N-MFP1 0000097098 XXXXXXXX 2016-08-31 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 42 105 1396191215.34 1394606518.09 1449322127.44 1429177791.46 1959955191.51 1934978388.71 1898373589.91 1830377576.43 0.00 0.4074 0.4158 0.4412 0.4381 0.5720 0.5769 0.5779 0.5611 0.0000 929650.86 2871192138.50 2870738647.89 746284.98 28739846.10 2843674737.63 2843520410.7700 1.0000 0.0040 1.0002 1.0002 1.0002 1.0002 0.0000 C000003942 5000.00 28429449.09 28427906.2200 1.0002 1.0002 1.0002 1.0002 0.0000 5304839.70 463414.44 88639.90 2164909.36 327759.76 66.94 647230.40 33713.90 0.00 0.00 6374015.10 6162792.59 0.0013 Y BlackRock Advisors, LLC waived $3,378 in management fees. C000003943 5000.00 33260496.93 33258691.8800 1.0002 1.0002 1.0002 1.0002 0.0000 0.56 177662.02 0.00 54088.00 0.00 89093.00 0.00 1800715.99 0.00 0.00 0.56 2234578.30 0.0000 Y BlackRock Advisors, LLC waived $3,737 in management fees. BlackRock Investments, LLC waived $8,133 in service/distribution fees. C000003947 5000.00 566811.49 566780.7300 1.0002 1.0002 1.0002 1.0002 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 43152.00 0.00 0.00 0.00 43152.00 0.0000 Y BlackRock Advisors, LLC waived $64 in management fees. BlackRock Investments, LLC waived $89 in service/distribution fees. C000003948 3000000.00 2647841572.72 2647697873.7700 1.0002 1.0002 1.0002 1.0002 0.0000 509728093.46 286892759.00 133319492.77 233785018.63 229290382.59 149108504.85 149200231.88 183398669.51 0.00 0.00 1069648786.45 1300661756.38 0.0023 Y BlackRock Advisors, LLC waived $326,646 in management fees. 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Agency Standard and Poor's Ratings Services Agency 2017-03-07 2017-03-07 2017-03-07 N N N 0.0054 11761833.69 11761833.69 0.0041 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. Agency Standard and Poor's Ratings Services Agency 2017-03-16 2017-03-16 2017-03-16 N N N 0.0055 23650630.16 23650630.16 0.0083 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.000000% 313313DS4 US313313DS46 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+ 2017-03-30 2017-03-30 2017-03-30 N N N 0.0055 35993170.53 35993170.53 0.0127 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.000000% 313313EQ7 US313313EQ70 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+ 2016-09-04 2017-08-04 2017-08-04 N N N 0.0055 2055197.28 2055197.28 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.550000% 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+ 2016-09-26 2017-04-26 2017-04-26 N N N 0.0050 4981867.50 4981867.50 0.0018 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.524000% 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+ 2016-09-29 2016-11-29 2016-11-29 N N N 0.0040 785244.92 785244.92 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.544000% 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+ 2016-09-29 2017-03-29 2017-03-29 N N N 0.0047 12705156.20 12705156.20 0.0045 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.538000% 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+ 2016-09-13 2017-11-13 2017-11-13 N N N 0.0057 5938663.50 5938663.50 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.502000% 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+ 2016-09-24 2017-01-24 2017-01-24 N N N 0.0042 15685064.64 15685064.64 0.0055 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.542000% 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+ 2016-09-20 2017-06-20 2017-06-20 N N N 0.0055 28086376.17 28086376.17 0.0099 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 0.0049 3049273.06 3049273.06 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.567000% 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+ 2016-09-24 2017-05-24 2017-05-24 N N N 0.0052 1155420.42 1155420.42 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.497000% 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+ 2016-09-20 2016-10-20 2016-10-20 N N N 0.0036 30006090.00 30006090.00 0.0106 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.526000% 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+ 2016-09-23 2017-02-23 2017-02-23 N N N 0.0045 8602396.61 8602396.61 0.0030 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.508000% 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+ 2016-09-06 2017-02-06 2017-02-06 N N N 0.0045 46425521.60 46425521.60 0.0163 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.496000% 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+ 2016-09-02 2017-03-02 2017-03-02 N N N 0.0044 40762846.31 40762846.31 0.0143 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+ 2017-07-13 2017-07-13 2017-07-13 N N N 0.0052 39103676.88 39103676.88 0.0138 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.482000% 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+ 2016-09-20 2017-03-20 2017-03-20 N N N 0.0047 61759447.75 61759447.75 0.0217 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.536000% 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+ 2016-09-02 2018-01-02 2018-01-02 N N N 0.0059 657757.86 657757.86 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.533000% 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+ 2016-09-08 2017-12-08 2017-12-08 N N N 0.0059 1879182.20 1879182.20 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.484000% 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+ 2016-09-04 2017-04-04 2017-04-04 N N N 0.0048 30306393.30 30306393.30 0.0107 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.503000% 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+ 2016-09-15 2017-06-15 2017-06-15 N N N 0.0055 29992050.00 29992050.00 0.0105 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.518000% 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+ 2016-09-13 2017-10-13 2017-10-13 N N N 0.0056 16669897.45 16669897.45 0.0059 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.512000% 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+ 2016-09-10 2016-11-10 2016-11-10 N N N 0.0039 10002700.00 10002700.00 0.0035 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.527000% 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+ 2016-09-16 2017-03-16 2017-03-16 N N N 0.0046 17706752.16 17706752.16 0.0062 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.624000% 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+ 2016-09-04 2017-12-04 2017-12-04 N N N 0.0059 3002328.00 3002328.00 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.629000% 3133EGSY2 US3133EGSY26 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-10-06 2018-09-06 2018-09-06 N N N 0.0063 27298334.70 27298334.70 0.0096 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 0.0069 16613515.70 16613515.70 0.0058 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 0.0035 4168148.74 4168148.74 0.0015 N N N N TENNESSEE VALLEY AUTHORITY TVA 0.000000% 880592F70 549300HE1ISW43LNKM54 US880592F700 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+ 2016-09-13 2016-09-13 2016-09-13 N N N 0.0024 127053945.35 127053945.35 0.0447 N N Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796HE2 US912796HE27 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2016-09-15 2016-09-15 2016-09-15 N N N 0.0019 693945868.00 693945868.00 0.2440 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 0.0018 206870000.00 206870000.00 0.0727 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796JK6 US912796JK68 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2016-09-08 2016-09-08 2016-09-08 N N N 0.0016 76677239.52 76677239.52 0.0270 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 0.0037 16975469.00 16975469.00 0.0060 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.750000% 912828A91 US912828A917 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-01-15 2017-01-15 2017-01-15 N N N 0.0040 15530007.90 15530007.90 0.0055 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.503000% 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+ 2016-09-01 2017-10-31 2017-10-31 N N N 0.0041 3004197.00 3004197.00 0.0011 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.607000% 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+ 2016-09-01 2018-01-31 2018-01-31 N N N 0.0046 5015830.82 5015830.82 0.0018 N Y Y N BlackRock Liquidity Funds 2016-09-08 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer