Touchstone Ultra Short Duration Fixed Income Sub-Advised by: Fort Washington Investment Advisors Inc.

Portfolio Characteristics as of 12/31/2017
Weighted Average Effective Duration10.8 Years
Weighted Average Effective Maturity21.2 Years
Number of Holdings ^398

^ Total number of holdings includes cash equivalents

1 Average effective duration measures a bond's sensitivity to interest rates, by indicating the approximate percentage of change in the portfolio's price given a 1% change in interest rates.

2 Average effective maturity is the average time remaining until scheduled principal prepayment by issuers of portfolio securities, accounting for potential cash-flow changes.

Credit Quality as of 12/31/2017(% of Portfolio)
AAA/Aaa38.9
AA/Aa11.2
A/A19.2
BBB/Baa21.4
BB/Ba0.0
B/B0.0
< B/B0.1
Cash Equivalents3.8
Not Rated5.4

Credit quality ratings are from Standard & Poor’s (“S&P”) and Moody’s Investors Service (“Moody’s”). If agency ratings differ, the higher rating will be used. Where no rating has been assigned, it may be for reasons unrelated to the creditworthiness of the issuer.

Sector Allocation as of 12/31/2017(% of Portfolio)
Asset Backed Securities35.7
U.S. Corporate29.5
U.S. Agency/MBS/CMBS9.2
Non-Agency CMBS9.1
Non-Agency MBS7.1
International4.3
Cash Equivalents3.8
Municipal1.3
Full Holdings as of 12/31/2017
Security DescriptionCountryCoupon Rate (%)Maturity DateShares Par
Value
Current
Price ($)
Market
Value ($)
% of
Portfolio
A10 SECURITIZATION 2.33% 03/15/2036US2.33003/15/20366,594,835100.006,594,8280.68
ACE SECURITIES CORP. 1.91% 10/25/2035US1.91010/25/203511,505,795100.2811,538,5351.18
ALLY AUTO RECEIVABLES TRUST 2.26% 10/15/2020US2.26010/15/20202,500,000100.052,501,3430.26
AMERICAN CREDIT ACCEPTANCE REC 1.84% 07/13/2020US1.84007/13/20202,347,65299.912,345,6520.24
AMERICAN CREDIT ACCEPTANCE REC 2.00% 07/10/2020US2.00007/10/202011,000,00099.9810,998,0781.13
AMERICAN CREDIT ACCEPTANCE REC 2.25% 01/11/2021US2.25001/11/20213,830,00099.643,816,2370.39
AMERICAN CREDIT ACCEPTANCE REC 4.25% 10/12/2020US4.25010/12/20203,070,586100.393,082,6100.32
AMERICAN CREDIT ACCEPTANCE REC 5.38% 03/14/2022US5.38003/14/20221,570,000102.271,605,6660.16
AMERICAN CREDIT ACCEPTANCE REC 5.45% 05/12/2022US5.45005/12/20225,200,000101.905,298,5500.54
AMERICAN EXPRESS 2.20% 10/30/2020US2.20010/30/20207,400,00099.187,339,2870.75
AMERICREDIT AUTOMOBILE RECEIVA 2.57% 07/08/2020US2.57007/08/20201,160,000100.351,164,0220.12
AMERICREDIT AUTOMOBILE RECEIVA 2.72% 09/09/2019US2.72009/09/201931,246100.0231,2530.00
AMGEN INC 1.90% 05/10/2019US1.90005/10/20192,100,00099.682,093,2310.21
AMGEN INC 2.20% 05/11/2020US2.20005/11/20202,100,00099.452,088,3920.21
ARROW ELECTRONIC 3.00% 03/01/2018US3.00003/01/20188,650,000100.138,660,9620.89
ASCENTIUM EQUIPMENT RECEIVABLE 1.75% 11/13/2018US1.75011/13/2018626,28499.99626,2280.06
ASCENTIUM EQUIPMENT RECEIVABLE 1.87% 07/10/2019US1.87007/10/20193,915,00099.863,909,3250.40
ASCENTIUM EQUIPMENT RECEIVABLE 2.00% 05/11/2020US2.00005/11/20203,820,00099.683,807,6890.39
ASCENTIUM EQUIPMENT RECEIVABLE 3.44% 10/12/2021US3.44010/12/20212,294,000100.722,310,5320.24
AUTONATION INC 6.75% 04/15/2018US6.75004/15/20182,000,000101.242,024,8780.21
AVERY POINT CLO LTD 2.86% 01/15/2028KY2.86001/15/20285,000,000100.455,022,3350.52
AVIS BUDGET RENTAL CAR FUNDING 2.46% 07/20/2020US2.46007/20/20203,685,000100.143,690,2580.38
AVIS BUDGET RENTAL CAR FUNDING 3.29% 02/20/2021US3.29002/20/20218,960,000100.078,966,2360.92
BANK OF AMER CRP 5.65% 05/01/2018US5.65005/01/20183,000,000101.193,035,8000.31
BANK OF AMERICA 1.75% 06/05/2018US1.75006/05/20181,000,00099.96999,5740.10
BANK ONE CORP 8.53% 03/01/2019US8.53003/01/2019700,000106.88748,1940.08
BAT CAPITAL CORP 2.30% 08/14/2020US2.30008/14/20207,000,00099.456,961,4950.71
BB&T CORPORATION 2.05% 06/19/2018US2.05006/19/2018605,000100.05605,3140.06
BB&T CORPORATION 2.15% 02/01/2021US2.15002/01/20217,000,00099.056,933,7820.71
BEAR STEARNS ADJUSTABLE RATE M 3.18% 04/25/2033US3.18004/25/20332,372,869101.332,404,4710.25
BEAR STEARNS ADJUSTABLE RATE M 3.55% 06/25/2034US3.55006/25/20345,145,877101.655,231,0010.54
BEAR STEARNS ADJUSTABLE RATE M 3.71% 04/25/2034US3.71004/25/2034286,398100.69288,3660.03
BEAR STEARNS ASSET BACKED SECU 5.75% 01/25/2034US5.75001/25/2034210,474101.39213,3950.02
BLUE VIRGO 3.00% 12/15/2022US3.00012/15/20222,002,193100.222,006,6380.21
BRIT SKY BROADCA 2.63% 09/16/2019GB2.63009/16/20191,405,000100.191,407,7350.14
BRIT SKY BROADCA 6.10% 02/15/2018GB6.10002/15/20181,000,000100.471,004,6600.10
BROOKHAVEN NY INDL DEV AGY 1.80% 01/01/2025US1.80001/01/20253,300,000100.003,300,0000.34
BSPRT 2017-FL1 ISSUER LTD 2.07% 12/15/2027US2.07012/15/20273,898,000100.003,898,1270.40
BSPRT 2017-FL1 ISSUER LTD 2.35% 12/15/2027US2.35012/15/20273,219,000100.003,219,1040.33
BSPRT 2017-FL1 ISSUER LTD 2.60% 06/15/2027KY2.60006/15/20272,985,000100.212,991,3840.31
CABOT CORP 2.55% 01/15/2018US2.55001/15/20186,150,000100.016,150,8220.63
CALIFORNIA REPUBLIC AUTO RECEI 3.32% 08/17/2020US3.32008/17/20203,345,000100.053,346,6610.34
CALIFORNIA ST ENTERPRISE DEV A 1.81% 09/01/2041US1.81009/01/20412,155,000100.002,155,0000.22
CALIFORNIA ST INFRASTRUCTURE & 1.86% 12/01/2039US1.86012/01/20391,885,000100.001,885,0000.19
CANADIAN NATL RE 1.75% 01/15/2018CA1.75001/15/2018810,00099.98809,8550.08
CANADIAN NATL RR 5.55% 05/15/2018CA5.55005/15/2018565,000101.35572,6550.06
CAPITAL AUTO RECEIVABLES ASSET 3.94% 04/20/2023US3.94004/20/20235,710,000101.155,775,8440.59
CAPITAL AUTO RECEIVABLES ASSET 4.09% 09/22/2022US4.09009/22/20226,710,000100.676,754,9500.69
CAPITAL AUTO RECEIVABLES ASSET 4.50% 01/22/2024US4.50001/22/20245,250,000101.785,343,1900.55
CAPITAL ONE NA 1.50% 03/22/2018US1.50003/22/20186,325,00099.876,317,0760.65
CAPITAL ONE NA 2.22% 08/08/2022US2.22008/08/20226,800,00099.936,795,1910.70
CAPITAL ONE NA 2.35% 08/17/2018US2.35008/17/20181,000,000100.161,001,5610.10
CARMAX AUTO OWNER TRUST 2.43% 08/17/2020US2.43008/17/20203,845,000100.143,850,4310.40
CARNOW AUTO RECEIVABLES TRUST 2.92% 09/15/2022US2.92009/15/20223,000,00099.962,998,8150.31
CATHIA 01/11/18 CP 01/11/2018US -- 01/11/20182,200,00099.952,198,8180.23
CAZENOVIA CREEK FUNDING LLC 2.00% 12/10/2023US2.00012/10/2023656,40599.63653,9430.07
CCG RECEIVABLES TRUST 1.84% 11/14/2023US1.84011/14/20234,925,00099.644,907,0930.50
CD COMMERCIAL MORTGAGE TRUST 5.65% 10/15/2048US5.65010/15/20483,822,691102.253,908,7580.40
CFC LLC 1.75% 06/15/2021US1.75006/15/2021350,71299.87350,2710.04
CFC LLC 5.93% 08/15/2019US5.93008/15/20197,930,000100.157,941,5590.82
CFC LLC 7.86% 10/15/2020US7.86010/15/20207,720,000100.237,737,7610.79
CGDB COMMERCIAL MORTGAGE TRUST 2.43% 05/15/2030US2.43005/15/20306,560,000100.036,562,0370.67
CHEVRON PHILLIPS 1.70% 05/01/2018US1.70005/01/20187,000,00099.946,995,5020.72
CHRYSLER CAPITAL AUTO RECEIVAB 2.89% 10/15/2020US2.89010/15/20208,485,000100.118,494,3340.87
CHRYSLER CAPITAL AUTO RECEIVAB 3.26% 04/15/2021US3.26004/15/20214,945,000101.355,011,9990.51
CINTAS 01/02/18 CP 01/02/2018US -- 01/02/20185,000,00099.984,999,0410.51
CITIBANK NA 1.97% 03/20/2019US1.97003/20/20196,050,000100.096,055,2300.62
CITIGROUP INC 1.70% 04/27/2018US1.70004/27/20184,842,00099.904,837,1800.50
CITIGROUP INC 1.80% 02/05/2018US1.80002/05/20181,800,00099.991,799,8120.18
CITIGROUP INC 2.15% 07/30/2018US2.15007/30/20181,900,000100.061,901,1820.20
CITIGROUP INC 6.13% 05/15/2018US6.13005/15/20182,225,000101.522,258,7150.23
CITIZENS BANK NA 2.25% 10/30/2020US2.25010/30/20205,500,00099.075,449,1200.56
CNH EQUIPMENT TRUST 1.05% 11/15/2019US1.05011/15/2019421,86999.85421,2200.04
COF-CALL01/18 1.65% 02/05/2018US1.65002/05/2018875,000100.00874,9760.09
COLLEGE & UNIVERSITY FACILITY 4.00% 06/01/2018US4.00006/01/20184,423100.004,4230.00
COLUMBIA PIPELIN 2.45% 06/01/2018US2.45006/01/20187,365,000100.067,369,3540.76
COMM MORTGAGE TRUST 1.30% 06/10/2047US1.30006/10/204746,078,0005.272,427,1490.25
COMM MORTGAGE TRUST 2.97% 08/10/2046US2.97008/10/20463,991,000100.614,015,5370.41
COMMERCIAL MORTGAGE TRUST 3.15% 10/15/2018US3.15010/15/20185,693,131100.115,699,2320.58
COMMONWEALTH REI 5.88% 09/15/2020US5.88009/15/20202,250,000105.642,376,9430.24
COMMUNITY PROGRAM LOAN TRUST 4.50% 04/01/2029US4.50004/01/202965,69899.6665,4740.01
CONN FUNDING II L.P 2.73% 03/15/2020US2.73003/15/20207,900,000100.007,899,6630.81
CONNECTICUT ST 2.63% 05/15/2018US2.63005/15/2018425,000100.19425,8120.04
CONSTELLATION BR 3.88% 11/15/2019US3.88011/15/20191,239,000102.711,272,5930.13
