | | | | 0.09 | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 12.65 | | | | | | 21.11 | | | | | | 0.40 | | | | | | 0.20 | | | | | | 0.20 | | | | | | 2.60 | | | | | | 1,563 | | | | | | 51 | | |
12-31-16 | | | | | 9.82 | | | | | | 0.26• | | | | | | 0.54 | | | | | | 0.80 | | | | | | 0.01 | | | | | | 0.04 | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 10.57 | | | | | | 8.24 | | | | | | 1.41 | | | | | | 0.14 | | | | | | 0.14 | | | | | | 2.52 | | | | | | 146 | | | | | | 63 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 11.10 | | | | | | 0.12• | | | | | | 1.58 | | | | | | 1.70 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.80 | | | | | | 15.32 | | | | | | 0.54 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 1.94 | | | | | | 4,376 | | | | | | 19 | | |
12-31-18 | | | | | 12.56 | | | | | | 0.21• | | | | | | (1.25) | | | | | | (1.04) | | | | | | 0.08 | | | | | | 0.34 | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 11.10 | | | | | | (8.66) | | | | | | 0.56 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 1.70 | | | | | | 3,057 | | | | | | 40 | | |
12-31-17 | | | | | 10.52 | | | | | | 0.18• | | | | | | 1.99 | | | | | | 2.17 | | | | | | 0.04 | | | | | | 0.09 | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 12.56 | | | | | | 20.76 | | | | | | 0.65 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.51 | | | | | | 2,294 | | | | | | 51 | | |
12-31-16 | | | | | 9.79 | | | | | | 0.25• | | | | | | 0.54 | | | | | | 0.79 | | | | | | 0.02 | | | | | | 0.04 | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 10.52 | | | | | | 8.06 | | | | | | 1.66 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 2.46 | | | | | | 863 | | | | | | 63 | | |
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 | | |
| | | | | | | | | 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 S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 11.07 | | | | | | 0.11• | | | | | | 1.57 | | | | | | 1.68 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.75 | | | | | | 15.18 | | | | | | 0.69 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.80 | | | | | | 1,247 | | | | | | 19 | | |
12-31-18 | | | | | 12.51 | | | | | | 0.15• | | | | | | (1.20) | | | | | | (1.05) | | | | | | 0.05 | | | | | | 0.34 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 11.07 | | | | | | (8.75) | | | | | | 0.71 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.18 | | | | | | 751 | | | | | | 40 | | |
12-31-17 | | | | | 10.50 | | | | | | 0.20• | | | | | | 1.95 | | | | | | 2.15 | | | | | | 0.05 | | | | | | 0.09 | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 12.51 | | | | | | 20.54 | | | | | | 0.80 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.68 | | | | | | 993 | | | | | | 51 | | |
12-31-16 | | | | | 9.77 | | | | | | 0.26• | | | | | | 0.51 | | | | | | 0.77 | | | | | | — | | | | | | 0.04 | | | | | | — | | | | | | 0.04 | | | | | | — | | | | | | 10.50 | | | | | | 7.92 | | | | | | 1.84 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 2.61 | | | | | | 139 | | | | | | 63 | | |
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 | | |
Class Z | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 11.26 | | | | | | 0.16• | | | | | | 1.60 | | | | | | 1.76 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.02 | | | | | | 15.63 | | | | | | 0.29 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.52 | | | | | | 59,938 | | | | | | 19 | | |
12-31-18 | | | | | 12.70 | | | | | | 0.29• | | | | | | (1.29) | | | | | | (1.00) | | | | | | 0.10 | | | | | | 0.34 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 11.26 | | | | | | (8.27) | | | | | | 0.31 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.29 | | | | | | 32,971 | | | | | | 40 | | |
12-31-17 | | | | | 10.60 | | | | | | 0.26• | | | | | | 1.98 | | | | | | 2.24 | | | | | | 0.05 | | | | | | 0.09 | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 12.70 | | | | | | 21.24 | | | | | | 0.40 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 2.16 | | | | | | 15,056 | | | | | | 51 | | |
12-31-16 | | | | | 9.82 | | | | | | 0.50• | | | | | | 0.34 | | | | | | 0.84 | | | | | | 0.02 | | | | | | 0.04 | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 10.60 | | | | | | 8.58 | | | | | | 1.41 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 4.95 | | | | | | 3,068 | | | | | | 63 | | |
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 | | | | $ | 56,172,210 | | | | | $ | 13,675,778 | | |
Index Solution 2020 | | | | | 25,585,621 | | | | | | 7,073,985 | | |
Index Solution 2025 | | | | | 27,340,965 | | | | | | 27,414,841 | | |
Index Solution 2030 | | | | | 12,829,333 | | | | | | 12,914,415 | | |
Index Solution 2035 | | | | | 24,670,603 | | | | | | 24,590,771 | | |
Index Solution 2040 | | | | | 9,094,179 | | | | | | 9,120,008 | | |
Index Solution 2045 | | | | | 16,256,261 | | | | | | 16,270,605 | | |
Index Solution 2050 | | | | | 5,681,736 | | | | | | 5,709,185 | | |
Index Solution 2055 | | | | | 6,773,570 | | | | | | 6,800,639 | | |
| | | Purchases | | | Sales | | ||||||
Index Solution Income | | | | $ | 87,305,335 | | | | | $ | 90,324,996 | | |
Index Solution 2020 | | | | | 139,466,926 | | | | | | 91,716,439 | | |
Index Solution 2025 | | | | | 252,429,373 | | | | | | 194,256,809 | | |
Index Solution 2030 | | | | | 189,875,026 | | | | | | 111,394,232 | | |
Index Solution 2035 | | | | | 270,138,547 | | | | | | 193,755,944 | | |
Index Solution 2040 | | | | | 130,745,216 | | | | | | 58,642,936 | | |
Index Solution 2045 | | | | | 167,501,554 | | | | | | 109,075,586 | | |
Index Solution 2050 | | | | | 92,717,324 | | | | | | 39,592,675 | | |
Index Solution 2055 | | | | | 82,614,800 | | | | | | 38,931,174 | | |
Index Solution 2060 | | | | | 36,683,849 | | | | | | 12,236,149 | | |
Subsidiary | | | Portfolio | | | Percentage | | |||
Voya Institutional Trust Company | | | Index Solution Income | | | | | 37.84% | | |
| | | Index Solution 2020 | | | | | 9.75 | | |
| | | Index Solution 2025 | | | | | 14.84 | | |
| | | Index Solution 2030 | | | | | 7.59 | | |
| | | Index Solution 2035 | | | | | 12.47 | | |
| | | Index Solution 2040 | | | | | 7.03 | | |
| | | Index Solution 2045 | | | | | 11.40 | | |
| | | Index Solution 2050 | | | | | 6.53 | | |
| | | Index Solution 2055 | | | | | 8.77 | | |
| | | Index Solution 2060 | | | | | 8.85 | | |
Voya Retirement Insurance and Annuity Company | | | Index Solution Income | | | | | 62.13 | | |
| | | Index Solution 2020 | | | | | 90.25 | | |
| | | Index Solution 2025 | | | | | 85.16 | | |
| | | Index Solution 2030 | | | | | 92.41 | | |
| | | Index Solution 2035 | | | | | 87.48 | | |
| | | Index Solution 2040 | | | | | 92.97 | | |
| | | Index Solution 2045 | | | | | 88.60 | | |
| | | Index Solution 2050 | | | | | 93.47 | | |
| | | Index Solution 2055 | | | | | 91.23 | | |
| | | Index Solution 2060 | | | | | 91.15 | | |
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 2020 | | | | | 1 | | | | | $ | 748,000 | | | | | | 3.38% | | |
Index Solution 2025 | | | | | 1 | | | | | | 2,447,000 | | | | | | 3.38 | | |
Index Solution 2030 | | | | | 1 | | | | | | 577,000 | | | | | | 3.38 | | |
Index Solution 2035 | | | | | 1 | | | | | | 1,826,000 | | | | | | 3.38 | | |
| | | 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 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 178,133 | | | | | | — | | | | | | — | | | | | | (1,127,191) | | | | | | (949,058) | | | | | | 1,798,732 | | | | | | — | | | | | | — | | | | | | (11,392,348) | | | | | | (9,593,616) | | |
12/31/2018 | | | | | 646,418 | | | | | | — | | | | | | 313,830 | | | | | | (2,564,995) | | | | | | (1,604,747) | | | | | | 6,566,562 | | | | | | — | | | | | | 3,141,436 | | | | | | (25,972,388) | | | | | | (16,264,390) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 107,888 | | | | | | — | | | | | | — | | | | | | (400,382) | | | | | | (292,494) | | | | | | 1,125,526 | | | | | | — | | | | | | — | | | | | | (4,150,413) | | | | | | (3,024,887) | | |
12/31/2018 | | | | | 249,741 | | | | | | — | | | | | | 78,017 | | | | | | (354,127) | | | | | | (26,369) | | | | | | 2,599,791 | | | | | | — | | | | | | 800,450 | | | | | | (3,706,148) | | | | | | (305,907) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 198,469 | | | | | | — | | | | | | — | | | | | | (965,447) | | | | | | (766,978) | | | | | | 2,039,606 | | | | | | — | | | | | | — | | | | | | (9,973,431) | | | | | | (7,933,825) | | |
12/31/2018 | | | | | 413,680 | | | | | | — | | | | | | 530,229 | | | | | | (2,667,750) | | | | | | (1,723,841) | | | | | | 4,279,638 | | | | | | — | | | | | | 5,392,426 | | | | | | (27,335,509) | | | | | | (17,663,445) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 484,216 | | | | | | — | | | | | | — | | | | | | (1,058,854) | | | | | | (574,638) | | | | | | 4,907,121 | | | | | | — | | | | | | — | | | | | | (10,517,009) | | | | | | (5,609,888) | | |
12/31/2018 | | | | | 970,860 | | | | | | — | | | | | | 38,554 | | | | | | (575,130) | | | | | | 434,284 | | | | | | 9,407,825 | | | | | | — | | | | | | 383,617 | | | | | | (5,801,646) | | | | | | 3,989,796 | | |
Class Z | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 2,585,932 | | | | | | — | | | | | | — | | | | | | (1,166,879) | | | | | | 1,419,053 | | | | | | 27,020,470 | | | | | | — | | | | | | — | | | | | | (12,262,479) | | | | | | 14,757,991 | | |
12/31/2018 | | | | | 4,984,923 | | | | | | — | | | | | | 660,970 | | | | | | (3,605,443) | | | | | | 2,040,450 | | | | | | 52,215,088 | | | | | | — | | | | | | 6,821,212 | | | | | | (37,532,275) | | | | | | 21,504,025 | | |
Index Solution 2020 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 265,280 | | | | | | — | | | | | | — | | | | | | (274,031) | | | | | | (8,751) | | | | | | 3,431,041 | | | | | | — | | | | | | — | | | | | | (3,530,385) | | | | | | (99,344) | | |
12/31/2018 | | | | | 917,597 | | | | | | — | | | | | | 74,293 | | | | | | (610,242) | | | | | | 381,648 | | | | | | 11,974,728 | | | | | | — | | | | | | 956,903 | | | | | | (7,888,365) | | | | | | 5,043,266 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 145,968 | | | | | | — | | | | | | — | | | | | | (244,704) | | | | | | (98,736) | | | | | | 1,928,284 | | | | | | — | | | | | | — | | | | | | (3,232,367) | | | | | | (1,304,083) | | |
12/31/2018 | | | | | 219,724 | | | | | | — | | | | | | 21,709 | | | | | | (40,316) | | | | | | 201,117 | | | | | | 2,954,136 | | | | | | — | | | | | | 286,342 | | | | | | (535,987) | | | | | | 2,704,491 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 139,558 | | | | | | — | | | | | | — | | | | | | (378,089) | | | | | | (238,531) | | | | | | 1,839,367 | | | | | | — | | | | | | — | | | | | | (5,044,706) | | | | | | (3,205,339) | | |
12/31/2018 | | | | | 364,926 | | | | | | — | | | | | | 32,200 | | | | | | (360,293) | | | | | | 36,833 | | | | | | 4,854,248 | | | | | | — | | | | | | 423,433 | | | | | | (4,831,340) | | | | | | 446,341 | | |
| | | 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 (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 255,925 | | | | | | — | | | | | | — | | | | | | (253,455) | | | | | | 2,470 | | | | | | 3,343,968 | | | | | | — | | | | | | — | | | | | | (3,287,146) | | | | | | 56,822 | | |
12/31/2018 | | | | | 244,016 | | | | | | — | | | | | | 9,336 | | | | | | (92,766) | | | | | | 160,586 | | | | | | 3,080,944 | | | | | | — | | | | | | 122,211 | | | | | | (1,233,752) | | | | | | 1,969,403 | | |
Class Z | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 3,969,329 | | | | | | — | | | | | | — | | | | | | (1,009,377) | | | | | | 2,959,952 | | | | | | 52,869,053 | | | | | | — | | | | | | — | | | | | | (13,569,409) | | | | | | 39,299,644 | | |
12/31/2018 | | | | | 6,508,892 | | | | | | — | | | | | | 725,700 | | | | | | (2,234,378) | | | | | | 5,000,214 | | | | | | 87,597,877 | | | | | | — | | | | | | 9,630,042 | | | | | | (29,945,071) | | | | | | 67,282,848 | | |
Index Solution 2025 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 665,418 | | | | | | — | | | | | | — | | | | | | (2,656,036) | | | | | | (1,990,618) | | | | | | 7,155,759 | | | | | | — | | | | | | — | | | | | | (28,419,787) | | | | | | (21,264,028) | | |
12/31/2018 | | | | | 1,574,538 | | | | | | — | | | | | | 734,479 | | | | | | (3,954,518) | | | | | | (1,645,501) | | | | | | 17,068,237 | | | | | | — | | | | | | 7,866,273 | | | | | | (42,487,852) | | | | | | (17,553,342) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 338,996 | | | | | | — | | | | | | — | | | | | | (773,741) | | | | | | (434,745) | | | | | | 3,715,376 | | | | | | — | | | | | | — | | | | | | (8,415,290) | | | | | | (4,699,914) | | |
12/31/2018 | | | | | 790,888 | | | | | | — | | | | | | 212,475 | | | | | | (884,820) | | | | | | 118,543 | | | | | | 8,739,612 | | | | | | — | | | | | | 2,326,597 | | | | | | (9,829,167) | | | | | | 1,237,042 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 577,337 | | | | | | — | | | | | | — | | | | | | (954,578) | | | | | | (377,241) | | | | | | 6,295,226 | | | | | | — | | | | | | — | | | | | | (10,470,591) | | | | | | (4,175,365) | | |
12/31/2018 | | | | | 1,087,070 | | | | | | — | | | | | | 466,840 | | | | | | (3,130,442) | | | | | | (1,576,532) | | | | | | 11,943,091 | | | | | | — | | | | | | 5,065,217 | | | | | | (34,400,022) | | | | | | (17,391,714) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 682,259 | | | | | | — | | | | | | — | | | | | | (550,403) | | | | | | 131,856 | | | | | | 7,262,823 | | | | | | — | | | | | | — | | | | | | (5,838,248) | | | | | | 1,424,575 | | |
12/31/2018 | | | | | 905,536 | | | | | | — | | | | | | 91,023 | | | | | | (1,519,829) | | | | | | (523,270) | | | | | | 9,791,867 | | | | | | — | | | | | | 971,219 | | | | | | (16,460,233) | | | | | | (5,697,147) | | |
Class Z | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 8,573,173 | | | | | | — | | | | | | — | | | | | | (1,291,518) | | | | | | 7,281,655 | | | | | | 94,298,408 | | | | | | — | | | | | | — | | | | | | (14,382,462) | | | | | | 79,915,946 | | |
12/31/2018 | | | | | 12,372,507 | | | | | | — | | | | | | 1,583,684 | | | | | | (3,123,954) | | | | | | 10,832,237 | | | | | | 137,566,174 | | | | | | — | | | | | | 17,452,190 | | | | | | (34,622,269) | | | | | | 120,396,095 | | |
Index Solution 2030 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 328,643 | | | | | | — | | | | | | — | | | | | | (307,382) | | | | | | 21,261 | | | | | | 4,928,469 | | | | | | — | | | | | | — | | | | | | (4,564,233) | | | | | | 364,236 | | |
12/31/2018 | | | | | 898,458 | | | | | | — | | | | | | 61,107 | | | | | | (364,897) | | | | | | 594,668 | | | | | | 13,594,463 | | | | | | — | | | | | | 919,660 | | | | | | (5,502,144) | | | | | | 9,011,979 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 105,718 | | | | | | — | | | | | | — | | | | | | (93,829) | | | | | | 11,889 | | | | | | 1,606,457 | | | | | | — | | | | | | — | | | | | | (1,460,800) | | | | | | 145,657 | | |
12/31/2018 | | | | | 242,079 | | | | | | — | | | | | | 14,342 | | | | | | (128,679) | | | | | | 127,742 | | | | | | 3,769,376 | | | | | | — | | | | | | 221,300 | | | | | | (1,949,972) | | | | | | 2,040,704 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 204,872 | | | | | | — | | | | | | — | | | | | | (138,734) | | | | | | 66,138 | | | | | | 3,091,183 | | | | | | — | | | | | | — | | | | | | (2,112,616) | | | | | | 978,567 | | |
12/31/2018 | | | | | 334,909 | | | | | | — | | | | | | 25,868 | | | | | | (356,431) | | | | | | 4,346 | | | | | | 5,199,413 | | | | | | — | | | | | | 396,823 | | | | | | (5,531,063) | | | | | | 65,173 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 197,160 | | | | | | — | | | | | | — | | | | | | (66,892) | | | | | | 130,268 | | | | | | 2,985,515 | | | | | | — | | | | | | — | | | | | | (996,513) | | | | | | 1,989,002 | | |
12/31/2018 | | | | | 163,235 | | | | | | — | | | | | | 3,205 | | | | | | (122,928) | | | | | | 43,512 | | | | | | 2,462,246 | | | | | | — | | | | | | 48,650 | | | | | | (1,869,413) | | | | | | 641,483 | | |
Class Z | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 5,252,250 | | | | | | — | | | | | | — | | | | | | (684,973) | | | | | | 4,567,277 | | | | | | 80,686,331 | | | | | | — | | | | | | — | | | | | | (10,582,834) | | | | | | 70,103,497 | | |
12/31/2018 | | | | | 7,888,028 | | | | | | — | | | | | | 754,504 | | | | | | (1,252,311) | | | | | | 7,390,221 | | | | | | 122,508,691 | | | | | | — | | | | | | 11,687,273 | | | | | | (19,495,167) | | | | | | 114,700,797 | | |
Index Solution 2035 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 790,741 | | | | | | — | | | | | | — | | | | | | (1,737,964) | | | | | | (947,223) | | | | | | 8,789,290 | | | | | | — | | | | | | — | | | | | | (19,150,737) | | | | | | (10,361,447) | | |
12/31/2018 | | | | | 1,633,874 | | | | | | — | | | | | | 667,403 | | | | | | (3,884,915) | | | | | | (1,583,638) | | | | | | 18,404,417 | | | | | | — | | | | | | 7,461,570 | | | | | | (43,541,953) | | | | | | (17,675,966) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 354,223 | | | | | | — | | | | | | — | | | | | | (868,331) | | | | | | (514,108) | | | | | | 3,999,300 | | | | | | — | | | | | | — | | | | | | (9,918,211) | | | | | | (5,918,911) | | |
12/31/2018 | | | | | 836,090 | | | | | | — | | | | | | 201,420 | | | | | | (645,974) | | | | | | 391,536 | | | | | | 9,597,012 | | | | | | — | | | | | | 2,310,284 | | | | | | (7,496,219) | | | | | | 4,411,077 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 723,044 | | | | | | — | | | | | | — | | | | | | (683,212) | | | | | | 39,832 | | | | | | 8,121,718 | | | | | | — | | | | | | — | | | | | | (7,767,254) | | | | | | 354,464 | | |
12/31/2018 | | | | | 1,134,978 | | | | | | — | | | | | | 361,206 | | | | | | (2,719,219) | | | | | | (1,223,035) | | | | | | 13,011,612 | | | | | | — | | | | | | 4,099,685 | | | | | | (31,371,572) | | | | | | (14,260,275) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 476,125 | | | | | | — | | | | | | — | | | | | | (752,187) | | | | | | (276,062) | | | | | | 5,237,337 | | | | | | — | | | | | | — | | | | | | (8,290,022) | | | | | | (3,052,685) | | |
12/31/2018 | | | | | 803,649 | | | | | | — | | | | | | 99,584 | | | | | | (1,260,153) | | | | | | (356,920) | | | | | | 8,960,826 | | | | | | — | | | | | | 1,112,359 | | | | | | (14,237,920) | | | | | | (4,164,735) | | |
Class Z | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 8,410,579 | | | | | | — | | | | | | — | | | | | | (789,203) | | | | | | 7,621,376 | | | | | | 95,761,470 | | | | | | — | | | | | | — | | | | | | (8,935,571) | | | | | | 86,825,899 | | |
12/31/2018 | | | | | 12,072,843 | | | | | | — | | | | | | 1,448,384 | | | | | | (2,255,782) | | | | | | 11,265,445 | | | | | | 140,408,639 | | | | | | — | | | | | | 16,743,315 | | | | | | (26,104,816) | | | | | | 131,047,138 | | |
Index Solution 2040 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 364,320 | | | | | | — | | | | | | — | | | | | | (118,821) | | | | | | 245,499 | | | | | | 5,712,972 | | | | | | — | | | | | | — | | | | | | (1,858,227) | | | | | | 3,854,745 | | |
12/31/2018 | | | | | 573,094 | | | | | | — | | | | | | 31,802 | | | | | | (218,826) | | | | | | 386,070 | | | | | | 9,108,294 | | | | | | — | | | | | | 505,650 | | | | | | (3,412,458) | | | | | | 6,201,486 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 53,483 | | | | | | — | | | | | | — | | | | | | (65,982) | | | | | | (12,499) | | | | | | 850,029 | | | | | | — | | | | | | — | | | | | | (1,078,928) | | | | | | (228,899) | | |
12/31/2018 | | | | | 140,969 | | | | | | — | | | | | | 7,141 | | | | | | (38,031) | | | | | | 110,079 | | | | | | 2,307,181 | | | | | | — | | | | | | 116,176 | | | | | | (618,585) | | | | | | 1,804,772 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Index Solution 2040 (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 144,133 | | | | | | — | | | | | | — | | | | | | (54,662) | | | | | | 89,471 | | | | | | 2,289,154 | | | | | | — | | | | | | — | | | | | | (892,304) | | | | | | 1,396,850 | | |
12/31/2018 | | | | | 270,370 | | | | | | — | | | | | | 16,669 | | | | | | (281,941) | | | | | | 5,098 | | | | | | 4,374,460 | | | | | | — | | | | | | 271,036 | | | | | | (4,584,355) | | | | | | 61,141 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 44,193 | | | | | | — | | | | | | — | | | | | | (23,660) | | | | | | 20,533 | | | | | | 694,697 | | | | | | — | | | | | | — | | | | | | (372,286) | | | | | | 322,411 | | |
12/31/2018 | | | | | 88,961 | | | | | | — | | | | | | 3,509 | | | | | | (65,060) | | | | | | 27,410 | | | | | | 1,419,428 | | | | | | — | | | | | | 56,322 | | | | | | (1,035,113) | | | | | | 440,637 | | |
Class Z | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 4,284,659 | | | | | | — | | | | | | — | | | | | | (340,012) | | | | | | 3,944,647 | | | | | | 68,728,677 | | | | | | — | | | | | | — | | | | | | (5,542,692) | | | | | | 63,185,985 | | |
12/31/2018 | | | | | 6,451,257 | | | | | | — | | | | | | 455,971 | | | | | | (703,682) | | | | | | 6,203,546 | | | | | | 105,316,683 | | | | | | — | | | | | | 7,459,687 | | | | | | (11,577,636) | | | | | | 101,198,734 | | |
Index Solution 2045 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 545,082 | | | | | | — | | | | | | — | | | | | | (1,106,376) | | | | | | (561,294) | | | | | | 6,261,916 | | | | | | — | | | | | | — | | | | | | (12,510,991) | | | | | | (6,249,075) | | |
12/31/2018 | | | | | 1,366,385 | | | | | | — | | | | | | 450,302 | | | | | | (2,552,318) | | | | | | (735,631) | | | | | | 15,933,626 | | | | | | — | | | | | | 5,250,526 | | | | | | (29,675,869) | | | | | | (8,491,717) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 330,779 | | | | | | — | | | | | | — | | | | | | (671,354) | | | | | | (340,575) | | | | | | 3,902,449 | | | | | | — | | | | | | — | | | | | | (7,949,839) | | | | | | (4,047,390) | | |
12/31/2018 | | | | | 607,911 | | | | | | — | | | | | | 153,129 | | | | | | (664,458) | | | | | | 96,582 | | | | | | 7,278,406 | | | | | | — | | | | | | 1,842,140 | | | | | | (8,102,621) | | | | | | 1,017,925 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 485,017 | | | | | | — | | | | | | — | | | | | | (580,576) | | | | | | (95,559) | | | | | | 5,645,657 | | | | | | — | | | | | | — | | | | | | (6,797,452) | | | | | | (1,151,795) | | |
12/31/2018 | | | | | 938,875 | | | | | | — | | | | | | 240,602 | | | | | | (2,319,027) | | | | | | (1,139,550) | | | | | | 11,167,516 | | | | | | — | | | | | | 2,853,544 | | | | | | (27,873,850) | | | | | | (13,852,790) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 246,019 | | | | | | — | | | | | | — | | | | | | (228,347) | | | | | | 17,672 | | | | | | 2,826,157 | | | | | | — | | | | | | — | | | | | | (2,613,313) | | | | | | 212,844 | | |
12/31/2018 | | | | | 513,445 | | | | | | — | | | | | | 49,873 | | | | | | (641,433) | | | | | | (78,115) | | | | | | 5,955,261 | | | | | | — | | | | | | 582,513 | | | | | | (7,514,758) | | | | | | (976,984) | | |
Class Z | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 5,728,250 | | | | | | — | | | | | | — | | | | | | (441,549) | | | | | | 5,286,701 | | | | | | 67,905,400 | | | | | | — | | | | | | — | | | | | | (5,287,361) | | | | | | 62,618,039 | | |
12/31/2018 | | | | | 8,277,089 | | | | | | — | | | | | | 888,190 | | | | | | (918,262) | | | | | | 8,247,017 | | | | | | 100,339,917 | | | | | | — | | | | | | 10,755,975 | | | | | | (11,175,403) | | | | | | 99,920,489 | | |
Index Solution 2050 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 201,101 | | | | | | — | | | | | | — | | | | | | (53,446) | | | | | | 147,655 | | | | | | 3,184,613 | | | | | | — | | | | | | — | | | | | | (836,698) | | | | | | 2,347,915 | | |
12/31/2018 | | | | | 396,050 | | | | | | — | | | | | | 20,849 | | | | | | (122,425) | | | | | | 294,474 | | | | | | 6,356,813 | | | | | | — | | | | | | 337,544 | | | | | | (1,966,948) | | | | | | 4,727,409 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 58,277 | | | | | | — | | | | | | — | | | | | | (54,610) | | | | | | 3,667 | | | | | | 940,628 | | | | | | — | | | | | | — | | | | | | (896,623) | | | | | | 44,005 | | |
12/31/2018 | | | | | 113,349 | | | | | | — | | | | | | 7,022 | | | | | | (51,364) | | | | | | 69,007 | | | | | | 1,872,004 | | | | | | — | | | | | | 115,790 | | | | | | (840,145) | | | | | | 1,147,649 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 124,428 | | | | | | — | | | | | | — | | | | | | (38,629) | | | | | | 85,799 | | | | | | 2,006,546 | | | | | | — | | | | | | — | | | | | | (630,547) | | | | | | 1,375,999 | | |
12/31/2018 | | | | | 257,385 | | | | | | — | | | | | | 14,811 | | | | | | (251,708) | | | | | | 20,488 | | | | | | 4,224,161 | | | | | | — | | | | | | 243,786 | | | | | | (4,099,274) | | | | | | 368,673 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 37,178 | | | | | | — | | | | | | — | | | | | | (21,288) | | | | | | 15,890 | | | | | | 587,210 | | | | | | — | | | | | | — | | | | | | (339,422) | | | | | | 247,788 | | |
12/31/2018 | | | | | 84,930 | | | | | | — | | | | | | 3,479 | | | | | | (69,384) | | | | | | 19,025 | | | | | | 1,376,109 | | | | | | — | | | | | | 56,506 | | | | | | (1,129,775) | | | | | | 302,840 | | |
Class Z | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 3,127,889 | | | | | | — | | | | | | — | | | | | | (271,947) | | | | | | 2,855,942 | | | | | | 50,596,098 | | | | | | — | | | | | | — | | | | | | (4,295,101) | | | | | | 46,300,997 | | |
12/31/2018 | | | | | 4,483,173 | | | | | | — | | | | | | 258,837 | | | | | | (199,481) | | | | | | 4,542,529 | | | | | | 73,564,239 | | | | | | — | | | | | | 4,286,340 | | | | | | (3,254,975) | | | | | | 74,595,604 | | |
Index Solution 2055 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 374,417 | | | | | | — | | | | | | — | | | | | | (410,892) | | | | | | (36,475) | | | | | | 5,530,195 | | | | | | — | | | | | | — | | | | | | (6,085,543) | | | | | | (555,348) | | |
12/31/2018 | | | | | 610,126 | | | | | | — | | | | | | 110,669 | | | | | | (725,320) | | | | | | (4,525) | | | | | | 9,211,224 | | | | | | — | | | | | | 1,669,989 | | | | | | (10,760,076) | | | | | | 121,137 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 250,977 | | | | | | — | | | | | | — | | | | | | (274,135) | | | | | | (23,158) | | | | | | 3,801,553 | | | | | | — | | | | | | — | | | | | | (4,134,762) | | | | | | (333,209) | | |
12/31/2018 | | | | | 481,167 | | | | | | — | | | | | | 46,175 | | | | | | (211,966) | | | | | | 315,376 | | | | | | 7,406,714 | | | | | | — | | | | | | 712,946 | | | | | | (3,270,972) | | | | | | 4,848,688 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 288,175 | | | | | | — | | | | | | — | | | | | | (130,161) | | | | | | 158,014 | | | | | | 4,337,195 | | | | | | — | | | | | | — | | | | | | (1,969,823) | | | | | | 2,367,372 | | |
12/31/2018 | | | | | 581,849 | | | | | | — | | | | | | 61,738 | | | | | | (603,022) | | | | | | 40,565 | | | | | | 8,912,178 | | | | | | — | | | | | | 943,356 | | | | | | (9,303,908) | | | | | | 551,626 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 114,832 | | | | | | — | | | | | | — | | | | | | (51,233) | | | | | | 63,599 | | | | | | 1,706,967 | | | | | | — | | | | | | — | | | | | | (758,086) | | | | | | 948,881 | | |
12/31/2018 | | | | | 228,669 | | | | | | — | | | | | | 15,696 | | | | | | (333,062) | | | | | | (88,697) | | | | | | 3,434,189 | | | | | | — | | | | | | 237,947 | | | | | | (5,102,069) | | | | | | (1,429,933) | | |
Class Z | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 2,643,877 | | | | | | — | | | | | | — | | | | | | (141,946) | | | | | | 2,501,931 | | | | | | 40,267,288 | | | | | | — | | | | | | — | | | | | | (2,098,667) | | | | | | 38,168,621 | | |
12/31/2018 | | | | | 3,572,627 | | | | | | — | | | | | | 220,039 | | | | | | (101,772) | | | | | | 3,690,894 | | | | | | 55,168,682 | | | | | | — | | | | | | 3,421,598 | | | | | | (1,573,175) | | | | | | 57,017,105 | | |
Index Solution 2060 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 149,849 | | | | | | — | | | | | | — | | | | | | (92,335) | | | | | | 57,514 | | | | | | 1,813,099 | | | | | | — | | | | | | — | | | | | | (1,107,290) | | | | | | 705,809 | | |
12/31/2018 | | | | | 273,165 | | | | | | — | | | | | | 15,577 | | | | | | (108,121) | | | | | | 180,621 | | | | | | 3,376,349 | | | | | | — | | | | | | 193,157 | | | | | | (1,334,225) | | | | | | 2,235,281 | | |
| | | 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 2060 (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 123,948 | | | | | | — | | | | | | — | | | | | | (40,977) | | | | | | 82,971 | | | | | | 1,520,710 | | | | | | — | | | | | | — | | | | | | (511,297) | | | | | | 1,009,413 | | |
12/31/2018 | | | | | 185,704 | | | | | | — | | | | | | 6,425 | | | | | | (45,913) | | | | | | 146,216 | | | | | | 2,309,386 | | | | | | — | | | | | | 80,758 | | | | | | (567,904) | | | | | | 1,822,240 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 100,951 | | | | | | — | | | | | | — | | | | | | (34,458) | | | | | | 66,493 | | | | | | 1,236,907 | | | | | | — | | | | | | — | | | | | | (420,659) | | | | | | 816,248 | | |
12/31/2018 | | | | | 203,589 | | | | | | — | | | | | | 7,722 | | | | | | (118,501) | | | | | | 92,810 | | | | | | 2,520,120 | | | | | | — | | | | | | 96,290 | | | | | | (1,466,279) | | | | | | 1,150,131 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 40,259 | | | | | | — | | | | | | — | | | | | | (10,409) | | | | | | 29,850 | | | | | | 488,027 | | | | | | — | | | | | | — | | | | | | (129,307) | | | | | | 358,720 | | |
12/31/2018 | | | | | 52,646 | | | | | | — | | | | | | 1,607 | | | | | | (65,675) | | | | | | (11,422) | | | | | | 648,889 | | | | | | — | | | | | | 19,991 | | | | | | (829,725) | | | | | | (160,845) | | |
Class Z | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 1,759,953 | | | | | | — | | | | | | — | | | | | | (83,690) | | | | | | 1,676,263 | | | | | | 21,865,767 | | | | | | — | | | | | | — | | | | | | (1,039,585) | | | | | | 20,826,182 | | |
12/31/2018 | | | | | 1,778,803 | | | | | | — | | | | | | 72,597 | | | | | | (109,524) | | | | | | 1,741,876 | | | | | | 22,328,388 | | | | | | — | | | | | | 916,901 | | | | | | (1,405,805) | | | | | | 21,839,484 | | |
| | | Ordinary Income | | | Long-term Capital Gains | | ||||||
Index Solution Income | | | | $ | 11,267,338 | | | | | $ | 5,271,803 | | |
Index Solution 2020 | | | | | 7,762,271 | | | | | | 3,656,660 | | |
Index Solution 2025 | | | | | 16,420,643 | | | | | | 17,260,853 | | |
Index Solution 2030 | | | | | 7,286,508 | | | | | | 5,987,198 | | |
Index Solution 2035 | | | | | 13,230,213 | | | | | | 18,497,000 | | |
Index Solution 2040 | | | | | 4,272,668 | | | | | | 4,136,203 | | |
Index Solution 2045 | | | | | 7,788,467 | | | | | | 13,496,231 | | |
Index Solution 2050 | | | | | 2,378,676 | | | | | | 2,661,290 | | |
Index Solution 2055 | | | | | 2,528,304 | | | | | | 4,457,532 | | |
Index Solution 2060 | | | | | 842,040 | | | | | | 465,057 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | |||||||||
Index Solution Income | | | | $ | 14,417,485 | | | | | $ | 5,868,512 | | | | | $ | 7,870,732 | | |
Index Solution 2020 | | | | | 10,554,512 | | | | | | 10,761,228 | | | | | | 8,277,119 | | |
Index Solution 2025 | | | | | 28,078,602 | | | | | | 41,257,417 | | | | | | 30,966,946 | | |
Index Solution 2030 | | | | | 14,073,733 | | | | | | 21,136,999 | | | | | | 13,155,328 | | |
Index Solution 2035 | | | | | 26,331,703 | | | | | | 45,404,414 | | | | | | 39,031,589 | | |
Index Solution 2040 | | | | | 9,783,238 | | | | | | 16,391,239 | | | | | | 9,635,514 | | |
Index Solution 2045 | | | | | 17,578,122 | | | | | | 34,641,503 | | | | | | 26,518,149 | | |
Index Solution 2050 | | | | | 6,200,864 | | | | | | 10,731,963 | | | | | | 5,760,309 | | |
Index Solution 2055 | | | | | 7,057,081 | | | | | | 13,743,739 | | | | | | 9,416,591 | | |
Index Solution 2060 | | | | | 1,795,973 | | | | | | 2,588,572 | | | | | | 1,083,242 | | |
| | | PER SHARE AMOUNTS | | | Payable Date | | | Record Date | | |||||||||||||||
| | | Net Investment Income | | | Short-term Capital Gains | | | Long-term Capital Gains | | |||||||||||||||
Index Solution Income | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.1762 | | | | | $ | 0.0196 | | | | | $ | 0.1311 | | | | August 5, 2019 | | | August 1, 2019 | |
Class I | | | | $ | 0.2394 | | | | | $ | 0.0196 | | | | | $ | 0.1311 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S | | | | $ | 0.2101 | | | | | $ | 0.0196 | | | | | $ | 0.1311 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S2 | | | | $ | 0.1868 | | | | | $ | 0.0196 | | | | | $ | 0.1311 | | | | August 5, 2019 | | | August 1, 2019 | |
Class Z | | | | $ | 0.2394 | | | | | $ | 0.0196 | | | | | $ | 0.1311 | | | | August 5, 2019 | | | August 1, 2019 | |
Index Solution 2020 | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.1820 | | | | | $ | 0.0115 | | | | | $ | 0.3202 | | | | August 5, 2019 | | | August 1, 2019 | |
Class I | | | | $ | 0.2451 | | | | | $ | 0.0115 | | | | | $ | 0.3202 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S | | | | $ | 0.1917 | | | | | $ | 0.0115 | | | | | $ | 0.3202 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S2 | | | | $ | 0.2115 | | | | | $ | 0.0115 | | | | | $ | 0.3202 | | | | August 5, 2019 | | | August 1, 2019 | |
Class Z | | | | $ | 0.2451 | | | | | $ | 0.0115 | | | | | $ | 0.3202 | | | | August 5, 2019 | | | August 1, 2019 | |
Index Solution 2025 | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.1555 | | | | | $ | 0.0035 | | | | | $ | 0.3890 | | | | August 5, 2019 | | | August 1, 2019 | |
Class I | | | | $ | 0.2195 | | | | | $ | 0.0035 | | | | | $ | 0.3890 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S | | | | $ | 0.1897 | | | | | $ | 0.0035 | | | | | $ | 0.3890 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S2 | | | | $ | 0.1763 | | | | | $ | 0.0035 | | | | | $ | 0.3890 | | | | August 5, 2019 | | | August 1, 2019 | |
Class Z | | | | $ | 0.2195 | | | | | $ | 0.0035 | | | | | $ | 0.3890 | | | | August 5, 2019 | | | August 1, 2019 | |
Index Solution 2030 | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.1964 | | | | | $ | — | | | | | $ | 0.4836 | | | | August 5, 2019 | | | August 1, 2019 | |
Class I | | | | $ | 0.2623 | | | | | $ | — | | | | | $ | 0.4836 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S | | | | $ | 0.2260 | | | | | $ | — | | | | | $ | 0.4836 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S2 | | | | $ | 0.2400 | | | | | $ | — | | | | | $ | 0.4836 | | | | August 5, 2019 | | | August 1, 2019 | |
Class Z | | | | $ | 0.2623 | | | | | $ | — | | | | | $ | 0.4836 | | | | August 5, 2019 | | | August 1, 2019 | |
Index Solution 2035 | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.1485 | | | | | $ | 0.0117 | | | | | $ | 0.4326 | | | | August 5, 2019 | | | August 1, 2019 | |
Class I | | | | $ | 0.2132 | | | | | $ | 0.0117 | | | | | $ | 0.4326 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S | | | | $ | 0.1839 | | | | | $ | 0.0117 | | | | | $ | 0.4326 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S2 | | | | $ | 0.1630 | | | | | $ | 0.0117 | | | | | $ | 0.4326 | | | | August 5, 2019 | | | August 1, 2019 | |
Class Z | | | | $ | 0.2132 | | | | | $ | 0.0117 | | | | | $ | 0.4326 | | | | August 5, 2019 | | | August 1, 2019 | |
| | | PER SHARE AMOUNTS | | | Payable Date | | | Record Date | | |||||||||||||||
| | | Net Investment Income | | | Short-term Capital Gains | | | Long-term Capital Gains | | |||||||||||||||
Index Solution 2040 | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.1859 | | | | | $ | 0.0040 | | | | | $ | 0.5395 | | | | August 5, 2019 | | | August 1, 2019 | |
Class I | | | | $ | 0.2441 | | | | | $ | 0.0040 | | | | | $ | 0.5395 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S | | | | $ | 0.2084 | | | | | $ | 0.0040 | | | | | $ | 0.5395 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S2 | | | | $ | 0.1987 | | | | | $ | 0.0040 | | | | | $ | 0.5395 | | | | August 5, 2019 | | | August 1, 2019 | |
Class Z | | | | $ | 0.2442 | | | | | $ | 0.0040 | | | | | $ | 0.5395 | | | | August 5, 2019 | | | August 1, 2019 | |
Index Solution 2045 | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.1437 | | | | | $ | 0.0173 | | | | | $ | 0.5073 | | | | August 5, 2019 | | | August 1, 2019 | |
Class I | | | | $ | 0.2084 | | | | | $ | 0.0173 | | | | | $ | 0.5073 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S | | | | $ | 0.1767 | | | | | $ | 0.0173 | | | | | $ | 0.5073 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S2 | | | | $ | 0.1647 | | | | | $ | 0.0173 | | | | | $ | 0.5073 | | | | August 5, 2019 | | | August 1, 2019 | |
Class Z | | | | $ | 0.2084 | | | | | $ | 0.0173 | | | | | $ | 0.5073 | | | | August 5, 2019 | | | August 1, 2019 | |
Index Solution 2050 | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.1664 | | | | | $ | 0.0066 | | | | | $ | 0.5118 | | | | August 5, 2019 | | | August 1, 2019 | |
Class I | | | | $ | 0.2237 | | | | | $ | 0.0066 | | | | | $ | 0.5118 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S | | | | $ | 0.1874 | | | | | $ | 0.0066 | | | | | $ | 0.5118 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S2 | | | | $ | 0.1741 | | | | | $ | 0.0066 | | | | | $ | 0.5118 | | | | August 5, 2019 | | | August 1, 2019 | |
Class Z | | | | $ | 0.2237 | | | | | $ | 0.0066 | | | | | $ | 0.5118 | | | | August 5, 2019 | | | August 1, 2019 | |
Index Solution 2055 | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.1493 | | | | | $ | 0.0146 | | | | | $ | 0.5667 | | | | August 5, 2019 | | | August 1, 2019 | |
Class I | | | | $ | 0.2281 | | | | | $ | 0.0146 | | | | | $ | 0.5667 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S | | | | $ | 0.1938 | | | | | $ | 0.0146 | | | | | $ | 0.5667 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S2 | | | | $ | 0.1760 | | | | | $ | 0.0146 | | | | | $ | 0.5667 | | | | August 5, 2019 | | | August 1, 2019 | |
Class Z | | | | $ | 0.2281 | | | | | $ | 0.0146 | | | | | $ | 0.5667 | | | | August 5, 2019 | | | August 1, 2019 | |
Index Solution 2060 | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.0871 | | | | | $ | 0.0081 | | | | | $ | 0.2902 | | | | August 5, 2019 | | | August 1, 2019 | |
Class I | | | | $ | 0.1323 | | | | | $ | 0.0081 | | | | | $ | 0.2902 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S | | | | $ | 0.1128 | | | | | $ | 0.0081 | | | | | $ | 0.2902 | | | | August 5, 2019 | | | August 1, 2019 | |
Class S2 | | | | $ | 0.1036 | | | | | $ | 0.0081 | | | | | $ | 0.2902 | | | | August 5, 2019 | | | August 1, 2019 | |
Class Z | | | | $ | 0.1323 | | | | | $ | 0.0081 | | | | | $ | 0.2902 | | | | August 5, 2019 | | | August 1, 2019 | |
Voya Index Solution Income Portfolio | as of June 30, 2019 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 17.1% | | ||||||||||||||||||
| | | 618,826 | | | | Invesco Senior Loan ETF | | | | $ | 14,022,597 | | | | | | 3.0 | | |
| | | 330,653 | | | | iShares 1-3 Year Treasury Bond ETF | | | | | 28,032,761 | | | | | | 6.0 | | |
| | | 581,008 | | | | Schwab U.S. TIPS ETF | | | | | 32,716,561 | | | | | | 6.9 | | |
| | | 67,051 | | | | Vanguard Real Estate ETF | | | | | 5,860,258 | | | | | | 1.2 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $79,415,942) | | | | | 80,632,177 | | | | | | 17.1 | | |
| MUTUAL FUNDS: 74.7% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 74.7% | | ||||||||||||
| | | 807,821 | | | | Voya Emerging Markets Index Portfolio - Class P2 | | | | | 9,354,562 | | | | | | 2.0 | | |
| | | 3,281,103 | | | | Voya International Index Portfolio - Class P2 | | | | | 32,876,656 | | | | | | 7.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | 19,586,166 | | | | Voya U.S. Bond Index Portfolio - Class P2 | | | | $ | 211,334,736 | | | | | | 44.9 | | |
| | | 5,926,608 | | | | Voya U.S. Stock Index Portfolio - Class P2 | | | | | 97,789,038 | | | | | | 20.8 | | |
| | | | | | | Total Mutual Funds (Cost $337,066,929) | | | | | 351,354,992 | | | | | | 74.7 | | |
| | | | | | | Total Investments in Securities (Cost $416,482,871) | | | | $ | 431,987,169 | | | | | | 91.8 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 38,655,359 | | | | | | 8.2 | | |
| | | | | | | Net Assets | | | | $ | 470,642,528 | | | | | | 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, 2019 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 80,632,177 | | | | | $ | — | | | | | $ | — | | | | | $ | 80,632,177 | | |
Mutual Funds | | | | | 351,354,992 | | | | | | — | | | | | | — | | | | | | 351,354,992 | | |
Total Investments, at fair value | | | | $ | 431,987,169 | | | | | $ | — | | | | | $ | — | | | | | $ | 431,987,169 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 294,529 | | | | | | — | | | | | | — | | | | | | 294,529 | | |
Total Assets | | | | $ | 432,281,698 | | | | | $ | — | | | | | $ | — | | | | | $ | 432,281,698 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (186,426) | | | | | $ | — | | | | | $ | — | | | | | $ | (186,426) | | |
Total Liabilities | | | | $ | (186,426) | | | | | $ | — | | | | | $ | — | | | | | $ | (186,426) | | |
Voya Index Solution Income Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2018 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio – Class P2 | | | | $ | 13,284,845 | | | | | $ | 1,463,673 | | | | | $ | (6,189,056) | | | | | $ | 795,100 | | | | | $ | 9,354,562 | | | | | $ | 209,147 | | | | | $ | 348,291 | | | | | $ | — | | |
Voya International Index Portfolio – Class P2 | | | | | 31,040,572 | | | | | | 3,414,321 | | | | | | (4,362,474) | | | | | | 2,784,237 | | | | | | 32,876,656 | | | | | | 965,998 | | | | | | 551,809 | | | | | | — | | |
Voya Russell Mid Cap Index Portfolio – Class P2 | | | | | 8,907,703 | | | | | | 159,870 | | | | | | (10,253,051) | | | | | | 1,185,478 | | | | | | — | | | | | | — | | | | | | 226,171 | | | | | | — | | |
Voya U.S. Bond Index Portfolio – Class P2 | | | | | 195,093,126 | | | | | | 33,059,031 | | | | | | (26,996,613) | | | | | | 10,179,192 | | | | | | 211,334,736 | | | | | | 2,618,809 | | | | | | (884,511) | | | | | | — | | |
Voya U.S. Stock Index Portfolio – Class P2 | | | | | 83,621,893 | | | | | | 20,436,448 | | | | | | (19,297,303) | | | | | | 13,028,000 | | | | | | 97,789,038 | | | | | | — | | | | | | 2,424,472 | | | | | | — | | |
| | | | $ | 331,948,139 | | | | | $ | 58,533,343 | | | | | $ | (67,098,497) | | | | | $ | 27,972,007 | | | | | $ | 351,354,992 | | | | | $ | 3,793,954 | | | | | $ | 2,666,232 | | | | | $ | — | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||
Long Contracts: | | | | | | ||||||||||||||
S&P 500® E-Mini | | | 96 | | | 09/20/19 | | | | $ | 14,132,160 | | | | | $ | 86,457 | | |
U.S. Treasury 2-Year Note | | | 174 | | | 09/30/19 | | | | | 37,441,266 | | | | | | 208,072 | | |
| | | | | | | | | | $ | 51,573,426 | | | | | $ | 294,529 | | |
Short Contracts: | | | | | | ||||||||||||||
Mini MSCI EAFE Index | | | (146) | | | 09/20/19 | | | | | (14,040,090) | | | | | | (186,426) | | |
| | | | | | | | | | $ | (14,040,090) | | | | | $ | (186,426) | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 86,457 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 208,072 | | |
Total Asset Derivatives | | | | | | | $ | 294,529 | | |
Liability Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 186,426 | | |
Total Liability Derivatives | | | | | | | $ | 186,426 | | |
Voya Index Solution Income Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (1,172,547) | | |
Interest rate contracts | | | | | 718,549 | | |
Total | | | | $ | (453,998) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (190,182) | | |
Interest rate contracts | | | | | (319,248) | | |
Total | | | | $ | (509,430) | | |
| Cost for federal income tax purposes was $424,224,539. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 16,116,985 | | |
| Gross Unrealized Depreciation | | | | | (8,246,253) | | |
| Net Unrealized Appreciation | | | | $ | 7,870,732 | | |
Voya Index Solution 2020 Portfolio | as of June 30, 2019 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 17.7% | | ||||||||||||||||||
| | | 484,283 | | | | Invesco Senior Loan ETF | | | | $ | 10,973,853 | | | | | | 3.0 | | |
| | | 345,019 | | | | iShares 1-3 Year Treasury Bond ETF | | | | | 29,250,711 | | | | | | 8.0 | | |
| | | 357,255 | | | | Schwab U.S. TIPS ETF | | | | | 20,117,029 | | | | | | 5.5 | | |
| | | 52,473 | | | | Vanguard Real Estate ETF | | | | | 4,586,140 | | | | | | 1.2 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $64,039,462) | | | | | 64,927,733 | | | | | | 17.7 | | |
| MUTUAL FUNDS: 79.3% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 79.3% | | ||||||||||||
| | | 869,589 | | | | Voya Emerging Markets Index Portfolio - Class P2 | | | | | 10,069,846 | | | | | | 2.7 | | |
| | | 2,846,165 | | | | Voya International Index Portfolio - Class P2 | | | | | 28,518,577 | | | | | | 7.8 | | |
| | | 435,033 | | | | Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 5,568,428 | | | | | | 1.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | 13,545,839 | | | | Voya U.S. Bond Index Portfolio - Class P2 | | | | $ | 146,159,605 | | | | | | 39.7 | | |
| | | 6,150,909 | | | | Voya U.S. Stock Index Portfolio - Class P2 | | | | | 101,489,992 | | | | | | 27.6 | | |
| | | | | | | Total Mutual Funds (Cost $282,108,105) | | | | | 291,806,448 | | | | | | 79.3 | | |
| | | | | | | Total Investments in Securities (Cost $346,147,567) | | | | $ | 356,734,181 | | | | | | 97.0 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 10,990,291 | | | | | | 3.0 | | |
| | | | | | | Net Assets | | | | $ | 367,724,472 | | | | | | 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, 2019 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 64,927,733 | | | | | $ | — | | | | | $ | — | | | | | $ | 64,927,733 | | |
Mutual Funds | | | | | 291,806,448 | | | | | | — | | | | | | — | | | | | | 291,806,448 | | |
Total Investments, at fair value | | | | $ | 356,734,181 | | | | | $ | — | | | | | $ | — | | | | | $ | 356,734,181 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 980 | | | | | | — | | | | | | — | | | | | | 980 | | |
Total Assets | | | | $ | 356,735,161 | | | | | $ | — | | | | | $ | — | | | | | $ | 356,735,161 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (163) | | | | | $ | — | | | | | $ | — | | | | | $ | (163) | | |
Total Liabilities | | | | $ | (163) | | | | | $ | — | | | | | $ | — | | | | | $ | (163) | | |
Voya Index Solution 2020 Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2018 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio – Class P2 | | | | $ | 10,460,987 | | | | | $ | 4,405,342 | | | | | $ | (5,537,643) | | | | | $ | 741,160 | | | | | $ | 10,069,846 | | | | | $ | 243,138 | | | | | $ | 106,235 | | | | | $ | — | | |
Voya International Index Portfolio – Class P2 | | | | | 32,923,512 | | | | | | 7,280,716 | | | | | | (14,397,596) | | | | | | 2,711,945 | | | | | | 28,518,577 | | | | | | 845,642 | | | | | | 1,122,835 | | | | | | — | | |
Voya Russell Mid Cap Index Portfolio – Class P2 | | | | | 6,012,581 | | | | | | 5,737,840 | | | | | | (6,533,945) | | | | | | 351,952 | | | | | | 5,568,428 | | | | | | 104,121 | | | | | | (572,120) | | | | | | 1,173,477 | | |
Voya Russell Small Cap Index Portfolio – Class P2 | | | | | 3,001,069 | | | | | | 367,736 | | | | | | (3,886,393) | | | | | | 517,588 | | | | | | — | | | | | | — | | | | | | 35,453 | | | | | | — | | |
Voya U.S. Bond Index Portfolio – Class P2 | | | | | 109,989,214 | | | | | | 46,597,850 | | | | | | (16,475,762) | | | | | | 6,048,303 | | | | | | 146,159,605 | | | | | | 1,623,683 | | | | | | (160,068) | | | | | | — | | |
Voya U.S. Stock Index Portfolio – Class P2 | | | | | 76,292,563 | | | | | | 32,966,881 | | | | | | (21,451,487) | | | | | | 13,682,035 | | | | | | 101,489,992 | | | | | | -— | | | | | | 1,725,358 | | | | | | — | | |
| | | | $ | 238,679,926 | | | | | $ | 97,356,365 | | | | | $ | (68,282,826) | | | | | $ | 24,052,983 | | | | | $ | 291,806,448 | | | | | $ | 2,816,584 | | | | | $ | 2,257,693 | | | | | $ | 1,173,477 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||
Long Contracts: | | | | | | ||||||||||||||
S&P 500® E-Mini | | | 19 | | | 09/20/19 | | | | $ | 2,796,990 | | | | | $ | 629 | | |
U.S. Treasury 2-Year Note | | | 51 | | | 09/30/19 | | | | | 10,974,164 | | | | | | (163) | | |
| | | | | | | | | | $ | 13,771,154 | | | | | $ | 466 | | |
Short Contracts: | | | | | | ||||||||||||||
Mini MSCI EAFE Index | | | (29) | | | 09/20/19 | | | | | (2,788,785) | | | | | | 351 | | |
| | | | | | | | | | $ | (2,788,785) | | | | | $ | 351 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 980 | | |
Total Asset Derivatives | | | | | | | $ | 980 | | |
Liability Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 163 | | |
Total Liability Derivatives | | | | | | | $ | 163 | | |
Voya Index Solution 2020 Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (798,505) | | |
Interest rate contracts | | | | | 316,537 | | |
Total | | | | $ | (481,968) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (61,614) | | |
Interest rate contracts | | | | | (301,604) | | |
Total | | | | $ | (363,218) | | |
| Cost for federal income tax purposes was $348,457,880. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 11,884,779 | | |
| Gross Unrealized Depreciation | | | | | (3,607,660) | | |
| Net Unrealized Appreciation | | | | $ | 8,277,119 | | |
Voya Index Solution 2025 Portfolio | as of June 30, 2019 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 11.7% | | ||||||||||||||||||
| | | 1,321,519 | | | | Invesco Senior Loan ETF | | | | $ | 29,945,621 | | | | | | 3.0 | | |
| | | 382,481 | | | | iShares 1-3 Year Treasury Bond ETF | | | | | 32,426,739 | | | | | | 3.2 | | |
| | | 709,005 | | | | Schwab U.S. TIPS ETF | | | | | 39,924,072 | | | | | | 4.0 | | |
| | | 171,828 | | | | Vanguard Real Estate ETF | | | | | 15,017,767 | | | | | | 1.5 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $115,831,731) | | | | | 117,314,199 | | | | | | 11.7 | | |
| MUTUAL FUNDS: 88.0% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 88.0% | | ||||||||||||
| | | 3,012,259 | | | | Voya Emerging Markets Index Portfolio - Class P2 | | | | | 34,881,955 | | | | | | 3.5 | | |
| | | 13,994,399 | | | | Voya International Index Portfolio - Class P2 | | | | | 140,223,874 | | | | | | 13.9 | | |
| | | 1,966,953 | | | | Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 25,177,000 | | | | | | 2.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | 1,501,292 | | | | Voya Russell Small Cap Index Portfolio - Class P2 | | | | $ | 20,207,386 | | | | | | 2.0 | | |
| | | 27,557,952 | | | | Voya U.S. Bond Index Portfolio - Class P2 | | | | | 297,350,301 | | | | | | 29.6 | | |
| | | 22,202,115 | | | | Voya U.S. Stock Index Portfolio - Class P2 | | | | | 366,334,903 | | | | | | 36.5 | | |
| | | | | | | Total Mutual Funds (Cost $845,148,886) | | | | | 884,175,419 | | | | | | 88.0 | | |
| | | | | | | Total Investments in Securities (Cost $960,980,617) | | | | $ | 1,001,489,618 | | | | | | 99.7 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 3,290,873 | | | | | | 0.3 | | |
| | | | | | | Net Assets | | | | $ | 1,004,780,491 | | | | | | 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, 2019 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 117,314,199 | | | | | $ | — | | | | | $ | — | | | | | $ | 117,314,199 | | |
Mutual Funds | | | | | 884,175,419 | | | | | | — | | | | | | — | | | | | | 884,175,419 | | |
Total Investments, at fair value | | | | $ | 1,001,489,618 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,001,489,618 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 183,723 | | | | | | — | | | | | | — | | | | | | 183,723 | | |
Total Assets | | | | $ | 1,001,673,341 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,001,673,341 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (399,670) | | | | | $ | — | | | | | $ | — | | | | | $ | (399,670) | | |
Total Liabilities | | | | $ | (399,670) | | | | | $ | — | | | | | $ | — | | | | | $ | (399,670) | | |
Voya Index Solution 2025 Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2018 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio – Class P2 | | | | $ | 42,142,033 | | | | | $ | 6,395,253 | | | | | $ | (15,490,963) | | | | | $ | 1,835,632 | | | | | $ | 34,881,955 | | | | | $ | 778,684 | | | | | $ | 1,915,421 | | | | | $ | — | | |
Voya International Index Portfolio – Class P2 | | | | | 118,158,788 | | | | | | 18,289,484 | | | | | | (9,451,477) | | | | | | 13,227,079 | | | | | | 140,223,874 | | | | | | 4,099,023 | | | | | | (247,703) | | | | | | — | | |
Voya Russell Mid Cap Index Portfolio – Class P2 | | | | | 29,673,653 | | | | | | 7,272,798 | | | | | | (13,284,713) | | | | | | 1,515,262 | | | | | | 25,177,000 | | | | | | 360,319 | | | | | | (394,636) | | | | | | 4,060,959 | | |
Voya Russell Small Cap Index Portfolio – Class P2 | | | | | 16,926,455 | | | | | | 4,919,385 | | | | | | (2,124,364) | | | | | | 485,910 | | | | | | 20,207,386 | | | | | | 208,976 | | | | | | 201,616 | | | | | | 2,014,760 | | |
Voya U.S. Bond Index Portfolio – Class P2 | | | | | 259,396,057 | | | | | | 61,609,709 | | | | | | (37,924,389) | | | | | | 14,268,924 | | | | | | 297,350,301 | | | | | | 3,713,319 | | | | | | (1,095,145) | | | | | | — | | |
Voya U.S. Stock Index Portfolio – Class P2 | | | | | 266,800,205 | | | | | | 89,561,702 | | | | | | (35,862,667) | | | | | | 45,835,663 | | | | | | 366,334,903 | | | | | | — | | | | | | 5,279,328 | | | | | | — | | |
| | | | $ | 733,097,191 | | | | | $ | 188,048,331 | | | | | $ | (114,138,573) | | | | | $ | 77,168,470 | | | | | $ | 884,175,419 | | | | | $ | 9,160,321 | | | | | $ | 5,658,881 | | | | | $ | 6,075,719 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||
Long Contracts: | | | | | | ||||||||||||||
S&P 500® E-Mini | | | 204 | | | 09/20/19 | | | | $ | 30,030,840 | | | | | $ | 183,723 | | |
| | | | | | | | | | $ | 30,030,840 | | | | | $ | 183,723 | | |
Short Contracts: | | | | | | ||||||||||||||
Mini MSCI EAFE Index | | | (313) | | | 09/20/19 | | | | | (30,099,645) | | | | | | (399,670) | | |
| | | | | | | | | | $ | (30,099,645) | | | | | $ | (399,670) | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 183,723 | | |
Total Asset Derivatives | | | | | | | $ | 183,723 | | |
Liability Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 399,670 | | |
Total Liability Derivatives | | | | | | | $ | 399,670 | | |
Voya Index Solution 2025 Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (2,265,828) | | |
Interest rate contracts | | | | | 533,579 | | |
Total | | | | $ | (1,732,249) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (388,846) | | |
Interest rate contracts | | | | | (471,362) | | |
Total | | | | $ | (860,208) | | |
| Cost for federal income tax purposes was $970,306,724. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 45,607,819 | | |
| Gross Unrealized Depreciation | | | | | (14,640,873) | | |
| Net Unrealized Appreciation | | | | $ | 30,966,946 | | |
Voya Index Solution 2030 Portfolio | as of June 30, 2019 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 9.7% | | ||||||||||||||||||
| | | 459,017 | | | | Invesco Senior Loan ETF | | | | $ | 10,401,325 | | | | | | 2.0 | | |
| | | 122,632 | | | | iShares 1-3 Year Treasury Bond ETF | | | | | 10,396,741 | | | | | | 2.0 | | |
| | | 369,399 | | | | Schwab U.S. TIPS ETF | | | | | 20,800,858 | | | | | | 4.0 | | |
| | | 104,445 | | | | Vanguard Real Estate ETF | | | | | 9,128,493 | | | | | | 1.7 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $49,932,888) | | | | | 50,727,417 | | | | | | 9.7 | | |
| MUTUAL FUNDS: 90.1% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 90.1% | | ||||||||||||
| | | 2,246,780 | | | | Voya Emerging Markets Index Portfolio - Class P2 | | | | | 26,017,715 | | | | | | 5.0 | | |
| | | 9,391,606 | | | | Voya International Index Portfolio - Class P2 | | | | | 94,103,888 | | | | | | 18.0 | | |
| | | 1,232,293 | | | | Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 15,773,350 | | | | | | 3.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | 783,782 | | | | Voya Russell Small Cap Index Portfolio - Class P2 | | | | $ | 10,549,712 | | | | | | 2.0 | | |
| | | 10,164,411 | | | | Voya U.S. Bond Index Portfolio - Class P2 | | | | | 109,673,994 | | | | | | 20.9 | | |
| | | 13,102,707 | | | | Voya U.S. Stock Index Portfolio - Class P2 | | | | | 216,194,662 | | | | | | 41.2 | | |
| | | | | | | Total Mutual Funds (Cost $458,199,267) | | | | | 472,313,321 | | | | | | 90.1 | | |
| | | | | | | Total Investments in Securities (Cost $508,132,155) | | | | $ | 523,040,738 | | | | | | 99.8 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 1,306,131 | | | | | | 0.2 | | |
| | | | | | | Net Assets | | | | $ | 524,346,869 | | | | | | 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, 2019 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 50,727,417 | | | | | $ | — | | | | | $ | — | | | | | $ | 50,727,417 | | |
Mutual Funds | | | | | 472,313,321 | | | | | | — | | | | | | — | | | | | | 472,313,321 | | |
Total Investments, at fair value | | | | $ | 523,040,738 | | | | | $ | — | | | | | $ | — | | | | | $ | 523,040,738 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 63,075 | | | | | | — | | | | | | — | | | | | | 63,075 | | |
Total Assets | | | | $ | 523,103,813 | | | | | $ | — | | | | | $ | — | | | | | $ | 523,103,813 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (136,603) | | | | | $ | — | | | | | $ | — | | | | | $ | (136,603) | | |
Total Liabilities | | | | $ | (136,603) | | | | | $ | — | | | | | $ | — | | | | | $ | (136,603) | | |
Voya Index Solution 2030 Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2018 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio – Class P2 | | | | $ | 27,306,369 | | | | | $ | 7,602,049 | | | | | $ | (10,906,593) | | | | | $ | 2,015,890 | | | | | $ | 26,017,715 | | | | | $ | 571,061 | | | | | $ | 343,044 | | | | | $ | — | | |
Voya International Index Portfolio – Class P2 | | | | | 74,232,389 | | | | | | 19,954,504 | | | | | | (7,438,570) | | | | | | 7,355,565 | | | | | | 94,103,888 | | | | | | 2,697,038 | | | | | | 1,096,586 | | | | | | — | | |
Voya Russell Mid Cap Index Portfolio – Class P2 | | | | | 15,696,720 | | | | | | 5,706,273 | | | | | | (6,239,687) | | | | | | 610,044 | | | | | | 15,773,350 | | | | | | 221,569 | | | | | | (244,864) | | | | | | 2,497,182 | | |
Voya Russell Small Cap Index Portfolio – Class P2 | | | | | 7,834,469 | | | | | | 3,145,920 | | | | | | (660,795) | | | | | | 230,118 | | | | | | 10,549,712 | | | | | | 107,107 | | | | | | 16,417 | | | | | | 1,032,626 | | |
Voya U.S. Bond Index Portfolio – Class P2 | | | | | 93,800,772 | | | | | | 36,910,779 | | | | | | (26,120,117) | | | | | | 5,082,560 | | | | | | 109,673,994 | | | | | | 1,396,527 | | | | | | (179,567) | | | | | | — | | |
Voya U.S. Stock Index Portfolio – Class P2 | | | | | 143,466,463 | | | | | | 66,816,189 | | | | | | (21,387,795) | | | | | | 27,299,805 | | | | | | 216,194,662 | | | | | | — | | | | | | 1,679,585 | | | | | | — | | |
| | | | $ | 362,337,182 | | | | | $ | 140,135,714 | | | | | $ | (72,753,557) | | | | | $ | 42,593,982 | | | | | $ | 472,313,321 | | | | | $ | 4,993,302 | | | | | $ | 2,711,201 | | | | | $ | 3,529,808 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||
Long Contracts: | | | | | | ||||||||||||||
S&P 500® E-Mini | | | 71 | | | 09/20/19 | | | | $ | 10,451,910 | | | | | $ | 63,075 | | |
| | | | | | | | | | $ | 10,451,910 | | | | | $ | 63,075 | | |
Short Contracts: | | | | | | ||||||||||||||
Mini MSCI EAFE Index | | | (109) | | | 09/20/19 | | | | | (10,481,985) | | | | | | (136,603) | | |
| | | | | | | | | | $ | (10,481,985) | | | | | $ | (136,603) | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 63,075 | | |
Total Asset Derivatives | | | | | | | $ | 63,075 | | |
Liability Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 136,603 | | |
Total Liability Derivatives | | | | | | | $ | 136,603 | | |
Voya Index Solution 2030 Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (1,090,010) | | |
Interest rate contracts | | | | | 246,366 | | |
Total | | | | $ | (843,644) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (16,966) | | |
Interest rate contracts | | | | | (214,747) | | |
Total | | | | $ | (231,713) | | |
| Cost for federal income tax purposes was $509,811,881. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 19,203,921 | | |
| Gross Unrealized Depreciation | | | | | (6,048,593) | | |
| Net Unrealized Appreciation | | | | $ | 13,155,328 | | |
Voya Index Solution 2035 Portfolio | as of June 30, 2019 (Unaudited) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 9.9% | | ||||||||||||||||||
| | | 831,593 | | | | Invesco Senior Loan ETF | | | | $ | 18,843,897 | | | | | | 2.0 | | |
| | | 222,170 | | | | iShares 1-3 Year Treasury Bond ETF | | | | | 18,835,573 | | | | | | 2.0 | | |
| | | 669,234 | | | | Schwab U.S. TIPS ETF | | | | | 37,684,567 | | | | | | 3.9 | | |
| | | 160,248 | | | | Vanguard Global ex-U.S. Real Estate ETF | | | | | 9,454,632 | | | | | | 1.0 | | |
| | | 108,126 | | | | Vanguard Real Estate ETF | | | | | 9,450,212 | | | | | | 1.0 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $92,928,038) | | | | | 94,268,881 | | | | | | 9.9 | | |
| MUTUAL FUNDS: 89.9% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 89.9% | | ||||||||||||
| | | 4,880,158 | | | | Voya Emerging Markets Index Portfolio - Class P2 | | | | | 56,512,234 | | | | | | 6.0 | | |
| | | 18,891,076 | | | | Voya International Index Portfolio - Class P2 | | | | | 189,288,584 | | | | | | 19.9 | | |
| | | 2,973,964 | | | | Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 38,066,735 | | | | | | 4.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | 1,418,649 | | | | Voya Russell Small Cap Index Portfolio - Class P2 | | | | $ | 19,095,019 | | | | | | 2.0 | | |
| | | 10,512,584 | | | | Voya U.S. Bond Index Portfolio - Class P2 | | | | | 113,430,782 | | | | | | 12.0 | | |
| | | 26,444,276 | | | | Voya U.S. Stock Index Portfolio - Class P2 | | | | | 436,330,555 | | | | | | 46.0 | | |
| | | | | | | Total Mutual Funds (Cost $809,465,306) | | | | | 852,723,909 | | | | | | 89.9 | | |
| | | | | | | Total Investments in Securities (Cost $902,393,344) | | | | $ | 946,992,790 | | | | | | 99.8 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 2,137,623 | | | | | | 0.2 | | |
| | | | | | | Net Assets | | | | $ | 949,130,413 | | | | | | 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, 2019 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 94,268,881 | | | | | $ | — | | | | | $ | — | | | | | $ | 94,268,881 | | |
Mutual Funds | | | | | 852,723,909 | | | | | | — | | | | | | — | | | | | | 852,723,909 | | |
Total Investments, at fair value | | | | $ | 946,992,790 | | | | | $ | — | | | | | $ | — | | | | | $ | 946,992,790 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 115,310 | | | | | | — | | | | | | — | | | | | | 115,310 | | |
Total Assets | | | | $ | 947,108,100 | | | | | $ | — | | | | | $ | — | | | | | $ | 947,108,100 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (248,971) | | | | | $ | — | | | | | $ | — | | | | | $ | (248,971) | | |
Total Liabilities | | | | $ | (248,971) | | | | | $ | — | | | | | $ | — | | | | | $ | (248,971) | | |
Voya Index Solution 2035 Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2018 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio – Class P2 | | | | $ | 60,756,882 | | | | | $ | 12,244,998 | | | | | $ | (19,690,373) | | | | | $ | 3,200,727 | | | | | $ | 56,512,234 | | | | | $ | 1,264,854 | | | | | $ | 1,961,559 | | | | | $ | — | | |
Voya International Index Portfolio – Class P2 | | | | | 159,717,275 | | | | | | 26,543,177 | | | | | | (14,798,044) | | | | | | 17,826,176 | | | | | | 189,288,584 | | | | | | 5,531,821 | | | | | | (94,756) | | | | | | — | | |
Voya Russell Mid Cap Index Portfolio – Class P2 | | | | | 38,202,531 | | | | | | 10,974,156 | | | | | | (12,121,178) | | | | | | 1,011,226 | | | | | | 38,066,735 | | | | | | 545,247 | | | | | | (201,070) | | | | | | 6,145,179 | | |
Voya Russell Small Cap Index Portfolio – Class P2 | | | | | 15,253,590 | | | | | | 4,401,716 | | | | | | (1,156,560) | | | | | | 596,273 | | | | | | 19,095,019 | | | | | | 197,658 | | | | | | (54,499) | | | | | | 1,905,643 | | |
Voya U.S. Bond Index Portfolio – Class P2 | | | | | 114,047,195 | | | | | | 37,983,542 | | | | | | (44,123,968) | �� | | | | | 5,524,013 | | | | | | 113,430,782 | | | | | | 1,600,254 | | | | | | (56,895) | | | | | | — | | |
Voya U.S. Stock Index Portfolio – Class P2 | | | | | 318,106,836 | | | | | | 93,526,043 | | | | | | (31,256,278) | | | | | | 55,953,954 | | | | | | 436,330,555 | | | | | | — | | | | | | 5,584,861 | | | | | | — | | |
| | | | $ | 706,084,309 | | | | | $ | 185,673,632 | | | | | $ | (123,146,401) | | | | | $ | 84,112,369 | | | | | $ | 852,723,909 | | | | | $ | 9,139,834 | | | | | $ | 7,139,200 | | | | | $ | 8,050,822 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||
Long Contracts: | | | | | | ||||||||||||||
S&P 500® E-Mini | | | 129 | | | 09/20/19 | | | | $ | 18,990,090 | | | | | $ | 115,310 | | |
| | | | | | | | | | $ | 18,990,090 | | | | | $ | 115,310 | | |
Short Contracts: | | | | | | ||||||||||||||
Mini MSCI EAFE Index | | | (197) | | | 09/20/19 | | | | | (18,944,505) | | | | | | (248,971) | | |
| | | | | | | | | | $ | (18,944,505) | | | | | $ | (248,971) | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 115,310 | | |
Total Asset Derivatives | | | | | | | $ | 115,310 | | |
Liability Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 248,971 | | |
Total Liability Derivatives | | | | | | | $ | 248,971 | | |
Voya Index Solution 2035 Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (2,120,340) | | |
Interest rate contracts | | | | | 485,207 | | |
Total | | | | $ | (1,635,133) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 3,704 | | |
Interest rate contracts | | | | | (426,237) | | |
Total | | | | $ | (422,533) | | |
| Cost for federal income tax purposes was $907,827,539. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 52,245,616 | | |
| Gross Unrealized Depreciation | | | | | (13,214,027) | | |
| Net Unrealized Appreciation | | | | $ | 39,031,589 | | |
Voya Index Solution 2040 Portfolio | as of June 30, 2019 (Unaudited) |
Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 4.2% | | ||||||||||||||||||
| | 89,918 | | | | iShares 1-3 Year Treasury Bond ETF | | | | $ | 7,623,248 | | | | | | 2.0 | | |
| | 64,857 | | | | Vanguard Global ex-U.S. Real Estate ETF | | | | | 3,826,563 | | | | | | 1.0 | | |
| | 54,702 | | | | Vanguard Real Estate ETF | | | | | 4,780,955 | | | | | | 1.2 | | |
| | | | | | Total Exchange-Traded Funds (Cost $15,815,588) | | | | | 16,230,766 | | | | | | 4.2 | | |
MUTUAL FUNDS: 95.6% | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies: 95.6% | | ||||||||||||
| | 2,143,733 | | | | Voya Emerging Markets Index Portfolio - Class P2 | | | | | 24,824,426 | | | | | | 6.5 | | |
| | 8,425,205 | | | | Voya International Index Portfolio - Class P2 | | | | | 84,420,551 | | | | | | 21.9 | | |
| | 1,205,848 | | | | Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 15,434,849 | | | | | | 4.0 | | |
| | 862,815 | | | | Voya Russell Small Cap Index Portfolio - Class P2 | | | | | 11,613,494 | | | | | | 3.0 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | 4,261,847 | | | | Voya U.S. Bond Index Portfolio - Class P2 | | | | $ | 45,985,332 | | | | | | 12.0 | | |
| | 11,248,379 | | | | Voya U.S. Stock Index Portfolio - Class P2 | | | | | 185,598,251 | | | | | | 48.2 | | |
| | | | | | Total Mutual Funds (Cost $357,961,194) | | | | | 367,876,903 | | | | | | 95.6 | | |
| | | | | | Total Investments in Securities (Cost $373,776,782) | | | | $ | 384,107,669 | | | | | | 99.8 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 930,757 | | | | | | 0.2 | | |
| | | | | | Net Assets | | | | $ | 385,038,426 | | | | | | 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, 2019 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 16,230,766 | | | | | $ | — | | | | | $ | — | | | | | $ | 16,230,766 | | |
Mutual Funds | | | | | 367,876,903 | | | | | | — | | | | | | — | | | | | | 367,876,903 | | |
Total Investments, at fair value | | | | $ | 384,107,669 | | | | | $ | — | | | | | $ | — | | | | | $ | 384,107,669 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 45,964 | | | | | | — | | | | | | — | | | | | | 45,964 | | |
Total Assets | | | | $ | 384,153,633 | | | | | $ | — | | | | | $ | — | | | | | $ | 384,153,633 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (99,574) | | | | | $ | — | | | | | $ | — | | | | | $ | (99,574) | | |
Total Liabilities | | | | $ | (99,574) | | | | | $ | — | | | | | $ | — | | | | | $ | (99,574) | | |
Voya Index Solution 2040 Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2018 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio – Class P2 | | | | $ | 22,829,012 | | | | | $ | 7,970,693 | | | | | $ | (7,672,225) | | | | | $ | 1,696,946 | | | | | $ | 24,824,426 | | | | | $ | 546,146 | | | | | $ | 281,315 | | | | | $ | — | | |
Voya International Index Portfolio – Class P2 | | | | | 61,869,390 | | | | | | 19,422,992 | | | | | | (3,444,255) | | | | | | 6,572,424 | | | | | | 84,420,551 | | | | | | 2,424,399 | | | | | | 564,650 | | | | | | — | | |
Voya Russell Mid Cap Index Portfolio – Class P2 | | | | | 16,212,166 | | | | | | 6,399,312 | | | | | | (7,946,903) | | | | | | 770,274 | | | | | | 15,434,849 | | | | | | 217,326 | | | | | | (69,375) | | | | | | 2,449,358 | | |
Voya Russell Small Cap Index Portfolio – Class P2 | | | | | 8,091,573 | | | | | | 3,731,260 | | | | | | (394,996) | | | | | | 185,657 | | | | | | 11,613,494 | | | | | | 118,150 | | | | | | 5,149 | | | | | | 1,139,093 | | |
Voya U.S. Bond Index Portfolio – Class P2 | | | | | 26,922,761 | | | | | | 20,870,913 | | | | | | (3,623,918) | | | | | | 1,815,576 | | | | | | 45,985,332 | | | | | | 489,770 | | | | | | 29,121 | | | | | | — | | |
Voya U.S. Stock Index Portfolio – Class P2 | | | | | 116,640,661 | | | | | | 53,542,040 | | | | | | (8,148,367) | | | | | | 23,563,917 | | | | | | 185,598,251 | | | | | | — | | | | | | 395,582 | | | | | | — | | |
| | | | $ | 252,565,563 | | | | | $ | 111,937,210 | | | | | $ | (31,230,664) | | | | | $ | 34,604,794 | | | | | $ | 367,876,903 | | | | | $ | 3,795,791 | | | | | $ | 1,206,442 | | | | | $ | 3,588,451 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||
Long Contracts: | | | | | | ||||||||||||||
S&P 500® E-Mini | | | 52 | | | 09/20/19 | | | | $ | 7,654,920 | | | | | $ | 45,964 | | |
| | | | | | | | | | $ | 7,654,920 | | | | | $ | 45,964 | | |
Short Contracts: | | | | | | ||||||||||||||
Mini MSCI EAFE Index | | | (80) | | | 09/20/19 | | | | | (7,693,200) | | | | | | (99,574) | | |
�� | | | | | | | | | | $ | (7,693,200) | | | | | $ | (99,574) | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 45,964 | | |
Total Asset Derivatives | | | | | | | $ | 45,964 | | |
Liability Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 99,574 | | |
Total Liability Derivatives | | | | | | | $ | 99,574 | | |
Voya Index Solution 2040 Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (744,607) | | |
Interest rate contracts | | | | | 167,432 | | |
Total | | | | $ | (577,175) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (17,036) | | |
Interest rate contracts | | | | | (144,107) | | |
Total | | | | $ | (161,143) | | |
| Cost for federal income tax purposes was $374,418,545. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 14,270,890 | | |
| Gross Unrealized Depreciation | | | | | (4,635,376) | | |
| Net Unrealized Appreciation | | | | $ | 9,635,514 | | |
Voya Index Solution 2045 Portfolio | as of June 30, 2019 (Unaudited) |
Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 4.0% | | ||||||||||||||||||
| | 134,086 | | | | iShares 1-3 Year Treasury Bond ETF | | | | $ | 11,367,811 | | | | | | 1.7 | | |
| | 110,531 | | | | Vanguard Global ex-U.S. Real Estate ETF | | | | | 6,521,329 | | | | | | 1.0 | | |
| | 93,225 | | | | Vanguard Real Estate ETF | | | | | 8,147,865 | | | | | | 1.3 | | |
| | | | | | Total Exchange-Traded Funds (Cost $25,410,928) | | | | | 26,037,005 | | | | | | 4.0 | | |
MUTUAL FUNDS: 95.9% | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies: 95.9% | | ||||||||||||
| | 3,929,940 | | | | Voya Emerging Markets Index Portfolio - Class P2 | | | | | 45,508,709 | | | | | | 7.0 | | |
| | 14,995,892 | | | | Voya International Index Portfolio - Class P2 | | | | | 150,258,841 | | | | | | 23.0 | | |
| | 2,309,263 | | | | Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 29,558,570 | | | | | | 4.5 | | |
| | 1,468,741 | | | | Voya Russell Small Cap Index Portfolio - Class P2 | | | | | 19,769,253 | | | | | | 3.0 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | 4,382,876 | | | | Voya U.S. Bond Index Portfolio - Class P2 | | | | $ | 47,291,231 | | | | | | 7.2 | | |
| | 20,335,923 | | | | Voya U.S. Stock Index Portfolio - Class P2 | | | | | 335,542,728 | | | | | | 51.2 | | |
| | | | | | Total Mutual Funds (Cost $599,218,644) | | | | | 627,929,332 | | | | | | 95.9 | | |
| | | | | | Total Investments in Securities (Cost $624,629,572) | | | | $ | 653,966,337 | | | | | | 99.9 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 851,209 | | | | | | 0.1 | | |
| | | | | | Net Assets | | | | $ | 654,817,546 | | | | | | 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, 2019 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 26,037,005 | | | | | $ | — | | | | | $ | — | | | | | $ | 26,037,005 | | |
Mutual Funds | | | | | 627,929,332 | | | | | | — | | | | | | — | | | | | | 627,929,332 | | |
Total Investments, at fair value | | | | $ | 653,966,337 | | | | | $ | — | | | | | $ | — | | | | | $ | 653,966,337 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 39,626 | | | | | | — | | | | | | — | | | | | | 39,626 | | |
Total Assets | | | | $ | 654,005,963 | | | | | $ | — | | | | | $ | — | | | | | $ | 654,005,963 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (85,540) | | | | | $ | — | | | | | $ | — | | | | | $ | (85,540) | | |
Total Liabilities | | | | $ | (85,540) | | | | | $ | — | | | | | $ | — | | | | | $ | (85,540) | | |
Voya Index Solution 2045 Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2018 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio – Class P2 | | | | $ | 51,272,059 | | | | | $ | 10,248,179 | | | | | $ | (18,335,180) | | | | | $ | 2,323,651 | | | | | $ | 45,508,709 | | | | | $ | 1,021,779 | | | | | $ | 1,995,400 | | | | | $ | — | | |
Voya International Index Portfolio – Class P2 | | | | | 123,237,857 | | | | | | 20,916,464 | | | | | | (7,636,929) | | | | | | 13,741,449 | | | | | | 150,258,841 | | | | | | 4,407,106 | | | | | | (139,940) | | | | | | — | | |
Voya Russell Mid Cap Index Portfolio – Class P2 | | | | | 36,109,754 | | | | | | 9,256,350 | | | | | | (17,752,038) | | | | | | 1,944,504 | | | | | | 29,558,570 | | | | | | 424,886 | | | | | | 105,418 | | | | | | 4,788,654 | | |
Voya Russell Small Cap Index Portfolio – Class P2 | | | | | 15,447,643 | | | | | | 4,701,332 | | | | | | (923,192) | | | | | | 543,470 | | | | | | 19,769,253 | | | | | | 205,552 | | | | | | (59,084) | | | | | | 1,981,746 | | |
Voya U.S. Bond Index Portfolio – Class P2 | | | | | 32,090,802 | | | | | | 19,283,721 | | | | | | (6,079,577) | | | | | | 1,996,285 | | | | | | 47,291,231 | | | | | | 542,258 | | | | | | (8,550) | | | | | | — | | |
Voya U.S. Stock Index Portfolio – Class P2 | | | | | 235,762,965 | | | | | | 71,090,842 | | | | | | (14,830,536) | | | | | | 43,519,457 | | | | | | 335,542,728 | | | | | | — | | | | | | 2,442,885 | | | | | | — | | |
| | | | $ | 493,921,080 | | | | | $ | 135,496,888 | | | | | $ | (65,557,452) | | | | | $ | 64,068,816 | | | | | $ | 627,929,332 | | | | | $ | 6,601,581 | | | | | $ | 4,336,129 | | | | | $ | 6,770,400 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||
Long Contracts: | | | | | | ||||||||||||||
S&P 500® E-Mini | | | 44 | | | 09/20/19 | | | | $ | 6,477,240 | | | | | $ | 39,626 | | |
| | | | | | | | | | $ | 6,477,240 | | | | | $ | 39,626 | | |
Short Contracts: | | | | | | ||||||||||||||
Mini MSCI EAFE Index | | | (68) | | | 09/20/19 | | | | | (6,539,220) | | | | | | (85,540) | | |
| | | | | | | | | | $ | (6,539,220) | | | | | $ | (85,540) | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 39,626 | | |
Total Asset Derivatives | | | | | | | $ | 39,626 | | |
Liability Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 85,540 | | |
Total Liability Derivatives | | | | | | | $ | 85,540 | | |
Voya Index Solution 2045 Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (1,488,762) | | |
Interest rate contracts | | | | | 326,614 | | |
Total | | | | $ | (1,162,148) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 248,303 | | |
Interest rate contracts | | | | | (284,736) | | |
Total | | | | $ | (36,433) | | |
| Cost for federal income tax purposes was $627,402,274. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 36,269,734 | | |
| Gross Unrealized Depreciation | | | | | (9,751,585) | | |
| Net Unrealized Appreciation | | | | $ | 26,518,149 | | |
Voya Index Solution 2050 Portfolio | as of June 30, 2019 (Unaudited) |
Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 2.3% | | ||||||||||||||||||
| | 43,608 | | | | Vanguard Global ex-U.S. Real Estate ETF | | | | $ | 2,572,872 | | | | | | 1.0 | | |
| | 36,780 | | | | Vanguard Real Estate ETF | | | | | 3,214,572 | | | | | | 1.3 | | |
| | | | | | Total Exchange-Traded Funds (Cost $5,557,213) | | | | | 5,787,444 | | | | | | 2.3 | | |
MUTUAL FUNDS: 97.6% | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies: 97.6% | | ||||||||||||
| | 1,552,980 | | | | Voya Emerging Markets Index Portfolio - Class P2 | | | | | 17,983,506 | | | | | | 7.0 | | |
| | 6,183,449 | | | | Voya International Index Portfolio - Class P2 | | | | | 61,958,164 | | | | | | 23.9 | | |
| | 912,521 | | | | Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 11,680,270 | | | | | | 4.5 | | |
| | 580,379 | | | | Voya Russell Small Cap Index Portfolio - Class P2 | | | | | 7,811,904 | | | | | | 3.0 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | 1,671,520 | | | | Voya U.S. Bond Index Portfolio - Class P2 | | | | $ | 18,035,699 | | | | | | 7.0 | | |
| | 8,193,309 | | | | Voya U.S. Stock Index Portfolio - Class P2 | | | | | 135,189,592 | | | | | | 52.2 | | |
| | | | | | Total Mutual Funds (Cost $246,535,885) | | | | | 252,659,135 | | | | | | 97.6 | | |
| | | | | | Total Investments in Securities (Cost $252,093,098) | | | | $ | 258,446,579 | | | | | | 99.9 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 359,997 | | | | | | 0.1 | | |
| | | | | | Net Assets | | | | $ | 258,806,576 | | | | | | 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, 2019 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 5,787,444 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,787,444 | | |
Mutual Funds | | | | | 252,659,135 | | | | | | — | | | | | | — | | | | | | 252,659,135 | | |
Total Investments, at fair value | | | | $ | 258,446,579 | | | | | $ | — | | | | | $ | — | | | | | $ | 258,446,579 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 15,310 | | | | | | — | | | | | | — | | | | | | 15,310 | | |
Total Assets | | | | $ | 258,461,889 | | | | | $ | — | | | | | $ | — | | | | | $ | 258,461,889 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (33,187) | | | | | $ | — | | | | | $ | — | | | | | $ | (33,187) | | |
Total Liabilities | | | | $ | (33,187) | | | | | $ | — | | | | | $ | — | | | | | $ | (33,187) | | |
Voya Index Solution 2050 Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2018 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio – Class P2 | | | | $ | 18,395,359 | | | | | $ | 6,272,579 | | | | | $ | (8,513,026) | | | | | $ | 1,828,594 | | | | | $ | 17,983,506 | | | | | $ | 393,574 | | | | | $ | (211,200) | | | | | $ | — | | |
Voya International Index Portfolio – Class P2 | | | | | 43,870,476 | | | | | | 15,638,531 | | | | | | (2,259,942) | | | | | | 4,709,099 | | | | | | 61,958,164 | | | | | | 1,772,315 | | | | | | 326,821 | | | | | | — | | |
Voya Russell Mid Cap Index Portfolio – Class P2 | | | | | 12,338,150 | | | | | | 5,195,812 | | | | | | (6,619,703) | | | | | | 766,011 | | | | | | 11,680,270 | | | | | | 163,738 | | | | | | (179,329) | | | | | | 1,845,400 | | |
Voya Russell Small Cap Index Portfolio – Class P2 | | | | | 5,278,303 | | | | | | 2,676,998 | | | | | | (246,912) | | | | | | 103,515 | | | | | | 7,811,904 | | | | | | 79,364 | | | | | | (2,972) | | | | | | 765,158 | | |
Voya U.S. Bond Index Portfolio – Class P2 | | | | | 10,526,026 | | | | | | 15,066,567 | | | | | | (8,157,471) | | | | | | 600,577 | | | | | | 18,035,699 | | | | | | 188,987 | | | | | | 123,835 | | | | | | — | | |
Voya U.S. Stock Index Portfolio – Class P2 | | | | | 81,467,984 | | | | | | 43,744,507 | | | | | | (6,640,899) | | | | | | 16,618,000 | | | | | | 135,189,592 | | | | | | — | | | | | | 321,348 | | | | | | — | | |
| | | | $ | 171,876,298 | | | | | $ | 88,594,994 | | | | | $ | (32,437,953) | | | | | $ | 24,625,796 | | | | | $ | 252,659,135 | | | | | $ | 2,597,978 | | | | | $ | 378,503 | | | | | $ | 2,610,558 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||
Long Contracts: | | | | | | ||||||||||||||
S&P 500® E-Mini | | | 17 | | | 09/20/19 | | | | $ | 2,502,570 | | | | | $ | 15,310 | | |
| | | | | | | | | | $ | 2,502,570 | | | | | $ | 15,310 | | |
Short Contracts: | | | | | | ||||||||||||||
Mini MSCI EAFE Index | | | (27) | | | 09/20/19 | | | | | (2,596,455) | | | | | | (33,187) | | |
| | | | | | | | | | $ | (2,596,455) | | | | | $ | (33,187) | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 15,310 | | |
Total Asset Derivatives | | | | | | | $ | 15,310 | | |
Liability Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 33,187 | | |
Total Liability Derivatives | | | | | | | $ | 33,187 | | |
Voya Index Solution 2050 Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (496,523) | | |
Interest rate contracts | | | | | 118,857 | | |
Total | | | | $ | (377,666) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 73,947 | | |
Interest rate contracts | | | | | (102,259) | | |
Total | | | | $ | (28,312) | | |
| Cost for federal income tax purposes was $252,668,393. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 8,959,529 | | |
| Gross Unrealized Depreciation | | | | | (3,199,220) | | |
| Net Unrealized Appreciation | | | | $ | 5,760,309 | | |
Voya Index Solution 2055 Portfolio | as of June 30, 2019 (Unaudited) |
Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 2.3% | | ||||||||||||||||||
| | 48,950 | | | | Vanguard Global ex-U.S. Real Estate ETF | | | | $ | 2,888,050 | | | | | | 1.0 | | |
| | 41,285 | | | | Vanguard Real Estate ETF | | | | | 3,608,309 | | | | | | 1.3 | | |
| | | | | | Total Exchange-Traded Funds (Cost $6,253,029) | | | | | 6,496,359 | | | | | | 2.3 | | |
MUTUAL FUNDS: 97.6% | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies: 97.6% | | ||||||||||||
| | 1,866,706 | | | | Voya Emerging Markets Index Portfolio - Class P2 | | | | | 21,616,452 | | | | | | 7.5 | | |
| | 6,937,105 | | | | Voya International Index Portfolio - Class P2 | | | | | 69,509,789 | | | | | | 23.9 | | |
| | 1,137,493 | | | | Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 14,559,913 | | | | | | 5.0 | | |
| | 651,119 | | | | Voya Russell Small Cap Index Portfolio - Class P2 | | | | | 8,764,065 | | | | | | 3.0 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | 1,607,368 | | | | Voya U.S. Bond Index Portfolio - Class P2 | | | | $ | 17,343,505 | | | | | | 6.0 | | |
| | 9,191,714 | | | | Voya U.S. Stock Index Portfolio - Class P2 | | | | | 151,663,283 | | | | | | 52.2 | | |
| | | | | | Total Mutual Funds (Cost $272,645,421) | | | | | 283,457,007 | | | | | | 97.6 | | |
| | | | | | Total Investments in Securities (Cost $278,898,450) | | | | $ | 289,953,366 | | | | | | 99.9 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 365,568 | | | | | | 0.1 | | |
| | | | | | Net Assets | | | | $ | 290,318,934 | | | | | | 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, 2019 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 6,496,359 | | | | | $ | — | | | | | $ | — | | | | | $ | 6,496,359 | | |
Mutual Funds | | | | | 283,457,007 | | | | | | — | | | | | | — | | | | | | 283,457,007 | | |
Total Investments, at fair value | | | | $ | 289,953,366 | | | | | $ | — | | | | | $ | — | | | | | $ | 289,953,366 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 17,145 | | | | | | — | | | | | | — | | | | | | 17,145 | | |
Total Assets | | | | $ | 289,970,511 | | | | | $ | — | | | | | $ | — | | | | | $ | 289,970,511 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (37,018) | | | | | $ | — | | | | | $ | — | | | | | $ | (37,018) | | |
Total Liabilities | | | | $ | (37,018) | | | | | $ | — | | | | | $ | — | | | | | $ | (37,018) | | |
Voya Index Solution 2055 Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2018 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio – Class P2 | | | | $ | 22,172,027 | | | | | $ | 6,162,452 | | | | | $ | (7,908,584) | | | | | $ | 1,190,557 | | | | | $ | 21,616,452 | | | | | $ | 476,692 | | | | | $ | 688,424 | | | | | $ | — | | |
Voya International Index Portfolio – Class P2 | | | | | 52,872,713 | | | | | | 13,871,780 | | | | | | (3,145,688) | | | | | | 5,910,984 | | | | | | 69,509,789 | | | | | | 2,002,185 | | | | | | 13,954 | | | | | | — | | |
Voya Russell Mid Cap Index Portfolio – Class P2 | | | | | 14,871,873 | | | | | | 5,239,356 | | | | | | (6,137,773) | | | | | | 586,457 | | | | | | 14,559,913 | | | | | | 205,517 | | | | | | (57,614) | | | | | | 2,316,262 | | |
Voya Russell Small Cap Index Portfolio – Class P2 | | | | | 6,362,160 | | | | | | 2,553,960 | | | | | | (332,549) | | | | | | 180,494 | | | | | | 8,764,065 | | | | | | 89,664 | | | | | | (18,580) | | | | | | 864,464 | | |
Voya U.S. Bond Index Portfolio – Class P2 | | | | | 12,687,324 | | | | | | 10,602,559 | | | | | | (6,700,021) | | | | | | 753,643 | | | | | | 17,343,505 | | | | | | 206,105 | | | | | | (1,616) | | | | | | — | | |
Voya U.S. Stock Index Portfolio – Class P2 | | | | | 98,184,009 | | | | | | 39,644,713 | | | | | | (5,329,098) | | | | | | 19,163,659 | | | | | | 151,663,283 | | | | | | — | | | | | | 487,887 | | | | | | — | | |
| | | | $ | 207,150,106 | | | | | $ | 78,074,820 | | | | | $ | (29,553,713) | | | | | $ | 27,785,794 | | | | | $ | 283,457,007 | | | | | $ | 2,980,163 | | | | | $ | 1,112,455 | | | | | $ | 3,180,726 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||
Long Contracts: | | | | | | ||||||||||||||
S&P 500® E-Mini | | | 20 | | | 09/20/19 | | | | $ | 2,944,200 | | | | | $ | 17,145 | | |
| | | | | | | | | | $ | 2,944,200 | | | | | $ | 17,145 | | |
Short Contracts: | | | | | | ||||||||||||||
Mini MSCI EAFE Index | | | (30) | | | 09/20/19 | | | | | (2,884,950) | | | | | | (37,018) | | |
| | | | | | | | | | $ | (2,884,950) | | | | | $ | (37,018) | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 17,145 | | |
Total Asset Derivatives | | | | | | | $ | 17,145 | | |
Liability Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 37,018 | | |
Total Liability Derivatives | | | | | | | $ | 37,018 | | |
Voya Index Solution 2055 Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (617,386) | | |
Interest rate contracts | | | | | 130,802 | | |
Total | | | | $ | (486,584) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 100,597 | | |
Interest rate contracts | | | | | (115,116) | | |
Total | | | | $ | (14,519) | | |
| Cost for federal income tax purposes was $280,516,902. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 14,403,239 | | |
| Gross Unrealized Depreciation | | | | | (4,986,648) | | |
| Net Unrealized Appreciation | | | | $ | 9,416,591 | | |
Voya Index Solution 2060 Portfolio | as of June 30, 2019 (Unaudited) |
Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 2.8% | | ||||||||||||||||||
| | 16,431 | | | | Vanguard Global ex-U.S. Real Estate ETF | | | | $ | 969,429 | | | | | | 1.3 | | |
| | 13,304 | | | | Vanguard Real Estate ETF | | | | | 1,162,769 | | | | | | 1.5 | | |
| | | | | | Total Exchange-Traded Funds (Cost $2,049,393) | | | | | 2,132,198 | | | | | | 2.8 | | |
MUTUAL FUNDS: 97.2% | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies: 97.2% | | ||||||||||||
| | 500,618 | | | | Voya Emerging Markets Index Portfolio - Class P2 | | | | | 5,797,151 | | | | | | 7.4 | | |
| | 1,783,054 | | | | Voya International Index Portfolio - Class P2 | | | | | 17,866,206 | | | | | | 23.0 | | |
| | 305,059 | | | | Voya Russell Mid Cap Index Portfolio - Class P2 | | | | | 3,904,756 | | | | | | 5.0 | | |
| | 174,622 | | | | Voya Russell Small Cap Index Portfolio - Class P2 | | | | | 2,350,409 | | | | | | 3.0 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | ||||||||||||||||||
| | | | | | Affiliated Investment Companies (continued) | | ||||||||||||
| | 394,924 | | | | Voya U.S. Bond Index Portfolio - Class P2 | | | | $ | 4,261,229 | | | | | | 5.5 | | |
| | 2,512,063 | | | | Voya U.S. Stock Index Portfolio - Class P2 | | | | | 41,449,039 | | | | | | 53.3 | | |
| | | | | | Total Mutual Funds (Cost $74,332,329) | | | | | 75,628,790 | | | | | | 97.2 | | |
| | | | | | Total Investments in Securities (Cost $76,381,722) | | | | $ | 77,760,988 | | | | | | 100.0 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 32,335 | | | | | | 0.0 | | |
| | | | | | Net Assets | | | | $ | 77,793,323 | | | | | | 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, 2019 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Exchange-Traded Funds | | | | $ | 2,132,198 | | | | | $ | — | | | | | $ | — | | | | | $ | 2,132,198 | | |
Mutual Funds | | | | | 75,628,790 | | | | | | — | | | | | | — | | | | | | 75,628,790 | | |
Total Investments, at fair value | | | | $ | 77,760,988 | | | | | $ | — | | | | | $ | — | | | | | $ | 77,760,988 | | |
Voya Index Solution 2060 Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2018 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio – Class P2 | | | | $ | 3,397,583 | | | | | $ | 2,320,036 | | | | | $ | (239,382) | | | | | $ | 318,914 | | | | | $ | 5,797,151 | | | | | $ | 123,906 | | | | | $ | (33,749) | | | | | $ | — | | |
Voya International Index Portfolio – Class P2 | | | | | 10,889,850 | | | | | | 6,500,658 | | | | | | (803,015) | | | | | | 1,278,713 | | | | | | 17,866,206 | | | | | | 499,457 | | | | | | (27,087) | | | | | | — | | |
Voya Russell Mid Cap Index Portfolio – Class P2 | | | | | 2,734,377 | | | | | | 2,064,189 | | | | | | (934,071) | | | | | | 40,261 | | | | | | 3,904,756 | | | | | | 53,410 | | | | | | (50,540) | | | | | | 601,954 | | |
Voya Russell Small Cap Index Portfolio – Class P2 | | | | | 1,364,796 | | | | | | 1,090,875 | | | | | | (108,306) | | | | | | 3,044 | | | | | | 2,350,409 | | | | | | 23,299 | | | | | | 1,248 | | | | | | 224,629 | | |
Voya U.S. Bond Index Portfolio – Class P2 | | | | | 2,274,908 | | | | | | 4,578,144 | | | | | | (2,661,179) | | | | | | 69,356 | | | | | | 4,261,229 | | | | | | 47,294 | | | | | | 89,550 | | | | | | — | | |
Voya U.S. Stock Index Portfolio – Class P2 | | | | | 22,453,240 | | | | | | 16,141,470 | | | | | | (1,895,922) | | | | | | 4,750,251 | | | | | | 41,449,039 | | | | | | — | | | | | | 30,428 | | | | | | — | | |
| | | | $ | 43,114,754 | | | | | $ | 32,695,372 | | | | | $ | (6,641,875) | | | | | $ | 6,460,539 | | | | | $ | 75,628,790 | | | | | $ | 747,366 | | | | | $ | 9,850 | | | | | $ | 826,583 | | |
| Cost for federal income tax purposes was $76,677,747. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 2,349,079 | | |
| Gross Unrealized Depreciation | | | | | (1,265,837) | | |
| Net Unrealized Appreciation | | | | $ | 1,083,242 | | |
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, 2019 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 19.0% | ||||||||||||||
Canada: 0.2% | ||||||||||||||
191,000 | Cenovus Energy, Inc., 4.250%, 04/15/2027 | $ | 197,687 | 0.1 | ||||||||||
186,000 | Fortis, Inc./Canada, 3.055%, 10/04/2026 | 184,715 | 0.1 | |||||||||||
382,402 | 0.2 | |||||||||||||
China: 0.3% | ||||||||||||||
601,000 | Alibaba Group Holding Ltd., 3.600%, 11/28/2024 | 627,030 | 0.3 | |||||||||||
France: 0.6% | ||||||||||||||
572,000 | (1) | BNP Paribas SA, 3.500%, 03/01/2023 | 588,584 | 0.3 | ||||||||||
287,000 | (1) | BPCE SA, 5.150%, 07/21/2024 | 310,530 | 0.2 | ||||||||||
226,000 | (1) | Electricite de France SA, 2.350%, 10/13/2020 | 226,131 | 0.1 | ||||||||||
1,125,245 | 0.6 | |||||||||||||
Guernsey: 0.4% | ||||||||||||||
716,000 | Credit Suisse Group Funding Guernsey Ltd., 2.750%, 03/26/2020 | 717,250 | 0.4 | |||||||||||
Ireland: 0.3% | ||||||||||||||
282,000 | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035 | 278,562 | 0.1 | |||||||||||
370,000 | Shire Acquisitions Investments Ireland DAC, 3.200%, 09/23/2026 | 373,948 | 0.2 | |||||||||||
652,510 | 0.3 | |||||||||||||
Japan: 0.8% | ||||||||||||||
200,000 | (1) | Mizuho Bank Ltd., 3.200%, 03/26/2025 | 206,603 | 0.1 | ||||||||||
790,000 | (1) | MUFG Bank Ltd, 2.300%, 03/05/2020 | 789,484 | 0.4 | ||||||||||
639,000 | Sumitomo Mitsui Financial Group, Inc., 3.784%, 03/09/2026 | 680,366 | 0.3 | |||||||||||
1,676,453 | 0.8 | |||||||||||||
Mexico: 0.0% | ||||||||||||||
MXN 1,007,437 | (2),(3) | Banco Invex SA / Hipotecaria Credito y Casa SA de CV, 6.450%, 03/13/2034 | – | – | ||||||||||
MXN 66,023 | (2) | JP Morgan / Hipotecaria su Casita, 6.100%, 09/25/2035 | 3,433 | 0.0 | ||||||||||
3,433 | 0.0 | |||||||||||||
Netherlands: 0.9% | ||||||||||||||
170,000 | ArcelorMittal, 7.000%, 10/15/2039 | 201,878 | 0.1 | |||||||||||
270,000 | Cooperatieve Rabobank UA/NY, 2.500%, 01/19/2021 | 270,966 | 0.1 | |||||||||||
690,000 | Shell International Finance BV, 3.250%, 05/11/2025 | 722,205 | 0.4 | |||||||||||
361,000 | Shell International Finance BV, 4.000%, 05/10/2046 | 396,407 | 0.2 | |||||||||||
300,000 | (1) | Siemens Financieringsmaatschappij NV, 2.350%, 10/15/2026 | 293,120 | 0.1 | ||||||||||
1,884,576 | 0.9 | |||||||||||||
Norway: 0.2% | ||||||||||||||
380,000 | Equinor ASA, 2.450%, 01/17/2023 | 382,411 | 0.2 | |||||||||||
South Africa: 0.0% | ||||||||||||||
ZAR 1,000,000 | Transnet SOC Ltd., 10.800%, 11/06/2023 | 76,337 | 0.0 | |||||||||||
Sweden: 0.1% | ||||||||||||||
298,000 | (1),(4) | Nordea Bank ABP, 5.500%, 12/31/2199 | 298,894 | 0.1 | ||||||||||
Switzerland: 0.4% | ||||||||||||||
400,000 | (1) | Credit Suisse AG, 6.500%, 08/08/2023 | 441,250 | 0.2 | ||||||||||
250,000 | UBS AG/Stamford CT, 7.625%, 08/17/2022 | 280,486 | 0.2 | |||||||||||
721,736 | 0.4 | |||||||||||||
United Kingdom: 0.8% | ||||||||||||||
283,000 | Aon PLC, 2.800%, 03/15/2021 | 285,000 | 0.1 | |||||||||||
200,000 | (1) | Reckitt Benckiser Treasury Services PLC, 3.000%, 06/26/2027 | 201,742 | 0.1 | ||||||||||
1,002,000 | Santander UK PLC, 2.375%, 03/16/2020 | 1,002,059 | 0.5 | |||||||||||
230,000 | (1) | Standard Chartered PLC, 5.300%, 01/09/2043 | 252,525 | 0.1 | ||||||||||
1,741,326 | 0.8 | |||||||||||||
United States: 14.0% | ||||||||||||||
150,000 | AbbVie, Inc., 3.600%, 05/14/2025 | 155,280 | 0.1 | |||||||||||
321,000 | AbbVie, Inc., 4.300%, 05/14/2036 | 322,634 | 0.2 | |||||||||||
53,000 | Aetna, Inc., 2.800%, 06/15/2023 | 53,334 | 0.0 | |||||||||||
459,000 | American International Group, Inc., 4.500%, 07/16/2044 | 485,376 | 0.2 | |||||||||||
180,000 | Altria Group, Inc., 4.800%, 02/14/2029 | 194,309 | 0.1 | |||||||||||
67,358 | American Airlines 2016-1 Class B Pass Through Trust, 5.250%, 07/15/2025 | 71,160 | 0.0 | |||||||||||
300,000 | Amgen, Inc., 3.200%, 11/02/2027 | 306,613 | 0.2 | |||||||||||
70,000 | Andeavor Logistics L.P. / Tesoro Logistics Finance Corp., 5.250%, 01/15/2025 | 74,085 | 0.0 | |||||||||||
170,000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | 189,238 | 0.1 | |||||||||||
130,000 | Anheuser-Busch InBev Worldwide, Inc., 4.000%, 04/13/2028 | 140,113 | 0.1 | |||||||||||
301,000 | AT&T, Inc., 4.300%, 02/15/2030 | 321,707 | 0.2 | |||||||||||
299,000 | AT&T, Inc., 5.150%, 03/15/2042 | 327,107 | 0.2 | |||||||||||
422,000 | AT&T, Inc., 5.650%, 02/15/2047 | 495,317 | 0.2 |
See Accompanying Notes to Financial Statements
1 |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
United States: (continued) | ||||||||||||||
368,000 | Bank of America Corp., 3.300%, 01/11/2023 | 379,615 | 0.2 | |||||||||||
616,000 | (4) | Bank of America Corp., 3.419%, 12/20/2028 | 634,875 | 0.3 | ||||||||||
458,000 | Bank of America Corp., 4.100%, 07/24/2023 | 488,893 | 0.2 | |||||||||||
258,000 | (4) | Bank of America Corp., 4.330%, 03/15/2050 | 288,416 | 0.1 | ||||||||||
412,000 | Bank of New York Mellon Corp., 2.050%, 05/03/2021 | 411,173 | 0.2 | |||||||||||
530,000 | BP Capital Markets America, Inc., 3.216%, 11/28/2023 | 546,838 | 0.3 | |||||||||||
395,000 | CBRE Services, Inc., 5.250%, 03/15/2025 | 436,079 | 0.2 | |||||||||||
216,000 | CBS Corp., 3.700%, 08/15/2024 | 223,647 | 0.1 | |||||||||||
266,000 | Celgene Corp., 3.875%, 08/15/2025 | 285,164 | 0.1 | |||||||||||
474,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | 498,094 | 0.2 | |||||||||||
265,000 | Citigroup, Inc., 4.125%, 07/25/2028 | 280,211 | 0.1 | |||||||||||
579,000 | Citigroup, Inc., 4.000%, 08/05/2024 | 610,480 | 0.3 | |||||||||||
469,000 | Citigroup, Inc., 5.500%, 09/13/2025 | 531,338 | 0.3 | |||||||||||
758,000 | Citizens Bank NA/Providence RI, 2.450%, 12/04/2019 | 758,029 | 0.4 | |||||||||||
278,000 | (1) | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | 282,361 | 0.1 | ||||||||||
165,000 | Comcast Corp., 2.350%, 01/15/2027 | 161,035 | 0.1 | |||||||||||
310,000 | Comcast Corp., 4.150%, 10/15/2028 | 341,971 | 0.2 | |||||||||||
110,000 | Comcast Corp., 4.250%, 01/15/2033 | 123,269 | 0.1 | |||||||||||
80,000 | Comcast Corp., 5.650%, 06/15/2035 | 99,863 | 0.1 | |||||||||||
1,184,000 | CVS Health Corp., 2.800%, 07/20/2020 | 1,187,190 | 0.6 | |||||||||||
510,000 | CVS Health Corp., 4.300%, 03/25/2028 | 537,963 | 0.3 | |||||||||||
480,000 | (1) | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | 517,674 | 0.3 | ||||||||||
313,000 | (1) | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 345,441 | 0.2 | ||||||||||
442,000 | Discover Bank, 7.000%, 04/15/2020 | 457,137 | 0.2 | |||||||||||
45,000 | Eastman Chemical Co., 2.700%, 01/15/2020 | 44,980 | 0.0 | |||||||||||
1,026,000 | Energy Transfer Operating L.P., 4.900%, 02/01/2024 | 1,101,936 | 0.5 | |||||||||||
280,000 | Energy Transfer Partners L.P. / Regency Energy Finance Corp., 4.500%, 11/01/2023 | 295,848 | 0.1 | |||||||||||
558,000 | Entergy Corp., 5.125%, 09/15/2020 | 571,380 | 0.3 | |||||||||||
200,000 | Entergy Louisiana LLC, 4.200%, 04/01/2050 | 222,723 | 0.1 | |||||||||||
202,000 | FedEx Corp., 4.050%, 02/15/2048 | 193,984 | 0.1 | |||||||||||
318,000 | Fifth Third Bancorp, 8.250%, 03/01/2038 | 470,457 | 0.2 | |||||||||||
532,000 | FirstEnergy Corp., 4.250%, 03/15/2023 | 559,053 | 0.3 | |||||||||||
569,000 | Ford Motor Credit Co. LLC, 3.200%, 01/15/2021 | 570,823 | 0.3 | |||||||||||
205,000 | General Electric Co., 6.750%, 03/15/2032 | 253,157 | 0.1 | |||||||||||
224,000 | General Motors Financial Co., Inc., 4.300%, 07/13/2025 | 231,076 | 0.1 | |||||||||||
240,000 | Goldman Sachs Group, Inc./The, 2.625%, 04/25/2021 | 240,881 | 0.1 | |||||||||||
942,000 | (4) | Goldman Sachs Group, Inc./The, 2.876%, 10/31/2022 | 949,740 | 0.5 | ||||||||||
90,000 | Johnson & Johnson, 2.900%, 01/15/2028 | 92,879 | 0.0 | |||||||||||
150,000 | Johnson & Johnson, 3.400%, 01/15/2038 | 156,417 | 0.1 | |||||||||||
50,000 | Johnson & Johnson, 4.375%, 12/05/2033 | 58,780 | 0.0 | |||||||||||
117,000 | JPMorgan Chase & Co., 2.550%, 03/01/2021 | 117,264 | 0.1 | |||||||||||
478,000 | (4) | JPMorgan Chase & Co., 6.000%, 12/31/2199 | 502,839 | 0.2 | ||||||||||
250,000 | (4) | JPMorgan Chase Bank NA, 2.604%, 02/01/2021 | 250,285 | 0.1 | ||||||||||
222,000 | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/2024 | 236,391 | 0.1 | |||||||||||
194,000 | Kinder Morgan, Inc./DE, 5.550%, 06/01/2045 | 224,651 | 0.1 | |||||||||||
165,000 | Kraft Heinz Foods Co., 3.000%, 06/01/2026 | 160,639 | 0.1 | |||||||||||
103,000 | Kroger Co/The, 4.650%, 01/15/2048 | 103,632 | 0.1 | |||||||||||
375,000 | Medtronic, Inc., 3.150%, 03/15/2022 | 385,883 | 0.2 | |||||||||||
380,000 | (1) | Metropolitan Edison Co., 4.000%, 04/15/2025 | 398,196 | 0.2 | ||||||||||
292,000 | Molson Coors Brewing Co., 3.000%, 07/15/2026 | 288,631 | 0.1 | |||||||||||
372,000 | Morgan Stanley, 3.750%, 02/25/2023 | 388,586 | 0.2 | |||||||||||
618,000 | Morgan Stanley, 4.100%, 05/22/2023 | 650,739 | 0.3 | |||||||||||
280,000 | National Rural Utilities Cooperative Finance Corp., 3.900%, 11/01/2028 | 304,900 | 0.2 | |||||||||||
324,000 | (1) | Newmont Goldcorp Corp., 3.700%, 03/15/2023 | 336,171 | 0.2 | ||||||||||
123,000 | Occidental Petroleum Corp., 4.625%, 06/15/2045 | 131,476 | 0.1 | |||||||||||
349,000 | Oracle Corp., 2.950%, 05/15/2025 | 359,224 | 0.2 | |||||||||||
48,000 | O'Reilly Automotive, Inc., 3.600%, 09/01/2027 | 49,374 | 0.0 | |||||||||||
95,000 | O'Reilly Automotive, Inc., 4.350%, 06/01/2028 | 102,754 | 0.1 | |||||||||||
235,000 | Pfizer, Inc., 2.750%, 06/03/2026 | 238,404 | 0.1 | |||||||||||
460,000 | Philip Morris International, Inc., 3.875%, 08/21/2042 | 456,237 | 0.2 |
See Accompanying Notes to Financial Statements
2 |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
United States: (continued) | ||||||||||||||
249,000 | Qualcomm, Inc., 3.250%, 05/20/2027 | 254,113 | 0.1 | |||||||||||
272,000 | Reynolds American, Inc., 6.150%, 09/15/2043 | 296,705 | 0.1 | |||||||||||
225,000 | Southern Co., 2.750%, 06/15/2020 | 225,724 | 0.1 | |||||||||||
185,000 | Southwest Airlines Co., 3.450%, 11/16/2027 | 190,270 | 0.1 | |||||||||||
104,000 | Sunoco Logistics Partners Operations L.P., 4.250%, 04/01/2024 | 109,095 | 0.1 | |||||||||||
272,000 | Time Warner Cable LLC, 5.875%, 11/15/2040 | 294,512 | 0.1 | |||||||||||
77,342 | United Airlines 2014-2 Class B Pass Through Trust, 4.625%, 03/03/2024 | 79,685 | 0.0 | |||||||||||
54,861 | United Airlines 2016-1 Class B Pass Through Trust, 3.650%, 07/07/2027 | 54,935 | 0.0 | |||||||||||
78,438 | United Airlines 2016-2 Class B Pass Through Trust, 3.650%, 04/07/2027 | 78,555 | 0.0 | |||||||||||
230,000 | Verizon Communications, Inc., 4.125%, 03/16/2027 | 250,586 | 0.1 | |||||||||||
331,000 | Verizon Communications, Inc., 4.522%, 09/15/2048 | 370,254 | 0.2 | |||||||||||
252,000 | Viacom, Inc., 4.375%, 03/15/2043 | 246,774 | 0.1 | |||||||||||
245,000 | Walmart, Inc., 3.700%, 06/26/2028 | 267,641 | 0.1 | |||||||||||
300,000 | (1) | Walt Disney Co/The, 5.400%, 10/01/2043 | 391,311 | 0.2 | ||||||||||
430,000 | Wells Fargo & Co., 4.100%, 06/03/2026 | 455,932 | 0.2 | |||||||||||
28,829,511 | 14.0 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $37,707,033) | 39,119,114 | 19.0 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 13.3% | ||||||||||||||
United States: 13.3% | ||||||||||||||
278,577 | (4) | Adjustable Rate Mortgage Trust 2006-2 1A1, 4.641%, 05/25/2036 | 275,643 | 0.1 | ||||||||||
244,966 | Alternative Loan Trust 2005-51 3A2A, 3.794%, (12MTA + 1.290%), 11/20/2035 | 237,927 | 0.1 | |||||||||||
82,499 | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | 63,109 | 0.0 | |||||||||||
515,866 | Banc of America Funding 2005-1 Trust 1A1, 5.500%, 02/25/2035 | 529,328 | 0.3 | |||||||||||
65,861 | CHL Mortgage Pass-Through Trust 2005-17 1A8, 5.500%, 09/25/2035 | 66,408 | 0.0 | |||||||||||
58,662 | CHL Mortgage Pass-Through Trust 2005-J4 A7, 5.500%, 11/25/2035 | 59,416 | 0.0 | |||||||||||
308,189 | CHL Mortgage Pass-Through Trust 2007-7 A7, 5.750%, 06/25/2037 | 262,319 | 0.1 | |||||||||||
79,960 | (4) | Citigroup Mortgage Loan Trust, Inc. 2005-2 1A3, 4.991%, 05/25/2035 | 81,616 | 0.0 | ||||||||||
326,333 | CitiMortgage Alternative Loan Trust Series 2006-A3 1A7, 6.000%, 07/25/2036 | 323,283 | 0.2 | |||||||||||
53,274 | Countrywide Alternative Loan Trust 2005-53T2 2A6, 2.904%, (US0001M + 0.500%), 11/25/2035 | 34,458 | 0.0 | |||||||||||
266,445 | Countrywide Asset-Backed Certificates 2005-IM1 M1, 3.124%, (US0001M + 0.720%), 11/25/2035 | 267,364 | 0.1 | |||||||||||
270,599 | (1),(4) | CSMC Trust 2015-3 B1, 3.935%, 03/25/2045 | 279,526 | 0.1 | ||||||||||
7,554 | (1) | Deutsche ALT-A Securities, Inc. ALT2007-RS1 A2, 2.930%, (US0001M + 0.500%), 01/27/2037 | 9,951 | 0.0 | ||||||||||
400,000 | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 6.054%, (US0001M + 3.650%), 09/25/2029 | 426,033 | 0.2 | |||||||||||
500,000 | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 5.404%, (US0001M + 3.000%), 10/25/2029 | 522,383 | 0.3 | |||||||||||
500,000 | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 4.604%, (US0001M + 2.200%), 01/25/2030 | 505,209 | 0.3 | |||||||||||
300,000 | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 4.804%, (US0001M + 2.400%), 05/25/2030 | 305,231 | 0.2 | |||||||||||
600,000 | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 4.904%, (US0001M + 2.500%), 05/25/2030 | 610,871 | 0.3 | |||||||||||
61,123 | (5) | Fannie Mae Interest Strip Sereis 328 2, 6.000%, 12/25/2032 | 13,868 | 0.0 | ||||||||||
32,952 | (5) | Fannie Mae Interest Strip Sereis 332 2, 6.000%, 03/25/2033 | 7,633 | 0.0 | ||||||||||
104,925 | (5) | Fannie Mae Interest Strip Series 254 2, 7.500%, 01/25/2024 | 12,775 | 0.0 | ||||||||||
19,307 | (5) | Fannie Mae Interest Strip Series 294 2, 7.000%, 02/25/2028 | 3,963 | 0.0 | ||||||||||
165,711 | (5) | Fannie Mae Interest Strip Series 319 2, 6.500%, 02/25/2032 | 35,202 | 0.0 | ||||||||||
26,683 | (5) | Fannie Mae Interest Strip Series 331 5, 6.000%, 02/25/2033 | 5,417 | 0.0 | ||||||||||
26,229 | (5) | Fannie Mae Interest Strip Series 334 12, 6.000%, 03/25/2033 | 5,832 | 0.0 | ||||||||||
32,240 | (5) | Fannie Mae Interest Strip Series 338 2, 5.500%, 07/25/2033 | 6,366 | 0.0 | ||||||||||
13,822 | (5) | Fannie Mae Interest Strip Series 356 10, 5.500%, 06/25/2035 | 2,757 | 0.0 | ||||||||||
14,718 | (5) | Fannie Mae Interest Strip Series 364 15, 6.000%, 09/25/2035 | 2,983 | 0.0 |
See Accompanying Notes to Financial Statements
3 |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
United States: (continued) | ||||||||||||||
478,474 | (5) | Fannie Mae Interest Strip Series 418 5, 3.500%, 08/25/2043 | 75,997 | 0.0 | ||||||||||
697,598 | (4),(5) | Fannie Mae Interest Strip Series 418 80, 3.500%, 08/25/2033 | 91,498 | 0.1 | ||||||||||
9,897 | Fannie Mae REMIC Trust 1999-14 MB, 6.500%, 04/25/2029 | 10,796 | 0.0 | |||||||||||
14,968 | Fannie Mae REMIC Trust 1999-54 LH, 6.500%, 11/25/2029 | 16,605 | 0.0 | |||||||||||
13,326 | Fannie Mae REMIC Trust 2001-80 ZB, 6.000%, 01/25/2032 | 14,721 | 0.0 | |||||||||||
65,366 | (5) | Fannie Mae REMIC Trust 2002-12 SB, 5.346%, (-1.000*US0001M + 7.750%), 07/25/2031 | 13,670 | 0.0 | ||||||||||
36,956 | (5) | Fannie Mae REMIC Trust 2002-2 SW, 5.346%, (-1.000*US0001M + 7.750%), 02/25/2032 | 8,039 | 0.0 | ||||||||||
16,086 | Fannie Mae REMIC Trust 2002-21 PE, 6.500%, 04/25/2032 | 18,278 | 0.0 | |||||||||||
6,666 | Fannie Mae REMIC Trust 2002-29 F, 3.404%, (US0001M + 1.000%), 04/25/2032 | 6,850 | 0.0 | |||||||||||
21,266 | (5) | Fannie Mae REMIC Trust 2002-41 S, 5.546%, (-1.000*US0001M + 7.950%), 07/25/2032 | 3,993 | 0.0 | ||||||||||
2,051 | Fannie Mae REMIC Trust 2002-64 FJ, 3.404%, (US0001M + 1.000%), 04/25/2032 | 2,108 | 0.0 | |||||||||||
4,278 | Fannie Mae REMIC Trust 2002-68 FH, 2.882%, (US0001M + 0.500%), 10/18/2032 | 4,309 | 0.0 | |||||||||||
737,430 | (5) | Fannie Mae REMIC Trust 2002-77 JS, 5.618%, (-1.000*US0001M + 8.000%), 12/18/2032 | 153,878 | 0.1 | ||||||||||
18,809 | Fannie Mae REMIC Trust 2002-84 FB, 3.404%, (US0001M + 1.000%), 12/25/2032 | 19,323 | 0.0 | |||||||||||
18,807 | Fannie Mae REMIC Trust 2003-11 FA, 3.404%, (US0001M + 1.000%), 09/25/2032 | 19,320 | 0.0 | |||||||||||
4,007 | Fannie Mae REMIC Trust 2003-116 FA, 2.804%, (US0001M + 0.400%), 11/25/2033 | 3,964 | 0.0 | |||||||||||
25,669 | (5) | Fannie Mae REMIC Trust 2003-13 IO, 7.000%, 03/25/2033 | 6,681 | 0.0 | ||||||||||
18,042 | (5) | Fannie Mae REMIC Trust 2003-26 IK, 7.000%, 04/25/2033 | 4,207 | 0.0 | ||||||||||
10,323 | (5) | Fannie Mae REMIC Trust 2003-52 NS, 4.696%, (-1.000*US0001M + 7.100%), 06/25/2023 | 547 | 0.0 | ||||||||||
460,253 | (5) | Fannie Mae REMIC Trust 2004-56 SE, 5.146%, (-1.000*US0001M + 7.550%), 10/25/2033 | 87,881 | 0.0 | ||||||||||
27,449 | Fannie Mae REMIC Trust 2005-25 PS, 17.581%, (-4.400*US0001M + 28.160%), 04/25/2035 | 46,211 | 0.0 | |||||||||||
13,237 | (5) | Fannie Mae REMIC Trust 2005-40 SB, 4.346%, (-1.000*US0001M + 6.750%), 05/25/2035 | 1,936 | 0.0 | ||||||||||
47,613 | Fannie Mae REMIC Trust 2005-71 DB, 4.500%, 08/25/2025 | 48,646 | 0.0 | |||||||||||
112,127 | Fannie Mae REMIC Trust 2005-74 DK, 14.383%, (-4.000*US0001M + 24.000%), 07/25/2035 | 178,671 | 0.1 | |||||||||||
319,976 | Fannie Mae REMIC Trust 2005-87 SB, 15.017%, (-3.667*US0001M + 23.833%), 10/25/2035 | 500,221 | 0.2 | |||||||||||
203,784 | Fannie Mae REMIC Trust 2006-104 ES, 21.428%, (-5.000*US0001M + 33.450%), 11/25/2036 | 359,796 | 0.2 | |||||||||||
14,368 | Fannie Mae REMIC Trust 2006-11 PS, 15.751%, (-3.667*US0001M + 24.567%), 03/25/2036 | 23,387 | 0.0 | |||||||||||
37,250 | Fannie Mae REMIC Trust 2006-46 SW, 15.384%, (-3.667*US0001M + 24.199%), 06/25/2036 | 55,833 | 0.0 | |||||||||||
8,193,577 | (5) | Fannie Mae REMIC Trust 2006-51 SA, 4.166%, (-1.000*US0001M + 6.570%), 06/25/2036 | 1,551,827 | 0.8 | ||||||||||
71,001 | (5) | Fannie Mae REMIC Trust 2006-90 SX, 4.826%, (-1.000*US0001M + 7.230%), 09/25/2036 | 13,197 | 0.0 | ||||||||||
8,105,408 | (5) | Fannie Mae REMIC Trust 2007-116 DI, 3.536%, (-1.000*US0001M + 5.940%), 01/25/2038 | 1,475,990 | 0.7 | ||||||||||
59,882 | (5) | Fannie Mae REMIC Trust 2007-88 XI, 4.136%, (-1.000*US0001M + 6.540%), 06/25/2037 | 12,225 | 0.0 | ||||||||||
695,672 | (5) | Fannie Mae REMIC Trust 2007-89 SB, 4.146%, (-1.000*US0001M + 6.550%), 09/25/2037 | 109,283 | 0.1 | ||||||||||
1,662,884 | (5) | Fannie Mae REMIC Trust 2007-94 SG, 4.046%, (-1.000*US0001M + 6.450%), 10/25/2037 | 324,586 | 0.2 | ||||||||||
248,774 | Fannie Mae REMIC Trust 2010-109 SN, 12.800%, (-5.000*US0001M + 25.000%), 10/25/2040 | 621,314 | 0.3 | |||||||||||
112,076 | Fannie Mae REMIC Trust 2010-155 PL, 5.000%, 07/25/2040 | 119,003 | 0.1 | |||||||||||
3,089,373 | (5) | Fannie Mae REMIC Trust 2011-55 SK, 4.156%, (-1.000*US0001M + 6.560%), 06/25/2041 | 615,154 | 0.3 |
See Accompanying Notes to Financial Statements
4 |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
United States: (continued) | ||||||||||||||
2,436,974 | (5) | Fannie Mae REMIC Trust 2011-86 NS, 3.546%, (-1.000*US0001M + 5.950%), 09/25/2041 | 381,507 | 0.2 | ||||||||||
1,727,770 | (5) | Fannie Mae REMIC Trust 2012-10 US, 4.046%, (-1.000*US0001M + 6.450%), 02/25/2042 | 234,441 | 0.1 | ||||||||||
1,297,599 | (5) | Fannie Mae REMIC Trust 2012-110 JI, 4.000%, 06/25/2042 | 174,503 | 0.1 | ||||||||||
4,391,840 | (5) | Fannie Mae REMIC Trust 2012-133 PS, 3.796%, (-1.000*US0001M + 6.200%), 03/25/2042 | 482,952 | 0.2 | ||||||||||
2,069,157 | (5) | Fannie Mae REMIC Trust 2012-144 SB, 3.696%, (-1.000*US0001M + 6.100%), 01/25/2043 | 458,571 | 0.2 | ||||||||||
2,312,317 | (5) | Fannie Mae REMIC Trust 2012-27 SB, 3.576%, (-1.000*US0001M + 5.980%), 11/25/2041 | 306,391 | 0.2 | ||||||||||
23,601 | Fannie Mae REMIC Trust 2013-130 ST, 8.000%, (-16.000*US0001M + 64.000%), 05/25/2043 | 29,163 | 0.0 | |||||||||||
1,377,858 | (5) | Fannie Mae REMIC Trust 2013-64 LI, 3.000%, 06/25/2033 | 156,706 | 0.1 | ||||||||||
8,535,581 | (5) | Fannie Mae REMICS 2012-138 DI, 3.000%, 12/25/2027 | 606,145 | 0.3 | ||||||||||
7,582,858 | (5) | Freddie Mac 3502 DL, 3.606%, (-1.000*US0001M + 6.000%), 01/15/2039 | 1,360,886 | 0.7 | ||||||||||
31,627 | Freddie Mac REMIC Trust 1360 PZ, 7.500%, 09/15/2022 | 33,381 | 0.0 | |||||||||||
19,096 | Freddie Mac REMIC Trust 1674 Z, 6.750%, 02/15/2024 | 20,334 | 0.0 | |||||||||||
38,596 | Freddie Mac REMIC Trust 1897 K, 7.000%, 09/15/2026 | 42,452 | 0.0 | |||||||||||
8,166 | (5) | Freddie Mac REMIC Trust 2035 PE, 7.000%, 03/15/2028 | 1,660 | 0.0 | ||||||||||
42,437 | (5) | Freddie Mac REMIC Trust 2049 PL, 7.000%, 04/15/2028 | 8,267 | 0.0 | ||||||||||
21,553 | Freddie Mac REMIC Trust 2122 F, 2.844%, (US0001M + 0.450%), 02/15/2029 | 21,029 | 0.0 | |||||||||||
67,196 | (5) | Freddie Mac REMIC Trust 2134 SB, 5.306%, (-1.000*US0001M + 7.700%), 03/15/2029 | 10,255 | 0.0 | ||||||||||
72,901 | (5) | Freddie Mac REMIC Trust 2136 SG, 5.256%, (-1.000*US0001M + 7.650%), 03/15/2029 | 12,446 | 0.0 | ||||||||||
95,722 | (5) | Freddie Mac REMIC Trust 2177 SB, 6.556%, (-1.000*US0001M + 8.950%), 08/15/2029 | 18,901 | 0.0 | ||||||||||
10,954 | Freddie Mac REMIC Trust 2344 FP, 3.344%, (US0001M + 0.950%), 08/15/2031 | 11,225 | 0.0 | |||||||||||
4,629 | Freddie Mac REMIC Trust 2412 GF, 3.344%, (US0001M + 0.950%), 02/15/2032 | 4,746 | 0.0 | |||||||||||
39,102 | Freddie Mac REMIC Trust 2415 ZA, 6.500%, 02/15/2032 | 45,324 | 0.0 | |||||||||||
30,469 | Freddie Mac REMIC Trust 2461 PZ, 6.500%, 06/15/2032 | 34,116 | 0.0 | |||||||||||
6,048 | Freddie Mac REMIC Trust 2464 FI, 3.394%, (US0001M + 1.000%), 02/15/2032 | 6,213 | 0.0 | |||||||||||
6,203 | Freddie Mac REMIC Trust 2470 LF, 3.394%, (US0001M + 1.000%), 02/15/2032 | 6,373 | 0.0 | |||||||||||
8,762 | Freddie Mac REMIC Trust 2471 FD, 3.394%, (US0001M + 1.000%), 03/15/2032 | 9,001 | 0.0 | |||||||||||
7,124 | Freddie Mac REMIC Trust 2504 FP, 2.894%, (US0001M + 0.500%), 03/15/2032 | 7,177 | 0.0 | |||||||||||
26,350 | Freddie Mac REMIC Trust 2551 LF, 2.894%, (US0001M + 0.500%), 01/15/2033 | 26,545 | 0.0 | |||||||||||
57,316 | Freddie Mac REMIC Trust 2676 KY, 5.000%, 09/15/2023 | 59,576 | 0.0 | |||||||||||
340,836 | Freddie Mac REMIC Trust 2750 XG, 5.000%, 02/15/2034 | 378,606 | 0.2 | |||||||||||
291,397 | Freddie Mac REMIC Trust 2890 PE, 5.000%, 11/15/2034 | 318,152 | 0.2 | |||||||||||
55,992 | Freddie Mac REMIC Trust 3001 HT, 8.000%, (-6.667*US0001M + 44.667%), 05/15/2035 | 63,297 | 0.0 | |||||||||||
59,786 | (5) | Freddie Mac REMIC Trust 3004 SB, 3.756%, (-1.000*US0001M + 6.150%), 07/15/2035 | 7,409 | 0.0 | ||||||||||
13,128 | Freddie Mac REMIC Trust 3025 SJ, 15.971%, (-3.667*US0001M + 24.750%), 08/15/2035 | 21,092 | 0.0 | |||||||||||
743,873 | (5) | Freddie Mac REMIC Trust 3223 S, 3.556%, (-1.000*US0001M + 5.950%), 10/15/2036 | 106,159 | 0.1 | ||||||||||
2,102,601 | (5) | Freddie Mac REMIC Trust 3505 SA, 3.606%, (-1.000*US0001M + 6.000%), 01/15/2039 | 400,687 | 0.2 | ||||||||||
2,432,671 | (5) | Freddie Mac REMIC Trust 3702 S, 2.056%, (-1.000*US0001M + 4.450%), 05/15/2036 | 256,241 | 0.1 | ||||||||||
1,123,653 | (5) | Freddie Mac REMIC Trust 3710 SL, 3.606%, (-1.000*US0001M + 6.000%), 05/15/2036 | 25,858 | 0.0 | ||||||||||
2,558,019 | (5) | Freddie Mac REMIC Trust 3925 SD, 3.656%, (-1.000*US0001M + 6.050%), 07/15/2040 | 277,358 | 0.1 | ||||||||||
1,269,651 | (5) | Freddie Mac REMIC Trust 4136 SW, 3.856%, (-1.000*US0001M + 6.250%), 11/15/2032 | 194,850 | 0.1 |
See Accompanying Notes to Financial Statements
5 |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
United States: (continued) | ||||||||||||||
589,851 | (5) | Freddie Mac REMIC Trust 4161 CI, 4.000%, 02/15/2043 | 101,840 | 0.1 | ||||||||||
8,845,082 | (5) | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | 1,339,590 | 0.7 | ||||||||||
1,087,634 | (5) | Freddie Mac Series 4120 IK, 3.000%, 10/15/2032 | 121,963 | 0.1 | ||||||||||
100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 7.104%, (US0001M + 4.700%), 04/25/2028 | 111,277 | 0.1 | |||||||||||
400,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 4.904%, (US0001M + 2.500%), 03/25/2030 | 409,444 | 0.2 | |||||||||||
600,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 5.054%, (US0001M + 2.650%), 12/25/2029 | 614,893 | 0.3 | |||||||||||
66,807 | (4) | Freddie Mac Whole Loan Securities Trust 2016-SC02 M1, 3.607%, 10/25/2046 | 67,361 | 0.0 | ||||||||||
374,117 | Ginnie Mae Series 2007-8 SP, 14.322%, (-3.242*US0001M + 22.049%), 03/20/2037 | 558,398 | 0.3 | |||||||||||
899,617 | (5) | Ginnie Mae Series 2010-165 IP, 4.000%, 04/20/2038 | 13,799 | 0.0 | ||||||||||
1,990,593 | (5) | Ginnie Mae Series 2010-68 MS, 3.467%, (-1.000*US0001M + 5.850%), 06/20/2040 | 331,831 | 0.2 | ||||||||||
1,428,407 | (5) | Ginnie Mae Series 2012-97 SC, 4.306%, (-1.000*US0001M + 6.700%), 07/16/2041 | 251,289 | 0.1 | ||||||||||
232,644 | GreenPoint Mortgage Funding Trust 2006-AR3 4A1, 2.614%, (US0001M + 0.210%), 04/25/2036 | 222,522 | 0.1 | |||||||||||
36,479 | (4) | GSR Mortgage Loan Trust 2005-AR6 1A4, 4.898%, 09/25/2035 | 37,025 | 0.0 | ||||||||||
600,935 | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 2.614%, (US0001M + 0.210%), 04/25/2046 | 566,933 | 0.3 | |||||||||||
637,242 | (4) | JP Morgan Mortgage Trust 2005-A4 B1, 4.542%, 07/25/2035 | 646,993 | 0.3 | ||||||||||
72,276 | (4) | JP Morgan Mortgage Trust 2007-A1 7A1, 4.686%, 07/25/2035 | 73,411 | 0.0 | ||||||||||
286,714 | (1),(4) | JP Morgan Mortgage Trust 2017-3 B1, 3.859%, 08/25/2047 | 299,172 | 0.2 | ||||||||||
138,105 | Lehman XS Trust Series 2005-5N 1A2, 2.764%, (US0001M + 0.360%), 11/25/2035 | 133,049 | 0.1 | |||||||||||
76,075 | (4) | MASTR Adjustable Rate Mortgages Trust 2006-2 1A1, 4.796%, 04/25/2036 | 77,479 | 0.0 | ||||||||||
2,256,028 | (4) | RALI Series Trust 2006-QO1 X2, 2.403%, 02/25/2046 | 247,631 | 0.1 | ||||||||||
74,660 | (1),(4) | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | 76,786 | 0.0 | ||||||||||
684,532 | (4) | TBW Mortgage-Backed Trust 2007-2 A1A, 5.965%, 07/25/2037 | 369,282 | 0.2 | ||||||||||
6,634,819 | (4),(5) | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 0.565%, 08/25/2045 | 239,110 | 0.1 | ||||||||||
43,226 | (4) | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.915%, 10/25/2036 | 42,436 | 0.0 | ||||||||||
751,427 | (4) | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 3A1, 3.701%, 12/25/2036 | 723,778 | 0.4 | ||||||||||
148,783 | (4) | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.910%, 08/25/2046 | 143,921 | 0.1 | ||||||||||
320,614 | (4) | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.824%, 12/25/2036 | 320,590 | 0.2 | ||||||||||
89,509 | (4) | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.566%, 04/25/2037 | 82,332 | 0.0 | ||||||||||
108,411 | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.834%, (US0001M + 0.430%), 06/25/2037 | 89,346 | 0.0 | |||||||||||
34,199 | (4) | Wells Fargo Mortgage Backed Securities 2005-AR16 2A1, 5.019%, 02/25/2034 | 35,450 | 0.0 | ||||||||||
118,750 | Wells Fargo Mortgage Backed Securities 2006-8 A15, 6.000%, 07/25/2036 | 120,671 | 0.1 | |||||||||||
122,643 | (4) | Wells Fargo Mortgage Backed Securities 2006-AR17 A1, 4.760%, 10/25/2036 | 123,672 | 0.1 | ||||||||||
26,453 | (4) | Wells Fargo Mortgage Backed Securities 2006-AR17 A2, 4.760%, 10/25/2036 | 26,623 | 0.0 | ||||||||||
158,368 | (4) | Wells Fargo Mortgage Backed Securities 2006-AR7 2A1, 5.088%, 05/25/2036 | 165,070 | 0.1 | ||||||||||
167,592 | (4) | Wells Fargo Mortgage Backed Securities 2006-AR8 3A2, 5.003%, 04/25/2036 | 170,884 | 0.1 | ||||||||||
184,033 | (1),(4) | WinWater Mortgage Loan Trust 2015-5 B4, 3.788%, 08/20/2045 | 186,436 | 0.1 | ||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $24,948,990) | 27,339,098 | 13.3 |
See Accompanying Notes to Financial Statements
6 |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
STRUCTURED NOTES: 0.0% | ||||||||||||||
Russia: 0.0% | ||||||||||||||
RUB 4,181,910 | (2) | Morgan Stanley & Co. International PLC - EM Whole Loan SA /Russian Federation Total Return Linked Bonds, Series 007, Cl. VR, 5.000%, 08/22/2034 | 12,243 | 0.0 | ||||||||||
�� | ||||||||||||||
Total Structured Notes | ||||||||||||||
(Cost $149,752) | 12,243 | 0.0 | ||||||||||||
ASSET-BACKED SECURITIES: 3.8% | ||||||||||||||
United States: 3.8% | ||||||||||||||
500,000 | (1) | AMMC CLO 16 Ltd. 2015-16A CR, 4.947%, (US0003M + 2.350%), 04/14/2029 | 498,363 | 0.3 | ||||||||||
500,000 | (1) | Apidos CLO XXIX 2018-29A B, 4.480%, (US0003M + 1.900%), 07/25/2030 | 485,210 | 0.2 | ||||||||||
250,000 | (1) | Babson CLO Ltd. 2014-IA BR, 4.792%, (US0003M + 2.200%), 07/20/2025 | 249,998 | 0.1 | ||||||||||
412,500 | (1) | BlueMountain CLO 2013-2A CR, 4.542%, (US0003M + 1.950%), 10/22/2030 | 400,151 | 0.2 | ||||||||||
400,000 | (1) | CIFC Funding 2013-IA BR Ltd., 5.001%, (US0003M + 2.400%), 07/16/2030 | 399,243 | 0.2 | ||||||||||
295,119 | (4) | Citigroup Mortgage Loan Trust 2006-WF1 A2E, 4.886%, 03/25/2036 | 199,279 | 0.1 | ||||||||||
1,040,000 | (1) | Invitation Homes 2018-SFR1 D Trust, 3.844%, (US0001M + 1.450%), 03/17/2037 | 1,036,222 | 0.5 | ||||||||||
500,000 | (1) | LCM XXIV Ltd. 24A C, 4.842%, (US0003M + 2.250%), 03/20/2030 | 495,029 | 0.2 | ||||||||||
250,000 | (1) | Madison Park Funding XXVII Ltd. 2018-27A B, 4.392%, (US0003M + 1.800%), 04/20/2030 | 240,753 | 0.1 | ||||||||||
400,000 | (1) | Madison Park Funding XXXI Ltd. 2018-31A C, 4.742%, (US0003M + 2.150%), 01/23/2031 | 394,720 | 0.2 | ||||||||||
200,000 | (1),(4) | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | 198,765 | 0.1 | ||||||||||
250,000 | (1) | Octagon Investment Partners XIX Ltd. 2014-1A CR, 4.697%, (US0003M + 2.100%), 04/15/2026 | 249,980 | 0.1 | ||||||||||
575,000 | (1) | Palmer Square Loan Funding 2017-1A D Ltd., 7.447%, (US0003M + 4.850%), 10/15/2025 | 573,761 | 0.3 | ||||||||||
250,000 | (1) | Palmer Square Loan Funding 2018-1A C Ltd., 4.447%, (US0003M + 1.850%), 04/15/2026 | 239,937 | 0.1 | ||||||||||
1,060,000 | (1) | Progress Residential 2018-SFR2 E Trust, 4.656%, 08/17/2035 | 1,099,602 | 0.5 | ||||||||||
250,000 | (1) | THL Credit Wind River 2013-2A CR CLO Ltd., 4.601%, (US0003M + 2.000%), 10/18/2030 | 241,960 | 0.1 | ||||||||||
560,000 | (1) | THL Credit Wind River 2017-3A C CLO Ltd., 4.797%, (US0003M + 2.200%), 10/15/2030 | 554,733 | 0.3 | ||||||||||
300,000 | (1),(4) | Towd Point Mortgage Trust 2017-6 M2, 3.250%, 10/25/2057 | 289,609 | 0.2 | ||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $7,882,068) | 7,847,315 | 3.8 | ||||||||||||
SOVEREIGN BONDS: 9.0% | ||||||||||||||
Chile: 0.1% | ||||||||||||||
CLP 155,000,000 | Bonos de la Tesoreria de la Republica en pesos, 5.100%, 07/15/2050 | 289,100 | 0.1 | |||||||||||
Colombia: 0.7% | ||||||||||||||
COP 4,409,400,000 | Colombian TES, 7.000%, 06/30/2032 | 1,457,819 | 0.7 | |||||||||||
Germany: 4.8% | ||||||||||||||
EUR 1,010,000 | Bundesobligation, 0.000%, 10/08/2021 | 1,168,566 | 0.6 | |||||||||||
EUR 30,000 | Bundesrepublik Deutschland Bundesanleihe, 0.500%, 02/15/2028 | 36,878 | 0.0 | |||||||||||
EUR 200,000 | Bundesrepublik Deutschland Bundesanleihe, 1.250%, 08/15/2048 | 290,338 | 0.1 | |||||||||||
EUR 10,000 | Bundesrepublik Deutschland Bundesanleihe, 2.000%, 08/15/2023 | 12,668 | 0.0 | |||||||||||
EUR 660,000 | Bundesrepublik Deutschland Bundesanleihe, 2.500%, 08/15/2046 | 1,198,486 | 0.6 | |||||||||||
EUR 120,000 | Bundesrepublik Deutschland Bundesanleihe, 0.000%, 08/15/2026 | 141,780 | 0.1 | |||||||||||
EUR 5,770,000 | Bundesrepublik Deutschland, 0.500%, 02/15/2025 | 6,987,091 | 3.4 | |||||||||||
EUR 10,000 | Bundesschatzanweisungen, 0.000%, 03/13/2020 | 11,427 | 0.0 | |||||||||||
9,847,234 | 4.8 | |||||||||||||
Indonesia: 0.7% | ||||||||||||||
IDR 17,656,000,000 | Indonesia Treasury Bond, 8.750%, 05/15/2031 | 1,360,875 | 0.7 | |||||||||||
Peru: 1.0% | ||||||||||||||
PEN 750,000 | (1) | Peru Government Bond, 5.400%, 08/12/2034 | 232,919 | 0.1 | ||||||||||
PEN 5,649,000 | Peru Government Bond, 6.150%, 08/12/2032 | 1,884,217 | 0.9 | |||||||||||
2,117,136 | 1.0 | |||||||||||||
Poland: 0.5% | ||||||||||||||
PLN 3,655,000 | Republic of Poland Government Bond, 2.750%, 04/25/2028 | 1,010,016 | 0.5 |
See Accompanying Notes to Financial Statements
7 |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SOVEREIGN BONDS: (continued) | ||||||||||||||
Spain: 1.2% | ||||||||||||||
EUR 870,000 | (1) | Spain Government Bond, 1.450%, 04/30/2029 | 1,090,220 | 0.5 | ||||||||||
EUR 908,000 | (1) | Spain Government Bond, 2.700%, 10/31/2048 | 1,359,254 | 0.7 | ||||||||||
2,449,474 | 1.2 | |||||||||||||
Total Sovereign Bonds | ||||||||||||||
(Cost $17,810,976) | 18,531,654 | 9.0 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 16.4% | ||||||||||||||
U.S. Treasury Bonds: 5.5% | ||||||||||||||
8,891,000 | 2.375%, 05/15/2029 | 9,183,951 | 4.4 | |||||||||||
2,027,700 | 3.000%, 02/15/2049 | 2,224,213 | 1.1 | |||||||||||
30,000 | 3.500%, 02/15/2039 | 35,613 | 0.0 | |||||||||||
11,443,777 | 5.5 | |||||||||||||
U.S. Treasury Notes: 10.9% | ||||||||||||||
679,000 | 1.500%, 10/31/2019 | 677,700 | 0.3 | |||||||||||
1,488,000 | 1.500%, 07/15/2020 | 1,481,286 | 0.7 | |||||||||||
5,768,000 | 1.625%, 06/30/2021 | 5,753,467 | 2.8 | |||||||||||
3,001,000 | 1.750%, 06/15/2022 | 3,004,458 | 1.5 | |||||||||||
4,798,000 | 1.750%, 06/30/2024 | 4,794,252 | 2.3 | |||||||||||
1,553,000 | 2.000%, 05/31/2024 | 1,570,623 | 0.8 | |||||||||||
2,122,000 | 2.125%, 05/31/2021 | 2,136,050 | 1.1 | |||||||||||
2,907,000 | 2.125%, 05/31/2026 | 2,954,012 | 1.4 | |||||||||||
22,371,848 | 10.9 | |||||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $33,306,201) | 33,815,625 | 16.4 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 9.1% | ||||||||||||||
United States: 9.1% | ||||||||||||||
6,937,888 | (4),(5) | BANK 2017-BNK5 XA, 1.229%, 06/15/2060 | 418,410 | 0.2 | ||||||||||
900,000 | (1),(4) | BANK 2017-BNK6 E, 2.792%, 07/15/2060 | 615,819 | 0.3 | ||||||||||
1,948,000 | (1),(4),(5) | BANK 2017-BNK6 XE, 1.500%, 07/15/2060 | 194,307 | 0.1 | ||||||||||
998,205 | (4),(5) | BANK 2019-BNK16 XA, 1.130%, 02/15/2052 | 73,509 | 0.0 | ||||||||||
2,048,211 | (4),(5) | Barclays Commercial Mortgage Trust 2017-C1 XA, 1.674%, 02/15/2050 | 181,053 | 0.1 | ||||||||||
8,020,000 | (1),(4),(5) | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/2033 | 288,886 | 0.1 | ||||||||||
210,000 | (1) | Benchmark 2019-B9 D Mortgage Trust, 3.000%, 03/15/2052 | 188,526 | 0.1 | ||||||||||
1,198,947 | (4),(5) | Benchmark 2019-B9 XA Mortgage Trust, 1.215%, 03/15/2052 | 99,742 | 0.1 | ||||||||||
1,846,570 | (4),(5) | CD 2016-CD1 Mortgage Trust XA, 1.552%, 08/10/2049 | 140,620 | 0.1 | ||||||||||
7,900,000 | (4),(5) | Citigroup Commercial Mortgage Trust 2016-C2 XB, 0.995%, 08/10/2049 | 434,771 | 0.2 | ||||||||||
3,219,420 | (4),(5) | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.262%, 10/12/2050 | 217,219 | 0.1 | ||||||||||
210,000 | (4) | Citigroup Commercial Mortgage Trust 2017-P8 C, 4.412%, 09/15/2050 | 216,700 | 0.1 | ||||||||||
3,291,096 | (4),(5) | COMM 2012-CR1 XA, 2.039%, 05/15/2045 | 142,525 | 0.1 | ||||||||||
9,673,167 | (1),(4),(5) | COMM 2012-LTRT XA, 1.089%, 10/05/2030 | 230,428 | 0.1 | ||||||||||
1,819,012 | (4),(5) | COMM 2013-CCRE10 XA Mortgage Trust, 0.840%, 08/10/2046 | 44,838 | 0.0 | ||||||||||
11,308,984 | (4),(5) | COMM 2014-CR16 XA, 1.146%, 04/10/2047 | 443,293 | 0.2 | ||||||||||
570,000 | (4) | COMM 2016-COR1 C, 4.531%, 10/10/2049 | 593,751 | 0.3 | ||||||||||
4,419,478 | (4),(5) | COMM 2016-CR28 XA, 0.742%, 02/10/2049 | 150,596 | 0.1 | ||||||||||
1,000,000 | (4) | COMM 2017-COR2 C, 4.714%, 09/10/2050 | 1,059,614 | 0.5 | ||||||||||
440,000 | (1) | Credit Suisse Mortgage Capital Certificates 2019-ICE4 F, 5.044%, (US0001M + 2.650%), 05/15/2036 | 442,602 | 0.2 | ||||||||||
200,000 | (4) | CSAIL 2015-C2 C Commercial Mortgage Trust, 4.343%, 06/15/2057 | 193,138 | 0.1 | ||||||||||
4,886,510 | (4),(5) | CSAIL 2017-CX9 XA Commercial Mortgage Trust, 1.028%, 09/15/2050 | 199,627 | 0.1 | ||||||||||
300,000 | (1),(6) | DBRR Re-REMIC Trust 2015-FRR1 B711, 0.000%, 08/28/2045 | 297,806 | 0.1 | ||||||||||
1,912,379 | (1),(4),(5) | DBUBS 2011-LC1A XA, 0.885%, 11/10/2046 | 11,315 | 0.0 | ||||||||||
290,000 | (1),(4) | DBJPM 16-C3 Mortgage Trust, 3.633%, 08/10/2049 | 270,917 | 0.1 | ||||||||||
3,840,000 | (4),(5) | Freddie Mac Multifamily Structured Pass Through Certificates K013 X3, 2.910%, 01/25/2043 | 162,410 | 0.1 | ||||||||||
7,000,000 | (4),(5) | Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.852%, 12/25/2041 | 490,790 | 0.2 | ||||||||||
2,636,538 | (4),(5) | Freddie Mac Multifamily Structured Pass Through Certificates K055 X1, 1.499%, 03/25/2026 | 203,152 | 0.1 | ||||||||||
4,423,190 | (4),(5) | Freddie Mac Multifamily Structured Pass Through Certificates K711 X3, 1.626%, 08/25/2040 | 34,157 | 0.0 | ||||||||||
38,271,849 | (1),(5) | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | 72,284 | 0.0 | ||||||||||
228,375 | (1),(4) | GCCFC Commercial Mortgage Trust 2004-GG1 F, 6.608%, 06/10/2036 | 228,147 | 0.1 | ||||||||||
255,000 | (1) | GPT 2018-GPP D Mortgage Trust, 4.244%, (US0001M + 1.850%), 06/15/2035 | 253,264 | 0.1 | ||||||||||
450,000 | (1),(4) | Grace 2014-GRCE F Mortgage Trust, 3.710%, 06/10/2028 | 450,588 | 0.2 | ||||||||||
100,000 | (1),(4) | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/2043 | 97,868 | 0.1 | ||||||||||
1,964,780 | (4),(5) | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.360%, 05/10/2045 | 75,726 | 0.0 | ||||||||||
180,000 | (1) | GS Mortgage Securities Trust 2013-GC16 G, 3.500%, 11/10/2046 | 149,567 | 0.1 | ||||||||||
3,998,765 | (4),(5) | GS Mortgage Securities Trust 2013-GC16 XA, 1.217%, 11/10/2046 | 154,573 | 0.1 |
See Accompanying Notes to Financial Statements
8 |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | ||||||||||||||
United States: (continued) | ||||||||||||||
4,479,015 | (4),(5) | GS Mortgage Securities Trust 2013-GCJ14 XA, 0.763%, 08/10/2046 | 98,655 | 0.1 | ||||||||||
1,350,000 | (1),(4) | GS Mortgage Securities Trust 2016-GS4 E, 3.922%, 11/10/2049 | 1,040,336 | 0.5 | ||||||||||
2,317,230 | (4),(5) | GS Mortgage Securities Trust 2017-GS6 XA, 1.191%, 05/10/2050 | 160,409 | 0.1 | ||||||||||
410,000 | (1),(4) | GS Mortgage Securities Trust 2019-GC40 DBD, 3.668%, 07/10/2052 | 411,209 | 0.2 | ||||||||||
310,000 | (1),(4) | GS Mortgage Securities Trust 2019-GC40 DBE, 3.668%, 07/10/2052 | 303,433 | 0.1 | ||||||||||
2,940,000 | (1),(4),(5) | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.420%, 12/15/2047 | 32,689 | 0.0 | ||||||||||
34,535 | (4) | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.536%, 06/12/2041 | 34,780 | 0.0 | ||||||||||
1,740,000 | (1),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 E, 4.000%, 08/15/2046 | 1,693,005 | 0.8 | ||||||||||
5,942,136 | (4),(5) | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.659%, 06/15/2045 | 173,383 | 0.1 | ||||||||||
660,000 | (4) | JPMBB Commercial Mortgage Securities Trust 2014-C18 AS, 4.439%, 02/15/2047 | 708,468 | 0.3 | ||||||||||
344,910 | (4) | LB-UBS Commercial Mortgage Trust 2005-C3 F, 5.013%, 07/15/2040 | 345,328 | 0.2 | ||||||||||
3,107,208 | (1),(4),(5) | LSTAR Commercial Mortgage Trust 2017-5 X, 1.265%, 03/10/2050 | 129,832 | 0.1 | ||||||||||
1,090,000 | (1),(4) | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 E, 4.762%, 11/15/2045 | 1,096,428 | 0.5 | ||||||||||
18,750,000 | (1),(4),(5) | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XB, 0.584%, 12/15/2047 | 453,212 | 0.2 | ||||||||||
570,000 | (1),(4) | Morgan Stanley Capital I Trust 2011-C1 D, 5.554%, 09/15/2047 | 593,245 | 0.3 | ||||||||||
4,773,681 | (1),(4),(5) | UBS-Barclays Commercial Mortgage Trust 2012-C3 XA, 1.996%, 08/10/2049 | 236,829 | 0.1 | ||||||||||
7,011,766 | (4),(5) | Wells Fargo Commercial Mortgage Trust 2016-C37, 1.149%, 12/15/2049 | 315,507 | 0.2 | ||||||||||
3,196,673 | (1),(4),(5) | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.988%, 08/15/2045 | 141,892 | 0.1 | ||||||||||
550,000 | (1),(4) | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.407%, 03/15/2045 | 472,173 | 0.2 | ||||||||||
530,000 | (1),(4) | WFRBS Commercial Mortgage Trust 2013-C14 D, 4.111%, 06/15/2046 | 504,262 | 0.3 | ||||||||||
9,397,114 | (4),(5) | WFRBS Commercial Mortgage Trust 2014-C19 XA, 1.211%, 03/15/2047 | 340,604 | 0.2 | ||||||||||
Total Commercial Mortgage-Backed Securities | ||||||||||||||
(Cost $18,376,870) | 18,808,217 | 9.1 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 9.3% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 0.5%(7) | ||||||||||||||
167,865 | 4.000%, 09/01/2045 | 175,728 | 0.1 | |||||||||||
257,326 | 4.000%, 09/01/2045 | 269,380 | 0.1 | |||||||||||
133,092 | 4.000%, 09/01/2045 | 139,327 | 0.1 | |||||||||||
106,088 | 4.000%, 09/01/2045 | 111,058 | 0.1 | |||||||||||
199,588 | 4.000%, 05/01/2046 | 208,936 | 0.1 | |||||||||||
296 | 5.000%, 01/01/2020 | 303 | 0.0 | |||||||||||
1,360 | 5.000%, 02/01/2020 | 1,394 | 0.0 | |||||||||||
9,707 | 5.000%, 12/01/2034 | 10,502 | 0.0 | |||||||||||
36,734 | 6.000%, 02/01/2034 | 41,679 | 0.0 | |||||||||||
3,442 | 6.500%, 02/01/2022 | 3,616 | 0.0 | |||||||||||
3,999 | 6.500%, 09/01/2022 | 4,150 | 0.0 | |||||||||||
2,475 | 6.500%, 08/01/2032 | 2,841 | 0.0 | |||||||||||
4,636 | 6.500%, 07/01/2034 | 5,147 | 0.0 | |||||||||||
6,151 | 6.500%, 07/01/2034 | 6,830 | 0.0 | |||||||||||
980,891 | 0.5 | |||||||||||||
Federal National Mortgage Association: 0.0%(7) | ||||||||||||||
101,887 | 4.764%, 10/01/2036 | 107,465 | 0.0 | |||||||||||
Government National Mortgage Association: 2.1% | ||||||||||||||
4,100,000 | (8) | 3.000%, 08/01/2044 | 4,181,679 | 2.1 | ||||||||||
35,209 | 5.000%, 04/15/2034 | 38,226 | 0.0 | |||||||||||
16,175 | 6.500%, 02/20/2035 | 18,864 | 0.0 | |||||||||||
4,238,769 | 2.1 | |||||||||||||
Uniform Mortgage-Backed Security: 6.7% | ||||||||||||||
80,946 | 2.500%, 06/01/2030 | 81,579 | 0.0 | |||||||||||
56,414 | 2.500%, 06/01/2030 | 56,856 | 0.0 | |||||||||||
32,331 | 2.500%, 07/01/2030 | 32,584 | 0.0 | |||||||||||
2,942,110 | 3.500%, 05/01/2049 | 3,011,179 | 1.5 | |||||||||||
1,593,365 | 3.500%, 06/01/2049 | 1,631,194 | 0.8 | |||||||||||
2,400,000 | (8) | 3.500%, 07/25/2049 | 2,453,062 | 1.2 | ||||||||||
157,016 | 4.000%, 05/01/2045 | 164,460 | 0.1 | |||||||||||
2,902,945 | 4.000%, 06/01/2049 | 3,006,395 | 1.5 | |||||||||||
1,000,000 | (8) | 4.000%, 07/25/2049 | 1,033,379 | 0.5 | ||||||||||
1,900,000 | (8) | 4.500%, 07/25/2049 | 1,985,537 | 1.0 | ||||||||||
63,974 | 5.000%, 06/01/2041 | 69,542 | 0.0 | |||||||||||
215 | 5.500%, 09/01/2019 | 215 | 0.0 | |||||||||||
481 | 5.500%, 09/01/2019 | 480 | 0.0 | |||||||||||
16,616 | 5.500%, 09/01/2024 | 17,722 | 0.0 | |||||||||||
1,196 | 6.000%, 05/01/2021 | 1,213 | 0.0 | |||||||||||
72,051 | 6.000%, 11/01/2034 | 81,728 | 0.0 | |||||||||||
116,272 | 6.000%, 04/01/2035 | 131,920 | 0.1 | |||||||||||
51,925 | 6.500%, 12/01/2029 | 58,713 | 0.0 | |||||||||||
22,348 | 6.500%, 01/01/2034 | 25,432 | 0.0 | |||||||||||
268 | 7.000%, 04/01/2033 | 299 | 0.0 | |||||||||||
19,396 | 7.500%, 09/01/2032 | 23,313 | 0.0 | |||||||||||
40,636 | 7.500%, 01/01/2033 | 47,995 | 0.0 | |||||||||||
13,914,797 | 6.7 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $19,131,900) | 19,241,922 | 9.3 |
See Accompanying Notes to Financial Statements
9 |
Voya Global Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 0.0% | ||||||||||||||
United States: 0.0% | ||||||||||||||
43,083 | (2),(9) | American Media, Inc. | – | – | ||||||||||
18 | (9) | Ingevity Corp. | 1,893 | 0.0 | ||||||||||
4,988 | Resolute Forest Products, Inc. | 35,914 | 0.0 | |||||||||||
120 | WestRock Co. | 4,376 | 0.0 | |||||||||||
Total Common Stock | ||||||||||||||
(Cost $1,305,734) | 42,183 | 0.0 | ||||||||||||
MUTUAL FUNDS: 18.0% | ||||||||||||||
United States: 18.0% | ||||||||||||||
626,727 | Voya Emerging Markets Corporate Debt Fund - Class P | 6,267,271 | 3.0 | |||||||||||
1,098,658 | Voya Emerging Markets Hard Currency Debt Fund - Class P | 10,744,872 | 5.2 | |||||||||||
1,810,542 | Voya Emerging Markets Local Currency Debt Fund - Class P | 13,198,849 | 6.4 | |||||||||||
876,819 | Voya High Yield Bond Fund - Class P | 6,988,247 | 3.4 | |||||||||||
Total Mutual Funds | ||||||||||||||
(Cost $39,371,730) | 37,199,239 | 18.0 |
Value | Percentage of Net Assets | |||||||||||||
PURCHASED OPTIONS (10): 0.0% | ||||||||||||||
Total Purchased Options | ||||||||||||||
(Cost $68,571) | 15,495 | 0.0 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $200,059,825) | 201,972,105 | 97.9 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 10.7% | ||||||||||||||
Commercial Paper: 7.6% | ||||||||||||||
2,000,000 | American Electric Power Co., Inc., 2.730%, 08/13/2019 | 1,993,440 | 1.0 | |||||||||||
1,000,000 | Consolidated Edison Co. of New York, Inc., 2.950%, 07/19/2019 | 998,468 | 0.5 | |||||||||||
1,000,000 | Consolidated Edison Co. of New York, Inc., 3.020%, 07/15/2019 | 998,760 | 0.5 | |||||||||||
2,000,000 | Dominion Resources, Inc., 2.730%, 08/08/2019 | 1,994,174 | 1.0 | |||||||||||
4,000,000 | Kroger Co., 7.360%, 07/01/2019 | 3,999,194 | 1.9 | |||||||||||
1,600,000 | National Grid, 2.730%, 08/28/2019 | 1,592,978 | 0.8 | |||||||||||
4,000,000 | United Health, 7.550%, 07/01/2019 | 3,999,173 | 1.9 | |||||||||||
15,576,187 | 7.6 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 3.1% | ||||||||||||||
6,408,000 | (11) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% | ||||||||||||
(Cost $6,408,000) | 6,408,000 | 3.1 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $21,987,566) | 21,984,186 | 10.6 | ||||||||||||
Total Investments in Securities (Cost $222,047,391) | $ | 223,956,292 | 108.6 | |||||||||||
Liabilities in Excess of Other Assets | (17,809,559 | ) | (8.6 | ) | ||||||||||
Net Assets | $ | 206,146,733 | 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, 2019. |
(5) | 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. |
(6) | Represents a zero coupon bond. Rate shown reflects the effective yield as of June 30, 2019. |
(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) | Settlement is on a when-issued or delayed-delivery basis. |
(9) | Non-income producing security. |
(10) | The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities. |
(11) | Rate shown is the 7-day yield as of June 30, 2019. |
CLP | Chilean Peso |
COP | Colombian Peso |
EUR | EU Euro |
IDR | Indonesian Rupiah |
MXN | Mexican Peso |
PEN | Peruvian Nuevo Sol |
PLN | Polish Zloty |
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
10 |
Voya International High Dividend Low Volatility Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.5% | ||||||||||||||
Australia: 8.0% | ||||||||||||||
209,897 | AGL Energy Ltd. | $ | 2,951,880 | 0.6 | ||||||||||
1,454,308 | Alumina Ltd. | 2,387,166 | 0.5 | |||||||||||
887,702 | Aurizon Holdings Ltd. | 3,369,868 | 0.7 | |||||||||||
719,145 | AusNet Services | 947,737 | 0.2 | |||||||||||
61,731 | BHP Group Ltd. | 1,794,432 | 0.4 | |||||||||||
627,682 | Boral Ltd. | 2,263,681 | 0.5 | |||||||||||
341,365 | Coca-Cola Amatil Ltd. | 2,450,667 | 0.5 | |||||||||||
209,886 | Crown Resorts Ltd. | 1,834,496 | 0.4 | |||||||||||
366,665 | Harvey Norman Holdings Ltd. | 1,049,240 | 0.2 | |||||||||||
22,343 | Macquarie Group Ltd. | 1,970,789 | 0.4 | |||||||||||
1,075,553 | Scentre Group | 2,902,680 | 0.6 | |||||||||||
127,790 | Sonic Healthcare Ltd. | 2,434,907 | 0.5 | |||||||||||
1,299,454 | South32 Ltd. - AUD | 2,912,909 | 0.6 | |||||||||||
418,247 | Stockland | 1,226,319 | 0.2 | |||||||||||
549,124 | Sydney Airport | 3,102,269 | 0.6 | |||||||||||
68,655 | Transurban Group - Stapled Security | 710,882 | 0.1 | |||||||||||
1,316,231 | Vicinity Centres | 2,266,174 | 0.5 | |||||||||||
48,200 | Washington H Soul Pattinson & Co. Ltd. | 745,328 | 0.2 | |||||||||||
66,557 | Woolworths Group Ltd | 1,554,186 | 0.3 | |||||||||||
38,875,610 | 8.0 | |||||||||||||
Belgium: 0.4% | ||||||||||||||
31,081 | Colruyt S.A. | 1,804,374 | 0.4 | |||||||||||
China: 0.3% | ||||||||||||||
371,000 | BOC Hong Kong Holdings Ltd. | 1,460,682 | 0.3 | |||||||||||
Denmark: 2.6% | ||||||||||||||
25,189 | Carlsberg A/S | 3,342,512 | 0.7 | |||||||||||
30,472 | Coloplast A/S | 3,444,519 | 0.7 | |||||||||||
111,610 | Novo Nordisk A/S | 5,700,727 | 1.2 | |||||||||||
12,487,758 | 2.6 | |||||||||||||
Finland: 2.3% | ||||||||||||||
75,460 | Nokian Renkaat OYJ | 2,356,643 | 0.5 | |||||||||||
299,599 | Nordea Bank Abp | 2,175,445 | 0.4 | |||||||||||
19,983 | Orion Oyj | 732,795 | 0.1 | |||||||||||
77,684 | Sampo OYJ | 3,667,031 | 0.8 | |||||||||||
89,109 | UPM-Kymmene OYJ | 2,370,927 | 0.5 | |||||||||||
11,302,841 | 2.3 | |||||||||||||
France: 8.6% | ||||||||||||||
60,420 | Alstom SA | 2,800,501 | 0.6 | |||||||||||
71,343 | Bouygues SA | 2,642,046 | 0.5 | |||||||||||
99,323 | Credit Agricole SA | 1,185,194 | 0.2 | |||||||||||
42,633 | Danone | 3,609,831 | 0.8 | |||||||||||
14,109 | Edenred | 719,058 | 0.2 | |||||||||||
30,619 | Eiffage SA | 3,026,061 | 0.6 | |||||||||||
242,851 | Engie SA | 3,682,471 | 0.8 | |||||||||||
4,615 | Covivio | 483,052 | 0.1 | |||||||||||
117,805 | Getlink SE | 1,887,059 | 0.4 | |||||||||||
77,202 | Klepierre SA | 2,586,491 | 0.5 | |||||||||||
91,260 | Orange SA | 1,439,453 | 0.3 | |||||||||||
19,825 | Peugeot S.A. | 487,942 | 0.1 | |||||||||||
70,762 | Sanofi | 6,115,416 | 1.3 | |||||||||||
12,077 | Societe BIC S.A. | 919,967 | 0.2 | |||||||||||
103,643 | Societe Generale | 2,615,887 | 0.5 | |||||||||||
27,483 | Sodexo SA | 3,212,595 | 0.7 | |||||||||||
118,940 | SUEZ | 1,716,281 | 0.3 | |||||||||||
31,109 | Total SA | 1,745,022 | 0.4 | |||||||||||
6,948 | Vinci SA | 709,570 | 0.1 | |||||||||||
41,583,897 | 8.6 | |||||||||||||
Germany: 5.7% | ||||||||||||||
3,252 | Adidas AG | 1,006,072 | 0.2 | |||||||||||
68,655 | Aroundtown SA | 566,417 | 0.1 | |||||||||||
54,374 | BASF SE | 3,955,667 | 0.8 | |||||||||||
26,014 | Deutsche Boerse AG | 3,672,396 | 0.8 | |||||||||||
73,899 | Deutsche Lufthansa AG | 1,267,059 | 0.3 | |||||||||||
114,798 | Deutsche Post AG | 3,776,490 | 0.8 | |||||||||||
194,083 | Deutsche Telekom AG | 3,362,421 | 0.7 | |||||||||||
12,850 | Deutsche Wohnen SE | 470,864 | 0.1 | |||||||||||
18,514 | Hannover Rueck SE | 2,993,592 | 0.6 | |||||||||||
12,797 | SAP SE | 1,754,365 | 0.4 | |||||||||||
18,030 | Siemens AG | 2,146,568 | 0.4 | |||||||||||
574,482 | Telefonica Deutschland Holding AG | 1,605,020 | 0.4 | |||||||||||
76,281 | TUI AG | 748,975 | 0.1 | |||||||||||
27,325,906 | 5.7 | |||||||||||||
Hong Kong: 3.6% | ||||||||||||||
265,500 | CK Hutchison Holdings Ltd. | 2,618,825 | 0.5 | |||||||||||
292,000 | CLP Holdings Ltd. | 3,217,781 | 0.7 | |||||||||||
146,900 | Hang Seng Bank Ltd. | 3,656,413 | 0.7 | |||||||||||
1,115,000 | HKT Trust / HKT Ltd. | 1,769,909 | 0.4 | |||||||||||
21,000 | Jardine Matheson Holdings Ltd. | 1,324,533 | 0.3 | |||||||||||
262,000 | NWS Holdings Ltd. | 538,874 | 0.1 | |||||||||||
1,491,000 | PCCW Ltd. | 860,421 | 0.2 | |||||||||||
448,000 | Power Assets Holdings Ltd. | 3,222,934 | 0.7 | |||||||||||
17,209,690 | 3.6 | |||||||||||||
Ireland: 0.2% | ||||||||||||||
221,593 | AIB Group PLC | 906,096 | 0.2 | |||||||||||
Israel: 1.7% | ||||||||||||||
305,339 | Bank Hapoalim BM | 2,267,516 | 0.5 | |||||||||||
323,919 | Bank Leumi Le-Israel BM | 2,341,301 | 0.5 | |||||||||||
4,512 | Elbit Systems Ltd. | 673,199 | 0.1 | |||||||||||
162,379 | Israel Chemicals Ltd. | 854,270 | 0.2 | |||||||||||
251,646 | Israel Discount Bank Ltd. | 1,026,061 | 0.2 | |||||||||||
38,969 | Mizrahi Tefahot Bank Ltd. | 900,191 | 0.2 | |||||||||||
8,062,538 | 1.7 | |||||||||||||
Italy: 4.2% | ||||||||||||||
194,540 | Assicurazioni Generali S.p.A. | 3,662,718 | 0.8 | |||||||||||
68,078 | Enel S.p.A. | 474,895 | 0.1 | |||||||||||
218,709 | ENI S.p.A. | 3,636,547 | 0.8 | |||||||||||
1,594,915 | Intesa Sanpaolo SpA | 3,414,396 | 0.7 | |||||||||||
292,831 | Mediobanca Banca di Credito Finanziario SpA | 3,019,616 | 0.6 | |||||||||||
58,557 | Recordati S.p.A. | 2,440,673 | 0.5 | |||||||||||
601,357 | Snam SpA | 2,991,645 | 0.6 |
See Accompanying Notes to Financial Statements
11 |
Voya International High Dividend Low Volatility Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Italy: (continued) | ||||||||||||||
72,326 | Terna Rete Elettrica Nazionale SpA | 460,834 | 0.1 | |||||||||||
20,101,324 | 4.2 | |||||||||||||
Japan: 24.6% | ||||||||||||||
20,600 | ABC-Mart, Inc. | 1,343,466 | 0.3 | |||||||||||
52,400 | Alfresa Holdings Corp. | 1,295,910 | 0.3 | |||||||||||
83,900 | ANA Holdings, Inc. | 2,780,971 | 0.6 | |||||||||||
52,400 | Aozora Bank Ltd. | 1,259,941 | 0.3 | |||||||||||
123,600 | (1) | Canon, Inc. | 3,619,388 | 0.7 | ||||||||||
944 | Daiwa House REIT Investment Corp. | 2,278,664 | 0.5 | |||||||||||
497,900 | Daiwa Securities Group, Inc. | 2,186,002 | 0.5 | |||||||||||
73,500 | Fuji Film Holdings Corp. | 3,731,581 | 0.8 | |||||||||||
36,700 | Hamamatsu Photonics KK | 1,433,757 | 0.3 | |||||||||||
79,000 | Japan Airlines Co. Ltd. | 2,521,343 | 0.5 | |||||||||||
209,800 | Japan Post Holdings Co. Ltd. | 2,375,988 | 0.5 | |||||||||||
263 | Japan Prime Realty Investment Corp. | 1,139,843 | 0.2 | |||||||||||
991 | Japan Retail Fund Investment Corp. | 2,004,401 | 0.4 | |||||||||||
166,400 | JFE Holdings, Inc. | 2,450,209 | 0.5 | |||||||||||
36,700 | Kajima Corp. | 504,789 | 0.1 | |||||||||||
52,400 | Konami Holdings Corp. | 2,464,832 | 0.5 | |||||||||||
262,400 | Konica Minolta, Inc. | 2,556,716 | 0.5 | |||||||||||
10,500 | Kyocera Corp. | 687,999 | 0.1 | |||||||||||
84,100 | Kyushu Railway Co. | 2,453,427 | 0.5 | |||||||||||
41,900 | Lawson, Inc. | 2,012,953 | 0.4 | |||||||||||
20,900 | Maruichi Steel Tube Ltd. | 581,633 | 0.1 | |||||||||||
21,100 | McDonald's Holdings Co. Japan Ltd. | 930,923 | 0.2 | |||||||||||
85,100 | Medipal Holdings Corp. | 1,882,287 | 0.4 | |||||||||||
26,200 | MEIJI Holdings Co., Ltd. | 1,873,327 | 0.4 | |||||||||||
137,600 | Mitsubishi Corp. | 3,636,132 | 0.8 | |||||||||||
78,900 | Mitsubishi Heavy Industries Ltd. | 3,440,992 | 0.7 | |||||||||||
222,700 | Mitsui & Co., Ltd. | 3,635,109 | 0.8 | |||||||||||
73,400 | MS&AD Insurance Group Holdings, Inc. | 2,333,123 | 0.5 | |||||||||||
2,524,500 | Mizuho Financial Group, Inc. | 3,670,943 | 0.8 | |||||||||||
78,700 | NEC Corp. | 3,105,584 | 0.6 | |||||||||||
735 | Nippon Prologis REIT, Inc. | 1,697,749 | 0.4 | |||||||||||
422 | Nippon Building Fund, Inc. | 2,890,524 | 0.6 | |||||||||||
42,000 | Nippon Electric Glass Co., Ltd. | 1,067,480 | 0.2 | |||||||||||
114,400 | Nippon Steel Corp. | 1,968,829 | 0.4 | |||||||||||
387,100 | Nissan Motor Co., Ltd. | 2,772,592 | 0.6 | |||||||||||
167,800 | NTT DoCoMo, Inc. | 3,915,098 | 0.8 | |||||||||||
20,900 | Oracle Corp. Japan | 1,530,221 | 0.3 | |||||||||||
42,000 | ORIX Corp. | 627,685 | 0.1 | |||||||||||
246,100 | Ricoh Co., Ltd. | 2,462,031 | 0.5 | |||||||||||
31,400 | Sankyo Co., Ltd. | 1,138,503 | 0.2 | |||||||||||
185,400 | Seiko Epson Corp. | 2,937,518 | 0.6 | |||||||||||
201,700 | Sekisui House Ltd. | 3,323,332 | 0.7 | |||||||||||
84,300 | Seven & I Holdings Co., Ltd. | 2,856,201 | 0.6 | |||||||||||
124,900 | Subaru Corp. | 3,040,960 | 0.6 | |||||||||||
224,600 | Sumitomo Corp. | 3,411,242 | 0.7 | |||||||||||
72,500 | Sumitomo Mitsui Financial Group, Inc. | 2,569,813 | 0.5 | |||||||||||
57,700 | Sundrug Co., Ltd. | 1,564,862 | 0.3 | |||||||||||
21,000 | Suzuken Co., Ltd. | 1,234,033 | 0.3 | |||||||||||
15,700 | Taisei Corp. | 571,897 | 0.1 | |||||||||||
109,700 | Teijin Ltd. | 1,874,179 | 0.4 | |||||||||||
42,000 | Toyo Suisan Kaisha Ltd. | 1,731,196 | 0.4 | |||||||||||
956 | United Urban Investment Corp. | 1,602,394 | 0.3 | |||||||||||
42,200 | West Japan Railway Co. | 3,415,477 | 0.7 | |||||||||||
546,200 | Yamada Denki Co., Ltd. | 2,417,307 | 0.5 | |||||||||||
118,813,356 | 24.6 | |||||||||||||
Luxembourg: 0.4% | ||||||||||||||
20,872 | RTL Group SA | 1,068,276 | 0.2 | |||||||||||
51,819 | SES S.A. - Luxembourg | 810,197 | 0.2 | |||||||||||
1,878,473 | 0.4 | |||||||||||||
Netherlands: 7.7% | ||||||||||||||
136,459 | (2) | ABN AMRO Bank NV | 2,919,882 | 0.6 | ||||||||||
201,794 | ING Groep NV | 2,337,530 | 0.5 | |||||||||||
155,561 | Koninklijke Ahold Delhaize NV | 3,492,298 | 0.7 | |||||||||||
478,589 | Koninklijke KPN NV | 1,469,651 | 0.3 | |||||||||||
69,877 | NN Group NV | 2,808,979 | 0.6 | |||||||||||
363,832 | Royal Dutch Shell PLC - Class A | 11,874,641 | 2.5 | |||||||||||
138,910 | Unilever NV | 8,439,920 | 1.7 | |||||||||||
50,915 | Wolters Kluwer NV | 3,704,133 | 0.8 | |||||||||||
37,047,034 | 7.7 | |||||||||||||
New Zealand: 0.2% | ||||||||||||||
391,263 | Spark New Zealand Ltd. | 1,052,645 | 0.2 | |||||||||||
Norway: 1.0% | ||||||||||||||
125,931 | Mowi ASA | 2,946,649 | 0.6 | |||||||||||
217,712 | Orkla ASA | 1,932,178 | 0.4 | |||||||||||
4,878,827 | 1.0 | |||||||||||||
Singapore: 2.4% | ||||||||||||||
944,100 | ComfortDelgro Corp., Ltd. | 1,856,660 | 0.4 | |||||||||||
26,200 | Jardine Cycle & Carriage Ltd. | 702,091 | 0.1 | |||||||||||
136,400 | SATS Ltd | 526,277 | 0.1 | |||||||||||
153,200 | Singapore Airlines Ltd. | 1,049,780 | 0.2 | |||||||||||
267,500 | Singapore Exchange Ltd. | 1,567,156 | 0.3 | |||||||||||
1,490,400 | Singapore Telecommunications Ltd. | 3,857,627 | 0.8 | |||||||||||
460,200 | Singapore Technologies Engineering Ltd. | 1,409,493 | 0.3 | |||||||||||
750,000 | Yangzijiang Shipbuilding Holdings Ltd. | 849,727 | 0.2 | |||||||||||
11,818,811 | 2.4 | |||||||||||||
Spain: 2.7% | ||||||||||||||
17,175 | (2) | Aena SME SA | 3,404,135 | 0.7 | ||||||||||
14,515 | Amadeus IT Group SA | 1,150,249 | 0.2 | |||||||||||
97,357 | Enagas | 2,598,124 | 0.5 | |||||||||||
119,322 | (1) | Endesa S.A. | 3,069,030 | 0.6 | ||||||||||
120,473 | Ferrovial SA - FERE | 3,083,943 | 0.7 | |||||||||||
13,305,481 | 2.7 | |||||||||||||
Sweden: 0.7% | ||||||||||||||
169,479 | Swedbank AB | 2,551,396 | 0.5 | |||||||||||
22,448 | Swedish Match AB | 949,062 | 0.2 | |||||||||||
3,500,458 | 0.7 | |||||||||||||
Switzerland: 8.3% | ||||||||||||||
1,259 | Givaudan | 3,556,085 | 0.8 |
See Accompanying Notes to Financial Statements
12 |
Voya International High Dividend Low Volatility Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Switzerland: (continued) | ||||||||||||||
6,912 | Kuehne & Nagel International AG | 1,026,688 | 0.2 | |||||||||||
124,826 | Nestle SA | 12,922,267 | 2.7 | |||||||||||
85,753 | Novartis AG | 7,828,544 | 1.6 | |||||||||||
34,503 | Roche Holding AG | 9,701,825 | 2.0 | |||||||||||
14,004 | Zurich Insurance Group AG | 4,872,684 | 1.0 | |||||||||||
39,908,093 | 8.3 | |||||||||||||
United Kingdom: 13.9% | ||||||||||||||
85,689 | Admiral Group PLC | 2,402,822 | 0.5 | |||||||||||
398,710 | (2) | Auto Trader Group PLC | 2,776,934 | 0.6 | ||||||||||
653,492 | Aviva PLC | 3,461,271 | 0.7 | |||||||||||
561,403 | BAE Systems PLC | 3,528,365 | 0.7 | |||||||||||
487,400 | Barclays PLC | 927,063 | 0.2 | |||||||||||
1,362,392 | BT Group PLC | 3,406,445 | 0.7 | |||||||||||
94,141 | Bunzl PLC | 2,484,014 | 0.5 | |||||||||||
2,299,062 | Centrica PLC | 2,562,924 | 0.5 | |||||||||||
61,591 | Coca-Cola European Partners PLC | 3,479,891 | 0.7 | |||||||||||
160,229 | Compass Group PLC | 3,840,987 | 0.8 | |||||||||||
17,924 | Diageo PLC | 771,457 | 0.2 | |||||||||||
609,372 | Direct Line Insurance Group PLC | 2,568,682 | 0.5 | |||||||||||
322,398 | Evraz PLC | 2,729,865 | 0.6 | |||||||||||
307,047 | GlaxoSmithKline PLC | 6,154,731 | 1.3 | |||||||||||
102,431 | Investec PLC - INVP - GBP | 665,869 | 0.1 | |||||||||||
943,132 | J Sainsbury PLC | 2,343,688 | 0.5 | |||||||||||
1,071,656 | Legal & General Group PLC | 3,671,522 | 0.8 | |||||||||||
928,632 | Marks & Spencer Group PLC | 2,482,910 | 0.5 | |||||||||||
37,685 | Next PLC | 2,638,973 | 0.6 | |||||||||||
114,405 | Persimmon PLC | 2,906,464 | 0.6 | |||||||||||
95,663 | Relx PLC (GBP Exchange) | 2,320,263 | 0.5 | |||||||||||
1,441,221 | Taylor Wimpey PLC | 2,892,040 | 0.6 | |||||||||||
2,180,343 | Vodafone Group PLC | 3,573,732 | 0.7 | |||||||||||
983,573 | WM Morrison Supermarkets PLC | 2,517,626 | 0.5 | |||||||||||
67,108,538 | 13.9 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $475,661,429) | 480,432,432 | 99.5 | ||||||||||||
EXCHANGE-TRADED FUNDS: 0.1% | ||||||||||||||
11,081 | iShares MSCI EAFE ETF | 728,354 | 0.1 | |||||||||||
Total Exchange-Traded Funds | ||||||||||||||
(Cost $737,177) | 728,354 | 0.1 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $476,398,606) | 481,160,786 | 99.6 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.5% | ||||||||||||||
Repurchase Agreements(3): 1.5% | ||||||||||||||
1,643,820 | (3) | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,644,158, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $1,676,696, due 06/01/46-07/01/49) | 1,643,820 | 0.4 | ||||||||||
1,643,820 | (3) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $1,644,162, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,676,696, due 06/30/19-05/20/69) | 1,643,820 | 0.4 | ||||||||||
1,643,820 | (3) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,644,158, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,676,697, due 07/02/19-01/20/63) | 1,643,820 | 0.3 | ||||||||||
1,643,820 | (3) | Jefferies LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $1,644,160, collateralized by various U.S. Government Agency Obligations, 0.000%-2.650%, Market Value plus accrued interest $1,676,704, due 07/05/19-08/16/23) | 1,643,820 | 0.3 |
See Accompanying Notes to Financial Statements
13 |
Voya International High Dividend Low Volatility Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Repurchase Agreements(3): (continued) | ||||||||||||||
486,689 | (3) | JPMorgan Chase & Co., Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $486,790, collateralized by various U.S. Government Securities, 0.875%-1.750%, Market Value plus accrued interest $496,423, due 07/31/19-06/30/22) | 486,689 | 0.1 | ||||||||||
7,061,969 | 1.5 | |||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $7,061,969) | 7,061,969 | 1.5 | ||||||||||||
Total Investments in Securities (Cost $483,460,575) | $ | 488,222,755 | 101.1 | |||||||||||
Liabilities in Excess of Other Assets | (5,290,402 | ) | (1.1 | ) | ||||||||||
Net Assets | $ | 482,932,353 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Security, or a portion of the security, is on loan. |
(2) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(3) | Represents securities purchased with cash collateral received for securities on loan. |
See Accompanying Notes to Financial Statements
14 |
VY®American Century Small-Mid Cap Value Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 96.9% | ||||||||||||||
Communication Services: 0.4% | ||||||||||||||
350,344 | Entravision Communications Corp. | $ | 1,093,073 | 0.3 | ||||||||||
29,965 | Townsquare Media, Inc. | 161,212 | 0.1 | |||||||||||
1,254,285 | 0.4 | |||||||||||||
Consumer Discretionary: 7.3% | ||||||||||||||
20,459 | Advance Auto Parts, Inc. | 3,153,550 | 0.9 | |||||||||||
7,691 | Aptiv PLC | 621,664 | 0.2 | |||||||||||
58,689 | BorgWarner, Inc. | 2,463,764 | 0.7 | |||||||||||
127,629 | (1) | Camping World Holdings, Inc. | 1,585,152 | 0.4 | ||||||||||
50,731 | Carnival Corp. | 2,361,528 | 0.6 | |||||||||||
19,191 | Genuine Parts Co. | 1,987,804 | 0.5 | |||||||||||
98,374 | Honda Motor Co., Ltd. ADR | 2,541,984 | 0.7 | |||||||||||
35,722 | (2) | MarineMax, Inc. | 587,270 | 0.2 | ||||||||||
34,026 | Penske Auto Group, Inc. | 1,609,430 | 0.4 | |||||||||||
87,978 | Pulte Group, Inc. | 2,781,864 | 0.8 | |||||||||||
37,068 | (2) | Red Robin Gourmet Burgers, Inc. | 1,133,169 | 0.3 | ||||||||||
20,214 | Sodexo SA | 2,362,893 | 0.6 | |||||||||||
19,627 | Target Corp. | 1,699,895 | 0.5 | |||||||||||
30,001 | (1) | Thor Industries, Inc. | 1,753,558 | 0.5 | ||||||||||
26,643,525 | 7.3 | |||||||||||||
Consumer Staples: 6.3% | ||||||||||||||
85,779 | Conagra Brands, Inc. | 2,274,859 | 0.6 | |||||||||||
86,254 | (2) | Hain Celestial Group, Inc. | 1,888,963 | 0.5 | ||||||||||
11,844 | JM Smucker Co. | 1,364,310 | 0.4 | |||||||||||
23,014 | Kellogg Co. | 1,232,860 | 0.3 | |||||||||||
18,390 | Kimberly-Clark Corp. | 2,451,019 | 0.7 | |||||||||||
111,293 | Koninklijke Ahold Delhaize NV | 2,498,494 | 0.7 | |||||||||||
19,907 | Molson Coors Brewing Co. | 1,114,792 | 0.3 | |||||||||||
30,720 | Mondelez International, Inc. | 1,655,808 | 0.4 | |||||||||||
402,432 | Orkla ASA | 3,571,555 | 1.0 | |||||||||||
34,143 | (1) | Spectrum Brands Holdings, Inc. | 1,835,869 | 0.5 | ||||||||||
33,972 | Sysco Corp. | 2,402,500 | 0.7 | |||||||||||
16,643 | (1) | Weis Markets, Inc. | 605,972 | 0.2 | ||||||||||
22,897,001 | 6.3 | |||||||||||||
Energy: 3.9% | ||||||||||||||
99,840 | Baker Hughes a GE Co. | 2,459,059 | 0.7 | |||||||||||
10,468 | (2) | C&J Energy Services, Inc. | 123,313 | 0.0 | ||||||||||
15,159 | Cimarex Energy Co. | 899,384 | 0.2 | |||||||||||
58,874 | Devon Energy Corp. | 1,679,087 | 0.5 | |||||||||||
13,274 | (2) | Dril-Quip, Inc. | 637,152 | 0.2 | ||||||||||
59,877 | (2) | Earthstone Energy, Inc. | 366,447 | 0.1 | ||||||||||
88,468 | EQT Corp. | 1,398,679 | 0.4 | |||||||||||
67,375 | Equitrans Midstream Corp. | 1,327,961 | 0.4 | |||||||||||
101,270 | (1),(2) | Extraction Oil & Gas, Inc. | 438,499 | 0.1 | ||||||||||
16,534 | Halliburton Co. | 375,983 | 0.1 | |||||||||||
45,228 | Imperial Oil Ltd. | 1,252,314 | 0.3 | |||||||||||
13,928 | (1) | Liberty Oilfield Services, Inc. | 225,355 | 0.1 | ||||||||||
20,061 | National Oilwell Varco, Inc. | 445,956 | 0.1 | |||||||||||
112,606 | (1),(2) | NCS Multistage Holdings, Inc. | 399,751 | 0.1 | ||||||||||
96,829 | Noble Energy, Inc. | 2,168,970 | 0.6 | |||||||||||
14,197,910 | 3.9 | |||||||||||||
Financials: 27.0% | ||||||||||||||
30,951 | Aflac, Inc. | 1,696,424 | 0.5 | |||||||||||
25,635 | Ameriprise Financial, Inc. | 3,721,177 | 1.0 | |||||||||||
11,736 | Ameris Bancorp. | 459,934 | 0.1 | |||||||||||
26,697 | Amerisafe, Inc. | 1,702,468 | 0.5 | |||||||||||
49,748 | Ares Management Corp. | 1,301,905 | 0.4 | |||||||||||
7,735 | Arthur J. Gallagher & Co. | 677,509 | 0.2 | |||||||||||
39,044 | Axis Capital Holdings Ltd. | 2,328,975 | 0.6 | |||||||||||
23,892 | Bank OZK | 718,910 | 0.2 | |||||||||||
79,344 | BankUnited, Inc. | 2,677,067 | 0.7 | |||||||||||
112,619 | BB&T Corp. | 5,532,971 | 1.5 | |||||||||||
38,626 | Brown & Brown, Inc. | 1,293,971 | 0.4 | |||||||||||
182,835 | Capitol Federal Financial, Inc. | 2,517,638 | 0.7 | |||||||||||
25,925 | Chubb Ltd. | 3,818,493 | 1.1 | |||||||||||
43,718 | Comerica, Inc. | 3,175,675 | 0.9 | |||||||||||
41,669 | Commerce Bancshares, Inc. | 2,485,972 | 0.7 | |||||||||||
152,227 | (1),(3) | Compass Diversified Holdings | 2,909,058 | 0.8 | ||||||||||
135,274 | (2) | Donnelley Financial Solutions, Inc. | 1,804,555 | 0.5 | ||||||||||
197,716 | First Hawaiian, Inc. | 5,114,913 | 1.4 | |||||||||||
7,862 | Hanover Insurance Group, Inc. | 1,008,695 | 0.3 | |||||||||||
46,057 | Hilltop Holdings, Inc. | 979,632 | 0.3 | |||||||||||
155,891 | Home Bancshares, Inc./Conway AR | 3,002,461 | 0.8 | |||||||||||
87,397 | Invesco Ltd. | 1,788,143 | 0.5 | |||||||||||
21,682 | James River Group Holdings Ltd. | 1,016,886 | 0.3 | |||||||||||
46,444 | LegacyTexas Financial Group, Inc. | 1,890,735 | 0.5 | |||||||||||
18,229 | M&T Bank Corp. | 3,100,206 | 0.9 | |||||||||||
82,487 | Northern Trust Corp. | 7,423,830 | 2.0 | |||||||||||
42,448 | Origin Bancorp, Inc. | 1,400,784 | 0.4 | |||||||||||
28,016 | Pacific Premier Bancorp, Inc. | 865,134 | 0.2 | |||||||||||
102,096 | ProAssurance Corp. | 3,686,687 | 1.0 | |||||||||||
19,980 | Prosperity Bancshares, Inc. | 1,319,679 | 0.4 | |||||||||||
17,014 | Reinsurance Group of America, Inc. | 2,654,694 | 0.7 | |||||||||||
8,608 | RenaissanceRe Holdings Ltd. | 1,532,310 | 0.4 | |||||||||||
15,966 | Signature Bank | 1,929,331 | 0.5 | |||||||||||
21,943 | South State Corp. | 1,616,541 | 0.4 | |||||||||||
38,228 | State Street Corp. | 2,143,062 | 0.6 | |||||||||||
18,250 | SunTrust Banks, Inc. | 1,147,012 | 0.3 | |||||||||||
36,745 | (2) | Texas Capital Bancshares, Inc. | 2,255,041 | 0.6 | ||||||||||
10,113 | Torchmark Corp. | 904,709 | 0.3 | |||||||||||
20,683 | TowneBank/Portsmouth VA | 564,232 | 0.2 | |||||||||||
6,456 | Travelers Cos, Inc. | 965,301 | 0.3 | |||||||||||
72,750 | UMB Financial Corp. | 4,788,405 | 1.3 | |||||||||||
301,643 | Valley National Bancorp | 3,251,712 | 0.9 |
See Accompanying Notes to Financial Statements
15 |
VY®American Century Small-Mid Cap Value Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
31,652 | Westamerica Bancorp. | 1,950,080 | 0.5 | |||||||||||
812 | White Mountains Insurance Group Ltd. | 829,425 | 0.2 | |||||||||||
97,952,342 | 27.0 | |||||||||||||
Health Care: 8.3% | ||||||||||||||
68,996 | Cardinal Health, Inc. | 3,249,712 | 0.9 | |||||||||||
30,991 | Cerner Corp. | 2,271,640 | 0.6 | |||||||||||
26,099 | (2) | Henry Schein, Inc. | 1,824,320 | 0.5 | ||||||||||
37,312 | (2) | Hologic, Inc. | 1,791,722 | 0.5 | ||||||||||
19,635 | McKesson Corp. | 2,638,748 | 0.7 | |||||||||||
45,792 | (2) | Premier, Inc. | 1,790,925 | 0.5 | ||||||||||
29,399 | (2) | Providence Service Corp. | 1,685,739 | 0.5 | ||||||||||
34,139 | Quest Diagnostics, Inc. | 3,475,692 | 1.0 | |||||||||||
44,354 | (4) | Siemens Healthineers AG | 1,868,987 | 0.5 | ||||||||||
18,116 | Universal Health Services, Inc. | 2,362,145 | 0.6 | |||||||||||
62,391 | Zimmer Biomet Holdings, Inc. | 7,345,916 | 2.0 | |||||||||||
30,305,546 | 8.3 | |||||||||||||
Industrials: 17.3% | ||||||||||||||
66,840 | Atlas Copco AB - B Shares | 1,921,678 | 0.5 | |||||||||||
371,660 | BAE Systems PLC | 2,335,849 | 0.7 | |||||||||||
22,895 | Brink's Co. | 1,858,616 | 0.5 | |||||||||||
67,671 | (2) | Ceco Environmental Corp. | 648,965 | 0.2 | ||||||||||
153,595 | (2) | Charah Solutions, Inc. | 844,773 | 0.2 | ||||||||||
3,294 | CSW Industrials, Inc. | 224,486 | 0.1 | |||||||||||
20,262 | Cummins, Inc. | 3,471,691 | 1.0 | |||||||||||
33,483 | Deluxe Corp. | 1,361,419 | 0.4 | |||||||||||
21,369 | (2) | Dycom Industries, Inc. | 1,257,993 | 0.3 | ||||||||||
31,893 | Eaton Corp. PLC | 2,656,049 | 0.7 | |||||||||||
64,131 | Emerson Electric Co. | 4,278,820 | 1.2 | |||||||||||
25,020 | EnPro Industries, Inc. | 1,597,277 | 0.4 | |||||||||||
35,421 | (2) | Foundation Building Materials, Inc. | 629,785 | 0.2 | ||||||||||
21,707 | (2) | Gibraltar Industries, Inc. | 876,095 | 0.2 | ||||||||||
33,838 | (2) | GMS, Inc. | 744,436 | 0.2 | ||||||||||
9,934 | Graham Corp. | 200,766 | 0.0 | |||||||||||
133,032 | (1) | Heartland Express, Inc. | 2,403,888 | 0.7 | ||||||||||
45,139 | Hubbell, Inc. | 5,886,126 | 1.6 | |||||||||||
12,968 | Hurco Cos, Inc. | 461,142 | 0.1 | |||||||||||
197,270 | IMI PLC | 2,602,695 | 0.7 | |||||||||||
196,376 | (2) | Innerworkings, Inc. | 750,156 | 0.2 | ||||||||||
81,142 | Johnson Controls International plc | 3,351,976 | 0.9 | |||||||||||
22,763 | Korn Ferry | 912,113 | 0.2 | |||||||||||
41,696 | (2) | Milacron Holdings Corp. | 575,405 | 0.2 | ||||||||||
50,347 | MSC Industrial Direct Co. | 3,738,768 | 1.0 | |||||||||||
105,002 | Mueller Water Products, Inc. | 1,031,120 | 0.3 | |||||||||||
87,876 | nVent Electric PLC | 2,178,446 | 0.6 | |||||||||||
24,445 | Paccar, Inc. | 1,751,729 | 0.5 | |||||||||||
15,227 | Republic Services, Inc. | 1,319,267 | 0.4 | |||||||||||
24,301 | Schneider Electric SE | 2,198,825 | 0.6 | |||||||||||
75,726 | Southwest Airlines Co. | 3,845,366 | 1.1 | |||||||||||
17,775 | Textron, Inc. | 942,786 | 0.3 | |||||||||||
42,044 | Timken Co. | 2,158,539 | 0.6 | |||||||||||
8,058 | Unifirst Corp. | 1,519,497 | 0.4 | |||||||||||
3,163 | Valmont Industries, Inc. | 401,100 | 0.1 | |||||||||||
62,937,642 | 17.3 | |||||||||||||
Information Technology: 8.7% | ||||||||||||||
10,852 | (2) | Advanced Energy Industries, Inc. | 610,642 | 0.2 | ||||||||||
94,836 | Applied Materials, Inc. | 4,259,085 | 1.2 | |||||||||||
20,752 | Avnet, Inc. | 939,443 | 0.3 | |||||||||||
29,058 | Belden, Inc. | 1,730,985 | 0.5 | |||||||||||
136,298 | (2) | Casa Systems, Inc. | 876,396 | 0.2 | ||||||||||
12,178 | (2) | Coherent, Inc. | 1,660,714 | 0.5 | ||||||||||
41,503 | (2) | Cray, Inc. | 1,445,134 | 0.4 | ||||||||||
42,966 | Cypress Semiconductor Corp. | 955,564 | 0.3 | |||||||||||
23,915 | EVERTEC, Inc. | 782,020 | 0.2 | |||||||||||
90,228 | HP, Inc. | 1,875,840 | 0.5 | |||||||||||
64,115 | Kulicke & Soffa Industries, Inc. | 1,445,793 | 0.4 | |||||||||||
19,251 | LogMeIn, Inc. | 1,418,414 | 0.4 | |||||||||||
57,611 | Maxim Integrated Products | 3,446,290 | 0.9 | |||||||||||
22,283 | Microchip Technology, Inc. | 1,931,936 | 0.5 | |||||||||||
92,206 | Presidio, Inc. | 1,260,456 | 0.3 | |||||||||||
17,247 | Sapiens International Corp. NV | 286,645 | 0.1 | |||||||||||
27,014 | TE Connectivity Ltd. | 2,587,401 | 0.7 | |||||||||||
7,611 | (2) | Tech Data Corp. | 796,111 | 0.2 | ||||||||||
64,895 | (2) | Teradata Corp. | 2,326,486 | 0.6 | ||||||||||
19,180 | Teradyne, Inc. | 918,914 | 0.3 | |||||||||||
31,554,269 | 8.7 | |||||||||||||
Materials: 4.8% | ||||||||||||||
455,889 | Graphic Packaging Holding Co. | 6,373,328 | 1.8 | |||||||||||
50,691 | Innophos Holdings, Inc. | 1,475,615 | 0.4 | |||||||||||
36,808 | Minerals Technologies, Inc. | 1,969,596 | 0.5 | |||||||||||
5,313 | Neenah, Inc. | 358,893 | 0.1 | |||||||||||
23,716 | Packaging Corp. of America | 2,260,609 | 0.6 | |||||||||||
14,920 | PolyOne Corp. | 468,339 | 0.1 | |||||||||||
67,376 | Silgan Holdings, Inc. | 2,061,705 | 0.6 | |||||||||||
18,973 | Sonoco Products Co. | 1,239,696 | 0.3 | |||||||||||
90,716 | (1) | Tecnoglass, Inc. | 588,747 | 0.2 | ||||||||||
20,659 | WestRock Co. | 753,434 | 0.2 | |||||||||||
17,549,962 | 4.8 | |||||||||||||
Real Estate: 6.2% | ||||||||||||||
5,655 | American Tower Corp. | 1,156,165 | 0.3 | |||||||||||
98,834 | Brandywine Realty Trust | 1,415,303 | 0.4 | |||||||||||
13,542 | CareTrust REIT, Inc. | 322,029 | 0.1 | |||||||||||
9,873 | Community Healthcare Trust, Inc. | 389,095 | 0.1 | |||||||||||
20,723 | Cousins Properties, Inc. | 749,551 | 0.2 | |||||||||||
126,417 | Empire State Realty Trust, Inc. | 1,872,236 | 0.5 | |||||||||||
10,910 | Highwoods Properties, Inc. | 450,583 | 0.1 | |||||||||||
107,807 | Kite Realty Group Trust | 1,631,120 | 0.4 | |||||||||||
59,086 | Lexington Realty Trust | 555,999 | 0.1 | |||||||||||
83,738 | MGM Growth Properties LLC | 2,566,570 | 0.7 | |||||||||||
10,255 | National Health Investors, Inc. | 800,198 | 0.2 | |||||||||||
107,926 | Piedmont Office Realty Trust, Inc. | 2,150,965 | 0.6 | |||||||||||
31,949 | RLJ Lodging Trust | 566,775 | 0.2 | |||||||||||
51,224 | Sabra Healthcare REIT, Inc. | 1,008,600 | 0.3 |
See Accompanying Notes to Financial Statements
16 |
VY®American Century Small-Mid Cap Value Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Real Estate: (continued) | ||||||||||||||
58,444 | Summit Hotel Properties, Inc. | 670,353 | 0.2 | |||||||||||
15,027 | Urstadt Biddle Properties, Inc. | 315,567 | 0.1 | |||||||||||
35,575 | Weingarten Realty Investors | 975,466 | 0.3 | |||||||||||
187,346 | Weyerhaeuser Co. | 4,934,693 | 1.4 | |||||||||||
22,531,268 | 6.2 | |||||||||||||
Utilities: 6.7% | ||||||||||||||
37,394 | Ameren Corp. | 2,808,663 | 0.8 | |||||||||||
18,428 | Atmos Energy Corp. | 1,945,260 | 0.5 | |||||||||||
25,555 | Edison International | 1,722,663 | 0.5 | |||||||||||
24,174 | Eversource Energy | 1,831,422 | 0.5 | |||||||||||
45,809 | NorthWestern Corp. | 3,305,119 | 0.9 | |||||||||||
33,839 | Pinnacle West Capital Corp. | 3,183,912 | 0.9 | |||||||||||
24,422 | Spire, Inc. | 2,049,494 | 0.6 | |||||||||||
25,358 | WEC Energy Group, Inc. | 2,114,097 | 0.6 | |||||||||||
86,925 | Xcel Energy, Inc. | 5,171,168 | 1.4 | |||||||||||
24,131,798 | 6.7 | |||||||||||||
Total Common Stock (Cost $346,394,159) | 351,955,548 | 96.9 | ||||||||||||
EXCHANGE-TRADED FUNDS: 2.2% | ||||||||||||||
88,994 | iShares Russell Mid-Cap Value ETF | 7,932,035 | 2.2 | |||||||||||
Total Exchange-Traded Funds (Cost $7,602,642) | 7,932,035 | 2.2 | ||||||||||||
Total Long-Term Investments (Cost $353,996,801) | 359,887,583 | 99.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.3% | ||||||||||||||
Repurchase Agreements(5): 1.3% | ||||||||||||||
1,063,149 | (5) | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,063,367, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $1,084,412, due 06/01/46-07/01/49) | 1,063,149 | 0.3 | ||||||||||
1,063,149 | (5) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $1,063,370, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,084,412, due 06/30/19-05/20/69) | 1,063,149 | 0.3 | ||||||||||
1,063,149 | (5) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,063,367, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,084,412, due 07/02/19-01/20/63) | 1,063,149 | 0.3 | ||||||||||
1,063,149 | (5) | Jefferies LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $1,063,369, collateralized by various U.S. Government Agency Obligations, 0.000%-2.650%, Market Value plus accrued interest $1,084,417, due 07/05/19-08/16/23) | 1,063,149 | 0.3 | ||||||||||
314,887 | (5) | JPMorgan Chase & Co., Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $314,952, collateralized by various U.S. Government Securities, 0.875%-1.750%, Market Value plus accrued interest $321,185, due 07/31/19-06/30/22) | 314,887 | 0.1 | ||||||||||
4,567,483 | 1.3 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.0% | ||||||||||||||
3,811,362 | (6) | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% (Cost $3,811,362) | 3,811,362 | 1 .0 | ||||||||||
Total Short-Term Investments (Cost $8,378,845) | 8,378,845 | 2.3 | ||||||||||||
Total Investments in Securities (Cost $362,375,646) | $ | 368,266,428 | 101.4 | |||||||||||
Liabilities in Excess of Other Assets | (4,924,696 | ) | (1.4 | ) | ||||||||||
Net Assets | $ | 363,341,732 | 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, 2019. |
See Accompanying Notes to Financial Statements
17 |
VY®Baron Growth Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.0% | ||||||||||||||
Communication Services: 3.9% | ||||||||||||||
902,500 | (1) | Iridium Communications, Inc. | $ | 20,992,150 | 2.6 | |||||||||
613,000 | Manchester United PLC - Class A | 11,083,040 | 1.3 | |||||||||||
32,075,190 | 3.9 | |||||||||||||
Consumer Discretionary: 25.4% | ||||||||||||||
218,000 | (1) | Bright Horizons Family Solutions, Inc. | 32,889,660 | 4.0 | ||||||||||
544,900 | Choice Hotels International, Inc. | 47,411,749 | 5.8 | |||||||||||
22,260 | Dick's Sporting Goods, Inc. | 770,864 | 0.1 | |||||||||||
182,900 | Marriott Vacations Worldwide Corp. | 17,631,560 | 2.2 | |||||||||||
40,000 | (1) | Ollie's Bargain Outlet Holdings, Inc. | 3,484,400 | 0.4 | ||||||||||
698,741 | (1) | Penn National Gaming, Inc. | 13,457,751 | 1.6 | ||||||||||
255,000 | Red Rock Resorts, Inc. | 5,477,400 | 0.7 | |||||||||||
36,000 | (1) | Under Armour, Inc. - Class A | 912,600 | 0.1 | ||||||||||
382,700 | Vail Resorts, Inc. | 85,410,986 | 10.5 | |||||||||||
207,446,970 | 25.4 | |||||||||||||
Consumer Staples: 1.0% | ||||||||||||||
45,000 | Church & Dwight Co., Inc. | 3,287,700 | 0.4 | |||||||||||
116,900 | (1) | Performance Food Group Co. | 4,679,507 | 0.6 | ||||||||||
7,967,207 | 1.0 | |||||||||||||
Financials: 22.8% | ||||||||||||||
542,600 | (1) | Arch Capital Group Ltd. | 20,119,608 | 2.5 | ||||||||||
270,000 | (2) | Carlyle Group L.P. | 6,104,700 | 0.7 | ||||||||||
317,200 | Cohen & Steers, Inc. | 16,316,768 | 2.0 | |||||||||||
65,500 | (1) | Essent Group Ltd. | 3,077,845 | 0.4 | ||||||||||
82,000 | Factset Research Systems, Inc. | 23,497,920 | 2.9 | |||||||||||
53,950 | Houlihan Lokey, Inc. | 2,402,393 | 0.3 | |||||||||||
123,241 | Kinsale Capital Group, Inc. | 11,274,087 | 1.4 | |||||||||||
12,175 | (1) | LendingTree, Inc. | 5,113,865 | 0.6 | ||||||||||
80,000 | Moelis & Co. | 2,796,000 | 0.3 | |||||||||||
136,500 | Morningstar, Inc. | 19,743,360 | 2.4 | |||||||||||
181,000 | MSCI, Inc. - Class A | 43,220,990 | 5.3 | |||||||||||
109,100 | (2) | Oaktree Capital Group LLC | 5,404,814 | 0.7 | ||||||||||
223,300 | Primerica, Inc. | 26,784,835 | 3.3 | |||||||||||
185,857,185 | 22.8 | |||||||||||||
Health Care: 11.5% | ||||||||||||||
48,909 | (1) | Adaptive Biotechnologies Corp. | 2,362,305 | 0.3 | ||||||||||
22,000 | (1) | Alector, Inc. | 418,000 | 0.1 | ||||||||||
94,500 | Bio-Techne Corp. | 19,702,305 | 2.4 | |||||||||||
44,000 | (1) | Covetrus, Inc. | 1,076,240 | 0.1 | ||||||||||
207,500 | Dechra Pharmaceuticals PLC | 7,242,268 | 0.9 | |||||||||||
81,000 | (1) | Denali Therapeutics, Inc. | 1,681,560 | 0.2 | ||||||||||
131,000 | (1) | Idexx Laboratories, Inc. | 36,068,230 | 4.4 | ||||||||||
14,700 | (1) | Mettler Toledo International, Inc. | 12,348,000 | 1.5 | ||||||||||
65,077 | (1) | Neogen Corp. | 4,041,932 | 0.5 | ||||||||||
73,000 | West Pharmaceutical Services, Inc. | 9,135,950 | 1.1 | |||||||||||
94,076,790 | 11.5 | |||||||||||||
Industrials: 9.0% | ||||||||||||||
48,550 | Air Lease Corp. | 2,007,057 | 0.3 | |||||||||||
11,091 | Albany International Corp. | 919,555 | 0.1 | |||||||||||
54,771 | (1) | BrightView Holdings, Inc. | 1,024,766 | 0.1 | ||||||||||
108,153 | (1) | CoStar Group, Inc. | 59,923,251 | 7.3 | ||||||||||
492,136 | (1),(3) | Marel HF | 2,160,366 | 0.3 | ||||||||||
104,200 | (1) | Trex Co., Inc. | 7,471,140 | 0.9 | ||||||||||
73,506,135 | 9.0 | |||||||||||||
Information Technology: 17.5% | ||||||||||||||
91,000 | (1) | Altair Engineering, Inc. | 3,675,490 | 0.5 | ||||||||||
176,700 | (1) | ANSYS, Inc. | 36,191,694 | 4.4 | ||||||||||
283,700 | (1) | Benefitfocus, Inc. | 7,702,455 | 0.9 | ||||||||||
262,200 | (1) | Gartner, Inc. | 42,198,468 | 5.2 | ||||||||||
164,000 | (1) | Guidewire Software, Inc. | 16,626,320 | 2.0 | ||||||||||
15,000 | Littelfuse, Inc. | 2,653,650 | 0.3 | |||||||||||
460,500 | SS&C Technologies Holdings, Inc. | 26,529,405 | 3.3 | |||||||||||
52,753 | (1) | Wix.com Ltd. | 7,496,201 | 0.9 | ||||||||||
143,073,683 | 17.5 | |||||||||||||
Real Estate: 7.9% | ||||||||||||||
10,700 | Alexander's, Inc. | 3,962,210 | 0.5 | |||||||||||
82,000 | Alexandria Real Estate Equities, Inc. | 11,569,380 | 1.4 | |||||||||||
68,838 | American Assets Trust, Inc. | 3,243,647 | 0.4 | |||||||||||
470,000 | Douglas Emmett, Inc. | 18,724,800 | 2.3 | |||||||||||
699,650 | Gaming and Leisure Properties, Inc. | 27,272,357 | 3.3 | |||||||||||
64,772,394 | 7.9 | |||||||||||||
Total Common Stock (Cost $235,267,570) | 808,775,554 | 99.0 | ||||||||||||
SHORT-TERM INVESTMENTS: 1.2% | ||||||||||||||
Mutual Funds: 1.2% | ||||||||||||||
| 9,748,487 | | | (4) | | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% (Cost $9,748,487) | | | 9,748,487 | | | | 1.2 | |
Total Short-Term Investments (Cost $9,748,487) | 9,748,487 | 1.2 | ||||||||||||
Total Investments in Securities (Cost $245,016,057) | $ | 818,524,041 | 100.2 | |||||||||||
Liabilities in Excess of Other Assets | (1,793,892 | ) | (0.2 | ) | ||||||||||
Net Assets | $ | 816,730,149 | 100.0 |
(1) | Non-income producing security. |
(2) | Security is a Master Limited Partnership. |
(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) | Rate shown is the 7-day yield as of June 30, 2019. |
See Accompanying Notes to Financial Statements
18 |
VY®Columbia Contrarian Core Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.6% | ||||||||||||||
Communication Services: 12.2% | ||||||||||||||
20,810 | Activision Blizzard, Inc. | $ | 982,232 | 0.4 | ||||||||||
3,933 | (1) | Alphabet, Inc. - Class A | 4,258,652 | 1.5 | ||||||||||
5,159 | (1) | Alphabet, Inc. - Class C | 5,576,415 | 2.0 | ||||||||||
144,850 | AT&T, Inc. | 4,853,923 | 1.7 | |||||||||||
174,659 | Comcast Corp. – Class A | 7,384,583 | 2.6 | |||||||||||
12,320 | (1) | Electronic Arts, Inc. | 1,247,523 | 0.5 | ||||||||||
30,640 | (1) | Facebook, Inc. - Class A | 5,913,520 | 2.1 | ||||||||||
25,155 | (1) | T-Mobile US, Inc. | 1,864,992 | 0.7 | ||||||||||
34,627 | Verizon Communications, Inc. | 1,978,240 | 0.7 | |||||||||||
34,060,080 | 12.2 | |||||||||||||
Consumer Discretionary: 10.6% | ||||||||||||||
5,365 | (1) | Amazon.com, Inc. | 10,159,325 | 3.6 | ||||||||||
51,770 | Aramark | 1,866,826 | 0.7 | |||||||||||
7,556 | Dollar General Corp. | 1,021,269 | 0.4 | |||||||||||
33,380 | D.R. Horton, Inc. | 1,439,680 | 0.5 | |||||||||||
100,250 | eBay, Inc. | 3,959,875 | 1.4 | |||||||||||
17,790 | Las Vegas Sands Corp. | 1,051,211 | 0.4 | |||||||||||
46,209 | Lowe's Cos, Inc. | 4,662,950 | 1.7 | |||||||||||
17,171 | McDonald's Corp. | 3,565,730 | 1.3 | |||||||||||
16,342 | Restaurant Brands International, Inc. | 1,136,423 | 0.4 | |||||||||||
18,440 | Tapestry, Inc. | 585,101 | 0.2 | |||||||||||
29,448,390 | 10.6 | |||||||||||||
Consumer Staples: 6.6% | ||||||||||||||
30,940 | Colgate-Palmolive Co. | 2,217,470 | 0.8 | |||||||||||
71,681 | Conagra Brands, Inc. | 1,900,980 | 0.7 | |||||||||||
44,795 | Kroger Co. | 972,499 | 0.3 | |||||||||||
87,505 | Mondelez International, Inc. | 4,716,520 | 1.7 | |||||||||||
80,350 | Philip Morris International, Inc. | 6,309,886 | 2.3 | |||||||||||
32,559 | Sysco Corp. | 2,302,572 | 0.8 | |||||||||||
18,419,927 | 6.6 | |||||||||||||
Energy: 5.0% | ||||||||||||||
70,728 | Canadian Natural Resources Ltd. | 1,907,534 | 0.7 | |||||||||||
54,931 | Chevron Corp. | 6,835,614 | 2.4 | |||||||||||
33,294 | EOG Resources, Inc. | 3,101,669 | 1.1 | |||||||||||
56,390 | Schlumberger Ltd. | 2,240,938 | 0.8 | |||||||||||
14,085,755 | 5.0 | |||||||||||||
Financials: 13.3% | ||||||||||||||
17,695 | Aon PLC | 3,414,781 | 1.2 | |||||||||||
43,597 | (1) | Berkshire Hathaway, Inc. – Class B | 9,293,572 | 3.3 | ||||||||||
6,426 | BlackRock, Inc. | 3,015,722 | 1.1 | |||||||||||
105,587 | Citigroup, Inc. | 7,394,258 | 2.7 | |||||||||||
70,493 | JPMorgan Chase & Co. | 7,881,117 | 2.8 | |||||||||||
77,170 | Morgan Stanley | 3,380,818 | 1.2 | |||||||||||
60,190 | Wells Fargo & Co. | 2,848,191 | 1.0 | |||||||||||
37,228,459 | 13.3 | |||||||||||||
Health Care: 14.4% | ||||||||||||||
27,328 | Abbott Laboratories | 2,298,285 | 0.8 | |||||||||||
11,675 | (1) | Alexion Pharmaceuticals, Inc. | 1,529,191 | 0.5 | ||||||||||
26,335 | Allergan plc | 4,409,269 | 1.6 | |||||||||||
13,827 | Anthem, Inc. | 3,902,118 | 1.4 | |||||||||||
22,730 | Baxter International, Inc. | 1,861,587 | 0.7 | |||||||||||
11,090 | Becton Dickinson & Co. | 2,794,791 | 1.0 | |||||||||||
16,803 | Cigna Corp. | 2,647,313 | 0.9 | |||||||||||
43,965 | Dentsply Sirona, Inc. | 2,565,797 | 0.9 | |||||||||||
2,635 | Humana, Inc. | 699,065 | 0.3 | |||||||||||
41,982 | Johnson & Johnson | 5,847,253 | 2.1 | |||||||||||
74,843 | Medtronic PLC | 7,288,960 | 2.6 | |||||||||||
100,311 | Pfizer, Inc. | 4,345,473 | 1.6 | |||||||||||
40,189,102 | 14.4 | |||||||||||||
Industrials: 6.1% | ||||||||||||||
13,315 | Caterpillar, Inc. | 1,814,701 | 0.6 | |||||||||||
32,790 | Emerson Electric Co. | 2,187,749 | 0.8 | |||||||||||
11,375 | Harris Corp. | 2,151,354 | 0.8 | |||||||||||
34,032 | Honeywell International, Inc. | 5,941,647 | 2.1 | |||||||||||
15,475 | Northrop Grumman Corp. | 5,000,127 | 1.8 | |||||||||||
�� | 17,095,578 | 6.1 | ||||||||||||
Information Technology: 23.7% | ||||||||||||||
10,205 | (1) | Adobe, Inc. | 3,006,903 | 1.1 | ||||||||||
51,001 | Apple, Inc. | 10,094,118 | 3.6 | |||||||||||
4,291 | Broadcom, Inc. | 1,235,207 | 0.4 | |||||||||||
8,520 | CDK Global, Inc. | 421,229 | 0.2 | |||||||||||
74,140 | Cisco Systems, Inc. | 4,057,682 | 1.5 | |||||||||||
50,560 | Corning, Inc. | 1,680,109 | 0.6 | |||||||||||
40,790 | Fidelity National Information Services, Inc. | 5,004,117 | 1.8 | |||||||||||
113,555 | (1) | First Data Corp. | 3,073,934 | 1.1 | ||||||||||
41,075 | Intel Corp. | 1,966,260 | 0.7 | |||||||||||
15,260 | International Business Machines Corp. | 2,104,354 | 0.8 | |||||||||||
9,625 | Lam Research Corp. | 1,807,960 | 0.6 | |||||||||||
49,155 | Marvell Technology Group Ltd. | 1,173,330 | 0.4 | |||||||||||
35,391 | Mastercard, Inc. - Class A | 9,361,981 | 3.4 | |||||||||||
120,435 | Microsoft Corp. | 16,133,473 | 5.8 | |||||||||||
9,330 | Nvidia Corp. | 1,532,266 | 0.5 | |||||||||||
15,300 | NXP Semiconductor NV - NXPI - US | 1,493,433 | 0.5 | |||||||||||
2,770 | (1) | Palo Alto Networks, Inc. | 564,415 | 0.2 | ||||||||||
11,325 | Total System Services, Inc. | 1,452,658 | 0.5 | |||||||||||
66,163,429 | 23.7 | |||||||||||||
Materials: 4.3% | ||||||||||||||
14,580 | Air Products & Chemicals, Inc. | 3,300,475 | 1.2 | |||||||||||
46,143 | (1) | Corteva, Inc. | 1,364,448 | 0.5 | ||||||||||
37,128 | DowDuPont, Inc. | 2,787,199 | 1.0 | |||||||||||
12,654 | (1) | Mosaic Co. | 313,864 | 0.1 | ||||||||||
68,830 | Newmont Goldcorp Corp. | 2,647,890 | 1.0 | |||||||||||
3,158 | Sherwin-Williams Co. | 1,447,280 | 0.5 | |||||||||||
11,861,156 | 4.3 | |||||||||||||
Real Estate: 1.4% | ||||||||||||||
19,425 | American Tower Corp. | 3,971,441 | 1.4 |
See Accompanying Notes to Financial Statements
19 |
VY®Columbia Contrarian Core Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Utilities: 1.0% | ||||||||||||||
30,980 | American Electric Power Co., Inc. | 2,726,550 | 1.0 | |||||||||||
Total Common Stock (Cost $217,872,065) | 275,249,867 | 98.6 | ||||||||||||
OTHER: –% | ||||||||||||||
Materials: –% | ||||||||||||||
649,000 | (2),(3) | SINO Forest Corp. (Escrow) | – | – | ||||||||||
Total Other (Cost $–) | – | – | ||||||||||||
Total Long-Term Investments (Cost $217,872,065) | 275,249,867 | 98.6 | ||||||||||||
SHORT-TERM INVESTMENTS: 1.9% | ||||||||||||||
Mutual Funds: 1.9% | ||||||||||||||
| 5,175,744 | | | (4) | | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% (Cost $5,175,744) | | | 5,175,744 | | | | 1.9 | |
Total Short-Term Investments (Cost $5,175,744) | 5,175,744 | 1.9 | ||||||||||||
Total Investments in Securities (Cost $223,047,809) | $ | 280,425,611 | 100.5 | |||||||||||
Liabilities in Excess of Other Assets | (1,339,756 | ) | (0.5 | ) | ||||||||||
Net Assets | $ | 279,085,855 | 100.0 |
(1) | Non-income producing security. |
(2) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(3) | Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2019, the Portfolio held restricted securities with a fair value of $– or 0.0% of net assets. Please refer to the table below for additional details. |
(4) | Rate shown is the 7-day yield as of June 30, 2019. |
See Accompanying Notes to Financial Statements
20 |
VY® Columbia Small Cap Value II Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.4% | ||||||||||||||
Communication Services: 2.2% | ||||||||||||||
20,000 | Nexstar Media Group, Inc. | $ | 2,020,000 | 1.2 | ||||||||||
150,000 | (1) | Vonage Holdings Corp. | 1,699,500 | 1.0 | ||||||||||
3,719,500 | 2.2 | |||||||||||||
Consumer Discretionary: 9.8% | ||||||||||||||
39,000 | Aarons, Inc. | 2,394,990 | 1.4 | |||||||||||
42,000 | (1) | Adtalem Global Education, Inc. | 1,892,100 | 1.1 | ||||||||||
65,000 | American Eagle Outfitters, Inc. | 1,098,500 | 0.6 | |||||||||||
37,000 | Brinker International, Inc. | 1,455,950 | 0.9 | |||||||||||
18,500 | Childrens Place, Inc./The | 1,764,530 | �� | 1.0 | ||||||||||
24,000 | Dine Brands Global, Inc. | 2,291,280 | 1.4 | |||||||||||
27,000 | (1) | Genesco, Inc. | 1,141,830 | 0.7 | ||||||||||
69,800 | KB Home | 1,795,954 | 1.1 | |||||||||||
41,500 | (1) | Sally Beauty Holdings, Inc. | 553,610 | 0.3 | ||||||||||
15,600 | (1) | TopBuild Corp. | 1,291,056 | 0.8 | ||||||||||
45,651 | Tower International, Inc. | 890,195 | 0.5 | |||||||||||
16,569,995 | 9.8 | |||||||||||||
Consumer Staples: 2.5% | ||||||||||||||
82,000 | (1) | BJ's Wholesale Club Holdings, Inc. | 2,164,800 | 1.3 | ||||||||||
36,500 | (1) | TreeHouse Foods, Inc. | 1,974,650 | 1.2 | ||||||||||
4,139,450 | 2.5 | |||||||||||||
Energy: 4.5% | ||||||||||||||
21,500 | Arch Coal, Inc. | 2,025,515 | 1.2 | |||||||||||
155,000 | (1) | Callon Petroleum Co. | 1,021,450 | 0.6 | ||||||||||
42,500 | Delek US Holdings, Inc. | 1,722,100 | 1.0 | |||||||||||
130,000 | (1) | Oasis Petroleum, Inc. | 738,400 | 0.4 | ||||||||||
79,500 | Patterson-UTI Energy, Inc. | 915,045 | 0.6 | |||||||||||
44,000 | SM Energy Co. | 550,880 | 0.3 | |||||||||||
205,000 | (1) | Southwestern Energy Co. | 647,800 | 0.4 | ||||||||||
7,621,190 | 4.5 | |||||||||||||
Financials: 28.7% | ||||||||||||||
46,000 | American Equity Investment Life Holding Co. | 1,249,360 | 0.7 | |||||||||||
47,000 | Ameris Bancorp. | 1,841,930 | 1.1 | |||||||||||
30,000 | Amerisafe, Inc. | 1,913,100 | 1.1 | |||||||||||
34,000 | Argo Group International Holdings Ltd. | 2,517,700 | 1.5 | |||||||||||
75,500 | Atlantic Union Bankshares Corp. | 2,667,415 | 1.6 | |||||||||||
53,000 | (1) | Axos Financial, Inc. | 1,444,250 | 0.9 | ||||||||||
45,900 | Blackstone Mortgage Trust, Inc. | 1,633,122 | 1.0 | |||||||||||
49,400 | OceanFirst Financial Corp. | 1,227,590 | 0.7 | |||||||||||
58,000 | Cathay General Bancorp. | 2,082,780 | 1.2 | |||||||||||
30,000 | Chemical Financial Corp. | 1,233,300 | 0.7 | |||||||||||
44,000 | Community Bank System, Inc. | 2,896,960 | 1.7 | |||||||||||
47,500 | Hancock Whitney Corp. | 1,902,850 | 1.1 | |||||||||||
69,100 | Heritage Commerce Corp. | 846,475 | 0.5 | |||||||||||
52,000 | Heritage Financial Corp. | 1,536,080 | 0.9 | |||||||||||
43,500 | Houlihan Lokey, Inc. | 1,937,055 | 1.1 | |||||||||||
30,800 | Independent Bank Corp. | 2,345,420 | 1.4 | |||||||||||
39,000 | Invesco Mortgage Capital, Inc. | 628,680 | 0.4 | |||||||||||
157,724 | (1) | MBIA, Inc. | 1,468,410 | 0.9 | ||||||||||
165,000 | (1) | MGIC Investment Corp. | 2,168,100 | 1.3 | ||||||||||
23,000 | Moelis & Co. | 803,850 | 0.5 | |||||||||||
58,000 | Pacific Premier Bancorp, Inc. | 1,791,040 | 1.1 | |||||||||||
63,500 | Renasant Corp. | 2,282,190 | 1.4 | |||||||||||
62,000 | Sandy Spring Bancorp, Inc. | 2,162,560 | 1.3 | |||||||||||
140,500 | SLM Corp. | 1,365,660 | 0.8 | |||||||||||
72,000 | TCF Financial Corp. | 1,496,880 | 0.9 | |||||||||||
31,500 | UMB Financial Corp. | 2,073,330 | 1.2 | |||||||||||
38,000 | Virtu Financial, Inc. | 827,640 | 0.5 | |||||||||||
51,000 | WSFS Financial Corp. | 2,106,300 | 1.2 | |||||||||||
48,450,027 | 28.7 | |||||||||||||
Health Care: 4.0% | ||||||||||||||
47,200 | (1) | Alder Biopharmaceuticals, Inc. | 555,544 | 0.3 | ||||||||||
59,000 | (1) | Horizon Therapeutics Plc | 1,419,540 | 0.9 | ||||||||||
38,500 | (1) | Immunomedics, Inc. | 533,995 | 0.3 | ||||||||||
15,700 | (1) | LHC Group, Inc. | 1,877,406 | 1.1 | ||||||||||
28,500 | (1) | Merit Medical Systems, Inc. | 1,697,460 | 1.0 | ||||||||||
55,300 | (1) | R1 RCM, Inc. | 695,674 | 0.4 | ||||||||||
6,779,619 | 4.0 | |||||||||||||
Industrials: 14.1% | ||||||||||||||
22,500 | Armstrong World Industries, Inc. | 2,187,000 | 1.3 | |||||||||||
59,000 | (1) | Covenant Transportation Group, Inc. | 867,890 | 0.5 | ||||||||||
83,500 | (1) | Evoqua Water Technologies Corp. | 1,189,040 | 0.7 | ||||||||||
39,000 | Granite Construction, Inc. | 1,879,020 | 1.1 | |||||||||||
59,543 | (1) | Hertz Global Holdings, Inc. | 950,306 | 0.6 | ||||||||||
26,000 | ICF International, Inc. | 1,892,800 | 1.1 | |||||||||||
32,000 | Kennametal, Inc. | 1,183,680 | 0.7 | |||||||||||
44,000 | Kforce, Inc. | 1,543,960 | 0.9 | |||||||||||
32,400 | Korn Ferry | 1,298,268 | 0.8 | |||||||||||
39,700 | (1) | Mastec, Inc. | 2,045,741 | 1.2 | ||||||||||
46,000 | (1) | Navistar International Corp. | 1,584,700 | 0.9 | ||||||||||
85,000 | (1) | NOW, Inc. | 1,254,600 | 0.7 | ||||||||||
35,500 | Skywest, Inc. | 2,153,785 | 1.3 | |||||||||||
13,200 | (1) | Spirit Airlines, Inc. | 630,036 | 0.4 | ||||||||||
106,000 | (1) | Sunrun, Inc. | 1,988,560 | 1.2 | ||||||||||
36,200 | Triton International Ltd./Bermuda | 1,185,912 | 0.7 | |||||||||||
23,835,298 | 14.1 | |||||||||||||
Information Technology: 10.4% | ||||||||||||||
68,000 | (1) | Avaya Holdings Corp. | 809,880 | 0.5 | ||||||||||
36,000 | (1) | Ciena Corp. | 1,480,680 | 0.9 | ||||||||||
59,000 | Cohu, Inc. | 910,370 | 0.5 | |||||||||||
21,000 | (1) | Cree, Inc. | 1,179,780 | 0.7 | ||||||||||
45,000 | Entegris, Inc. | 1,679,400 | 1.0 | |||||||||||
65,000 | KBR, Inc. | 1,621,100 | 0.9 |
See Accompanying Notes to Financial Statements
21 |
VY® Columbia Small Cap Value II Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
59,000 | Kulicke & Soffa Industries, Inc. | 1,330,450 | 0.8 | |||||||||||
32,500 | (1) | Lumentum Holdings, Inc. | 1,735,825 | 1.0 | ||||||||||
20,000 | Science Applications International Corp. | 1,731,200 | 1.0 | |||||||||||
22,000 | SYNNEX Corp. | 2,164,800 | 1.3 | |||||||||||
25,000 | (1) | Verint Systems, Inc. | 1,344,500 | 0.8 | ||||||||||
122,700 | (1) | Viavi Solutions, Inc. | 1,630,683 | 1.0 | ||||||||||
17,618,668 | 10.4 | |||||||||||||
Materials: 5.0% | ||||||||||||||
49,500 | (1) | Allegheny Technologies, Inc. | 1,247,400 | 0.7 | ||||||||||
34,000 | Carpenter Technology Corp. | 1,631,320 | 1.0 | |||||||||||
150,500 | Cleveland-Cliffs, Inc. | 1,605,835 | 1.0 | |||||||||||
58,201 | (1) | Livent Corp. | 402,751 | 0.2 | ||||||||||
30,300 | Materion Corp. | 2,054,643 | 1.2 | |||||||||||
67,000 | Orion Engineered Carbons SA | 1,434,470 | 0.9 | |||||||||||
8,376,419 | 5.0 | |||||||||||||
Real Estate: 9.9% | ||||||||||||||
43,000 | American Assets Trust, Inc. | 2,026,160 | 1.2 | |||||||||||
90,600 | Brandywine Realty Trust | 1,297,392 | 0.8 | |||||||||||
72,000 | Chesapeake Lodging Trust | 2,046,240 | 1.2 | |||||||||||
48,000 | CoreCivic, Inc. | 996,480 | 0.6 | |||||||||||
74,000 | First Industrial Realty Trust, Inc. | 2,718,760 | 1.6 | |||||||||||
46,000 | Hudson Pacific Properties, Inc. | 1,530,420 | 0.9 | |||||||||||
75,000 | Mack-Cali Realty Corp. | 1,746,750 | 1.0 | |||||||||||
15,500 | PS Business Parks, Inc. | 2,612,215 | 1.5 | |||||||||||
129,000 | Sunstone Hotel Investors, Inc. | 1,768,590 | 1.1 | |||||||||||
16,743,007 | 9.9 | |||||||||||||
Utilities: 7.3% | ||||||||||||||
53,500 | New Jersey Resources Corp. | 2,662,695 | 1.6 | |||||||||||
25,000 | ONE Gas, Inc. | 2,257,500 | 1.3 | |||||||||||
32,700 | PNM Resources, Inc. | 1,664,757 | 1.0 | |||||||||||
40,000 | Portland General Electric Co. | 2,166,800 | 1.3 | |||||||||||
55,000 | South Jersey Industries, Inc. | 1,855,150 | 1.1 | |||||||||||
18,500 | Southwest Gas Holdings, Inc. | 1,657,970 | 1.0 | |||||||||||
12,264,872 | 7.3 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $141,980,555) | 166,118,045 | 98.4 | ||||||||||||
RIGHTS: 0.1% | ||||||||||||||
Consumer, Non-cyclical: 0.1% | ||||||||||||||
59,543 | (1) | Hertz Global Holdings, Inc. | 116,109 | 0.1 | ||||||||||
Total Rights | ||||||||||||||
(Cost $–) | 116,109 | 0.1 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $141,980,555) | 166,234,154 | 98.5 | ||||||||||||
SHORT-TERM INVESTMENTS: 1.2% | ||||||||||||||
Mutual Funds: 1.2% | ||||||||||||||
1,993,165 | (2) | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% | ||||||||||||
(Cost $1,993,165) | 1,993,165 | 1.2 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $1,993,165) | 1,993,165 | 1.2 | ||||||||||||
Total Investments in Securities (Cost $143,973,720) | $ | 168,227,319 | 99.7 | |||||||||||
Assets in Excess of Other Liabilities | 527,005 | 0.3 | ||||||||||||
Net Assets | $ | 168,754,324 | 100.0 |
(1) | Non-income producing security. |
(2) | Rate shown is the 7-day yield as of June 30, 2019. |
See Accompanying Notes to Financial Statements
22 |
VY® Invesco Comstock Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 93.4% | ||||||||||||||
Communication Services: 4.7% | ||||||||||||||
155,228 | AT&T, Inc. | $ | 5,201,690 | 1.1 | ||||||||||
69,465 | CBS Corp. - Class B | 3,466,304 | 0.8 | |||||||||||
14,240 | (1) | Charter Communications, Inc. | 5,627,363 | 1.2 | ||||||||||
120,369 | Comcast Corp. – Class A | 5,089,201 | 1.1 | |||||||||||
1,373,726 | Vodafone Group PLC | 2,251,632 | 0.5 | |||||||||||
21,636,190 | 4.7 | |||||||||||||
Consumer Discretionary: 6.1% | ||||||||||||||
8,689 | Advance Auto Parts, Inc. | 1,339,322 | 0.3 | |||||||||||
172,964 | Carnival Corp. | 8,051,474 | 1.8 | |||||||||||
172,144 | eBay, Inc. | 6,799,688 | 1.5 | |||||||||||
112,465 | Gap, Inc. | 2,020,996 | 0.4 | |||||||||||
249,458 | General Motors Co. | 9,611,617 | 2.1 | |||||||||||
27,823,097 | 6.1 | |||||||||||||
Consumer Staples: 7.3% | ||||||||||||||
117,163 | Altria Group, Inc. | 5,547,668 | 1.2 | |||||||||||
110,749 | Archer-Daniels-Midland Co. | 4,518,559 | 1.0 | |||||||||||
15,765 | Bunge Ltd. | 878,268 | 0.2 | |||||||||||
43,693 | Danone | 3,699,584 | 0.8 | |||||||||||
43,494 | Kimberly-Clark Corp. | 5,796,881 | 1.2 | |||||||||||
103,770 | Philip Morris International, Inc. | 8,149,058 | 1.8 | |||||||||||
60,820 | Reckitt Benckiser Group PLC | 4,802,042 | 1.1 | |||||||||||
33,392,060 | 7.3 | |||||||||||||
Energy: 16.8% | ||||||||||||||
215,680 | BP PLC ADR | 8,993,856 | 2.0 | |||||||||||
159,863 | Canadian Natural Resources Ltd. | 4,310,460 | 0.9 | |||||||||||
78,575 | Chevron Corp. | 9,777,873 | 2.1 | |||||||||||
224,956 | Devon Energy Corp. | 6,415,745 | 1.4 | |||||||||||
690,155 | EnCana Corp. | 3,540,495 | 0.8 | |||||||||||
15,421 | Exxon Mobil Corp. | 1,181,711 | 0.3 | |||||||||||
94,224 | Halliburton Co. | 2,142,654 | 0.5 | |||||||||||
114,418 | Hess Corp. | 7,273,552 | 1.6 | |||||||||||
508,767 | Marathon Oil Corp. | 7,229,579 | 1.6 | |||||||||||
176,400 | Noble Energy, Inc. | 3,951,360 | 0.9 | |||||||||||
41,565 | Occidental Petroleum Corp. | 2,089,888 | 0.4 | |||||||||||
164,137 | Royal Dutch Shell PLC - Class A ADR | 10,680,395 | 2.3 | |||||||||||
299,236 | Suncor Energy, Inc. | 9,324,194 | 2.0 | |||||||||||
76,911,762 | 16.8 | |||||||||||||
Financials: 28.7% | ||||||||||||||
197,198 | American International Group, Inc. | 10,506,709 | 2.3 | |||||||||||
47,060 | Allstate Corp. | 4,785,531 | 1.0 | |||||||||||
113,408 | Ally Financial, Inc. | 3,514,514 | 0.8 | |||||||||||
724,242 | Bank of America Corp. | 21,003,018 | 4.6 | |||||||||||
125,816 | Bank of New York Mellon Corp. | 5,554,776 | 1.2 | |||||||||||
333,496 | Citigroup, Inc. | 23,354,725 | 5.1 | |||||||||||
152,460 | Citizens Financial Group, Inc. | 5,390,986 | 1.2 | |||||||||||
210,141 | Fifth Third Bancorp | 5,862,934 | 1.3 | |||||||||||
24,558 | Goldman Sachs Group, Inc. | 5,024,567 | 1.1 | |||||||||||
139,707 | JPMorgan Chase & Co. | 15,619,243 | 3.4 | |||||||||||
119,269 | Metlife, Inc. | 5,924,091 | 1.3 | |||||||||||
184,194 | Morgan Stanley | 8,069,539 | 1.8 | |||||||||||
33,982 | PNC Financial Services Group, Inc. | 4,665,049 | 1.0 | |||||||||||
98,986 | State Street Corp. | 5,549,155 | 1.2 | |||||||||||
137,318 | Wells Fargo & Co. | 6,497,888 | 1.4 | |||||||||||
131,322,725 | 28.7 | |||||||||||||
Health Care: 11.2% | ||||||||||||||
29,934 | Allergan plc | 5,011,850 | 1.1 | |||||||||||
31,509 | Anthem, Inc. | 8,892,155 | 1.9 | |||||||||||
104,734 | Bristol-Myers Squibb Co. | 4,749,687 | 1.0 | |||||||||||
71,745 | Cardinal Health, Inc. | 3,379,189 | 0.7 | |||||||||||
60,921 | CVS Health Corp. | 3,319,585 | 0.7 | |||||||||||
79,398 | Gilead Sciences, Inc. | 5,364,129 | 1.2 | |||||||||||
27,366 | McKesson Corp. | 3,677,717 | 0.8 | |||||||||||
35,115 | Medtronic PLC | 3,419,850 | 0.8 | |||||||||||
137,317 | (1) | Mylan NV | 2,614,516 | 0.6 | ||||||||||
42,202 | Novartis AG | 3,852,696 | 0.9 | |||||||||||
10,492 | Pfizer, Inc. | 454,513 | 0.1 | |||||||||||
148,953 | Sanofi ADR | 6,445,196 | 1.4 | |||||||||||
51,181,083 | 11.2 | |||||||||||||
Industrials: 7.8% | ||||||||||||||
82,932 | Arconic, Inc. | 2,141,304 | 0.5 | |||||||||||
18,437 | Caterpillar, Inc. | 2,512,779 | 0.5 | |||||||||||
74,977 | Eaton Corp. PLC | 6,244,084 | 1.4 | |||||||||||
72,145 | Emerson Electric Co. | 4,813,514 | 1.1 | |||||||||||
213,256 | General Electric Co. | 2,239,188 | 0.5 | |||||||||||
30,676 | Ingersoll-Rand PLC - Class A | 3,885,729 | 0.8 | |||||||||||
224,186 | Johnson Controls International plc | 9,261,124 | 2.0 | |||||||||||
87,715 | Textron, Inc. | 4,652,404 | 1.0 | |||||||||||
35,750,126 | 7.8 | |||||||||||||
Information Technology: 7.8% | ||||||||||||||
176,973 | Cisco Systems, Inc. | 9,685,732 | 2.1 | |||||||||||
70,397 | Cognizant Technology Solutions Corp. | 4,462,466 | 0.9 | |||||||||||
141,812 | Intel Corp. | 6,788,540 | 1.5 | |||||||||||
62,180 | Microsoft Corp. | 8,329,633 | 1.8 | |||||||||||
88,786 | Qualcomm, Inc. | 6,753,951 | 1.5 | |||||||||||
36,020,322 | 7.8 | |||||||||||||
Materials: 2.1% | ||||||||||||||
73,958 | CF Industries Holdings, Inc. | 3,454,578 | 0.7 | |||||||||||
147,630 | International Paper Co. | 6,395,332 | 1.4 | |||||||||||
9,849,910 | 2.1 | |||||||||||||
Utilities: 0.9% | ||||||||||||||
84,824 | (1) | PG&E Corp. | 1,944,166 | 0.4 | ||||||||||
94,059 | Vistra Energy Corp. | 2,129,496 | 0.5 | |||||||||||
4,073,662 | 0.9 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $385,271,451) | 427,960,937 | 93.4 |
See Accompanying Notes to Financial Statements
23 |
VY® Invesco Comstock Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
CLOSED-END FUNDS: 0.4% | ||||||||||||||
Consumer Discretionary: 0.4% | ||||||||||||||
25,821 | (1) | Altaba, Inc. | 1,791,203 | 0.4 | ||||||||||
Total Closed-End Funds | ||||||||||||||
(Cost $1,010,497) | 1,791,203 | 0.4 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $386,281,948) | 429,752,140 | 93.8 | ||||||||||||
SHORT-TERM INVESTMENTS: 5.5% | ||||||||||||||
Mutual Funds: 5.5% | ||||||||||||||
25,026,539 | (2) | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% | ||||||||||||
(Cost $25,026,539) | 25,026,539 | 5.5 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $25,026,539) | 25,026,539 | 5.5 | ||||||||||||
Total Investments in Securities (Cost $411,308,487) | $ | 454,778,679 | 99.3 | |||||||||||
Assets in Excess of Other Liabilities | 3,246,787 | 0.7 | ||||||||||||
Net Assets | $ | 458,025,466 | 100.0 |
ADR | American Depositary Receipt |
(1) | Non-income producing security. |
(2) | Rate shown is the 7-day yield as of June 30, 2019. |
See Accompanying Notes to Financial Statements
24 |
VY®Invesco Equity and Income Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 59.6% | ||||||||||||||
Communication Services: 2.6% | ||||||||||||||
142,854 | CBS Corp. - Class B | $ | 7,128,415 | 0.5 | ||||||||||
47,910 | (1) | Charter Communications, Inc. | 18,933,074 | 1.4 | ||||||||||
217,840 | Comcast Corp. – Class A | 9,210,275 | 0.7 | |||||||||||
35,271,764 | 2.6 | |||||||||||||
Consumer Discretionary: 5.1% | ||||||||||||||
321,695 | (1) | Capri Holdings Ltd. | 11,156,383 | 0.8 | ||||||||||
336,594 | Carnival Corp. | 15,668,451 | 1.2 | |||||||||||
294,584 | eBay, Inc. | 11,636,068 | 0.9 | |||||||||||
579,669 | General Motors Co. | 22,334,646 | 1.6 | |||||||||||
3,031,246 | Kingfisher PLC | 8,262,236 | 0.6 | |||||||||||
69,057,784 | 5.1 | |||||||||||||
Consumer Staples: 3.9% | ||||||||||||||
370,797 | Mondelez International, Inc. | 19,985,958 | 1.5 | |||||||||||
269,083 | Philip Morris International, Inc. | 21,131,088 | 1.6 | |||||||||||
325,606 | (1) | US Foods Holding Corp. | 11,643,671 | 0.8 | ||||||||||
52,760,717 | 3.9 | |||||||||||||
Energy: 7.8% | ||||||||||||||
2,132,672 | BP PLC | 14,857,880 | 1.1 | |||||||||||
288,748 | Canadian Natural Resources Ltd. | 7,785,645 | 0.6 | |||||||||||
96,235 | Chevron Corp. | 11,975,483 | 0.9 | |||||||||||
532,331 | Devon Energy Corp. | 15,182,080 | 1.1 | |||||||||||
801,609 | Marathon Oil Corp. | 11,390,864 | 0.9 | |||||||||||
114,134 | Occidental Petroleum Corp. | 5,738,658 | 0.4 | |||||||||||
602,462 | Royal Dutch Shell PLC - Class A | 19,662,977 | 1.5 | |||||||||||
147,790 | Schlumberger Ltd. | 5,873,175 | 0.4 | |||||||||||
478,947 | TechnipFMC PLC | 12,423,885 | 0.9 | |||||||||||
104,890,647 | 7.8 | |||||||||||||
Financials: 17.1% | ||||||||||||||
511,532 | American International Group, Inc. | 27,254,425 | 2.0 | |||||||||||
300,786 | AXA Equitable Holdings, Inc. | 6,286,427 | 0.5 | |||||||||||
1,213,977 | Bank of America Corp. | 35,205,333 | 2.6 | |||||||||||
614,954 | Citigroup, Inc. | 43,065,229 | 3.2 | |||||||||||
496,917 | Citizens Financial Group, Inc. | 17,570,985 | 1.3 | |||||||||||
14,643 | First Horizon National Corp. | 218,620 | 0.0 | |||||||||||
65,200 | Goldman Sachs Group, Inc. | 13,339,920 | 1.0 | |||||||||||
233,736 | JPMorgan Chase & Co. | 26,131,685 | 1.9 | |||||||||||
474,174 | Morgan Stanley | 20,773,563 | 1.5 | |||||||||||
71,640 | PNC Financial Services Group, Inc. | 9,834,739 | 0.7 | |||||||||||
62,059 | State Street Corp. | 3,479,028 | 0.3 | |||||||||||
286,245 | Wells Fargo & Co. | 13,545,113 | 1.0 | |||||||||||
76,044 | Willis Towers Watson PLC | 14,565,468 | 1.1 | |||||||||||
231,270,535 | 17.1 | |||||||||||||
Health Care: 9.9% | ||||||||||||||
101,637 | (1) | Alcon, Inc. | 6,276,048 | 0.5 | ||||||||||
31,692 | Anthem, Inc. | 8,943,799 | 0.7 | |||||||||||
248,203 | Bristol-Myers Squibb Co. | 11,256,006 | 0.8 | |||||||||||
81,517 | (1) | Celgene Corp. | 7,535,432 | 0.5 | ||||||||||
221,162 | CVS Health Corp. | 12,051,118 | 0.9 | |||||||||||
196,876 | Johnson & Johnson | 27,420,889 | 2.0 | |||||||||||
97,834 | McKesson Corp. | 13,147,911 | 1.0 | |||||||||||
95,722 | Medtronic PLC | 9,322,366 | 0.7 | |||||||||||
173,187 | Novartis AG | 15,810,549 | 1.2 | |||||||||||
111,610 | Sanofi | 9,645,595 | 0.7 | |||||||||||
105,704 | Zimmer Biomet Holdings, Inc. | 12,445,589 | 0.9 | |||||||||||
133,855,302 | 9.9 | |||||||||||||
Industrials: 4.3% | ||||||||||||||
150,430 | CSX Corp. | 11,638,769 | 0.9 | |||||||||||
101,109 | General Dynamics Corp. | 18,383,638 | 1.4 | |||||||||||
94,065 | Ingersoll-Rand PLC - Class A | 11,915,214 | 0.9 | |||||||||||
377,549 | Johnson Controls International plc | 15,596,549 | 1.1 | |||||||||||
57,534,170 | 4.3 | |||||||||||||
Information Technology: 6.2% | ||||||||||||||
55,747 | Apple, Inc. | 11,033,446 | 0.8 | |||||||||||
293,070 | Cisco Systems, Inc. | 16,039,721 | 1.2 | |||||||||||
144,375 | Cognizant Technology Solutions Corp. | 9,151,931 | 0.7 | |||||||||||
335,595 | Intel Corp. | 16,064,933 | 1.2 | |||||||||||
369,196 | Oracle Corp. | 21,033,096 | 1.5 | |||||||||||
143,050 | Qualcomm, Inc. | 10,881,814 | 0.8 | |||||||||||
84,204,941 | 6.2 | |||||||||||||
Materials: 2.0% | ||||||||||||||
250,384 | (1) | Corteva, Inc. | 7,403,855 | 0.5 | ||||||||||
122,344 | Dow, Inc. | 6,032,783 | 0.4 | |||||||||||
100,997 | DowDuPont, Inc. | 7,581,845 | 0.6 | |||||||||||
125,510 | (2) | Nutrien Ltd. | 6,709,764 | 0.5 | ||||||||||
27,728,247 | 2.0 | |||||||||||||
Utilities: 0.7% | ||||||||||||||
50,681 | Duke Energy Corp. | 4,472,091 | 0.3 | |||||||||||
116,306 | FirstEnergy Corp. | 4,979,060 | 0.4 | |||||||||||
9,451,151 | 0.7 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $707,666,022) | 806,025,258 | 59.6 | ||||||||||||
PREFERRED STOCK: 0.8% | ||||||||||||||
Energy: 0.5% | ||||||||||||||
140,612 | (1),(3) | El Paso Energy Capital Trust I | 7,452,436 | 0.5 | ||||||||||
Financials: 0.3% | ||||||||||||||
75,900 | (1) | AMG Capital Trust II | 3,683,387 | 0.3 |
See Accompanying Notes to Financial Statements
25 |
VY®Invesco Equity and Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
PREFERRED STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
4,000 | (1),(3),(4) | Wells Fargo & Co. | 105,040 | 0.0 | ||||||||||
3,788,427 | 0.3 | |||||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $10,847,296) | 11,240,863 | 0.8 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 14.0% | ||||||||||||||
Basic Materials: 0.1% | ||||||||||||||
770,000 | (5) | LYB Finance Co. BV, 8.100%, 03/15/2027 | 977,745 | 0.1 | ||||||||||
412,000 | Eastman Chemical Co., 2.700%, 01/15/2020 | 411,818 | 0.0 | |||||||||||
195,000 | International Paper Co., 6.000%, 11/15/2041 | 228,748 | 0.0 | |||||||||||
150,000 | Rio Tinto Finance USA Ltd., 7.125%, 07/15/2028 | 200,578 | 0.0 | |||||||||||
211,000 | Sherwin-Williams Co/The, 4.500%, 06/01/2047 | 225,157 | 0.0 | |||||||||||
2,044,046 | 0.1 | |||||||||||||
Communications: 1.8% | ||||||||||||||
1,830,000 | Amazon.com, Inc., 2.600%, 12/05/2019 | 1,832,327 | 0.1 | |||||||||||
455,000 | America Movil S.A.B de CV, 4.375%, 07/16/2042 | 489,778 | 0.0 | |||||||||||
837,000 | AT&T, Inc., 3.000%, 06/30/2022 | 851,629 | 0.1 | |||||||||||
466,000 | AT&T, Inc., 3.400%, 05/15/2025 | 479,181 | 0.0 | |||||||||||
533,000 | AT&T, Inc., 4.300%, 02/15/2030 | 569,667 | 0.1 | |||||||||||
747,000 | AT&T, Inc., 4.500%, 05/15/2035 | 783,387 | 0.1 | |||||||||||
1,300,000 | AT&T, Inc., 4.800%, 06/15/2044 | 1,373,668 | 0.1 | |||||||||||
2,960,000 | AT&T, Inc., 5.150%, 03/15/2042 | 3,238,252 | 0.2 | |||||||||||
271,000 | AT&T, Inc., 5.150%, 11/15/2046 | 299,789 | 0.0 | |||||||||||
101,000 | AT&T, Inc., 5.350%, 09/01/2040 | 114,099 | 0.0 | |||||||||||
1,635,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | 1,718,110 | 0.1 | |||||||||||
910,000 | Comcast Corp., 3.900%, 03/01/2038 | 960,324 | 0.1 | |||||||||||
1,055,000 | Comcast Corp., 4.150%, 10/15/2028 | 1,163,804 | 0.1 | |||||||||||
430,000 | Comcast Corp., 4.600%, 10/15/2038 | 492,748 | 0.0 | |||||||||||
135,000 | Comcast Corp., 6.450%, 03/15/2037 | 183,036 | 0.0 | |||||||||||
909,000 | (5) | Liberty Latin America Ltd., 2.000%, 07/15/2024 | 919,720 | 0.1 | ||||||||||
125,000 | NBCUniversal Media LLC, 5.150%, 04/30/2020 | 127,831 | 0.0 | |||||||||||
210,000 | NBCUniversal Media LLC, 5.950%, 04/01/2041 | 275,945 | 0.0 | |||||||||||
1,595,000 | Orange SA, 1.625%, 11/03/2019 | 1,590,100 | 0.1 | |||||||||||
910,000 | Rogers Communications, Inc., 4.300%, 02/15/2048 | 974,420 | 0.1 | |||||||||||
415,000 | Rogers Communications, Inc., 4.500%, 03/15/2043 | 448,012 | 0.0 | |||||||||||
390,000 | Telefonica Emisiones SAU, 4.665%, 03/06/2038 | 405,636 | 0.0 | |||||||||||
860,000 | Telefonica Emisiones SAU, 5.213%, 03/08/2047 | 948,544 | 0.1 | |||||||||||
370,000 | Telefonica Emisiones SAU, 7.045%, 06/20/2036 | 485,545 | 0.0 | |||||||||||
136,000 | Verizon Communications, Inc., 4.125%, 08/15/2046 | 142,025 | 0.0 | |||||||||||
535,000 | Verizon Communications, Inc., 4.400%, 11/01/2034 | 593,576 | 0.1 | |||||||||||
833,000 | Verizon Communications, Inc., 4.812%, 03/15/2039 | 960,126 | 0.1 | |||||||||||
1,903,000 | (5) | YY, Inc., 1.375%, 06/15/2026 | 1,936,318 | 0.2 | ||||||||||
24,357,597 | 1.8 | |||||||||||||
Consumer, Cyclical: 1.2% | ||||||||||||||
2,650,000 | Advance Auto Parts, Inc., 4.500%, 12/01/2023 | 2,844,079 | 0.2 | |||||||||||
137,000 | (5) | Alimentation Couche-Tard, Inc., 4.500%, 07/26/2047 | 137,996 | 0.0 | ||||||||||
567,700 | American Airlines 2014-1 Class A Pass Through Trust, 3.700%, 10/01/2026 | 587,768 | 0.0 | |||||||||||
129,775 | Continental Airlines 2010-1 Class A Pass Through Trust, 4.750%, 07/12/2022 | 133,302 | 0.0 | |||||||||||
281,875 | Continental Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | 295,701 | 0.0 | |||||||||||
595,000 | Dollar General Corp., 3.250%, 04/15/2023 | 611,364 | 0.0 | |||||||||||
368,000 | Ford Motor Credit Co. LLC, 3.096%, 05/04/2023 | 362,742 | 0.0 | |||||||||||
569,000 | Ford Motor Credit Co. LLC, 3.810%, 01/09/2024 | 571,979 | 0.0 | |||||||||||
1,056,000 | Ford Motor Credit Co. LLC, 4.134%, 08/04/2025 | 1,058,267 | 0.1 | |||||||||||
563,000 | General Motors Co., 6.600%, 04/01/2036 | 624,170 | 0.1 | |||||||||||
713,000 | General Motors Financial Co., Inc., 5.250%, 03/01/2026 | 765,420 | 0.1 |
See Accompanying Notes to Financial Statements
26 |
VY®Invesco Equity and Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Cyclical: (continued) | ||||||||||||||
896,000 | Home Depot, Inc., 2.000%, 04/01/2021 | 895,623 | 0.1 | |||||||||||
310,000 | Lowe's Cos, Inc., 4.550%, 04/05/2049 | 334,586 | 0.0 | |||||||||||
725,000 | MDC Holdings, Inc., 6.000%, 01/15/2043 | 681,500 | 0.1 | |||||||||||
1,460,000 | QVC, Inc., 5.450%, 08/15/2034 | 1,439,092 | 0.1 | |||||||||||
740,000 | Starbucks Corp., 3.550%, 08/15/2029 | 774,672 | 0.1 | |||||||||||
709,276 | United Airlines 2014-2 Class A Pass Through Trust, 3.750%, 03/03/2028 | 738,215 | 0.1 | |||||||||||
589,555 | United Airlines 2018-1 Class AA Pass Through Trust, 3.500%, 09/01/2031 | 603,205 | 0.0 | |||||||||||
398,962 | (5) | Virgin Australia 2013-1A Pass Through Trust, 5.000%, 04/23/2025 | 411,071 | 0.0 | ||||||||||
1,000,000 | Walgreens Boots Alliance, Inc., 3.300%, 11/18/2021 | 1,020,177 | 0.1 | |||||||||||
737,000 | Walgreens Boots Alliance, Inc., 4.500%, 11/18/2034 | 758,696 | 0.1 | |||||||||||
15,649,625 | 1.2 | |||||||||||||
Consumer, Non-cyclical: 2.3% | ||||||||||||||
1,137,000 | AbbVie, Inc., 4.500%, 05/14/2035 | 1,170,026 | 0.1 | |||||||||||
985,000 | Allergan Funding SCS, 4.850%, 06/15/2044 | 1,023,421 | 0.1 | |||||||||||
1,273,000 | Altria Group, Inc., 5.800%, 02/14/2039 | 1,431,657 | 0.1 | |||||||||||
1,475,000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | 1,624,525 | 0.1 | |||||||||||
1,646,000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | 1,832,269 | 0.1 | |||||||||||
315,000 | (5) | Bayer US Finance II LLC, 2.125%, 07/15/2019 | 314,930 | 0.0 | ||||||||||
498,000 | (5) | Bayer US Finance II LLC, 4.375%, 12/15/2028 | 525,143 | 0.0 | ||||||||||
1,200,000 | (5) | Bayer US Finance LLC, 2.375%, 10/08/2019 | 1,198,496 | 0.1 | ||||||||||
981,000 | (5) | Bayer US Finance LLC, 3.000%, 10/08/2021 | 988,295 | 0.1 | ||||||||||
442,000 | Becton Dickinson & Co., 2.675%, 12/15/2019 | 442,183 | 0.0 | |||||||||||
218,000 | Becton Dickinson & Co., 4.875%, 05/15/2044 | 234,610 | 0.0 | |||||||||||
654,000 | (5) | Bristol-Myers Squibb Co., 4.125%, 06/15/2039 | 709,717 | 0.1 | ||||||||||
325,000 | Celgene Corp., 4.000%, 08/15/2023 | 343,530 | 0.0 | |||||||||||
1,445,000 | Celgene Corp., 4.625%, 05/15/2044 | 1,648,031 | 0.1 | |||||||||||
107,000 | (5) | Cigna Corp., 4.800%, 08/15/2038 | 115,426 | 0.0 | ||||||||||
620,000 | CVS Health Corp., 3.375%, 08/12/2024 | 635,200 | 0.1 | |||||||||||
495,000 | CVS Health Corp., 4.100%, 03/25/2025 | 522,143 | 0.0 | |||||||||||
501,120 | CVS Pass-Through Trust, 6.036%, 12/10/2028 | 561,157 | 0.0 | |||||||||||
965,000 | (5) | ERAC USA Finance LLC, 2.350%, 10/15/2019 | 963,888 | 0.1 | ||||||||||
1,400,000 | General Mills, Inc., 2.200%, 10/21/2019 | 1,398,256 | 0.1 | |||||||||||
1,910,000 | Gilead Sciences, Inc., 2.550%, 09/01/2020 | 1,915,180 | 0.2 | |||||||||||
755,000 | Gilead Sciences, Inc., 4.400%, 12/01/2021 | 789,483 | 0.1 | |||||||||||
80,000 | GlaxoSmithKline Capital, Inc., 6.375%, 05/15/2038 | 111,792 | 0.0 | |||||||||||
1,232,000 | (5) | Heineken NV, 3.500%, 01/29/2028 | 1,280,589 | 0.1 | ||||||||||
240,000 | Ingredion, Inc., 6.625%, 04/15/2037 | 301,250 | 0.0 | |||||||||||
2,795,000 | JM Smucker Co/The, 2.500%, 03/15/2020 | 2,794,867 | 0.2 | |||||||||||
963,000 | Laboratory Corp. of America Holdings, 3.200%, 02/01/2022 | 979,168 | 0.1 | |||||||||||
423,000 | Laboratory Corp. of America Holdings, 4.700%, 02/01/2045 | 437,943 | 0.0 | |||||||||||
92,000 | Mead Johnson Nutrition Co., 4.125%, 11/15/2025 | 99,568 | 0.0 | |||||||||||
1,733,000 | Medtronic, Inc., 3.150%, 03/15/2022 | 1,783,294 | 0.1 | |||||||||||
576,000 | Medtronic, Inc., 4.375%, 03/15/2035 | 663,728 | 0.1 | |||||||||||
502,000 | Molson Coors Brewing Co., 1.450%, 07/15/2019 | 501,809 | 0.0 | |||||||||||
513,000 | Molson Coors Brewing Co., 4.200%, 07/15/2046 | 495,914 | 0.0 | |||||||||||
574,000 | Mylan NV, 3.150%, 06/15/2021 | 574,154 | 0.1 | |||||||||||
275,000 | Philip Morris International, Inc., 3.600%, 11/15/2023 | 286,970 | 0.0 | |||||||||||
820,000 | Philip Morris International, Inc., 4.875%, 11/15/2043 | 928,538 | 0.1 | |||||||||||
79,000 | Zoetis, Inc., 4.700%, 02/01/2043 | 89,320 | 0.0 | |||||||||||
31,716,470 | 2.3 | |||||||||||||
Energy: 1.1% | ||||||||||||||
392,000 | ConocoPhillips Co., 4.150%, 11/15/2034 | 422,069 | 0.0 | |||||||||||
182,000 | Energy Transfer Operating L.P., 4.200%, 09/15/2023 | 190,857 | 0.0 | |||||||||||
570,000 | Energy Transfer Operating L.P., 4.900%, 03/15/2035 | 574,296 | 0.0 | |||||||||||
2,695,000 | Energy Transfer Operating L.P., 7.500%, 10/15/2020 | 2,859,173 | 0.2 |
See Accompanying Notes to Financial Statements
27 |
VY®Invesco Equity and Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
615,000 | Enterprise Products Operating LLC, 2.550%, 10/15/2019 | 614,848 | 0.1 | |||||||||||
833,000 | Enterprise Products Operating LLC, 4.250%, 02/15/2048 | 863,145 | 0.1 | |||||||||||
175,000 | Enterprise Products Operating LLC, 5.250%, 01/31/2020 | 177,731 | 0.0 | |||||||||||
250,000 | Husky Energy, Inc., 3.950%, 04/15/2022 | 258,797 | 0.0 | |||||||||||
700,000 | Kinder Morgan, Inc./DE, 5.300%, 12/01/2034 | 792,255 | 0.1 | |||||||||||
2,340,000 | MPLX L.P., 4.500%, 07/15/2023 | 2,482,756 | 0.2 | |||||||||||
973,000 | MPLX L.P., 4.500%, 04/15/2038 | 983,130 | 0.1 | |||||||||||
570,000 | Noble Energy, Inc., 5.250%, 11/15/2043 | 614,479 | 0.1 | |||||||||||
505,000 | Occidental Petroleum Corp., 3.400%, 04/15/2026 | 514,769 | 0.0 | |||||||||||
295,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 3.650%, 06/01/2022 | 302,167 | 0.0 | |||||||||||
858,000 | Spectra Energy Partners L.P., 4.500%, 03/15/2045 | 906,880 | 0.1 | |||||||||||
544,000 | Suncor Energy, Inc., 3.600%, 12/01/2024 | 567,756 | 0.0 | |||||||||||
835,000 | Sunoco Logistics Partners Operations L.P., 5.300%, 04/01/2044 | 864,123 | 0.1 | |||||||||||
550,000 | Sunoco Logistics Partners Operations L.P., 5.500%, 02/15/2020 | 559,232 | 0.0 | |||||||||||
215,000 | Texas Eastern Transmission L.P., 7.000%, 07/15/2032 | 281,429 | 0.0 | |||||||||||
14,829,892 | 1.1 | |||||||||||||
Financial: 5.6% | ||||||||||||||
530,000 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.950%, 02/01/2022 | 545,332 | 0.0 | |||||||||||
395,000 | American International Group, Inc., 2.300%, 07/16/2019 | 394,970 | 0.0 | |||||||||||
1,140,000 | American International Group, Inc., 4.375%, 01/15/2055 | 1,147,913 | 0.1 | |||||||||||
231,000 | Air Lease Corp., 3.000%, 09/15/2023 | 231,593 | 0.0 | |||||||||||
1,870,000 | Air Lease Corp., 4.250%, 09/15/2024 | 1,977,781 | 0.1 | |||||||||||
885,000 | Aircastle Ltd., 4.400%, 09/25/2023 | 919,390 | 0.1 | |||||||||||
410,000 | Allstate Corp., 3.280%, 12/15/2026 | 428,655 | 0.0 | |||||||||||
543,000 | American Express Co., 3.625%, 12/05/2024 | 570,246 | 0.0 | |||||||||||
615,000 | American Financial Group, Inc./OH, 4.500%, 06/15/2047 | 624,364 | 0.0 | |||||||||||
455,000 | (5) | ANZ New Zealand Int'l Ltd./London, 2.875%, 01/25/2022 | 460,299 | 0.0 | ||||||||||
440,000 | (5) | Apollo Management Holdings L.P., 4.000%, 05/30/2024 | 457,254 | 0.0 | ||||||||||
285,000 | (5) | Athene Global Funding, 2.750%, 06/25/2024 | 284,310 | 0.0 | ||||||||||
1,555,000 | (5) | Athene Global Funding, 4.000%, 01/25/2022 | 1,608,828 | 0.1 | ||||||||||
948,000 | Australia & New Zealand Banking Group Ltd./New York NY, 2.300%, 06/01/2021 | 948,300 | 0.1 | |||||||||||
3,120,000 | Australia & New Zealand Banking Group Ltd./New York NY, 2.700%, 11/16/2020 | 3,138,516 | 0.2 | |||||||||||
720,000 | Bank of America Corp., 3.248%, 10/21/2027 | 737,996 | 0.1 | |||||||||||
2,730,000 | Bank of Montreal, 2.100%, 12/12/2019 | 2,727,095 | 0.2 | |||||||||||
725,000 | (5) | BBVA Bancomer SA/Texas, 4.375%, 04/10/2024 | 757,987 | 0.1 | ||||||||||
765,000 | (2) | Brookfield Asset Management, Inc., 4.000%, 01/15/2025 | 797,365 | 0.1 | ||||||||||
1,140,000 | Capital One Financial Corp., 3.200%, 01/30/2023 | 1,169,151 | 0.1 | |||||||||||
130,000 | (5) | Carlyle Holdings Finance LLC, 3.875%, 02/01/2023 | 134,129 | 0.0 | ||||||||||
630,000 | (4) | Citigroup, Inc., 3.668%, 07/24/2028 | 657,707 | 0.1 | ||||||||||
1,930,000 | Citigroup, Inc., 4.000%, 08/05/2024 | 2,034,933 | 0.2 | |||||||||||
520,000 | Citigroup, Inc., 4.750%, 05/18/2046 | 590,080 | 0.0 | |||||||||||
260,000 | Citigroup, Inc., 5.300%, 05/06/2044 | 309,467 | 0.0 | |||||||||||
560,000 | Citigroup, Inc., 6.675%, 09/13/2043 | 777,217 | 0.1 | |||||||||||
595,000 | Citizens Financial Group, Inc., 2.375%, 07/28/2021 | 594,580 | 0.0 | |||||||||||
1,335,000 | (5) | Commonwealth Bank of Australia, 2.250%, 03/10/2020 | 1,334,741 | 0.1 | ||||||||||
895,000 | (4),(5) | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 11.000%, 12/31/2199 | 895,000 | 0.1 | ||||||||||
472,000 | (5) | Credit Suisse AG, 6.500%, 08/08/2023 | 520,675 | 0.0 | ||||||||||
1,190,000 | Crown Castle International Corp., 3.800%, 02/15/2028 | 1,236,357 | 0.1 | |||||||||||
60,000 | Crown Castle International Corp., 4.750%, 05/15/2047 | 64,694 | 0.0 | |||||||||||
620,000 | Discover Bank, 3.350%, 02/06/2023 | 634,702 | 0.1 | |||||||||||
2,275,000 | EPR Properties, 4.750%, 12/15/2026 | 2,411,620 | 0.2 |
See Accompanying Notes to Financial Statements
28 |
VY®Invesco Equity and Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
820,000 | Goldman Sachs Group, Inc., 4.250%, 10/21/2025 | 870,265 | 0.1 | |||||||||||
355,000 | Goldman Sachs Group, Inc., 5.250%, 07/27/2021 | 375,050 | 0.0 | |||||||||||
835,000 | Office Properties Income Trust, 4.000%, 07/15/2022 | 844,167 | 0.1 | |||||||||||
755,000 | (5) | Guardian Life Global Funding, 2.900%, 05/06/2024 | 774,965 | 0.1 | ||||||||||
500,000 | HCP, Inc., 2.625%, 02/01/2020 | 500,322 | 0.0 | |||||||||||
840,000 | HCP, Inc., 3.875%, 08/15/2024 | 880,808 | 0.1 | |||||||||||
320,000 | HCP, Inc., 4.200%, 03/01/2024 | 338,737 | 0.0 | |||||||||||
350,000 | Hospitality Properties Trust, 4.500%, 06/15/2023 | 362,550 | 0.0 | |||||||||||
240,000 | Hospitality Properties Trust, 5.000%, 08/15/2022 | 251,693 | 0.0 | |||||||||||
670,000 | (5) | Jackson National Life Global Funding, 2.100%, 10/25/2021 | 665,338 | 0.1 | ||||||||||
620,000 | (5) | Jackson National Life Global Funding, 3.250%, 01/30/2024 | 638,750 | 0.1 | ||||||||||
550,000 | JPMorgan Chase & Co., 3.200%, 06/15/2026 | 566,264 | 0.0 | |||||||||||
1,270,000 | (4) | JPMorgan Chase & Co., 3.509%, 01/23/2029 | 1,323,094 | 0.1 | ||||||||||
1,270,000 | (4) | JPMorgan Chase & Co., 3.897%, 01/23/2049 | 1,333,160 | 0.1 | ||||||||||
675,000 | (4) | JPMorgan Chase & Co., 4.260%, 02/22/2048 | 745,793 | 0.1 | ||||||||||
665,000 | (4) | JPMorgan Chase & Co., 5.639%, 12/31/2199 | 663,703 | 0.1 | ||||||||||
443,000 | (5) | KKR Group Finance Co. III LLC, 5.125%, 06/01/2044 | 492,733 | 0.0 | ||||||||||
2,335,000 | (5) | Liberty Mutual Group, Inc., 4.850%, 08/01/2044 | 2,564,295 | 0.2 | ||||||||||
587,000 | Lifestorage L.P./CA, 3.500%, 07/01/2026 | 587,259 | 0.0 | |||||||||||
285,000 | Markel Corp., 5.000%, 03/30/2043 | 300,440 | 0.0 | |||||||||||
525,000 | Markel Corp., 5.000%, 05/20/2049 | 572,265 | 0.0 | |||||||||||
395,000 | Marsh & McLennan Cos, Inc., 4.750%, 03/15/2039 | 453,469 | 0.0 | |||||||||||
1,300,000 | (5) | MassMutual Global Funding II, 2.000%, 04/15/2021 | 1,295,688 | 0.1 | ||||||||||
670,000 | (5) | Metropolitan Life Global Funding I, 2.050%, 06/12/2020 | 669,314 | 0.1 | ||||||||||
740,000 | (5) | Mizuho Bank Ltd., 2.650%, 09/25/2019 | 740,461 | 0.1 | ||||||||||
2,360,000 | (5) | Mizuho Financial Group Cayman 3 Ltd., 4.600%, 03/27/2024 | 2,509,799 | 0.2 | ||||||||||
2,975,000 | Morgan Stanley, 2.375%, 07/23/2019 | 2,974,899 | 0.2 | |||||||||||
1,040,000 | Morgan Stanley, 4.000%, 07/23/2025 | 1,114,204 | 0.1 | |||||||||||
1,230,000 | National Australia Bank Ltd./New York, 1.875%, 07/12/2021 | 1,219,584 | 0.1 | |||||||||||
1,000,000 | (5) | Nationwide Financial Services, Inc., 5.300%, 11/18/2044 | 1,141,088 | 0.1 | ||||||||||
1,105,000 | PartnerRe Finance B LLC, 3.700%, 07/02/2029 | 1,125,481 | 0.1 | |||||||||||
755,000 | PNC Financial Services Group, Inc./The, 3.450%, 04/23/2029 | 795,164 | 0.1 | |||||||||||
333,000 | Prudential Financial, Inc., 3.935%, 12/07/2049 | 349,658 | 0.0 | |||||||||||
300,000 | Regency Centers L.P., 4.650%, 03/15/2049 | 335,328 | 0.0 | |||||||||||
259,000 | Reinsurance Group of America, Inc., 4.700%, 09/15/2023 | 280,388 | 0.0 | |||||||||||
690,000 | (5) | Reliance Standard Life Global Funding II, 3.050%, 01/20/2021 | 695,889 | 0.1 | ||||||||||
1,360,000 | (5) | Societe Generale SA, 2.625%, 09/16/2020 | 1,364,328 | 0.1 | ||||||||||
805,000 | (5) | Societe Generale SA, 5.000%, 01/17/2024 | 854,510 | 0.1 | ||||||||||
985,000 | (5) | Standard Chartered PLC, 3.050%, 01/15/2021 | 993,434 | 0.1 | ||||||||||
1,100,000 | Sumitomo Mitsui Banking Corp., 2.650%, 07/23/2020 | 1,104,187 | 0.1 | |||||||||||
670,000 | Synchrony Financial, 3.950%, 12/01/2027 | 669,539 | 0.1 | |||||||||||
610,000 | Toronto-Dominion Bank/The, 2.650%, 06/12/2024 | 615,596 | 0.0 | |||||||||||
445,000 | Travelers Cos, Inc., 4.600%, 08/01/2043 | 527,452 | 0.0 | |||||||||||
585,000 | (5) | UBS Group Funding Switzerland AG, 4.125%, 04/15/2026 | 625,244 | 0.0 | ||||||||||
410,000 | US Bancorp, 3.100%, 04/27/2026 | 419,053 | 0.0 | |||||||||||
145,000 | Ventas Realty L.P., 5.700%, 09/30/2043 | 173,931 | 0.0 | |||||||||||
965,000 | Wells Fargo & Co., 3.550%, 09/29/2025 | 1,007,686 | 0.1 | |||||||||||
470,000 | Wells Fargo & Co., 4.100%, 06/03/2026 | 498,344 | 0.0 | |||||||||||
2,000,000 | Wells Fargo & Co., 4.650%, 11/04/2044 | 2,227,695 | 0.2 | |||||||||||
315,000 | Willis North America, Inc., 3.600%, 05/15/2024 | 325,748 | 0.0 | |||||||||||
350,000 | WR Berkley Corp., 4.625%, 03/15/2022 | 370,222 | 0.0 | |||||||||||
75,252,281 | 5.6 |
See Accompanying Notes to Financial Statements
29 |
VY®Invesco Equity and Income Portfolio | PORTFOLIO OF INVESTMENTS |
as ofJune 30, 2019 (Unaudited)(continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Industrial: 0.7% | ||||||||||||||
305,000 | (5) | Aviation Capital Group LLC, 2.875%, 01/20/2022 | 307,190 | 0.0 | ||||||||||
1,095,000 | (5) | Aviation Capital Group LLC, 4.875%, 10/01/2025 | 1,182,263 | 0.1 | ||||||||||
970,000 | Avnet, Inc., 4.625%, 04/15/2026 | 1,014,966 | 0.1 | |||||||||||
435,000 | (5) | BAE Systems Holdings, Inc., 2.850%, 12/15/2020 | 436,749 | 0.0 | ||||||||||
224,000 | Burlington Northern Santa Fe LLC, 5.150%, 09/01/2043 | 278,436 | 0.0 | |||||||||||
330,000 | CSX Corp., 5.500%, 04/15/2041 | 399,196 | 0.0 | |||||||||||
1,015,000 | Deere & Co., 2.600%, 06/08/2022 | 1,027,432 | 0.1 | |||||||||||
295,000 | FedEx Corp., 4.900%, 01/15/2034 | 343,511 | 0.0 | |||||||||||
605,000 | FedEx Corp., 5.100%, 01/15/2044 | 665,896 | 0.1 | |||||||||||
100,000 | General Dynamics Corp., 2.875%, 05/11/2020 | 100,518 | 0.0 | |||||||||||
703,000 | Packaging Corp. of America, 4.500%, 11/01/2023 | 752,908 | 0.1 | |||||||||||
285,000 | Precision Castparts Corp., 2.500%, 01/15/2023 | 286,960 | 0.0 | |||||||||||
410,000 | (5) | SMBC Aviation Capital Finance DAC, 2.650%, 07/15/2021 | 409,876 | 0.0 | ||||||||||
157,000 | Union Pacific Corp., 3.646%, 02/15/2024 | 164,880 | 0.0 | |||||||||||
730,000 | Union Pacific Corp., 4.150%, 01/15/2045 | 770,395 | 0.1 | |||||||||||
375,000 | Union Pacific Corp., 4.850%, 06/15/2044 | 431,286 | 0.0 | |||||||||||
330,000 | United Parcel Service, Inc., 3.400%, 11/15/2046 | 315,433 | 0.0 | |||||||||||
345,000 | United Technologies Corp., 4.450%, 11/16/2038 | 387,443 | 0.0 | |||||||||||
752,000 | Waste Management, Inc., 3.900%, 03/01/2035 | 804,337 | 0.1 | |||||||||||
10,079,675 | 0.7 | |||||||||||||
Technology: 0.7% | ||||||||||||||
1,146,000 | Apple, Inc., 2.150%, 02/09/2022 | 1,150,596 | 0.1 | |||||||||||
435,000 | Apple, Inc., 3.350%, 02/09/2027 | 457,250 | 0.0 | |||||||||||
2,315,000 | Applied Materials, Inc., 2.625%, 10/01/2020 | 2,327,754 | 0.2 | |||||||||||
1,030,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.625%, 01/15/2024 | 1,041,161 | 0.1 | |||||||||||
910,000 | (5) | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | 981,424 | 0.1 | ||||||||||
35,000 | (5) | Dell International LLC / EMC Corp., 8.350%, 07/15/2046 | 44,286 | 0.0 | ||||||||||
340,000 | DXC Technology Co., 4.450%, 09/18/2022 | 358,728 | 0.0 | |||||||||||
1,630,000 | Fiserv, Inc., 3.800%, 10/01/2023 | 1,717,162 | 0.1 | |||||||||||
649,000 | Microsoft Corp., 3.500%, 02/12/2035 | 691,831 | 0.0 | |||||||||||
795,000 | (5) | NXP BV / NXP Funding LLC, 5.350%, 03/01/2026 | 881,385 | 0.1 | ||||||||||
285,000 | Texas Instruments, Inc., 2.625%, 05/15/2024 | 290,297 | 0.0 | |||||||||||
9,941,874 | 0.7 | |||||||||||||
Utilities: 0.5% | ||||||||||||||
150,000 | (5) | Electricite de France SA, 4.600%, 01/27/2020 | 151,865 | 0.0 | ||||||||||
620,000 | (5) | Electricite de France SA, 4.875%, 01/22/2044 | 686,378 | 0.1 | ||||||||||
350,000 | (4),(5) | Electricite de France SA, 5.625%, 12/31/2199 | 359,875 | 0.0 | ||||||||||
2,135,000 | Georgia Power Co., 2.000%, 03/30/2020 | 2,127,057 | 0.2 | |||||||||||
703,000 | NextEra Energy Capital Holdings, Inc., 3.550%, 05/01/2027 | 734,228 | 0.1 | |||||||||||
760,000 | NiSource, Inc., 4.375%, 05/15/2047 | 813,099 | 0.1 | |||||||||||
605,000 | Oglethorpe Power Corp., 4.550%, 06/01/2044 | 628,724 | 0.0 | |||||||||||
667,000 | Sempra Energy, 3.800%, 02/01/2038 | 647,593 | 0.0 | |||||||||||
6,148,819 | 0.5 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $181,486,753) | 190,020,279 | 14.0 | ||||||||||||
MUNICIPAL BONDS: 0.0% | ||||||||||||||
Georgia: 0.0% | ||||||||||||||
323,000 | Municipal Electric Authority of Georgia, 6.655%, 04/01/2057 | 422,655 | 0.0 | |||||||||||
Total Municipal Bonds | ||||||||||||||
(Cost $323,000) | 422,655 | 0.0 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 10.2% | ||||||||||||||
U.S. Treasury Bonds: 0.9% | ||||||||||||||
446,900 | (2) | 2.375%, 05/15/2029 | 461,625 | 0.0 | ||||||||||
10,718,200 | (2) | 3.000%, 02/15/2049 | 11,756,944 | 0.9 | ||||||||||
425,000 | (2) | 4.500%, 02/15/2036 | 560,403 | 0.0 | ||||||||||
12,778,972 | 0.9 | |||||||||||||
U.S. Treasury Notes: 9.3% | ||||||||||||||
50,346,000 | 1.750%, 06/15/2022 | 50,404,015 | 3.7 | |||||||||||
30,611,700 | (2) | 2.000%, 05/31/2024 | 30,959,071 | 2.3 | ||||||||||
43,470,000 | 2.125%, 05/31/2021 | 43,757,819 | 3.3 | |||||||||||
180,000 | 2.625%, 11/15/2020 | 181,853 | 0.0 | |||||||||||
125,302,758 | 9.3 | |||||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $136,874,589) | 138,081,730 | 10.2 |
See Accompanying Notes to Financial Statements
30 |
VY®Invesco Equity and Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited)(continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.1% | ||||||||||||||
Federal National Mortgage Association: 0.1%(6) | ||||||||||||||
915,000 | 6.625%, 11/15/2030 | 1,308,742 | 0.1 | |||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $1,019,273) | 1,308,742 | 0.1 | ||||||||||||
CONVERTIBLE BONDS/NOTES: 8.0% | ||||||||||||||
Communications: 3.1% | ||||||||||||||
3,989,000 | Ctrip.com International Ltd., 1.250%, 09/15/2022 | 3,972,710 | 0.3 | |||||||||||
5,342,000 | DISH Network Corp., 3.375%, 08/15/2026 | 5,206,763 | 0.4 | |||||||||||
1,319,000 | Finisar Corp., 0.500%, 12/15/2036 | 1,289,224 | 0.1 | |||||||||||
2,501,000 | FireEye, Inc., 1.000%, 06/01/2035 | 2,438,475 | 0.2 | |||||||||||
2,535,000 | FireEye, Inc., 1.625%, 06/01/2035 | 2,395,575 | 0.2 | |||||||||||
2,954,000 | (5) | GCI Liberty, Inc., 1.750%, 09/30/2046 | 3,467,799 | 0.2 | ||||||||||
3,355,000 | (5) | IAC Financeco 3, Inc., 2.000%, 01/15/2030 | 3,460,555 | 0.2 | ||||||||||
1,807,000 | (2),(5) | Liberty Expedia Holdings, Inc., 1.000%, 06/30/2047 | 1,808,410 | 0.1 | ||||||||||
9,559,000 | Liberty Media Corp., 1.375%, 10/15/2023 | 10,753,354 | 0.8 | |||||||||||
1,933,000 | (2) | Liberty Media Corp., 2.250%, 09/30/2046 | 1,042,723 | 0.1 | ||||||||||
673,000 | Liberty Media Corp.-Liberty Formula One, 1.000%, 01/30/2023 | 793,979 | 0.1 | |||||||||||
2,327,000 | Viavi Solutions, Inc., 1.000%, 03/01/2024 | 2,740,043 | 0.2 | |||||||||||
2,258,000 | Viavi Solutions, Inc., 1.750%, 06/01/2023 | 2,621,099 | 0.2 | |||||||||||
41,990,709 | 3.1 | |||||||||||||
Consumer, Cyclical: 0.2% | ||||||||||||||
2,264,000 | (2) | Live Nation Entertainment, Inc., 2.500%, 03/15/2023 | 2,685,463 | 0.2 | ||||||||||
Consumer, Non-cyclical: 2.4% | ||||||||||||||
3,952,000 | BioMarin Pharmaceutical, Inc., 1.500%, 10/15/2020 | 4,441,060 | 0.3 | |||||||||||
2,934,000 | DexCom, Inc., 0.750%, 05/15/2022 | 4,689,249 | 0.3 | |||||||||||
3,140,000 | (5) | DexCom, Inc., 0.750%, 12/01/2023 | 3,690,763 | 0.3 | ||||||||||
617,000 | (2),(5) | Euronet Worldwide, Inc., 0.750%, 03/15/2049 | 750,377 | 0.1 | ||||||||||
514,000 | Insulet Corp., 1.375%, 11/15/2024 | 732,145 | 0.1 | |||||||||||
2,410,000 | Jazz Investments I Ltd., 1.875%, 08/15/2021 | 2,461,644 | 0.2 | |||||||||||
1,251,000 | Medicines Co/The, 2.750%, 07/15/2023 | 1,257,479 | 0.1 | |||||||||||
2,104,000 | Neurocrine Biosciences, Inc., 2.250%, 05/15/2024 | 2,770,961 | 0.2 | |||||||||||
2,762,000 | NuVasive, Inc., 2.250%, 03/15/2021 | 3,143,501 | 0.2 | |||||||||||
924,000 | Pacira BioSciences, Inc., 2.375%, 04/01/2022 | 948,358 | 0.1 | |||||||||||
798,000 | (2) | Supernus Pharmaceuticals, Inc., 0.625%, 04/01/2023 | 782,719 | 0.1 | ||||||||||
1,309,000 | Wright Medical Group NV, 2.250%, 11/15/2021 | 1,942,229 | 0.1 | |||||||||||
3,694,000 | (5) | Wright Medical Group, Inc., 1.625%, 06/15/2023 | 4,070,326 | 0.3 | ||||||||||
31,680,811 | 2.4 | |||||||||||||
Energy: 0.3% | ||||||||||||||
1,298,000 | Chesapeake Energy Corp., 5.500%, 09/15/2026 | 1,039,281 | 0.1 | |||||||||||
1,359,000 | Helix Energy Solutions Group, Inc., 4.250%, 05/01/2022 | 1,370,626 | 0.1 | |||||||||||
1,677,000 | (2) | Oil States International, Inc., 1.500%, 02/15/2023 | 1,499,922 | 0.1 | ||||||||||
3,909,829 | 0.3 | |||||||||||||
Technology: 2.0% | ||||||||||||||
3,560,000 | (5) | Cree, Inc., 0.875%, 09/01/2023 | 4,129,361 | 0.3 | ||||||||||
2,544,000 | Microchip Technology, Inc., 1.625%, 02/15/2027 | 3,003,446 | 0.2 | |||||||||||
4,003,000 | Nuance Communications, Inc., 1.000%, 12/15/2035 | 3,777,125 | 0.3 | |||||||||||
1,819,000 | Nuance Communications, Inc., 1.250%, 04/01/2025 | 1,791,541 | 0.1 | |||||||||||
2,479,000 | ON Semiconductor Corp., 1.000%, 12/01/2020 | 3,051,632 | 0.2 | |||||||||||
790,000 | RealPage, Inc., 1.500%, 11/15/2022 | 1,186,426 | 0.1 | |||||||||||
3,899,000 | SanDisk LLC, 0.500%, 10/15/2020 | 3,390,220 | 0.3 | |||||||||||
726,000 | Silicon Laboratories, Inc., 1.375%, 03/01/2022 | 904,967 | 0.1 | |||||||||||
2,238,000 | (5) | Western Digital Corp., 1.500%, 02/01/2024 | 2,015,388 | 0.1 | ||||||||||
2,643,000 | Workday, Inc., 0.250%, 10/01/2022 | 3,971,243 | 0.3 | |||||||||||
27,221,349 | 2.0 | |||||||||||||
Total Convertible Bonds/Notes | ||||||||||||||
(Cost $98,139,466) | 107,488,161 | 8.0 | ||||||||||||
EQUITY-LINKED NOTES: 1.1% | ||||||||||||||
Financial: 1.1% | ||||||||||||||
9,000,000 | (5) | Credit Suisse AG, Convertible Basket (Basket of 5 Common Stocks), 0.500%, 06/24/2024 | 8,475,300 | 0.6 |
See Accompanying Notes to Financial Statements
31 |
VY®Invesco Equity and Income Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited)(continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
EQUITY-LINKED NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
6,746,000 | GS Finance Corp (Guarantor: The Goldman Sachs Group, Inc.), Exchangeable Basket (Basket of 5 Common Stocks), 0.250%, 07/08/2024 | 6,423,204 | 0.5 | |||||||||||
Total Equity-Linked Notes | ||||||||||||||
(Cost $15,746,000) | 14,898,504 | 1.1 | ||||||||||||
STRUCTURED NOTES: 0.9% | ||||||||||||||
Financial: 0.9% | ||||||||||||||
5,915,000 | Wells Fargo Securities, LLC, Convertible Trust - Consumer Series 2018-1 (Linked to a basket of 5 Bonds), 0.250%, 01/17/2024 | 6,058,734 | 0.4 | |||||||||||
6,139,000 | Wells Fargo Securities, LLC, Convertible Trust - Healthcare Series 2018-1 (Linked to a basket of 4 Bonds), 0.250%, 02/05/2024 | 6,172,151 | 0.5 | |||||||||||
Total Structured Notes | ||||||||||||||
(Cost $12,053,628) | 12,230,885 | 0.9 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $1,164,156,027) | 1,281,717,077 | 94.7 | ||||||||||||
SHORT-TERM INVESTMENTS: 7.6% | ||||||||||||||
Repurchase Agreements(7): 2.4% | ||||||||||||||
7,698,210 | (7) | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $7,699,792, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $7,852,174, due 06/01/46-07/01/49) | 7,698,210 | 0.6 | ||||||||||
7,698,210 | (7) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $7,699,811, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $7,852,174, due 06/30/19-05/20/69) | 7,698,210 | 0.6 | ||||||||||
7,698,210 | (7) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $7,699,792, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $7,852,174, due 07/02/19-01/20/63) | 7,698,210 | 0.6 | ||||||||||
7,698,210 | (7) | Jefferies LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $7,699,804, collateralized by various U.S. Government Agency Obligations, 0.000%-2.650%, Market Value plus accrued interest $7,852,211, due 07/05/19-08/16/23) | 7,698,210 | 0.5 | ||||||||||
2,243,754 | (7) | JPMorgan Chase & Co., Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $2,244,221, collateralized by various U.S. Government Securities, 0.875%-1.750%, Market Value plus accrued interest $2,288,629, due 07/31/19-06/30/22) | 2,243,754 | 0.1 | ||||||||||
33,036,594 | 2.4 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 5.2% | ||||||||||||||
69,805,564 | (8) | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% | ||||||||||||
(Cost $69,805,564) | 69,805,564 | 5.2 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $102,842,158) | 102,842,158 | 7.6 | ||||||||||||
Total Investments in Securities (Cost $1,266,998,185) | $ | 1,384,559,235 | 102.3 | |||||||||||
Liabilities in Excess of Other Assets | (31,202,205 | ) | (2.3 | ) | ||||||||||
Net Assets | $ | 1,353,357,030 | 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) | Preferred Stock may be called prior to convertible date. |
(4) | Variable rate security. Rate shown is the rate in effect as of June 30, 2019. |
(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) | Represents securities purchased with cash collateral received for securities on loan. |
(8) | Rate shown is the 7-day yield as of June 30, 2019. |
See Accompanying Notes to Financial Statements
32 |
VY®Invesco Oppenheimer Global Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 97.8% | ||||||||||||||
Brazil: 0.4% | ||||||||||||||
220,850 | (1) | StoneCo Ltd. | $ | 6,532,743 | 0.4 | |||||||||
China: 1.4% | ||||||||||||||
690,268 | (1) | JD.com, Inc. ADR | 20,908,218 | 1.4 | ||||||||||
France: 7.3% | ||||||||||||||
61,950 | Kering SA | 36,564,321 | 2.5 | |||||||||||
149,648 | LVMH Moet Hennessy Louis Vuitton SE | 63,619,196 | 4.2 | |||||||||||
369,290 | Societe Generale | 9,320,656 | 0.6 | |||||||||||
109,504,173 | 7.3 | |||||||||||||
Germany: 6.7% | ||||||||||||||
123,030 | Allianz SE | 29,671,920 | 2.0 | |||||||||||
153,584 | Bayer AG | 10,652,634 | 0.7 | |||||||||||
327,572 | SAP SE | 44,907,453 | 3.0 | |||||||||||
131,922 | Siemens AG | 15,706,021 | 1.0 | |||||||||||
100,938,028 | 6.7 | |||||||||||||
India: 3.9% | ||||||||||||||
12,243,558 | DLF Ltd. | 33,450,270 | 2.2 | |||||||||||
1,986,682 | ICICI Bank Ltd. ADR | 25,012,326 | 1.7 | |||||||||||
58,462,596 | 3.9 | |||||||||||||
Italy: 0.2% | ||||||||||||||
104,433 | Brunello Cucinelli SpA | 3,526,139 | 0.2 | |||||||||||
Japan: 12.5% | ||||||||||||||
385,900 | Capcom Co., Ltd. | 7,768,311 | 0.5 | |||||||||||
80,900 | Fanuc Ltd. | 15,032,251 | 1.0 | |||||||||||
44,302 | Keyence Corp. | 27,322,040 | 1.8 | |||||||||||
603,000 | Minebea Mitsumi, Inc. | 10,273,653 | 0.7 | |||||||||||
585,000 | Murata Manufacturing Co., Ltd. | 26,337,128 | 1.7 | |||||||||||
258,000 | Nidec Corp. | 35,432,428 | 2.4 | |||||||||||
38,700 | Nintendo Co., Ltd. | 14,198,982 | 0.9 | |||||||||||
303,400 | Omron Corp. | 15,912,141 | 1.1 | |||||||||||
316,841 | Takeda Pharmaceutical Co., Ltd. | 11,270,933 | 0.8 | |||||||||||
315,700 | TDK Corp. | 24,591,118 | 1.6 | |||||||||||
188,138,985 | 12.5 | |||||||||||||
Netherlands: 4.2% | ||||||||||||||
448,993 | Airbus SE | 63,542,197 | 4.2 | |||||||||||
Spain: 1.5% | ||||||||||||||
750,211 | Industria de Diseno Textil SA | 22,571,822 | 1.5 | |||||||||||
Sweden: 2.2% | ||||||||||||||
864,725 | Assa Abloy AB | 19,510,526 | 1.3 | |||||||||||
420,598 | Atlas Copco AB - A Shares | 13,478,336 | 0.9 | |||||||||||
32,988,862 | 2.2 | |||||||||||||
Switzerland: 2.0% | ||||||||||||||
1,157,908 | Credit Suisse Group AG | 13,859,201 | 0.9 | |||||||||||
1,372,099 | UBS Group AG | 16,307,734 | 1.1 | |||||||||||
30,166,935 | 2.0 | |||||||||||||
United Kingdom: 5.6% | ||||||||||||||
350,070 | (1) | Farfetch Ltd. | 7,281,456 | 0.5 | ||||||||||
459,677 | International Game Technology PLC | 5,962,011 | 0.4 | |||||||||||
1,154,386 | Prudential PLC | 25,201,462 | 1.7 | |||||||||||
445,834 | TechnipFMC PLC | 11,502,009 | 0.8 | |||||||||||
548,407 | Unilever PLC | 34,042,637 | 2.2 | |||||||||||
83,989,575 | 5.6 | |||||||||||||
United States: 49.9% | ||||||||||||||
106,540 | 3M Co. | 18,467,644 | 1.2 | |||||||||||
264,910 | (1) | Acadia Pharmaceuticals, Inc. | 7,081,044 | 0.5 | ||||||||||
165,563 | (1) | Adobe, Inc. | 48,783,138 | 3.2 | ||||||||||
250,800 | Agilent Technologies, Inc. | 18,727,236 | 1.2 | |||||||||||
83,080 | (1) | Alphabet, Inc. - Class A | 89,959,024 | 6.0 | ||||||||||
7,191 | (1) | Amazon.com, Inc. | 13,617,093 | 0.9 | ||||||||||
78,200 | (1) | AnaptysBio, Inc. | 4,412,044 | 0.3 | ||||||||||
140,480 | Anthem, Inc. | 39,644,861 | 2.6 | |||||||||||
64,850 | (1) | Bluebird Bio, Inc. | 8,248,920 | 0.5 | ||||||||||
124,400 | (1) | Blueprint Medicines Corp. | 11,734,652 | 0.8 | ||||||||||
233,220 | (1) | Centene Corp. | 12,230,057 | 0.8 | ||||||||||
504,660 | Citigroup, Inc. | 35,341,340 | 2.3 | |||||||||||
415,250 | Colgate-Palmolive Co. | 29,760,967 | 2.0 | |||||||||||
132,540 | Equifax, Inc. | 17,924,710 | 1.2 | |||||||||||
258,520 | (1) | Facebook, Inc. - Class A | 49,894,360 | 3.3 | ||||||||||
345,610 | (1) | GlycoMimetics, Inc. | 4,119,671 | 0.3 | ||||||||||
88,120 | Goldman Sachs Group, Inc. | 18,029,352 | 1.2 | |||||||||||
126,130 | (1) | Incyte Corp., Ltd. | 10,716,005 | 0.7 | ||||||||||
187,070 | Intuit, Inc. | 48,887,003 | 3.2 | |||||||||||
147,360 | (1) | Ionis Pharmaceuticals, Inc. | 9,470,827 | 0.6 | ||||||||||
324,440 | (1) | MacroGenics, Inc. | 5,505,747 | 0.4 | ||||||||||
570,100 | Maxim Integrated Products | 34,103,382 | 2.3 | |||||||||||
57,440 | Microsoft Corp. | 7,694,662 | 0.5 | |||||||||||
59,519 | (1) | Mirati Therapeutics, Inc. | 6,130,457 | 0.4 | ||||||||||
319,252 | (1) | PayPal Holdings, Inc. | 36,541,584 | 2.4 | ||||||||||
313,660 | (1) | resTORbio, Inc. | 3,199,332 | 0.2 | ||||||||||
205,270 | S&P Global, Inc. | 46,758,453 | 3.1 | |||||||||||
104,880 | (1) | Sage Therapeutics, Inc. | 19,202,479 | 1.3 | ||||||||||
62,920 | (1) | Sarepta Therapeutics, Inc. | 9,560,694 | 0.6 | ||||||||||
185,130 | Tiffany & Co. | 17,335,573 | 1.2 | |||||||||||
126,160 | (1) | Uniqure B.V. | 9,859,404 | 0.7 | ||||||||||
170,630 | United Parcel Service, Inc. - Class B | 17,620,960 | 1.2 | |||||||||||
151,960 | (1) | Veracyte, Inc. | 4,332,380 | 0.3 | ||||||||||
195,520 | Walt Disney Co. | 27,302,413 | 1.8 | |||||||||||
91,140 | Zimmer Biomet Holdings, Inc. | 10,730,824 | 0.7 | |||||||||||
752,928,292 | 49.9 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $787,243,099) | 1,474,198,565 | 97.8 | ||||||||||||
PREFERRED STOCK: 1.2% | ||||||||||||||
Germany: 1.2% | ||||||||||||||
289,094 | Bayerische Motoren Werke AG | 17,912,670 | 1.2 |
See Accompanying Notes to Financial Statements
33 |
VY®Invesco Oppenheimer Global Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
PREFERRED STOCK: (continued) | ||||||||||||||
India: 0.0% | ||||||||||||||
2,598,630 | (1) | Zee Entertainment Enterprises Ltd. | 195,761 | 0.0 | ||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $11,531,006) | 18,108,431 | 1.2 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $798,774,105) | 1,492,306,996 | 99.0 | ||||||||||||
SHORT-TERM INVESTMENTS: 1.4% | ||||||||||||||
Mutual Funds: 1.4% | ||||||||||||||
20,539,443 | (2) | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% | ||||||||||||
(Cost $20,539,443) | 20,539,443 | 1.4 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $20,539,443) | 20,539,443 | 1.4 | ||||||||||||
Total Investments in Securities (Cost $819,313,548) | $ | 1,512,846,439 | 100.4 | |||||||||||
Liabilities in Excess of Other Assets | (5,351,143 | ) | (0.4 | ) | ||||||||||
Net Assets | $ | 1,507,495,296 | 100.0 | |||||||||||
ADR | American Depositary Receipt |
(1) | Non-income producing security. |
(2) | Rate shown is the 7-day yield as of June 30, 2019. |
See Accompanying Notes to Financial Statements
34 |
VY®JPMorgan Mid Cap Value Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.0% | ||||||||||||||
Communication Services: 2.5% | ||||||||||||||
54,112 | CBS Corp. - Class B | $ | 2,700,189 | 0.6 | ||||||||||
84,310 | (1) | Dish Network Corp. - Class A | 3,238,347 | 0.7 | ||||||||||
84,730 | (1) | Liberty Media Corp. - SiriusXM C | 3,218,045 | 0.7 | ||||||||||
20,670 | (1) | Liberty Broadband Corp. - Series C | 2,154,228 | 0.5 | ||||||||||
11,310,809 | 2.5 | |||||||||||||
Consumer Discretionary: 12.4% | ||||||||||||||
6,050 | (1) | Autozone, Inc. | 6,651,794 | 1.5 | ||||||||||
62,060 | Best Buy Co., Inc. | 4,327,444 | 1.0 | |||||||||||
84,660 | BorgWarner, Inc. | 3,554,027 | 0.8 | |||||||||||
50,130 | Expedia Group, Inc. | 6,668,794 | 1.5 | |||||||||||
158,090 | Gap, Inc. | 2,840,877 | 0.6 | |||||||||||
28,980 | Genuine Parts Co. | 3,001,748 | 0.7 | |||||||||||
41,080 | Hilton Worldwide Holdings, Inc. | 4,015,159 | 0.9 | |||||||||||
72,371 | Kohl's Corp. | 3,441,241 | 0.8 | |||||||||||
37,060 | (1) | Mohawk Industries, Inc. | 5,465,238 | 1.2 | ||||||||||
94,786 | Newell Brands, Inc. | 1,461,600 | 0.3 | |||||||||||
76,310 | (2) | Nordstrom, Inc. | 2,431,237 | 0.6 | ||||||||||
39,160 | PVH Corp. | 3,706,102 | 0.8 | |||||||||||
30,350 | Ralph Lauren Corp. | 3,447,457 | 0.8 | |||||||||||
44,370 | Tiffany & Co. | 4,154,807 | 0.9 | |||||||||||
55,167,525 | 12.4 | |||||||||||||
Consumer Staples: 4.0% | ||||||||||||||
19,940 | Constellation Brands, Inc. | 3,926,984 | 0.9 | |||||||||||
124,482 | Coty, Inc - Class A | 1,668,059 | 0.4 | |||||||||||
60,643 | (2) | Energizer Holdings, Inc. | 2,343,245 | 0.5 | ||||||||||
66,720 | Keurig Dr Pepper, Inc. | 1,928,208 | 0.4 | |||||||||||
110,530 | Kroger Co. | 2,399,606 | 0.5 | |||||||||||
32,610 | Molson Coors Brewing Co. | 1,826,160 | 0.4 | |||||||||||
37,270 | (1) | Post Holdings, Inc. | 3,874,962 | 0.9 | ||||||||||
17,967,224 | 4.0 | |||||||||||||
Energy: 6.1% | ||||||||||||||
150,890 | Cabot Oil & Gas Corp. | 3,464,434 | 0.8 | |||||||||||
68,014 | Diamondback Energy, Inc. | 7,411,486 | 1.7 | |||||||||||
126,800 | EQT Corp. | 2,004,708 | 0.4 | |||||||||||
117,054 | Equitrans Midstream Corp. | 2,307,134 | 0.5 | |||||||||||
98,250 | PBF Energy, Inc. | 3,075,225 | 0.7 | |||||||||||
314,350 | Williams Cos., Inc. | 8,814,374 | 2.0 | |||||||||||
27,077,361 | 6.1 | |||||||||||||
Financials: 22.3% | ||||||||||||||
4,493 | (1) | Alleghany Corp. | 3,060,227 | 0.7 | ||||||||||
52,480 | Ally Financial, Inc. | 1,626,355 | 0.4 | |||||||||||
35,950 | Ameriprise Financial, Inc. | 5,218,502 | 1.2 | |||||||||||
127,900 | Citizens Financial Group, Inc. | 4,522,544 | 1.0 | |||||||||||
41,500 | Comerica, Inc. | 3,014,560 | 0.7 | |||||||||||
233,560 | Fifth Third Bancorp | 6,516,324 | 1.5 | |||||||||||
43,580 | First Republic Bank | 4,255,587 | 0.9 | |||||||||||
117,240 | Hartford Financial Services Group, Inc. | 6,532,613 | 1.5 | |||||||||||
254,180 | Huntington Bancshares, Inc. | 3,512,768 | 0.8 | |||||||||||
84,740 | Invesco Ltd. | 1,733,780 | 0.4 | |||||||||||
51,850 | Lincoln National Corp. | 3,341,732 | 0.7 | |||||||||||
169,920 | Loews Corp. | 9,289,526 | 2.1 | |||||||||||
51,813 | M&T Bank Corp. | 8,811,837 | 2.0 | |||||||||||
39,990 | Marsh & McLennan Cos., Inc. | 3,989,002 | 0.9 | |||||||||||
51,040 | Northern Trust Corp. | 4,593,600 | 1.0 | |||||||||||
19,290 | Principal Financial Group, Inc. | 1,117,277 | 0.2 | |||||||||||
52,890 | Progressive Corp. | 4,227,498 | 0.9 | |||||||||||
49,770 | Raymond James Financial, Inc. | 4,208,054 | 0.9 | |||||||||||
114,700 | SunTrust Banks, Inc. | 7,208,895 | 1.6 | |||||||||||
63,700 | T. Rowe Price Group, Inc. | 6,988,527 | 1.6 | |||||||||||
32,600 | Unum Group | 1,093,730 | 0.2 | |||||||||||
48,105 | WR Berkley Corp. | 3,171,563 | 0.7 | |||||||||||
37,960 | Zions Bancorp NA | 1,745,401 | 0.4 | |||||||||||
99,779,902 | 22.3 | |||||||||||||
Health Care: 6.8% | ||||||||||||||
60,670 | AmerisourceBergen Corp. | 5,172,724 | 1.2 | |||||||||||
26,130 | Cigna Corp. | 4,116,781 | 0.9 | |||||||||||
14,352 | (1) | Covetrus, Inc. | 351,050 | 0.1 | ||||||||||
47,900 | (1) | Henry Schein, Inc. | 3,348,210 | 0.7 | ||||||||||
7,600 | Humana, Inc. | 2,016,280 | 0.5 | |||||||||||
30,460 | (1) | Laboratory Corp. of America Holdings | 5,266,534 | 1.2 | ||||||||||
35,610 | Universal Health Services, Inc. | 4,643,188 | 1.0 | |||||||||||
47,240 | Zimmer Biomet Holdings, Inc. | 5,562,038 | 1.2 | |||||||||||
30,476,805 | 6.8 | |||||||||||||
Industrials: 7.8% | ||||||||||||||
29,820 | Acuity Brands, Inc. | 4,112,476 | 0.9 | |||||||||||
51,540 | Ametek, Inc. | 4,681,893 | 1.1 | |||||||||||
19,800 | Carlisle Cos., Inc. | 2,780,118 | 0.6 | |||||||||||
63,460 | Fortune Brands Home & Security, Inc. | 3,625,470 | 0.8 | |||||||||||
20,500 | Hubbell, Inc. | 2,673,200 | 0.6 | |||||||||||
27,490 | IDEX Corp. | 4,732,129 | 1.1 | |||||||||||
30,120 | (1) | Middleby Corp. | 4,087,284 | 0.9 | ||||||||||
41,810 | MSC Industrial Direct Co. | 3,104,811 | 0.7 | |||||||||||
29,741 | Snap-On, Inc. | 4,926,299 | 1.1 | |||||||||||
34,723,680 | 7.8 | |||||||||||||
Information Technology: 6.7% | ||||||||||||||
47,200 | Amphenol Corp. | 4,528,368 | 1.0 | |||||||||||
17,790 | Analog Devices, Inc. | 2,007,957 | 0.4 | |||||||||||
69,740 | (1) | Arrow Electronics, Inc. | 4,970,370 | 1.1 | ||||||||||
56,550 | CDW Corp. | 6,277,050 | 1.4 | |||||||||||
84,982 | (1) | CommScope Holding Co., Inc. | 1,336,767 | 0.3 | ||||||||||
28,426 | Jack Henry & Associates, Inc. | 3,806,810 | 0.9 | |||||||||||
31,279 | (1) | Keysight Technologies, Inc. | 2,809,167 | 0.6 |
See Accompanying Notes to Financial Statements
35 |
VY®JPMorgan Mid Cap Value Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
33,520 | (1) | Synopsys, Inc. | 4,313,689 | 1.0 | ||||||||||
30,050,178 | 6.7 | |||||||||||||
Materials: 4.8% | ||||||||||||||
77,640 | Ball Corp. | 5,434,024 | 1.2 | |||||||||||
16,930 | Martin Marietta Materials, Inc. | 3,895,762 | 0.9 | |||||||||||
9,460 | Sherwin-Williams Co. | 4,335,423 | 1.0 | |||||||||||
154,180 | Silgan Holdings, Inc. | 4,717,908 | 1.0 | |||||||||||
87,810 | WestRock Co. | 3,202,431 | 0.7 | |||||||||||
21,585,548 | 4.8 | |||||||||||||
Real Estate: 14.0% | ||||||||||||||
55,210 | American Campus Communities, Inc. | 2,548,494 | 0.6 | |||||||||||
112,850 | American Homes 4 Rent | 2,743,383 | 0.6 | |||||||||||
30,120 | AvalonBay Communities, Inc. | 6,119,782 | 1.4 | |||||||||||
42,950 | Boston Properties, Inc. | 5,540,550 | 1.2 | |||||||||||
203,100 | Brixmor Property Group, Inc. | 3,631,428 | 0.8 | |||||||||||
107,600 | (1) | CBRE Group, Inc. | 5,519,880 | 1.2 | ||||||||||
76,520 | (1) | Cushman & Wakefield PLC | 1,368,178 | 0.3 | ||||||||||
12,510 | Essex Property Trust, Inc. | 3,652,044 | 0.8 | |||||||||||
36,790 | Federal Realty Investment Trust | 4,737,080 | 1.1 | |||||||||||
48,373 | JBG SMITH Properties | 1,902,994 | 0.4 | |||||||||||
163,470 | Kimco Realty Corp. | 3,020,926 | 0.7 | |||||||||||
132,242 | Outfront Media, Inc. | 3,410,521 | 0.8 | |||||||||||
113,830 | Rayonier, Inc. | 3,449,049 | 0.8 | |||||||||||
41,880 | Regency Centers Corp. | 2,795,071 | 0.6 | |||||||||||
34,490 | Ventas, Inc. | 2,357,391 | 0.5 | |||||||||||
72,966 | Vornado Realty Trust | 4,677,121 | 1.1 | |||||||||||
99,000 | Weyerhaeuser Co. | 2,607,660 | 0.6 | |||||||||||
28,630 | WP Carey, Inc. | 2,324,183 | 0.5 | |||||||||||
62,405,735 | 14.0 | |||||||||||||
Utilities: 10.6% | ||||||||||||||
172,110 | CMS Energy Corp. | 9,966,890 | 2.2 | |||||||||||
30,380 | Edison International | 2,047,916 | 0.5 | |||||||||||
74,160 | Evergy, Inc. | 4,460,724 | 1.0 | |||||||||||
83,990 | National Fuel Gas Co. | 4,430,473 | 1.0 | |||||||||||
48,150 | Sempra Energy | 6,617,736 | 1.5 | |||||||||||
118,420 | WEC Energy Group, Inc. | 9,872,675 | 2.2 | |||||||||||
164,800 | Xcel Energy, Inc. | 9,803,952 | 2.2 | |||||||||||
47,200,366 | 10.6 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $331,707,352) | 437,745,133 | 98.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.3% | ||||||||||||||
Repurchase Agreements(3): 0.5% | ||||||||||||||
1,000,000 | (3) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,000,205, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,020,000, due 07/02/19-01/20/63) | 1,000,000 | 0.2 | ||||||||||
426,581 | (3) | HSBC Securities USA, Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $426,669, collateralized by various U.S. Government Securities, 0.000%-4.375%, Market Value plus accrued interest $435,113, due 08/15/20-11/15/46) | 426,581 | 0.1 | ||||||||||
1,000,000 | (3) | Morgan Stanley, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $1,000,207, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.500%-7.500%, Market Value plus accrued interest $1,020,000, due 04/01/26-06/20/49) | 1,000,000 | 0.2 | ||||||||||
2,426,581 | 0.5 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.8% | ||||||||||||||
7,797,712 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% | ||||||||||||
(Cost $7,797,712) | 7,797,712 | 1.8 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $10,224,293) | 10,224,293 | 2.3 | ||||||||||||
Total Investments in Securities (Cost $341,931,645) | $ | 447,969,426 | 100.3 | |||||||||||
Liabilities in Excess of Other Assets | (1,325,039 | ) | (0.3 | ) | ||||||||||
Net Assets | $ | 446,644,387 | 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, 2019. |
See Accompanying Notes to Financial Statements
36 |
VY®Pioneer High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 89.5% | ||||||||||||||
Basic Materials: 8.3% | ||||||||||||||
400,000 | (1) | Century Aluminum Co., 7.500%, 06/01/2021 | $ | 399,200 | 0.4 | |||||||||
305,000 | CF Industries, Inc., 4.950%, 06/01/2043 | 274,119 | 0.3 | |||||||||||
179,000 | CF Industries, Inc., 5.375%, 03/15/2044 | 168,761 | 0.2 | |||||||||||
638,000 | Chemours Co/The, 7.000%, 05/15/2025 | 668,305 | 0.7 | |||||||||||
315,000 | Coeur Mining, Inc., 5.875%, 06/01/2024 | 308,306 | 0.3 | |||||||||||
430,000 | Commercial Metals Co., 5.375%, 07/15/2027 | 428,925 | 0.4 | |||||||||||
515,000 | Commercial Metals Co., 5.750%, 04/15/2026 | 515,386 | 0.5 | |||||||||||
209,000 | (1) | First Quantum Minerals Ltd., 6.875%, 03/01/2026 | 194,631 | 0.2 | ||||||||||
416,000 | (1) | Hexion, Inc., 7.875%, 07/15/2027 | 419,120 | 0.4 | ||||||||||
247,000 | (1) | Hudbay Minerals, Inc., 7.250%, 01/15/2023 | 255,336 | 0.3 | ||||||||||
243,000 | (1) | Hudbay Minerals, Inc., 7.625%, 01/15/2025 | 252,113 | 0.3 | ||||||||||
520,000 | (1) | Joseph T Ryerson & Son, Inc., 11.000%, 05/15/2022 | 550,063 | 0.6 | ||||||||||
380,000 | (1) | Kraton Polymers LLC / Kraton Polymers Capital Corp., 7.000%, 04/15/2025 | 386,650 | 0.4 | ||||||||||
68,000 | (1) | NOVA Chemicals Corp., 4.875%, 06/01/2024 | 70,635 | 0.1 | ||||||||||
519,000 | (1) | NOVA Chemicals Corp., 5.000%, 05/01/2025 | 544,301 | 0.5 | ||||||||||
400,000 | (1) | Novelis Corp., 5.875%, 09/30/2026 | 406,000 | 0.4 | ||||||||||
130,000 | (1) | Nufarm Australia Ltd. / Nufarm Americas, Inc., 5.750%, 04/30/2026 | 124,150 | 0.1 | ||||||||||
570,000 | (1) | OCI NV, 6.625%, 04/15/2023 | 595,650 | 0.6 | ||||||||||
430,000 | Olin Corp., 5.000%, 02/01/2030 | 426,775 | 0.4 | |||||||||||
535,000 | (1) | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | 548,375 | 0.5 | ||||||||||
511,000 | (1) | Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc., 5.375%, 09/01/2025 | 494,393 | 0.5 | ||||||||||
190,000 | (1) | Tronox, Inc., 6.500%, 04/15/2026 | 188,757 | 0.2 | ||||||||||
8,219,951 | 8.3 | |||||||||||||
Communications: 15.2% | ||||||||||||||
200,000 | (1) | Altice Financing SA, 6.625%, 02/15/2023 | 205,500 | 0.2 | ||||||||||
200,000 | (1) | Altice France SA/France, 8.125%, 02/01/2027 | 210,500 | 0.2 | ||||||||||
359,000 | (1) | Altice Luxembourg SA, 10.500%, 05/15/2027 | 369,770 | 0.4 | ||||||||||
210,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | 214,977 | 0.2 | ||||||||||
483,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.375%, 06/01/2029 | 499,905 | 0.5 | ||||||||||
505,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/2026 | 529,770 | 0.5 | ||||||||||
310,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/2026 | 325,888 | 0.3 | ||||||||||
280,000 | CenturyLink, Inc., 6.450%, 06/15/2021 | 296,800 | 0.3 | |||||||||||
380,000 | (1) | Clear Channel Worldwide Holdings, Inc., 9.250%, 02/15/2024 | 413,250 | 0.4 | ||||||||||
528,000 | (1) | CommScope Tech Finance LLC, 6.000%, 06/15/2025 | 497,487 | 0.5 | ||||||||||
155,000 | (1) | CommScope Technologies LLC, 5.000%, 03/15/2027 | 135,625 | 0.1 | ||||||||||
120,000 | (1) | CommScope, Inc., 5.000%, 06/15/2021 | 120,150 | 0.1 | ||||||||||
479,000 | CSC Holdings LLC, 5.250%, 06/01/2024 | 498,759 | 0.5 | |||||||||||
200,000 | (1) | CSC Holdings LLC, 5.375%, 07/15/2023 | 206,000 | 0.2 | ||||||||||
200,000 | (1) | CSC Holdings LLC, 5.375%, 02/01/2028 | 208,250 | 0.2 | ||||||||||
400,000 | (1) | CSC Holdings LLC, 5.500%, 04/15/2027 | 421,000 | 0.4 | ||||||||||
100,000 | (1) | Frontier Communications Corp., 8.500%, 04/01/2026 | 97,250 | 0.1 | ||||||||||
555,000 | Frontier Communications Corp., 8.750%, 04/15/2022 | 357,975 | 0.4 | |||||||||||
330,000 | Frontier Communications Corp., 11.000%, 09/15/2025 | 206,250 | 0.2 | |||||||||||
250,000 | (1) | Gray Television, Inc., 5.125%, 10/15/2024 | 255,313 | 0.3 | ||||||||||
249,000 | (1) | Gray Television, Inc., 5.875%, 07/15/2026 | 258,960 | 0.3 | ||||||||||
365,000 | (1) | Gray Television, Inc., 7.000%, 05/15/2027 | 396,938 | 0.4 | ||||||||||
415,000 | Hughes Satellite Systems Corp., 5.250%, 08/01/2026 | 427,969 | 0.4 | |||||||||||
230,000 | (1) | Intelsat Jackson Holdings SA, 9.750%, 07/15/2025 | 236,900 | 0.2 | ||||||||||
690,000 | Level 3 Financing, Inc., 5.250%, 03/15/2026 | 715,875 | 0.7 | |||||||||||
820,000 | (1) | MDC Partners, Inc., 6.500%, 05/01/2024 | 757,647 | 0.8 | ||||||||||
699,000 | (1) | Netflix, Inc., 5.375%, 11/15/2029 | 744,218 | 0.8 |
See Accompanying Notes to Financial Statements
37 |
VY®Pioneer High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Communications: (continued) | ||||||||||||||
350,000 | Quebecor Media, Inc., 5.750%, 01/15/2023 | 376,250 | 0.4 | |||||||||||
320,000 | (1) | Sinclair Television Group, Inc., 5.875%, 03/15/2026 | 328,304 | 0.3 | ||||||||||
167,000 | (1) | Sirius XM Radio, Inc., 4.625%, 07/15/2024 | 171,305 | 0.2 | ||||||||||
623,000 | (1) | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | 636,176 | 0.6 | ||||||||||
237,000 | (1) | Sirius XM Radio, Inc., 5.375%, 07/15/2026 | 246,480 | 0.3 | ||||||||||
200,000 | (1) | Sirius XM Radio, Inc., 5.500%, 07/01/2029 | 205,540 | 0.2 | ||||||||||
200,000 | Sprint Corp., 7.125%, 06/15/2024 | 212,560 | 0.2 | |||||||||||
1,660,000 | Sprint Corp., 7.250%, 09/15/2021 | 1,767,900 | 1.8 | |||||||||||
205,000 | Sprint Corp., 7.625%, 02/15/2025 | 218,581 | 0.2 | |||||||||||
95,000 | T-Mobile USA, Inc., 5.125%, 04/15/2025 | 99,230 | 0.1 | |||||||||||
130,000 | T-Mobile USA, Inc., 6.000%, 03/01/2023 | 133,250 | 0.1 | |||||||||||
250,000 | T-Mobile USA, Inc., 6.000%, 04/15/2024 | 261,250 | 0.3 | |||||||||||
70,000 | T-Mobile USA, Inc., 6.500%, 01/15/2024 | 72,625 | 0.1 | |||||||||||
450,000 | T-Mobile USA, Inc., 6.500%, 01/15/2026 | 487,602 | 0.5 | |||||||||||
231,000 | (1) | Videotron Ltd., 5.375%, 06/15/2024 | 248,036 | 0.3 | ||||||||||
15,074,015 | 15.2 | |||||||||||||
Consumer, Cyclical: 12.2% | ||||||||||||||
702,000 | American Axle & Manufacturing, Inc., 6.250%, 03/15/2026 | 696,735 | 0.7 | |||||||||||
225,000 | Beazer Homes USA, Inc., 5.875%, 10/15/2027 | 196,245 | 0.2 | |||||||||||
570,000 | Beazer Homes USA, Inc., 6.750%, 03/15/2025 | 547,912 | 0.5 | |||||||||||
70,000 | Beazer Homes USA, Inc., 8.750%, 03/15/2022 | 73,062 | 0.1 | |||||||||||
490,000 | (1) | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | 491,225 | 0.5 | ||||||||||
400,000 | (1) | Cirsa Finance International Sarl, 7.875%, 12/20/2023 | 425,000 | 0.4 | ||||||||||
441,000 | (1) | Enterprise Development Authority/The, 12.000%, 07/15/2024 | 480,690 | 0.5 | ||||||||||
498,000 | Global Partners L.P. / GLP Finance Corp., 7.000%, 06/15/2023 | 506,092 | 0.5 | |||||||||||
148,000 | (1) | Golden Nugget, Inc., 6.750%, 10/15/2024 | 152,810 | 0.1 | ||||||||||
279,000 | (1) | Golden Nugget, Inc., 8.750%, 10/01/2025 | 293,647 | 0.3 | ||||||||||
405,000 | (1),(2) | IHO Verwaltungs GmbH, 6.000% (PIK Rate 6.750%, Cash Rate 6.000%), 05/15/2027 | 408,037 | 0.4 | ||||||||||
205,000 | (1) | International Game Technology PLC, 6.250%, 01/15/2027 | 224,987 | 0.2 | ||||||||||
100,000 | (1) | JC Penney Corp., Inc., 5.875%, 07/01/2023 | 84,250 | 0.1 | ||||||||||
430,000 | KB Home, 6.875%, 06/15/2027 | 460,100 | 0.5 | |||||||||||
245,000 | KB Home, 7.500%, 09/15/2022 | 274,094 | 0.3 | |||||||||||
652,000 | Lennar Corp., 4.750%, 11/15/2022 | 684,600 | 0.7 | |||||||||||
250,000 | Lennar Corp., 4.750%, 11/29/2027 | 264,375 | 0.3 | |||||||||||
200,000 | Meritage Homes Corp., 6.000%, 06/01/2025 | 216,000 | 0.2 | |||||||||||
95,000 | Meritage Homes Corp., 7.000%, 04/01/2022 | 102,956 | 0.1 | |||||||||||
564,000 | MGM Resorts International, 5.500%, 04/15/2027 | 592,905 | 0.6 | |||||||||||
675,000 | (1) | Michaels Stores, Inc., 8.000%, 07/15/2027 | 674,420 | 0.7 | ||||||||||
250,000 | Murphy Oil USA, Inc., 6.000%, 08/15/2023 | 257,813 | 0.3 | |||||||||||
75,000 | (1) | Penn National Gaming, Inc., 5.625%, 01/15/2027 | 74,250 | 0.1 | ||||||||||
200,000 | (1) | Scientific Games International, Inc., 5.000%, 10/15/2025 | 202,500 | 0.2 | ||||||||||
792,000 | (1) | Scientific Games International, Inc., 8.250%, 03/15/2026 | 833,572 | 0.8 | ||||||||||
323,000 | Scientific Games International, Inc., 10.000%, 12/01/2022 | 339,958 | 0.3 | |||||||||||
365,000 | (1) | Taylor Morrison Communities, Inc. / Taylor Morrison Holdings II, Inc., 5.625%, 03/01/2024 | 378,688 | 0.4 | ||||||||||
150,000 | (1) | Taylor Morrison Communities, Inc. / Taylor Morrison Holdings II, Inc., 5.875%, 04/15/2023 | 158,250 | 0.2 | ||||||||||
334,000 | (1) | Taylor Morrison Communities, Inc., 5.875%, 06/15/2027 | 341,515 | 0.3 | ||||||||||
574,000 | Tempur Sealy International, Inc., 5.500%, 06/15/2026 | 597,678 | 0.6 | |||||||||||
455,000 | Titan International, Inc., 6.500%, 11/30/2023 | 396,988 | 0.4 | |||||||||||
579,000 | (1) | Viking Cruises Ltd., 5.875%, 09/15/2027 | 587,685 | 0.6 | ||||||||||
150,000 | (1) | VOC Escrow Ltd., 5.000%, 02/15/2028 | 152,813 | 0.1 | ||||||||||
12,171,852 | 12.2 | |||||||||||||
Consumer, Non-cyclical: 16.7% | ||||||||||||||
475,000 | Albertsons Cos LLC / Safeway, Inc. / New Albertsons L.P. / Albertson's LLC, 5.750%, 03/15/2025 | 480,937 | 0.5 |
See Accompanying Notes to Financial Statements
38 |
VY®Pioneer High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
148,000 | (1) | Albertsons Cos LLC / Safeway, Inc. / New Albertsons L.P. / Albertson's LLC, 7.500%, 03/15/2026 | 158,730 | 0.2 | ||||||||||
200,000 | (1) | Ashtead Capital, Inc., 4.125%, 08/15/2025 | 203,500 | 0.2 | ||||||||||
440,000 | (1) | Bausch Health Americas, Inc., 8.500%, 01/31/2027 | 484,889 | 0.5 | ||||||||||
200,000 | (1) | Bausch Health Cos, Inc., 5.500%, 11/01/2025 | 209,250 | 0.2 | ||||||||||
370,000 | (1) | Bausch Health Cos, Inc., 5.875%, 05/15/2023 | 375,687 | 0.4 | ||||||||||
95,000 | (1) | Bausch Health Cos, Inc., 6.500%, 03/15/2022 | 98,563 | 0.1 | ||||||||||
125,000 | (1) | Bausch Health Cos, Inc., 7.000%, 03/15/2024 | 133,138 | 0.1 | ||||||||||
383,000 | (1) | Bausch Health Cos, Inc., 7.000%, 01/15/2028 | 397,841 | 0.4 | ||||||||||
120,000 | (1) | Bausch Health Cos, Inc., 7.250%, 05/30/2029 | 125,100 | 0.1 | ||||||||||
595,000 | (1) | BCPE Cycle Merger Sub II, Inc., 10.625%, 07/15/2027 | 603,925 | 0.6 | ||||||||||
472,000 | BioScrip, Inc., 8.875%, 02/15/2021 | 480,260 | 0.5 | |||||||||||
738,000 | (1) | Brink's Co/The, 4.625%, 10/15/2027 | 738,922 | 0.7 | ||||||||||
215,000 | (1) | C&S Group Enterprises LLC, 5.375%, 07/15/2022 | 216,075 | 0.2 | ||||||||||
250,000 | (1) | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | 250,000 | 0.2 | ||||||||||
293,000 | (1) | Carriage Services, Inc., 6.625%, 06/01/2026 | 301,790 | 0.3 | ||||||||||
590,000 | (1) | Centene Corp., 5.375%, 06/01/2026 | 621,712 | 0.6 | ||||||||||
85,000 | CHS/Community Health Systems, Inc., 6.250%, 03/31/2023 | 82,131 | 0.1 | |||||||||||
220,000 | (1) | Darling Ingrediants, Inc., 5.250%, 04/15/2027 | 230,450 | 0.2 | ||||||||||
190,000 | (1),(2) | Eagle Holding Co. II LLC, 7.750% (PIK Rate 7.750%, Cash Rate 0.000%), 05/15/2022 | 191,900 | 0.2 | ||||||||||
200,000 | (1) | Endo Ltd. / Endo Finance LLC / Endo Finco, Inc., 6.000%, 02/01/2025 | 135,000 | 0.1 | ||||||||||
643,000 | (1) | Garda World Security Corp., 8.750%, 05/15/2025 | 638,177 | 0.6 | ||||||||||
738,000 | HCA, Inc., 5.375%, 02/01/2025 | 798,424 | 0.8 | |||||||||||
139,000 | HCA, Inc., 5.625%, 09/01/2028 | 150,815 | 0.2 | |||||||||||
351,000 | HCA, Inc., 5.875%, 02/01/2029 | 385,223 | 0.4 | |||||||||||
519,000 | (1) | Herc Holdings, Inc., 5.500%, 07/15/2027 | 523,541 | 0.5 | ||||||||||
198,000 | Horizon Pharma USA, Inc., 6.625%, 05/01/2023 | 204,064 | 0.2 | |||||||||||
365,000 | (1) | Horizon Pharma USA, Inc., 8.750%, 11/01/2024 | 393,397 | 0.4 | ||||||||||
400,000 | Ingles Markets, Inc., 5.750%, 06/15/2023 | 411,000 | 0.4 | |||||||||||
469,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | 511,210 | 0.5 | ||||||||||
145,000 | (1) | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 6.500%, 04/15/2029 | 157,869 | 0.2 | ||||||||||
345,000 | Molina Healthcare, Inc., 5.375%, 11/15/2022 | 360,094 | 0.4 | |||||||||||
308,000 | (1) | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | 303,380 | 0.3 | ||||||||||
246,000 | (1) | Pilgrim's Pride Corp., 5.875%, 09/30/2027 | 255,840 | 0.3 | ||||||||||
259,000 | (1) | Post Holdings, Inc., 5.625%, 01/15/2028 | 267,094 | 0.3 | ||||||||||
160,000 | (1) | Prime Security Services Borrower LLC / Prime Finance, Inc., 5.250%, 04/15/2024 | 163,200 | 0.2 | ||||||||||
170,000 | (1) | Prime Security Services Borrower LLC / Prime Finance, Inc., 5.750%, 04/15/2026 | 175,950 | 0.2 | ||||||||||
539,000 | (1) | Prime Security Services Borrower LLC / Prime Finance, Inc., 9.250%, 05/15/2023 | 567,068 | 0.6 | ||||||||||
365,000 | (1) | RegionalCare Hospital Partners Holdings, Inc., 8.250%, 05/01/2023 | 388,725 | 0.4 | ||||||||||
560,000 | (1) | Simmons Foods, Inc., 5.750%, 11/01/2024 | 512,400 | 0.5 | ||||||||||
397,000 | StoneMor Partners L.P. / Cornerstone Family Services of West Virginia Subsidiary, 7.875%, 06/01/2021 | 319,585 | 0.3 | |||||||||||
470,000 | (1) | Surgery Center Holdings, Inc., 10.000%, 04/15/2027 | 470,000 | 0.5 | ||||||||||
235,000 | (1) | Team Health Holdings, Inc., 6.375%, 02/01/2025 | 180,950 | 0.2 | ||||||||||
382,000 | United Rentals North America, Inc., 4.875%, 01/15/2028 | 390,595 | 0.4 | |||||||||||
294,000 | United Rentals North America, Inc., 5.250%, 01/15/2030 | 302,820 | 0.3 | |||||||||||
276,000 | United Rentals North America, Inc., 6.500%, 12/15/2026 | 299,460 | 0.3 | |||||||||||
388,000 | (1) | Verscend Escrow Corp., 9.750%, 08/15/2026 | 404,975 | 0.4 |
See Accompanying Notes to Financial Statements
39 |
VY®Pioneer High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
496,000 | WellCare Health Plans, Inc., 5.250%, 04/01/2025 | 518,940 | 0.5 | |||||||||||
16,574,596 | 16.7 | |||||||||||||
Diversified: 0.4% | ||||||||||||||
370,000 | (1) | VistaJet Malta Finance PLC / XO Management Holding, Inc., 10.500%, 06/01/2024 | 370,000 | 0.4 | ||||||||||
Energy: 15.0% | ||||||||||||||
547,000 | (1) | American Midstream Partners L.P. / American Midstream Finance Corp., 9.500%, 12/15/2021 | 537,427 | 0.5 | ||||||||||
50,000 | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.000%, 10/01/2022 | 50,875 | 0.1 | |||||||||||
640,000 | (1) | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.875%, 04/01/2027 | 672,064 | 0.7 | ||||||||||
355,000 | (1) | Blue Racer Midstream LLC / Blue Racer Finance Corp., 6.125%, 11/15/2022 | 361,656 | 0.4 | ||||||||||
155,000 | (1) | Blue Racer Midstream LLC / Blue Racer Finance Corp., 6.625%, 07/15/2026 | 156,937 | 0.2 | ||||||||||
203,000 | (1) | Centennial Resource Production LLC, 6.875%, 04/01/2027 | 206,045 | 0.2 | ||||||||||
518,000 | Cheniere Corpus Christi Holdings LLC, 5.125%, 06/30/2027 | 563,972 | 0.6 | |||||||||||
100,000 | Cheniere Corpus Christi Holdings LLC, 5.875%, 03/31/2025 | 111,625 | 0.1 | |||||||||||
465,000 | (1) | Cheniere Energy Partners L.P., 5.625%, 10/01/2026 | 491,737 | 0.5 | ||||||||||
102,000 | DCP Midstream Operating L.P., 3.875%, 03/15/2023 | 103,020 | 0.1 | |||||||||||
120,000 | DCP Midstream Operating L.P., 5.375%, 07/15/2025 | 126,750 | 0.1 | |||||||||||
325,000 | DCP Midstream Operating L.P., 5.600%, 04/01/2044 | 307,125 | 0.3 | |||||||||||
285,000 | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 6.750%, 05/15/2025 | 283,575 | 0.3 | |||||||||||
295,000 | Energy Transfer Operating L.P., 5.875%, 01/15/2024 | 328,107 | 0.3 | |||||||||||
20,000 | EnLink Midstream LLC, 5.375%, 06/01/2029 | 20,550 | 0.0 | |||||||||||
60,000 | EnLink Midstream Partners L.P., 5.050%, 04/01/2045 | 50,400 | 0.1 | |||||||||||
174,000 | EnLink Midstream Partners L.P., 5.600%, 04/01/2044 | 160,515 | 0.2 | |||||||||||
413,000 | (1) | Ensign Drilling, Inc., 9.250%, 04/15/2024 | 407,837 | 0.4 | ||||||||||
150,000 | Exterran Energy Solutions L.P. / EES Finance Corp., 8.125%, 05/01/2025 | 153,187 | 0.2 | |||||||||||
392,000 | FTS International, Inc., 6.250%, 05/01/2022 | 365,540 | 0.4 | |||||||||||
210,000 | Genesis Energy L.P. / Genesis Energy Finance Corp., 6.250%, 05/15/2026 | 203,700 | 0.2 | |||||||||||
233,000 | Genesis Energy L.P. / Genesis Energy Finance Corp., 6.500%, 10/01/2025 | 228,631 | 0.2 | |||||||||||
100,000 | Genesis Energy L.P. / Genesis Energy Finance Corp., 6.750%, 08/01/2022 | 101,250 | 0.1 | |||||||||||
369,000 | (1) | Great Western Petroleum LLC / Great Western Finance Corp., 9.000%, 09/30/2021 | 301,657 | 0.3 | ||||||||||
300,000 | Gulfport Energy Corp., 6.000%, 10/15/2024 | 233,250 | 0.2 | |||||||||||
10,000 | Gulfport Energy Corp., 6.625%, 05/01/2023 | 8,650 | 0.0 | |||||||||||
350,000 | (1) | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | 361,813 | 0.4 | ||||||||||
230,000 | (1) | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.750%, 10/01/2025 | 231,725 | 0.2 | ||||||||||
659,000 | (1) | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | 594,748 | 0.6 | ||||||||||
173,000 | Jagged Peak Energy LLC, 5.875%, 05/01/2026 | 171,270 | 0.2 | |||||||||||
100,000 | (1) | MEG Energy Corp., 6.500%, 01/15/2025 | 100,875 | 0.1 | ||||||||||
100,000 | (1) | MEG Energy Corp., 7.000%, 03/31/2024 | 95,500 | 0.1 | ||||||||||
490,000 | (1) | Neptune Energy Bondco PLC, 6.625%, 05/15/2025 | 499,800 | 0.5 | ||||||||||
313,000 | Oasis Petroleum, Inc., 6.875%, 03/15/2022 | 312,022 | 0.3 | |||||||||||
387,000 | Oasis Petroleum, Inc., 6.875%, 01/15/2023 | 387,968 | 0.4 | |||||||||||
234,000 | (1) | Parkland Fuel Corp., 5.875%, 07/15/2027 | 237,803 | 0.2 | ||||||||||
230,000 | (1) | Parsley Energy LLC / Parsley Finance Corp., 5.375%, 01/15/2025 | 236,900 | 0.2 | ||||||||||
200,000 | (1) | Parsley Energy LLC / Parsley Finance Corp., 5.625%, 10/15/2027 | 210,000 | 0.2 | ||||||||||
210,000 | (1) | Parsley Energy LLC / Parsley Finance Corp., 6.250%, 06/01/2024 | 218,925 | 0.2 | ||||||||||
400,000 | PBF Holding Co. LLC / PBF Finance Corp., 7.000%, 11/15/2023 | 417,004 | 0.4 |
See Accompanying Notes to Financial Statements
40 |
VY®Pioneer High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
400,000 | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/2023 | 414,500 | 0.4 | |||||||||||
85,000 | SESI LLC, 7.750%, 09/15/2024 | 55,463 | 0.1 | |||||||||||
517,000 | (1) | Shelf Drilling Holdings Ltd., 8.250%, 02/15/2025 | 479,776 | 0.5 | ||||||||||
27,000 | SM Energy Co., 6.125%, 11/15/2022 | 26,933 | 0.0 | |||||||||||
357,000 | SM Energy Co., 6.750%, 09/15/2026 | 336,473 | 0.3 | |||||||||||
563,000 | (1) | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.500%, 06/15/2025 | 551,740 | 0.6 | ||||||||||
335,000 | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 4.250%, 11/15/2023 | 336,047 | 0.3 | |||||||||||
84,000 | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 5.000%, 01/15/2028 | 84,420 | 0.1 | |||||||||||
92,000 | (1) | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 6.500%, 07/15/2027 | 100,510 | 0.1 | ||||||||||
241,000 | (1) | Transocean Sentry Ltd, 5.375%, 05/15/2023 | 241,904 | 0.2 | ||||||||||
420,000 | (1) | Transocean, Inc., 7.250%, 11/01/2025 | 399,525 | 0.4 | ||||||||||
163,000 | (1) | USA Compression Partners L.P. / USA Compression Finance Corp., 6.875%, 09/01/2027 | 171,983 | 0.2 | ||||||||||
200,000 | Whiting Petroleum Corp., 5.750%, 03/15/2021 | 200,250 | 0.2 | |||||||||||
513,000 | Whiting Petroleum Corp., 6.625%, 01/15/2026 | 497,289 | 0.5 | |||||||||||
93,000 | Williams Cos, Inc./The, 5.750%, 06/24/2044 | 108,583 | 0.1 | |||||||||||
200,000 | WPX Energy, Inc., 5.250%, 09/15/2024 | 205,500 | 0.2 | |||||||||||
80,000 | WPX Energy, Inc., 8.250%, 08/01/2023 | 91,600 | 0.1 | |||||||||||
14,914,931 | 15.0 | |||||||||||||
Financial: 7.5% | ||||||||||||||
500,000 | (1) | Alliance Data Systems Corp., 5.875%, 11/01/2021 | 515,012 | 0.5 | ||||||||||
300,000 | (1) | Avation Capital SA, 6.500%, 05/15/2021 | 308,250 | 0.3 | ||||||||||
500,000 | (3) | Barclays PLC, 7.750%, 12/31/2199 | 512,857 | 0.5 | ||||||||||
602,000 | (1),(3) | BNP Paribas SA, 6.625%, 12/31/2199 | 627,263 | 0.6 | ||||||||||
300,000 | CNO Financial Group, Inc., 5.250%, 05/30/2029 | 325,500 | 0.3 | |||||||||||
235,000 | (3) | Credit Suisse Group AG, 7.125%, 12/31/2199 | 248,795 | 0.3 | ||||||||||
405,000 | (1) | Freedom Mortgage Corp., 8.125%, 11/15/2024 | 346,275 | 0.4 | ||||||||||
515,000 | (1) | Freedom Mortgage Corp., 8.250%, 04/15/2025 | 445,475 | 0.5 | ||||||||||
200,000 | (1),(3) | Intesa Sanpaolo SpA, 7.700%, 12/29/2049 | 196,671 | 0.2 | ||||||||||
260,000 | (1) | Iron Mountain US Holdings, Inc., 5.375%, 06/01/2026 | 262,275 | 0.3 | ||||||||||
300,000 | Iron Mountain, Inc., 5.750%, 08/15/2024 | 303,792 | 0.3 | |||||||||||
250,000 | (1) | Kendall Re Ltd., 7.655%, (US0003M + 5.250%), 05/06/2024 | 241,462 | 0.2 | ||||||||||
250,000 | (1) | Kilimanjaro Re Ltd. (Cat Bond), 11.337%, (T-BILL 3MO + 9.250%), 12/06/2019 | 245,187 | 0.2 | ||||||||||
130,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%, 10/15/2027 | 134,225 | 0.1 | |||||||||||
117,000 | (1) | Nationstar Mortgage Holdings, Inc., 8.125%, 07/15/2023 | 119,633 | 0.1 | ||||||||||
395,000 | (1) | Nationstar Mortgage Holdings, Inc., 9.125%, 07/15/2026 | 401,913 | 0.4 | ||||||||||
427,000 | Nationstar Mortgage LLC / Nationstar Capital Corp., 6.500%, 07/01/2021 | 428,717 | 0.4 | |||||||||||
125,000 | Nationstar Mortgage LLC / Nationstar Capital Corp., 6.500%, 06/01/2022 | 123,984 | 0.1 | |||||||||||
195,000 | (1) | Oxford Finance LLC / Oxford Finance Co-Issuer II, Inc., 6.375%, 12/15/2022 | 200,850 | 0.2 | ||||||||||
343,000 | (1) | Provident Funding Associates L.P. / PFG Finance Corp., 6.375%, 06/15/2025 | 324,135 | 0.3 | ||||||||||
110,000 | Springleaf Finance Corp., 6.625%, 01/15/2028 | 115,775 | 0.1 | |||||||||||
250,000 | (1) | Tailwind Re Ltd. 2017-1, 9.057%, (T-BILL 3MO + 7.250%), 01/08/2025 | 248,462 | 0.3 | ||||||||||
235,000 | (3) | UBS Group Funding Switzerland AG, 7.125%, 12/31/2199 | 247,338 | 0.3 | ||||||||||
335,000 | (1) | Uniti Group L.P. / Uniti Group Finance, Inc. / CSL Capital LLC, 6.000%, 04/15/2023 | 319,087 | 0.3 | ||||||||||
250,000 | (1) | Ursa Re Ltd 2017-2 D (Cat Bond), 7.457%, (T-BILL 3MO + 5.250%), 12/10/2020 | 247,663 | 0.3 | ||||||||||
7,490,596 | 7.5 |
See Accompanying Notes to Financial Statements
41 |
VY®Pioneer High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Industrial: 10.6% | ||||||||||||||
469,000 | (1) | American Woodmark Corp., 4.875%, 03/15/2026 | 465,482 | 0.5 | ||||||||||
250,000 | (1) | Amsted Industries, Inc., 5.375%, 09/15/2024 | 257,187 | 0.2 | ||||||||||
254,000 | (1) | Amsted Industries, Inc., 5.625%, 07/01/2027 | 265,430 | 0.3 | ||||||||||
EUR 100,000 | (2) | ARD Finance SA, 6.625% (PIK Rate 7.375%, Cash Rate 0.000%), 09/15/2023 | 118,102 | 0.1 | ||||||||||
100,000 | (2) | ARD Finance SA, 7.125% (PIK Rate 7.875%, Cash Rate 0.000%), 09/15/2023 | 102,750 | 0.1 | ||||||||||
80,000 | (1) | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 4.625%, 05/15/2023 | 81,500 | 0.1 | ||||||||||
510,000 | (1) | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 6.000%, 02/15/2025 | 529,125 | 0.5 | ||||||||||
90,000 | (1) | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.250%, 05/15/2024 | 95,175 | 0.1 | ||||||||||
384,000 | Ball Corp., 5.250%, 07/01/2025 | 416,640 | 0.4 | |||||||||||
EUR 160,000 | Belden, Inc., 3.875%, 03/15/2028 | 192,237 | 0.2 | |||||||||||
475,000 | (1) | Bombardier, Inc., 6.000%, 10/15/2022 | 479,413 | 0.5 | ||||||||||
391,000 | (1) | Bombardier, Inc., 7.500%, 03/15/2025 | 393,561 | 0.4 | ||||||||||
292,000 | (1) | Bombardier, Inc., 7.875%, 04/15/2027 | 293,095 | 0.3 | ||||||||||
337,000 | (1) | Builders FirstSource, Inc., 5.625%, 09/01/2024 | 348,600 | 0.3 | ||||||||||
261,000 | (1) | Builders FirstSource, Inc., 6.750%, 06/01/2027 | 276,660 | 0.3 | ||||||||||
545,000 | (1) | Cloud Crane LLC, 10.125%, 08/01/2024 | 587,237 | 0.6 | ||||||||||
603,000 | Covanta Holding Corp., 6.000%, 01/01/2027 | 633,150 | 0.6 | |||||||||||
640,000 | Crown Cork & Seal Co., Inc., 7.375%, 12/15/2026 | 739,200 | 0.7 | |||||||||||
498,000 | EnPro Industries, Inc., 5.750%, 10/15/2026 | 510,450 | 0.5 | |||||||||||
400,000 | Fly Leasing Ltd., 6.375%, 10/15/2021 | 410,500 | 0.4 | |||||||||||
589,000 | (1) | GFL Environmental, Inc., 5.375%, 03/01/2023 | 586,055 | 0.6 | ||||||||||
275,000 | (1) | GFL Environmental, Inc., 8.500%, 05/01/2027 | 296,656 | 0.3 | ||||||||||
653,000 | (1) | Greif, Inc., 6.500%, 03/01/2027 | 675,855 | 0.7 | ||||||||||
265,000 | MasTec, Inc., 4.875%, 03/15/2023 | 269,638 | 0.3 | |||||||||||
125,000 | (1) | Plastipak Holdings, Inc., 6.250%, 10/15/2025 | 113,750 | 0.1 | ||||||||||
175,000 | (1) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/2024 | 181,282 | 0.2 | ||||||||||
96,911 | Reynolds Group Issuer, Inc., 5.750%, 10/15/2020 | 97,274 | 0.1 | |||||||||||
274,000 | (1) | Standard Industries, Inc./NJ, 5.375%, 11/15/2024 | 284,617 | 0.3 | ||||||||||
355,000 | (1) | Summit Materials LLC / Summit Materials Finance Corp., 6.500%, 03/15/2027 | 370,088 | 0.4 | ||||||||||
200,000 | (1) | syncreon Group BV / syncreon Global Finance US, Inc., 8.625%, 11/01/2021 | 75,000 | 0.1 | ||||||||||
418,000 | (1) | Tervita Corp., 7.625%, 12/01/2021 | 427,284 | 0.4 | ||||||||||
10,572,993 | 10.6 | |||||||||||||
Technology: 2.0% | ||||||||||||||
570,000 | (1) | First Data Corp., 5.750%, 01/15/2024 | 587,100 | 0.6 | ||||||||||
95,000 | NCR Corp., 5.000%, 07/15/2022 | 96,279 | 0.1 | |||||||||||
160,000 | NCR Corp., 6.375%, 12/15/2023 | 165,400 | 0.1 | |||||||||||
200,000 | (1) | Open Text Corp., 5.875%, 06/01/2026 | 212,060 | 0.2 | ||||||||||
97,000 | (1) | Rackspace Hosting, Inc., 8.625%, 11/15/2024 | 89,483 | 0.1 | ||||||||||
270,000 | (1) | SS&C Technologies, Inc., 5.500%, 09/30/2027 | 280,631 | 0.3 | ||||||||||
604,000 | Western Digital Corp., 4.750%, 02/15/2026 | 594,064 | 0.6 | |||||||||||
2,025,017 | 2.0 | |||||||||||||
Utilities: 1.6% | ||||||||||||||
303,000 | (1) | Clearway Energy Operating LLC, 5.750%, 10/15/2025 | 308,681 | 0.3 | ||||||||||
163,334 | (1) | NSG Holdings LLC / NSG Holdings, Inc., 7.750%, 12/15/2025 | 175,992 | 0.2 | ||||||||||
110,000 | (1) | Talen Energy Supply LLC, 6.625%, 01/15/2028 | 109,725 | 0.1 | ||||||||||
148,000 | (1) | Talen Energy Supply LLC, 7.250%, 05/15/2027 | 152,070 | 0.2 | ||||||||||
751,000 | (1) | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | 797,938 | 0.8 | ||||||||||
1,544,406 | 1.6 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $87,435,310) | 88,958,357 | 89.5 |
See Accompanying Notes to Financial Statements
42 |
VY®Pioneer High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
BANK LOANS: 0.0% | ||||||||||||||
Energy: 0.0% | ||||||||||||||
45,119 | Gavilan Resources LLC - TL 2L, 8.430%, (US0001M + 6.000%), 03/01/2024 | 24,139 | 0.0 | |||||||||||
Total Bank Loans | ||||||||||||||
(Cost $43,176) | 24,139 | 0.0 | ||||||||||||
CONVERTIBLE BONDS/NOTES: 0.5% | ||||||||||||||
Consumer, Non-cyclical: 0.4% | ||||||||||||||
205,000 | Endologix, Inc., 3.250%, 11/01/2020 | 66,884 | 0.1 | |||||||||||
115,000 | Macquarie Infrastructure Corp., 2.000%, 10/01/2023 | 101,633 | 0.1 | |||||||||||
141,000 | (1) | Medicines Co/The, 3.500%, 01/15/2024 | 230,937 | 0.2 | ||||||||||
399,454 | 0.4 | |||||||||||||
Industrial: 0.1% | ||||||||||||||
130,000 | SEACOR Holdings, Inc., 3.000%, 11/15/2028 | 128,768 | 0.1 | |||||||||||
Total Convertible Bonds/Notes | ||||||||||||||
(Cost $587,400) | 528,222 | 0.5 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 0.0% | ||||||||||||||
Consumer Discretionary: –% | ||||||||||||||
1,476 | (1),(4),(5) | Perseus Holding Corp. | – | – | ||||||||||
Energy: 0.0% | ||||||||||||||
424,441 | (4),(5) | Ascent Resources - Utica LLC | 5,093 | 0.0 | ||||||||||
Total Common Stock | ||||||||||||||
(Cost $10,080) | 5,093 | 0.0 | ||||||||||||
PREFERRED STOCK: 1.6% | ||||||||||||||
Consumer Discretionary: –% | ||||||||||||||
775 | (1),(4),(5) | Perseus Holding Corp. | – | – | ||||||||||
Financials: 1.6% | ||||||||||||||
446 | (5) | Bank of America Corp. | 611,912 | 0.6 | ||||||||||
3,542 | (3),(5),(6) | GMAC Capital Trust I | 92,553 | 0.1 | ||||||||||
602 | (5) | Wells Fargo & Co. | 821,248 | 0.9 | ||||||||||
1,525,713 | 1.6 | |||||||||||||
Health Care: 0.0% | ||||||||||||||
44 | (4),(5) | BioScrip, Inc. | 6,510 | 0.0 | ||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $1,393,307) | 1,532,223 | 1.6 | ||||||||||||
WARRANTS: –% | ||||||||||||||
Energy: –% | ||||||||||||||
659 | (4),(5) | Midstates Petroleum Co., Inc. | – | – | ||||||||||
Health Care: –% | ||||||||||||||
126 | (4),(5) | BioScrip, Inc. - Class A | – | – | ||||||||||
126 | (4),(5) | BioScrip, Inc. - Class B | – | – | ||||||||||
– | – | |||||||||||||
Industrials: –% | ||||||||||||||
28 | (4),(5) | Liberty Tire Recycling | – | – | ||||||||||
Total Warrants | ||||||||||||||
(Cost $–) | – | – | ||||||||||||
OTHER: –% | ||||||||||||||
Communications: –% | ||||||||||||||
365,000 | (4),(7) | Avaya, Inc. (Escrow) | – | – | ||||||||||
1,445,000 | (4),(7) | Millicom International Cellular S.A. (Escrow) | – | – | ||||||||||
– | – | |||||||||||||
Technology: –% | ||||||||||||||
200,000 | (4),(7) | Midway Games, Inc. | – | – | ||||||||||
Total Other | ||||||||||||||
(Cost $–) | – | – | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $89,469,273) | 91,048,034 | 91.6 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 4.6% | ||||||||||||||
U.S. Treasury Bills: 4.6% | ||||||||||||||
4,070,000 | United States Treasury Bill, 0.980%, 07/02/2019 | 4,069,782 | 4.1 | |||||||||||
500,000 | (8) | United States Treasury Bill, 2.010%, 07/23/2019 | 499,366 | 0.5 | ||||||||||
4,569,148 | 4.6 | |||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $4,569,127) | 4,569,148 | 4.6 | ||||||||||||
Total Investments in Securities (Cost $94,038,400) | $ | 95,617,182 | 96.2 | |||||||||||
Assets in Excess of Other Liabilities | 3,808,710 | 3.8 | ||||||||||||
Net Assets | $ | 99,425,892 | 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) | 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. |
(3) | Variable rate security. Rate shown is the rate in effect as of June 30, 2019. |
(4) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(5) | Non-income producing security. |
(6) | Preferred Stock may be called prior to convertible date. |
(7) | Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2019, the Portfolio held restricted securities with a fair value of $– or 0.0% of net assets. Please refer to the table below for additional details. |
(8) | Represents a zero coupon bond. Rate shown reflects the effective yield as of June 30, 2019. |
EUR | EU Euro |
Reference Rate Abbreviations: | |
T-BILL 3MO | 3-month U.S. Treasury Bill |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
See Accompanying Notes to Financial Statements
43 |
VY®T. Rowe Price Diversified Mid Cap Growth Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.6% | ||||||||||||||
Communication Services: 2.0% | ||||||||||||||
39,494 | (1) | Altice USA, Inc. | $ | 961,679 | 0.1 | |||||||||
29,500 | (1) | Electronic Arts, Inc. | 2,987,170 | 0.3 | ||||||||||
21,100 | (1) | IAC/InterActiveCorp | 4,589,883 | 0.4 | ||||||||||
38,400 | Interpublic Group of Cos., Inc. | 867,456 | 0.1 | |||||||||||
41,900 | (1) | Live Nation Entertainment, Inc. | 2,775,875 | 0.2 | ||||||||||
47,300 | Match Group, Inc. | 3,181,871 | 0.3 | |||||||||||
15,600 | Omnicom Group | 1,278,420 | 0.1 | |||||||||||
27,500 | (1) | Take-Two Interactive Software, Inc. | 3,122,075 | 0.3 | ||||||||||
26,800 | (1) | Zillow Group, Inc. - Class A | 1,226,368 | 0.1 | ||||||||||
236,500 | (1) | Zynga, Inc. - Class A | 1,449,745 | 0.1 | ||||||||||
22,440,542 | 2.0 | |||||||||||||
Consumer Discretionary: 15.1% | ||||||||||||||
92,700 | Aptiv PLC | 7,492,941 | 0.7 | |||||||||||
43,700 | Aramark | 1,575,822 | 0.1 | |||||||||||
2,100 | (1) | Autozone, Inc. | 2,308,887 | 0.2 | ||||||||||
17,700 | (1) | Bright Horizons Family Solutions, Inc. | 2,670,399 | 0.2 | ||||||||||
57,000 | (1) | Burlington Stores, Inc. | 9,698,550 | 0.9 | ||||||||||
54,700 | (1) | Carmax, Inc. | 4,749,601 | 0.4 | ||||||||||
37,619 | (1),(2) | Chewy, Inc. | 1,316,665 | 0.1 | ||||||||||
27,400 | Choice Hotels International, Inc. | 2,384,074 | 0.2 | |||||||||||
39,800 | (1) | Ctrip.com International Ltd. ADR | 1,469,018 | 0.1 | ||||||||||
75,100 | Dollar General Corp. | 10,150,516 | 0.9 | |||||||||||
59,200 | (1) | Dollar Tree, Inc. | 6,357,488 | 0.6 | ||||||||||
16,300 | Domino's Pizza, Inc. | 4,535,964 | 0.4 | |||||||||||
70,800 | Dunkin Brands Group, Inc. | 5,639,928 | 0.5 | |||||||||||
98,900 | Extended Stay America, Inc. | 1,670,421 | 0.2 | |||||||||||
41,915 | (1) | Farfetch Ltd. | 871,832 | 0.1 | ||||||||||
15,200 | Ferrari NV | 2,453,584 | 0.2 | |||||||||||
13,400 | (1) | Five Below, Inc. | 1,608,268 | 0.2 | ||||||||||
17,200 | (1) | Grand Canyon Education, Inc. | 2,012,744 | 0.2 | ||||||||||
8,400 | (1) | GrubHub, Inc. | 655,116 | 0.1 | ||||||||||
102,833 | Hilton Worldwide Holdings, Inc. | 10,050,897 | 0.9 | |||||||||||
21,400 | (1) | Lululemon Athletica, Inc. | 3,856,494 | 0.4 | ||||||||||
3,900 | (1) | MercadoLibre, Inc. | 2,385,903 | 0.2 | ||||||||||
109,700 | MGM Resorts International | 3,134,129 | 0.3 | |||||||||||
48,500 | (1) | Michaels Cos, Inc. | 421,950 | 0.0 | ||||||||||
17,100 | (1) | Mohawk Industries, Inc. | 2,521,737 | 0.2 | ||||||||||
49,800 | (1) | Norwegian Cruise Line Holdings Ltd. | 2,670,774 | 0.2 | ||||||||||
1,360 | (1) | NVR, Inc. | 4,583,540 | 0.4 | ||||||||||
19,000 | (1) | Ollie's Bargain Outlet Holdings, Inc. | 1,655,090 | 0.2 | ||||||||||
17,800 | (1) | O'Reilly Automotive, Inc. | 6,573,896 | 0.6 | ||||||||||
25,900 | (2) | Papa Johns International, Inc. | 1,158,248 | 0.1 | ||||||||||
19,300 | Pool Corp. | 3,686,300 | 0.3 | |||||||||||
14,100 | PVH Corp. | 1,334,424 | 0.1 | |||||||||||
51,100 | Restaurant Brands International, Inc. | 3,553,494 | 0.3 | |||||||||||
87,200 | Ross Stores, Inc. | 8,643,264 | 0.8 | |||||||||||
25,300 | Royal Caribbean Cruises Ltd. | 3,066,613 | 0.3 | |||||||||||
99,700 | Service Corp. International | 4,663,966 | 0.4 | |||||||||||
125,200 | Tapestry, Inc. | 3,972,596 | 0.4 | |||||||||||
32,500 | Tiffany & Co. | 3,043,300 | 0.3 | |||||||||||
38,000 | Toll Brothers, Inc. | 1,391,560 | 0.1 | |||||||||||
39,100 | Tractor Supply Co. | 4,254,080 | 0.4 | |||||||||||
20,800 | (1) | Ulta Beauty, Inc. | 7,215,312 | 0.7 | ||||||||||
9,720 | (1) | Wayfair, Inc. | 1,419,120 | 0.1 | ||||||||||
23,600 | (2) | Williams-Sonoma, Inc. | 1,534,000 | 0.1 | ||||||||||
26,700 | Wynn Resorts Ltd. | 3,310,533 | 0.3 | |||||||||||
65,900 | Yum China Holdings, Inc. | 3,044,580 | 0.3 | |||||||||||
41,500 | Yum! Brands, Inc. | 4,592,805 | 0.4 | |||||||||||
167,360,423 | 15.1 | |||||||||||||
Consumer Staples: 3.1% | ||||||||||||||
69,975 | Brown-Forman Corp. - Class B | 3,878,714 | 0.3 | |||||||||||
15,000 | �� | Casey's General Stores, Inc. | 2,339,850 | 0.2 | ||||||||||
70,800 | Church & Dwight Co., Inc. | 5,172,648 | 0.5 | |||||||||||
36,000 | Clorox Co. | 5,511,960 | 0.5 | |||||||||||
57,600 | Conagra Brands, Inc. | 1,527,552 | 0.1 | |||||||||||
34,600 | Hershey Co. | 4,637,438 | 0.4 | |||||||||||
26,500 | Hormel Foods Corp. | 1,074,310 | 0.1 | |||||||||||
58,000 | Keurig Dr Pepper, Inc. | 1,676,200 | 0.2 | |||||||||||
31,600 | McCormick & Co., Inc. | 4,898,316 | 0.4 | |||||||||||
32,900 | (1) | Sprouts Farmers Market, Inc. | 621,481 | 0.1 | ||||||||||
45,100 | Tyson Foods, Inc. | 3,641,374 | 0.3 | |||||||||||
34,979,843 | 3.1 | |||||||||||||
Energy: 1.7% | ||||||||||||||
132,300 | Cabot Oil & Gas Corp. | 3,037,608 | 0.3 | |||||||||||
197,037 | (1),(2) | Centennial Resource Development, Inc./DE | 1,495,511 | 0.1 | ||||||||||
7,500 | Cimarex Energy Co. | 444,975 | 0.0 | |||||||||||
26,752 | Concho Resources, Inc./Midland TX | 2,760,271 | 0.2 | |||||||||||
28,000 | (1) | Continental Resources, Inc. | 1,178,520 | 0.1 | ||||||||||
20,800 | Diamondback Energy, Inc. | 2,266,576 | 0.2 | |||||||||||
50,400 | HollyFrontier Corp. | 2,332,512 | 0.2 | |||||||||||
250,800 | (1),(2) | Jagged Peak Energy, Inc. | 2,074,116 | 0.2 | ||||||||||
36,000 | (1) | Oceaneering International, Inc. | 734,040 | 0.1 | ||||||||||
44 | (1),(3),(4) | Venture Global LNG, Inc. - Series B | 228,800 | 0.0 | ||||||||||
560 | (1),(3),(4) | Venture Global LNG, Inc. - Series C | 2,912,000 | 0.3 | ||||||||||
19,464,929 | 1.7 | |||||||||||||
Financials: 7.3% | ||||||||||||||
39,600 | Assurant, Inc. | 4,212,648 | 0.4 | |||||||||||
34,400 | Axis Capital Holdings Ltd. | 2,051,960 | 0.2 | |||||||||||
44,600 | BankUnited, Inc. | 1,504,804 | 0.1 |
See Accompanying Notes to Financial Statements
44 |
VY®T. Rowe Price Diversified Mid Cap Growth Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
77,533 | Cboe Global Markets, Inc. | 8,034,745 | 0.7 | |||||||||||
41,900 | Discover Financial Services | 3,251,021 | 0.3 | |||||||||||
48,400 | E*Trade Financial Corp. | 2,158,640 | 0.2 | |||||||||||
7,100 | Factset Research Systems, Inc. | 2,034,576 | 0.2 | |||||||||||
57,200 | Fifth Third Bancorp | 1,595,880 | 0.1 | |||||||||||
60,900 | First Republic Bank | 5,946,885 | 0.5 | |||||||||||
112,400 | Fidelity National Financial, Inc. | 4,529,720 | 0.4 | |||||||||||
18,900 | (1) | Green Dot Corp. | 924,210 | 0.1 | ||||||||||
72,700 | Lazard Ltd. | 2,500,153 | 0.2 | |||||||||||
10,500 | MarketAxess Holdings, Inc. | 3,374,910 | 0.3 | |||||||||||
48,200 | Moody's Corp. | 9,413,942 | 0.9 | |||||||||||
16,700 | MSCI, Inc. - Class A | 3,987,793 | 0.4 | |||||||||||
26,400 | Nasdaq, Inc. | 2,538,888 | 0.2 | |||||||||||
23,700 | Northern Trust Corp. | 2,133,000 | 0.2 | |||||||||||
21,800 | Pinnacle Financial Partners, Inc. | 1,253,064 | 0.1 | |||||||||||
15,600 | Signature Bank | 1,885,104 | 0.2 | |||||||||||
11,900 | (1) | SVB Financial Group | 2,672,621 | 0.2 | ||||||||||
89,200 | TD Ameritrade Holding Corp. | 4,452,864 | 0.4 | |||||||||||
19,210 | Tradeweb Markets, Inc. | 841,590 | 0.1 | |||||||||||
59,730 | Webster Financial Corp. | 2,853,302 | 0.3 | |||||||||||
37,500 | Willis Towers Watson PLC | 7,182,750 | 0.6 | |||||||||||
81,335,070 | 7.3 | |||||||||||||
Health Care: 14.5% | ||||||||||||||
13,700 | (1) | Abiomed, Inc. | 3,568,713 | 0.3 | ||||||||||
57,199 | (1) | Acadia Healthcare Co., Inc. | 1,999,105 | 0.2 | ||||||||||
82,800 | Agilent Technologies, Inc. | 6,182,676 | 0.6 | |||||||||||
12,800 | (1),(2) | Agios Pharmaceuticals, Inc. | 638,464 | 0.1 | ||||||||||
20,400 | (1) | Alexion Pharmaceuticals, Inc. | 2,671,992 | 0.2 | ||||||||||
19,900 | (1) | Align Technology, Inc. | 5,446,630 | 0.5 | ||||||||||
58,500 | (1) | Alkermes PLC | 1,318,590 | 0.1 | ||||||||||
33,900 | (1) | Alnylam Pharmaceuticals, Inc. | 2,459,784 | 0.2 | ||||||||||
12,500 | (1) | Amedisys, Inc. | 1,517,625 | 0.1 | ||||||||||
6,992 | (1) | Argenx SE ADR | 989,927 | 0.1 | ||||||||||
8,000 | (1) | Ascendis Pharma A/S ADR | 921,200 | 0.1 | ||||||||||
190,543 | (1) | Avantor, Inc. | 3,637,466 | 0.3 | ||||||||||
75,600 | (1) | BioMarin Pharmaceutical, Inc. | 6,475,140 | 0.6 | ||||||||||
5,600 | (1) | Bluebird Bio, Inc. | 712,320 | 0.1 | ||||||||||
11,100 | (1) | Blueprint Medicines Corp. | 1,047,063 | 0.1 | ||||||||||
38,400 | Bruker Corp. | 1,918,080 | 0.2 | |||||||||||
51,584 | (1) | Catalent, Inc. | 2,796,369 | 0.3 | ||||||||||
157,000 | (1) | Centene Corp. | 8,233,080 | 0.7 | ||||||||||
33,912 | Cerner Corp. | 2,485,750 | 0.2 | |||||||||||
25,600 | Cooper Cos., Inc. | 8,624,384 | 0.8 | |||||||||||
27,800 | (1) | DaVita, Inc. | 1,564,028 | 0.1 | ||||||||||
17,000 | (1) | DexCom, Inc. | 2,547,280 | 0.2 | ||||||||||
57,710 | (1) | Elanco Animal Health, Inc. | 1,950,598 | 0.2 | ||||||||||
38,400 | (1) | Exact Sciences Corp. | 4,532,736 | 0.4 | ||||||||||
79,000 | (1) | Exelixis, Inc. | 1,688,230 | 0.2 | ||||||||||
20,200 | (1) | FibroGen, Inc. | 912,636 | 0.1 | ||||||||||
5,700 | (1),(2) | GW Pharmaceuticals PLC ADR | 982,623 | 0.1 | ||||||||||
22,000 | (1) | Henry Schein, Inc. | 1,537,800 | 0.1 | ||||||||||
113,700 | (1) | Hologic, Inc. | 5,459,874 | 0.5 | ||||||||||
7,875 | (1) | ICU Medical, Inc. | 1,983,791 | 0.2 | ||||||||||
26,500 | (1) | Idexx Laboratories, Inc. | 7,296,245 | 0.7 | ||||||||||
45,800 | (1) | Immunomedics, Inc. | 635,246 | 0.1 | ||||||||||
50,300 | (1) | Incyte Corp., Ltd. | 4,273,488 | 0.4 | ||||||||||
20,200 | (1) | IQVIA Holdings, Inc. | 3,250,180 | 0.3 | ||||||||||
17,800 | (1) | Jazz Pharmaceuticals PLC | 2,537,568 | 0.2 | ||||||||||
3,252 | (1),(2) | Madrigal Pharmaceuticals, Inc. | 340,842 | 0.0 | ||||||||||
6,700 | (1) | Mettler Toledo International, Inc. | 5,628,000 | 0.5 | ||||||||||
34,200 | (1) | Molina Healthcare, Inc. | 4,895,388 | 0.4 | ||||||||||
25,700 | (1) | Nektar Therapeutics | 914,406 | 0.1 | ||||||||||
31,279 | (1) | Neurocrine Biosciences, Inc. | 2,640,886 | 0.2 | ||||||||||
20,300 | (1) | Novocure Ltd. | 1,283,569 | 0.1 | ||||||||||
8,900 | (1) | Penumbra, Inc. | 1,424,000 | 0.1 | ||||||||||
29,700 | Perrigo Co. PLC | 1,414,314 | 0.1 | |||||||||||
22,400 | (1) | PRA Health Sciences, Inc. | 2,220,960 | 0.2 | ||||||||||
68,300 | (1) | QIAGEN NV | 2,769,565 | 0.3 | ||||||||||
16,942 | (1) | Sage Therapeutics, Inc. | 3,101,911 | 0.3 | ||||||||||
15,900 | (1) | Sarepta Therapeutics, Inc. | 2,416,005 | 0.2 | ||||||||||
27,927 | (1) | Seattle Genetics, Inc. | 1,932,828 | 0.2 | ||||||||||
14,500 | (1) | STERIS Public Ltd. Co. | 2,158,760 | 0.2 | ||||||||||
20,700 | Teleflex, Inc. | 6,854,805 | 0.6 | |||||||||||
14,092 | (1) | Ultragenyx Pharmaceutical, Inc. | 894,842 | 0.1 | ||||||||||
18,000 | Universal Health Services, Inc. | 2,347,020 | 0.2 | |||||||||||
31,600 | (1) | Veeva Systems, Inc. | 5,122,676 | 0.5 | ||||||||||
17,464 | (1) | WellCare Health Plans, Inc. | 4,978,462 | 0.4 | ||||||||||
17,500 | West Pharmaceutical Services, Inc. | 2,190,125 | 0.2 | |||||||||||
160,326,045 | 14.5 | |||||||||||||
Industrials: 17.9% | ||||||||||||||
140,700 | (2) | ADT, Inc. | 861,084 | 0.1 | ||||||||||
64,900 | Alaska Air Group, Inc. | 4,147,759 | 0.4 | |||||||||||
43,800 | Allegion Public Ltd. | 4,842,090 | 0.4 | |||||||||||
67,900 | (2) | American Airlines Group, Inc. | 2,214,219 | 0.2 | ||||||||||
28,762 | Ametek, Inc. | 2,612,740 | 0.2 | |||||||||||
58,200 | AO Smith Corp. | 2,744,712 | 0.3 | |||||||||||
51,200 | BWX Technologies, Inc. | 2,667,520 | 0.2 | |||||||||||
22,600 | CH Robinson Worldwide, Inc. | 1,906,310 | 0.2 | |||||||||||
31,200 | Cintas Corp. | 7,403,448 | 0.7 | |||||||||||
13,800 | Copa Holdings S.A.- Class A | 1,346,466 | 0.1 | |||||||||||
62,000 | (1) | Copart, Inc. | 4,633,880 | 0.4 | ||||||||||
16,800 | (1) | CoStar Group, Inc. | 9,308,208 | 0.8 | ||||||||||
29,100 | Donaldson Co., Inc. | 1,480,026 | 0.1 | |||||||||||
39,487 | Equifax, Inc. | 5,340,222 | 0.5 | |||||||||||
25,200 | Expeditors International Washington, Inc. | 1,911,672 | 0.2 | |||||||||||
31,600 | Fastenal Co. | 1,029,844 | 0.1 | |||||||||||
29,300 | Flowserve Corp. | 1,543,817 | 0.1 | |||||||||||
56,038 | Fortive Corp. | 4,568,218 | 0.4 | |||||||||||
70,875 | Fortune Brands Home & Security, Inc. | 4,049,089 | 0.4 |
See Accompanying Notes to Financial Statements
45 |
VY®T. Rowe Price Diversified Mid Cap Growth Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
21,400 | (1) | Generac Holdings, Inc. | 1,485,374 | 0.1 | ||||||||||
21,100 | (1) | Genesee & Wyoming, Inc. | 2,110,000 | 0.2 | ||||||||||
51,600 | Graco, Inc. | 2,589,288 | 0.2 | |||||||||||
41,200 | Harris Corp. | 7,792,156 | 0.7 | |||||||||||
112,000 | (1) | HD Supply Holdings, Inc. | 4,511,360 | 0.4 | ||||||||||
31,000 | Hubbell, Inc. | 4,042,400 | 0.4 | |||||||||||
18,500 | Huntington Ingalls Industries, Inc. | 4,157,690 | 0.4 | |||||||||||
69,200 | (1) | IAA, Inc. | 2,683,576 | 0.2 | ||||||||||
17,500 | IDEX Corp. | 3,012,450 | 0.3 | |||||||||||
72,153 | (1) | IHS Markit Ltd. | 4,597,589 | 0.4 | ||||||||||
36,400 | JB Hunt Transport Services, Inc. | 3,327,324 | 0.3 | |||||||||||
31,600 | Kansas City Southern | 3,849,512 | 0.3 | |||||||||||
69,200 | KAR Auction Services, Inc. | 1,730,000 | 0.2 | |||||||||||
12,700 | (1) | Kirby Corp. | 1,003,300 | 0.1 | ||||||||||
21,700 | L3 Technologies, Inc. | 5,320,189 | 0.5 | |||||||||||
11,300 | Landstar System, Inc. | 1,220,287 | 0.1 | |||||||||||
10,400 | Manpowergroup, Inc. | 1,004,640 | 0.1 | |||||||||||
15,500 | (1) | Middleby Corp. | 2,103,350 | 0.2 | ||||||||||
126,400 | Nielsen Holdings PLC | 2,856,640 | 0.3 | |||||||||||
18,900 | Nordson Corp. | 2,670,759 | 0.2 | |||||||||||
18,000 | Old Dominion Freight Line | 2,686,680 | 0.2 | |||||||||||
28,300 | Paccar, Inc. | 2,027,978 | 0.2 | |||||||||||
44,100 | Ritchie Bros Auctioneers, Inc. | 1,465,002 | 0.1 | |||||||||||
30,700 | Robert Half International, Inc. | 1,750,207 | 0.2 | |||||||||||
22,400 | Rockwell Automation, Inc. | 3,669,792 | 0.3 | |||||||||||
73,761 | Rollins, Inc. | 2,645,807 | 0.2 | |||||||||||
8,700 | Roper Technologies, Inc. | 3,186,462 | 0.3 | |||||||||||
60,024 | Schneider National, Inc. | 1,094,838 | 0.1 | |||||||||||
71,100 | (1) | Sensata Technologies Holding PLC | 3,483,900 | 0.3 | ||||||||||
16,400 | Snap-On, Inc. | 2,716,496 | 0.2 | |||||||||||
16,600 | (1) | Stericycle, Inc. | 792,650 | 0.1 | ||||||||||
37,600 | Textron, Inc. | 1,994,304 | 0.2 | |||||||||||
40,700 | Toro Co. | 2,722,830 | 0.2 | |||||||||||
15,200 | (1) | TransDigm Group, Inc. | 7,353,760 | 0.7 | ||||||||||
116,100 | TransUnion | 8,534,511 | 0.8 | |||||||||||
41,741 | (1) | United Continental Holdings, Inc. | 3,654,424 | 0.3 | ||||||||||
16,000 | Valmont Industries, Inc. | 2,028,960 | 0.2 | |||||||||||
50,900 | Verisk Analytics, Inc. | 7,454,814 | 0.7 | |||||||||||
42,520 | (2) | Wabtec Corp. | 3,051,235 | 0.3 | ||||||||||
56,050 | Waste Connections, Inc. | 5,357,259 | 0.5 | |||||||||||
12,700 | Watsco, Inc. | 2,076,831 | 0.2 | |||||||||||
26,300 | Xylem, Inc. | 2,199,732 | 0.2 | |||||||||||
198,627,680 | 17.9 | |||||||||||||
Information Technology: 30.8% | ||||||||||||||
13,100 | (1),(2) | 2U, Inc. | 493,084 | 0.0 | ||||||||||
103,700 | Amphenol Corp. | 9,948,978 | 0.9 | |||||||||||
11,100 | (1) | ANSYS, Inc. | 2,273,502 | 0.2 | ||||||||||
63,779 | (1) | Atlassian Corp. PLC | 8,344,844 | 0.8 | ||||||||||
41,200 | (1) | Autodesk, Inc. | 6,711,480 | 0.6 | ||||||||||
99,470 | (1) | Black Knight, Inc. | 5,983,121 | 0.5 | ||||||||||
105,964 | Booz Allen Hamilton Holding Corp. | 7,015,877 | 0.6 | |||||||||||
95,800 | (1) | Cadence Design Systems, Inc. | 6,783,598 | 0.6 | ||||||||||
61,000 | CDK Global, Inc. | 3,015,840 | 0.3 | |||||||||||
59,100 | CDW Corp. | 6,560,100 | 0.6 | |||||||||||
45,903 | (1) | Ceridian HCM Holding, Inc. | 2,304,331 | 0.2 | ||||||||||
40,000 | Cognex Corp. | 1,919,200 | 0.2 | |||||||||||
15,720 | (1) | Coherent, Inc. | 2,143,736 | 0.2 | ||||||||||
79,700 | (1) | CoreLogic, Inc. | 3,333,851 | 0.3 | ||||||||||
116,500 | Corning, Inc. | 3,871,295 | 0.4 | |||||||||||
15,000 | (1) | Coupa Software, Inc. | 1,899,150 | 0.2 | ||||||||||
11,597 | (1) | Crowdstrike Holdings, Inc. | 791,959 | 0.1 | ||||||||||
6,447 | (1),(3),(4) | Datadog, Inc. | 307,844 | 0.0 | ||||||||||
31,853 | (1) | DocuSign, Inc. | 1,583,413 | 0.1 | ||||||||||
51,726 | (1) | Dropbox, Inc. | 1,295,736 | 0.1 | ||||||||||
119,600 | Entegris, Inc. | 4,463,472 | 0.4 | |||||||||||
13,200 | (1) | EPAM Systems, Inc. | 2,284,920 | 0.2 | ||||||||||
21,900 | (1) | Euronet Worldwide, Inc. | 3,684,456 | 0.3 | ||||||||||
26,600 | Fidelity National Information Services, Inc. | 3,263,288 | 0.3 | |||||||||||
101,500 | (1) | Fiserv, Inc. | 9,252,740 | 0.8 | ||||||||||
30,900 | (1) | FleetCor Technologies, Inc. | 8,678,265 | 0.8 | ||||||||||
17,200 | Flir Systems, Inc. | 930,520 | 0.1 | |||||||||||
33,300 | (1) | Fortinet, Inc. | 2,558,439 | 0.2 | ||||||||||
51,000 | (1) | Gartner, Inc. | 8,207,940 | 0.7 | ||||||||||
37,900 | Genpact Ltd. | 1,443,611 | 0.1 | |||||||||||
61,600 | Global Payments, Inc. | 9,864,008 | 0.9 | |||||||||||
53,100 | (1) | GoDaddy, Inc. | 3,724,965 | 0.3 | ||||||||||
40,900 | (1) | Guidewire Software, Inc. | 4,146,442 | 0.4 | ||||||||||
11,000 | (1) | IPG Photonics Corp. | 1,696,750 | 0.2 | ||||||||||
69,850 | (1) | Keysight Technologies, Inc. | 6,273,229 | 0.6 | ||||||||||
63,800 | KLA-Tencor Corp. | 7,541,160 | 0.7 | |||||||||||
34,400 | Lam Research Corp. | 6,461,696 | 0.6 | |||||||||||
55,700 | Leidos Holdings, Inc. | 4,447,645 | 0.4 | |||||||||||
9,200 | Littelfuse, Inc. | 1,627,572 | 0.1 | |||||||||||
255,948 | Marvell Technology Group Ltd. | 6,109,479 | 0.6 | |||||||||||
142,600 | Maxim Integrated Products | 8,530,332 | 0.8 | |||||||||||
101,300 | Microchip Technology, Inc. | 8,782,710 | 0.8 | |||||||||||
24,000 | Monolithic Power Systems, Inc. | 3,258,720 | 0.3 | |||||||||||
36,700 | Motorola Solutions, Inc. | 6,118,991 | 0.6 | |||||||||||
18,300 | (1) | New Relic, Inc. | 1,583,133 | 0.1 | ||||||||||
27,900 | (1) | Okta, Inc. | 3,445,929 | 0.3 | ||||||||||
34,100 | (1) | Palo Alto Networks, Inc. | 6,948,216 | 0.6 | ||||||||||
32,100 | Paychex, Inc. | 2,641,509 | 0.2 | |||||||||||
9,800 | (1) | Paycom Software, Inc. | 2,221,856 | 0.2 | ||||||||||
34,186 | (1) | Pluralsight, Inc. | 1,036,520 | 0.1 | ||||||||||
25,900 | (1) | Proofpoint, Inc. | 3,114,475 | 0.3 | ||||||||||
131,269 | (1) | Pure Storage, Inc. | 2,004,478 | 0.2 | ||||||||||
55,667 | (1) | RealPage, Inc. | 3,276,003 | 0.3 | ||||||||||
127,900 | Sabre Corp. | 2,839,380 | 0.3 | |||||||||||
41,200 | (1) | ServiceNow, Inc. | 11,312,284 | 1.0 | ||||||||||
12,400 | (1) | Shopify, Inc. | 3,721,860 | 0.3 | ||||||||||
85,000 | Skyworks Solutions, Inc. | 6,567,950 | 0.6 | |||||||||||
58,160 | (1) | Slack Technologies, Inc. | 2,181,000 | 0.2 | ||||||||||
74,700 | (1) | Splunk, Inc. | 9,393,525 | 0.8 | ||||||||||
100,835 | SS&C Technologies Holdings, Inc. | 5,809,104 | 0.5 | |||||||||||
34,597 | (1) | StoneCo Ltd. | 1,023,379 | 0.1 | ||||||||||
129,200 | Symantec Corp. | 2,811,392 | 0.3 | |||||||||||
39,200 | (1) | Synopsys, Inc. | 5,044,648 | 0.5 | ||||||||||
32,619 | (1) | Tableau Software, Inc. | 5,415,406 | 0.5 |
See Accompanying Notes to Financial Statements
46 |
VY®T. Rowe Price Diversified Mid Cap Growth Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
56,200 | Total System Services, Inc. | 7,208,774 | 0.7 | |||||||||||
32,800 | (1) | Twilio, Inc. | 4,472,280 | 0.4 | ||||||||||
16,700 | (1) | Tyler Technologies, Inc. | 3,607,534 | 0.3 | ||||||||||
26,800 | (1) | VeriSign, Inc. | 5,605,488 | 0.5 | ||||||||||
20,999 | (1) | WEX, Inc. | 4,369,892 | 0.4 | ||||||||||
45,447 | (1) | Workday, Inc. | 9,342,994 | 0.8 | ||||||||||
94,300 | (1) | Worldpay, Inc. | 11,556,465 | 1.0 | ||||||||||
72,400 | Xilinx, Inc. | 8,537,408 | 0.8 | |||||||||||
44,600 | (1) | Zendesk, Inc. | 3,970,738 | 0.4 | ||||||||||
2,760 | (1),(2) | Zoom Video Communications, Inc. | 245,060 | 0.0 | ||||||||||
341,240,969 | 30.8 | |||||||||||||
Materials: 3.7% | ||||||||||||||
36,500 | Avery Dennison Corp. | 4,222,320 | 0.4 | |||||||||||
55,500 | (1) | Axalta Coating Systems Ltd. | 1,652,235 | 0.2 | ||||||||||
112,400 | Ball Corp. | 7,866,876 | 0.7 | |||||||||||
25,100 | Celanese Corp. | 2,705,780 | 0.2 | |||||||||||
42,800 | CF Industries Holdings, Inc. | 1,999,188 | 0.2 | |||||||||||
24,100 | Eagle Materials, Inc. | 2,234,070 | 0.2 | |||||||||||
36,500 | International Paper Co. | 1,581,180 | 0.1 | |||||||||||
43,900 | Kirkland Lake Gold Ltd. | 1,884,188 | 0.2 | |||||||||||
22,500 | PPG Industries, Inc. | 2,625,975 | 0.2 | |||||||||||
58,300 | RPM International, Inc. | 3,562,713 | 0.3 | |||||||||||
67,300 | Sealed Air Corp. | 2,879,094 | 0.3 | |||||||||||
51,429 | Valvoline, Inc. | 1,004,408 | 0.1 | |||||||||||
48,700 | Vulcan Materials Co. | 6,686,997 | 0.6 | |||||||||||
40,905,024 | 3.7 | |||||||||||||
Real Estate: 1.8% | ||||||||||||||
26,995 | American Campus Communities, Inc. | 1,246,089 | 0.1 | |||||||||||
38,900 | CubeSmart | 1,300,816 | 0.1 | |||||||||||
1,915 | Equinix, Inc. | 965,716 | 0.1 | |||||||||||
6,300 | Federal Realty Investment Trust | 811,188 | 0.1 | |||||||||||
48,400 | Iron Mountain, Inc. | 1,514,920 | 0.1 | |||||||||||
14,000 | Jones Lang LaSalle, Inc. | 1,969,660 | 0.2 | |||||||||||
68,700 | MGM Growth Properties LLC | 2,105,655 | 0.2 | |||||||||||
32,250 | (1) | SBA Communications Corp. | 7,251,090 | 0.7 | ||||||||||
12,700 | SL Green Realty Corp. | 1,020,699 | 0.1 | |||||||||||
117,915 | Vereit, Inc. | 1,062,414 | 0.1 | |||||||||||
6,575 | (1),(3),(4) | WeWork Companies, Inc. - Class A | 355,050 | 0.0 | ||||||||||
19,603,297 | 1.8 | |||||||||||||
Utilities: 0.7% | ||||||||||||||
24,026 | American Water Works Co., Inc. | 2,787,016 | 0.3 | |||||||||||
29,400 | Atmos Energy Corp. | 3,103,464 | 0.3 | |||||||||||
50,200 | NiSource, Inc. | 1,445,760 | 0.1 | |||||||||||
7,336,240 | 0.7 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $743,827,940) | 1,093,620,062 | 98.6 | ||||||||||||
PREFERRED STOCK: 1.3% | ||||||||||||||
Communication Services: 0.4% | ||||||||||||||
32,391 | (1),(3),(4) | AirBNB, Inc. - Series D | 3,817,927 | 0.4 | ||||||||||
3,719 | (1),(3),(4) | AirBNB, Inc. - Series E | 438,359 | 0.0 | ||||||||||
4,256,286 | 0.4 | |||||||||||||
Information Technology: 0.4% | ||||||||||||||
353,970 | (1),(3),(4) | Tanium, Inc. - Series G | 3,077,273 | 0.3 | ||||||||||
23,311 | (1),(3),(4) | UiPath Inc., Series D-1 | 917,327 | 0.1 | ||||||||||
3,914 | (1),(3),(4) | UiPath Inc., Series D-2 | 154,023 | 0.0 | ||||||||||
4,148,623 | 0.4 | |||||||||||||
Real Estate: 0.5% | ||||||||||||||
44,396 | (1),(3),(4) | WeWork Companies, Inc. - Series D-1 | 2,397,384 | 0.2 | ||||||||||
34,882 | (1),(3),(4) | WeWork Companies, Inc. - Series D-2 | 1,883,628 | 0.2 | ||||||||||
24,709 | (1),(3),(4) | WeWork Companies, Inc. - Series E | 1,334,286 | 0.1 | ||||||||||
5,615,298 | 0.5 | |||||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $6,626,256) | 14,020,207 | 1.3 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $750,454,196) | 1,107,640,269 | 99.9 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 0.7% | ||||||||||||||
Repurchase Agreements(5): 0.7% | ||||||||||||||
1,875,027 | (5) | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,875,412, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $1,912,528, due 06/01/46-07/01/49) | 1,875,027 | 0.2 | ||||||||||
555,250 | (5) | Citadel Securities LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $555,365, collateralized by various U.S. Government Securities, 1.500%-3.125%, Market Value plus accrued interest $566,617, due 03/31/23-08/15/44) | 555,250 | 0.0 | ||||||||||
1,875,027 | (5) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,875,412, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,912,528, due 07/02/19-01/20/63) | 1,875,027 | 0.2 |
See Accompanying Notes to Financial Statements
47 |
VY®T. Rowe Price Diversified Mid Cap Growth Portfolio | PORTFOLIO OF INVESTMENTS |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Repurchase Agreements(5): (continued) | ||||||||||||||
1,875,027 | (5) | Jefferies LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $1,875,415, collateralized by various U.S. Government Agency Obligations, 0.000%-2.650%, Market Value plus accrued interest $1,912,537, due 07/05/19-08/16/23) | 1,875,027 | 0.2 | ||||||||||
1,875,027 | (5) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $1,875,414, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,912,528, due 07/18/19-09/09/49) | 1,875,027 | 0.1 | ||||||||||
8,055,358 | 0.7 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.0% | ||||||||||||||
782 | (6) | T. Rowe Price Government Reserve Fund, 2.460% | ||||||||||||
(Cost $782) | 782 | 0.0 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $8,056,140) | 8,056,140 | 0.7 | ||||||||||||
Total Investments in Securities (Cost $758,510,336) | $ | 1,115,696,409 | 100.6 | |||||||||||
Liabilities in Excess of Other Assets | (7,048,246 | ) | (0.6 | ) | ||||||||||
Net Assets | $ | 1,108,648,163 | 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, 2019, the Portfolio held restricted securities with a fair value of $17,823,901 or 1.6% 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, 2019. |
See Accompanying Notes to Financial Statements
48 |
VY®T. Rowe Price Growth Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019(Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.0% | ||||||||||||||
Communication Services: 18.3% | ||||||||||||||
48,660 | (1) | Alphabet, Inc. - Class A | $ | 52,689,048 | 2.7 | |||||||||
47,486 | (1) | Alphabet, Inc. - Class C | 51,328,092 | 2.7 | ||||||||||
114,356 | (1) | Electronic Arts, Inc. | 11,579,689 | 0.6 | ||||||||||
581,281 | (1) | Facebook, Inc. - Class A | 112,187,233 | 5.8 | ||||||||||
61,250 | (1) | IAC/InterActiveCorp | 13,323,712 | 0.7 | ||||||||||
86,708 | (1) | NetFlix, Inc. | 31,849,583 | 1.7 | ||||||||||
892,100 | Tencent Holdings Ltd. | 40,358,086 | 2.1 | |||||||||||
569,607 | (1),(2) | Tencent Music Entertainment Group ADR | 8,538,409 | 0.4 | ||||||||||
220,979 | Walt Disney Co. | 30,857,507 | 1.6 | |||||||||||
352,711,359 | 18.3 | |||||||||||||
Consumer Discretionary: 21.2% | ||||||||||||||
260,742 | (1) | Alibaba Group Holding Ltd. ADR | 44,182,732 | 2.3 | ||||||||||
91,669 | (1) | Amazon.com, Inc. | 173,587,168 | 9.0 | ||||||||||
257,418 | Aptiv PLC | 20,807,097 | 1.1 | |||||||||||
10,405 | (1) | Booking Holdings, Inc. | 19,506,358 | 1.0 | ||||||||||
53,400 | Dollar General Corp. | 7,217,544 | 0.4 | |||||||||||
148,575 | (1) | Dollar Tree, Inc. | 15,955,469 | 0.8 | ||||||||||
523,362 | Dollarama, Inc. | 18,411,888 | 0.9 | |||||||||||
115,634 | (2) | Ferrari NV | 18,665,640 | 1.0 | ||||||||||
232,853 | Las Vegas Sands Corp. | 13,759,284 | 0.7 | |||||||||||
64,403 | McDonald's Corp. | 13,373,927 | 0.7 | |||||||||||
9,651 | (1) | MercadoLibre, Inc. | 5,904,192 | 0.3 | ||||||||||
337,000 | (2) | MGM Resorts International | 9,628,090 | 0.5 | ||||||||||
242,498 | Nike, Inc. | 20,357,707 | 1.1 | |||||||||||
2,950 | (1) | NVR, Inc. | 9,942,238 | 0.5 | ||||||||||
145,881 | Wynn Resorts Ltd. | 18,087,785 | 0.9 | |||||||||||
409,387,119 | 21.2 | |||||||||||||
Consumer Staples: 0.8% | ||||||||||||||
180,985 | Philip Morris International, Inc. | 14,212,752 | 0.8 | |||||||||||
Energy: 0.4% | ||||||||||||||
53,400 | Pioneer Natural Resources Co. | 8,216,124 | 0.4 | |||||||||||
Financials: 3.6% | ||||||||||||||
1,134,411 | (1),(3),(4) | Ant International Co., Limited- Class C | 6,364,046 | 0.3 | ||||||||||
354,764 | Charles Schwab Corp. | 14,257,965 | 0.7 | |||||||||||
92,384 | Chubb Ltd. | 13,607,240 | 0.7 | |||||||||||
127,798 | Intercontinental Exchange, Inc. | 10,982,960 | 0.6 | |||||||||||
83,410 | Morgan Stanley | 3,654,192 | 0.2 | |||||||||||
14,800 | S&P Global, Inc. | 3,371,292 | 0.2 | |||||||||||
352,873 | TD Ameritrade Holding Corp. | 17,615,420 | 0.9 | |||||||||||
69,853,115 | 3.6 | |||||||||||||
Health Care: 12.7% | ||||||||||||||
172,012 | (1) | Alcon, Inc. | 10,621,679 | 0.6 | ||||||||||
75,478 | (1) | Alexion Pharmaceuticals, Inc. | 9,886,108 | 0.5 | ||||||||||
64,299 | Anthem, Inc. | 18,145,821 | 0.9 | |||||||||||
123,056 | Becton Dickinson & Co. | 31,011,342 | 1.6 | |||||||||||
292,526 | (1) | Centene Corp. | 15,340,063 | 0.8 | ||||||||||
88,856 | Cigna Corp. | 13,999,263 | 0.7 | |||||||||||
25,213 | (1) | Elanco Animal Health, Inc. | 852,199 | 0.0 | ||||||||||
35,512 | Eli Lilly & Co. | 3,934,374 | 0.2 | |||||||||||
87,030 | HCA Healthcare, Inc. | 11,763,845 | 0.6 | |||||||||||
53,414 | (1) | Intuitive Surgical, Inc. | 28,018,314 | 1.5 | ||||||||||
181,034 | Stryker Corp. | 37,216,970 | 1.9 | |||||||||||
100,456 | UnitedHealth Group, Inc. | 24,512,269 | 1.3 | |||||||||||
156,965 | (1) | Vertex Pharmaceuticals, Inc. | 28,784,242 | 1.5 | ||||||||||
37,337 | (1) | WellCare Health Plans, Inc. | 10,643,659 | 0.6 | ||||||||||
244,730,148 | 12.7 | |||||||||||||
Industrials: 9.8% | ||||||||||||||
194,248 | Boeing Co. | 70,708,214 | 3.7 | |||||||||||
59,725 | (2) | Equifax, Inc. | 8,077,209 | 0.4 | ||||||||||
221,875 | Fortive Corp. | 18,087,250 | 0.9 | |||||||||||
43,325 | Honeywell International, Inc. | 7,564,112 | 0.4 | |||||||||||
79,487 | JB Hunt Transport Services, Inc. | 7,265,907 | 0.4 | |||||||||||
55,275 | Northrop Grumman Corp. | 17,859,905 | 0.9 | |||||||||||
68,046 | Roper Technologies, Inc. | 24,922,528 | 1.3 | |||||||||||
248,156 | TransUnion | 18,241,948 | 0.9 | |||||||||||
81,279 | (1),(4) | Uber Technologies, Inc. - Lockup Shares | 3,769,720 | 0.2 | ||||||||||
180,204 | (2) | Wabtec Corp. | 12,931,439 | 0.7 | ||||||||||
189,428,232 | 9.8 | |||||||||||||
Information Technology: 28.0% | ||||||||||||||
75,185 | Apple, Inc. | 14,880,615 | 0.8 | |||||||||||
81,277 | (2) | ASML Holding NV-NY REG | 16,899,927 | 0.9 | ||||||||||
13,884 | (1),(2) | Atlassian Corp. PLC | 1,816,583 | 0.1 | ||||||||||
78,308 | Fidelity National Information Services, Inc. | 9,606,825 | 0.5 | |||||||||||
187,756 | (1) | Fiserv, Inc. | 17,115,837 | 0.9 | ||||||||||
114,500 | Intuit, Inc. | 29,922,285 | 1.5 | |||||||||||
656,786 | Marvell Technology Group Ltd. | 15,677,482 | 0.8 | |||||||||||
236,712 | Mastercard, Inc. - Class A | 62,617,425 | 3.2 | |||||||||||
829,940 | Microsoft Corp. | 111,178,762 | 5.8 | |||||||||||
193,959 | (1) | PayPal Holdings, Inc. | 22,200,547 | 1.1 | ||||||||||
160,189 | (1) | Salesforce.com, Inc. | 24,305,477 | 1.3 | ||||||||||
46,813 | (1) | ServiceNow, Inc. | 12,853,445 | 0.7 | ||||||||||
5,610 | (1),(2) | Slack Technologies, Inc. | 210,375 | 0.0 | ||||||||||
137,600 | (1),(2) | Splunk, Inc. | 17,303,200 | 0.9 | ||||||||||
1,022,677 | (2) | Symantec Corp. | 22,253,452 | 1.2 | ||||||||||
35,529 | Temenos AG | 6,361,609 | 0.3 | |||||||||||
68,600 | Total System Services, Inc. | 8,799,322 | 0.5 | |||||||||||
419,090 | Visa, Inc. - Class A | 72,733,070 | 3.8 | |||||||||||
113,967 | VMware, Inc. | 19,056,422 | 1.0 | |||||||||||
97,268 | (1) | Workday, Inc. | 19,996,355 | 1.0 | ||||||||||
272,476 | (1) | Worldpay, Inc. | 33,391,934 | 1.7 |
See Accompanying Notes to Financial Statements
49 |
VY®T. Rowe Price Growth Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
6,045 | (1),(2) | Zoom Video Communications, Inc. | 536,736 | 0.0 | ||||||||||
539,717,685 | 28.0 | |||||||||||||
Materials: 0.9% | ||||||||||||||
71,614 | Dow, Inc. | 3,531,286 | 0.2 | |||||||||||
71,614 | DowDuPont, Inc. | 5,376,063 | 0.3 | |||||||||||
43,800 | (1) | Linde Public Ltd. | 8,795,040 | 0.4 | ||||||||||
17,702,389 | 0.9 | |||||||||||||
Real Estate: 0.4% | ||||||||||||||
60,818 | Crown Castle International Corp. | 7,927,626 | 0.4 | |||||||||||
Utilities: 1.9% | ||||||||||||||
75,596 | NextEra Energy, Inc. | 15,486,597 | 0.8 | |||||||||||
149,978 | Sempra Energy | 20,612,976 | 1.1 | |||||||||||
36,099,573 | 1.9 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $1,342,736,808) | 1,889,986,122 | 98.0 | ||||||||||||
PREFERRED STOCK: 1.3% | ||||||||||||||
Communication Services: 0.6% | ||||||||||||||
59,241 | (1),(3),(4) | AirBNB, Inc. - Series D | 6,982,737 | 0.3 | ||||||||||
16,058 | (1),(3),(4) | AirBNB, Inc. - Series E | 1,892,756 | 0.1 | ||||||||||
68,026 | (1),(3),(4) | Xiaoju Kuaizhi, Inc., Series A-17 (DiDi Chuxing, Inc.) | 3,264,568 | 0.2 | ||||||||||
12,140,061 | 0.6 | |||||||||||||
Consumer Discretionary: 0.1% | ||||||||||||||
163,010 | (1),(3),(4) | Aurora Innovation, Inc., - Series B | 1,506,261 | 0.1 | ||||||||||
Industrials: 0.2% | ||||||||||||||
1,597 | (1),(3),(4) | GM Cruise Holdings, LLC Class F | 2,914,525 | 0.2 | ||||||||||
Information Technology: 0.3% | ||||||||||||||
93,459 | (1),(3),(4) | Magic Leap, Inc. - Series C | 2,523,392 | 0.1 | ||||||||||
61,969 | (1),(3),(4) | Magic Leap, Inc. - Series D | 1,673,163 | 0.1 | ||||||||||
57,073 | (1),(3),(4) | UiPath Inc., Series D-1 | 2,245,920 | 0.1 | ||||||||||
9,584 | (1),(3),(4) | UiPath Inc., Series D-2 | 377,147 | 0.0 | ||||||||||
�� | 6,819,622 | 0.3 | ||||||||||||
Real Estate: 0.1% | ||||||||||||||
42,822 | (1),(3),(4) | WeWork Companies, Inc. - Series E | 2,312,388 | 0.1 | ||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $18,050,539) | 25,692,857 | 1.3 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $1,360,787,347) | 1,915,678,979 | 99.3 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 3.2% | ||||||||||||||
Floating Rate Notes(5): 0.5% | ||||||||||||||
525,000 | (5) | Bedford Row Funding, 2.490%, 12/16/2019 | 524,950 | 0.0 | ||||||||||
253,000 | (5) | Bedford Row Funding, 2.500%, 11/25/2019 | 253,036 | 0.0 | ||||||||||
300,000 | (5) | Coöperatieve Rabobank U.A., 2.450%, 10/23/2019 | 300,032 | 0.0 | ||||||||||
600,000 | (5) | DNB ASA, 2.490%, 12/06/2019 | 600,020 | 0.0 | ||||||||||
300,000 | (5) | HSBC Holdings PLC, 2.540%, 11/08/2019 | 300,074 | 0.0 | ||||||||||
575,000 | (5) | HSBC Holdings PLC, 2.540%, 12/27/2019 | 575,000 | 0.0 | ||||||||||
650,000 | (5) | Lloyds Bank PLC, 2.510%, 12/10/2019 | 650,076 | 0.1 | ||||||||||
700,000 | (5) | Mizuho Financial Group Inc., 2.520%, 11/25/2019 | 700,099 | 0.1 | ||||||||||
400,000 | (5) | Mizuho Financial Group Inc., 2.560%, 11/01/2019 | 400,054 | 0.0 | ||||||||||
300,000 | (5) | Natixis S.A., 2.510%, 11/08/2019 | 300,041 | 0.0 | ||||||||||
400,000 | (5) | Oversea-Chinese Banking Corp., Ltd., 2.540%, 11/01/2019 | 400,055 | 0.0 | ||||||||||
550,000 | (5) | Societe Generale, 2.560%, 12/02/2019 | 550,138 | 0.0 | ||||||||||
300,000 | (5) | State Street Bank & Trust Co., 2.480%, 11/15/2019 | 300,024 | 0.0 | ||||||||||
775,000 | (5) | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 10/15/2019 | 774,999 | 0.1 | ||||||||||
500,000 | (5) | The Sumitomo Mitsui Financial Group, 2.560%, 11/01/2019 | 499,964 | 0.0 | ||||||||||
725,000 | (5) | Toronto-Dominion Bank, 2.500%, 12/10/2019 | 725,036 | 0.1 | ||||||||||
375,000 | (5) | Toronto-Dominion Bank, 2.500%, 12/23/2019 | 375,020 | 0.0 | ||||||||||
700,000 | (5) | U.S. Bancorp, 2.480%, 11/25/2019 | 700,099 | 0.1 | ||||||||||
8,928,717 | 0.5 | |||||||||||||
Repurchase Agreements(5): 2.4% | ||||||||||||||
13,278,523 | (5) | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $13,281,251, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $13,544,093, due 06/01/46-07/01/49) | 13,278,523 | 0.7 |
See Accompanying Notes to Financial Statements
50 |
VY®T. Rowe Price Growth Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Repurchase Agreements(5) (continued) | ||||||||||||||
3,576,891 | (5) | Citadel Securities LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $3,577,632, collateralized by various U.S. Government Securities, 1.500%-3.125%, Market Value plus accrued interest $3,650,120, due 03/31/23-08/15/44) | 3,576,891 | 0.2 | ||||||||||
13,278,523 | (5) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $13,281,251, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $13,544,094, due 07/02/19-01/20/63) | 13,278,523 | 0.7 | ||||||||||
13,278,523 | (5) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $13,281,262, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $13,544,094, due 07/18/19-09/09/49) | 13,278,523 | 0.7 | ||||||||||
2,491,595 | (5) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/28/19, 2.70%, due 07/01/19 (Repurchase Amount $2,492,148, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,541,761, due 07/01/19-09/09/49) | 2,491,595 | 0.1 | ||||||||||
45,904,055 | 2.4 | |||||||||||||
Certificates of Deposit(5): 0.1% | ||||||||||||||
400,000 | (5) | Landesbank Baden-Wurttemberg, 2.530%, 08/12/2019 | 400,081 | 0.0 | ||||||||||
750,000 | (5) | Mitsubishi UFJ Financial Group, Inc., 2.400%, 09/12/2019 | 750,085 | 0.1 | ||||||||||
550,000 | (5) | Sumitomo Mitsui Trust Holdings, Inc., 2.470%, 09/13/2019 | 550,148 | 0.0 | ||||||||||
500,000 | (5) | The Norinchukin Bank, 2.540%, 08/01/2019 | 500,063 | 0.0 | ||||||||||
2,200,377 | 0.1 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.2% | ||||||||||||||
3,864,661 | (6) | T. Rowe Price Government Reserve Fund, 2.460% | ||||||||||||
(Cost $3,864,661) | 3,864,661 | 0.2 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $60,897,810) | 60,897,810 | 3.2 | ||||||||||||
Total Investments in Securities (Cost $1,421,685,157) | $ | 1,976,576,789 | 102.5 | |||||||||||
Liabilities in Excess of Other Assets | (48,037,296 | ) | (2.5 | ) | ||||||||||
Net Assets | $ | 1,928,539,493 | 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, 2019, the Portfolio held restricted securities with a fair value of $35,826,623 or 1.9% 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, 2019. |
See Accompanying Notes to Financial Statements
51 |
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 principalfinancial 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 9, 2019
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 9, 2019
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: September 9, 2019