Transamerica

02/28/2021*


Transamerica Madison Diversified Income VP

Security Description % of Total Net Assets
U.S. Treasury Note, 2.00%, due 02/15/2023 2.76%
U.S. Treasury Note, 1.50%, due 08/15/2026 2.50%
U.S. Treasury Note, 1.62%, due 08/15/2022 1.98%
Comcast Corp., Class A 1.84%
Caterpillar, Inc. 1.72%
Johnson & Johnson 1.69%
Home Depot, Inc. 1.62%
BlackRock, Inc. 1.61%
U.S. Treasury Note, 2.37%, due 05/15/2027 1.57%
Travelers Cos., Inc. 1.53%
Verizon Communications, Inc. 1.53%
Emerson Electric Co. 1.48%
Cisco Systems, Inc. 1.46%
Nucor Corp. 1.42%
Texas Instruments, Inc. 1.41%
Northern Trust Corp. 1.33%
Bristol-Myers Squibb Co. 1.33%
JPMorgan Chase & Co. 1.32%
Analog Devices, Inc. 1.21%
McDonald's Corp. 1.20%
PepsiCo, Inc. 1.12%
U.S. Treasury Note, 2.87%, due 05/15/2028 1.08%
3M Co. 1.06%
U.S. Treasury Note, 2.12%, due 03/31/2024 1.02%
TE Connectivity, Ltd. 0.96%
CME Group, Inc. 0.95%
U.S. Treasury Note, 0.37%, due 09/30/2027 0.92%
Fastenal Co. 0.90%
U.S. Treasury Note, 2.00%, due 08/15/2025 0.90%
Procter & Gamble Co. 0.87%
Dominion Energy, Inc. 0.86%
Starbucks Corp. 0.86%
Merck & Co., Inc. 0.84%
Paychex, Inc. 0.82%
Union Pacific Corp. 0.80%
Medtronic PLC 0.73%
Amgen, Inc. 0.71%
Linde PLC 0.70%
US Bancorp 0.69%
Coca-Cola Co. 0.68%
U.S. Treasury Note, 2.62%, due 02/15/2029 0.67%
Archer-Daniels-Midland Co. 0.66%
Pfizer, Inc. 0.59%
American Tower Corp., REIT 0.52%
U.S. Treasury Bond, 2.50%, due 02/15/2045 0.51%
U.S. Treasury Bond, 3.00%, due 05/15/2047 0.51%
Automatic Data Processing, Inc. 0.51%
Colgate-Palmolive Co. 0.47%
Lockheed Martin Corp. 0.46%
AmerisourceBergen Corp. 0.46%
Honeywell International, Inc. 0.46%
Hershey Co. 0.46%
Baker Hughes Co. 0.43%
U.S. Treasury Bond, 2.75%, due 11/15/2042 0.43%
U.S. Treasury Bond, 2.75%, due 08/15/2042 0.40%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.11%, due 06/25/2027 0.40%
Federal Home Loan Mortgage Corp., 3.00%, due 07/01/2045 0.39%
Aflac, Inc. 0.37%
Federal Home Loan Mortgage Corp., 2.00%, due 03/01/2041 0.37%
JPMorgan Mortgage Trust, Series 2021-1, Class A3, 2.50%, due 06/25/2051 0.37%
KeyCorp, Series MTN, 5.10%, due 03/24/2021 0.36%
Santander Consumer Auto Receivables Trust, Series 2020-BA, Class A3, 0.46%, due 08/15/2024 0.36%
Federal National Mortgage Association REMIC, 1.37%, due 09/25/2027 0.36%
Federal National Mortgage Association, 3.00%, due 12/01/2028 0.35%
NASDAQ, Inc., 1.65%, due 01/15/2031 0.34%
U.S. Treasury Note, 0.62%, due 08/15/2030 0.34%
U.S. Treasury Bond, 4.37%, due 05/15/2041 0.34%
Federal National Mortgage Association, 2.95%, due 09/25/2027 0.32%
Expedia Group, Inc., 3.25%, due 02/15/2030 0.30%
Southwest Airlines Co., 5.12%, due 06/15/2027 0.28%
PNC Financial Services Group, Inc., 3.45%, due 04/23/2029 0.27%
Dell Equipment Finance Trust, Series 2019-2, Class A3, 1.91%, due 10/22/2024 0.27%
Verizon Communications, Inc., 4.32%, due 09/21/2028 0.27%
UnitedHealth Group, Inc., 3.70%, due 08/15/2049 0.27%
Charles Schwab Corp., 4.00%, due 12/01/2030 0.27%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 10/15/2024 0.26%
Zoetis, Inc., 3.00%, due 09/12/2027 0.26%
Capital One Financial Corp., 3.30%, due 10/30/2024 0.26%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.65%, due 08/25/2026 0.26%
Goldman Sachs Group, Inc., 3.27%, due 09/29/2025 0.26%
Huntington National Bank, 3.55%, due 10/06/2023 0.26%
Synchrony Credit Card Master Note Trust, Series 2018-2, Class C, 3.87%, due 05/15/2026 0.26%
Federal National Mortgage Association, 3.13%, due 11/25/2027 0.26%
Air Lease Corp., Series MTN, 2.87%, due 01/15/2026 0.25%
Nutrition & Biosciences, Inc., 3.46%, due 12/01/2050 0.24%
New York City Transitional Finance Authority Future Tax Secured Revenue, 6.26%, due 08/01/2039 0.24%
Royal Bank of Canada, Series MTN, 1.15%, due 06/10/2025 0.24%
CCG Receivables Trust, Series 2020-1, Class A2, 0.54%, due 12/14/2027 0.24%
Chase Auto Credit Linked Notes, Series 2020-2, Class B, 0.84%, due 02/25/2028 0.24%
Towd Point HE Trust, Series 2021-HE1, Class A1, 0.91%, due 02/25/2063 0.24%
Athene Global Funding, 1.45%, due 01/08/2026 0.24%
JPMorgan Chase & Co., 1.04%, due 02/04/2027 0.24%
Phillips 66, 2.15%, due 12/15/2030 0.23%
Enterprise Fleet Financing LLC, Series 2019-3, Class A2, 2.06%, due 05/20/2025 0.23%
U.S. Treasury Bond, 2.00%, due 02/15/2050 0.23%
Tractor Supply Co., 1.75%, due 11/01/2030 0.23%
Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2046 0.23%
Broadridge Financial Solutions, Inc., 2.90%, due 12/01/2029 0.23%
Phillips 66, 4.65%, due 11/15/2034 0.23%
Vulcan Materials Co., 3.50%, due 06/01/2030 0.23%
Quanta Services, Inc., 2.90%, due 10/01/2030 0.22%
Citigroup, Inc., 4.07%, due 04/23/2029 0.22%
Sequoia Mortgage Trust, Series 2013-7, Class A2, 3.00%, due 06/25/2043 0.22%
Valero Energy Partners, LP, 4.50%, due 03/15/2028 0.22%
Intel Corp., 3.73%, due 12/08/2047 0.21%
Fiserv, Inc., 3.50%, due 07/01/2029 0.21%
Enterprise Products Operating LLC, 3.75%, due 02/15/2025 0.21%
Metropolitan Transportation Authority, 6.54%, due 11/15/2031 0.21%
Mitsubishi UFJ Financial Group, Inc., 3.19%, due 07/18/2029 0.21%
Kinder Morgan, Inc., 5.55%, due 06/01/2045 0.21%
CVS Health Corp., 2.62%, due 08/15/2024 0.21%
Lowe's Cos., Inc., 3.00%, due 10/15/2050 0.21%
Federal Home Loan Mortgage Corp., 2.50%, due 06/01/2035 0.20%
Anthem, Inc., 2.37%, due 01/15/2025 0.20%
Bunker Hill Loan Depositary Trust, Series 2020-1, Class A1, 1.72%, due 02/25/2055 0.20%
Norfolk Southern Corp., 3.25%, due 12/01/2021 0.20%
Comcast Corp., 4.15%, due 10/15/2028 0.20%
MPLX, LP, 2.65%, due 08/15/2030 0.19%
Royalty Pharma PLC, 2.20%, due 09/02/2030 0.19%
Royalty Pharma PLC, 3.55%, due 09/02/2050 0.19%
Healthpeak Properties, Inc., 3.25%, due 07/15/2026 0.19%
AT&T, Inc., 2.25%, due 02/01/2032 0.19%
Federal National Mortgage Association, 2.50%, due 06/01/2031 0.18%
American International Group, Inc., 4.75%, due 04/01/2048 0.18%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.98%, due 11/25/2025 0.18%
WRKCo, Inc., 3.90%, due 06/01/2028 0.18%
GM Financial Consumer Automobile Receivables Trust, Series 2019-2, Class B, 2.87%, due 10/16/2024 0.18%
Oracle Corp., 4.00%, due 07/15/2046 0.17%
Verizon Communications, Inc., 4.40%, due 11/01/2034 0.17%
Federal National Mortgage Association, 3.10%, due 07/25/2024 0.17%
Viatris, Inc., 2.70%, due 06/22/2030 0.17%
Xylem, Inc., 2.25%, due 01/30/2031 0.17%
Hershey Co., 0.90%, due 06/01/2025 0.17%
Mars, Inc., 3.95%, due 04/01/2049 0.17%
Boeing Co., 2.19%, due 02/04/2026 0.17%
Health Care Service Corp., 2.20%, due 06/01/2030 0.17%
JPMorgan Chase & Co., 4.00%, due 04/01/2025 0.17%
Empower Finance, LP, 3.07%, due 09/17/2051 0.17%
Walgreens Boots Alliance, Inc., 4.50%, due 11/18/2034 0.17%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 1.75%, due 01/30/2026 0.17%
Avolon Holdings Funding, Ltd., 2.12%, due 02/21/2026 0.16%
Aflac, Inc., 3.62%, due 11/15/2024 0.16%
Marathon Petroleum Corp., 3.80%, due 04/01/2028 0.16%
Mars, Inc., 2.37%, due 07/16/2040 0.16%
WRKCo, Inc., 3.75%, due 03/15/2025 0.16%
Valero Energy Corp., 6.62%, due 06/15/2037 0.16%
Federal Home Loan Mortgage Corp., 4.50%, due 08/01/2039 0.16%
Schlumberger Holdings Corp., 3.90%, due 05/17/2028 0.16%
Bank of America Corp., Series MTN, 3.09%, due 10/01/2025 0.16%
Amazon.com, Inc., 2.80%, due 08/22/2024 0.16%
U.S. Treasury Bond, 3.75%, due 08/15/2041 0.16%
Aflac, Inc., 4.75%, due 01/15/2049 0.15%
WRKCo, Inc., 3.00%, due 06/15/2033 0.15%
U.S. Treasury Bond, 3.37%, due 11/15/2048 0.15%
CVS Health Corp., 5.12%, due 07/20/2045 0.15%
McDonald's Corp., Series MTN, 4.87%, due 12/09/2045 0.15%
7-Eleven, Inc., 1.80%, due 02/10/2031 0.15%
Intercontinental Exchange, Inc., 2.35%, due 09/15/2022 0.15%
MetLife, Inc., 3.85%, due 09/15/2025 0.15%
Truist Financial Corp., 1.00%, due 03/02/2027 0.15%
Discovery Communications LLC, 5.00%, due 09/20/2037 0.14%
Federal National Mortgage Association, 3.00%, due 09/01/2029 0.14%
Federal National Mortgage Association, 3.50%, due 08/01/2049 0.14%
NIKE, Inc., 3.37%, due 03/27/2050 0.14%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2046 0.14%
FREMF Mortgage Trust, Series 2015-K721, Class B, 3.56%, due 11/25/2047 0.14%
Verizon Communications, Inc., 3.87%, due 02/08/2029 0.14%
Morgan Stanley, Series MTN, 3.87%, due 01/27/2026 0.14%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.62%, due 10/15/2027 0.14%
JPMorgan Wealth Management, Series 2020-ATR1, Class A3, 3.00%, due 02/25/2050 0.13%
Delta Air Lines, Inc. / SkyMiles IP, Ltd., 4.75%, due 10/20/2028 0.13%
Walgreens Boots Alliance, Inc., 3.45%, due 06/01/2026 0.13%
Federal National Mortgage Association, 3.50%, due 12/01/2031 0.13%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 0.13%
Federal National Mortgage Association, 3.00%, due 11/01/2039 0.13%
Brixmor Operating Partnership, LP, 3.65%, due 06/15/2024 0.13%
Federal National Mortgage Association REMIC, 3.50%, due 04/25/2031 0.13%
Northrop Grumman Corp., 2.93%, due 01/15/2025 0.13%
Eastern Energy Gas Holdings LLC, 3.00%, due 11/15/2029 0.13%
Five Corners Funding Trust II, 2.85%, due 05/15/2030 0.13%
Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2047 0.13%
Cboe Global Markets, Inc., 3.65%, due 01/12/2027 0.13%
Duke Energy Corp., 3.75%, due 09/01/2046 0.13%
Federal National Mortgage Association, 2.41%, due 03/25/2023 0.13%
Regions Financial Corp., 2.25%, due 05/18/2025 0.13%
Wells Fargo & Co., 2.18%, due 04/30/2026 0.13%
KKR Group Finance Co. VIII LLC, 3.50%, due 08/25/2050 0.13%
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.12%
Prudential Financial, Inc., 3.70%, due 10/01/2050 0.12%
JPMorgan Mortgage Trust, Series 2021-3, Class A3, 2.50%, due 07/01/2051 0.12%
Wheels SPV 2 LLC, Series 2019-1A, Class A2, 2.30%, due 05/22/2028 0.12%
Host Hotels & Resorts, LP, 3.50%, due 09/15/2030 0.12%
Fifth Third Bank NA, 3.35%, due 07/26/2021 0.12%
Exxon Mobil Corp., 4.11%, due 03/01/2046 0.12%
Nutrition & Biosciences, Inc., 1.83%, due 10/15/2027 0.12%
Advance Auto Parts, Inc., 1.75%, due 10/01/2027 0.12%
Wells Fargo & Co., 3.90%, due 03/15/2026 0.12%
Belrose Funding Trust, 2.33%, due 08/15/2030 0.12%
Textron, Inc., 2.45%, due 03/15/2031 0.12%
Intuit, Inc., 1.65%, due 07/15/2030 0.12%
AbbVie, Inc., 3.75%, due 11/14/2023 0.12%
Bank of America Corp., Series MTN, 1.92%, due 10/24/2031 0.12%
Morgan Stanley, Series MTN, 1.92%, due 04/28/2032 0.12%
Fifth Third Bancorp, 2.55%, due 05/05/2027 0.12%
Interstate Power & Light Co., 3.50%, due 09/30/2049 0.11%
Federal Home Loan Mortgage Corp., 3.00%, due 04/01/2043 0.11%
Credit Suisse Group AG, 2.19%, due 06/05/2026 0.11%
Omega Healthcare Investors, Inc., 3.37%, due 02/01/2031 0.11%
7-Eleven, Inc., 2.50%, due 02/10/2041 0.11%
Federal National Mortgage Association, 4.00%, due 02/01/2042 0.11%
Marathon Petroleum Corp., 4.70%, due 05/01/2025 0.11%
Federal Home Loan Mortgage Corp., 3.00%, due 04/01/2043 0.11%
Hillsboro School District No. 1, 4.35%, due 06/30/2034 0.11%
Kimberly-Clark Corp., 3.10%, due 03/26/2030 0.11%
Federal National Mortgage Association, 4.00%, due 12/01/2046 0.11%
Pioneer Natural Resources Co., 2.15%, due 01/15/2031 0.11%
Carlisle Cos., Inc., 3.50%, due 12/01/2024 0.11%
BP Capital Markets America, Inc., 3.11%, due 05/04/2026 0.10%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.50%, due 09/15/2023 0.10%
Keurig Dr. Pepper, Inc., 3.80%, due 05/01/2050 0.10%
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2045 0.10%
Verizon Owner Trust, Series 2018-A, Class A1A, 3.23%, due 04/20/2023 0.10%
Boeing Co., 3.62%, due 02/01/2031 0.10%
Micron Technology, Inc., 2.49%, due 04/24/2023 0.10%
Federal National Mortgage Association, 3.00%, due 02/01/2043 0.10%
DuPont de Nemours, Inc., 4.72%, due 11/15/2028 0.10%
Wells Fargo & Co., Series MTN, 2.39%, due 06/02/2028 0.10%
American Express Co., 2.50%, due 08/01/2022 0.10%
John Deere Capital Corp., Series MTN, 1.75%, due 03/09/2027 0.10%
Goldman Sachs BDC, Inc., 2.87%, due 01/15/2026 0.10%
Teachers Insurance & Annuity Association of America, 3.30%, due 05/15/2050 0.10%
McDonald's Corp., Series MTN, 2.12%, due 03/01/2030 0.10%
Truist Financial Corp., Series MTN, 1.95%, due 06/05/2030 0.10%
LYB International Finance III LLC, 3.62%, due 04/01/2051 0.10%
Sabine Pass Liquefaction LLC, 4.50%, due 05/15/2030 0.10%
Zoetis, Inc., 3.00%, due 05/15/2050 0.09%
Federal National Mortgage Association, 3.00%, due 12/01/2030 0.09%
Broadcom, Inc., 4.15%, due 11/15/2030 0.09%
Sysco Corp., 5.95%, due 04/01/2030 0.09%
Boeing Co., 5.80%, due 05/01/2050 0.09%
Berkshire Hathaway Energy Co., 1.65%, due 05/15/2031 0.09%
Federal National Mortgage Association, 4.00%, due 06/01/2036 0.09%
Federal Home Loan Mortgage Corp., 4.50%, due 05/01/2048 0.09%
Charter Communications Operating LLC / Charter Communications Operating Capital, 3.85%, due 04/01/2061 0.09%
Otis Worldwide Corp., 2.56%, due 02/15/2030 0.09%
Bank of Montreal, Series MTN, 3.30%, due 02/05/2024 0.09%
Chesapeake Funding II LLC, Series 2020-1A, Class A1, 0.87%, due 08/16/2032 0.09%
BMW Floorplan Master Owner Trust, Series 2018-1, Class A2, 0.42%, due 05/15/2023 0.08%
MPLX, LP, 4.80%, due 02/15/2029 0.08%
Southwest Airlines Co., 5.25%, due 05/04/2025 0.08%
Walt Disney Co., 3.80%, due 03/22/2030 0.08%
Federal National Mortgage Association, 3.50%, due 04/01/2045 0.08%
FedEx Corp., 3.80%, due 05/15/2025 0.08%
Federal Home Loan Mortgage Corp., 2.50%, due 02/01/2032 0.08%
Federal National Mortgage Association, 3.00%, due 12/01/2035 0.08%
Western Union Co., 2.85%, due 01/10/2025 0.08%
Federal National Mortgage Association, 4.00%, due 02/01/2035 0.08%
Verizon Owner Trust, Series 2020-A, Class B, 1.98%, due 07/22/2024 0.07%
eBay, Inc., 1.90%, due 03/11/2025 0.07%
Huntington Bancshares, Inc., 2.55%, due 02/04/2030 0.07%
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 07/15/2036 0.07%
USAA Capital Corp., 2.12%, due 05/01/2030 0.07%
Truist Bank, 2.25%, due 03/11/2030 0.07%
Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2033 0.07%
Lam Research Corp., 1.90%, due 06/15/2030 0.07%
Chesapeake Funding II LLC, Series 2018-1A, Class A1, 3.04%, due 04/15/2030 0.07%
Hormel Foods Corp., 1.80%, due 06/11/2030 0.07%
ConocoPhillips Co., 4.15%, due 11/15/2034 0.07%
General Electric Co., 3.45%, due 05/01/2027 0.07%
Federal National Mortgage Association, 3.50%, due 10/01/2042 0.07%
CNH Equipment Trust, Series 2019-A, Class A4, 3.22%, due 01/15/2026 0.07%
State Street Corp., 3.03%, due 11/01/2034 0.06%
Home Depot, Inc., 3.35%, due 04/15/2050 0.06%
Federal Home Loan Mortgage Corp., 4.00%, due 03/01/2047 0.06%
PNC Bank NA, 2.70%, due 10/22/2029 0.06%
Morgan Stanley, 2.18%, due 04/28/2026 0.06%
Federal National Mortgage Association, 4.00%, due 10/01/2041 0.06%
Cigna Corp., 4.90%, due 12/15/2048 0.06%
Federal Home Loan Mortgage Corp., 4.00%, due 05/01/2033 0.06%
Federal National Mortgage Association, 3.00%, due 03/01/2043 0.06%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2042 0.06%
Federal National Mortgage Association, 3.00%, due 09/01/2030 0.06%
Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2040 0.06%
Energy Transfer Operating, LP, 5.25%, due 04/15/2029 0.06%
Dell International LLC / EMC Corp., 8.35%, due 07/15/2046 0.05%
CarMax Auto Owner Trust, Series 2018-3, Class A3, 3.13%, due 06/15/2023 0.05%
Berkshire Hathaway, Inc., 3.12%, due 03/15/2026 0.05%
Federal National Mortgage Association, 3.00%, due 01/01/2043 0.05%
Synchrony Financial, 3.70%, due 08/04/2026 0.05%
Liberty Mutual Group, Inc., 3.95%, due 05/15/2060 0.05%
Federal National Mortgage Association, 3.50%, due 09/01/2032 0.05%
Federal Home Loan Mortgage Corp., 4.50%, due 09/01/2041 0.05%
Federal National Mortgage Association, 3.50%, due 08/01/2032 0.05%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2042 0.05%
Chesapeake Funding II LLC, Series 2018-3A, Class B, 3.62%, due 01/15/2031 0.05%
Federal Home Loan Mortgage Corp., 3.50%, due 06/01/2042 0.05%
E.I. du Pont de Nemours & Co., 1.70%, due 07/15/2025 0.05%
Carrier Global Corp., 3.57%, due 04/05/2050 0.05%
Federal Home Loan Mortgage Corp., 3.00%, due 09/01/2042 0.05%
Federal National Mortgage Association, 4.00%, due 01/01/2041 0.05%
Federal National Mortgage Association, 4.00%, due 09/01/2041 0.04%
Federal National Mortgage Association, 3.00%, due 10/01/2042 0.04%
Federal National Mortgage Association, 3.50%, due 06/01/2042 0.04%
McDonald's Corp., Series MTN, 4.20%, due 04/01/2050 0.04%
AT&T, Inc., 4.75%, due 05/15/2046 0.04%
Federal National Mortgage Association, 3.50%, due 08/01/2042 0.04%
Citrix Systems, Inc., 4.50%, due 12/01/2027 0.04%
NXP BV / NXP Funding LLC / NXP USA, Inc., 3.15%, due 05/01/2027 0.04%
NIKE, Inc., 2.85%, due 03/27/2030 0.04%
Estee Lauder Cos., Inc., 2.60%, due 04/15/2030 0.04%
General Mills, Inc., 2.87%, due 04/15/2030 0.04%
Federal National Mortgage Association, 4.50%, due 07/01/2041 0.04%
GreatAmerica Leasing Receivables Funding LLC, Series 2020-1, Class A2, 1.76%, due 06/15/2022 0.04%
Federal National Mortgage Association, 3.50%, due 08/01/2042 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2042 0.03%
Chesapeake Funding II LLC, Series 2017-4A, Class A1, 2.12%, due 11/15/2029 0.03%
Enterprise Fleet Financing LLC, Series 2017-3, Class A3, 2.36%, due 05/20/2023 0.03%
Government National Mortgage Association, 3.50%, due 12/15/2042 0.03%
Federal National Mortgage Association, 3.50%, due 12/01/2045 0.03%
Chesapeake Funding II LLC, Series 2018-2A, Class A1, 3.23%, due 08/15/2030 0.03%
Cigna Corp., 4.37%, due 10/15/2028 0.03%
Comcast Corp., 3.40%, due 04/01/2030 0.03%
Federal Home Loan Mortgage Corp., 5.50%, due 01/01/2037 0.02%
Federal Home Loan Mortgage Corp., 4.00%, due 02/01/2041 0.02%
University of Massachusetts Building Authority, 6.57%, due 05/01/2039 0.02%
Federal Home Loan Mortgage Corp., 4.50%, due 05/01/2025 0.02%
Schlumberger Holdings Corp., 4.00%, due 12/21/2025 0.01%
Federal National Mortgage Association, 4.00%, due 04/01/2041 0.01%
Federal Home Loan Mortgage Corp., 4.50%, due 02/01/2025 0.01%
Federal Home Loan Mortgage Corp., 4.00%, due 07/01/2041 0.01%
Federal National Mortgage Association, 4.00%, due 02/01/2041 0.01%
Federal Home Loan Mortgage Corp., 4.00%, due 10/01/2041 0.00%**
Government National Mortgage Association, 4.00%, due 12/15/2039 0.00%**
Federal National Mortgage Association REMIC, 2.50%, due 04/25/2040 0.00%**
Federal National Mortgage Association, 4.50%, due 03/01/2041 0.00%**
Government National Mortgage Association, 4.50%, due 08/15/2040 0.00%**
Federal National Mortgage Association, 4.50%, due 03/01/2039 0.00%**
Federal Home Loan Mortgage Corp., 4.00%, due 09/01/2040 0.00%**
Federal Home Loan Mortgage Corp., 4.50%, due 11/01/2039 0.00%**
Net Other Assets (Liabilities) 4.83%