N-MFP2 0000097098 XXXXXXXX 2019-02-28 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 42 107 35805538355.00 38001661630.00 35990254492.00 35903541851.00 38980906711.00 39030483838.00 35990254492.00 36239609502.00 0.9185 0.9736 1.0000 0.9907 1.0000 1.0000 1.0000 1.0000 1105344181.76 39384912719.01 39386049788.65 30450423.07 4353802113.33 36168042280.15 36166873845.12 1.0000 0.0244 1.0001 1.0001 1.0002 1.0001 C000003956 5000.00 398421919.38 398409048.07 1.0001 1.0001 1.0002 1.0001 26082472.55 7393175.68 60411576.54 1629615.40 39418400.50 71226345.04 33372309.17 84764805.21 158060771.47 164710698.76 0.0218 Y BlackRock Advisors, LLC, Management Fees, 5430.25; BlackRock Investments, LLC, Service/Distribution Fees, 985.48; C000003957 5000.00 16622936.03 16622399.01 1.0001 1.0001 1.0002 1.0001 23185.80 4.97 7.17 6.92 4.06 7.01 11.20 1.42 23197.64 41.40 0.0177 Y BlackRock Advisors, LLC, Management Fees, 214.46; C000003955 5000.00 573056759.65 573038246.63 1.0001 1.0001 1.0002 1.0001 35005206.02 67292479.34 23915757.84 23026010.52 28914702.52 16545399.54 22661953.26 27333522.56 81155951.17 143614785.17 0.0205 Y BlackRock Advisors, LLC, Management Fees, 8438.01; BlackRock Investments, LLC, Service/Distribution Fees, 4544.33; C000003954 3000000.00 35056971162.63 35055838621.57 1.0001 1.0001 1.0002 1.0001 1292899325.73 1904655712.15 1443934961.63 924987709.44 1392339740.34 1195200735.12 920410318.40 1364409951.86 6187507594.27 4758647175.10 0.0227 Y BlackRock Advisors, LLC, Management Fees, 428926.97; C000003953 5000.00 71681850.56 71679534.83 1.0001 1.0001 1.0002 1.0001 17209784.67 16651590.49 12975695.58 50190736.97 17781108.45 4750689.02 5892201.95 17921831.39 40577633.38 76096925.87 0.0187 Y BlackRock Advisors, LLC, Management Fees, 1096.36; C000060559 1.00 51287651.90 51285995.01 1.0001 1.0001 1.0002 1.0001 54870.53 8818499.41 0.00 9037220.60 50410.70 2156945.46 1573524.60 7817884.89 1678798.81 23631011.37 0.0144 Y BlackRock Advisors, LLC, Management Fees, 832.56; BlackRock Investments, LLC, Service/Distribution Fees, 916.73; U.S. Treasury Bill U.S. Treasury Bill 2.319 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 0.0232 485810845.27 485810845.27 0.0134 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.426 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 0.0243 40940263.79 40940263.79 0.0011 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.451 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 0.0245 305131001.56 305131001.56 0.0084 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.024 912796QZ5 254900HROIFWPRGM1V77 US912796QZ54 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-03-07 2019-03-07 2019-03-07 N N N 0.0202 330871598.48 330871598.48 0.0091 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.492 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 0.0249 527188994.05 527188994.05 0.0146 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.218 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 0.0222 7833336.24 7833336.24 0.0002 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.324 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 0.0232 760829495.16 760829495.16 0.0210 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.397 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 0.0240 1518213440.31 1518213440.31 0.0420 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.404 912796RQ4 254900HROIFWPRGM1V77 US912796RQ47 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-05-16 2019-05-16 2019-05-16 N N N 0.0240 619956111.56 619956111.56 0.0171 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.419 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 3227513443.59 3227513443.59 0.0892 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.425 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 0.0243 365728762.67 365728762.67 0.0101 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.448 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 0.0245 940724437.50 940724437.50 0.0260 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.484 912796SE0 254900HROIFWPRGM1V77 US912796SE08 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-08-22 2019-08-22 2019-08-22 N N N 0.0248 197646166.00 197646166.00 0.0055 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.493 912796SF7 254900HROIFWPRGM1V77 US912796SF72 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-08-29 2019-08-29 2019-08-29 N N N 0.0249 740789737.50 740789737.50 0.0205 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.902 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 0.0190 4623711227.12 4623711227.12 0.1278 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.188 912796US6 254900HROIFWPRGM1V77 US912796US65 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-03-12 2019-03-12 2019-03-12 N N N 0.0219 2808414662.59 2808414662.59 0.0776 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.269 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 0.0227 553975536.60 553975536.60 0.0153 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.332 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 0.0233 6222131635.35 6222131635.35 0.1720 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.378 912796UV9 254900HROIFWPRGM1V77 US912796UV94 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-04-02 2019-04-02 2019-04-02 N N N 0.0238 4869605600.00 4869605600.00 0.1347 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.371 912796UW7 254900HROIFWPRGM1V77 US912796UW77 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-04-09 2019-04-09 2019-04-09 N N N 0.0237 1396371368.00 1396371368.00 0.0386 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.387 912796UY3 254900HROIFWPRGM1V77 US912796UY34 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-04-23 2019-04-23 2019-04-23 N N N 0.0239 8968332.51 8968332.51 0.0002 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.459 912796UZ0 254900HROIFWPRGM1V77 US912796UZ09 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-04-30 2019-04-30 2019-04-30 N N N 0.0245 1292237314.78 1292237314.78 0.0357 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.342 912796XJ3 254900HROIFWPRGM1V77 US912796XJ30 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-03-01 2019-03-01 2019-03-01 N N N 0.0234 622000000.00 622000000.00 0.0172 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 0.0249 29272140.63 29272140.63 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.480 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-03-01 2019-07-31 2019-07-31 N N N 0.0244 285952250.47 285952250.47 0.0079 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.468 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-03-01 2019-10-31 2019-10-31 N N N 0.0246 1099769427.77 1099769427.77 0.0304 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.420 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-03-01 2020-01-31 2020-01-31 N N N 0.0245 1877992075.25 1877992075.25 0.0519 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.453 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-03-01 2020-04-30 2020-04-30 N N N 0.0249 1934239632.10 1934239632.10 0.0535 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.465 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-03-01 2020-10-31 2020-10-31 N N N 0.0252 449607141.00 449607141.00 0.0124 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.535 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-03-01 2021-01-31 2021-01-31 N N N 0.0258 282311561.87 282311561.87 0.0078 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 0.0247 30970963.07 30970963.07 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.000 912828TR1 254900HROIFWPRGM1V77 US912828TR12 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-09-30 2019-09-30 2019-09-30 N N N 0.0254 43704001.26 43704001.26 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.490 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-03-01 2019-04-30 2019-04-30 N N N 0.0243 734568001.46 734568001.46 0.0203 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.463 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-03-01 2020-07-31 2020-07-31 N N N 0.0250 149932213.50 149932213.50 0.0041 N Y Y N BlackRock Liquidity Funds 2019-03-06 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer