N-MFP2 0000097098 XXXXXXXX 2019-01-31 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 43 109 37844260528.00 37499607159.00 36847352869.00 39484367338.00 38443559581.00 37499607159.00 36847352869.00 39484367338.00 0.9844 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1059088992.83 35183436079.27 35183381756.95 7396913.98 1384165439.09 34865702224.67 34864570536.05 1.0000 0.0241 1.0001 1.0001 1.0002 1.0001 C000003956 5000.00 405071418.69 405058270.68 1.0001 1.0001 1.0002 1.0001 35031651.68 12546897.46 21825775.00 4031569.51 27891212.58 37660558.60 18317188.20 66003142.01 109549593.48 122800662.42 0.0215 Y BlackRock Advisors, LLC, Management Fees, 15219.19; BlackRock Investments, LLC, Service/Distribution Fees, 355.24; C000003957 5000.00 16599762.60 16599223.80 1.0001 1.0001 1.0002 1.0001 19740.67 11.73 2700001.55 6.15 99.81 0.96 10.93 4.02 2719860.20 27.83 0.0174 Y BlackRock Advisors, LLC, Management Fees, 563.51; C000003955 5000.00 635514941.48 635494313.60 1.0001 1.0001 1.0002 1.0001 74541665.11 123569339.50 107413158.92 80129035.72 177754904.20 55068564.73 34453453.64 197239448.42 391220979.91 479576358.97 0.0200 Y BlackRock Advisors, LLC, Management Fees, 25895.31; BlackRock Investments, LLC, Service/Distribution Fees, 1819.29; C000003954 3000000.00 33628075167.45 33626983650.37 1.0001 1.0001 1.0002 1.0001 2779731960.06 1395647211.63 2132643626.09 3125065069.79 1534556370.95 2653749142.38 1343990553.37 1132230573.38 8232952072.00 9148862602.57 0.0224 Y BlackRock Advisors, LLC, Management Fees, 1256101.79; C000003953 5000.00 107201117.79 107197638.20 1.0001 1.0001 1.0002 1.0001 8889103.91 7641367.77 9778501.83 6325685.26 5601817.01 7495025.18 5891553.02 6227101.55 42407738.83 42154125.25 0.0184 Y BlackRock Advisors, LLC, Management Fees, 3901.32; C000060559 1.00 73239816.66 73237439.40 1.0001 1.0001 1.0002 1.0001 5881679.08 12494117.25 3820222.49 10305586.46 705806.65 2116221.10 49366964.66 1229862.39 59774509.98 24948011.22 0.0141 Y BlackRock Advisors, LLC, Management Fees, 1611.67; BlackRock Investments, LLC, Service/Distribution Fees, 779.79; U.S. Treasury Bill U.S. Treasury Bill 2.315 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 0.0231 1142995443.19 1142995443.19 0.0328 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.379 912796PX1 254900HROIFWPRGM1V77 US912796PX16 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-03-28 2019-03-28 2019-03-28 N N N 0.0238 684178174.17 684178174.17 0.0196 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.421 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 0.0242 40865583.12 40865583.12 0.0012 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.462 912796QR3 254900HROIFWPRGM1V77 US912796QR39 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-07-18 2019-07-18 2019-07-18 N N N 0.0246 304549500.64 304549500.64 0.0087 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.974 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 0.0197 595294696.92 595294696.92 0.0171 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.177 912796QX0 254900HROIFWPRGM1V77 US912796QX07 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-02-14 2019-02-14 2019-02-14 N N N 0.0218 1931387549.39 1931387549.39 0.0554 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.265 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 0.0226 524316770.25 524316770.25 0.0150 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.464 912796RA9 254900HROIFWPRGM1V77 US912796RA94 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-09-12 2019-09-12 2019-09-12 N N N 0.0246 526274390.11 526274390.11 0.0151 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.327 912796RB7 254900HROIFWPRGM1V77 US912796RB77 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-03-14 2019-03-14 2019-03-14 N N N 0.0233 182351691.04 182351691.04 0.0052 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.341 912796RC5 254900HROIFWPRGM1V77 US912796RC50 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-03-21 2019-03-21 2019-03-21 N N N 0.0234 1151381003.85 1151381003.85 0.0330 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.366 912796RD3 254900HROIFWPRGM1V77 US912796RD34 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-04-04 2019-04-04 2019-04-04 N N N 0.0237 759424115.84 759424115.84 0.0218 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.374 912796RH4 254900HROIFWPRGM1V77 US912796RH48 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-04-18 2019-04-18 2019-04-18 N N N 0.0237 8955156.87 8955156.87 0.0003 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.378 912796RJ0 254900HROIFWPRGM1V77 US912796RJ04 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-05-02 2019-05-02 2019-05-02 N N N 0.0238 1515510007.59 1515510007.59 0.0435 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.416 912796RR2 254900HROIFWPRGM1V77 US912796RR20 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-05-30 2019-05-30 2019-05-30 N N N 0.0242 1634105175.02 1634105175.02 0.0469 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.415 912796RS0 254900HROIFWPRGM1V77 US912796RS03 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-06-06 2019-06-06 2019-06-06 N N N 0.0242 365066061.60 365066061.60 0.0105 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.458 912796SA8 254900HROIFWPRGM1V77 US912796SA85 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-07-25 2019-07-25 2019-07-25 N N N 0.0246 938934086.50 938934086.50 0.0269 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.827 912796UM9 254900HROIFWPRGM1V77 US912796UM95 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-02-05 2019-02-05 2019-02-05 N N N 0.0183 1030741961.32 1030741961.32 0.0296 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.151 912796UN7 254900HROIFWPRGM1V77 US912796UN78 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-02-12 2019-02-12 2019-02-12 N N N 0.0215 2999404122.44 2999404122.44 0.0860 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.260 912796UP2 254900HROIFWPRGM1V77 US912796UP27 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-02-19 2019-02-19 2019-02-19 N N N 0.0226 858989500.00 858989500.00 0.0246 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.302 912796UQ0 254900HROIFWPRGM1V77 US912796UQ00 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-02-26 2019-02-26 2019-02-26 N N N 0.0230 1043384022.72 1043384022.72 0.0299 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.347 912796UR8 254900HROIFWPRGM1V77 US912796UR82 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-03-05 2019-03-05 2019-03-05 N N N 0.0235 2509590321.37 2509590321.37 0.0720 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.332 912796UT4 254900HROIFWPRGM1V77 US912796UT49 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-03-19 2019-03-19 2019-03-19 N N N 0.0233 1694871696.73 1694871696.73 0.0486 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.349 912796UU1 254900HROIFWPRGM1V77 US912796UU12 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-03-26 2019-03-26 2019-03-26 N N N 0.0235 5144689955.06 5144689955.06 0.1476 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 9128282K5 254900HROIFWPRGM1V77 US9128282K52 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-07-31 2019-07-31 2019-07-31 N N N 0.0247 29251461.87 29251461.87 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.465 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-02-01 2019-07-31 2019-07-31 N N N 0.0240 285975633.83 285975633.83 0.0082 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.453 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-02-01 2019-10-31 2019-10-31 N N N 0.0240 905828857.18 905828857.18 0.0260 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.405 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-02-01 2020-01-31 2020-01-31 N N N 0.0242 1878054368.46 1878054368.46 0.0539 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.438 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-02-01 2020-04-30 2020-04-30 N N N 0.0246 1934378756.80 1934378756.80 0.0555 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.450 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-02-01 2020-10-31 2020-10-31 N N N 0.0250 449581716.00 449581716.00 0.0129 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.125 912828KQ2 254900HROIFWPRGM1V77 US912828KQ20 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-05-15 2019-05-15 2019-05-15 N N N 0.0245 30990410.31 30990410.31 0.0009 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 0.0225 224861611.50 224861611.50 0.0064 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.875 912828R44 254900HROIFWPRGM1V77 US912828R440 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-05-15 2019-05-15 2019-05-15 N N N 0.0243 15854084.06 15854084.06 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828SH4 254900HROIFWPRGM1V77 US912828SH49 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 0.0234 499620690.00 499620690.00 0.0143 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 0.0234 524355134.68 524355134.68 0.0150 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.475 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-02-01 2019-04-30 2019-04-30 N N N 0.0239 667505476.34 667505476.34 0.0191 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.448 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-02-01 2020-07-31 2020-07-31 N N N 0.0248 149916892.50 149916892.50 0.0043 N Y Y N BlackRock Liquidity Funds 2019-02-06 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer