N-MFP2 0000097098 XXXXXXXX 2018-03-31 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. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Exempt Government N 45 101 29384654389.00 28729377570.81 28952078059.22 28093996689.92 29308950379.00 29384654389.00 28949090195.81 28952078059.22 28093996689.92 29308950379.00 1.0000 0.9924 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1436205061.95 27858906527.03 27859201880.35 14614497.87 715346878.94 28594674561.23 28594250406.24 1.0000 0.0162 1.0000 1.0000 0.9999 1.0000 1.0000 C000003956 5000.00 688135562.19 688125210.88 1.0000 1.0000 0.9999 1.0000 1.0000 37332475.40 8420667.30 130770303.37 432819.39 49678532.89 35672170.04 97042125.44 223245320.76 72771485.77 1918913.00 356607858.73 262774391.07 0.0135 Y BlackRock Advisors, LLC, Management Fees, 14959.30; C000003957 5000.00 22447250.31 22446909.07 1.0000 1.0000 0.9999 1.0000 1.0000 115648.84 8.79 4973.02 73314.00 26303.53 33837.35 82721.66 20407.80 3268.71 67400.57 216643.60 194961.54 0.0095 Y BlackRock Advisors, LLC, Management Fees, 498.14; C000003955 5000.00 487624130.34 487616386.41 1.0000 1.0000 0.9999 1.0000 1.0000 20953786.92 39903723.04 49329536.30 72725638.88 22930333.89 52791295.95 43340192.20 30249196.93 7312552.96 56098914.02 135146461.53 214886820.15 0.0120 Y BlackRock Advisors, LLC, Management Fees, 11904.15; C000003954 3000000.00 27288593319.50 27288188221.39 1.0000 1.0000 0.9999 1.0000 1.0000 1876585178.32 1358700315.20 1001397096.65 1541162644.92 1637404261.20 1636470297.43 1445588995.45 2204058838.08 2208479096.30 1766539081.00 7287519661.57 7780146466.14 0.0145 Y BlackRock Advisors, LLC, Management Fees, 608914.22; C000003953 5000.00 75004242.16 75004226.92 1.0000 1.0000 0.9999 1.0000 1.0000 1328.84 664.83 0.28 0.07 0.11 0.06 0.25 0.10 74000000.43 0.18 74001329.86 664.88 0.0105 Y BlackRock Advisors, LLC, Management Fees, 182.03; C000060559 1.00 32870056.73 32869451.57 1.0000 1.0000 0.9999 1.0000 1.0000 282344.20 1437975.84 2538921.67 446467.29 76963.40 420871.65 3425069.61 900005.99 1288053.98 7367882.59 7341512.13 9880242.24 0.0062 Y BlackRock Advisors, LLC, Management Fees, 814.67; BlackRock Investments, LLC, Service/Distribution Fees, 624.08; U.S. Treasury Bills U.S. Treasury Bills 1.462 912796PC7 254900HROIFWPRGM1V77 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 249652327.50 249652327.50 0.0087 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.496 912796PF0 254900HROIFWPRGM1V77 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 0.0150 804118991.58 804118991.58 0.0281 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.532 912796PG8 254900HROIFWPRGM1V77 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 0.0153 1391002587.00 1391002587.00 0.0486 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.588 912796PH6 254900HROIFWPRGM1V77 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 0.0159 755123150.82 755123150.82 0.0264 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.593 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 0.0159 182449731.72 182449731.72 0.0064 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.599 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 0.0160 213691533.53 213691533.53 0.0075 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.638 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 0.0164 984247686.36 984247686.36 0.0344 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.671 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 0.0167 32853516.63 32853516.63 0.0011 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.706 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 0.0171 199018066.00 199018066.00 0.0070 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.776 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 0.0178 993984720.00 993984720.00 0.0348 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.811 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 0.0181 24837854.25 24837854.25 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.847 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 0.0185 127458988.50 127458988.50 0.0045 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.876 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 0.0188 594670500.00 594670500.00 0.0208 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.879 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 0.0188 891645129.00 891645129.00 0.0312 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.816 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-04-04 2019-10-31 2019-10-31 N N N 0.0178 905992819.69 905992819.69 0.0317 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.768 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-04-02 2020-01-31 2020-01-31 N N N 0.0184 1027766640.16 1027766640.16 0.0360 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 0.0208 28243119.28 28243119.28 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 0.0211 12642963.90 12642963.90 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 0.0196 44636914.29 44636914.29 0.0016 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 0.0209 88204966.04 88204966.04 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.958 912828Q86 254900HROIFWPRGM1V77 US912828Q863 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-04-03 2018-04-30 2018-04-30 N N N 0.0172 478390338.54 478390338.54 0.0167 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 0.0189 29949609.30 29949609.30 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 0.0192 320159738.11 320159738.11 0.0112 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 0.0202 36705155.57 36705155.57 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 0.0207 10003546.65 10003546.65 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.942 912828S84 254900HROIFWPRGM1V77 US912828S844 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-04-03 2018-07-31 2018-07-31 N N N 0.0175 573502811.12 573502811.12 0.0200 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 0.0209 31539168.91 31539168.91 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.938 912828T75 254900HROIFWPRGM1V77 US912828T750 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-04-03 2018-10-31 2018-10-31 N N N 0.0175 465815860.25 465815860.25 0.0163 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 0.0206 21503161.72 21503161.72 0.0008 N Y Y N U.S. Treasury Inflation Linked Notes U.S. Treasury Inflation Linked Notes 0.125 912828UX6 254900HROIFWPRGM1V77 US912828UX60 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-04-15 2018-04-15 2018-04-15 N N N 0.0170 145361168.76 145361168.76 0.0051 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.625 912828UZ1 254900HROIFWPRGM1V77 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 0.0147 149887689.00 149887689.00 0.0052 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 0.0208 65610363.45 65610363.45 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.908 912828V64 254900HROIFWPRGM1V77 US912828V640 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-04-03 2019-01-31 2019-01-31 N N N 0.0173 298452206.06 298452206.06 0.0104 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 250163507.81 250163507.81 0.0088 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.838 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-04-04 2019-04-30 2019-04-30 N N N 0.0175 289164651.70 289164651.70 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.388 912796LX5 254900HROIFWPRGM1V77 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 0.0139 3178885877.13 3178885877.13 0.1112 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.639 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 0.0164 692973207.65 692973207.65 0.0242 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.714 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 0.0171 8704193.75 8704193.75 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.856 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 0.0186 495791805.00 495791805.00 0.0173 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.707 912796NY1 254900HROIFWPRGM1V77 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 0.0071 4580840597.65 4580840597.65 0.1602 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.185 912796PA1 254900HROIFWPRGM1V77 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 0.0119 3284500762.50 3284500762.50 0.1149 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.342 912796PB9 254900HROIFWPRGM1V77 US912796PB95 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-04-19 2018-04-19 2018-04-19 N N N 0.0134 2898758900.15 2898758900.15 0.1014 N Y Y N BlackRock Liquidity Funds 2018-04-05 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer