N-MFP2 0000319108 XXXXXXXX 2020-05-31 0000319108 5493003PV3Y6OZI6HR61 S000003870 1 N N 002-69062 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 Y Exempt Government N 36 101 44763717.93 51108588.94 48298287.90 48370822.32 49317136.96 64022883.51 70203211.20 66537470.60 65424968.76 66445848.40 0.4114 0.4484 0.4415 0.4490 0.4634 0.5884 0.6159 0.6083 0.6073 0.6243 3469056.43 103730531.92 103674014.62 22812.46 146330.80 107019552.71 107014517.42 1.0000 0.0042 1.0008 1.0007 1.0007 1.0007 1.0006 C000010836 1.00 107019552.71 107014517.42 1.0008 1.0007 1.0007 1.0007 1.0006 1367443.72 343001.26 3112534.78 395300.50 645337.39 1201082.71 723801.72 2707172.31 1013982.03 1496395.61 6188964.19 5941647.27 0.0000 Y BlackRock Advisors, LLC, Management Fees, 1571.22; BlackRock Advisors, LLC, Transfer Agent Fees, 11867.70; Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.085 3134GVED6 S6XOOCT0IEG5ABCC6L87 US3134GVED66 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2021-02-26 2021-02-26 N N N 0.0014 414815.76 414815.76 0.0039 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.240 3134GVGV4 S6XOOCT0IEG5ABCC6L87 US3134GVGV47 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2021-12-13 2021-12-13 N N N 0.0022 200070.39 200070.39 0.0019 N N N N Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.125 313588ZU2 B1V7KEBTPIMZEU4LTD58 US313588ZU28 U.S. Government Agency Debt Y Fitch NR Moody's Agency Standard & Poor's A-1+ 2020-07-24 2020-07-24 2020-07-24 N N N 0.0012 384926.31 384926.31 0.0036 N N Y N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.130 3135G02C6 B1V7KEBTPIMZEU4LTD58 US3135G02C67 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2020-12-11 2020-12-11 N N N 0.0013 384998.85 384998.85 0.0036 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.410 3135G03B7 B1V7KEBTPIMZEU4LTD58 US3135G03B75 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2022-04-07 2022-04-07 N N N 0.0025 556650.08 556650.08 0.0052 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.450 3135G03J0 B1V7KEBTPIMZEU4LTD58 US3135G03J02 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2022-04-15 2022-04-15 N N N 0.0025 617292.23 617292.23 0.0057 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.160 9127962G3 254900HROIFWPRGM1V77 US9127962G32 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-09-17 2020-09-17 2020-09-17 N N N 0.0016 189907.38 189907.38 0.0018 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.159 9127962R9 254900HROIFWPRGM1V77 US9127962R96 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-10-15 2020-10-15 2020-10-15 N N N 0.0016 489703.82 489703.82 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.078 9127962U2 254900HROIFWPRGM1V77 US9127962U26 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-06-09 2020-06-09 2020-06-09 N N N 0.0008 3274923.59 3274923.59 0.0306 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.104 9127962V0 254900HROIFWPRGM1V77 US9127962V09 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-06-16 2020-06-16 2020-06-16 N N N 0.0010 869955.60 869955.60 0.0081 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 2.625 3130AEWA4 2549001DPIFGXC1TOL40 US3130AEWA43 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-10-01 2020-10-01 2020-10-01 N N N 0.0022 287322.61 287322.61 0.0027 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.135 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2020-07-24 2020-07-24 N N N 0.0014 169999.90 169999.90 0.0016 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.175 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2021-03-12 2021-03-12 N N N 0.0019 544937.08 544937.08 0.0051 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.186 9127962Y4 254900HROIFWPRGM1V77 US9127962Y48 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2021-05-20 2021-05-20 2021-05-20 N N N 0.0019 733630.65 733630.65 0.0069 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.165 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2020-10-01 2020-10-01 N N N 0.0016 600014.89 600014.89 0.0056 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.095 3130AGN35 2549001DPIFGXC1TOL40 US3130AGN353 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2020-06-19 2020-06-19 N N N 0.0013 254995.61 254995.61 0.0024 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 0.282 ZBUT11V806EZRVTWT807 BRW20MTH4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA_20-27F 2050-05-25 1.500000 443823.00 389552.97 Agency Collateralized Mortgage Obligation FHLMC_37-53 2038-11-15 5.866370 2999982.00 7635.73 Agency Collateralized Mortgage Obligation FNMA_16-106A 2047-01-25 5.831750 3070592.00 398731.41 Agency Collateralized Mortgage Obligation FNMA_12-126 2042-11-25 4.831750 12291280.00 794431.33 Agency Collateralized Mortgage Obligation FNMA_19-21A 2043-10-25 3.500000 23880064.00 874914.53 Agency Collateralized Mortgage Obligation FNMA_10-110 2025-10-25 5.500000 99096320.00 159734.03 Agency Collateralized Mortgage Obligation Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-06-01 2020-07-03 2020-07-03 Y JP MORGAN SECURITIES LLC 1.0000 35 N Fitch AA Moody's Aa3 Standard & Poor's A+ N N 0.0028 2500000.00 2500000.00 0.0234 N N N Y Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.135 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2021-07-08 2021-07-08 N N N 0.0019 399752.66 399752.66 0.0037 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.227 3130AGQD0 2549001DPIFGXC1TOL40 US3130AGQD04 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-10 2020-07-10 2020-07-10 N N N 0.0014 1005064.72 1005064.72 0.0094 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.110 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2021-01-22 2021-01-22 N N N 0.0018 189912.90 189912.90 0.0018 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.100 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2021-02-09 2021-02-09 N N N 0.0018 1049382.38 1049382.38 0.0098 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.090 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2020-08-21 2020-08-21 N N N 0.0015 144981.06 144981.06 0.0014 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.145 3130AH3A9 2549001DPIFGXC1TOL40 US3130AH3A99 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2021-09-10 2021-09-10 N N N 0.0023 949018.05 949018.05 0.0089 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.180 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2020-10-07 2020-10-07 N N N 0.0016 290021.54 290021.54 0.0027 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.142 9127963P2 254900HROIFWPRGM1V77 US9127963P22 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-08-18 2020-08-18 2020-08-18 N N N 0.0014 1929393.65 1929393.65 0.0180 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.190 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2020-10-16 2020-10-16 N N N 0.0016 2455271.96 2455271.96 0.0229 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.154 3130AHYV9 2549001DPIFGXC1TOL40 US3130AHYV92 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-27 2021-04-27 2021-04-27 N N N 0.0020 469831.20 469831.20 0.0044 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.293 3130AJ2X6 2549001DPIFGXC1TOL40 US3130AJ2X65 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-05 2021-04-05 2021-04-05 N N N 0.0014 910252.60 910252.60 0.0085 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.160 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 0.0016 264879.19 264879.19 0.0025 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 0.090 FOR8UP27PHTHYVLBNG30 BRW5A62L1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-11-15 0.000000 1365478.40 1240904.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-08-15 0.000000 3150182.09 2737095.56 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2020-06-03 2020-06-03 2020-06-03 N N N 0.0009 3900000.00 3900000.00 0.0364 N N Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.090 3130AJ3N7 2549001DPIFGXC1TOL40 US3130AJ3N74 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2020-08-05 2020-08-05 N N N 0.0014 199981.47 199981.47 0.0019 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.080 3130AJ6S3 2549001DPIFGXC1TOL40 US3130AJ6S35 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-06-01 2020-08-19 2020-08-19 N N N 0.0015 304955.31 304955.31 0.0028 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.121 3130AJ7M5 2549001DPIFGXC1TOL40 US3130AJ7M55 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-20 2020-08-20 2020-08-20 N N N 0.0015 394982.49 394982.49 0.0037 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.080 3130AJAR0 2549001DPIFGXC1TOL40 US3130AJAR03 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2020-08-28 2020-08-28 N N N 0.0015 974832.23 974832.23 0.0091 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.180 3130AJC49 2549001DPIFGXC1TOL40 US3130AJC491 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2022-02-28 2022-02-28 N N N 0.0026 694072.93 694072.93 0.0065 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.140 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 U.S. Government Agency Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-06-01 2021-03-04 2021-03-04 N N N 0.0019 319881.26 319881.26 0.0030 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.127 912796WX3 254900HROIFWPRGM1V77 US912796WX33 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-07-23 2020-07-23 2020-07-23 N N N 0.0013 1999617.22 1999617.22 0.0187 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.133 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 0.0013 964782.54 964782.54 0.0090 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.145 3130AJEC9 2549001DPIFGXC1TOL40 US3130AJEC97 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2020-09-11 2020-09-11 N N N 0.0015 789980.46 789980.46 0.0074 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.220 3130AJKQ1 2549001DPIFGXC1TOL40 US3130AJKQ10 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2021-05-07 2021-05-07 N N N 0.0020 1500274.53 1500274.53 0.0140 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.179 912796XE4 254900HROIFWPRGM1V77 US912796XE43 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2021-02-25 2021-02-25 2021-02-25 N N N 0.0018 998664.34 998664.34 0.0093 N Y Y N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 0.157 313312E55 US313312E554 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-09-03 2020-09-03 2020-09-03 N N N 0.0016 994584.31 994584.31 0.0093 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 0.158 313312H60 US313312H607 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-09-28 2020-09-28 2020-09-28 N N N 0.0016 259862.49 259862.49 0.0024 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 0.168 313312J27 US313312J272 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-10-02 2020-10-02 2020-10-02 N N N 0.0017 299825.75 299825.75 0.0028 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 0.179 313312P38 US313312P386 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-11-12 2020-11-12 2020-11-12 N N N 0.0018 654462.90 654462.90 0.0061 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 0.180 313312S50 US313312S505 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-12-08 2020-12-08 2020-12-08 N N N 0.0018 1668413.50 1668413.50 0.0155 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.142 912796XG9 254900HROIFWPRGM1V77 US912796XG90 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-08-27 2020-08-27 2020-08-27 N N N 0.0014 689758.21 689758.21 0.0064 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.050 ZBUT11V806EZRVTWT807 BRW5DK3S1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-11-15 0.000000 523392.89 400957.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-11-15 0.000000 1544600.00 986369.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-05-15 0.000000 2304100.00 1748049.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 0.000000 5400000.00 5024624.40 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 8000000.00 8000000.00 0.0748 N Y Y N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 0.056 313312XS4 US313312XS43 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-06-04 2020-06-04 2020-06-04 N N N 0.0006 594994.54 594994.54 0.0056 N N Y N U.S. Treasury Bills U.S. Treasury Bills 0.151 912796XH7 254900HROIFWPRGM1V77 US912796XH73 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-09-03 2020-09-03 2020-09-03 N N N 0.0015 399839.57 399839.57 0.0037 N Y Y N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 0.088 313312YA2 US313312YA26 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-06-12 2020-06-12 2020-06-12 N N N 0.0009 34998.82 34998.82 0.0003 N N Y N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 0.100 313312YQ7 US313312YQ77 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-06-26 2020-06-26 2020-06-26 N N N 0.0010 1219906.80 1219906.80 0.0114 N N Y N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 0.101 313312YU8 US313312YU89 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-06-30 2020-06-30 2020-06-30 N N N 0.0010 404964.11 404964.11 0.0038 N N Y N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 0.122 313312ZB9 US313312ZB99 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-07-07 2020-07-07 2020-07-07 N N N 0.0012 24996.75 24996.75 0.0002 N N Y N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 0.180 313313AU2 US313313AU29 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2021-01-19 2021-01-19 2021-01-19 N N N 0.0018 659234.40 659234.40 0.0062 N N N N U.S. Treasury Notes U.S. Treasury Notes 1.750 9128283G3 254900HROIFWPRGM1V77 US9128283G32 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 0.0022 110782.03 110782.03 0.0010 N Y Y N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 0.180 313313AV0 US313313AV02 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's Agency 2021-01-20 2021-01-20 2021-01-20 N N N 0.0018 154819.43 154819.43 0.0014 N N N N TD Securities USA LLC TD Securities USA LLC 0.050 SUVUFHICNZMP2WKHG940 BRW5DK3M4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-15 6.375000 26800.00 38377.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-22 0.000000 404000.00 403713.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-07 0.000000 419900.00 419840.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-06-09 0.000000 433800.00 433782.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-21 0.000000 500000.00 499899.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-06-02 0.000000 532000.00 531992.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-12 0.000000 605000.00 604523.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-06-23 0.000000 638000.00 637941.30 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 3500000.00 3500000.00 0.0327 N Y Y N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 0.181 313313BU1 US313313BU10 U.S. Government Agency Debt Y Fitch NR Moody's Agency Standard & Poor's Agency 2021-02-12 2021-02-12 2021-02-12 N N N 0.0018 564276.80 564276.80 0.0053 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC 0.050 VYVVCKR63DVZZN70PB21 BRW5DK3P7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 1 3/8 NOTE Z 21 2021-05-31 1.375000 2415600.00 2460239.96 U.S. Treasuries (including strips) 1 1/8 NOTE AB 21 2021-07-31 1.125000 2602000.00 2639827.58 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 5000000.00 5000000.00 0.0467 N Y Y N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 0.181 313313DD7 US313313DD76 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's Agency 2021-03-17 2021-03-17 2021-03-17 N N N 0.0018 439364.20 439364.20 0.0041 N N N N U.S. Treasury Notes U.S. Treasury Notes 2.000 9128283Q1 254900HROIFWPRGM1V77 US9128283Q14 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2021-01-15 2021-01-15 2021-01-15 N N N 0.0020 192152.34 192152.34 0.0018 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.126 313384A33 2549001DPIFGXC1TOL40 US313384A338 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-07-31 2020-07-31 2020-07-31 N N N 0.0013 2074550.41 2074550.41 0.0193 N N N N BNP Paribas SA BNP Paribas SA 0.070 R0MUWSFPU8MPRO8K5P83 BRW5DK336 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 03.000 CKMA4029 2050-05-01 3.000000 1922174.00 1985504.49 Agency Mortgage-Backed Securities GNAR AF MA0476 M 2042-10-20 3.125000 1059855.00 108765.41 Agency Mortgage-Backed Securities GNAR AT MA2324 M 2044-10-20 3.125000 7567984.00 736053.43 Agency Mortgage-Backed Securities GNAR AF MA3050 M 2045-08-20 3.500000 781888.00 185923.19 Agency Mortgage-Backed Securities GNAR AR 081131 M 2034-11-20 3.125000 998771.00 12469.93 Agency Mortgage-Backed Securities GNAR AR 081164 M 2034-12-20 3.125000 999999.00 47951.06 Agency Mortgage-Backed Securities 0 1/8 TRIN D 22 2022-07-15 0.125000 2300.00 2609.34 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 3000000.00 3000000.00 0.0280 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 0.070 7TK5RJIZDFROZCA6XF66 BRW5DK3V4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-06-30 1.750000 3826300.00 4080089.06 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 4000000.00 4000000.00 0.0374 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.145 313384A82 2549001DPIFGXC1TOL40 US313384A825 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-08-05 2020-08-05 2020-08-05 N N N 0.0015 1919480.01 1919480.01 0.0179 N N N N Bank of America Securities, Inc. Bank of America Securities, Inc. 0.070 549300HN4UKV1E2R3U73 BRW5DK4P6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNHF RF 771820 H 2064-10-20 4.600000 1728979.00 1232944.17 Agency Mortgage-Backed Securities GNII SF BS9707 C 2050-04-20 4.000000 3535776.00 3867056.33 Agency Mortgage-Backed Securities Y Fitch F1+ Moody's NR Standard & Poor's A-1 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 5000000.00 5000000.00 0.0467 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.146 313384B99 2549001DPIFGXC1TOL40 US313384B997 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-08-14 2020-08-14 2020-08-14 N N N 0.0015 804751.79 804751.79 0.0075 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.146 313384C49 2549001DPIFGXC1TOL40 US313384C490 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-08-17 2020-08-17 2020-08-17 N N N 0.0015 774751.36 774751.36 0.0072 N N N N U.S. Treasury Notes U.S. Treasury Notes 0.175 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-06-01 2020-10-31 2020-10-31 N N N 0.0015 1300164.59 1300164.59 0.0121 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.147 313384C72 2549001DPIFGXC1TOL40 US313384C722 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-08-20 2020-08-20 2020-08-20 N N N 0.0015 1724425.01 1724425.01 0.0161 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.147 313384C80 2549001DPIFGXC1TOL40 US313384C805 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-08-21 2020-08-21 2020-08-21 N N N 0.0015 529821.13 529821.13 0.0049 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.147 313384D71 2549001DPIFGXC1TOL40 US313384D712 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-08-28 2020-08-28 2020-08-28 N N N 0.0015 169937.67 169937.67 0.0016 N N N N U.S. Treasury Notes U.S. Treasury Notes 0.245 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-06-01 2021-01-31 2021-01-31 N N N 0.0013 1000779.09 1000779.09 0.0093 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.180 313384R92 2549001DPIFGXC1TOL40 US313384R928 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-12-04 2020-12-04 2020-12-04 N N N 0.0018 654390.85 654390.85 0.0061 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.560 313384XP9 2549001DPIFGXC1TOL40 US313384XP98 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-06-01 2020-06-01 2020-06-01 N N N 0.0156 750000.00 750000.00 0.0070 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.269 9128286Q8 254900HROIFWPRGM1V77 US9128286Q86 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-06-01 2021-04-30 2021-04-30 N N N 0.0015 100106.48 100106.48 0.0009 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.064 313384XT1 2549001DPIFGXC1TOL40 US313384XT11 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-06-05 2020-06-05 2020-06-05 N N N 0.0006 1809977.88 1809977.88 0.0169 N N Y N U.S. Treasury Notes U.S. Treasury Notes 0.350 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-06-01 2021-07-31 2021-07-31 N N N 0.0017 1002093.20 1002093.20 0.0093 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.099 313384YP8 2549001DPIFGXC1TOL40 US313384YP89 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-06-25 2020-06-25 2020-06-25 N N N 0.0010 449967.00 449967.00 0.0042 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.100 313384YQ6 2549001DPIFGXC1TOL40 US313384YQ62 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-06-26 2020-06-26 2020-06-26 N N N 0.0010 99992.36 99992.36 0.0009 N N Y N U.S. Treasury Notes U.S. Treasury Notes 2.000 912828A42 254900HROIFWPRGM1V77 US912828A420 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-11-30 2020-11-30 2020-11-30 N N N 0.0021 70634.38 70634.38 0.0007 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.121 313384ZA0 2549001DPIFGXC1TOL40 US313384ZA02 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-07-06 2020-07-06 2020-07-06 N N N 0.0012 2144728.89 2144728.89 0.0200 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.122 313384ZC6 2549001DPIFGXC1TOL40 US313384ZC67 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-07-08 2020-07-08 2020-07-08 N N N 0.0012 669910.48 669910.48 0.0063 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.123 313384ZK8 2549001DPIFGXC1TOL40 US313384ZK83 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-07-15 2020-07-15 2020-07-15 N N N 0.0012 504919.76 504919.76 0.0047 N N Y N U.S. Treasury Notes U.S. Treasury Notes 1.625 912828M98 254900HROIFWPRGM1V77 US912828M987 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-11-30 2020-11-30 2020-11-30 N N N 0.0020 120857.81 120857.81 0.0011 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.124 313384ZS1 2549001DPIFGXC1TOL40 US313384ZS10 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-07-22 2020-07-22 2020-07-22 N N N 0.0012 974820.43 974820.43 0.0091 N N 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 0.0023 303375.00 303375.00 0.0028 N Y Y N Federal Home Loan Mortgage Corp. Discount Notes Federal Home Loan Mortgage Corp. Discount Notes 0.094 313396YF4 S6XOOCT0IEG5ABCC6L87 US313396YF46 U.S. Government Agency Debt Y Fitch NR Moody's Agency Standard & Poor's A-1+ 2020-06-17 2020-06-17 2020-06-17 N N N 0.0009 579971.64 579971.64 0.0054 N N Y N Federal Home Loan Mortgage Corp. Discount Notes Federal Home Loan Mortgage Corp. Discount Notes 0.095 313396YG2 S6XOOCT0IEG5ABCC6L87 US313396YG29 U.S. Government Agency Debt Y Fitch NR Moody's Agency Standard & Poor's A-1+ 2020-06-18 2020-06-18 2020-06-18 N N N 0.0009 1684912.48 1684912.48 0.0157 N N Y N Federal Home Loan Mortgage Corp. Discount Notes Federal Home Loan Mortgage Corp. Discount Notes 0.124 313396ZM8 S6XOOCT0IEG5ABCC6L87 US313396ZM87 U.S. Government Agency Debt Y Fitch NR Moody's Agency Standard & Poor's A-1+ 2020-07-17 2020-07-17 2020-07-17 N N N 0.0012 679887.05 679887.05 0.0064 N N Y N Federal Home Loan Mortgage Corp. Discount Notes Federal Home Loan Mortgage Corp. Discount Notes 0.125 313396ZU0 S6XOOCT0IEG5ABCC6L87 US313396ZU04 U.S. Government Agency Debt Y Fitch NR Moody's Agency Standard & Poor's A-1+ 2020-07-24 2020-07-24 2020-07-24 N N N 0.0012 379927.27 379927.27 0.0035 N N Y N Federal Home Loan Mortgage Corp. Discount Notes Federal Home Loan Mortgage Corp. Discount Notes 0.125 313396ZY2 S6XOOCT0IEG5ABCC6L87 US313396ZY26 U.S. Government Agency Debt Y Fitch NR Moody's Agency Standard & Poor's A-1+ 2020-07-28 2020-07-28 2020-07-28 N N N 0.0013 584879.59 584879.59 0.0055 N N Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.172 3133EHNT6 US3133EHNT68 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-19 2020-06-19 2020-06-19 N N N 0.0014 1000019.83 1000019.83 0.0093 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.209 3133EJ2N8 US3133EJ2N89 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-14 2020-12-14 2020-12-14 N N N 0.0020 685024.00 685024.00 0.0064 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.280 3133EJ2Q1 US3133EJ2Q11 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-02 2021-12-13 2021-12-13 N N N 0.0037 299675.27 299675.27 0.0028 N N N 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 0.0025 25030.16 25030.16 0.0002 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.132 3133EJXD6 US3133EJXD62 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-17 2020-08-17 2020-08-17 N N N 0.0014 454993.75 454993.75 0.0043 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.182 3133EJZA0 US3133EJZA06 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-11 2020-09-11 2020-09-11 N N N 0.0014 545003.42 545003.42 0.0051 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.308 3133EK7B6 US3133EK7B60 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-12 2021-11-12 2021-11-12 N N N 0.0021 130158.17 130158.17 0.0012 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.250 3133EK7M2 US3133EK7M26 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2021-11-18 2021-11-18 N N N 0.0030 214844.83 214844.83 0.0020 N N N N U.S. Treasury Notes U.S. Treasury Notes 0.430 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-06-01 2021-10-31 2021-10-31 N N N 0.0020 336104.78 336104.78 0.0031 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.227 3133EKGX8 US3133EKGX82 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-16 2021-04-16 2021-04-16 N N N 0.0017 700380.50 700380.50 0.0065 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.390 3133EKP83 US3133EKP836 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2021-06-17 2021-06-17 N N N 0.0044 469822.28 469822.28 0.0044 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.177 3133EKRK4 US3133EKRK43 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-18 2020-06-18 2020-06-18 N N N 0.0013 150003.62 150003.62 0.0014 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.355 3133EKUG9 US3133EKUG93 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2021-07-08 2021-07-08 N N N 0.0045 274751.42 274751.42 0.0026 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.530 3133EKV29 US3133EKV297 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2021-07-01 2021-07-01 N N N 0.0030 380166.76 380166.76 0.0036 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.150 3133ELDM3 US3133ELDM38 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2020-12-16 2020-12-16 N N N 0.0017 54994.00 54994.00 0.0005 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.140 3133ELHD9 US3133ELHD92 U.S. Government Agency Debt Y Fitch F1+ Moody's Agency Standard & Poor's A-1+ 2020-06-01 2021-01-14 2021-01-14 N N N 0.0015 214986.47 214986.47 0.0020 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.240 3133ELHG2 US3133ELHG24 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-06-01 2022-01-14 2022-01-14 N N N 0.0032 489390.66 489390.66 0.0046 N N N N BlackRock Series Fund, Inc. 2020-06-04 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer