N-MFP2 0000355916 XXXXXXXX 2018-12-31 0000355916 5493007IJN5JRPJ1DF61 S000002884 1 N Y 0001034633 333-22467 S000002059 002-74452 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 33 91 139613435.70 132281883.90 133041962.60 122627854.20 162670371.60 159623133.80 157760068.90 147909709.80 0.6784 0.6417 0.6493 0.6031 0.7905 0.7743 0.7699 0.7274 6052527.76 193604921.88 193608779.16 143577.29 503223.99 199301660.22 199300409.44 1.0000 0.0248 1.0000 1.0000 1.0000 1.0000 C000007929 1.00 199301660.22 199300409.44 1.0000 1.0000 1.0000 1.0000 4803357.01 1746705.21 106347.11 672427.74 914243.92 1782659.55 589188.84 328684.35 6877671.60 8760144.51 0.0218 Y BlackRock Advisors, LLC, Management Fees, 68823.54; BlackRock Advisors, LLC, Transfer Agent Fees, 12836.75; Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.442 313312EF3 US313312EF33 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-04-12 2019-04-12 2019-04-12 N N N 0.0244 213542.78 213542.78 0.0011 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.507 313312HL7 US313312HL73 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-06-28 2019-06-28 2019-06-28 N N N 0.0251 498867.19 498867.19 0.0025 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.522 313312JM3 US313312JM39 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-07-23 2019-07-23 2019-07-23 N N N 0.0252 1129066.68 1129066.68 0.0057 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.521 313312JL5 US313312JL55 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-07-22 2019-07-22 2019-07-22 N N N 0.0252 631138.13 631138.13 0.0032 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.403 313312DF4 US313312DF42 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-03-19 2019-03-19 2019-03-19 N N N 0.0240 880478.63 880478.63 0.0044 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.314 313312BQ2 US313312BQ25 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-02-08 2019-02-08 2019-02-08 N N N 0.0231 174568.33 174568.33 0.0009 N N Y N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.394 313312CX6 US313312CX66 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-03-11 2019-03-11 2019-03-11 N N N 0.0239 880954.57 880954.57 0.0044 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.092 313312AQ3 US313312AQ34 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-01-15 2019-01-15 2019-01-15 N N N 0.0209 1878384.25 1878384.25 0.0094 N N Y N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 1.205 313312AD2 US313312AD21 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-01-04 2019-01-04 2019-01-04 N N N 0.0120 744901.50 744901.50 0.0037 N N Y N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.299 313312BL3 US313312BL38 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-02-04 2019-02-04 2019-02-04 N N N 0.0230 733383.00 733383.00 0.0037 N N Y N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.546 313312KL3 US313312KL37 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-08-15 2019-08-15 2019-08-15 N N N 0.0255 649687.50 649687.50 0.0033 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.503 313312GZ7 US313312GZ78 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-06-17 2019-06-17 2019-06-17 N N N 0.0250 721685.71 721685.71 0.0036 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.561 313312LQ1 US313312LQ15 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-09-12 2019-09-12 2019-09-12 N N N 0.0256 456797.53 456797.53 0.0023 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.523 313312JT8 US313312JT81 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-07-29 2019-07-29 2019-07-29 N N N 0.0252 5549328.35 5549328.35 0.0278 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.333 3133EJNN5 US3133EJNN54 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-01-07 2020-02-07 2020-02-07 N N N 0.0252 1899157.56 1899157.56 0.0095 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.470 3133EHNT6 US3133EHNT68 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-01-19 2020-06-19 2020-06-19 N N N 0.0255 999672.48 999672.48 0.0050 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.360 3133EJZA0 US3133EJZA06 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-01-11 2020-09-11 2020-09-11 N N N 0.0256 509382.70 509382.70 0.0026 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.506 3133EJX46 US3133EJX469 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-01-26 2020-06-26 2020-06-26 N N N 0.0254 999956.56 999956.56 0.0050 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.206 313384AY5 2549001DPIFGXC1TOL40 US313384AY52 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-01-23 2019-01-23 2019-01-23 N N N 0.0221 639111.47 639111.47 0.0032 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.404 313384DG1 2549001DPIFGXC1TOL40 US313384DG10 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-03-20 2019-03-20 2019-03-20 N N N 0.0240 1243529.86 1243529.86 0.0062 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.205 313384AD1 2549001DPIFGXC1TOL40 US313384AD16 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-01-04 2019-01-04 2019-01-04 N N N 0.0120 484935.87 484935.87 0.0024 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.324 313384BT5 2549001DPIFGXC1TOL40 US313384BT58 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-02-11 2019-02-11 2019-02-11 N N N 0.0232 1969733.33 1969733.33 0.0099 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.329 313384BV0 2549001DPIFGXC1TOL40 US313384BV05 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-02-13 2019-02-13 2019-02-13 N N N 0.0233 2692440.00 2692440.00 0.0135 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.114 313384AR0 2549001DPIFGXC1TOL40 US313384AR02 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-01-16 2019-01-16 2019-01-16 N N N 0.0211 4745603.59 4745603.59 0.0238 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.879 313384AJ8 2549001DPIFGXC1TOL40 US313384AJ85 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-01-09 2019-01-09 2019-01-09 N N N 0.0188 1784173.94 1784173.94 0.0090 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.307 313384BN8 2549001DPIFGXC1TOL40 US313384BN88 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-02-06 2019-02-06 2019-02-06 N N N 0.0231 962748.34 962748.34 0.0048 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.976 313384AL3 2549001DPIFGXC1TOL40 US313384AL32 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-01-11 2019-01-11 2019-01-11 N N N 0.0198 2428554.15 2428554.15 0.0122 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.304 313384BM0 2549001DPIFGXC1TOL40 US313384BM06 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-02-05 2019-02-05 2019-02-05 N N N 0.0230 648526.66 648526.66 0.0033 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.334 313384BX6 2549001DPIFGXC1TOL40 US313384BX60 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's Agency 2019-02-15 2019-02-15 2019-02-15 N N N 0.0233 1196480.00 1196480.00 0.0060 N N Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.632 3130ABL38 2549001DPIFGXC1TOL40 US3130ABL382 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-03-20 2019-06-20 2019-06-20 N N N 0.0259 550132.97 550132.97 0.0028 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.632 3130ABL53 2549001DPIFGXC1TOL40 US3130ABL531 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-03-20 2019-06-20 2019-06-20 N N N 0.0259 450106.76 450106.76 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.416 3130ABWL6 2549001DPIFGXC1TOL40 US3130ABWL68 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-01-25 2019-01-25 2019-01-25 N N N 0.0243 749997.11 749997.11 0.0038 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.664 3130AD6C1 2549001DPIFGXC1TOL40 US3130AD6C10 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-03-19 2019-12-19 2019-12-19 N N N 0.0265 535093.52 535093.52 0.0027 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.616 3130ABK54 2549001DPIFGXC1TOL40 US3130ABK541 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-03-12 2019-06-12 2019-06-12 N N N 0.0258 420097.32 420097.32 0.0021 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.376 3130ADFN7 2549001DPIFGXC1TOL40 US3130ADFN73 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-01-28 2019-01-28 2019-01-28 N N N 0.0217 594982.63 594982.63 0.0030 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.426 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-01-27 2019-08-27 2019-08-27 N N N 0.0250 1189612.92 1189612.92 0.0060 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.456 3130ADW57 2549001DPIFGXC1TOL40 US3130ADW575 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-01-28 2019-06-28 2019-06-28 N N N 0.0245 435065.36 435065.36 0.0022 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.446 3130ADWB4 2549001DPIFGXC1TOL40 US3130ADWB43 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-01-27 2019-09-27 2019-09-27 N N N 0.0250 999810.05 999810.05 0.0050 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.415 3130AE2K5 2549001DPIFGXC1TOL40 US3130AE2K53 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-01-17 2020-04-17 2020-04-17 N N N 0.0256 1938228.00 1938228.00 0.0097 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.391 3130AE4V9 2549001DPIFGXC1TOL40 US3130AE4V90 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-01-25 2019-02-25 2019-02-25 N N N 0.0243 959971.47 959971.47 0.0048 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.386 3130AED72 2549001DPIFGXC1TOL40 US3130AED722 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-01-25 2019-03-25 2019-03-25 N N N 0.0246 1799771.98 1799771.98 0.0090 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.365 3130AEN89 2549001DPIFGXC1TOL40 US3130AEN895 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-01-19 2019-07-19 2019-07-19 N N N 0.0248 1959306.96 1959306.96 0.0098 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.219 3130AEQK9 2549001DPIFGXC1TOL40 US3130AEQK98 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-01-02 2019-02-01 2019-02-01 N N N 0.0242 794980.16 794980.16 0.0040 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.444 3130AETR1 2549001DPIFGXC1TOL40 US3130AETR15 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-01-24 2020-02-24 2020-02-24 N N N 0.0252 1084396.20 1084396.20 0.0054 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.302 3130AEX96 2549001DPIFGXC1TOL40 US3130AEX969 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-01-09 2019-09-09 2019-09-09 N N N 0.0248 1564414.42 1564414.42 0.0079 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.419 3130AFF93 2549001DPIFGXC1TOL40 US3130AFF930 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-02-16 2019-05-16 2019-05-16 N N N 0.0257 1099871.95 1099871.95 0.0055 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 2.287 3134GSDS1 S6XOOCT0IEG5ABCC6L87 US3134GSDS16 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-01-08 2019-08-08 2019-08-08 N N N 0.0250 1499343.35 1499343.35 0.0075 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.875 3135G0N33 B1V7KEBTPIMZEU4LTD58 US3135G0N339 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-02 2019-08-02 2019-08-02 N N N 0.0262 658319.07 658319.07 0.0033 N N N N Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 1.879 313588AJ4 B1V7KEBTPIMZEU4LTD58 US313588AJ48 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-01-09 2019-01-09 2019-01-09 N N N 0.0188 1324386.82 1324386.82 0.0066 N N Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.465 3133EJ2N8 US3133EJ2N89 Other Instrument Floating/Adjustable Rate Bank Note Y Fitch AAA Moody's Aaa Standard & Poor's AA+ 2019-01-14 2020-12-14 2020-12-14 N N N 0.0259 1024415.15 1024415.15 0.0051 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.326 313384BU2 2549001DPIFGXC1TOL40 US313384BU22 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-02-12 2019-02-12 2019-02-12 N N N 0.0233 478688.00 478688.00 0.0024 N N Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.390 3130AFKY2 2549001DPIFGXC1TOL40 US3130AFKY22 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-01-17 2019-09-17 2019-09-17 N N N 0.0249 1999573.72 1999573.72 0.0100 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 2.673 ZBUT11V806EZRVTWT807 BRT0KCF61 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREMF_18-K074 2051-02-25 4.090590 858960.00 792507.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-79 2053-03-16 0.676160 5760856.00 119882.30 Agency Collateralized Mortgage Obligation GNMA_11-163 2041-12-16 4.194870 12911344.00 884910.00 Agency Collateralized Mortgage Obligation FNMA_12-93 2032-09-25 3.593750 18923936.00 328778.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-51 2041-04-20 4.129870 24738900.00 541111.30 Agency Collateralized Mortgage Obligation FHLMC_K719 2022-06-25 0.443360 40000000.00 306386.42 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-117 2038-01-25 3.793750 75000000.00 701424.05 Agency Collateralized Mortgage Obligation Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-02-04 2019-02-04 Y JP MORGAN SECURITIES LLC 1.0000 35 N Fitch AA Moody's Aa3 Standard & Poor's A+ N N 0.0267 3500000.00 3500000.00 0.0176 N N N Y U.S. Treasury Bill U.S. Treasury Bill 2.046 912796QT9 254900HROIFWPRGM1V77 US912796QT94 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-01-17 2019-01-17 2019-01-17 N N N 0.0205 6993342.72 6993342.72 0.0351 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.276 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 0.0228 1950391.09 1950391.09 0.0098 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.311 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 0.0231 887079.69 887079.69 0.0045 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.286 912796UL1 254900HROIFWPRGM1V77 US912796UL13 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-01-29 2019-01-29 2019-01-29 N N N 0.0229 893392.36 893392.36 0.0045 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.250 912828SD3 254900HROIFWPRGM1V77 US912828SD35 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-01-31 2019-01-31 2019-01-31 N N N 0.0226 49957.04 49957.04 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.500 912828C24 254900HROIFWPRGM1V77 US912828C244 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 0.0237 2995706.58 2995706.58 0.0150 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.125 912828V56 254900HROIFWPRGM1V77 US912828V566 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-01-31 2019-01-31 2019-01-31 N N N 0.0225 49952.17 49952.17 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.570 912828V64 254900HROIFWPRGM1V77 US912828V640 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-01-02 2019-01-31 2019-01-31 N N N 0.0248 3775459.04 3775459.04 0.0189 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.463 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-01-02 2020-04-30 2020-04-30 N N N 0.0255 2998916.13 2998916.13 0.0151 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.500 3130AFLK1 2549001DPIFGXC1TOL40 US3130AFLK19 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-01-02 2019-06-21 2019-06-21 N N N 0.0253 344950.25 344950.25 0.0017 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.665 3130AFLV7 2549001DPIFGXC1TOL40 US3130AFLV73 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-03-21 2020-12-21 2020-12-21 N N N 0.0271 1349223.39 1349223.39 0.0068 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.459 3130AFMG9 2549001DPIFGXC1TOL40 US3130AFMG97 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-01-28 2019-06-28 2019-06-28 N N N 0.0252 224967.11 224967.11 0.0011 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.459 3130AFMH7 2549001DPIFGXC1TOL40 US3130AFMH70 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-01-20 2019-06-20 2019-06-20 N N N 0.0251 224968.43 224968.43 0.0011 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.459 3130AFMJ3 2549001DPIFGXC1TOL40 US3130AFMJ37 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-01-24 2019-06-24 2019-06-24 N N N 0.0252 904870.67 904870.67 0.0045 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.459 3130AFMK0 2549001DPIFGXC1TOL40 US3130AFMK00 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-01-24 2019-06-24 2019-06-24 N N N 0.0252 449935.74 449935.74 0.0023 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC 2.500 VYVVCKR63DVZZN70PB21 BRTPA8ZS6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-03-01 3.500000 1000.00 916.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-05-01 2.500000 1012.00 700.73 Agency Mortgage-Backed Securities GINNIE MAE II 2048-06-20 5.000000 1104.00 1145.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-07-01 3.068000 1170.00 798.00 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-08-01 4.000000 1572.00 1376.59 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 2023-02-21 2.549380 2000.00 2000.44 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 4.500000 2008.00 1727.49 Agency Mortgage-Backed Securities GINNIE MAE II 2047-08-20 4.500000 2110.00 1084.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-08-01 2.909000 2279.00 2193.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 2304.00 2174.28 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-06-01 4.061000 2979.00 431.00 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-12-01 4.500000 3200.00 3310.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 4736.00 4906.03 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-06-01 5.000000 4788.00 4617.15 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-04-01 2.500000 4881.00 2754.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-02-26 1.375000 5000.00 4897.73 Agency Debentures and Agency Strips GINNIE MAE II 2037-05-20 3.500000 5534.00 3836.54 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2029-04-01 3.500000 5974.00 2279.47 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 4.000000 6405.00 4854.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-11-01 3.500000 8300.00 3530.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-11-01 4.000000 9069.00 659.80 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-12-01 4.000000 10111.00 10321.26 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-02-01 4.043000 14103.00 316.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-08-01 5.000000 16928.00 797.16 Agency Mortgage-Backed Securities GINNIE MAE II 2038-08-20 6.000000 18292.00 615.99 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2033-07-01 2.500000 23552.00 22770.37 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-05-01 4.500000 49690.00 8705.02 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-03-01 6.500000 87500.00 2549.42 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-10-01 4.000000 164337.00 165583.65 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-09-01 6.000000 825000.00 16107.06 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 2.500000 847274.00 791477.05 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-08-01 3.500000 1046293.00 823020.36 Agency Mortgage-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0250 1845000.00 1845000.00 0.0093 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.346 313384CC1 2549001DPIFGXC1TOL40 US313384CC15 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-02-20 2019-02-20 2019-02-20 N N N 0.0235 553187.00 553187.00 0.0028 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. Merrill Lynch, Pierce, Fenner & Smith, Inc. 2.650 8NAV47T0Y26Q87Y0QP81 BRTPEUK83 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 04.000 FGPC G61582 G 2048-08-01 4.000000 1539962.64 1545000.04 Agency Mortgage-Backed Securities Y Fitch F1+ Moody's NR Standard & Poor's A-1 2019-01-07 2019-01-07 2019-01-07 N N N 0.0265 1500000.00 1500000.00 0.0075 N N Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 2.670 FOR8UP27PHTHYVLBNG30 BRTPEUQD6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 04.000 CIAA7736 2024-05-01 4.000000 1000000.00 23846.16 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5096 2049-01-01 3.500000 3791000.00 3819852.04 Agency Mortgage-Backed Securities FNMS 04.500 CIBM1944 2024-02-01 4.500000 545000.00 216352.06 Agency Mortgage-Backed Securities FNMS 05.000 CL766641 2034-03-01 5.000000 818997.00 18865.94 Agency Mortgage-Backed Securities 05.000 FGPC A10941 G 2033-06-01 5.000000 489757.00 41083.81 Agency Mortgage-Backed Securities Y Fitch F1 Moody's NR Standard & Poor's A-1 2019-01-07 2019-01-07 2019-01-07 N N N 0.0267 4000000.00 4000000.00 0.0201 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.410 313384DP1 2549001DPIFGXC1TOL40 US313384DP19 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-03-27 2019-03-27 2019-03-27 N N N 0.0241 7706238.31 7706238.31 0.0387 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 2.950 ZBUT11V806EZRVTWT807 BRTPETB86 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-02-15 0.000000 2.40 2.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-08-15 0.000000 146.40 144.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-15 0.000000 204.80 178.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-15 0.000000 409.60 323.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2034-08-15 0.000000 4915.20 3128.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.000000 7100.00 3552.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-09-30 1.375000 6328000.00 6026668.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 0.000000 12207206.40 9266002.09 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 15000000.00 15000000.00 0.0753 N Y Y N Bank of Montreal Bank of Montreal 2.900 NQQ6HPCNCCU6TUTQYE16 BRTPETAV6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC GOLD 2048-08-01 4.000000 1285.00 1294.56 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-10-01 3.500000 30552.00 15624.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-11-01 3.000000 162988.00 61909.60 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-08-01 4.630000 164108.00 7646.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-05-01 3.000000 329000.00 224567.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-08-01 3.000000 446387.00 150017.12 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-02-01 3.500000 461610.00 238802.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-08-01 4.017000 660133.00 119673.30 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-12-01 4.000000 723248.00 704347.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-03-01 3.500000 937187.00 550886.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-06-01 2.500000 967375.00 426734.35 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-07-01 5.000000 1005093.00 246736.08 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-11-01 3.500000 1051928.00 634277.04 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-08-01 4.000000 1238958.00 654886.56 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-08-13 3.500000 1272440.00 671886.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2020-08-01 4.000000 1273345.00 8546.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-05-01 3.170000 1397557.00 339258.53 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-09-01 3.500000 2768582.00 1870464.12 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-01-01 3.887000 6800000.00 448249.75 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-11-01 4.245000 6856579.00 503679.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-06-01 5.500000 8065051.00 333474.51 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2024-05-01 5.500000 9600000.00 336037.67 Agency Mortgage-Backed Securities Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0290 8300000.00 8300000.00 0.0416 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.504 313384HD4 2549001DPIFGXC1TOL40 US313384HD43 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's Agency 2019-06-21 2019-06-21 2019-06-21 N N N 0.0250 1131644.85 1131644.85 0.0057 N N N N Mizuho Securities USA LLC Mizuho Securities USA LLC 2.950 ZS080BY 7TK5RJIZDFROZCA6XF66 BRTPETB37 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 2023-12-31 2.625000 10152500.00 10200094.92 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 10000000.00 10000000.00 0.0502 N Y Y N BNP Paribas SA BNP Paribas SA 3.000 R0MUWSFPU8MPRO8K5P83 BRTPETB03 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE II 2047-10-20 3.000000 1078.00 976.51 Agency Mortgage-Backed Securities GINNIE MAE I 2047-12-15 5.000000 20898.00 18013.35 Agency Mortgage-Backed Securities GINNIE MAE II 2046-08-20 3.000000 2047376.00 1547090.30 Agency Mortgage-Backed Securities GINNIE MAE I 2029-01-15 6.000000 2570000.00 35001.26 Agency Mortgage-Backed Securities GINNIE MAE I 2047-09-15 4.000000 2595288.00 2312672.77 Agency Mortgage-Backed Securities GINNIE MAE II 2045-09-20 3.500000 2608187.00 1378145.82 Agency Mortgage-Backed Securities GINNIE MAE II 2048-11-20 4.500000 3983840.00 4129752.06 Agency Mortgage-Backed Securities GNMA GNAR WK 784579 M 2043-04-20 3.458000 5170272.00 4858348.02 Agency Mortgage-Backed Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0300 14000000.00 14000000.00 0.0702 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. Merrill Lynch, Pierce, Fenner & Smith, Inc. 3.000 ZS080CM 8NAV47T0Y26Q87Y0QP81 BRTPET9V8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE II 2048-08-20 4.500000 9690300.00 10200000.09 Agency Mortgage-Backed Securities Y Fitch F1+ Moody's NR Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0300 10000000.00 10000000.00 0.0502 N Y Y N Societe Generale SA Societe Generale SA 2.950 O2RNE8IBXP4R0TD8PU41 BRTPET9S5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 0.000000 83.26 74.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-15 2.000000 14396900.00 14279925.19 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 14000000.00 14000000.00 0.0702 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.423 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 0.0242 12522916.48 12522916.48 0.0628 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.475 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-01-02 2020-10-31 2020-10-31 N N N 0.0262 2995466.28 2995466.28 0.0150 N Y Y N BlackRock Variable Series Funds, Inc. 2019-01-07 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer