Transamerica

05/31/2021*


Transamerica Madison Diversified Income VP

Security Description % of Total Net Assets
U.S. Treasury Note, 2.00%, due 02/15/2023 2.68%
U.S. Treasury Note, 1.50%, due 08/15/2026 2.07%
Nucor Corp. 1.90%
U.S. Treasury Note, 0.37%, due 01/31/2026 1.86%
BlackRock, Inc. 1.74%
Comcast Corp., Class A 1.69%
U.S. Treasury Note, 2.37%, due 05/15/2027 1.53%
Johnson & Johnson 1.53%
U.S. Treasury Note, 2.00%, due 08/15/2025 1.50%
Home Depot, Inc. 1.49%
Cisco Systems, Inc. 1.46%
Northern Trust Corp. 1.44%
Travelers Cos., Inc. 1.42%
Emerson Electric Co. 1.40%
Verizon Communications, Inc. 1.32%
JPMorgan Chase & Co. 1.31%
Texas Instruments, Inc. 1.31%
U.S. Treasury Note, 2.12%, due 03/31/2024 1.24%
Bristol-Myers Squibb Co. 1.21%
McDonald's Corp. 1.15%
PepsiCo, Inc. 1.10%
U.S. Treasury Note, 2.87%, due 05/15/2028 1.05%
CVS Health Corp. 1.04%
3M Co. 1.02%
Caterpillar, Inc. 0.93%
U.S. Treasury Note, 0.37%, due 09/30/2027 0.90%
Fastenal Co. 0.89%
CME Group, Inc. 0.89%
Analog Devices, Inc. 0.87%
Aflac, Inc. 0.86%
American Tower Corp., REIT 0.84%
Procter & Gamble Co. 0.84%
Dominion Energy, Inc. 0.82%
Baker Hughes Co. 0.81%
Starbucks Corp. 0.80%
Paychex, Inc. 0.80%
Union Pacific Corp. 0.75%
Linde PLC 0.72%
US Bancorp 0.71%
Archer-Daniels-Midland Co. 0.69%
Medtronic PLC 0.68%
Coca-Cola Co. 0.66%
Amgen, Inc. 0.65%
U.S. Treasury Note, 2.62%, due 02/15/2029 0.64%
EOG Resources, Inc. 0.62%
Pfizer, Inc. 0.60%
Federal National Mortgage Association, 2.50%, due 12/01/2047 0.55%
Automatic Data Processing, Inc. 0.51%
U.S. Treasury Bond, 2.50%, due 02/15/2045 0.49%
Lockheed Martin Corp. 0.49%
U.S. Treasury Bond, 3.00%, due 05/15/2047 0.49%
Hershey Co. 0.48%
U.S. Treasury Note, 1.62%, due 08/15/2022 0.48%
Honeywell International, Inc. 0.47%
Colgate-Palmolive Co. 0.45%
Oracle Corp. 0.44%
U.S. Treasury Note, 0.62%, due 08/15/2030 0.43%
AmerisourceBergen Corp. 0.42%
U.S. Treasury Bond, 2.75%, due 11/15/2042 0.41%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.11%, due 06/25/2027 0.39%
U.S. Treasury Bond, 2.75%, due 08/15/2042 0.39%
Federal National Mortgage Association, 2.50%, due 05/01/2041 0.37%
JPMorgan Mortgage Trust, Series 2021-6, Class A4, 2.50%, due 10/25/2051 0.36%
Federal Home Loan Mortgage Corp., 2.00%, due 03/01/2041 0.36%
Santander Consumer Auto Receivables Trust, Series 2020-BA, Class A3, 0.46%, due 08/15/2024 0.35%
Federal Home Loan Mortgage Corp., 2.50%, due 04/01/2048 0.34%
JPMorgan Mortgage Trust, Series 2021-1, Class A3, 2.50%, due 06/25/2051 0.34%
NASDAQ, Inc., 1.65%, due 01/15/2031 0.33%
Federal National Mortgage Association REMIC, 1.37%, due 09/25/2027 0.33%
U.S. Treasury Bond, 4.37%, due 05/15/2041 0.32%
Federal Home Loan Mortgage Corp., 3.00%, due 07/01/2045 0.32%
Federal National Mortgage Association, 3.00%, due 12/01/2028 0.31%
Federal National Mortgage Association, 2.95%, due 09/25/2027 0.30%
Expedia Group, Inc., 3.25%, due 02/15/2030 0.29%
JPMorgan Chase Bank NA - Chase Auto Credit Linked Notes, Series 2020-2, Class B, 0.84%, due 02/25/2028 0.28%
Southwest Airlines Co., 5.12%, due 06/15/2027 0.28%
Dell Equipment Finance Trust, Series 2019-2, Class A3, 1.91%, due 10/22/2024 0.26%
PNC Financial Services Group, Inc., 3.45%, due 04/23/2029 0.26%
UnitedHealth Group, Inc., 3.70%, due 08/15/2049 0.26%
Charles Schwab Corp., 4.00%, due 12/01/2030 0.26%
Verizon Communications, Inc., 4.32%, due 09/21/2028 0.26%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.65%, due 08/25/2026 0.26%
Capital One Financial Corp., 3.30%, due 10/30/2024 0.26%
Zoetis, Inc., 3.00%, due 09/12/2027 0.25%
Goldman Sachs Group, Inc., 3.27%, due 09/29/2025 0.25%
Federal National Mortgage Association, 3.13%, due 11/25/2027 0.25%
Huntington National Bank, 3.55%, due 10/06/2023 0.25%
Synchrony Credit Card Master Note Trust, Series 2018-2, Class C, 3.87%, due 05/15/2026 0.25%
FREMF Mortgage Trust, Series 2013-K32, Class B, 3.53%, due 10/25/2046 0.25%
Air Lease Corp., 2.87%, due 01/15/2026 0.25%
Oracle Corp., 3.95%, due 03/25/2051 0.25%
PSMC Trust, Series 2021-1, Class A11, 2.50%, due 03/25/2051 0.24%
Royal Bank of Canada, 1.15%, due 06/10/2025 0.24%
Amazon.com, Inc., 1.65%, due 05/12/2028 0.24%
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Trust REMIC, 0.76%, due 10/25/2033 0.24%
Donlen Fleet Lease Funding 2 LLC, Series 2021-2, Class A2, 0.56%, due 12/11/2034 0.24%
JPMorgan Chase Bank NA - Chase Auto Credit Linked Notes, Series 2021-1, Class B, 0.87%, due 09/25/2028 0.24%
Athene Global Funding, 1.45%, due 01/08/2026 0.24%
International Flavors & Fragrances, Inc., 3.46%, due 12/01/2050 0.23%
JPMorgan Chase & Co., 1.04%, due 02/04/2027 0.23%
Phillips 66, 2.15%, due 12/15/2030 0.23%
U.S. Treasury Bond, 2.00%, due 02/15/2050 0.22%
Tractor Supply Co., 1.75%, due 11/01/2030 0.22%
Phillips 66, 4.65%, due 11/15/2034 0.22%
Broadridge Financial Solutions, Inc., 2.90%, due 12/01/2029 0.22%
Vulcan Materials Co., 3.50%, due 06/01/2030 0.22%
Quanta Services, Inc., 2.90%, due 10/01/2030 0.22%
CCG Receivables Trust, Series 2020-1, Class A2, 0.54%, due 12/14/2027 0.22%
Valero Energy Partners, LP, 4.50%, due 03/15/2028 0.21%
Citigroup, Inc., 4.07%, due 04/23/2029 0.21%
Metropolitan Transportation Authority, 6.54%, due 11/15/2031 0.21%
Enterprise Products Operating LLC, 3.75%, due 02/15/2025 0.21%
Intel Corp., 3.73%, due 12/08/2047 0.21%
Fiserv, Inc., 3.50%, due 07/01/2029 0.21%
Kinder Morgan, Inc., 5.55%, due 06/01/2045 0.20%
CVS Health Corp., 2.62%, due 08/15/2024 0.20%
Towd Point HE Trust, Series 2021-HE1, Class A1, 0.91%, due 02/25/2063 0.20%
Lowe's Cos., Inc., 3.00%, due 10/15/2050 0.20%
Anthem, Inc., 2.37%, due 01/15/2025 0.20%
FREMF Mortgage Trust, Series 2015-K721, Class B, 3.55%, due 11/25/2047 0.20%
Enterprise Fleet Financing LLC, Series 2019-3, Class A2, 2.06%, due 05/20/2025 0.19%
Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2046 0.19%
Comcast Corp., 4.15%, due 10/15/2028 0.19%
Norfolk Southern Corp., 3.25%, due 12/01/2021 0.19%
MPLX, LP, 2.65%, due 08/15/2030 0.19%
Royalty Pharma PLC, 3.55%, due 09/02/2050 0.18%
Royalty Pharma PLC, 2.20%, due 09/02/2030 0.18%
AT&T, Inc., 2.25%, due 02/01/2032 0.18%
Healthpeak Properties, Inc., 3.25%, due 07/15/2026 0.18%
Santander Revolving Auto Loan Trust, Series 2019-A, Class C, 3.00%, due 01/26/2032 0.17%
WRKCo, Inc., 3.90%, due 06/01/2028 0.17%
American International Group, Inc., 4.75%, due 04/01/2048 0.17%
Sequoia Mortgage Trust, Series 2013-7, Class A2, 3.00%, due 06/25/2043 0.17%
GM Financial Consumer Automobile Receivables Trust, Series 2019-2, Class B, 2.87%, due 10/16/2024 0.17%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.98%, due 11/25/2025 0.17%
Federal Home Loan Mortgage Corp., 2.50%, due 06/01/2035 0.17%
Boeing Co., 2.19%, due 02/04/2026 0.17%
Verizon Communications, Inc., 4.40%, due 11/01/2034 0.17%
JPMorgan Chase & Co., 4.00%, due 04/01/2025 0.17%
Viatris, Inc., 2.70%, due 06/22/2030 0.16%
Health Care Service Corp., 2.20%, due 06/01/2030 0.16%
Xylem, Inc., 2.25%, due 01/30/2031 0.16%
Avolon Holdings Funding Ltd., 2.12%, due 02/21/2026 0.16%
Mars, Inc., 3.95%, due 04/01/2049 0.16%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 1.75%, due 01/30/2026 0.16%
Oracle Corp., 4.00%, due 07/15/2046 0.16%
Bunker Hill Loan Depositary Trust, Series 2020-1, Class A1, 1.72%, due 02/25/2055 0.16%
Empower Finance, LP, 3.07%, due 09/17/2051 0.16%
Federal National Mortgage Association, 2.50%, due 06/01/2031 0.16%
Valero Energy Corp., 6.62%, due 06/15/2037 0.16%
Federal National Mortgage Association, 3.10%, due 07/25/2024 0.16%
Marathon Petroleum Corp., 3.80%, due 04/01/2028 0.16%
Aflac, Inc., 3.62%, due 11/15/2024 0.16%
WRKCo, Inc., 3.75%, due 03/15/2025 0.16%
Schlumberger Holdings Corp., 3.90%, due 05/17/2028 0.15%
Bank of America Corp., 3.09%, due 10/01/2025 0.15%
Mars, Inc., 2.37%, due 07/16/2040 0.15%
U.S. Treasury Bond, 3.75%, due 08/15/2041 0.15%
Aflac, Inc., 4.75%, due 01/15/2049 0.15%
CVS Health Corp., 5.12%, due 07/20/2045 0.15%
MetLife, Inc., 3.85%, due 09/15/2025 0.15%
McDonald's Corp., 4.87%, due 12/09/2045 0.15%
WRKCo, Inc., 3.00%, due 06/15/2033 0.15%
U.S. Treasury Bond, 3.37%, due 11/15/2048 0.14%
7-Eleven, Inc., 1.80%, due 02/10/2031 0.14%
UnitedHealth Group, Inc., 2.30%, due 05/15/2031 0.14%
Truist Financial Corp., 1.26%, due 03/02/2027 0.14%
Discovery Communications LLC, 5.00%, due 09/20/2037 0.14%
Federal Home Loan Mortgage Corp., 4.50%, due 08/01/2039 0.14%
Verizon Communications, Inc., 3.87%, due 02/08/2029 0.13%
Morgan Stanley, 3.87%, due 01/27/2026 0.13%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.62%, due 10/15/2027 0.13%
Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.75%, due 10/20/2028 0.13%
Brixmor Operating Partnership, LP, 3.65%, due 06/15/2024 0.13%
Northrop Grumman Corp., 2.93%, due 01/15/2025 0.13%
Cboe Global Markets, Inc., 3.65%, due 01/12/2027 0.12%
Regions Financial Corp., 2.25%, due 05/18/2025 0.12%
