N-MFP2 0000097098 XXXXXXXX 2017-01-31 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 Exempt Government N 48 104 23202871053.00 22920878307.00 23365205961.00 21428852200.00 23202871053.00 22920878307.00 23365205961.00 21428852200.00 0.00 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.0000 400446212.11 22664700964.06 22660728523.57 6733591.23 434668157.81 22633240169.10 22632731537.3500 1.0000 0.0054 1.0002 1.0002 1.0002 1.0002 0.0000 C000003953 5000.00 1665321.59 1665284.1700 1.0002 1.0002 1.0002 1.0002 0.0000 2980584.67 10.84 0.00 2980565.20 0.00 0.00 0.00 0.00 0.00 0.00 4645584.67 2980576.04 0.0000 Y BlackRock Advisors, LLC waived $8 in management fees. BlackRock Investments, LLC waived $12 in service/distribution fees. C000003954 3000000.00 21517505268.93 21517021710.8400 1.0002 1.0002 1.0002 1.0002 0.0000 971777996.86 1665731858.42 913161571.07 1366134906.30 1062250445.57 1252799485.39 1054724298.54 2162007311.85 0.00 0.00 5356135636.16 6601329550.04 0.0037 Y BlackRock Advisors, LLC waived $461,029 in management fees. C000003955 5000.00 535127654.23 535115628.4200 1.0002 1.0002 1.0002 1.0002 0.0000 20535762.07 31502309.43 152457412.14 8129022.94 52764698.90 96635769.26 71561056.10 72528091.21 0.00 0.00 321074164.54 242265503.52 0.0012 Y BlackRock Advisors, LLC waived $11,303 in management fees. C000003956 5000.00 451235108.75 451224968.2400 1.0002 1.0002 1.0002 1.0002 0.0000 84999900.75 1944390.59 62092092.68 33546333.52 94226688.04 315379782.09 74514292.81 551913.06 0.00 0.00 342137303.80 351447296.86 0.0027 Y BlackRock Advisors, LLC waived $10,386 in management fees. C000003957 5000.00 20448866.92 20448407.3800 1.0002 1.0002 1.0002 1.0002 0.0000 5492386.25 58399.43 15870.57 52206.83 24503.82 10798.79 45614.78 47825.42 0.00 0.00 5581285.30 172370.30 0.0000 Y BlackRock Advisors, LLC waived $438 in management fees. BlackRock Investments, LLC waived $2,242 in service/distribution fees. C000060559 1.00 107257948.68 107255538.3000 1.0002 1.0002 1.0002 1.0002 0.0000 12537111.74 97994.92 400805.34 2186070.43 42927.15 1140971.41 2607121.18 4147215.21 0.00 0.00 15785006.68 7693352.18 0.0000 Y BlackRock Advisors, LLC waived $2,328 in management fees. BlackRock Investments, LLC waived $42,153 in service/distribution fees. UNITED STATES TREASURY TREASURY BILL 0.000000% 912796JA8 US912796JA86 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. 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Govt Standard and Poor's Ratings Services A-1+ 2017-02-16 2017-02-16 2017-02-16 N N N 0.0051 1911525565.62 1911525565.62 0.0845 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796KJ7 US912796KJ76 U.S. Treasury Debt Y 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 0.0045 3543987193.50 3543987193.50 0.1566 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796KM0 US912796KM06 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-03-09 2017-03-09 2017-03-09 N N N 0.0048 2263432967.60 2263432967.60 0.1000 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796KN8 US912796KN88 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. 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Govt Standard and Poor's Ratings Services A-1+ 2017-10-12 2017-10-12 2017-10-12 N N N 0.0068 19339877.83 19339877.83 0.0009 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796KS7 US912796KS75 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-04-13 2017-04-13 2017-04-13 N N N 0.0050 491531812.80 491531812.80 0.0217 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796KT5 US912796KT58 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-04-20 2017-04-20 2017-04-20 N N N 0.0047 659310060.00 659310060.00 0.0291 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796KU2 US912796KU22 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-05-04 2017-05-04 2017-05-04 N N N 0.0052 24967325.00 24967325.00 0.0011 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796KY4 US912796KY44 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-05-11 2017-05-11 2017-05-11 N N N 0.0049 349211386.63 349211386.63 0.0154 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796LA5 US912796LA58 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-06-01 2017-06-01 2017-06-01 N N N 0.0061 19965666.00 19965666.00 0.0009 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796LD9 US912796LD97 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-06-08 2017-06-08 2017-06-08 N N N 0.0062 199633120.00 199633120.00 0.0088 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796LM9 US912796LM96 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-08-03 2017-08-03 2017-08-03 N N N 0.0063 398741200.00 398741200.00 0.0176 N Y Y N UNITED STATES TREASURY TREASURY BOND 8.750000% 912810DY1 US912810DY11 U.S. Treasury Debt Y 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 0.0053 54213122.30 54213122.30 0.0024 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.750000% 912828C32 US912828C327 U.S. Treasury Debt Y 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 0.0047 38013163.20 38013163.20 0.0017 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.000000% 912828D98 US912828D986 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-09-15 2017-09-15 2017-09-15 N N N 0.0081 60103128.00 60103128.00 0.0027 N Y Y N UNITED STATES TREASURY TREASURY NOTE 4.500000% 912828GS3 US912828GS32 U.S. Treasury Debt Y 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 0.0063 91319506.96 91319506.96 0.0040 N Y Y N UNITED STATES TREASURY TREASURY NOTE 4.250000% 912828HH6 US912828HH67 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-11-15 2017-11-15 2017-11-15 N N N 0.0089 208953169.15 208953169.15 0.0092 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.500000% 912828J92 US912828J926 U.S. Treasury Debt Y 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 0.0048 37566746.77 37566746.77 0.0017 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.580000% 912828K41 US912828K411 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-02-01 2017-04-30 2017-04-30 N N N 0.0042 592783563.32 592783563.32 0.0262 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.674000% 912828M23 US912828M235 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-02-01 2017-10-31 2017-10-31 N N N 0.0030 324507153.38 324507153.38 0.0143 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.875000% 912828M72 US912828M722 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-11-30 2017-11-30 2017-11-30 N N N 0.0081 16697824.27 16697824.27 0.0007 N Y Y N UNITED STATES TREASURY TREASURY NOTE 3.000000% 912828MS6 US912828MS67 U.S. Treasury Debt Y 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 0.0046 50101749.67 50101749.67 0.0022 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.778000% 912828N97 US912828N977 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-02-01 2018-01-31 2018-01-31 N N N 0.0054 286466638.80 286466638.80 0.0127 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.500000% 912828NK2 US912828NK23 U.S. Treasury Debt Y 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 0.0074 28238900.65 28238900.65 0.0012 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.696000% 912828Q86 US912828Q863 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-02-01 2018-04-30 2018-04-30 N N N 0.0046 479084043.26 479084043.26 0.0212 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.680000% 912828S84 US912828S844 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-02-01 2018-07-31 2018-07-31 N N N 0.0048 573771724.22 573771724.22 0.0254 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.875000% 912828SJ0 US912828SJ05 U.S. Treasury Debt Y 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 0.0047 216791522.07 216791522.07 0.0096 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.625000% 912828SY7 US912828SY71 U.S. Treasury Debt Y 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 0.0070 26572075.12 26572075.12 0.0012 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.676000% 912828T75 US912828T750 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-02-01 2018-10-31 2018-10-31 N N N 0.0066 465677637.64 465677637.64 0.0206 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.750000% 912828TB6 US912828TB69 U.S. Treasury Debt Y 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 104618098.11 104618098.11 0.0046 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.625000% 912828TM2 US912828TM25 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-08-31 2017-08-31 2017-08-31 N N N 0.0070 97851764.17 97851764.17 0.0043 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.646000% 912828V64 US912828V640 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-02-01 2019-01-31 2019-01-31 N N N 0.0065 214929695.00 214929695.00 0.0095 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.625000% 912828XJ4 US912828XJ40 U.S. Treasury Debt Y 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 0.0074 26272051.69 26272051.69 0.0012 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.583000% 912828XN5 US912828XN51 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-02-01 2017-07-31 2017-07-31 N N N 0.0014 233473340.98 233473340.98 0.0103 N Y Y N BlackRock Liquidity Funds 2017-02-07 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer