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N N N 0.0104 4000000.00 4000000.00 0.0303 N Y Y N Bank of Montreal Bank of Montreal 1.040 NQQ6HPCNCCU6TUTQYE16 BRTBUYRY4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-09-01 2.795000 28523.00 28165.61 Agency Mortgage-Backed Securities GINNIE MAE II 2045-09-20 3.500000 1854997.00 1803749.47 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2018-06-13 4.875000 2167000.00 2248359.11 Agency Debentures and Agency Strips Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2017-08-01 2017-08-01 2017-08-01 N N N 0.0104 4000000.00 4000000.00 0.0303 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 1.040 ZBUT11V806EZRVTWT807 BRTBUYSG2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-11-15 2.250000 9570000.00 9693146.07 U.S. Treasuries (including strips) Y Fitch F1+ 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2042-10-01 3.500000 202174.00 120180.00 Agency Mortgage-Backed Securities FNRA CL124SB R12F124 2042-11-25 4.867800 275046.00 31475.39 Agency Collateralized Mortgage Obligation FNRM RC061BA R13F061 2043-01-25 3.000000 6106999.00 3567959.22 Agency Collateralized Mortgage Obligation FNRM CL102OH R13F102 2043-10-25 0.000000 2034031.00 1192356.76 Agency Collateralized Mortgage Obligation FNAR XX.XXX ZB310123 2039-12-01 3.384000 47315.00 12950.34 Agency Mortgage-Backed Securities FGRA 3677KS 05/15/40 2040-05-15 5.391100 1968152.00 45550.46 Agency Collateralized Mortgage Obligation FGRA 4245AS 08/15/43 2043-08-15 4.774400 100000.00 13343.94 Agency Collateralized Mortgage Obligation FTRA 4579FD 01/15/38 2038-01-15 1.400000 844997.00 621194.07 Agency Collateralized Mortgage Obligation FNMS 04.500 CLAS7039 2046-04-01 4.500000 25039.00 20410.24 Agency Mortgage-Backed Securities FNST TR0413 C23 RC 2042-07-01 3.500000 1912297.00 183452.26 Agency Collateralized Mortgage Obligation FNST TR0418 C23 RC 2043-08-01 3.000000 1040808.00 119691.36 Agency Collateralized Mortgage Obligation FGRA 3574SJ 09/15/39 2039-09-15 5.591100 5437939.00 52102.82 Agency Collateralized Mortgage Obligation FNAR XX.XXX LBBM1435 2047-07-01 2.942000 1810163.00 1855707.51 Agency Mortgage-Backed Securities GNII SF MA4452 M 2047-04-20 4.000000 92457.00 97422.30 Agency Mortgage-Backed Securities GNRA 2007-026 SL 2037-05-16 5.574400 2484374.00 63786.78 Agency Collateralized Mortgage Obligation GNRA 2011-133 HS 2039-12-20 4.872200 7923821.00 371708.73 Agency Collateralized Mortgage Obligation GNRA 2014-158 SE 2044-10-20 4.387800 100000.00 5214.68 Agency Collateralized Mortgage Obligation Y Fitch NR Moody's P-2 Standard & Poor's A-1+ 2017-08-01 2017-08-01 2017-08-01 N N N 0.0103 8000000.00 8000000.00 0.0607 N Y Y N BlackRock Variable Series Funds, Inc. 2017-08-04 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer