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GNMA_10-166C 2037-12-20 3.877870 100000000.00 3325.19 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's NR Standard & Poor's A-1 2019-09-04 2019-09-04 2019-09-04 N N N 0.0223 4000000.00 4000000.00 0.0202 N N Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.177 3133EKRK4 US3133EKRK43 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-09-18 2020-06-18 2020-06-18 N N N 0.0215 239929.74 239929.74 0.0012 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.185 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 0.0223 454834.16 454834.16 0.0023 N N N 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 0.0190 395786.92 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254900HROIFWPRGM1V77 2028-11-15 0.000000 671300.00 585913.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-31 2.250000 1637600.00 1716259.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-15 0.000000 1984051.20 1905748.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-02-15 0.000000 5184600.00 3938533.24 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0216 8000000.00 8000000.00 0.0404 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 2.160 7TK5RJIZDFROZCA6XF66 BRTWJ6SD7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N TRFR BA 04/30/21 2021-04-30 2.098800 10197900.00 10200084.97 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0216 10000000.00 10000000.00 0.0505 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.180 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-09-03 2021-07-31 2021-07-31 N N N 0.0220 999685.77 999685.77 0.0051 N Y Y N TD Securities USA LLC TD Securities USA LLC 2.140 SUVUFHICNZMP2WKHG940 BRTWJ6S54 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-11-30 2.875000 9568700.00 10200083.24 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 10000000.00 10000000.00 0.0505 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 2.160 549300HN4UKV1E2R3U73 BRTWJ6SR6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC GOLD 2048-09-01 4.000000 17482978.00 15450000.48 Agency Mortgage-Backed Securities Y Fitch F1+ Moody's NR Standard & Poor's A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0216 15000000.00 15000000.00 0.0758 N Y Y N BNP Paribas SA BNP Paribas SA 2.170 R0MUWSFPU8MPRO8K5P83 BRTWJ6R06 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 2042-08-15 0.000000 800.00 508.70 U.S. Treasuries (including strips) GINNIE MAE II 2047-04-20 3.000000 1003.00 629.03 Agency Mortgage-Backed Securities GINNIE MAE II 2046-09-20 3.000000 1898.00 1059.16 Agency Mortgage-Backed Securities GINNIE MAE II 2043-10-20 4.000000 2536.00 258.83 Agency Mortgage-Backed Securities GINNIE MAE II 2047-09-20 3.000000 3036.00 2275.02 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-16 0.000000 56800.00 55916.31 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-05-01 4.000000 535181.00 576963.02 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 724061.00 649668.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-03-01 4.000000 1247121.00 780932.14 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-09-01 4.000000 1493887.00 735747.76 Agency Mortgage-Backed Securities GINNIE MAE II 2044-04-20 3.875000 2498743.00 283274.60 Agency Mortgage-Backed Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0217 3000000.00 3000000.00 0.0152 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 2.150 VYVVCKR63DVZZN70PB21 BRTWJ6SS4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 2 3/8 NOTE V 24 2024-02-29 2.375000 9688300.00 10200098.61 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0215 10000000.00 10000000.00 0.0505 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.500 912828X96 254900HROIFWPRGM1V77 US912828X968 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-05-15 2020-05-15 2020-05-15 N N N 0.0186 384037.50 384037.50 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.500 912828XE5 254900HROIFWPRGM1V77 US912828XE52 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-05-31 2020-05-31 2020-05-31 N N N 0.0184 269314.45 269314.45 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.003 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-09-03 2020-07-31 2020-07-31 N N N 0.0213 504412.74 504412.74 0.0025 N Y Y N BlackRock Variable Series Funds, Inc. 2019-09-06 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer