N-MFP2 0000837276 XXXXXXXX 2017-06-30 0000837276 S000005630 3 N N 033-23512 Directed Services LLC 801-32675 Voya Investment Management Co. LLC 801-09046 KPMG LLP Boston MA BNY Mellon Investment Servicing (U.S.) Inc. 0000849542 084-01761 N N Y Exempt Government N 41 54 435182623.87 454278575.67 475666739.49 470073494.54 540748871.83 689283206.87 686979023.80 679141575.49 676829108.54 674686775.00 0.5046 0.5282 0.5552 0.5511 0.6344 0.7992 0.7987 0.7927 0.7935 0.7916 5090.17 712933389.55 712947322.81 217222140.95 77840998.47 852319622.20 852259916.7100 1.0000 0.0101 1.0001 1.0001 1.0001 1.0001 1.0001 C000015353 1.00 51521851.38 51518223.7500 1.0001 1.0001 1.0001 1.0001 1.0001 68211.52 873290.27 220910.70 65930.92 25298.30 270985.78 759500.16 24891.08 66164.22 247835.41 1073024.28 765487.70 0.0072 N C000015354 1.00 419050769.00 419021313.5900 1.0001 1.0001 1.0001 1.0001 1.0001 1205570.17 5476973.34 2198741.48 3139531.09 1283364.20 2145427.77 64990.12 2695401.64 2513242.17 1177750.92 7145431.91 13194228.74 0.0047 N C000015355 1.00 381747001.80 381720379.3700 1.0001 1.0001 1.0001 1.0001 1.0001 1149475.28 4099718.73 3699012.05 2297176.81 247571.93 2505052.32 1460082.19 3343976.73 678019.70 2167892.32 6084685.87 13265112.93 0.0032 N BlackRock Liquidity Funds FedFund Portfolio BlackRock Liquidity Funds FedFund Portfolio;0.859% 09248U700 549300LRIF3NWCU26A80 US09248U7000 BBG000BCJVN6 Investment Company Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0086 35000000.00 35000000.00 0.0411 N Y Y N Federal Home Loan Banks Federal Home Loan Banks;0.730% 3130A6K71 US3130A6K713 BBG00B3ZTM68 U.S. Government Agency Debt Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0107 1697739.00 1697739.00 0.0020 N N N N Federal Home Loan Banks Federal Home Loan Banks;1.219% 3130A7G90 US3130A7G909 BBG00CCNZ5V5 U.S. Government Agency Debt Y N/A N/A 2017-09-08 2018-03-08 2018-03-08 N N N 0.0122 901233.00 901233.00 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks;1.082% 3130A82Z5 US3130A82Z56 BBG00CW76WJ5 U.S. Government Agency Debt Y N/A N/A 2017-08-15 2017-11-15 2017-11-15 N N N 0.0108 3301551.00 3301551.00 0.0039 N N N N Federal Home Loan Banks Federal Home Loan Banks;1.159% 3130A8FR9 US3130A8FR94 BBG00D20DZL3 U.S. Government Agency Debt Y N/A N/A 2017-07-07 2017-12-07 2017-12-07 N N N 0.0116 950959.50 950959.50 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks;1.167% 3130A8P49 US3130A8P494 BBG00D8RGXP6 U.S. Government Agency Debt Y N/A N/A 2017-07-12 2017-07-12 2017-07-12 N N N 0.0117 6500390.00 6500390.00 0.0076 N N N N Federal Home Loan Banks Federal Home Loan Banks;1.302% 3130A8X24 US3130A8X241 BBG00DHRB6S7 U.S. Government Agency Debt Y N/A N/A 2017-07-02 2017-11-02 2017-11-02 N N N 0.0113 900720.00 900720.00 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks;1.257% 3130A9BN0 US3130A9BN00 BBG00DQ5YV41 U.S. Government Agency Debt Y N/A N/A 2017-07-28 2018-02-28 2018-02-28 N N N 0.0126 550660.00 550660.00 0.0006 N N N N Federal Home Loan Banks Federal Home Loan Banks;0.745% 3130A9V81 US3130A9V813 BBG00F34Q6J2 U.S. Government Agency Debt Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0075 5999100.00 5999100.00 0.0070 N N N N Federal Home Loan Banks Federal Home Loan Banks;1.122% 3130AA3Q9 US3130AA3Q96 BBG00F9W0229 U.S. Government Agency Debt Y N/A N/A 2017-07-16 2017-08-16 2017-08-16 N N N 0.0112 16502640.00 16502640.00 0.0194 N N N N Federal Home Loan Banks Federal Home Loan Banks;1.174% 3130AA4Z8 US3130AA4Z86 BBG00F9ZNHR7 U.S. Government Agency Debt Y N/A N/A 2017-07-17 2017-08-17 2017-08-17 N N N 0.0117 16002880.00 16002880.00 0.0188 N N N N Federal Home Loan Banks Federal Home Loan Banks;1.057% 3130ABCU8 US3130ABCU87 BBG00GM1JQB7 U.S. Government Agency Debt Y N/A N/A 2017-07-01 2018-02-01 2018-02-01 N N N 0.0088 849940.50 849940.50 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks;0.929% 3130ABED4 US3130ABED45 BBG00GNH7Y72 U.S. Government Agency Debt Y N/A N/A 2017-07-08 2018-02-08 2018-02-08 N N N 0.0093 599994.00 599994.00 0.0007 N N N N Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes;1.179% 313313TY4 US313313TY40 BBG00FRYJXC6 U.S. Government Agency Debt Y N/A N/A 2018-03-07 2018-03-07 2018-03-07 N N N 0.0118 2232247.50 2232247.50 0.0026 N N N N Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes;1.240% 313313UH9 US313313UH97 BBG00FRYJXM5 U.S. Government Agency Debt Y N/A N/A 2018-03-16 2018-03-16 2018-03-16 N N N 0.0124 971983.60 971983.60 0.0011 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;5.050% 31331X4F6 US31331X4F61 BBG0000KGYX6 U.S. Government Agency Debt Y N/A N/A 2017-09-21 2017-09-21 2017-09-21 N N N 0.0096 504410.00 504410.00 0.0006 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes;0.845% 313385HR0 US313385HR04 BBG00CX40828 U.S. Government Agency Debt Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0085 700000.00 700000.00 0.0008 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes;1.030% 313385JQ0 US313385JQ03 BBG00CX40999 U.S. Government Agency Debt Y N/A N/A 2017-07-26 2017-07-26 2017-07-26 N N N 0.0103 1199244.00 1199244.00 0.0014 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes;0.817% 313385KG0 US313385KG02 BBG00D365N26 U.S. Government Agency Debt Y N/A N/A 2017-08-11 2017-08-11 2017-08-11 N N N 0.0082 11487465.00 11487465.00 0.0135 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes;1.000% 313385KP0 US313385KP01 BBG00D365N99 U.S. Government Agency Debt Y N/A N/A 2017-08-18 2017-08-18 2017-08-18 N N N 0.0100 3245807.50 3245807.50 0.0038 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes;1.042% 313385KU9 US313385KU95 BBG00D365NF2 U.S. Government Agency Debt Y N/A N/A 2017-08-23 2017-08-23 2017-08-23 N N N 0.0104 90071014.00 90071014.00 0.1057 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes;1.061% 313385MA1 US313385MA14 BBG00DBPKQV9 U.S. Government Agency Debt Y N/A N/A 2017-09-22 2017-09-22 2017-09-22 N N N 0.0106 2494275.00 2494275.00 0.0029 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes;1.082% 313385MG8 US313385MG83 BBG00DBPKR47 U.S. Government Agency Debt Y N/A N/A 2017-09-28 2017-09-28 2017-09-28 N N N 0.0108 15212485.00 15212485.00 0.0178 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;0.790% 3133ECA95 US3133ECA959 BBG003PY4DF2 U.S. Government Agency Debt Y N/A N/A 2017-09-18 2017-09-18 2017-09-18 N N N 0.0079 1998800.00 1998800.00 0.0023 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;1.264% 3133EDTT9 US3133EDTT90 BBG00717YTK4 U.S. Government Agency Debt Y N/A N/A 2017-07-29 2017-08-29 2017-08-29 N N N 0.0126 900387.00 900387.00 0.0011 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;1.250% 3133EDWL2 US3133EDWL28 BBG0076S6H84 U.S. Government Agency Debt Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0125 1250000.00 1250000.00 0.0015 N Y Y N Federal Farm Credit Banks Federal Farm Credit Banks;1.233% 3133EE4D9 US3133EE4D98 BBG009L5KBN3 U.S. Government Agency Debt Y N/A N/A 2017-07-04 2017-10-17 2017-10-17 N N N 0.0123 750630.00 750630.00 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;1.253% 3133EE7B0 US3133EE7B06 BBG009S1P8Q4 U.S. Government Agency Debt Y N/A N/A 2017-07-04 2018-02-20 2018-02-20 N N N 0.0125 7807956.00 7807956.00 0.0092 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;1.124% 3133EEXN5 US3133EEXN57 BBG008G2FX10 U.S. Government Agency Debt Y N/A N/A 2017-07-08 2017-12-08 2017-12-08 N N N 0.0112 2602236.00 2602236.00 0.0031 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;1.246% 3133EEZ52 US3133EEZ523 BBG009DSZJV0 U.S. Government Agency Debt Y N/A N/A 2017-07-22 2018-03-22 2018-03-22 N N N 0.0124 650663.00 650663.00 0.0008 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;1.352% 3133EFF85 US3133EFF852 BBG00CB4C1P9 U.S. Government Agency Debt Y N/A N/A 2017-07-01 2017-08-01 2017-08-01 N N N 0.0118 2750797.50 2750797.50 0.0032 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;0.930% 3133EFJM0 US3133EFJM06 BBG00B54XYK8 U.S. Government Agency Debt Y N/A N/A 2018-04-13 2018-04-13 2018-04-13 N N N 0.0128 1943487.00 1943487.00 0.0023 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;1.137% 3133EFJT5 US3133EFJT58 BBG00B5996H9 U.S. Government Agency Debt Y N/A N/A 2017-07-13 2017-10-13 2017-10-13 N N N 0.0114 550231.00 550231.00 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;1.014% 3133EGF34 US3133EGF348 BBG00F6JRN62 U.S. Government Agency Debt Y N/A N/A 2017-07-14 2017-09-14 2017-09-14 N N N 0.0101 9501995.00 9501995.00 0.0111 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;1.186% 3133EGWC5 US3133EGWC59 BBG00DWY4Z27 U.S. Government Agency Debt Y N/A N/A 2017-07-25 2017-10-25 2017-10-25 N N N 0.0119 5753220.00 5753220.00 0.0068 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp.;0.900% 3134G32Y5 S6XOOCT0IEG5ABCC6L87 US3134G32Y58 BBG003PPW5Y6 U.S. Government Agency Debt Y N/A N/A 2017-12-28 2017-12-28 2017-12-28 N N N 0.0098 2497525.00 2497525.00 0.0029 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp.;1.000% 3134G3M31 S6XOOCT0IEG5ABCC6L87 US3134G3M310 BBG003CS8LW8 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2017-09-27 2017-09-27 N N N 0.0080 9098089.00 9098089.00 0.0107 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp.;1.000% 3134G3Y79 S6XOOCT0IEG5ABCC6L87 US3134G3Y794 BBG003MTYX50 U.S. Government Agency Debt Y N/A N/A 2017-11-28 2017-11-28 2017-11-28 N N N 0.0098 1499400.00 1499400.00 0.0018 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp.;0.850% 3134G74Q1 S6XOOCT0IEG5ABCC6L87 US3134G74Q16 BBG00B9C4JB1 U.S. Government Agency Debt Y N/A N/A 2017-11-24 2017-11-24 2017-11-24 N N N 0.0091 399552.00 399552.00 0.0005 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp.;0.900% 3134G82C2 US3134G82C20 BBG00BBHV509 U.S. Government Agency Debt Y N/A N/A 2017-11-24 2017-11-24 2017-11-24 N N N 0.0089 2847093.00 2847093.00 0.0033 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp.;0.800% 3134G82K4 US3134G82K46 BBG00BBJ5LN4 U.S. Government Agency Debt Y N/A N/A 2017-08-25 2017-08-25 2017-08-25 N N N 0.0085 8742650.00 8742650.00 0.0103 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp.;1.344% 3134G8HY8 US3134G8HY84 BBG00BWQ88D2 U.S. Government Agency Debt Y N/A N/A 2017-07-21 2017-07-21 2017-07-21 N N N 0.0134 2750467.50 2750467.50 0.0032 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp.;1.050% 3134G8L98 US3134G8L980 BBG00C63J526 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2018-02-26 2018-02-26 N N N 0.0104 3294060.00 3294060.00 0.0039 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp.;1.167% 3134G9KR7 US3134G9KR79 BBG00CW4BMR9 U.S. Government Agency Debt Y N/A N/A 2017-07-13 2017-11-13 2017-11-13 N N N 0.0117 3082556.40 3082556.40 0.0036 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp.;0.982% 3134GBQJ4 US3134GBQJ45 BBG00GP20HK2 U.S. Government Agency Debt Y N/A N/A 2017-07-16 2017-11-16 2017-11-16 N N N 0.0098 13749725.00 13749725.00 0.0161 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp.;1.044% 3134GBQT2 US3134GBQT27 BBG00GQCQNF4 U.S. Government Agency Debt Y N/A N/A 2017-07-18 2018-05-18 2018-05-18 N N N 0.0104 2999610.00 2999610.00 0.0035 N N N N Federal National Mortgage Association Federal National Mortgage Association;1.086% 3135G0F57 US3135G0F574 BBG00B4R5CS9 U.S. Government Agency Debt Y N/A N/A 2017-07-05 2017-10-05 2017-10-05 N N N 0.0109 4302021.00 4302021.00 0.0050 N N N N Federal National Mortgage Association Federal National Mortgage Association;1.232% 3135G0F81 US3135G0F814 BBG00B6W12X6 U.S. Government Agency Debt Y N/A N/A 2017-07-20 2017-07-20 2017-07-20 N N N 0.0123 9556051.05 9556051.05 0.0112 N N N N Federal National Mortgage Association Federal National Mortgage Association;1.230% 3135G0L35 US3135G0L358 BBG00D3CY5Z4 U.S. Government Agency Debt Y N/A N/A 2017-09-21 2018-03-21 2018-03-21 N N N 0.0123 1301404.00 1301404.00 0.0015 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp.;1.000% 3137EADL0 US3137EADL04 BBG0038VFTF0 U.S. Government Agency Debt Y N/A N/A 2017-09-29 2017-09-29 2017-09-29 N N N 0.0103 649863.50 649863.50 0.0008 N N N N Morgan Stanley Institutional Liquidity Fund - Government Portfolio Morgan Stanley Institutional Liquidity Fund - Government Portfolio;0.836% 61747C707 549300BI6Y5SI6BYPB26 US61747C7074 BBG000Q6GTD2 Investment Company Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0084 34000000.00 34000000.00 0.0399 N Y Y N United States Treasury Bill United States Treasury Bill;1.020% 912796LV9 US912796LV95 BBG00GB9Z3G0 U.S. Treasury Debt Y N/A N/A 2017-09-28 2017-09-28 2017-09-28 N N N 0.0102 133175595.00 133175595.00 0.1563 N Y Y N United States Treasury Bill United States Treasury Bill;1.046% 912796LW7 US912796LW78 BBG00GCMPPD5 U.S. Treasury Debt Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0105 77145796.00 77145796.00 0.0905 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond;1.193% 912828Q86 US912828Q863 BBG00CS9FQR0 U.S. Treasury Debt Y N/A N/A 2017-07-05 2018-04-30 2018-04-30 N N N 0.0119 5509790.00 5509790.00 0.0065 N Y Y N Deutsche Bank Deutsche Bank;1.150% 7LTWFZYICNSX8D621K86 0000931622 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 2018-07-31 0.750 145211400.00 144834973.54 U.S. Treasuries (including strips) Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0115 141995000.00 141995000.00 0.1666 N Y Y N Voya Investors Trust 2017-07-07 /s/ Todd Modic Todd Modic Senior Vice President and Chief Financial Officer