CRED SUIS NY 1.70% 04/27/2018CH1.70004/27/20182,275,00099.932,273,3070.23
CRED SUIS NY 1.75% 01/29/2018CH1.75001/29/20181,500,000100.001,500,0110.15
CREDIT SUISSE MORTGAGE TRUST 3.00% 09/25/2044US3.00009/25/20442,888,93499.112,863,0930.29
CREDIT SUISSE MORTGAGE TRUST 3.00% 10/25/2044US3.00010/25/20446,142,674100.276,159,4750.63
CREDIT SUISSE MORTGAGE TRUST 3.38% 02/25/2042US3.38002/25/2042264,306100.98266,9080.03
CROWN CASTLE TOW 6.11% 01/15/2020US6.11001/15/2020406,000105.41427,9820.04
DAIMLER FINANCE 2.38% 08/01/2018US2.38008/01/2018500,000100.21501,0550.05
DBUBS MORTGAGE TRUST 2.79% 07/12/2044US2.79007/12/2044846,786101.24857,3020.09
DELL EQUIPMENT FINANCE TRUST 1.43% 09/24/2018US1.43009/24/2018633,90199.95633,5790.07
DELL EQUIPMENT FINANCE TRUST 2.21% 09/22/2020US2.21009/22/20203,000,000100.023,000,4510.31
DELL EQUIPMENT FINANCE TRUST 2.53% 07/22/2021US2.53007/22/20211,000,000100.251,002,4840.10
DELL EQUIPMENT FINANCE TRUST 2.75% 09/22/2020US2.75009/22/20204,500,000100.254,511,2230.46
DIAMOND 1 FIN/DI 3.48% 06/01/2019US3.48006/01/20193,200,000101.253,240,0880.33
DIGNITY HEALTH 2.64% 11/01/2019US2.64011/01/20197,700,00099.887,690,7200.79
DIRECTV HLDGS/FN 1.75% 01/15/2018US1.75001/15/20182,000,00099.971,999,4340.21
DISCOVER BANK 2.00% 02/21/2018US2.00002/21/20187,195,000100.017,195,4990.74
DOLLAR GENERAL 1.88% 04/15/2018US1.88004/15/20181,800,00099.941,798,9590.18
DOMINION ENERGY 2.58% 07/01/2020US2.58007/01/20203,000,000100.043,001,2550.31
DOMINION RES 1.50% 09/30/2018US1.50009/30/2018825,00099.64822,0600.08
DREYFUS-GOV C-INUS -- -- 48,3081.0048,3080.00
DRIVE AUTO RECEIVABLES TRUST 1.85% 04/15/2020US1.85004/15/20203,665,00099.863,659,7780.38
DRIVE AUTO RECEIVABLES TRUST 2.25% 06/15/2021US2.25006/15/20212,900,000100.042,901,2270.30
DRIVE AUTO RECEIVABLES TRUST 2.30% 05/17/2021US2.30005/17/20214,400,00099.774,389,8890.45
DT AUTO OWNER TRUST 1.72% 05/15/2020US1.72005/15/20202,285,36199.922,283,4910.23
DT AUTO OWNER TRUST 2.87% 11/16/2020US2.87011/16/2020597,751100.04597,9980.06
DT AUTO OWNER TRUST 3.68% 04/15/2021US3.68004/15/20213,020,111100.323,029,8530.31
DT AUTO OWNER TRUST 4.47% 11/15/2021US4.47011/15/20219,925,000101.2210,045,7481.03
DUKE ENERGY FLA 2.10% 12/15/2019US2.10012/15/20195,000,00099.924,995,9480.51
DUPONT EI NEMOUR 2.20% 05/01/2020US2.20005/01/20202,700,00099.912,697,6200.28
E.ON INTL FIN BV 5.80% 04/30/2018NL5.80004/30/20182,705,000101.182,737,0330.28
EDP FINANCE BV 6.00% 02/02/2018NL6.00002/02/20183,950,000100.123,954,7400.41
ELARA HGV TIMESHARE ISSUER 2.53% 02/25/2027US2.53002/25/2027737,86098.78728,8490.07
EXETER AUTOMOBILE RECEIVABLES 2.05% 12/15/2021US2.05012/15/20211,250,63599.851,248,7050.13
EXETER AUTOMOBILE RECEIVABLES 3.26% 12/16/2019US3.26012/16/20192,929,666100.372,940,4600.30
EXETER AUTOMOBILE RECEIVABLES 3.85% 05/17/2021US3.85005/17/20213,000,000101.243,037,1540.31
EXETER AUTOMOBILE RECEIVABLES 4.17% 06/15/2020US4.17006/15/20209,575,000101.469,715,2621.00
EXETER AUTOMOBILE RECEIVABLES 6.81% 08/17/2020US6.81008/17/202015,694,920100.8715,832,0431.62
FANNIE MAE 1.50% 09/25/2027US1.50009/25/2027278,29296.17267,6310.03
FANNIE MAE 1.83% 09/25/2033US1.83009/25/2033298,496100.38299,6410.03
FANNIE MAE 2.40% 08/01/2037US2.40008/01/2037145,746101.27147,5970.02
FANNIE MAE 2.50% 03/25/2026US2.50003/25/20263,149,02699.833,143,5560.32
FANNIE MAE 2.72% 04/01/2035US2.72004/01/2035195,770103.61202,8330.02
FANNIE MAE 2.75% 10/25/2018US2.75010/25/201824,88599.9224,8640.00
FANNIE MAE 2.90% 02/01/2033US2.90002/01/203376,884104.7880,5620.01
FANNIE MAE 2.94% 01/01/2035US2.94001/01/2035890,625103.59922,6420.09
FANNIE MAE 2.94% 04/01/2033US2.94004/01/2033136,555105.20143,6610.01
FANNIE MAE 2.97% 08/01/2036US2.97008/01/203647,783104.3849,8740.01
FANNIE MAE 2.97% 09/01/2037US2.97009/01/2037560,661103.43579,8670.06
FANNIE MAE 2.98% 02/01/2034US2.98002/01/2034163,728105.28172,3690.02
FANNIE MAE 3.00% 05/25/2022US3.00005/25/20223,232,2284.73152,7490.02
FANNIE MAE 3.00% 12/25/2020US3.00012/25/20208,640,001100.528,685,1130.89
FANNIE MAE 3.02% 02/01/2037US3.02002/01/20373,109,419103.633,222,2710.33
FANNIE MAE 3.02% 09/01/2034US3.02009/01/2034185,087103.90192,3020.02
FANNIE MAE 3.05% 04/01/2035US3.05004/01/2035132,976105.67140,5200.01
FANNIE MAE 3.05% 05/01/2034US3.05005/01/203480,631103.6383,5580.01
FANNIE MAE 3.05% 05/01/2035US3.05005/01/2035385,012103.49398,4430.04
FANNIE MAE 3.20% 01/01/2035US3.20001/01/2035180,749104.63189,1110.02
FANNIE MAE 3.27% 04/01/2033US3.27004/01/2033103,116105.35108,6290.01
FANNIE MAE 3.27% 10/01/2033US3.27010/01/203357,473104.2859,9340.01
FANNIE MAE 3.36% 03/01/2035US3.36003/01/203547,454105.2549,9430.01
FANNIE MAE 3.36% 04/01/2034US3.36004/01/20341,103,357105.021,158,7720.12
FANNIE MAE 3.37% 01/01/2040US3.37001/01/2040109,428102.62112,2970.01
FANNIE MAE 3.38% 05/01/2035US3.38005/01/203560,474105.5563,8300.01
FANNIE MAE 3.44% 10/01/2034US3.44010/01/203462,086105.0665,2290.01
FANNIE MAE 3.49% 02/01/2037US3.49002/01/203792,090105.3697,0210.01
FANNIE MAE 3.51% 09/01/2035US3.51009/01/2035129,044105.29135,8750.01
FANNIE MAE 3.53% 04/01/2036US3.53004/01/20361,030,953105.581,088,5070.11
FANNIE MAE 3.61% 04/01/2036US3.61004/01/2036347,125106.00367,9570.04
FANNIE MAE 3.61% 06/01/2035US3.61006/01/203550,111104.9052,5670.01
FANNIE MAE 3.65% 04/01/2036US3.65004/01/203647,283105.1349,7100.01
FANNIE MAE 4.00% 04/01/2023US4.00004/01/2023334,700102.92344,4600.04
FANNIE MAE 4.00% 05/25/2033US4.00005/25/203367,495102.5069,1820.01
FANNIE MAE 4.00% 07/01/2026US4.00007/01/2026172,326104.66180,3490.02
FANNIE MAE 4.00% 08/01/2026US4.00008/01/2026183,808104.64192,3320.02
FANNIE MAE 4.00% 10/01/2020US4.00010/01/2020113,249102.92116,5510.01
FANNIE MAE 4.00% 11/25/2033US4.00011/25/2033208,032102.90214,0760.02
FANNIE MAE 4.25% 03/25/2025US4.25003/25/202556,404101.2357,0960.01
FANNIE MAE 4.25% 05/25/2033US4.25005/25/203376,197104.1679,3660.01
FANNIE MAE 4.50% 05/01/2019US4.50005/01/2019172,709101.55175,3850.02
FANNIE MAE 4.50% 07/25/2021US4.50007/25/20212,311,247101.282,340,7860.24
FANNIE MAE 4.50% 12/01/2040US4.50012/01/2040161,059108.03173,9960.02
FANNIE MAE 5.00% 04/01/2024US5.00004/01/202426,278104.9827,5860.00
FANNIE MAE 5.00% 04/01/2041US5.00004/01/2041163,214107.87176,0540.02
FANNIE MAE 5.00% 05/01/2035US5.00005/01/203529,603108.6232,1550.00
FANNIE MAE 5.00% 07/01/2037US5.00007/01/203777,167108.6283,8190.01
FANNIE MAE 5.00% 07/01/2041US5.00007/01/2041289,015108.01312,1760.03
FANNIE MAE 5.00% 09/01/2033US5.00009/01/2033150,238108.62163,1960.02
FANNIE MAE 5.00% 10/01/2040US5.00010/01/204094,364107.85101,7760.01
FANNIE MAE 5.25% 05/25/2039US5.25005/25/2039562,509104.82589,6460.06
FANNIE MAE 5.50% 01/01/2019US5.50001/01/201971,973100.9572,6550.01
FANNIE MAE 5.50% 03/01/2020US5.50003/01/2020129100.181290.00
FANNIE MAE 5.50% 04/01/2034US5.50004/01/2034170,784110.96189,5020.02
FANNIE MAE 5.50% 04/01/2038US5.50004/01/20386,184111.686,9060.00
FANNIE MAE 5.50% 04/01/2040US5.50004/01/204010,158112.2111,3990.00
FANNIE MAE 5.50% 05/01/2038US5.50005/01/203851,150104.3653,3770.01
FANNIE MAE 5.50% 06/01/2026US5.50006/01/202674,313109.4881,3590.01
FANNIE MAE 5.50% 12/01/2037US5.50012/01/203746,393110.1751,1120.01
FANNIE MAE 6.00% 01/01/2038US6.00001/01/2038100,877112.87113,8610.01
FANNIE MAE 6.00% 01/01/2038US6.00001/01/203894,457114.28107,9430.01
FANNIE MAE 6.00% 08/01/2027US6.00008/01/2027125,814111.71140,5510.01
FANNIE MAE 6.00% 09/01/2019US6.00009/01/201923,759101.8124,1880.00
FANNIE MAE 6.50% 10/01/2021US6.50010/01/2021211,664103.54219,1480.02
FANNIE MAE 7.00% 05/01/2024US7.00005/01/20242,168107.882,3380.00
FANNIE MAE 7.00% 11/01/2018US7.00011/01/2018544100.125450.00
FANNIE MAE 7.45% 08/01/2022US7.45008/01/202258,850102.9160,5610.01
FANNIE MAE 7.50% 06/01/2031US7.50006/01/203153,850102.6455,2710.01
FANNIE MAE 7.50% 07/01/2029US7.50007/01/202928,135115.9132,6110.00
FANNIE MAE 8.25% 04/01/2022US8.25004/01/20225,019100.245,0310.00
FANNIEMAE WHOLE LOAN 6.11% 02/25/2032US6.11002/25/2032142,031119.79170,1330.02
FDIC STRUCTURED SALE GUARANTEE 2.74% 12/03/2020US2.74012/03/202059,55099.4659,2300.01
FDIC STRUCTURED SALE GUARANTEE 2.98% 12/06/2020US2.98012/06/202012,047100.0112,0480.00
FHMS 0.22% 09/25/2020US.22009/25/2020124,328,288.33410,3080.04
FHMS KAIV 1.30% 06/25/2021US1.30006/25/2021130,510,4003.394,425,8160.45
FIDELITY NATIONA 2.00% 04/15/2018US2.00004/15/20181,400,000100.021,400,3170.14
FIFTH THIRD BANK 1.45% 02/28/2018US1.45002/28/20186,905,00099.946,901,1180.71
FIRST INVESTORS AUTO OWNER TRU 1.53% 11/16/2020US1.53011/16/2020931,42699.81929,6960.10
FIRST INVESTORS AUTO OWNER TRU 2.26% 01/15/2020US2.26001/15/20201,372,013100.011,372,1540.14
FIRST INVESTORS AUTO OWNER TRU 3.67% 05/15/2020US3.67005/15/20203,750,000100.183,756,8100.39
FLAGSHIP CREDIT AUTO TRUST 1.61% 12/15/2019US1.61012/15/2019739,59799.94739,1350.08
FLAGSHIP CREDIT AUTO TRUST 2.43% 06/15/2021US2.43006/15/20211,630,000100.021,630,2730.17
FLORIDA ST BRD OF ADMIN FIN CO 2.16% 07/01/2019US2.16007/01/20195,000,00099.784,989,2000.51
FNA TRUST 3.24% 12/10/2023US3.24012/10/2023768,81499.43764,4230.08
FORD MOTOR CRED 2.38% 01/16/2018US2.38001/16/2018905,000100.01905,1110.09
FORD MOTOR CRED 5.00% 05/15/2018US5.00005/15/20182,375,000101.022,399,1750.25
FREDDIE MAC 1.25% 08/15/2027US1.25008/15/20274,503,95795.044,280,6770.44
FREDDIE MAC 1.50% 12/15/2025US1.50012/15/202516,530,24998.7216,317,8701.67
FREDDIE MAC 1.88% 03/15/2034US1.88003/15/2034362,18299.96362,0300.04
FREDDIE MAC 3.00% 06/15/2021US3.00006/15/20211,688,483100.621,698,9880.17
FREDDIE MAC 3.05% 05/01/2036US3.05005/01/2036193,036105.62203,8850.02
FREDDIE MAC 3.07% 04/01/2035US3.07004/01/2035130,555105.68137,9700.01
FREDDIE MAC 3.08% 04/01/2034US3.08004/01/2034620,353105.70655,7000.07
FREDDIE MAC 3.17% 08/01/2035US3.17008/01/203562,755105.5666,2450.01
FREDDIE MAC 3.19% 04/01/2037US3.19004/01/2037467,077105.74493,8930.05
FREDDIE MAC 3.21% 01/01/2036US3.21001/01/20361,131,692105.801,197,2930.12
FREDDIE MAC 3.23% 06/01/2035US3.23006/01/2035140,742105.61148,6430.02
FREDDIE MAC 3.23% 07/01/2036US3.23007/01/2036205,744105.29216,6370.02
FREDDIE MAC 3.35% 04/01/2035US3.35004/01/2035231,177105.39243,6440.03
FREDDIE MAC 3.36% 01/01/2037US3.36001/01/2037105,540104.62110,4110.01
FREDDIE MAC 3.38% 07/01/2035US3.38007/01/2035344,928105.51363,9200.04
FREDDIE MAC 3.40% 11/01/2036US3.40011/01/2036496,593105.36523,1880.05
FREDDIE MAC 3.42% 11/01/2036US3.42011/01/2036285,987105.31301,1690.03
FREDDIE MAC 3.43% 11/01/2036US3.43011/01/2036633,808105.27667,2180.07
FREDDIE MAC 3.44% 01/01/2036US3.44001/01/2036167,056104.91175,2590.02
FREDDIE MAC 3.45% 11/01/2037US3.45011/01/2037119,376104.81125,1220.01
FREDDIE MAC 3.50% 11/01/2034US3.50011/01/2034129,321105.09135,9060.01
FREDDIE MAC 3.55% 12/01/2036US3.55012/01/2036534,550104.77560,0360.06
FREDDIE MAC 3.60% 09/01/2036US3.60009/01/2036415,624105.35437,8600.04
FREDDIE MAC 3.65% 04/01/2037US3.65004/01/2037319,413105.55337,1540.03
FREDDIE MAC 3.68% 08/01/2037US3.68008/01/2037240,639104.99252,6490.03
FREDDIE MAC 3.71% 03/01/2034US3.71003/01/203487,411106.1592,7890.01
FREDDIE MAC 4.00% 01/15/2035US4.00001/15/203540,863100.1740,9320.00
FREDDIE MAC 4.00% 06/15/2032US4.00006/15/203228,776100.7128,9820.00
FREDDIE MAC 4.00% 10/01/2019US4.00010/01/2019117,083102.93120,5090.01
FREDDIE MAC 4.20% 03/01/2036US4.20003/01/2036364,338107.81392,7780.04
FREDDIE MAC 4.25% 12/15/2019US4.25012/15/201940,816100.6741,0900.00
FREDDIE MAC 5.00% 07/01/2035US5.00007/01/203547,892108.4851,9560.01
FREDDIE MAC 5.00% 10/01/2020US5.00010/01/2020377,220102.12385,2280.04
FREDDIE MAC 5.00% 10/01/2020US5.00010/01/2020241,902102.16247,1280.03
FREDDIE MAC 5.50% 06/01/2040US5.50006/01/204015,760109.4317,2460.00
FREDDIE MAC 5.50% 06/01/2040US5.50006/01/204015,598111.3517,3690.00
FREDDIE MAC 6.00% 08/01/2019US6.00008/01/2019151,247100.97152,7170.02
FREDDIE MAC 6.50% 04/01/2021US6.50004/01/202111,809104.1512,3000.00
FREDDIE MAC 6.50% 10/15/2024US6.50010/15/20241,365100.101,3660.00
FREDDIE MAC 7.00% 05/01/2032US7.00005/01/203268,233110.5575,4310.01
FREDDIE MAC 8.00% 02/01/2023US8.00002/01/20232,114109.212,3090.00
GEN MOTORS FIN 2.40% 04/10/2018US2.40004/10/20181,000,000100.121,001,2440.10
GEN MOTORS FIN 6.75% 06/01/2018US6.75006/01/20181,700,000101.871,731,7060.18
GENERAL MOTORS C 2.19% 08/07/2020US2.19008/07/20206,300,000100.606,337,7260.65
GEORGIA POWER 2.00% 03/30/2020US2.00003/30/20205,000,00099.364,967,7500.51
GLS AUTO RECEIVABLES TRUST 2.67% 04/15/2021US2.67004/15/20216,067,529100.056,070,4190.62
GLS AUTO RECEIVABLES TRUST 2.73% 10/15/2020US2.73010/15/20201,346,042100.171,348,3220.14
GO FINANCIAL AUTO SECURITIZATI 4.80% 08/17/2020US4.80008/17/20202,492,357100.542,505,8290.26
GOLDMAN SACHS GP 2.38% 01/22/2018US2.38001/22/2018400,000100.02400,0820.04
GOLDMAN SACHS GP 6.15% 04/01/2018US6.15004/01/20181,114,000101.051,125,7240.12
GOVERNMENT NATIONAL MORTAGE AS 1.66% 07/16/2057US1.66007/16/20576,207,37598.966,142,9610.63
GOVERNMENT NATIONAL MORTAGE AS 1.94% 01/16/2058US1.94001/16/20585,012,59899.114,967,8840.51
GOVERNMENT NATIONAL MORTGAGE A 1.61% 07/16/2039US1.61007/16/2039180,21498.21176,9850.02
GOVERNMENT NATIONAL MORTGAGE A 2.00% 11/20/2044US2.00011/20/2044572,307102.89588,8570.06
GOVERNMENT NATIONAL MORTGAGE A 2.00% 12/20/2044US2.00012/20/20442,242,485102.932,308,2710.24
GOVERNMENT NATIONAL MORTGAGE A 2.38% 02/20/2034US2.38002/20/2034510,869104.00531,2900.05
GOVERNMENT NATIONAL MORTGAGE A 2.38% 03/20/2041US2.38003/20/2041791,689102.96815,0950.08
GOVERNMENT NATIONAL MORTGAGE A 2.63% 04/20/2034US2.63004/20/2034218,177103.96226,8120.02
GOVERNMENT NATIONAL MORTGAGE A 2.75% 08/20/2034US2.75008/20/2034384,830103.82399,5120.04
GOVERNMENT NATIONAL MORTGAGE A 3.00% 05/20/2040US3.00005/20/204091,800100.5992,3420.01
GOVERNMENT NATIONAL MORTGAGE A 3.00% 11/20/2018US3.00011/20/201859499.875930.00
GOVERNMENT NATIONAL MORTGAGE A 4.50% 10/20/2032US4.50010/20/2032122,472103.48126,7280.01
GOVERNMENT NATIONAL MORTGAGE A 6.50% 04/15/2022US6.50004/15/20224,849104.865,0850.00
GOVERNMENT NATIONAL MORTGAGE A 7.00% 04/15/2024US7.00004/15/202414,797100.5114,8720.00
GOVERNMENT NATIONAL MORTGAGE A 8.00% 02/15/2023US8.00002/15/20238,778106.249,3260.00
GOVERNMENT NATIONAL MORTGAGE A 8.00% 11/15/2022US8.00011/15/202211,479107.2212,3070.00
GOVERNMENT NATIONAL MORTGAGE A 8.00% 12/15/2023US8.00012/15/202336,788106.4739,1680.00
GS MORTAGE SECURITIES TRUST 0.79% 05/10/2022US.79005/10/2022143,822,0001.882,699,3520.28
GS MORTGAGE SECURITIES TRUST 1.17% 10/10/2032US1.17010/10/2032118,906,0005.066,011,6260.62
GS MORTGAGE SECURITIES TRUST 1.44% 05/10/2050US1.44005/10/20504,122,80999.194,089,5090.42
GSR MORTGAGE LOAN TRUST 3.41% 10/25/2033US3.41010/25/20334,688,728102.884,823,6170.50
HEALTH CARE REIT 2.25% 03/15/2018US2.25003/15/20182,610,000100.042,611,0080.27
HERTZ VEHICLE FINANCING LLC 1.83% 08/25/2019US1.83008/25/20196,010,00099.866,001,6180.62
HERTZ VEHICLE FINANCING LLC 2.32% 03/25/2020US2.32003/25/20207,450,00099.667,424,9370.76
HIGHWOODS REALTY 7.50% 04/15/2018US7.50004/15/20181,790,000101.511,817,0870.19
HILLMARK FUNDING 1.84% 05/21/2021KY1.84005/21/2021827,45399.96827,1560.08
HOSPITALITY MORTGAGE TRUST 2.42% 05/08/2030US2.42005/08/20308,320,000100.008,320,0250.85
HP ENTERPRISE 2.10% 10/04/2019US2.10010/04/20199,300,00099.329,236,3440.95
HYUNDAI CAP AMER 2.00% 03/19/2018US2.00003/19/20182,000,00099.971,999,3700.21
ILLINOIS ST SALES TAX REVENUE 2.00% 06/15/2018US2.00006/15/20183,500,00099.923,497,3050.36
INTERCONTINENT 2.50% 10/15/2018US2.50010/15/2018825,000100.39828,2180.09
INTERCONTINENT 2.75% 12/01/2020US2.75012/01/2020500,000100.97504,8510.05
ITC HOLDINGS COR 5.50% 01/15/2020US5.50001/15/2020700,000104.97734,7750.08
J CREW GROUP INC 03/05/2021US -- 03/05/20211,166,79159.70696,5740.07
JP MORGAN CHASE COMMERCIAL MOR 2.10% 10/15/2032US2.10010/15/203210,422,000100.0310,425,1831.07
JP MORGAN MORTGAGE TRUST 3.42% 06/25/2036US3.42006/25/2036168,37094.59159,2600.02
JPMBB COMMERCIAL MORTGAGE SECU 1.54% 11/15/2047US1.54011/15/20472,502,96499.632,493,6720.26
JPMBB COMMERCIAL MORTGAGE SECU 1.63% 05/15/2048US1.63005/15/20482,916,02899.462,900,2970.30
JPMORGAN CHASE 6.00% 01/15/2018US6.00001/15/20183,000,000100.143,004,1730.31
KABBAGE FUNDING LLC 4.57% 03/15/2022US4.57003/15/20223,431,000102.193,505,9700.36
KCPLMO 01/02/18 CP 01/02/2018US -- 01/02/20185,400,00099.985,398,9990.55
KEYCORP 2.30% 12/13/2018US2.30012/13/20184,730,000100.154,737,0850.49
KRAFT HEINZ FOOD 1.98% 02/10/2021US1.98002/10/20216,800,000100.256,817,0840.70
LEAR CORP 5.38% 03/15/2024US5.38003/15/20243,808,000105.774,027,9010.41
LOCKHEED MARTIN 2.50% 11/23/2020US2.50011/23/20201,500,000100.641,509,5830.15
MARRIOTT INTL 6.75% 05/15/2018US6.75005/15/20182,273,000101.752,312,6850.24
MARRIOTT VACATION CLUB OWNER T 3.54% 10/20/2032US3.54010/20/20322,187,987100.072,189,4310.22
MARTIN MAR MTLS 2.10% 05/22/2020US2.10005/22/20206,875,000100.536,911,5810.71
MARTIN MAR MTLS 6.60% 04/15/2018US6.60004/15/20183,669,000101.293,716,4740.38
MASSACHUSETTS ST EDUCTNL FINGA 3.11% 01/01/2031US3.11001/01/20311,842,000100.061,843,1420.19
MCDONALD'S CORP 2.75% 12/09/2020US2.75012/09/20201,500,000101.041,515,5620.16
MERRILL LYNCH 6.88% 11/15/2018US6.88011/15/20183,000,000104.143,124,1830.32
MERRILL LYNCH MORTGAGE INVESTO 3.47% 12/25/2032US3.47012/25/203221,30499.8421,2700.00
MERRILL LYNCH MORTGAGE INVESTO 6.75% 11/15/2026US6.75011/15/20261,883,000106.322,001,9180.21
MICRON TECH 04/26/2022US -- 04/26/20221,748,375100.841,763,1140.18
MLCC MORTGAGE INVESTORS INC 3.24% 12/25/2034US3.24012/25/2034162,87499.33161,7870.02
MMAF EQUIPMENT FINANCE LLC 1.98% 06/10/2032US1.98006/10/2032745,95399.97745,7170.08
MONSANTO CO 1.85% 11/15/2018US1.85011/15/2018800,00099.86798,8710.08
MOODY'S CORP 1.84% 09/04/2018US1.84009/04/20183,000,000100.083,002,3900.31
MORGAN KEEGAN & 1.65% 01/25/2026US1.65001/25/2026182,46698.59179,8890.02
MORGAN STANLEY BAML TRUST 1.41% 02/15/2048US1.41002/15/20484,092,69799.404,068,0150.42
MORGAN STANLEY CAPITAL INC 1.85% 12/25/2035US1.85012/25/20351,657,223100.071,658,3520.17
MOUNTAIN AGENCY 1.78% 12/01/2023US1.78012/01/20237,350,000100.007,350,0000.75
MTB-CALL02/18 1.45% 03/07/2018US1.45003/07/201815,000,00099.9514,993,1211.54
NATL CITY BK IND 4.25% 07/01/2018US4.25007/01/2018300,000101.13303,3860.03
NAVITAS EQUIPMENT RECEIVABLES 2.20% 06/15/2021US2.20006/15/20215,748,76599.775,735,7720.59
NEW CENTURY HOME EQUITY LOAN T 1.73% 10/25/2035US1.73010/25/20353,888,009100.223,896,3730.40
NEW MEXICO ST EDUCTNL ASSISTAN 2.13% 12/01/2028US2.13012/01/202830,000100.0530,0160.00
NEWELL BRANDS I 5.00% 11/15/2023US5.00011/15/20231,000,000105.541,055,4200.11
OHIO POWER CO 6.05% 05/01/2018US6.05005/01/2018500,000101.27506,3340.05
ONEMAIN DIRECT AUTO RECEIVABLE 2.04% 01/15/2021US2.04001/15/2021900,755100.03901,0620.09
ONEMAIN DIRECT AUTO RECEIVABLE 2.76% 05/15/2021US2.76005/15/20214,900,000100.264,912,8220.50
OPTEUM MORTGAGE ACCEPTANCE COR 1.92% 07/25/2035US1.92007/25/203514,316,123100.0714,325,7451.47
ORANGE LAKE TIMESHARE TRUST 2.29% 07/09/2029US2.29007/09/2029773,76198.77764,2290.08
ORANGE LAKE TIMESHARE TRUST 3.45% 03/10/2027US3.45003/10/20271,406,748100.341,411,5910.14
OVERSEAS PRI INV 1.45% 10/15/2033US1.45010/15/20332,100,000100.002,100,0000.22
OVERSEAS PRI INV 1.53% 07/20/2022US1.53007/20/20225,000,000100.005,000,0000.51
PARK PLACE SECURITIES INC 2.23% 06/25/2035US2.23006/25/203537,656100.0337,6670.00
PFP III 2.93% 07/14/2034KY2.93007/14/2034808,364100.14809,5100.08
PHILLIPS 66 2.01% 04/15/2019US2.01004/15/20193,650,000100.063,652,1250.37
PRINCIPAL LFE II 1.50% 04/18/2019US1.50004/18/20192,500,00099.142,478,4430.25
PROCTER & GAMBLE 1.90% 10/23/2020US1.90010/23/20203,600,00099.463,580,5820.37
QUESTAR PIPELINE 5.83% 02/01/2018US5.83002/01/2018800,000100.29802,2870.08
RAIT TRUST 2017-FL7 A 2.19% 06/15/2037US2.19006/15/20373,784,471100.073,786,9510.39
RAS LAFFAN LNG 3 6.75% 09/30/2019QA6.75009/30/20191,500,000107.001,605,0000.16
RASGAS II 5.30% 09/30/2020QA5.30009/30/2020293,130103.52303,4480.03
REALTY INCOME 2.00% 01/31/2018US2.00001/31/20181,250,00099.991,249,8880.13
RECKITT BEN TSY 2.23% 06/24/2022GB2.23006/24/20221,540,00099.961,539,4500.16
RESIDENTIAL FUNDING MTG SEC I 3.54% 02/25/2037US3.54002/25/2037866,63485.63742,1060.08
REYNOLDS AMERICA 2.30% 06/12/2018US2.30006/12/20185,827,000100.125,833,8330.60
RIB FLOATER TRUST 1.92% 07/01/2022US1.92007/01/20225,900,000100.005,900,0000.61
ROYAL BK CANADA 2.15% 10/26/2020CA2.15010/26/20207,000,00099.356,954,8010.71
SAINT PAUL MN HSG & REDEV AUTH 1.84% 07/01/2018US1.84007/01/20181,095,00099.901,093,8940.11
SANTANDER DRIVE AUTO RECEIVABL 2.74% 01/15/2021US2.74001/15/2021900,000100.47904,2530.09
SANTANDER DRIVE AUTO RECEIVABL 2.97% 03/15/2021US2.97003/15/202113,505,000100.6913,598,2511.40
SANTANDER DRIVE AUTO RECEIVABL 3.02% 04/15/2021US3.02004/15/2021700,000100.97706,7600.07
SANTANDER DRIVE AUTO RECEIVABL 3.49% 09/15/2021US3.49009/15/20216,500,000100.606,539,1160.67
SANTANDER DRIVE AUTO RECEIVABL 3.76% 07/15/2021US3.76007/15/20216,500,000100.906,558,6530.67
SANTANDER DRIVE AUTO RECEIVABL 3.92% 05/17/2021US3.92005/17/20219,200,000100.969,288,0900.95
SBA TOWER TRUST 2.90% 10/08/2019US2.90010/08/2019958,000100.24960,3020.10
SERT 2017-1A MTGE 2.76% 12/13/2022US2.76012/13/20228,425,00099.568,388,3380.86
SIERRA RECEIVABLES FUNDING CO 1.59% 11/20/2029US1.59011/20/2029832,54999.95832,1010.09
SIERRA RECEIVABLES FUNDING CO 2.05% 06/20/2031US2.05006/20/20312,426,99599.802,422,0550.25
SIERRA RECEIVABLES FUNDING CO 2.07% 03/20/2030US2.07003/20/2030591,61599.77590,2350.06
SIERRA RECEIVABLES FUNDING CO 2.20% 10/20/2030US2.20010/20/20301,501,98899.831,499,4030.15
SIERRA RECEIVABLES FUNDING CO 2.30% 10/20/2031US2.30010/20/20311,228,00999.661,223,8340.13
SIERRA RECEIVABLES FUNDING CO 2.40% 03/22/2032US2.40003/22/20321,140,95799.631,136,6860.12
SIR-CALL01/18 2.85% 02/01/2018US2.85002/01/2018650,000100.00650,0000.07
SMALL BUS ADMIN 6.14% 01/01/2022US6.14001/01/202219,816104.6720,7410.00
SMALL BUSINESS ADMINISTRATION 4.64% 05/01/2023US4.64005/01/202327,766103.2328,6620.00
SOUTH CAROL E&G 5.25% 11/01/2018US5.25011/01/2018900,000102.65923,8630.09
SOUTHERN ELEC GN 2.20% 12/01/2018US2.20012/01/2018451,000100.14451,6270.05
SPARTANBURG SC WTRWKS REVENUE 1.79% 12/01/2018US1.79012/01/2018280,00099.77279,3500.03
SPECTRA PARTNERS 2.95% 09/25/2018US2.95009/25/20184,441,000100.604,467,6870.46
SPG-CALL01/18 1.50% 02/01/2018US1.50002/01/20182,210,00099.992,209,7370.23
STATE STREET COR 4.96% 03/15/2018US4.96003/15/20181,755,000100.571,765,0400.18
STONEY LANE FUNDING LTD 2.05% 04/18/2022KY2.05004/18/20221,830,00099.531,821,3400.19
SUNTRUST BANK 1.75% 04/25/2028US1.75004/25/2028152,39899.78152,0640.02
SUNTRUST BANK 7.25% 03/15/2018US7.25003/15/20186,977,000101.027,048,3230.72
SYMPHONY CLO LTD 1.74% 10/25/2020KY1.74010/25/20209,138,43399.909,129,3860.94
TACO BELL FUNDING LLC 3.83% 05/25/2046US3.83005/25/204611,079,750101.3611,230,1021.15
TOWD POINT MORTGAGE TRUST 1.93% 02/25/2057US1.93002/25/205710,507,792100.1210,520,6211.08
TOWD POINT MORTGAGE TRUST 2.75% 04/25/2055US2.75004/25/20552,636,678100.032,637,5450.27
TRANSCANADA PL 2.15% 01/12/2018CA2.15001/12/20181,300,000100.011,300,1420.13
TYSON FOODS INC 2.04% 06/02/2020US2.04006/02/20203,200,000100.553,217,5330.33
UBS-CITIGROUP COMMERCIAL MORTG 2.22% 01/10/2045US2.22001/10/204513,262,4946.72891,7100.09
UNITED AUTO CREDIT SECURITIZAT 1.89% 05/10/2019US1.89005/10/20195,666,18099.975,664,7160.58
UNITED UTILITIES 4.55% 06/19/2018GB4.55006/19/20184,981,000100.955,028,0840.52
UNITEDHEALTH GRP 1.95% 10/15/2020US1.95010/15/20207,000,00099.096,936,0210.71
VAELE 01/03/18 CP 01/03/2018US -- 01/03/2018700,00099.98699,8320.07
VIBR 2013-2A 2.26% 07/24/2024US2.26007/24/20243,254,871100.033,255,8610.33
VOLKSWAGEN GRP 1.65% 05/22/2018US1.65005/22/20181,128,00099.901,126,8730.12
WELK RESORTS LLC 3.10% 03/15/2029US3.10003/15/20292,355,57999.942,354,1880.24
WELLS FARGO MORTGAGE BACKED SE 3.37% 06/25/2033US3.37006/25/2033164,824100.92166,3460.02
WELLS FARGO MORTGAGE BACKED SE 3.72% 12/25/2033US3.72012/25/2033409,132100.87412,7090.04
WEST CARROLLTON OH NON-TAX REV 1.60% 05/01/2018US1.60005/01/20181,000,00099.87998,6600.10
WESTGATE RESORTS 2.75% 05/20/2027US2.75005/20/20271,319,15899.951,318,5460.14
WESTGATE RESORTS 3.50% 12/20/2028US3.50012/20/20284,612,354100.554,637,8690.48
WLK-CALL02/18 4.63% 02/15/2021US4.63002/15/20217,100,000102.507,277,5000.75
XLIT LTD 2.30% 12/15/2018KY2.30012/15/20182,600,00099.972,599,3290.27
Top 5 Holdings as of 12/31/2017
Security Description
% of
Portfolio
1. FREDDIE MAC 150% 12/15/20251.7
2. EXETER AUTOMOBILE RECEIVABLES 681% 08/17/20201.6
3. MTB-CALL02/18 145% 03/07/20181.5
4. OPTEUM MORTGAGE ACCEPTANCE COR 192% 07/25/20351.5
5. SANTANDER DRIVE AUTO RECEIVABL 297% 03/15/20211.4

Data may not total due to rounding.

There is no guarantee that the Fund will continue to hold any one particular security or stay invested in any one particular sector. Holdings are subject to change.

The data illustrated for Touchstone Domestic Equity Funds – Morningstar is the source. For Russell index information – the Frank Russell Company is the source and owner. For MSCI index information- the MSCI is the source and owner. The data illustrated for Touchstone Fixed Income Funds, Diversified Income Funds, Alternative Investment Funds, International Equity Funds, Asset Allocation Funds and Money Market Funds – the fund’s sub-advisor is the source. Calculations for sectors and top holdings exclude cash equivalents. All holdings data is sourced from BNY Mellon Asset Servicing.