Transamerica

08/31/2020*


Transamerica Madison Diversified Income VP

Security Description % of Total Net Assets
Home Depot, Inc. 1.99%
U.S. Treasury Note, 1.62%, due 08/15/2022 1.87%
Johnson & Johnson 1.77%
Verizon Communications, Inc. 1.76%
Comcast Corp., Class A 1.67%
Fastenal Co. 1.58%
BlackRock, Inc. 1.53%
Bristol-Myers Squibb Co. 1.47%
Cisco Systems, Inc. 1.45%
PepsiCo, Inc. 1.34%
U.S. Treasury Note, 2.00%, due 02/15/2023 1.29%
McDonald's Corp. 1.27%
Texas Instruments, Inc. 1.26%
Linde PLC 1.25%
Caterpillar, Inc. 1.23%
NextEra Energy, Inc. 1.20%
U.S. Treasury Note, 1.75%, due 05/15/2022 1.13%
U.S. Treasury Note, 1.50%, due 08/15/2026 1.11%
U.S. Treasury Note, 2.87%, due 05/15/2028 1.10%
Dominion Energy, Inc. 1.09%
U.S. Treasury Note, 2.37%, due 05/15/2027 1.08%
Merck & Co., Inc. 1.08%
Procter & Gamble Co. 1.06%
TE Connectivity, Ltd. 1.05%
U.S. Treasury Note, 2.00%, due 08/15/2025 1.04%
Emerson Electric Co. 1.04%
3M Co. 1.01%
Analog Devices, Inc. 1.00%
Nestle SA, ADR 0.99%
JPMorgan Chase & Co. 0.99%
Northern Trust Corp. 0.96%
Amgen, Inc. 0.90%
Travelers Cos., Inc. 0.89%
Union Pacific Corp. 0.82%
Paychex, Inc. 0.76%
Lowe's Cos., Inc. 0.72%
Medtronic PLC 0.72%
U.S. Treasury Note, 2.12%, due 03/31/2024 0.70%
Accenture PLC, Class A 0.70%
Pfizer, Inc. 0.67%
U.S. Treasury Bond, 2.50%, due 02/15/2045 0.67%
U.S. Treasury Bond, 3.00%, due 05/15/2047 0.67%
U.S. Treasury Note, 2.62%, due 02/15/2029 0.64%
Federal Home Loan Mortgage Corp., 3.00%, due 07/01/2045 0.60%
CME Group, Inc. 0.58%
U.S. Treasury Bond, 2.75%, due 11/15/2042 0.56%
Colgate-Palmolive Co. 0.54%
US Bancorp 0.54%
U.S. Treasury Bond, 2.75%, due 08/15/2042 0.53%
Hershey Co. 0.51%
Federal National Mortgage Association REMIC, 1.37%, due 09/25/2027 0.49%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.11%, due 06/25/2027 0.47%
Starbucks Corp. 0.46%
Federal National Mortgage Association, 3.00%, due 12/01/2028 0.45%
Federal Home Loan Mortgage Corp., 2.50%, due 10/01/2034 0.44%
General Dynamics Corp. 0.43%
U.S. Treasury Bond, 4.37%, due 05/15/2041 0.43%
KeyCorp, Series MTN, 5.10%, due 03/24/2021 0.42%
Automatic Data Processing, Inc. 0.41%
Santander Consumer Auto Receivables Trust, Series 2020-BA, Class A3, 0.46%, due 08/15/2024 0.41%
Coca-Cola Co. 0.41%
Novartis AG, ADR 0.40%
U.S. Treasury Bond, 3.37%, due 11/15/2048 0.40%
Federal National Mortgage Association, 3.05%, due 09/25/2027 0.38%
Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2046 0.36%
Enterprise Fleet Financing LLC, Series 2019-3, Class A2, 2.06%, due 05/20/2025 0.35%
BP Capital Markets PLC, 4.87%, due 03/22/2030 0.34%
UnitedHealth Group, Inc., 3.70%, due 08/15/2049 0.33%
PNC Financial Services Group, Inc., 3.45%, due 04/23/2029 0.32%
Verizon Communications, Inc., 4.32%, due 09/21/2028 0.32%
Expedia Group, Inc., 3.25%, due 02/15/2030 0.31%
U.S. Treasury Bond, 2.00%, due 02/15/2050 0.31%
Zoetis, Inc., 3.00%, due 09/12/2027 0.31%
Dell Equipment Finance Trust, Series 2019-2, Class A3, 1.91%, due 10/22/2024 0.31%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.65%, due 08/25/2026 0.30%
Huntington National Bank, 3.55%, due 10/06/2023 0.30%
Southwest Airlines Co., 5.12%, due 06/15/2027 0.30%
Federal National Mortgage Association, 3.19%, due 11/25/2027 0.30%
Goldman Sachs Group, Inc., 3.27%, due 09/29/2025 0.30%
Capital One Financial Corp., 3.30%, due 10/30/2024 0.30%
U.S. Treasury Inflation-Indexed Bond, 0.12%, due 10/15/2024 0.30%
Gilead Sciences, Inc. 0.29%
Bank of America Corp., Series MTN, 2.81%, due 07/21/2023 0.29%
Federal Home Loan Mortgage Corp., 2.50%, due 06/01/2035 0.28%
Lowe's Cos., Inc., 4.55%, due 04/05/2049 0.28%
Royal Bank of Canada, Series MTN, 1.15%, due 06/10/2025 0.28%
FREMF Mortgage Trust, Series 2011-K12, Class B, 4.48%, due 01/25/2046 0.28%
New York City Transitional Finance Authority Future Tax Secured Revenue, 6.26%, due 08/01/2039 0.28%
CCG Receivables Trust, Series 2020-1, Class A2, 0.54%, due 12/14/2027 0.27%
Phillips 66, 2.15%, due 12/15/2030 0.27%
Broadridge Financial Solutions, Inc., 2.90%, due 12/01/2029 0.27%
Phillips 66, 4.65%, due 11/15/2034 0.27%
Vulcan Materials Co., 3.50%, due 06/01/2030 0.26%
Intel Corp., 3.73%, due 12/08/2047 0.26%
Federal National Mortgage Association, 2.50%, due 06/01/2031 0.26%
Federal National Mortgage Association, 3.50%, due 08/01/2049 0.26%
Citigroup, Inc., 4.07%, due 04/23/2029 0.26%
Credit Suisse Group AG, 2.19%, due 06/05/2026 0.26%
Valero Energy Partners, LP, 4.50%, due 03/15/2028 0.25%
Fiserv, Inc., 3.50%, due 07/01/2029 0.25%
Enterprise Products Operating LLC, 3.75%, due 02/15/2025 0.25%
Mitsubishi UFJ Financial Group, Inc., 3.19%, due 07/18/2029 0.24%
JPMorgan Chase & Co., 3.12%, due 01/23/2025 0.24%
Kinder Morgan, Inc., 5.55%, due 06/01/2045 0.24%
CVS Health Corp., 2.62%, due 08/15/2024 0.24%
Anthem, Inc., 2.37%, due 01/15/2025 0.23%
Comcast Corp., 4.15%, due 10/15/2028 0.23%
Federal National Mortgage Association, 3.00%, due 11/01/2039 0.23%
Metropolitan Transportation Authority, 6.54%, due 11/15/2031 0.23%
Norfolk Southern Corp., 3.25%, due 12/01/2021 0.23%
AT&T, Inc., 2.25%, due 02/01/2032 0.22%
Evergreen Credit Card Trust, Series 2019-1, Class B, 3.59%, due 01/15/2023 0.22%
Federal National Mortgage Association, 2.50%, due 10/01/2034 0.22%
Federal Home Loan Mortgage Corp., 4.50%, due 08/01/2039 0.22%
JPMorgan Wealth Management, Series 2020-ATR1, Class A3, 3.00%, due 02/25/2050 0.22%
Royalty Pharma PLC, 2.20%, due 09/02/2030 0.22%
Healthpeak Properties, Inc., 3.25%, due 07/15/2026 0.22%
Wheels SPV 2 LLC, Series 2019-1A, Class A2, 2.30%, due 05/22/2028 0.21%
Royalty Pharma PLC, 3.55%, due 09/02/2050 0.21%
Oracle Corp., 4.00%, due 07/15/2046 0.21%
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.21%
Federal National Mortgage Association, 3.00%, due 09/01/2029 0.21%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 0.21%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.98%, due 11/25/2025 0.21%
Mars, Inc., 3.95%, due 04/01/2049 0.21%
Verizon Communications, Inc., 4.40%, due 11/01/2034 0.21%
WRKCo, Inc., 3.90%, due 06/01/2028 0.20%
Xylem, Inc., 2.25%, due 01/30/2031 0.20%
American International Group, Inc., 4.75%, due 04/01/2048 0.20%
GM Financial Consumer Automobile Receivables Trust, Series 2019-2, Class B, 2.87%, due 10/16/2024 0.20%
Verizon Owner Trust, Series 2018-A, Class A1A, 3.23%, due 04/20/2023 0.20%
U.S. Treasury Bond, 3.75%, due 08/15/2041 0.20%
Upjohn, Inc., 2.70%, due 06/22/2030 0.20%
Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2047 0.20%
Ford Foundation, 2.41%, due 06/01/2050 0.20%
Health Care Service Corp., 2.20%, due 06/01/2030 0.20%
Costco Wholesale Corp., 1.60%, due 04/20/2030 0.20%
Hershey Co., 0.90%, due 06/01/2025 0.19%
salesforce.com, Inc., 3.70%, due 04/11/2028 0.19%
Walgreens Boots Alliance, Inc., 4.50%, due 11/18/2034 0.19%
Mars, Inc., 2.37%, due 07/16/2040 0.19%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2046 0.19%
Aflac, Inc., 3.62%, due 11/15/2024 0.19%
Valero Energy Corp., 6.62%, due 06/15/2037 0.19%
WRKCo, Inc., 3.75%, due 03/15/2025 0.19%
JPMorgan Chase & Co., 4.00%, due 04/01/2025 0.18%
Marathon Petroleum Corp., 3.80%, due 04/01/2028 0.18%
Amazon.com, Inc., 2.80%, due 08/22/2024 0.18%
Aflac, Inc., 4.75%, due 01/15/2049 0.18%
Morgan Stanley, 4.30%, due 01/27/2045 0.18%
Bank of America Corp., Series MTN, 3.09%, due 10/01/2025 0.18%
McDonald's Corp., Series MTN, 4.87%, due 12/09/2045 0.18%
WRKCo, Inc., 3.00%, due 06/15/2033 0.18%
Federal National Mortgage Association REMIC, 3.50%, due 04/25/2031 0.18%
CVS Health Corp., 5.12%, due 07/20/2045 0.18%
Sequoia Mortgage Trust, Series 2013-7, Class A2, 3.00%, due 06/25/2043 0.18%
Federal National Mortgage Association, 3.50%, due 12/01/2031 0.18%
Schlumberger Holdings Corp., 3.90%, due 05/17/2028 0.18%
NIKE, Inc., 3.37%, due 03/27/2050 0.17%
Regions Financial Corp., 2.75%, due 08/14/2022 0.17%
Intercontinental Exchange, Inc., 2.35%, due 09/15/2022 0.17%
Federal National Mortgage Association, 4.00%, due 12/01/2046 0.17%
Enterprise Products Operating LLC, 5.20%, due 09/01/2020 0.16%
Verizon Communications, Inc., 3.87%, due 02/08/2029 0.16%
Discovery Communications LLC, 5.00%, due 09/20/2037 0.16%
Enbridge, Inc., 5.75%, due 07/15/2080 0.16%
Duke Energy Corp., 3.75%, due 09/01/2046 0.16%
Federal National Mortgage Association, 4.00%, due 02/01/2042 0.16%
Morgan Stanley, Series MTN, 3.87%, due 01/27/2026 0.16%
FREMF Mortgage Trust, Series 2015-K721, Class B, 3.68%, due 11/25/2047 0.16%
Federal National Mortgage Association, 2.48%, due 03/25/2023 0.15%
Dominion Energy Gas Holdings LLC, 3.00%, due 11/15/2029 0.15%
Federal Home Loan Mortgage Corp., 3.00%, due 04/01/2043 0.15%
Walgreens Boots Alliance, Inc., 3.45%, due 06/01/2026 0.15%
Northrop Grumman Corp., 2.93%, due 01/15/2025 0.15%
Exxon Mobil Corp., 4.11%, due 03/01/2046 0.15%
Cboe Global Markets, Inc., 3.65%, due 01/12/2027 0.15%
Federal Home Loan Mortgage Corp., 3.00%, due 04/01/2043 0.15%
Five Corners Funding Trust II, 2.85%, due 05/15/2030 0.15%
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2045 0.15%
Regions Financial Corp., 2.25%, due 05/18/2025 0.15%
Federal Home Loan Mortgage Corp., 4.50%, due 05/01/2048 0.15%
Brixmor Operating Partnership, LP, 3.65%, due 06/15/2024 0.14%
Wells Fargo & Co., 2.18%, due 04/30/2026 0.14%
JPMorgan Chase & Co., 2.97%, due 01/15/2023 0.14%
Prudential Financial, Inc., 3.70%, due 10/01/2050 0.14%
Fifth Third Bank NA, 3.35%, due 07/26/2021 0.14%
Intuit, Inc., 1.65%, due 07/15/2030 0.14%
KKR Group Finance Co. VIII LLC, 3.50%, due 08/25/2050 0.14%
Interstate Power & Light Co., 3.50%, due 09/30/2049 0.14%
Humana, Inc., 2.50%, due 12/15/2020 0.14%
Belrose Funding Trust, 2.33%, due 08/15/2030 0.14%
MPLX, LP, 2.65%, due 08/15/2030 0.14%
Textron, Inc., 2.45%, due 03/15/2031 0.14%
Host Hotels & Resorts, LP, 3.50%, due 09/15/2030 0.14%
Truist Financial Corp., 5.10%, due 03/01/2030 0.14%
AbbVie, Inc., 3.75%, due 11/14/2023 0.14%
Fifth Third Bancorp, 2.55%, due 05/05/2027 0.13%
Federal National Mortgage Association, 3.00%, due 02/01/2043 0.13%
Keurig Dr. Pepper, Inc., 3.80%, due 05/01/2050 0.13%
Kimberly-Clark Corp., 3.10%, due 03/26/2030 0.13%
Marathon Petroleum Corp., 4.70%, due 05/01/2025 0.13%
Federal National Mortgage Association, 4.00%, due 06/01/2036 0.12%
Hillsboro School District No. 1, 4.35%, due 06/30/2034 0.12%
Federal National Mortgage Association, 3.00%, due 12/01/2030 0.12%
BP Capital Markets America, Inc., 3.11%, due 05/04/2026 0.12%
Florida Power & Light Co., 2.85%, due 04/01/2025 0.12%
Carlisle Cos., Inc., 3.50%, due 12/01/2024 0.12%
Bank of New York Mellon Corp., 4.70%, due 09/20/2025 0.12%
Zoetis, Inc., 3.00%, due 05/15/2050 0.12%
Chesapeake Funding II LLC, Series 2018-1A, Class A1, 3.04%, due 04/15/2030 0.12%
Federal National Mortgage Association, 3.50%, due 04/01/2045 0.12%
DuPont de Nemours, Inc., 4.72%, due 11/15/2028 0.12%
John Deere Capital Corp., Series MTN, 1.75%, due 03/09/2027 0.11%
Federal National Mortgage Association, 3.00%, due 12/01/2035 0.11%
Wells Fargo & Co., Series MTN, 2.39%, due 06/02/2028 0.11%
Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2033 0.11%
Micron Technology, Inc., 2.49%, due 04/24/2023 0.11%
McDonald's Corp., Series MTN, 2.12%, due 03/01/2030 0.11%
American Express Co., 2.50%, due 08/01/2022 0.11%
National Securities Clearing Corp., 1.50%, due 04/23/2025 0.11%
Teachers Insurance & Annuity Association of America, 3.30%, due 05/15/2050 0.11%
Truist Financial Corp., Series MTN, 1.95%, due 06/05/2030 0.11%
Costco Wholesale Corp., 1.75%, due 04/20/2032 0.11%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.50%, due 09/15/2023 0.11%
Federal Home Loan Mortgage Corp., 4.00%, due 03/01/2047 0.11%
Chesapeake Funding II LLC, Series 2020-1A, Class A1, 0.87%, due 08/16/2032 0.11%
Sabine Pass Liquefaction LLC, 4.50%, due 05/15/2030 0.11%
Broadcom, Inc., 4.15%, due 11/15/2030 0.11%
Federal Home Loan Mortgage Corp., 2.50%, due 02/01/2032 0.10%
Sysco Corp., 5.95%, due 04/01/2030 0.10%
Otis Worldwide Corp., 2.56%, due 02/15/2030 0.10%
Federal National Mortgage Association, 4.00%, due 02/01/2035 0.10%
Bank of Montreal, Series MTN, 3.30%, due 02/05/2024 0.10%
Boeing Co., 5.80%, due 05/01/2050 0.10%
Walt Disney Co., 3.80%, due 03/22/2030 0.10%
CarMax Auto Owner Trust, Series 2018-3, Class A3, 3.13%, due 06/15/2023 0.10%
BMW Floorplan Master Owner Trust, Series 2018-1, Class A2, 0.48%, due 05/15/2023 0.10%
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 07/15/2036 0.10%
MPLX, LP, 4.80%, due 02/15/2029 0.10%
FedEx Corp., 3.80%, due 05/15/2025 0.09%
Southwest Airlines Co., 5.25%, due 05/04/2025 0.09%
Federal Home Loan Mortgage Corp., 4.00%, due 05/01/2033 0.09%
Federal National Mortgage Association, 3.50%, due 10/01/2042 0.09%
USAA Capital Corp., 2.12%, due 05/01/2030 0.09%
Western Union Co., 2.85%, due 01/10/2025 0.09%
Huntington Bancshares, Inc., 2.55%, due 02/04/2030 0.09%
eBay, Inc., 1.90%, due 03/11/2025 0.09%
Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2040 0.09%
Truist Bank, 2.25%, due 03/11/2030 0.09%
Lam Research Corp., 1.90%, due 06/15/2030 0.09%
Hormel Foods Corp., 1.80%, due 06/11/2030 0.09%
Verizon Owner Trust, Series 2020-A, Class B, 1.98%, due 07/22/2024 0.09%
ConocoPhillips Co., 4.15%, due 11/15/2034 0.08%
Federal National Mortgage Association, 4.00%, due 10/01/2041 0.08%
Federal National Mortgage Association, 3.00%, due 03/01/2043 0.08%
Home Depot, Inc., 3.35%, due 04/15/2050 0.08%
Federal National Mortgage Association, 3.00%, due 01/01/2043 0.08%
CNH Equipment Trust, Series 2019-A, Class A4, 3.22%, due 01/15/2026 0.08%
Chesapeake Funding II LLC, Series 2017-4A, Class A1, 2.12%, due 11/15/2029 0.08%
State Street Corp., 3.03%, due 11/01/2034 0.08%
Federal National Mortgage Association, 3.00%, due 09/01/2030 0.08%
Federal Home Loan Mortgage Corp., 3.50%, due 06/01/2042 0.07%
PNC Bank NA, 2.70%, due 10/22/2029 0.07%
Cigna Corp., 4.90%, due 12/15/2048 0.07%
General Electric Co., 3.45%, due 05/01/2027 0.07%
Federal Home Loan Mortgage Corp., 4.50%, due 09/01/2041 0.07%
Morgan Stanley, 2.18%, due 04/28/2026 0.07%
Federal National Mortgage Association, 3.50%, due 08/01/2032 0.07%
Federal National Mortgage Association, 3.50%, due 09/01/2032 0.07%
Federal National Mortgage Association, 4.00%, due 09/01/2041 0.07%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2042 0.07%
Federal Home Loan Mortgage Corp., 3.00%, due 09/01/2042 0.07%
Federal National Mortgage Association, 4.00%, due 01/01/2041 0.07%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2042 0.06%
Federal National Mortgage Association, 3.00%, due 10/01/2042 0.06%
Berkshire Hathaway, Inc., 3.12%, due 03/15/2026 0.06%
Energy Transfer Operating, LP, 5.25%, due 04/15/2029 0.06%
Liberty Mutual Group, Inc., 3.95%, due 05/15/2060 0.06%
Enterprise Fleet Financing LLC, Series 2017-3, Class A3, 2.36%, due 05/20/2023 0.06%
Carrier Global Corp., 3.57%, due 04/05/2050 0.06%
Federal National Mortgage Association, 3.50%, due 08/01/2042 0.06%
Chesapeake Funding II LLC, Series 2018-3A, Class B, 3.62%, due 01/15/2031 0.06%
Federal National Mortgage Association, 3.50%, due 06/01/2042 0.06%
Synchrony Financial, 3.70%, due 08/04/2026 0.06%
E.I. du Pont de Nemours & Co., 1.70%, due 07/15/2025 0.06%
Dell International LLC / EMC Corp., 8.35%, due 07/15/2046 0.06%
GreatAmerica Leasing Receivables Funding LLC, Series 2020-1, Class A2, 1.76%, due 06/15/2022 0.06%
Regions Financial Corp., 3.20%, due 02/08/2021 0.06%
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2042 0.05%
Comcast Corp., 1.50%, due 02/15/2031 0.05%
Federal National Mortgage Association, 4.50%, due 07/01/2041 0.05%
McDonald's Corp., Series MTN, 4.20%, due 04/01/2050 0.05%
AT&T, Inc., 4.75%, due 05/15/2046 0.05%
NIKE, Inc., 2.85%, due 03/27/2030 0.05%
General Mills, Inc., 2.87%, due 04/15/2030 0.05%
Estee Lauder Cos., Inc., 2.60%, due 04/15/2030 0.05%
NXP BV / NXP Funding LLC / NXP USA, Inc., 3.15%, due 05/01/2027 0.05%
Government National Mortgage Association, 3.50%, due 12/15/2042 0.04%
Citrix Systems, Inc., 4.50%, due 12/01/2027 0.04%
Chesapeake Funding II LLC, Series 2018-2A, Class A1, 3.23%, due 08/15/2030 0.04%
Federal National Mortgage Association, 3.50%, due 12/01/2045 0.04%
Federal National Mortgage Association, 3.50%, due 08/01/2042 0.04%
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 0.03%
Federal Home Loan Mortgage Corp., 4.00%, due 02/01/2041 0.03%
Federal Home Loan Mortgage Corp., 4.50%, due 05/01/2025 0.02%
University of Massachusetts Building Authority, 6.57%, due 05/01/2039 0.02%
Federal National Mortgage Association REMIC, 2.50%, due 04/25/2040 0.02%
Enterprise Fleet Financing LLC, Series 2017-3, Class A2, 2.13%, due 05/22/2023 0.01%
Federal National Mortgage Association, 4.00%, due 04/01/2041 0.01%
Schlumberger Holdings Corp., 4.00%, due 12/21/2025 0.01%
Federal Home Loan Mortgage Corp., 4.50%, due 02/01/2025 0.01%
Federal National Mortgage Association, 4.00%, due 02/01/2041 0.01%
Federal Home Loan Mortgage Corp., 4.00%, due 07/01/2041 0.01%
Federal Home Loan Mortgage Corp., 4.00%, due 10/01/2041 0.01%
Government National Mortgage Association, 4.00%, due 12/15/2039 0.01%
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 Home Loan Mortgage Corp., 4.00%, due 09/01/2040 0.00%**
Federal National Mortgage Association, 4.50%, due 03/01/2039 0.00%**
Federal Home Loan Mortgage Corp., 4.50%, due 11/01/2039 0.00%**
Net Other Assets (Liabilities) 4.06%