Eastern Energy Gas Holdings LLC, 3.00%, due 11/15/2029 0.12%
Wells Fargo & Co., 2.18%, due 04/30/2026 0.12%
Five Corners Funding Trust II, 2.85%, due 05/15/2030 0.12%
Prudential Financial, Inc., 3.70%, due 10/01/2050 0.12%
Duke Energy Corp., 3.75%, due 09/01/2046 0.12%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2046 0.12%
Federal National Mortgage Association, 3.00%, due 09/01/2029 0.12%
Host Hotels & Resorts, LP, 3.50%, due 09/15/2030 0.12%
Wells Fargo & Co., 3.90%, due 03/15/2026 0.12%
Exxon Mobil Corp., 4.11%, due 03/01/2046 0.12%
Verizon Communications, Inc., 3.70%, due 03/22/2061 0.12%
Morgan Stanley, 1.59%, due 05/04/2027 0.12%
KKR Group Finance Co. VIII LLC, 3.50%, due 08/25/2050 0.12%
Fifth Third Bank NA, 3.35%, due 07/26/2021 0.12%
Air Lease Corp., 1.87%, due 08/15/2026 0.12%
International Flavors & Fragrances, Inc., 1.83%, due 10/15/2027 0.12%
Advance Auto Parts, Inc., 1.75%, due 10/01/2027 0.12%
Federal National Mortgage Association, 3.50%, due 12/01/2031 0.12%
Textron, Inc., 2.45%, due 03/15/2031 0.12%
JPMorgan Mortgage Trust, Series 2021-3, Class A3, 2.50%, due 07/01/2051 0.12%
Belrose Funding Trust, 2.33%, due 08/15/2030 0.11%
AbbVie, Inc., 3.75%, due 11/14/2023 0.11%
Intuit, Inc., 1.65%, due 07/15/2030 0.11%
Federal National Mortgage Association, 2.41%, due 03/25/2023 0.11%
Federal National Mortgage Association REMIC, 3.50%, due 04/25/2031 0.11%
Bank of America Corp., 1.92%, due 10/24/2031 0.11%
Morgan Stanley, 1.92%, due 04/28/2032 0.11%
Fifth Third Bancorp, 2.55%, due 05/05/2027 0.11%
Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2047 0.11%
Federal National Mortgage Association, 3.50%, due 08/01/2049 0.11%
Interstate Power & Light Co., 3.50%, due 09/30/2049 0.11%
Omega Healthcare Investors, Inc., 3.37%, due 02/01/2031 0.11%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 0.11%
Marathon Petroleum Corp., 4.70%, due 05/01/2025 0.11%
7-Eleven, Inc., 2.50%, due 02/10/2041 0.11%
JPMorgan Wealth Management, Series 2020-ATR1, Class A3, 3.00%, due 02/25/2050 0.11%
Hillsboro School District No. 1, 4.35%, due 06/30/2034 0.10%
Kimberly-Clark Corp., 3.10%, due 03/26/2030 0.10%
BP Capital Markets America, Inc., 3.11%, due 05/04/2026 0.10%
Carlisle Cos., Inc., 3.50%, due 12/01/2024 0.10%
Pioneer Natural Resources Co., 2.15%, due 01/15/2031 0.10%
Federal National Mortgage Association, 3.00%, due 11/01/2039 0.10%
Keurig Dr. Pepper, Inc., 3.80%, due 05/01/2050 0.10%
Boeing Co., 3.62%, due 02/01/2031 0.10%
Federal Home Loan Mortgage Corp., 3.00%, due 04/01/2043 0.10%
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.10%
Goldman Sachs BDC, Inc., 2.87%, due 01/15/2026 0.10%
Wells Fargo & Co., 2.39%, due 06/02/2028 0.10%
Micron Technology, Inc., 2.49%, due 04/24/2023 0.10%
DuPont de Nemours, Inc., 4.72%, due 11/15/2028 0.10%
John Deere Capital Corp., 1.75%, due 03/09/2027 0.10%
Federal Home Loan Mortgage Corp., 3.00%, due 04/01/2043 0.10%
Bank of America Corp., 1.65%, due 03/11/2027 0.10%
LYB International Finance III LLC, 3.62%, due 04/01/2051 0.09%
Vontier Corp., 1.80%, due 04/01/2026 0.09%
McDonald's Corp., 2.12%, due 03/01/2030 0.09%
Sabine Pass Liquefaction LLC, 4.50%, due 05/15/2030 0.09%
Teachers Insurance & Annuity Association of America, 3.30%, due 05/15/2050 0.09%
Zoetis, Inc., 3.00%, due 05/15/2050 0.09%
Federal National Mortgage Association, 4.00%, due 02/01/2042 0.09%
Truist Financial Corp., 1.95%, due 06/05/2030 0.09%
Boeing Co., 5.80%, due 05/01/2050 0.09%
Federal National Mortgage Association, 3.00%, due 02/01/2043 0.09%
Broadcom, Inc., 4.15%, due 11/15/2030 0.09%
Sysco Corp., 5.95%, due 04/01/2030 0.09%
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2045 0.09%
Berkshire Hathaway Energy Co., 1.65%, due 05/15/2031 0.09%
Wheels SPV 2 LLC, Series 2019-1A, Class A2, 2.30%, due 05/22/2028 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 0.08%
Federal National Mortgage Association, 3.00%, due 12/01/2030 0.08%
Bank of Montreal, 3.30%, due 02/05/2024 0.08%
Federal National Mortgage Association, 4.00%, due 12/01/2046 0.08%
Federal National Mortgage Association, 4.00%, due 06/01/2036 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%
Chesapeake Funding II LLC, Series 2020-1A, Class A1, 0.87%, due 08/16/2032 0.08%
Western Union Co., 2.85%, due 01/10/2025 0.08%
eBay, Inc., 1.90%, due 03/11/2025 0.07%
Verizon Owner Trust, Series 2020-A, Class B, 1.98%, due 07/22/2024 0.07%
Huntington Bancshares, Inc., 2.55%, due 02/04/2030 0.07%
USAA Capital Corp., 2.12%, due 05/01/2030 0.07%
Truist Bank, 2.25%, due 03/11/2030 0.07%
Lam Research Corp., 1.90%, due 06/15/2030 0.07%
Federal National Mortgage Association, 3.50%, due 04/01/2045 0.07%
Federal Home Loan Mortgage Corp., 2.50%, due 02/01/2032 0.07%
Hormel Foods Corp., 1.80%, due 06/11/2030 0.07%
ConocoPhillips Co., 4.15%, due 11/15/2034 0.07%
Federal National Mortgage Association, 4.00%, due 02/01/2035 0.07%
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 07/15/2036 0.07%
Federal Home Loan Mortgage Corp., 4.50%, due 05/01/2048 0.07%
General Electric Co., 3.45%, due 05/01/2027 0.06%
Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2033 0.06%
CNH Equipment Trust, Series 2019-A, Class A4, 3.22%, due 01/15/2026 0.06%
Federal National Mortgage Association, 3.00%, due 12/01/2035 0.06%
Home Depot, Inc., 3.35%, due 04/15/2050 0.06%
State Street Corp., 3.03%, due 11/01/2034 0.06%
Morgan Stanley, 2.18%, due 04/28/2026 0.06%
Verizon Owner Trust, Series 2018-A, Class A1A, 3.23%, due 04/20/2023 0.06%
PNC Bank NA, 2.70%, due 10/22/2029 0.06%
Federal National Mortgage Association, 3.50%, due 10/01/2042 0.06%
Cigna Corp., 4.90%, due 12/15/2048 0.06%
Dell International LLC / EMC Corp., 8.35%, due 07/15/2046 0.06%
Energy Transfer, LP, 5.25%, due 04/15/2029 0.06%
Federal National Mortgage Association, 4.00%, due 10/01/2041 0.05%
Chesapeake Funding II LLC, Series 2018-1A, Class A1, 3.04%, due 04/15/2030 0.05%
Federal National Mortgage Association, 3.00%, due 03/01/2043 0.05%
Federal Home Loan Mortgage Corp., 4.00%, due 05/01/2033 0.05%
Berkshire Hathaway, Inc., 3.12%, due 03/15/2026 0.05%
Synchrony Financial, 3.70%, due 08/04/2026 0.05%
Federal National Mortgage Association, 3.00%, due 09/01/2030 0.05%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2042 0.05%
Liberty Mutual Group, Inc., 3.95%, due 05/15/2060 0.05%
Chesapeake Funding II LLC, Series 2018-3A, Class B, 3.62%, due 01/15/2031 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., 3.50%, due 11/01/2040 0.05%
Federal Home Loan Mortgage Corp., 4.00%, due 03/01/2047 0.05%
Federal Home Loan Mortgage Corp., 4.50%, due 09/01/2041 0.05%
Walgreens Boots Alliance, Inc., 3.45%, due 06/01/2026 0.05%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2042 0.04%
Federal National Mortgage Association, 3.50%, due 09/01/2032 0.04%
Federal National Mortgage Association, 3.00%, due 01/01/2043 0.04%
Federal Home Loan Mortgage Corp., 3.00%, due 09/01/2042 0.04%
AT&T, Inc., 4.75%, due 05/15/2046 0.04%
Federal National Mortgage Association, 3.50%, due 08/01/2032 0.04%
Federal Home Loan Mortgage Corp., 3.50%, due 06/01/2042 0.04%
McDonald's Corp., 4.20%, due 04/01/2050 0.04%
Federal National Mortgage Association, 4.00%, due 01/01/2041 0.04%
Federal National Mortgage Association, 3.50%, due 06/01/2042 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%
Carmax Auto Owner Trust, Series 2018-3, Class A3, 3.13%, due 06/15/2023 0.04%
Citrix Systems, Inc., 4.50%, due 12/01/2027 0.04%
General Mills, Inc., 2.87%, due 04/15/2030 0.04%
Federal National Mortgage Association, 4.00%, due 09/01/2041 0.04%
Estee Lauder Cos., Inc., 2.60%, due 04/15/2030 0.04%
Federal National Mortgage Association, 3.00%, due 10/01/2042 0.04%
Federal National Mortgage Association, 3.50%, due 08/01/2042 0.03%
Federal National Mortgage Association, 3.50%, due 08/01/2042 0.03%
Federal National Mortgage Association, 4.50%, due 07/01/2041 0.03%
Federal National Mortgage Association, 3.50%, due 12/01/2045 0.03%
Government National Mortgage Association, 3.50%, due 12/15/2042 0.03%
Cigna Corp., 4.37%, due 10/15/2028 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2042 0.03%
Comcast Corp., 3.40%, due 04/01/2030 0.03%
GreatAmerica Leasing Receivables Funding LLC, Series 2020-1, Class A2, 1.76%, due 06/15/2022 0.02%
Chesapeake Funding II LLC, Series 2018-2A, Class A1, 3.23%, due 08/15/2030 0.02%
Enterprise Fleet Financing LLC, Series 2017-3, Class A3, 2.36%, due 05/20/2023 0.02%
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 0.01%
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 0.00%**
Federal National Mortgage Association, 4.00%, due 02/01/2041 0.00%**
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, 4.50%, due 03/01/2039 0.00%**
Government National Mortgage Association, 4.50%, due 08/15/2040 0.00%**
Federal National Mortgage Association, 4.50%, due 03/01/2041 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) 4.92%