N-MFP2 0000097098 XXXXXXXX 2018-05-31 0000097098 5493007YVNX55LTRQ706 S000001478 6 N N 002-47015 BlackRock Advisors, LLC 801-47710 Deloitte & Touche LLP Philadelphia PA BlackRock Advisors, LLC JPMorgan Chase Bank, N.A. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Exempt Government N 46 104 27400114537.00 28160250530.00 27662552744.00 29212260967.00 27400114537.00 28160250530.00 27662552744.00 29212260967.00 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 920571610.51 28489576266.61 28489425816.49 15789737.32 42191542.24 29383595622.08 29382959836.90 1.0000 0.0179 1.0001 1.0001 1.0001 1.0001 C000003956 5000.00 486892353.99 486881818.90 1.0001 1.0001 1.0001 1.0001 39226341.79 2213122.09 36355720.43 23533435.93 51045352.80 83469118.57 30587213.16 97590359.88 178701401.81 210108623.54 0.0152 Y BlackRock Advisors, LLC, Management Fees, 11813.86; C000003957 5000.00 19403971.94 19403552.09 1.0001 1.0001 1.0001 1.0001 122011.82 3364278.83 118363.83 62860.34 13440.24 52961.54 110332.74 63276.12 329006.92 628814.85 0.0112 Y BlackRock Advisors, LLC, Management Fees, 443.00; C000003955 5000.00 428077264.78 428068002.29 1.0001 1.0001 1.0001 1.0001 24284243.40 67074777.17 21966146.24 34789125.04 17072103.26 17841298.06 49452746.56 23364434.70 124190817.51 157878096.97 0.0137 Y BlackRock Advisors, LLC, Management Fees, 9125.30; C000003954 3000000.00 28410672619.74 28410057886.10 1.0001 1.0001 1.0001 1.0001 2109602837.50 1023787211.55 968753310.23 667322391.23 1612583415.76 1632939153.26 2709585200.08 1133443979.84 7909056371.06 5301347374.13 0.0162 Y BlackRock Advisors, LLC, Management Fees, 611504.29; C000003953 5000.00 1959251.40 1959209.01 1.0001 1.0001 1.0001 1.0001 9132.75 5651.87 0.00 0.47 0.99 0.03 0.23 3.23 9145.59 105670.63 0.0122 Y BlackRock Advisors, LLC, Management Fees, 46.71; C000060559 1.00 36590160.23 36589368.51 1.0001 1.0001 1.0001 1.0001 1212166.76 380089.47 545874.84 936904.89 728770.16 29718.67 3589139.98 596228.54 6658209.31 1863889.04 0.0079 Y BlackRock Advisors, LLC, Management Fees, 773.67; BlackRock Investments, LLC, Service/Distribution Fees, 578.23; U.S. Treasury Bill U.S. Treasury Bill 1.648 912796MF3 254900HROIFWPRGM1V77 US912796MF37 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-06-21 2018-06-21 2018-06-21 N N N 0.0165 4036702729.17 4036702729.17 0.1374 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.775 912796MK2 254900HROIFWPRGM1V77 US912796MK22 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-07-19 2018-07-19 2018-07-19 N N N 0.0177 1607166196.51 1607166196.51 0.0547 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.869 912796NQ8 254900HROIFWPRGM1V77 US912796NQ82 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-08-16 2018-08-16 2018-08-16 N N N 0.0187 415497048.51 415497048.51 0.0141 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.926 912796NV7 254900HROIFWPRGM1V77 US912796NV77 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-09-13 2018-09-13 2018-09-13 N N N 0.0193 497244720.00 497244720.00 0.0169 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.964 912796NZ8 254900HROIFWPRGM1V77 US912796NZ81 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-10-11 2018-10-11 2018-10-11 N N N 0.0196 381291856.64 381291856.64 0.0130 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.355 912796PJ2 254900HROIFWPRGM1V77 US912796PJ22 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-06-07 2018-06-07 2018-06-07 N N N 0.0135 1304645977.95 1304645977.95 0.0444 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.488 912796PL7 254900HROIFWPRGM1V77 US912796PL77 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-06-14 2018-06-14 2018-06-14 N N N 0.0149 2549679424.41 2549679424.41 0.0868 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.696 912796PM5 254900HROIFWPRGM1V77 US912796PM50 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-06-28 2018-06-28 2018-06-28 N N N 0.0170 5763191680.83 5763191680.83 0.1961 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.729 912796PN3 254900HROIFWPRGM1V77 US912796PN34 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-07-05 2018-07-05 2018-07-05 N N N 0.0173 32945380.38 32945380.38 0.0011 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.736 912796PQ6 254900HROIFWPRGM1V77 US912796PQ64 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-07-12 2018-07-12 2018-07-12 N N N 0.0174 199601388.00 199601388.00 0.0068 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.787 912796PR4 254900HROIFWPRGM1V77 US912796PR48 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-07-26 2018-07-26 2018-07-26 N N N 0.0179 13463081.28 13463081.28 0.0005 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.847 912796PS2 254900HROIFWPRGM1V77 US912796PS21 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-08-02 2018-08-02 2018-08-02 N N N 0.0185 1993645000.00 1993645000.00 0.0679 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.863 912796PU7 254900HROIFWPRGM1V77 US912796PU76 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-08-09 2018-08-09 2018-08-09 N N N 0.0186 323842931.75 323842931.75 0.0110 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.870 912796PV5 254900HROIFWPRGM1V77 US912796PV59 U.S. Treasury Debt Y Fitch Govt Moody's P-1 Standard & Poor's A-1+ 2018-08-23 2018-08-23 2018-08-23 N N N 0.0187 206371797.63 206371797.63 0.0070 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.904 912796PW3 254900HROIFWPRGM1V77 US912796PW33 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-08-30 2018-08-30 2018-08-30 N N N 0.0190 248818750.00 248818750.00 0.0085 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.923 912796PZ6 254900HROIFWPRGM1V77 US912796PZ63 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-09-20 2018-09-20 2018-09-20 N N N 0.0192 596480376.00 596480376.00 0.0203 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.913 912796QA0 254900HROIFWPRGM1V77 US912796QA04 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-09-27 2018-09-27 2018-09-27 N N N 0.0191 894420810.00 894420810.00 0.0304 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.957 912796QB8 254900HROIFWPRGM1V77 US912796QB86 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-10-04 2018-10-04 2018-10-04 N N N 0.0196 607396792.20 607396792.20 0.0207 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.997 912796QE2 254900HROIFWPRGM1V77 US912796QE26 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-10-25 2018-10-25 2018-10-25 N N N 0.0200 297883972.79 297883972.79 0.0101 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.008 912796QF9 254900HROIFWPRGM1V77 US912796QF90 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-11-01 2018-11-01 2018-11-01 N N N 0.0201 26887259.49 26887259.49 0.0009 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.036 912796QK8 254900HROIFWPRGM1V77 US912796QK85 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-11-23 2018-11-23 2018-11-23 N N N 0.0204 11224798.64 11224798.64 0.0004 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.081 912796QL6 254900HROIFWPRGM1V77 US912796QL68 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-11-29 2018-11-29 2018-11-29 N N N 0.0208 82395085.77 82395085.77 0.0028 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.952 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-06-01 2019-10-31 2019-10-31 N N N 0.0191 906206642.88 906206642.88 0.0308 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.904 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-06-01 2020-01-31 2020-01-31 N N N 0.0193 1028665857.05 1028665857.05 0.0350 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.937 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-06-01 2020-04-30 2020-04-30 N N N 0.0194 503557240.82 503557240.82 0.0171 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.500 912828A75 254900HROIFWPRGM1V77 US912828A750 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-12-31 2018-12-31 2018-12-31 N N N 0.0216 28257523.31 28257523.31 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.500 912828B33 254900HROIFWPRGM1V77 US912828B337 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-01-31 2019-01-31 2019-01-31 N N N 0.0218 12647926.73 12647926.73 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.875 912828L81 254900HROIFWPRGM1V77 US912828L815 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-10-15 2018-10-15 2018-10-15 N N N 0.0202 44708824.33 44708824.33 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.125 912828N63 254900HROIFWPRGM1V77 US912828N639 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-01-15 2019-01-15 2019-01-15 N N N 0.0216 204302746.88 204302746.88 0.0070 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.750 912828P53 254900HROIFWPRGM1V77 US912828P535 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-02-15 2019-02-15 2019-02-15 N N N 0.0221 222697266.75 222697266.75 0.0076 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.500 912828RE2 254900HROIFWPRGM1V77 US912828RE27 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-08-31 2018-08-31 2018-08-31 N N N 0.0195 29966100.00 29966100.00 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828RH5 254900HROIFWPRGM1V77 US912828RH57 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-09-30 2018-09-30 2018-09-30 N N N 0.0200 919118192.73 919118192.73 0.0313 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828RT9 254900HROIFWPRGM1V77 US912828RT95 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-11-30 2018-11-30 2018-11-30 N N N 0.0211 36731076.46 36731076.46 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828RY8 254900HROIFWPRGM1V77 US912828RY80 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-12-31 2018-12-31 2018-12-31 N N N 0.0215 10009831.03 10009831.03 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.078 912828S84 254900HROIFWPRGM1V77 US912828S844 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-06-01 2018-07-31 2018-07-31 N N N 0.0187 573264918.30 573264918.30 0.0195 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.250 912828SD3 254900HROIFWPRGM1V77 US912828SD35 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-01-31 2019-01-31 2019-01-31 N N N 0.0218 31565221.95 31565221.95 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.074 912828T75 254900HROIFWPRGM1V77 US912828T750 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-06-01 2018-10-31 2018-10-31 N N N 0.0185 465686151.81 465686151.81 0.0158 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.250 912828U99 254900HROIFWPRGM1V77 US912828U998 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-12-31 2018-12-31 2018-12-31 N N N 0.0214 21523444.53 21523444.53 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.125 912828V56 254900HROIFWPRGM1V77 US912828V566 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-01-31 2019-01-31 2019-01-31 N N N 0.0218 65677536.55 65677536.55 0.0022 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.044 912828V64 254900HROIFWPRGM1V77 US912828V640 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-06-01 2019-01-31 2019-01-31 N N N 0.0187 298367103.22 298367103.22 0.0101 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828VK3 254900HROIFWPRGM1V77 US912828VK31 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-06-30 2018-06-30 2018-06-30 N N N 0.0173 399879988.00 399879988.00 0.0136 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828VQ0 254900HROIFWPRGM1V77 US912828VQ01 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-07-31 2018-07-31 2018-07-31 N N N 0.0180 250375602.62 250375602.62 0.0085 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.125 912828W30 254900HROIFWPRGM1V77 US912828W309 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-02-28 2019-02-28 2019-02-28 N N N 0.0222 56388093.75 56388093.75 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.974 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-06-01 2019-04-30 2019-04-30 N N N 0.0187 289181918.96 289181918.96 0.0098 N Y Y N BlackRock Liquidity Funds 2018-06-06 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer