N-MFP2 0000097098 XXXXXXXX 2018-01-31 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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83015543.03 19539486.82 156390506.03 45199091.51 73543565.22 133906293.20 391527840.06 269862815.26 0.0094 Y BlackRock Advisors, LLC, Management Fees, 12469.99; C000003954 3000000.00 26584717568.82 26584049431.96 1.0001 1.0001 1.0001 1.0002 1730079393.91 1620082204.72 1263578442.10 1391027067.56 1198354055.50 1180912889.14 1713154669.21 1615875580.19 7246815504.25 7344629726.17 0.0119 Y BlackRock Advisors, LLC, Management Fees, 607995.76; C000003953 5000.00 1002928.67 1002903.46 1.0001 1.0001 1.0001 1.0002 1130.78 565.71 0.34 0.09 0.08 0.39 0.42 0.57 1131.97 566.78 0.0079 Y BlackRock Advisors, LLC, Management Fees, 22.91; C000060559 1.00 36991848.97 36990919.27 1.0001 1.0001 1.0001 1.0002 5643390.31 22.60 6391402.75 4660426.77 24.87 3899637.56 2963798.17 2877135.84 14998630.90 12370700.31 0.0036 Y BlackRock Advisors, LLC, Management Fees, 878.33; BlackRock Investments, LLC, Service/Distribution Fees, 655.53; U.S. Treasury Bills U.S. Treasury Bills 1.170 912796LJ6 US912796LJ67 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-02-01 2018-02-01 2018-02-01 N N N 0.0117 2230805000.00 2230805000.00 0.0800 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.373 912796LN7 US912796LN79 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-03-01 2018-03-01 2018-03-01 N N N 0.0137 961950464.82 961950464.82 0.0345 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.315 912796LS6 US912796LS66 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-03-29 2018-03-29 2018-03-29 N N N 0.0132 2269952221.22 2269952221.22 0.0814 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.429 912796LX5 US912796LX51 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-04-26 2018-04-26 2018-04-26 N N N 0.0143 181670495.90 181670495.90 0.0065 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.534 912796MF3 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 0.0153 19359561.74 19359561.74 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.624 912796MK2 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 0.0162 8684716.51 8684716.51 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.073 912796NR6 US912796NR65 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-02-08 2018-02-08 2018-02-08 N N N 0.0107 4092377205.50 4092377205.50 0.1468 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.134 912796NS4 US912796NS49 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-02-15 2018-02-15 2018-02-15 N N N 0.0113 4133444571.73 4133444571.73 0.1483 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.160 912796NT2 US912796NT22 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-02-22 2018-02-22 2018-02-22 N N N 0.0116 2155072636.84 2155072636.84 0.0773 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.331 912796NU9 US912796NU94 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-03-08 2018-03-08 2018-03-08 N N N 0.0133 417327036.33 417327036.33 0.0150 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.316 912796NW5 US912796NW50 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-03-15 2018-03-15 2018-03-15 N N N 0.0132 668423742.87 668423742.87 0.0240 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.320 912796NX3 US912796NX34 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-03-22 2018-03-22 2018-03-22 N N N 0.0132 694329559.50 694329559.50 0.0249 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.330 912796NY1 US912796NY17 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-04-05 2018-04-05 2018-04-05 N N N 0.0133 1711353598.03 1711353598.03 0.0614 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.370 912796PA1 US912796PA13 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-04-12 2018-04-12 2018-04-12 N N N 0.0137 651264776.57 651264776.57 0.0234 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.457 912796PC7 US912796PC78 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-05-03 2018-05-03 2018-05-03 N N N 0.0146 249085260.00 249085260.00 0.0089 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.459 912796PF0 US912796PF00 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-05-10 2018-05-10 2018-05-10 N N N 0.0146 553300813.91 553300813.91 0.0199 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.466 912796PG8 US912796PG82 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-05-17 2018-05-17 2018-05-17 N N N 0.0147 32536450.48 32536450.48 0.0012 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.503 912796PH6 US912796PH65 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-05-31 2018-05-31 2018-05-31 N N N 0.0150 156407150.66 156407150.66 0.0056 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.515 912796PJ2 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 0.0151 182045614.59 182045614.59 0.0065 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.528 912796PL7 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 0.0153 213214263.30 213214263.30 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.564 912796PM5 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 0.0156 862469105.12 862469105.12 0.0309 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.591 912796PN3 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 0.0159 32778588.48 32778588.48 0.0012 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.606 912796PQ6 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 0.0161 198578638.00 198578638.00 0.0071 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.654 912796PS2 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 0.0165 991772080.00 991772080.00 0.0356 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.483 9128283B4 US9128283B45 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-02-01 2019-10-31 2019-10-31 N N N 0.0143 906441013.45 906441013.45 0.0325 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.430 9128283T5 US9128283T52 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-04-30 2020-01-31 2020-01-31 N N N 0.0144 352732295.48 352732295.48 0.0127 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.500 912828A75 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 0.0192 28257523.31 28257523.31 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.500 912828B33 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 0.0196 12647926.73 12647926.73 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.500 912828HR4 US912828HR40 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-02-15 2018-02-15 2018-02-15 N N N 0.0145 227937820.87 227937820.87 0.0082 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.875 912828L81 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 0.0181 44607097.54 44607097.54 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.625 912828Q86 US912828Q863 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-02-01 2018-04-30 2018-04-30 N N N 0.0138 478574587.34 478574587.34 0.0172 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 0.0142 526219701.00 526219701.00 0.0189 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.500 912828RE2 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 0.0174 29958984.30 29958984.30 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828RH5 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 0.0179 320159738.11 320159738.11 0.0115 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828RT9 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 0.0189 36709475.78 36709475.78 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828RY8 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 0.0192 10005117.75 10005117.75 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.609 912828S84 US912828S844 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-02-01 2018-07-31 2018-07-31 N N N 0.0140 573657242.02 573657242.02 0.0206 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.250 912828SD3 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 0.0195 31541650.00 31541650.00 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.605 912828T75 US912828T750 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-02-01 2018-10-31 2018-10-31 N N N 0.0139 465985031.62 465985031.62 0.0167 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.250 912828U99 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 0.0192 21504006.78 21504006.78 0.0008 N Y Y N U.S. Treasury 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 0.0135 149924502.35 149924502.35 0.0054 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.750 912828UU2 US912828UU22 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 0.0139 53559288.65 53559288.65 0.0019 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 0.0144 149703013.50 149703013.50 0.0054 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.125 912828V56 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 0.0195 65602612.50 65602612.50 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.575 912828V64 US912828V640 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-02-01 2019-01-31 2019-01-31 N N N 0.0139 298558970.52 298558970.52 0.0107 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828VQ0 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 0.0167 250183083.67 250183083.67 0.0090 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.505 912828X54 US912828X547 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-02-01 2019-04-30 2019-04-30 N N N 0.0140 289262419.55 289262419.55 0.0104 N Y Y N BlackRock Liquidity Funds 2018-02-06 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer