N-MFP2 0000097098 XXXXXXXX 2017-08-31 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 44 80 24505520899.00 25143258574.00 24792973449.00 24270274313.00 24505520899.00 25143258574.00 24792973449.00 24270274313.00 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 743179507.29 23937257103.02 23932806075.47 12610294.52 21356166.51 24667239710.77 24666512326.23 1.0000 0.0104 1.0002 1.0002 1.0002 1.0003 C000003956 5000.00 644870525.38 644851509.51 1.0002 1.0002 1.0003 1.0003 60364228.14 21986127.39 54875818.64 2574347.32 60494276.62 118167462.05 54083802.38 133167770.78 264555415.17 257630195.60 0.0077 Y BlackRock Advisors, LLC, Management Fees, 13076.99; BlackRock Advisors, LLC, Expenses Reimbursed, 434.69; C000003957 5000.00 31042467.78 31041552.41 1.0002 1.0002 1.0002 1.0003 105371.26 922393.05 29269.71 871575.25 93859.73 66394.97 26459.55 85539.56 270817.44 2544886.96 0.0037 Y BlackRock Advisors, LLC, Management Fees, 625.73; BlackRock Advisors, LLC, Expenses Reimbursed, 21.15; C000003955 5000.00 776301824.95 776278933.45 1.0002 1.0002 1.0003 1.0003 22931046.35 35200843.98 21204738.13 34794819.51 40666897.03 69299133.04 136927309.28 21668219.09 328597448.13 157688950.25 0.0062 Y BlackRock Advisors, LLC, Management Fees, 12251.32; BlackRock Advisors, LLC, Expenses Reimbursed, 389.22; C000003954 3000000.00 23175223113.55 23174539725.42 1.0002 1.0002 1.0002 1.0003 1897749337.92 1722951529.43 1057058339.73 462284436.05 992881990.96 1260813424.39 1101685757.31 1663947352.11 5339203004.98 5379480246.25 0.0087 Y BlackRock Advisors, LLC, Management Fees, 458759.47; BlackRock Advisors, LLC, Expenses Reimbursed, 15466.98; C000003953 5000.00 1000679.54 1000650.03 1.0002 1.0002 1.0002 1.0003 711.84 357.58 0.00 0.90 0.35 0.26 0.99 0.32 713.14 359.30 0.0047 Y BlackRock Advisors, LLC, Management Fees, 19.67; BlackRock Advisors, LLC, Expenses Reimbursed, 0.65; C000060559 1.00 38801099.57 38799955.41 1.0002 1.0002 1.0002 1.0003 763166.47 10794250.91 414030.21 459865.92 2016011.56 82757.66 108517.73 1238122.28 4029206.58 12101070.91 0.0004 Y BlackRock Advisors, LLC, Management Fees, 749.50; BlackRock Advisors, LLC, Expenses Reimbursed, 23.93; BlackRock Investments, LLC, Service/Distribution Fees, 646.69; U.S. Treasury Bills U.S. Treasury Bills 1.114 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 0.0111 169444781.70 169444781.70 0.0069 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.203 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 77257274.91 77257274.91 0.0031 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.100 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 498175835.00 498175835.00 0.0202 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.109 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 99610510.00 99610510.00 0.0040 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.130 912796NR6 US912796NR65 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-02-08 2018-02-08 2018-02-08 N N N 0.0113 63046524.88 63046524.88 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.120 912796NS4 US912796NS49 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-02-15 2018-02-15 2018-02-15 N N N 0.0112 429266368.12 429266368.12 0.0174 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 130668771.70 130668771.70 0.0053 N Y Y N 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 204810434.18 204810434.18 0.0083 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 0.0100 78577752.94 78577752.94 0.0032 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.191 912828M23 US912828M235 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-09-01 2017-10-31 2017-10-31 N N N 0.0122 374224536.93 374224536.93 0.0152 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 16681510.63 16681510.63 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.295 912828N97 US912828N977 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-09-01 2018-01-31 2018-01-31 N N N 0.0128 286111578.65 286111578.65 0.0116 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.875 912828PF1 US912828PF10 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-10-31 2017-10-31 2017-10-31 N N N 0.0112 436914053.27 436914053.27 0.0177 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.213 912828Q86 US912828Q863 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-09-01 2018-04-30 2018-04-30 N N N 0.0123 478936819.28 478936819.28 0.0194 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 121153125.60 121153125.60 0.0049 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.197 912828S84 US912828S844 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-09-01 2018-07-31 2018-07-31 N N N 0.0121 574049623.05 574049623.05 0.0232 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.193 912828T75 US912828T750 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-09-01 2018-10-31 2018-10-31 N N N 0.0121 466199360.64 466199360.64 0.0189 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.750 912828TW0 US912828TW07 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-10-31 2017-10-31 2017-10-31 N N N 0.0113 428780352.00 428780352.00 0.0174 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 189781253.00 189781253.00 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 0.0112 149707900.57 149707900.57 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 149414062.50 149414062.50 0.0061 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.163 912828V64 US912828V640 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-09-01 2019-01-31 2019-01-31 N N N 0.0115 298508700.90 298508700.90 0.0121 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.093 912828X54 US912828X547 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-09-01 2019-04-30 2019-04-30 N N N 0.0111 289015006.98 289015006.98 0.0117 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.956 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 0.0096 4377689473.19 4377689473.19 0.1775 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.951 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 264497187.07 264497187.07 0.0107 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.017 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 118788452.51 118788452.51 0.0048 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.069 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 0.0107 79789.62 79789.62 0.0000 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.109 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 1139923573.27 1139923573.27 0.0462 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.984 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 3079327949.89 3079327949.89 0.1248 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.963 912796LU1 US912796LU13 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-09-21 2017-09-21 2017-09-21 N N N 0.0096 1849081271.50 1849081271.50 0.0750 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.940 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 0.0094 1727199437.51 1727199437.51 0.0700 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.946 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 199702666.00 199702666.00 0.0081 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.963 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 1509655356.72 1509655356.72 0.0612 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.019 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 0.0102 2998988599.84 2998988599.84 0.1216 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.056 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 179278641.92 179278641.92 0.0073 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.047 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 482708566.55 482708566.55 0.0196 N Y Y N BlackRock Liquidity Funds 2017-09-07 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer