N-MFP1 0000097098 XXXXXXXX 2016-07-31 0000097098 S000001477 5 N N 002-47015 BlackRock Advisors, LLC 801-47710 Deloitte & Touche LLP Philadelphia PA BlackRock Advisors, LLC BNY Mellon Investment Servicing (US) Inc. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Exempt Government N 42 100 868383990.80 953112551.50 892170059.70 1169060511.00 1120877085.00 1413073868.00 1595171914.00 1599840421.00 1767119832.00 1678722147.00 0.3112 0.3269 0.3068 0.3806 0.3489 0.5063 0.5471 0.5502 0.5753 0.5225 28273723.53 3184165805.63 3183841228.63 765349.17 19719498.21 3193160803.12 3193030858.7000 1.0000 0.0040 1.0001 1.0001 1.0001 1.0001 1.0001 C000003942 5000.00 28217832.02 28216683.7100 1.0001 1.0001 1.0001 1.0001 1.0001 18150.08 1249.14 4489128.09 0.04 198876.98 3049.92 24737.59 26027.04 20702.44 0.12 4735375.29 29077.32 0.0013 Y BlackRock Advisors, LLC waived $2,928 in management fees. C000003943 5000.00 35494714.06 35493269.6200 1.0001 1.0001 1.0001 1.0001 1.0001 361275.61 42359.00 0.30 16250.00 0.00 223092.65 0.00 8941.00 0.00 45204.00 0.56 297417.65 0.0000 Y BlackRock Advisors, LLC waived $3,775 in management fees. BlackRock Investments, LLC waived $8,020 in service/distribution fees. C000003947 5000.00 609957.55 609932.7300 1.0001 1.0001 1.0001 1.0001 1.0001 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 Y BlackRock Advisors, LLC waived $65 in management fees. BlackRock Investments, LLC waived $86 in service/distribution fees. C000003948 3000000.00 2878827996.48 2878710843.7000 1.0001 1.0001 1.0001 1.0001 1.0001 149562204.07 437810159.81 168432879.43 57604790.31 180622984.44 218797297.27 251411400.02 102808196.80 388830057.06 234812980.05 997725483.06 664122185.66 0.0023 Y BlackRock Advisors, LLC waived $280,717 in management fees. 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Agency Standard and Poor's Ratings Services A-1+ 2017-02-10 2017-02-10 2017-02-10 N N N 0.0045 26906377.77 26906377.77 0.0084 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.000000% 313313BZ0 US313313BZ07 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-02-17 2017-02-17 2017-02-17 N N N 0.0045 7471694.44 7471694.44 0.0023 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.000000% 313313CT3 US313313CT38 U.S. Government Agency Debt First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2017-03-07 2017-03-07 2017-03-07 N N N 0.0047 11757153.06 11757153.06 0.0037 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.000000% 313313DC9 US313313DC93 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. 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Agency Standard and Poor's Ratings Services AA+ 2016-08-17 2017-04-17 2017-04-17 N N N 0.0000 30262236.12 30262236.12 0.0095 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.523000% 3133EDKA9 US3133EDKA90 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-28 2016-12-28 2016-12-28 N N N 0.0000 14950215.81 14950215.81 0.0047 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.489000% 3133EDLJ9 US3133EDLJ90 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-14 2016-11-14 2016-11-14 N N N 0.0000 5985657.57 5985657.57 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.498000% 3133EDMX7 US3133EDMX75 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-05 2017-06-05 2017-06-05 N N N 0.0053 39833565.94 39833565.94 0.0125 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.528000% 3133EDP30 US3133EDP302 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-24 2017-03-24 2017-03-24 N N N 0.0000 1500192.00 1500192.00 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.440000% 3133EDPM8 US3133EDPM83 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-03 2016-10-03 2016-10-03 N N N 0.0000 6641075.68 6641075.68 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.509000% 3133EDQD7 US3133EDQD75 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-14 2017-07-14 2017-07-14 N N N 0.0000 9997980.00 9997980.00 0.0031 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.536000% 3133EDTT9 US3133EDTT90 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-29 2017-08-29 2017-08-29 N N N 0.0000 249919.50 249919.50 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.505000% 3133EDUD2 US3133EDUD20 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-04 2017-08-04 2017-08-04 N N N 0.0000 2054383.50 2054383.50 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.520000% 3133EDW81 US3133EDW811 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-26 2017-04-26 2017-04-26 N N N 0.0053 4980000.00 4980000.00 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.496000% 3133EDWK4 US3133EDWK45 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-29 2016-11-29 2016-11-29 N N N 0.0042 785194.68 785194.68 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.516000% 3133EDZW5 US3133EDZW55 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-29 2017-03-29 2017-03-29 N N N 0.0052 12700228.60 12700228.60 0.0040 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.508000% 3133EEBR0 US3133EEBR00 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-13 2017-11-13 2017-11-13 N N N 0.0059 5935337.10 5935337.10 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.468000% 3133EEC65 US3133EEC654 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-24 2017-01-24 2017-01-24 N N N 0.0046 15681270.08 15681270.08 0.0049 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.517000% 3133EECD0 US3133EECD05 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-20 2017-06-20 2017-06-20 N N N 0.0054 28082303.84 28082303.84 0.0088 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.565000% 3133EEFK1 US3133EEFK11 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-16 2016-12-16 2016-12-16 N N N 0.0045 3049525.96 3049525.96 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.533000% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-24 2017-05-24 2017-05-24 N N N 0.0052 1155149.00 1155149.00 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.472000% 3133EEJV3 US3133EEJV30 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-20 2016-10-20 2016-10-20 N N N 0.0039 30005820.00 30005820.00 0.0094 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.493000% 3133EELD0 US3133EELD04 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-23 2017-02-23 2017-02-23 N N N 0.0000 8598759.23 8598759.23 0.0027 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.480000% 3133EEMU1 US3133EEMU10 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-08 2017-02-06 2017-02-06 N N N 0.0048 46418235.39 46418235.39 0.0145 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.465000% 3133EERJ1 US3133EERJ10 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-02 2017-03-02 2017-03-02 N N N 0.0048 40748544.82 40748544.82 0.0128 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.550000% 3133EETK6 US3133EETK64 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-16 2016-08-16 2016-08-16 N N N 0.0000 3000384.00 3000384.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.460000% 3133EETL4 US3133EETL48 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-22 2017-07-13 2017-07-13 N N N 0.0054 39094130.38 39094130.38 0.0122 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.457000% 3133EEW22 US3133EEW223 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-20 2017-03-20 2017-03-20 N N N 0.0049 61740058.25 61740058.25 0.0193 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.505000% 3133EEWS5 US3133EEWS53 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-02 2018-01-02 2018-01-02 N N N 0.0000 657427.54 657427.54 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.508000% 3133EEXN5 US3133EEXN57 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-08 2017-12-08 2017-12-08 N N N 0.0000 1878445.24 1878445.24 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.455000% 3133EFCL9 US3133EFCL95 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-04 2017-04-04 2017-04-04 N N N 0.0050 30297121.50 30297121.50 0.0095 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.476000% 3133EFDD6 US3133EFDD60 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-15 2017-06-15 2017-06-15 N N N 0.0053 29988600.00 29988600.00 0.0094 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.488000% 3133EFJT5 US3133EFJT58 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-13 2017-10-13 2017-10-13 N N N 0.0000 16660392.70 16660392.70 0.0052 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.474000% 3133EFNU7 US3133EFNU75 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-10 2016-11-10 2016-11-10 N N N 0.0041 10002440.00 10002440.00 0.0031 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.502000% 3133EFPD3 US3133EFPD33 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-16 2017-03-16 2017-03-16 N N N 0.0000 17701955.73 17701955.73 0.0055 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.595000% 3133EFRR0 US3133EFRR01 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-08-04 2017-12-04 2017-12-04 N N N 0.0059 3001380.00 3001380.00 0.0009 N N N N FEDERAL HOME LOAN BANKS FHLB 4.875000% 3133XKQX6 US3133XKQX61 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-05-17 2017-05-17 2017-05-17 N N N 0.0000 16678249.32 16678249.32 0.0052 N N N N FEDERAL HOME LOAN BANKS FHLB 3.750000% 3133XUKV4 US3133XUKV42 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-09 2016-09-09 2016-09-09 N N N 0.0060 4179548.35 4179548.35 0.0013 N N N N TENNESSEE VALLEY AUTHORITY TVA 0.000000% 880592A59 549300HE1ISW43LNKM54 US880592A594 U.S. Government Agency Debt First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-08-02 2016-08-02 2016-08-02 N N N 0.0019 111199444.00 111199444.00 0.0348 N N Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796HA0 US912796HA05 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2016-08-18 2016-08-18 2016-08-18 N N N 0.0000 582950445.00 582950445.00 0.1826 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796JD2 US912796JD26 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2016-08-04 2016-08-04 2016-08-04 N N N 0.0000 222312999.17 222312999.17 0.0696 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796JF7 US912796JF73 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2016-08-11 2016-08-11 2016-08-11 N N N 0.0000 236490540.00 236490540.00 0.0741 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796JG5 US912796JG56 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2016-08-25 2016-08-25 2016-08-25 N N N 0.0000 319962.56 319962.56 0.0001 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796JH3 US912796JH30 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0000 1619716.50 1619716.50 0.0005 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796KD0 US912796KD07 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-01-19 2017-01-19 2017-01-19 N N N 0.0000 16971559.00 16971559.00 0.0053 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.488000% 912828M23 US912828M235 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2016-07-30 2017-10-31 2017-10-31 N N N 0.0000 3003237.00 3003237.00 0.0009 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.592000% 912828N97 US912828N977 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2016-07-30 2018-01-31 2018-01-31 N N N 0.0000 5016241.23 5016241.23 0.0016 N Y Y N BlackRock Liquidity Funds 2016-08-05 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer