N-MFP2 0000097098 XXXXXXXX 2020-01-31 0000097098 5493007YVNX55LTRQ706 S000001478 9 N N 002-47015 BlackRock Advisors, LLC 801-47710 Deloitte & Touche LLP Boston MA BlackRock Advisors, LLC JPMorgan Chase Bank, N.A. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Exempt Government N 44 103 47112703313.00 46919710653.00 43742516658.00 44230853152.00 43471224203.00 47112703313.00 47219362987.00 43742516658.00 44230853152.00 43471224203.00 1.0000 0.9937 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1269734915.80 42230709627.85 42219504043.07 18842922.71 1135691075.76 42372390805.82 42368897737.60 1.0000 0.0161 1.0003 1.0003 1.0003 1.0003 1.0003 C000003950 1.00 0.00 0.00 0.0000 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N C000003951 3000000.00 36503.05 36500.00 1.0003 1.0003 1.0003 1.0003 1.0003 0.04 0.07 0.00 0.05 0.03 0.02 0.07 0.02 0.05 0.06 0.17 0.21 0.0144 Y BlackRock Advisors, LLC, Management Fees, 0.62; C000003952 50000.00 0.00 0.00 0.0000 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N C000003956 5000.00 485198832.25 485158048.85 1.0003 1.0003 1.0003 1.0003 1.0003 14084913.89 9167574.48 4280390.49 9747204.38 15178462.54 11668723.47 17624996.98 23919195.62 18371117.98 26045196.42 64926385.31 75334715.93 0.0134 Y BlackRock Advisors, LLC, Management Fees, 8533.23; BlackRock Investments, LLC, Service/Distribution Fees, 951.61; C000003957 5000.00 29764779.73 29762296.82 1.0003 1.0003 1.0003 1.0004 1.0003 4010920.90 1207910.71 606189.85 8311935.68 37272.93 2013982.73 14062219.22 11028966.92 3524904.79 4673823.25 22231915.70 27236613.75 0.0095 Y BlackRock Advisors, LLC, Management Fees, 555.70; C000003955 5000.00 879655027.47 879582979.49 1.0003 1.0003 1.0003 1.0003 1.0003 49677667.41 18231741.48 178517523.38 125009797.05 124095427.79 82352689.55 36877571.59 207098483.17 121326677.97 78220976.80 496245813.93 505416028.64 0.0121 Y BlackRock Advisors, LLC, Management Fees, 16007.17; BlackRock Investments, LLC, Service/Distribution Fees, 13752.87; C000003954 3000000.00 40814857594.79 40811494110.59 1.0003 1.0003 1.0003 1.0003 1.0003 2235801787.38 1856367194.30 2352799430.56 1685516805.78 2016644918.54 2604390544.09 1176424095.07 2203841067.54 2712989626.54 1301950738.62 9078959765.03 8626223143.52 0.0144 Y BlackRock Advisors, LLC, Management Fees, 695637.07; C000003953 5000.00 105153053.13 105143543.53 1.0003 1.0003 1.0003 1.0003 1.0004 8012835.32 7170817.66 5718584.19 6223339.53 14559246.52 7361650.71 14156693.58 8588550.00 20602323.59 17783489.83 59979168.20 43113627.16 0.0105 Y BlackRock Advisors, LLC, Management Fees, 1644.66; BlackRock Investments, LLC, Service/Distribution Fees, 0.02; C000060559 1.00 57725015.40 57720258.32 1.0003 1.0003 1.0003 1.0003 1.0003 734691.07 4594712.92 904221.58 7237099.56 7977402.00 1013425.39 1336716.19 4442155.99 2729562.82 894879.20 13682582.04 17121770.20 0.0062 Y BlackRock Advisors, LLC, Management Fees, 981.24; BlackRock Investments, LLC, Service/Distribution Fees, 957.94; U.S. Treasury Bills U.S. Treasury Bills 0.742 912796TE9 254900HROIFWPRGM1V77 US912796TE98 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-02-06 2020-02-06 2020-02-06 N N N 0.0074 1114864103.80 1114864103.80 0.0263 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.445 912796TL3 254900HROIFWPRGM1V77 US912796TL32 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-03-19 2020-03-19 2020-03-19 N N N 0.0145 410619627.68 410619627.68 0.0097 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.514 912796TT6 254900HROIFWPRGM1V77 US912796TT67 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-05-07 2020-05-07 2020-05-07 N N N 0.0151 289714135.51 289714135.51 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.507 912796TV1 254900HROIFWPRGM1V77 US912796TV14 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-05-14 2020-05-14 2020-05-14 N N N 0.0151 423183439.50 423183439.50 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.500 912796UA5 254900HROIFWPRGM1V77 US912796UA57 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-06-25 2020-06-25 2020-06-25 N N N 0.0150 685885323.00 685885323.00 0.0162 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.056 912796WS4 254900HROIFWPRGM1V77 US912796WS48 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-02-11 2020-02-11 2020-02-11 N N N 0.0106 2719494027.80 2719494027.80 0.0642 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.232 912796WT2 254900HROIFWPRGM1V77 US912796WT21 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-02-18 2020-02-18 2020-02-18 N N N 0.0123 1071648427.63 1071648427.63 0.0253 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.296 912796WU9 254900HROIFWPRGM1V77 US912796WU93 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-02-25 2020-02-25 2020-02-25 N N N 0.0130 2635658405.68 2635658405.68 0.0622 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.419 912796XA2 254900HROIFWPRGM1V77 US912796XA21 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-03-10 2020-03-10 2020-03-10 N N N 0.0142 2945534201.50 2945534201.50 0.0695 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.438 912796XB0 254900HROIFWPRGM1V77 US912796XB04 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-03-17 2020-03-17 2020-03-17 N N N 0.0144 793561383.90 793561383.90 0.0187 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.462 912796XD6 254900HROIFWPRGM1V77 US912796XD69 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-03-31 2020-03-31 2020-03-31 N N N 0.0146 997602500.00 997602500.00 0.0235 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.000 912828VP2 254900HROIFWPRGM1V77 US912828VP28 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-07-31 2020-07-31 2020-07-31 N N N 0.0161 150292969.50 150292969.50 0.0035 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.500 912828XY1 254900HROIFWPRGM1V77 US912828XY17 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-06-30 2020-06-30 2020-06-30 N N N 0.0162 250908202.50 250908202.50 0.0059 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.461 912796TM1 254900HROIFWPRGM1V77 US912796TM15 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-04-02 2020-04-02 2020-04-02 N N N 0.0146 618061675.86 618061675.86 0.0146 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.493 912796TQ2 254900HROIFWPRGM1V77 US912796TQ29 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-04-09 2020-04-09 2020-04-09 N N N 0.0149 1598359251.33 1598359251.33 0.0377 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.491 912796TR0 254900HROIFWPRGM1V77 US912796TR02 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-04-16 2020-04-16 2020-04-16 N N N 0.0149 162864525.05 162864525.05 0.0038 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.495 912796TS8 254900HROIFWPRGM1V77 US912796TS84 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-04-30 2020-04-30 2020-04-30 N N N 0.0150 747244695.00 747244695.00 0.0176 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.350 912796WR6 254900HROIFWPRGM1V77 US912796WR64 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-02-04 2020-02-04 2020-02-04 N N N 0.0035 222251494.11 222251494.11 0.0052 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.410 912796WV7 254900HROIFWPRGM1V77 US912796WV76 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-03-03 2020-03-03 2020-03-03 N N N 0.0141 5209975283.52 5209975283.52 0.1229 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.508 912796WY1 254900HROIFWPRGM1V77 US912796WY16 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-07-30 2020-07-30 2020-07-30 N N N 0.0151 824335323.08 824335323.08 0.0194 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.450 912796XC8 254900HROIFWPRGM1V77 US912796XC86 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-03-24 2020-03-24 2020-03-24 N N N 0.0145 1662500250.46 1662500250.46 0.0392 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.250 9128284C1 254900HROIFWPRGM1V77 US9128284C19 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-03-31 2020-03-31 2020-03-31 N N N 0.0166 76326948.12 76326948.12 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.375 9128284J6 254900HROIFWPRGM1V77 US9128284J61 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-04-30 2020-04-30 2020-04-30 N N N 0.0168 429685528.22 429685528.22 0.0101 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.569 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-02-03 2020-04-30 2020-04-30 N N N 0.0156 2531075783.42 2531075783.42 0.0597 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.581 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-02-03 2020-10-31 2020-10-31 N N N 0.0163 488835588.42 488835588.42 0.0115 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.500 9128285S5 254900HROIFWPRGM1V77 US9128285S51 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-12-31 2020-12-31 2020-12-31 N N N 0.0155 69862951.58 69862951.58 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.651 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-02-03 2021-01-31 2021-01-31 N N N 0.0162 1241897567.17 1241897567.17 0.0293 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.675 9128286Q8 254900HROIFWPRGM1V77 US9128286Q86 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-02-03 2021-04-30 2021-04-30 N N N 0.0164 714451092.78 714451092.78 0.0168 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.756 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-02-03 2021-07-31 2021-07-31 N N N 0.0166 1592368002.90 1592368002.90 0.0375 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.375 912828A83 254900HROIFWPRGM1V77 US912828A834 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-12-31 2020-12-31 2020-12-31 N N N 0.0155 28769162.50 28769162.50 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828J50 254900HROIFWPRGM1V77 US912828J504 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-02-29 2020-02-29 2020-02-29 N N N 0.0159 656960667.70 656960667.70 0.0155 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828J84 254900HROIFWPRGM1V77 US912828J843 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-03-31 2020-03-31 2020-03-31 N N N 0.0162 351836353.44 351836353.44 0.0083 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828K58 254900HROIFWPRGM1V77 US912828K585 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-04-30 2020-04-30 2020-04-30 N N N 0.0162 294126056.25 294126056.25 0.0069 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.500 912828ND8 254900HROIFWPRGM1V77 US912828ND89 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-05-15 2020-05-15 2020-05-15 N N N 0.0168 809704926.11 809704926.11 0.0191 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.625 912828PC8 254900HROIFWPRGM1V77 US912828PC88 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-11-15 2020-11-15 2020-11-15 N N N 0.0156 25313881.38 25313881.38 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828VF4 254900HROIFWPRGM1V77 US912828VF46 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-05-31 2020-05-31 2020-05-31 N N N 0.0163 135533426.46 135533426.46 0.0032 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.500 912828X96 254900HROIFWPRGM1V77 US912828X968 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-05-15 2020-05-15 2020-05-15 N N N 0.0163 59366801.08 59366801.08 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.500 912828XE5 254900HROIFWPRGM1V77 US912828XE52 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-05-31 2020-05-31 2020-05-31 N N N 0.0164 71821317.97 71821317.97 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.625 912828XH8 254900HROIFWPRGM1V77 US912828XH83 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-06-30 2020-06-30 2020-06-30 N N N 0.0158 8841381.25 8841381.25 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.625 912828Y46 254900HROIFWPRGM1V77 US912828Y461 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-07-31 2020-07-31 2020-07-31 N N N 0.0160 386955080.05 386955080.05 0.0091 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.579 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-02-03 2020-07-31 2020-07-31 N N N 0.0161 297920144.87 297920144.87 0.0070 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.836 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-02-03 2021-10-31 2021-10-31 N N N 0.0167 725666974.80 725666974.80 0.0171 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.324 912796SD2 254900HROIFWPRGM1V77 US912796SD25 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-02-27 2020-02-27 2020-02-27 N N N 0.0132 798328206.71 798328206.71 0.0188 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.454 912796SH3 254900HROIFWPRGM1V77 US912796SH39 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-03-26 2020-03-26 2020-03-26 N N N 0.0145 283982702.63 283982702.63 0.0067 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.497 912796SM2 254900HROIFWPRGM1V77 US912796SM24 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-04-23 2020-04-23 2020-04-23 N N N 0.0150 1273070815.93 1273070815.93 0.0300 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.147 912796TF6 254900HROIFWPRGM1V77 US912796TF63 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-02-13 2020-02-13 2020-02-13 N N N 0.0115 599755002.00 599755002.00 0.0142 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.271 912796TG4 254900HROIFWPRGM1V77 US912796TG47 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-02-20 2020-02-20 2020-02-20 N N N 0.0127 709106026.15 709106026.15 0.0167 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.420 912796TH2 254900HROIFWPRGM1V77 US912796TH20 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-03-05 2020-03-05 2020-03-05 N N N 0.0142 354531140.85 354531140.85 0.0084 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.497 912796TJ8 254900HROIFWPRGM1V77 US912796TJ85 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-09-10 2020-09-10 2020-09-10 N N N 0.0150 86086609.38 86086609.38 0.0020 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.444 912796TK5 254900HROIFWPRGM1V77 US912796TK58 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-03-12 2020-03-12 2020-03-12 N N N 0.0144 1593970241.32 1593970241.32 0.0376 N Y Y N BlackRock Liquidity Funds 2020-02-06 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer