N-MFP2 0000097098 XXXXXXXX 2017-07-31 0000097098 S000001478 6 N N 002-47015 BlackRock Advisors, LLC 801-47710 Deloitte & Touche LLP Philadelphia PA BlackRock Advisors, LLC JPMorgan Chase Bank, N.A. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Exempt Government N 49 89 25528646204.00 24434098667.00 23525672615.00 24335720869.00 25528646204.00 24434098667.00 23525672615.00 24335720869.00 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1572425743.29 24647052402.56 24643698979.24 39281017.25 1715478134.48 24539927605.30 24539301430.08 1.0000 0.0103 1.0002 1.0002 1.0002 1.0002 C000003956 5000.00 637942543.53 637926265.41 1.0002 1.0002 1.0002 1.0002 67192084.37 4752946.87 62208969.83 29631272.16 79562287.94 256008489.77 78324440.79 18449300.20 296298920.37 327200335.17 0.0076 Y BlackRock Advisors, LLC, Management Fees, 13541.93; C000003957 5000.00 33316406.06 33315555.94 1.0002 1.0002 1.0002 1.0002 111061.83 12.56 41176.03 639687.78 10340.28 22330.47 933733.93 26676.43 1098689.87 688715.40 0.0036 Y BlackRock Advisors, LLC, Management Fees, 646.22; C000003955 5000.00 605390705.83 605375258.31 1.0002 1.0002 1.0002 1.0002 85203857.38 46007620.00 64528192.48 42633362.91 105804747.21 47650381.30 82826907.91 52317168.83 340101322.01 200117121.58 0.0061 Y BlackRock Advisors, LLC, Management Fees, 10408.09; C000003954 3000000.00 23215404819.73 23214812441.82 1.0002 1.0002 1.0002 1.0002 1032041376.53 572395204.70 626961488.50 1138646469.08 921699805.02 1715701455.21 1813467073.50 1088626263.73 4832995536.91 4699281617.11 0.0086 Y BlackRock Advisors, LLC, Management Fees, 453478.30; C000003953 5000.00 1000321.59 1000296.07 1.0002 1.0002 1.0002 1.0002 538.73 518.75 0.26 0.01 1.37 0.12 0.00 1.10 540.55 520.23 0.0046 Y BlackRock Advisors, LLC, Management Fees, 19.69; C000060559 1.00 46872808.56 46871612.53 1.0002 1.0002 1.0002 1.0002 17178455.58 38329076.10 5989754.10 1474312.03 1722606.83 1312584.82 1448287.60 19180179.98 26339424.15 60770110.45 0.0003 Y BlackRock Advisors, LLC, Management Fees, 1187.32; BlackRock Investments, LLC, Service/Distribution Fees, 2006.16; U.S. Treasury Notes U.S. Treasury Notes 4.250 912828HH6 US912828HH67 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-11-15 2017-11-15 2017-11-15 N N N 0.0089 205328860.61 205328860.61 0.0084 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.500 912828HR4 US912828HR40 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-02-15 2018-02-15 2018-02-15 N N N 0.0105 78728102.78 78728102.78 0.0032 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.352 912828M23 US912828M235 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-08-01 2017-10-31 2017-10-31 N N N 0.0141 324291613.24 324291613.24 0.0132 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.875 912828M72 US912828M722 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-11-30 2017-11-30 2017-11-30 N N N 0.0081 16676440.21 16676440.21 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.456 912828N97 US912828N977 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-08-01 2018-01-31 2018-01-31 N N N 0.0144 286193821.82 286193821.82 0.0116 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.374 912828Q86 US912828Q863 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-08-01 2018-04-30 2018-04-30 N N N 0.0139 479018952.09 479018952.09 0.0195 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.875 912828QB9 US912828QB96 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-03-31 2018-03-31 2018-03-31 N N N 0.0109 121331311.20 121331311.20 0.0049 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.358 912828S84 US912828S844 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-08-01 2018-07-31 2018-07-31 N N N 0.0137 574291114.75 574291114.75 0.0234 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.354 912828T75 US912828T750 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-08-01 2018-10-31 2018-10-31 N N N 0.0137 466286037.65 466286037.65 0.0190 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.625 912828TM2 US912828TM25 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-08-31 2017-08-31 2017-08-31 N N N 0.0098 1434459533.00 1434459533.00 0.0585 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.750 912828UE8 US912828UE89 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-12-31 2017-12-31 2017-12-31 N N N 0.0116 189694787.80 189694787.80 0.0077 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.750 912828UR9 US912828UR92 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-02-28 2018-02-28 2018-02-28 N N N 0.0111 149620012.50 149620012.50 0.0061 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.625 912828UZ1 US912828UZ19 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-04-30 2018-04-30 2018-04-30 N N N 0.0119 149319996.00 149319996.00 0.0061 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.324 912828V64 US912828V640 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-08-01 2019-01-31 2019-01-31 N N N 0.0131 298516216.46 298516216.46 0.0121 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.254 912828X54 US912828X547 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-08-01 2019-04-30 2019-04-30 N N N 0.0127 289033970.05 289033970.05 0.0118 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.955 912796KF5 US912796KF54 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-08-17 2017-08-17 2017-08-17 N N N 0.0096 3054154362.60 3054154362.60 0.1245 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.991 912796KL2 US912796KL23 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-09-14 2017-09-14 2017-09-14 N N N 0.0099 2064549447.48 2064549447.48 0.0841 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.952 912796KR9 US912796KR92 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-10-12 2017-10-12 2017-10-12 N N N 0.0095 264262569.74 264262569.74 0.0108 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.018 912796KX6 US912796KX60 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-11-09 2017-11-09 2017-11-09 N N N 0.0102 118644967.07 118644967.07 0.0048 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.075 912796LB3 US912796LB32 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-12-07 2017-12-07 2017-12-07 N N N 0.0108 79704.89 79704.89 0.0000 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.110 912796LC1 US912796LC15 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-01-04 2018-01-04 2018-01-04 N N N 0.0111 1138709367.64 1138709367.64 0.0464 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.877 912796LM9 US912796LM96 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-08-03 2017-08-03 2017-08-03 N N N 0.0088 2932528057.85 2932528057.85 0.1195 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.879 912796LP2 US912796LP28 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-08-10 2017-08-10 2017-08-10 N N N 0.0088 3557234404.78 3557234404.78 0.1450 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.951 912796LQ0 US912796LQ01 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-08-24 2017-08-24 2017-08-24 N N N 0.0095 1051346371.36 1051346371.36 0.0428 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.978 912796LT4 US912796LT40 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-09-07 2017-09-07 2017-09-07 N N N 0.0098 449852230.69 449852230.69 0.0183 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.906 912796LV9 US912796LV95 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-09-28 2017-09-28 2017-09-28 N N N 0.0091 586763717.50 586763717.50 0.0239 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.947 912796LY3 US912796LY35 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-10-19 2017-10-19 2017-10-19 N N N 0.0095 199520472.00 199520472.00 0.0081 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.957 912796LZ0 US912796LZ00 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-10-26 2017-10-26 2017-10-26 N N N 0.0096 311198746.56 311198746.56 0.0127 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.088 912796MA4 US912796MA40 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-11-02 2017-11-02 2017-11-02 N N N 0.0009 1831630380.74 1831630380.74 0.0746 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.057 912796MC0 US912796MC06 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-11-16 2017-11-16 2017-11-16 N N N 0.0106 179054503.20 179054503.20 0.0073 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.051 912796MD8 US912796MD88 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-11-24 2017-11-24 2017-11-24 N N N 0.0105 448481641.50 448481641.50 0.0183 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.115 912796MJ5 US912796MJ58 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-12-28 2017-12-28 2017-12-28 N N N 0.0112 169251534.20 169251534.20 0.0069 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.204 912796MK2 US912796MK22 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-07-19 2018-07-19 2018-07-19 N N N 0.0120 200623095.33 200623095.33 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.101 912796ML0 US912796ML05 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-01-11 2018-01-11 2018-01-11 N N N 0.0110 497515380.00 497515380.00 0.0203 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.111 912796NN5 US912796NN51 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-01-18 2018-01-18 2018-01-18 N N N 0.0111 99475833.00 99475833.00 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.136 912796NP0 US912796NP00 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-01-25 2018-01-25 2018-01-25 N N N 0.0114 48731076.73 48731076.73 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.875 912828D49 US912828D499 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-08-15 2017-08-15 2017-08-15 N N N 0.0098 249992380.00 249992380.00 0.0102 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.000 912828D98 US912828D986 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-09-15 2017-09-15 2017-09-15 N N N 0.0075 130661387.54 130661387.54 0.0053 N Y Y N BlackRock Liquidity Funds 2017-08-04 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer