N-MFP2 0000097098 XXXXXXXX 2017-09-30 0000097098 S000001478 6 N N 002-47015 BlackRock Advisors, LLC 801-47710 Deloitte & Touche LLP Philadelphia PA BlackRock Advisors, LLC JPMorgan Chase Bank, N.A. 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C000003955 5000.00 479009167.75 478994581.08 1.0003 1.0002 1.0002 1.0002 1.0002 109046623.09 15609919.84 68158750.74 76397525.23 20773955.46 37429409.30 25281218.71 271824245.52 20100562.80 39023478.63 134756036.43 432050055.35 0.0065 Y BlackRock Advisors, LLC, Management Fees, 12670.48; C000003954 3000000.00 24392215075.15 24391474996.89 1.0003 1.0002 1.0002 1.0002 1.0002 1180334233.55 598411501.50 607738864.14 606496203.86 1082163481.78 1066658082.63 1394144411.31 1316076811.43 1797593233.79 982130734.92 5333320852.15 4116377605.68 0.0090 Y BlackRock Advisors, LLC, Management Fees, 461354.39; C000003953 5000.00 1001075.26 1001044.21 1.0003 1.0002 1.0002 1.0002 1.0002 789.00 0.49 0.00 395.16 0.24 0.15 0.27 0.62 0.81 0.58 790.17 396.51 0.0050 Y BlackRock Advisors, LLC, Management Fees, 19.53; C000060559 1.00 41274787.18 41273434.31 1.0003 1.0002 1.0002 1.0002 1.0002 727800.65 663666.91 1501415.65 194262.17 55406.38 1250730.43 1667219.67 1505782.16 6134590.70 3270616.55 9358632.40 6885026.56 0.0007 Y BlackRock Advisors, LLC, Management Fees, 768.47; BlackRock Investments, LLC, Service/Distribution Fees, 646.49; U.S. Treasury Bills U.S. Treasury Bills 0.937 912796KR9 US912796KR92 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-10-12 2017-10-12 2017-10-12 N N N 0.0094 3985811380.11 3985811380.11 0.1559 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.974 912796KX6 US912796KX60 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-11-09 2017-11-09 2017-11-09 N N N 0.0097 118879451.81 118879451.81 0.0047 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.000 912796LB3 US912796LB32 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2017-12-07 2017-12-07 2017-12-07 N N N 0.0100 543696400.52 543696400.52 0.0213 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.050 912796LC1 US912796LC15 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-01-04 2018-01-04 2018-01-04 N N N 0.0105 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Treasury Notes 1.875 912828PF1 US912828PF10 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-10-31 2017-10-31 2017-10-31 N N N 0.0106 1023279502.99 1023279502.99 0.0400 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.625 912828PT1 US912828PT14 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-01-31 2018-01-31 2018-01-31 N N N 0.0117 32036407.52 32036407.52 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.243 912828Q86 US912828Q863 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-10-01 2018-04-30 2018-04-30 N N N 0.0105 478840882.87 478840882.87 0.0187 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.875 912828QB9 US912828QB96 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-03-31 2018-03-31 2018-03-31 N N N 0.0124 120946874.40 120946874.40 0.0047 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.227 912828S84 US912828S844 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's 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Notes U.S. Treasury Notes 0.750 912828UR9 US912828UR92 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-02-28 2018-02-28 2018-02-28 N N N 0.0121 149713759.38 149713759.38 0.0059 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.625 912828UZ1 US912828UZ19 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-04-30 2018-04-30 2018-04-30 N N N 0.0126 149449636.50 149449636.50 0.0058 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.193 912828V64 US912828V640 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-10-01 2019-01-31 2019-01-31 N N N 0.0107 298478108.22 298478108.22 0.0117 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.123 912828X54 US912828X547 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2017-10-01 2019-04-30 2019-04-30 N N N 0.0109 289060320.16 289060320.16 0.0113 N Y Y N BlackRock Liquidity Funds 2017-10-05 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer