N-MFP2 0000355916 XXXXXXXX 2019-07-31 0000355916 5493007IJN5JRPJ1DF61 S000002884 1 N N 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 36 96 112709025.90 84845488.90 89624703.65 95733356.83 147463359.40 125941417.30 128877487.00 133907640.60 0.5097 0.4304 0.4530 0.4841 0.6669 0.6389 0.6514 0.6772 6338334.52 192925139.48 192892228.00 102324.01 954763.75 198378122.78 198360541.18 1.0000 0.0241 1.0004 1.0004 1.0004 1.0003 C000007929 1.00 198378122.78 198360541.18 1.0004 1.0004 1.0004 1.0003 26450412.63 26600325.44 2712131.34 727265.16 244414.64 1350265.91 1533715.08 819945.46 32890272.91 30085511.18 0.0211 Y BlackRock Advisors, LLC, Management Fees, 45769.34; BlackRock Advisors, LLC, Transfer Agent Fees, 6492.39; Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.279 3130AD6C1 2549001DPIFGXC1TOL40 US3130AD6C10 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-09-19 2019-12-19 2019-12-19 N N N 0.0215 535065.56 535065.56 0.0027 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.161 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-27 2019-08-27 2019-08-27 N N N 0.0224 1189936.67 1189936.67 0.0060 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.181 3130ADWB4 2549001DPIFGXC1TOL40 US3130ADWB43 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-27 2019-09-27 2019-09-27 N N N 0.0225 999912.61 999912.61 0.0050 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.274 3130AE2K5 2549001DPIFGXC1TOL40 US3130AE2K53 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-17 2020-04-17 2020-04-17 N N N 0.0228 3478359.63 3478359.63 0.0175 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.270 3130AESG6 2549001DPIFGXC1TOL40 US3130AESG68 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-16 2019-08-16 2019-08-16 N N N 0.0230 674991.91 674991.91 0.0034 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.209 3130AETR1 2549001DPIFGXC1TOL40 US3130AETR15 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-24 2020-02-24 2020-02-24 N N N 0.0227 1084503.83 1084503.83 0.0055 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.282 3130AEX96 2549001DPIFGXC1TOL40 US3130AEX969 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-09 2019-09-09 2019-09-09 N N N 0.0237 1564868.49 1564868.49 0.0079 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.249 3130AFKY2 2549001DPIFGXC1TOL40 US3130AFKY22 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-17 2019-09-17 2019-09-17 N N N 0.0227 1999842.32 1999842.32 0.0101 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.261 3130AFLV7 2549001DPIFGXC1TOL40 US3130AFLV73 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-09-21 2020-12-21 2020-12-21 N N N 0.0221 1348802.04 1348802.04 0.0068 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.290 3130AFQ42 2549001DPIFGXC1TOL40 US3130AFQ424 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-14 2020-01-14 2020-01-14 N N N 0.0227 519871.06 519871.06 0.0026 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.440 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-01 2020-01-17 2020-01-17 N N N 0.0242 95007.19 95007.19 0.0005 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.465 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-01 2020-07-24 2020-07-24 N N N 0.0244 265059.91 265059.91 0.0013 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.350 3130AFUC9 2549001DPIFGXC1TOL40 US3130AFUC91 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-04 2020-08-04 2020-08-04 N N N 0.0226 559753.93 559753.93 0.0028 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.400 3130AFVU8 2549001DPIFGXC1TOL40 US3130AFVU80 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-01 2019-11-13 2019-11-13 N N N 0.0242 1299926.82 1299926.82 0.0066 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.226 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-25 2020-02-25 2020-02-25 N N N 0.0227 899687.70 899687.70 0.0045 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.410 3130AFXS1 2549001DPIFGXC1TOL40 US3130AFXS17 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-01 2019-08-27 2019-08-27 N N N 0.0244 554982.89 554982.89 0.0028 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.420 3130AG2E4 2549001DPIFGXC1TOL40 US3130AG2E49 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-01 2019-12-06 2019-12-06 N N N 0.0242 429996.74 429996.74 0.0022 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.505 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-01 2021-03-12 2021-03-12 N N N 0.0247 890501.84 890501.84 0.0045 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.495 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-01 2020-10-01 2020-10-01 N N N 0.0245 990512.74 990512.74 0.0050 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.395 3130AGMU6 2549001DPIFGXC1TOL40 US3130AGMU64 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-01 2020-01-17 2020-01-17 N N N 0.0242 794893.72 794893.72 0.0040 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.400 3130AGMZ5 2549001DPIFGXC1TOL40 US3130AGMZ51 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-01 2019-12-20 2019-12-20 N N N 0.0242 969912.00 969912.00 0.0049 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.425 3130AGN35 2549001DPIFGXC1TOL40 US3130AGN353 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-01 2020-06-19 2020-06-19 N N N 0.0244 414950.23 414950.23 0.0021 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.465 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-01 2021-07-08 2021-07-08 N N N 0.0248 649769.85 649769.85 0.0033 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.384 3130AGQD0 2549001DPIFGXC1TOL40 US3130AGQD04 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-10 2020-07-10 2020-07-10 N N N 0.0228 1644539.96 1644539.96 0.0083 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.440 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-01 2021-01-22 2021-01-22 N N N 0.0246 309892.84 309892.84 0.0016 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 1.989 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 0.0199 659461.00 659461.00 0.0033 N N Y N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.105 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 0.0210 463849.90 463849.90 0.0023 N N Y N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.113 313312NF3 US313312NF32 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-10-21 2019-10-21 2019-10-21 N N N 0.0211 567306.75 567306.75 0.0029 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.117 313312NR7 US313312NR79 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-10-31 2019-10-31 2019-10-31 N N N 0.0212 760939.13 760939.13 0.0038 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.104 313312PM6 US313312PM64 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-11-20 2019-11-20 2019-11-20 N N N 0.0210 556408.54 556408.54 0.0028 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.066 313312RX0 US313312RX02 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-01-17 2020-01-17 2020-01-17 N N N 0.0207 1470848.37 1470848.37 0.0074 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.067 313312SD3 US313312SD39 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-01-23 2020-01-23 2020-01-23 N N N 0.0207 430707.39 430707.39 0.0022 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.068 313312SK7 US313312SK71 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-01-29 2020-01-29 2020-01-29 N N N 0.0207 301887.05 301887.05 0.0015 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.058 313312SR2 US313312SR25 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-02-04 2020-02-04 2020-02-04 N N N 0.0206 900451.57 900451.57 0.0045 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.059 313312TJ9 US313312TJ99 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-02-21 2020-02-21 2020-02-21 N N N 0.0206 855098.63 855098.63 0.0043 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.040 313312TV2 US313312TV28 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-03-03 2020-03-03 2020-03-03 N N N 0.0204 750922.23 750922.23 0.0038 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.040 313312UC2 US313312UC28 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-03-10 2020-03-10 2020-03-10 N N N 0.0204 1629650.01 1629650.01 0.0082 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.041 313312US7 US313312US79 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-03-24 2020-03-24 2020-03-24 N N N 0.0204 1347103.33 1347103.33 0.0068 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.704 313384KA6 2549001DPIFGXC1TOL40 US313384KA66 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-08-05 2019-08-05 2019-08-05 N N N 0.0170 1684606.84 1684606.84 0.0085 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.826 313384KC2 2549001DPIFGXC1TOL40 US313384KC23 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-08-07 2019-08-07 2019-08-07 N N N 0.0183 1469485.50 1469485.50 0.0074 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.979 313384KK4 2549001DPIFGXC1TOL40 US313384KK49 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-08-14 2019-08-14 2019-08-14 N N N 0.0198 1938528.84 1938528.84 0.0098 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.030 313384KS7 2549001DPIFGXC1TOL40 US313384KS74 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-08-21 2019-08-21 2019-08-21 N N N 0.0203 4130175.82 4130175.82 0.0208 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.056 313384KZ1 2549001DPIFGXC1TOL40 US313384KZ18 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-08-28 2019-08-28 2019-08-28 N N N 0.0206 3993700.00 3993700.00 0.0201 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.062 313384LB3 2549001DPIFGXC1TOL40 US313384LB31 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-08-30 2019-08-30 2019-08-30 N N N 0.0206 3419206.03 3419206.03 0.0172 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.092 313384LG2 2549001DPIFGXC1TOL40 US313384LG28 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-09-04 2019-09-04 2019-09-04 N N N 0.0209 3128723.04 3128723.04 0.0158 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.102 313384LN7 2549001DPIFGXC1TOL40 US313384LN78 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-09-10 2019-09-10 2019-09-10 N N N 0.0210 2628793.10 2628793.10 0.0132 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.103 313384LP2 2549001DPIFGXC1TOL40 US313384LP27 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-09-11 2019-09-11 2019-09-11 N N N 0.0210 2069990.04 2069990.04 0.0104 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.112 313384LW7 2549001DPIFGXC1TOL40 US313384LW77 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-09-18 2019-09-18 2019-09-18 N N N 0.0211 3091237.32 3091237.32 0.0156 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.114 313384LY3 2549001DPIFGXC1TOL40 US313384LY34 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-09-20 2019-09-20 2019-09-20 N N N 0.0211 3414915.29 3414915.29 0.0172 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.120 313384MF3 2549001DPIFGXC1TOL40 US313384MF36 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-09-27 2019-09-27 2019-09-27 N N N 0.0212 2541440.49 2541440.49 0.0128 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.107 313384MT3 2549001DPIFGXC1TOL40 US313384MT30 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-10-09 2019-10-09 2019-10-09 N N N 0.0211 672283.13 672283.13 0.0034 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.108 313384MV8 2549001DPIFGXC1TOL40 US313384MV85 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-10-11 2019-10-11 2019-10-11 N N N 0.0211 2280515.58 2280515.58 0.0115 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.110 313384MZ9 2549001DPIFGXC1TOL40 US313384MZ99 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-10-15 2019-10-15 2019-10-15 N N N 0.0211 796500.00 796500.00 0.0040 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.113 313384NF2 2549001DPIFGXC1TOL40 US313384NF27 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-10-21 2019-10-21 2019-10-21 N N N 0.0211 910676.63 910676.63 0.0046 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.114 313384NH8 2549001DPIFGXC1TOL40 US313384NH82 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-10-23 2019-10-23 2019-10-23 N N N 0.0211 1219068.95 1219068.95 0.0061 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.115 313384NK1 2549001DPIFGXC1TOL40 US313384NK12 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-10-25 2019-10-25 2019-10-25 N N N 0.0211 955240.00 955240.00 0.0048 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.117 313384NQ8 2549001DPIFGXC1TOL40 US313384NQ81 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-10-30 2019-10-30 2019-10-30 N N N 0.0212 875380.00 875380.00 0.0044 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.100 313384NY1 2549001DPIFGXC1TOL40 US313384NY16 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-11-07 2019-11-07 2019-11-07 N N N 0.0210 328131.47 328131.47 0.0017 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.101 313384PE3 2549001DPIFGXC1TOL40 US313384PE34 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-11-13 2019-11-13 2019-11-13 N N N 0.0210 1003931.02 1003931.02 0.0051 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.104 313384PM5 2549001DPIFGXC1TOL40 US313384PM59 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-11-20 2019-11-20 2019-11-20 N N N 0.0210 2066660.27 2066660.27 0.0104 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.064 313384RN1 2549001DPIFGXC1TOL40 US313384RN15 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-01-08 2020-01-08 2020-01-08 N N N 0.0206 1392323.78 1392323.78 0.0070 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.298 3133EHNT6 US3133EHNT68 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-19 2020-06-19 2020-06-19 N N N 0.0228 999750.96 999750.96 0.0050 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.350 3133EJ2N8 US3133EJ2N89 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-14 2020-12-14 2020-12-14 N N N 0.0231 1024538.82 1024538.82 0.0052 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.329 3133EJ6W4 US3133EJ6W43 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-04 2020-02-04 2020-02-04 N N N 0.0227 1999273.20 1999273.20 0.0101 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.314 3133EJNN5 US3133EJNN54 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-07 2020-02-07 2020-02-07 N N N 0.0227 1899299.58 1899299.58 0.0096 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.262 3133EJX46 US3133EJX469 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-26 2020-06-26 2020-06-26 N N N 0.0228 999739.48 999739.48 0.0050 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.329 3133EJZA0 US3133EJZA06 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-11 2020-09-11 2020-09-11 N N N 0.0229 509538.15 509538.15 0.0026 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.377 3133EKGX8 US3133EKGX82 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-16 2021-04-16 2021-04-16 N N N 0.0233 1184318.87 1184318.87 0.0060 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.495 3133EKHC3 US3133EKHC37 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-01 2021-01-15 2021-01-15 N N N 0.0252 704791.31 704791.31 0.0036 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.295 3133EKRK4 US3133EKRK43 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-18 2020-06-18 2020-06-18 N N N 0.0228 239929.94 239929.94 0.0012 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.306 3133EKUG9 US3133EKUG93 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-10-08 2021-07-08 2021-07-08 N N N 0.0232 454826.49 454826.49 0.0023 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 2.264 3134GSDS1 S6XOOCT0IEG5ABCC6L87 US3134GSDS16 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-08-08 2019-08-08 2019-08-08 N N N 0.0229 1499994.14 1499994.14 0.0076 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 0.0232 664973.34 664973.34 0.0034 N N 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 0.0211 383180.27 383180.27 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.094 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-08-01 2020-07-31 2020-07-31 N N N 0.0223 504457.23 504457.23 0.0025 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 2.048 912796RT8 254900HROIFWPRGM1V77 US912796RT85 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0205 2478530.90 2478530.90 0.0125 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 2.033 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 0.0203 835387.31 835387.31 0.0042 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.949 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 0.0195 4994132.15 4994132.15 0.0252 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.891 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 0.0189 3994111.72 3994111.72 0.0201 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.975 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 0.0198 3297067.76 3297067.76 0.0166 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 2.061 912796SX8 254900HROIFWPRGM1V77 US912796SX88 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-12-19 2019-12-19 2019-12-19 N N N 0.0206 2827619.06 2827619.06 0.0142 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 0.0214 395308.59 395308.59 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.084 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-08-01 2020-04-30 2020-04-30 N N N 0.0224 2997252.36 2997252.36 0.0151 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.096 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-08-01 2020-10-31 2020-10-31 N N N 0.0225 2995616.73 2995616.73 0.0151 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.190 9128286Q8 254900HROIFWPRGM1V77 US9128286Q86 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-08-01 2021-04-30 2021-04-30 N N N 0.0224 169937.90 169937.90 0.0009 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 2.394 ZBUT11V806EZRVTWT807 BRT0KCF61 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLMC_4903C 2049-08-25 2.750000 468232.00 439465.70 Agency Collateralized Mortgage Obligation FNMA_19-M14B 2048-04-25 3.073000 1225700.00 1243802.13 Agency Collateralized Mortgage Obligation FNMA_15-33 2045-06-25 5.000000 1660900.00 109018.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-79 2053-03-16 0.670880 5378552.00 106155.38 Agency Collateralized Mortgage Obligation FNMA_13-69 2043-05-25 3.934000 28783360.00 1776558.08 Agency Collateralized Mortgage Obligation Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-08-01 2019-09-04 2019-09-04 Y JP MORGAN SECURITIES LLC 1.0000 35 N Fitch AA Moody's Aa3 Standard & Poor's A+ N N 0.0239 3500000.00 3500000.00 0.0176 N N N Y U.S. Treasury Notes U.S. Treasury Notes 2.271 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-10-31 2021-07-31 2021-07-31 N N N 0.0234 999873.70 999873.70 0.0050 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 2.290 FOR8UP27PHTHYVLBNG30 BRTVN9M36 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA ADJUSTABLE RATE REMIC 2046-04-20 3.828500 10402816.00 1290902.14 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2040-10-25 3.934000 63276598.00 2989097.90 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's NR Standard & Poor's A-1 2019-08-07 2019-08-07 2019-08-07 N N N 0.0229 4000000.00 4000000.00 0.0202 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 2.540 ZBUT11V806EZRVTWT807 BRTVN63J8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-02-15 0.000000 5787100.00 3060004.36 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0254 3000000.00 3000000.00 0.0151 N Y Y N Societe Generale SA Societe Generale SA 2.530 O2RNE8IBXP4R0TD8PU41 BRTVN6432 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 0.06 0.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-08-15 0.000000 41.97 26.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-15 0.000000 124.07 115.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-08-01 0.000000 1200.00 1199.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-30 1.875000 1278600.00 1288892.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-11-15 3.375000 11097300.00 12989853.74 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0253 14000000.00 14000000.00 0.0706 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 2.530 VYVVCKR63DVZZN70PB21 BRTVN6481 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-30 2.375000 9868500.00 10200056.93 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0253 10000000.00 10000000.00 0.0504 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 2.560 549300HN4UKV1E2R3U73 BRTVN62F7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N HMBK_94-29 2068-12-20 3.570000 10451623.00 10200000.05 Asset-Backed Securities Y Fitch F1+ Moody's NR Standard & Poor's A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0256 10000000.00 10000000.00 0.0504 N Y Y N TD Securities USA LLC TD Securities USA LLC 2.540 SUVUFHICNZMP2WKHG940 BRTVN6440 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY NOTE 2023-11-30 2.875000 9736600.00 10200078.39 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2019-08-01 2019-08-01 2019-08-01 N N N 0.0254 10000000.00 10000000.00 0.0504 N Y Y N BNP Paribas SA BNP Paribas SA 2.550 R0MUWSFPU8MPRO8K5P83 BRTVN62N0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE II 2047-04-20 3.000000 1003.00 635.68 Agency Mortgage-Backed Securities GINNIE MAE II 2047-10-20 3.500000 1017.00 884.83 Agency Mortgage-Backed Securities GINNIE MAE II 2046-09-20 3.000000 1898.00 1055.73 Agency Mortgage-Backed Securities GINNIE MAE II 2043-10-20 4.000000 2536.00 266.75 Agency Mortgage-Backed Securities GINNIE MAE II 2047-09-20 3.000000 3058.00 2335.54 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-06-01 4.000000 11437.00 765.72 Agency Mortgage-Backed Securities GINNIE MAE II 2048-10-20 4.000000 372058.00 349619.83 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 724061.00 669441.85 Agency Mortgage-Backed Securities GINNIE MAE II 2049-06-20 3.500000 985577.00 1019672.28 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-01-01 5.000000 1250664.00 54737.69 Agency Mortgage-Backed Securities GINNIE MAE II 2044-04-20 3.000000 2499987.00 290857.87 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-21 0.000000 6388400.00 6286849.99 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0255 8500000.00 8500000.00 0.0428 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 2.550 7TK5RJIZDFROZCA6XF66 BRTVN63Q2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. TREASURY NOTE 2028-05-15 2.875000 9475500.00 10200106.88 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0255 10000000.00 10000000.00 0.0504 N Y Y N BlackRock Variable Series Funds, Inc. 2019-08-06 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer