N-MFP1 0000097098 XXXXXXXX 2016-07-31 0000097098 S000001476 7 N N 002-47015 BlackRock Advisors, LLC 801-47710 Deloitte & Touche LLP Philadelphia PA BlackRock Advisors, LLC BNY Mellon Investment Servicing (US) Inc. 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Govt Standard and Poor's Ratings Services AA+ 2017-01-15 2017-01-15 2017-01-15 N N N 0.0000 153429493.60 153429493.60 0.0035 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.750000% 912828C32 US912828C327 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-03-15 2017-03-15 2017-03-15 N N N 0.0000 639850928.14 639850928.14 0.0146 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.500000% 912828D64 US912828D648 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2016-08-31 2016-08-31 2016-08-31 N N N 0.0000 420234872.51 420234872.51 0.0096 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.500000% 912828F47 US912828F478 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. 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Govt Standard and Poor's Ratings Services AA+ 2016-07-30 2017-01-31 2017-01-31 N N N 0.0000 300377682.63 300377682.63 0.0068 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.500000% 912828H78 US912828H789 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-01-31 2017-01-31 2017-01-31 N N N 0.0000 200078400.00 200078400.00 0.0046 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.500000% 912828J35 US912828J355 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-02-28 2017-02-28 2017-02-28 N N N 0.0000 200054600.00 200054600.00 0.0046 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.500000% 912828J92 US912828J926 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-03-31 2017-03-31 2017-03-31 N N N 0.0000 73585956.61 73585956.61 0.0017 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.394000% 912828K41 US912828K411 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 2017-04-30 2017-04-30 N N N 0.0000 644712757.74 644712757.74 0.0147 N Y Y N UNITED STATES TREASURY TREASURY NOTE 3.250000% 912828LD0 US912828LD08 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2016-07-31 2016-07-31 2016-07-31 N N N 0.0320 80000000.00 80000000.00 0.0018 N Y Y N UNITED STATES TREASURY TREASURY NOTE 3.000000% 912828LL2 US912828LL24 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2016-08-31 2016-08-31 2016-08-31 N N N 0.0000 1042283300.35 1042283300.35 0.0238 N Y Y N UNITED STATES TREASURY TREASURY NOTE 3.000000% 912828LP3 US912828LP38 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2016-09-30 2016-09-30 2016-09-30 N N N 0.0000 523544309.84 523544309.84 0.0119 N Y Y N UNITED STATES TREASURY TREASURY NOTE 3.125000% 912828LU2 US912828LU23 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2016-10-31 2016-10-31 2016-10-31 N N N 0.0000 224848542.00 224848542.00 0.0051 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 841353842.31 841353842.31 0.0192 N Y Y N UNITED STATES TREAS NTS TREASURY NOTE 3.000000% 912828MS6 US912828MS67 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-02-28 2017-02-28 2017-02-28 N N N 0.0000 233377550.00 233377550.00 0.0053 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 590212646.94 590212646.94 0.0135 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.500000% 912828NK2 US912828NK23 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-06-30 2017-06-30 2017-06-30 N N N 0.0000 51150296.52 51150296.52 0.0012 N Y Y N UNITED STATES TREASURY WI TREASURY 0.510000% 912828Q86 US912828Q863 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2016-08-01 2018-04-30 2018-04-30 N N N 0.0000 2006544774.00 2006544774.00 0.0457 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.500000% 912828QX1 US912828QX17 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2016-07-31 2016-07-31 2016-07-31 N N N 0.0149 247203000.00 247203000.00 0.0056 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.000000% 912828RF9 US912828RF91 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2016-08-31 2016-08-31 2016-08-31 N N N 0.0000 452298320.00 452298320.00 0.0103 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.000000% 912828RJ1 US912828RJ14 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2016-09-30 2016-09-30 2016-09-30 N N N 0.0000 207072155.88 207072155.88 0.0047 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.875000% 912828RX0 US912828RX08 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2016-12-31 2016-12-31 2016-12-31 N N N 0.0000 127980902.63 127980902.63 0.0029 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.494000% 912828S84 US912828S844 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. 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Govt Standard and Poor's Ratings Services AA+ 2017-05-31 2017-05-31 2017-05-31 N N N 0.0000 47708646.79 47708646.79 0.0011 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.750000% 912828TB6 US912828TB69 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-06-30 2017-06-30 2017-06-30 N N N 0.0000 197014274.85 197014274.85 0.0045 N Y Y N UNITED STATES TREAS NTS TREASURY NOTE 0.500000% 912828TG5 US912828TG56 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-07-31 2017-07-31 2017-07-31 N N N 0.0000 383654810.28 383654810.28 0.0087 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.625000% 912828VR8 US912828VR83 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. 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NR Moody's Investors Service, Inc. 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F1 Moody's Investors Service, Inc. 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F1 Moody's Investors Service, Inc. 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F1+ Moody's Investors Service, Inc. 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NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2016-08-01 2016-08-01 2016-08-01 N N N 0.0027 144000000.00 144000000.00 0.0033 N Y Y N HSBC SECURITIES (USA) INC TRI-PARTY HSBC SECURITIES (USA) INC 0.310000% CYYGQCGNHMHPSMRL3R97 0000853784 BRT3TC9Z9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 4 1/4 TPRN 40 2040-11-15 0.00 270485000.00 159120905.70 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. 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NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0033 142000000.00 142000000.00 0.0032 N Y Y N SOCIETE GENERALE SA TRI-PARTY SOCIETE GENERALE 0.330000% O2RNE8IBXP4R0TD8PU41 0000865845 BRT3TCA38 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2020-03-31 1.125000 86900.00 87811.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-11-15 2.750000 408900.00 458343.22 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2022-11-15 1.625000 26120200.00 26740341.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 3.625000 98532300.00 130188363.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-07-31 1.625000 127196800.00 131185146.50 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-08-01 2016-08-01 2016-08-01 N N N 0.0033 283000000.00 283000000.00 0.0065 N Y Y N WELLS FARGO SECURITIES LLC TRI-PARTY WELLS FARGO SECURITIES LLC 0.340000% VYVVCKR63DVZZN70PB21 0000276523 BRT3TCA53 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-08-31 2.000000 44750.00 47047.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-09-30 2.000000 305833.00 320059.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-06-30 2.125000 427500.00 449056.51 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2023-01-15 0.125000 688333.00 723125.99 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2021-11-15 2.000000 765750.00 802403.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-12-31 2.125000 1255833.00 1321016.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-31 2.125000 1804667.00 1900619.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-07-31 2.000000 1956667.00 2053062.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-28 2.000000 4004833.00 4203523.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-11-30 2.000000 4796000.00 5016793.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-09-30 2.125000 8066167.00 8521882.57 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2023-02-15 2.000000 8967917.00 9442641.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 0.625000 15341917.00 16099441.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-02-15 2.000000 19914250.00 20957476.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-06-30 2.125000 41705833.00 43898500.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-15 0.125000 104000333.00 108926942.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-08-15 2.000000 136284833.00 143381992.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-07-31 2.000000 194514999.00 204933244.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-10-31 2.000000 198432666.00 208015238.10 U.S. Treasuries (including strips) NOTE 02/15/22 2.0000 2022-02-15 2.000000 803917.00 846627.91 U.S. Treasuries (including strips) NOTY 11/15/17 4.2500 2017-11-15 4.250000 2361667.00 2490612.91 U.S. Treasuries (including strips) 2 1/8 NOTE T 22 2022-12-31 2.125000 102796666.00 108148732.80 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 875000000.00 875000000.00 0.0199 N Y Y N BANK OF MONTREAL TRI-PARTY BANK OF MONTREAL 0.310000% NQQ6HPCNCCU6TUTQYE16 0000009622 BRT3TCA61 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-05-15 2.500000 4990700.00 5423169.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-05-15 2.125000 9930800.00 10504113.45 U.S. Treasuries (including strips) NOTE 08/31/19 1.0000 2019-08-31 1.000000 86000.00 86742.46 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1+ Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 19000000.00 19000000.00 0.0004 N Y Y N FEDERAL RESERVE BANK OF NEW YORK TRI-PARTY FEDERAL RESERVE BANK OF NEW YORK 0.250000% 0001457970 BRT3TWD15 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS BDS 2037-02-15 4.750000 1319505800.00 2000041699.00 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0025 2000000000.00 2000000000.00 0.0456 N Y Y N BlackRock Liquidity Funds 2016-08-05 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer