N-MFP2 0000097098 XXXXXXXX 2018-08-31 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 41 97 29598014507.00 29727845694.00 29915334914.00 30710064547.00 31376697120.00 29598014507.00 30103273644.00 29915334914.00 30710064547.00 31376697120.00 1.0000 0.9875 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 826612909.61 30533052289.39 30528722522.38 17478147.40 50909836.40 31321903742.99 31321107848.72 1.0000 0.0201 1.0001 1.0001 1.0001 1.0001 1.0002 C000003956 5000.00 423853631.01 423842860.83 1.0001 1.0001 1.0001 1.0001 1.0002 43012170.66 21358676.63 30985271.04 1344802.16 30801602.92 40397914.74 28160510.73 97216877.48 30216948.18 20537103.03 134130665.91 180179980.40 0.0174 Y BlackRock Advisors, LLC, Management Fees, 11078.02; C000003957 5000.00 16584835.03 16584413.61 1.0001 1.0001 1.0001 1.0001 1.0002 2333327.54 35008.64 29268.68 23298.40 21126.97 19216.05 89073.81 5242384.46 8411.00 11.40 2478822.13 5319913.93 0.0134 Y BlackRock Advisors, LLC, Management Fees, 493.29; C000003955 5000.00 587163026.23 587148106.33 1.0001 1.0001 1.0001 1.0001 1.0002 60482956.72 55292119.99 38998631.01 37798829.97 48823923.26 3463440.22 43831487.86 120613449.92 46516295.49 28452856.29 217437132.78 221593404.36 0.0159 Y BlackRock Advisors, LLC, Management Fees, 14919.16; C000003954 3000000.00 30263525885.88 30262756885.14 1.0001 1.0001 1.0001 1.0001 1.0002 1441385386.33 1975741379.89 1376948715.64 884045657.61 1791765184.28 1651202160.97 2114849433.23 1223538305.27 1702525464.90 1028614115.83 7745187114.82 5577559152.18 0.0184 Y BlackRock Advisors, LLC, Management Fees, 702433.93; C000003953 5000.00 565070.30 565055.94 1.0001 1.0001 1.0001 1.0001 1.0002 3456.27 1746.59 0.02 0.37 0.15 0.53 0.19 400011.04 0.10 0.39 3456.00 401758.67 0.0144 Y BlackRock Advisors, LLC, Management Fees, 20.37; C000060559 1.00 30211294.54 30210526.87 1.0001 1.0001 1.0001 1.0001 1.0002 309196.05 3344261.43 1474347.79 6664493.08 1515797.93 1601103.50 1303067.45 2611003.41 1994869.52 579274.33 6597268.73 12237890.10 0.0101 Y BlackRock Advisors, LLC, Management Fees, 763.28; BlackRock Investments, LLC, Service/Distribution Fees, 532.34; U.S. Treasury Notes U.S. Treasury Notes 2.261 912828T75 254900HROIFWPRGM1V77 US912828T750 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-09-01 2018-10-31 2018-10-31 N N N 0.0206 465418467.34 465418467.34 0.0149 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.231 912828V64 254900HROIFWPRGM1V77 US912828V640 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-09-01 2019-01-31 2019-01-31 N N N 0.0205 298227114.74 298227114.74 0.0095 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.161 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-09-01 2019-04-30 2019-04-30 N N N 0.0205 289101256.59 289101256.59 0.0092 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.151 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-09-04 2019-07-31 2019-07-31 N N N 0.0206 286139131.46 286139131.46 0.0091 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.139 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-09-04 2019-10-31 2019-10-31 N N N 0.0209 906139232.25 906139232.25 0.0289 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.091 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-09-04 2020-01-31 2020-01-31 N N N 0.0211 1193744256.09 1193744256.09 0.0381 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.124 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-09-01 2020-04-30 2020-04-30 N N N 0.0212 670792975.13 670792975.13 0.0214 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 0.0191 920619749.00 920619749.00 0.0294 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 0.0191 44842697.72 44842697.72 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.750 912828T83 254900HROIFWPRGM1V77 US912828T834 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-10-31 2018-10-31 2018-10-31 N N N 0.0196 364607338.61 364607338.61 0.0116 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.250 912828WD8 254900HROIFWPRGM1V77 US912828WD88 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-10-31 2018-10-31 2018-10-31 N N N 0.0199 477854900.29 477854900.29 0.0153 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.134 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-09-01 2020-07-31 2020-07-31 N N N 0.0215 149982805.50 149982805.50 0.0048 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 0.0209 36799376.24 36799376.24 0.0012 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 28303051.69 28303051.69 0.0009 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 10029053.58 10029053.58 0.0003 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 0.0215 21570594.12 21570594.12 0.0007 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 0.0217 88520889.12 88520889.12 0.0028 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 0.0224 68919369.88 68919369.88 0.0022 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 0.0222 45018140.51 45018140.51 0.0014 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 0.0223 79216294.73 79216294.73 0.0025 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 0.0222 223505860.50 223505860.50 0.0071 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 56541322.12 56541322.12 0.0018 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.641 912796PY9 254900HROIFWPRGM1V77 US912796PY98 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-09-06 2018-09-06 2018-09-06 N N N 0.0064 3036000336.23 3036000336.23 0.0969 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.341 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 0.0134 6309235900.63 6309235900.63 0.2014 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.553 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 0.0155 4337509980.00 4337509980.00 0.1385 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.647 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 0.0165 1421313040.39 1421313040.39 0.0454 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.734 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 0.0173 805264551.05 805264551.05 0.0257 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.802 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 0.0180 700582254.84 700582254.84 0.0224 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.847 912796QD4 254900HROIFWPRGM1V77 US912796QD43 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-10-18 2018-10-18 2018-10-18 N N N 0.0185 249793265.78 249793265.78 0.0080 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.880 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 0.0188 1062276123.82 1062276123.82 0.0339 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.915 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 0.0192 21664527.31 21664527.31 0.0007 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.954 912796PD5 254900HROIFWPRGM1V77 US912796PD51 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-11-08 2018-11-08 2018-11-08 N N N 0.0195 510962158.12 510962158.12 0.0163 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.966 912796QJ1 254900HROIFWPRGM1V77 US912796QJ13 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-11-15 2018-11-15 2018-11-15 N N N 0.0197 375492660.18 375492660.18 0.0120 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.996 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 0.0200 1493141670.00 1493141670.00 0.0477 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.013 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 0.0201 1243826.21 1243826.21 0.0000 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.086 912796QQ5 254900HROIFWPRGM1V77 US912796QQ55 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-12-27 2018-12-27 2018-12-27 N N N 0.0209 310486495.45 310486495.45 0.0099 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.124 912796QS1 254900HROIFWPRGM1V77 US912796QS12 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-01-10 2019-01-10 2019-01-10 N N N 0.0212 530922112.30 530922112.30 0.0170 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.147 912796QT9 254900HROIFWPRGM1V77 US912796QT94 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-01-17 2019-01-17 2019-01-17 N N N 0.0215 46365927.03 46365927.03 0.0015 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.166 912796QU6 254900HROIFWPRGM1V77 US912796QU67 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-01-24 2019-01-24 2019-01-24 N N N 0.0217 381197518.81 381197518.81 0.0122 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.180 912796PP8 254900HROIFWPRGM1V77 US912796PP81 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-01-31 2019-01-31 2019-01-31 N N N 0.0218 495473090.00 495473090.00 0.0158 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.186 912796QW2 254900HROIFWPRGM1V77 US912796QW24 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-02-07 2019-02-07 2019-02-07 N N N 0.0219 421481815.20 421481815.20 0.0135 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.210 912796QY8 254900HROIFWPRGM1V77 US912796QY89 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-02-21 2019-02-21 2019-02-21 N N N 0.0221 222654530.25 222654530.25 0.0071 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.225 912796PT0 254900HROIFWPRGM1V77 US912796PT04 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-02-28 2019-02-28 2019-02-28 N N N 0.0223 1033618552.13 1033618552.13 0.0330 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.350 912796QM4 254900HROIFWPRGM1V77 US912796QM42 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-06-20 2019-06-20 2019-06-20 N N N 0.0235 40478076.45 40478076.45 0.0013 N Y Y N BlackRock Liquidity Funds 2018-09-07 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer