N-MFP2 0000097098 XXXXXXXX 2017-02-28 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 46 99 22654134389.00 22659997461.00 22164220459.00 22077151149.00 22654134389.00 22659997461.00 22164220459.00 22077151149.00 0.00 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.0000 0.00 23266719514.91 23262586772.63 7562535.42 1219728617.98 22050420690.07 22049879967.2000 1.0000 0.0056 1.0002 1.0002 1.0002 1.0002 0.0000 C000003953 5000.00 1665325.01 1665284.1700 1.0002 1.0002 1.0002 1.0002 0.0000 1665000.00 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 $34 in management fees. BlackRock Investments, LLC waived $23 in service/distribution fees. C000003954 3000000.00 20904116251.15 20903603638.0800 1.0002 1.0002 1.0002 1.0002 0.0000 1951476857.70 733550333.05 586840789.34 741243826.95 810110565.25 1223353024.46 718836543.90 779293214.97 0.00 0.00 3099437883.07 3712855955.83 0.0038 Y BlackRock Advisors, LLC waived $433,209 in management fees. C000003955 5000.00 567322109.58 567308197.6500 1.0002 1.0002 1.0002 1.0002 0.0000 34647800.26 53728084.14 30834807.65 21404697.75 13712188.42 13091350.01 73180205.99 12658588.27 0.00 0.00 147455575.27 115263006.04 0.0013 Y BlackRock Advisors, LLC waived $11,107 in management fees. C000003956 5000.00 463070015.96 463058660.5100 1.0002 1.0002 1.0002 1.0002 0.0000 62238795.73 20835100.04 150064541.06 3212183.75 80055146.91 167608219.53 74235630.92 168357588.29 0.00 0.00 371994979.90 360161287.63 0.0028 Y BlackRock Advisors, LLC waived $10,341 in management fees. C000003957 5000.00 20494230.26 20493727.7000 1.0002 1.0002 1.0002 1.0002 0.0000 63187.62 52033.02 37382.99 50891.16 237078.94 175427.77 172881.02 192707.51 0.00 0.00 513239.95 467919.63 0.0000 Y BlackRock Advisors, LLC waived $419 in management fees. BlackRock Investments, LLC waived $1,857 in service/distribution fees. C000060559 1.00 93752758.11 93750459.0900 1.0002 1.0002 1.0002 1.0002 0.0000 197041.27 12552090.79 4307857.45 2181255.75 2153122.60 344844.83 1629362.23 941166.96 0.00 0.00 8090345.07 21595424.28 0.0000 Y BlackRock Advisors, LLC waived $2,007 in management fees. BlackRock Investments, LLC waived $35,268 in service/distribution fees. UNITED STATES TREASURY TREASURY BILL 0.000000% 912796JE0 US912796JE09 U.S. Treasury Debt Y 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 0.0045 1468075942.44 1468075942.44 0.0666 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796JJ9 US912796JJ95 U.S. Treasury Debt Y 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 0.0041 645346098.40 645346098.40 0.0293 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796JP5 US912796JP55 U.S. Treasury Debt Y 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 0.0049 1802614708.40 1802614708.40 0.0817 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796JT7 US912796JT77 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+ 2017-03-16 2017-03-16 2017-03-16 N N N 0.0040 2609365729.28 2609365729.28 0.1183 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796KP3 US912796KP37 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-03-23 2017-03-23 2017-03-23 N N N 0.0041 1659393017.04 1659393017.04 0.0753 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796KQ1 US912796KQ10 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-04-06 2017-04-06 2017-04-06 N N N 0.0042 1733282644.20 1733282644.20 0.0786 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 0.0046 491731122.00 491731122.00 0.0223 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 0.0049 784473971.50 784473971.50 0.0356 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 0.0049 1024116245.00 1024116245.00 0.0464 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 0.0051 349339301.41 349339301.41 0.0158 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796KZ1 US912796KZ19 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-05-18 2017-05-18 2017-05-18 N N N 0.0051 124863225.00 124863225.00 0.0057 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 0.0053 1229372002.50 1229372002.50 0.0558 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 0.0051 199725680.00 199725680.00 0.0091 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796LK3 US912796LK31 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-07-13 2017-07-13 2017-07-13 N N N 0.0058 19388413.97 19388413.97 0.0009 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 0.0062 398945160.00 398945160.00 0.0181 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796LP2 US912796LP28 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-08-10 2017-08-10 2017-08-10 N N N 0.0065 697999750.00 697999750.00 0.0317 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796LQ0 US912796LQ01 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-08-24 2017-08-24 2017-08-24 N N N 0.0069 59802000.00 59802000.00 0.0027 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 0.0049 53898413.60 53898413.60 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 0.0038 38005567.00 38005567.00 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 0.0072 130863966.55 130863966.55 0.0059 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 0.0049 91068836.37 91068836.37 0.0041 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 0.0080 208436462.30 208436462.30 0.0095 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 0.0040 37568380.85 37568380.85 0.0017 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.590000% 912828K41 US912828K411 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-03-01 2017-04-30 2017-04-30 N N N 0.0052 592747528.56 592747528.56 0.0269 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.684000% 912828M23 US912828M235 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-03-01 2017-10-31 2017-10-31 N N N 0.0053 324476975.94 324476975.94 0.0147 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 0.0082 16696519.11 16696519.11 0.0008 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.788000% 912828N97 US912828N977 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-03-01 2018-01-31 2018-01-31 N N N 0.0054 286433975.87 286433975.87 0.0130 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 0.0058 28199476.51 28199476.51 0.0013 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.706000% 912828Q86 US912828Q863 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-03-01 2018-04-30 2018-04-30 N N N 0.0056 479112884.45 479112884.45 0.0217 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.690000% 912828S84 US912828S844 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-03-01 2018-07-31 2018-07-31 N N N 0.0059 573909719.47 573909719.47 0.0260 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 0.0051 26573114.00 26573114.00 0.0012 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.686000% 912828T75 US912828T750 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-03-01 2018-10-31 2018-10-31 N N N 0.0063 465721557.71 465721557.71 0.0211 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 0.0056 104605843.09 104605843.09 0.0047 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 0.0072 97844118.96 97844118.96 0.0044 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.656000% 912828V64 US912828V640 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-03-01 2019-01-31 2019-01-31 N N N 0.0069 215010148.00 215010148.00 0.0098 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 0.0060 26272051.69 26272051.69 0.0012 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.593000% 912828XN5 US912828XN51 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-03-01 2017-07-31 2017-07-31 N N N 0.0053 233470493.44 233470493.44 0.0106 N Y Y N BlackRock Liquidity Funds 2017-03-07 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer