N-MFP1 0000097098 XXXXXXXX 2016-08-31 0000097098 S000001478 6 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 Treasury N 53 101 18050503407.04 19453194597.86 18349940527.48 19631098412.52 18050503407.04 19453194597.86 18349940527.48 19631098412.52 0.00 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.0000 953205088.01 23783767747.50 23780906415.47 24656134.48 4754141837.93 20004625800.03 20003223244.4200 1.0000 0.0034 1.0003 1.0002 1.0002 1.0002 0.0000 C000003953 5000.00 6606009.31 6605546.1500 1.0003 1.0002 1.0002 1.0002 0.0000 8295090.88 28.94 100593456.64 502.19 285102.95 110173083.80 7242842.11 0.00 0.00 0.00 116416492.58 112836576.25 0.0000 Y BlackRock Advisors, LLC waived $1,649 in management fees. BlackRock Investments, LLC waived $7,660 in service/distribution fees. C000003954 3000000.00 18790722758.89 18789405311.9200 1.0003 1.0002 1.0002 1.0002 0.0000 706536040.47 452667766.95 835555616.58 597433003.10 427727256.89 501493083.77 3627878588.66 2751359802.88 0.00 0.00 6221554183.52 4680829251.58 0.0017 Y BlackRock Advisors, LLC waived $674,821 in management fees. C000003955 5000.00 650932776.30 650887138.3800 1.0003 1.0002 1.0002 1.0002 0.0000 50263162.48 25423789.50 18562679.11 10589302.91 149641063.24 11309875.33 45439439.38 22046064.72 0.00 0.00 368109372.43 77543396.64 0.0000 Y BlackRock Advisors, LLC waived $46,799 in management fees. C000003956 5000.00 454950639.63 454918742.3300 1.0003 1.0002 1.0002 1.0002 0.0000 29461154.81 434350536.18 215618.21 703953.38 359321.15 14228452.82 388930803.22 272844.19 0.00 0.00 479202480.78 449893334.21 0.0007 Y BlackRock Advisors, LLC waived $3,500 in management fees. C000003957 5000.00 15437027.23 15435944.9200 1.0003 1.0002 1.0002 1.0002 0.0000 81348.73 699431.13 0.00 79591.27 62694.90 50075.25 3658.20 72960.36 0.00 0.00 459599.99 902058.01 0.0000 Y BlackRock Advisors, LLC waived $576 in management fees. BlackRock Investments, LLC waived $4,156 in service/distribution fees. C000060559 1.00 85976588.67 85970560.7200 1.0003 1.0002 1.0002 1.0002 0.0000 4712654.44 17798612.26 3342091.34 8985252.40 18974699.67 3342448.13 30028.21 13208558.50 0.00 0.00 27060193.34 62648172.76 0.0000 Y BlackRock Advisors, LLC waived $4,015 in management fees. BlackRock Investments, LLC waived $60,249 in service/distribution fees. UNITED STATES TREASURY TREASURY BILL 0.000000% 912796HE2 US912796HE27 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 A-1+ 2017-02-02 2017-02-02 2017-02-02 N N N 0.0044 112481410.82 112481410.82 0.0056 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796JE0 US912796JE09 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-03-02 2017-03-02 2017-03-02 N N N 0.0046 394083995.00 394083995.00 0.0197 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 4371414000.00 4371414000.00 0.2185 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796JJ9 US912796JJ95 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-03-30 2017-03-30 2017-03-30 N N N 0.0047 142667320.95 142667320.95 0.0071 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 2591184713.99 2591184713.99 0.1295 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796JL4 US912796JL42 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2016-09-22 2016-09-22 2016-09-22 N N N 0.0020 693917414.00 693917414.00 0.0347 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796JM2 US912796JM25 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2016-09-29 2016-09-29 2016-09-29 N N N 0.0026 4599047800.00 4599047800.00 0.2299 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796JN0 US912796JN08 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2016-10-06 2016-10-06 2016-10-06 N N N 0.0023 278937504.00 278937504.00 0.0139 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796JP5 US912796JP55 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-04-27 2017-04-27 2017-04-27 N N N 0.0046 161511408.00 161511408.00 0.0081 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796JU4 US912796JU41 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2016-11-17 2016-11-17 2016-11-17 N N N 0.0027 11898309.39 11898309.39 0.0006 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796JV2 US912796JV24 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2016-11-25 2016-11-25 2016-11-25 N N N 0.0031 1801211212.50 1801211212.50 0.0900 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796KC2 US912796KC24 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-01-12 2017-01-12 2017-01-12 N N N 0.0036 164782365.00 164782365.00 0.0082 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 99855700.00 99855700.00 0.0050 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796KE8 US912796KE89 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-01-26 2017-01-26 2017-01-26 N N N 0.0041 285523524.00 285523524.00 0.0143 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796KG3 US912796KG38 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-02-09 2017-02-09 2017-02-09 N N N 0.0043 137729934.00 137729934.00 0.0069 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796KH1 US912796KH11 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-02-16 2017-02-16 2017-02-16 N N N 0.0044 174639675.00 174639675.00 0.0087 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796KJ7 US912796KJ76 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-02-23 2017-02-23 2017-02-23 N N N 0.0046 349221600.00 349221600.00 0.0175 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 0.0043 211327260.95 211327260.95 0.0106 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 0.0052 38043054.00 38043054.00 0.0019 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. Govt Standard and Poor's Ratings Services AA+ 2016-09-30 2016-09-30 2016-09-30 N N N 0.0040 275050050.00 275050050.00 0.0137 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.388000% 912828F70 US912828F700 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 2016-10-31 2016-10-31 N N N 0.0033 390932408.96 390932408.96 0.0195 N Y Y N UNITED STATES TREASURY TREASURY NOTE 4.625000% 912828FY1 US912828FY19 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2016-11-15 2016-11-15 2016-11-15 N N N 0.0033 88768944.00 88768944.00 0.0044 N Y Y N UNITED STATES TREASURY TREASURY NOTE 4.500000% 912828GS3 US912828GS32 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-05-15 2017-05-15 2017-05-15 N N N 0.0062 92804849.24 92804849.24 0.0046 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.419000% 912828H60 US912828H607 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 2017-01-31 2017-01-31 N N N 0.0037 124728057.50 124728057.50 0.0062 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 0.0042 26508718.50 26508718.50 0.0013 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 0.0053 37553242.16 37553242.16 0.0019 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.409000% 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+ 2016-09-01 2017-04-30 2017-04-30 N N N 0.0036 446094482.87 446094482.87 0.0223 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 0.0048 759767560.80 759767560.80 0.0380 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 0.0039 453686788.04 453686788.04 0.0227 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 0.0038 324593471.86 324593471.86 0.0162 N Y Y N UNITED STATES TREASURY TREASURY NOTE 3.250000% 912828MD9 US912828MD98 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 0.0038 183587898.75 183587898.75 0.0092 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 0.0045 286383395.46 286383395.46 0.0143 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 0.0065 28451171.76 28451171.76 0.0014 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.525000% 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+ 2016-09-01 2018-04-30 2018-04-30 N N N 0.0046 478795774.87 478795774.87 0.0239 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 0.0039 689562648.21 689562648.21 0.0345 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.875000% 912828RU6 US912828RU68 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2016-11-30 2016-11-30 2016-11-30 N N N 0.0033 58077546.00 58077546.00 0.0029 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.509000% 912828S84 US912828S844 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 2018-07-31 2018-07-31 N N N 0.0050 210126678.45 210126678.45 0.0105 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.875000% 912828SC5 US912828SC51 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 0.0047 263402956.25 263402956.25 0.0132 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.875000% 912828SJ0 US912828SJ05 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 0.0050 187010765.33 187010765.33 0.0093 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.625000% 912828SY7 US912828SY71 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-05-31 2017-05-31 2017-05-31 N N N 0.0061 26571036.23 26571036.23 0.0013 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 0.0066 104654821.34 104654821.34 0.0052 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.875000% 912828VW7 US912828VW78 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2016-09-15 2016-09-15 2016-09-15 N N N 0.0027 286460870.85 286460870.85 0.0143 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.625000% 912828XJ4 US912828XJ40 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 0.0065 26265849.34 26265849.34 0.0013 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.412000% 912828XN5 US912828XN51 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 2017-07-31 2017-07-31 N N N 0.0039 233457516.13 233457516.13 0.0117 N Y Y N BlackRock Liquidity Funds 2016-09-08 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer