Touchstone Active Bond Fund
Sub-Advised by: Fort Washington Investment Advisors Inc.

Portfolio Characteristics as of 6/30/2018
Weighted Average Effective Duration16.2 Years
Weighted Average Effective Maturity28.9 Years
Number of Holdings ^349

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.

^ Total number of holdings includes cash equivalents

Credit Quality as of 6/30/2018(% of Portfolio)
AAA/Aaa44.6
AA/Aa4.3
A/A13.8
BBB/Baa27.0
BB/Ba2.5
B/B1.8
CCC0.1
Not Rated3.4
Cash Equivalents2.6
Sector Allocation as of 6/30/2018(% of Portfolio)
Investment Grade Corp. Credit36.9
U.S. Agency MBS/CMO30.8
U.S. Treasury13.9
Emerging Markets7.6
Asset Backed Securities3.7
Cash Equivalents2.6
CMBS2.4
High Yield Corporate Credit1.8
Miscellaneous0.4
Full Holdings as of 6/30/2018
Security DescriptionCountryCoupon Rate (%)Maturity DateShares Par
Value
Current
Price ($)
Market
Value ($)
% of
Portfolio
ABBOTT LABS 3.75% 11/30/2026US3.75011/30/2026715,00098.29702,7890.20
ABBVIE INC 4.45% 05/14/2046US4.45005/14/20461,162,00095.631,111,1660.32
ACE INA HOLDINGS 4.35% 11/03/2045US4.35011/03/2045710,000102.34726,6470.21
ACTAVIS FUNDING 3.80% 03/15/2025LU3.80003/15/2025795,00097.10771,9810.22
ACTIVISION BLIZZ 6.13% 09/15/2023US6.13009/15/20231,289,000103.611,335,5550.38
ADJUSTABLE RATE MORTGAGE TRUST 3.67% 03/25/2035US3.67003/25/20353,52498.303,4640.00
AGATE BAY MORTGAGE LOAN TRUST 3.76% 10/25/2045US3.76010/25/20452,167,26799.592,158,2950.61
ALBERTA PROVINCE 2.20% 07/26/2022CA2.20007/26/20221,135,00096.561,095,9670.31
ALLERGAN SALES 5.00% 12/15/2021US5.00012/15/20211,030,000103.461,065,6860.30
AMERICAN EXPRESS 3.00% 10/30/2024US3.00010/30/20241,388,00095.411,324,3600.38
ANGOLA REP OF 8.25% 05/09/2028AO8.25005/09/2028575,000100.04575,2020.16
ANHEUSER-BUSCH 4.90% 02/01/2046US4.90002/01/20461,391,000102.841,430,4740.41
APPLE INC 2.75% 01/13/2025US2.75001/13/20251,750,00095.711,674,9080.48
APPLE INC 4.65% 02/23/2046US4.65002/23/20461,303,000107.731,403,7220.40
APTIV PLC 3.15% 11/19/2020IE3.15011/19/20201,286,00099.271,276,6670.36
ARAB REP EGYPT 6.13% 01/31/2022EG6.13001/31/2022350,00098.31344,0680.10
ARAB REP EGYPT 7.50% 01/31/2027EG7.50001/31/2027200,00098.30196,6040.06
ARAB REP EGYPT 8.50% 01/31/2047EG8.50001/31/2047200,00096.76193,5240.06
ARC PROPERTIES 4.60% 02/06/2024US4.60002/06/20241,428,000100.041,428,5290.41
ARGENTINA 7.13% 06/28/2099AR7.13006/28/2099250,00076.15190,3750.05
ARMENIA 6.00% 09/30/2020AM6.00009/30/2020200,000102.12204,2400.06
ASCENTIUM EQUIPMENT RECEIVABLE 2.85% 07/10/2020US2.85007/10/2020475,00099.96474,8180.14
AT&T INC 3.95% 01/15/2025US3.95001/15/2025460,00097.80449,8930.13
AT&T INC 4.35% 06/15/2045US4.35006/15/2045275,00084.71232,9630.07
AT&T INC 4.50% 05/15/2035US4.50005/15/2035865,00092.49800,0770.23
AUTONATION INC 5.50% 02/01/2020US5.50002/01/20201,110,000102.971,142,9980.33
BAHIA SUL HLDGS 5.75% 07/14/2026AT5.75007/14/20261,481,000101.161,498,1800.43
BANCO NAC DESENV 4.75% 05/09/2024BR4.75005/09/2024200,00093.85187,6940.05
BANK NOVA SCOTIA 2.95% 09/19/2022CA2.95009/19/2022535,000100.25536,3170.15
BANK OF AMER CRP 3.71% 04/24/2028US3.71004/24/20281,094,00096.441,055,0880.30
BANK OF AMER CRP 4.00% 01/22/2025US4.00001/22/20251,660,00098.721,638,6730.47
BANK OF MONTREAL 3.80% 12/15/2032CA3.80012/15/20321,470,00092.631,361,6760.39
BANK OF NY MELLO 2.95% 01/29/2023US2.95001/29/20231,498,00097.731,464,0660.42
BARCLAYS PLC 3.25% 01/12/2021GB3.25001/12/2021370,00098.57364,7000.10
BARCLAYS PLC 3.25% 01/12/2021GB3.25001/12/2021945,00098.57931,4630.26
BB&T CORPORATION 2.85% 10/26/2024US2.85010/26/20241,466,00094.881,390,9990.40
BMW US CAP LLC 3.10% 04/12/2021US3.10004/12/20212,358,00099.382,343,2860.67
BOARDWALK PIPELI 4.45% 07/15/2027US4.45007/15/2027882,00097.10856,4380.24
BOSTON PROP LP 3.20% 01/15/2025US3.20001/15/20251,540,00095.181,465,7600.42
BRASKEM AMERICA 7.13% 07/22/2041US7.13007/22/2041785,000112.00879,2000.25
BRASKEM NL 4.50% 01/10/2028NL4.50001/10/2028200,00092.00184,0000.05
BURLINGTON NORTH 5.75% 05/01/2040US5.75005/01/20401,290,000118.491,528,5100.43
CARE CAPITAL 5.13% 08/15/2026US5.13008/15/20261,678,00095.551,603,3700.46
CARGILL INC 3.05% 04/19/2021US3.05004/19/20211,570,00099.461,561,5020.44
CATHOLIC HEALTH 4.20% 08/01/2023US4.20008/01/2023380,000100.81383,0840.11
CELGENE CORP 5.00% 08/15/2045US5.00008/15/2045952,00097.92932,1910.27
CEMEX SAB 7.75% 04/16/2026MX7.75004/16/2026300,000108.34325,0200.09
CENOVUS ENERGY 4.25% 04/15/2027CA4.25004/15/2027993,00096.32956,4520.27
CHARTER COMM OPT 6.48% 10/23/2045US6.48010/23/20451,159,000105.401,221,6270.35
CIT GROUP HOME EQUITY LOAN TRU 7.21% 02/25/2033US7.21002/25/20333,109102.893,1980.00
CITIGROUP INC 3.30% 04/27/2025US3.30004/27/20251,015,00095.87973,1310.28
CITIGROUP INC 4.75% 05/18/2046US4.75005/18/2046617,00095.09586,7200.17
CNOOC FIN 2011 4.25% 01/26/2021VG4.25001/26/2021200,000101.90203,8070.06
CNOOC FIN 2014 4.25% 04/30/2024CA4.25004/30/2024350,000101.12353,9210.10
CODELCO INC 4.50% 09/16/2025CL4.50009/16/2025450,000102.12459,5310.13
COLOMBIA REP OF 4.00% 02/26/2024CO4.00002/26/2024400,00099.90399,6000.11
COLOMBIA REP OF 5.00% 06/15/2045CO5.00006/15/2045844,00098.38830,2850.24
COLOMBIA REP OF 6.13% 01/18/2041CO6.13001/18/2041250,000112.00280,0000.08
COLUMBIA PIPELIN 4.50% 06/01/2025US4.50006/01/20251,046,00099.771,043,6000.30
COMCAST CORP 2.85% 01/15/2023US2.85001/15/20231,137,00096.691,099,3880.31
COMCAST CORP 4.00% 03/01/2048US4.00003/01/2048814,00088.10717,1470.20
CONCHO RES/MIDLA 3.75% 10/01/2027US3.75010/01/2027836,00096.19804,1850.23
CORE INDUSTRIAL TRUST 0.94% 02/10/2034US.94002/10/203436,500,0002.54928,5930.26
COSTA RICA GOVT 4.38% 04/30/2025CR4.38004/30/2025200,00092.36184,7120.05
COSTA RICA GOVT 5.63% 04/30/2043CR5.63004/30/2043200,00084.59169,1700.05
COUNTRYWIDE ALTERNATIVE LOAN T 5.00% 02/25/2020US5.00002/25/2020155,73399.34154,6990.04
COUNTRYWIDE ALTERNATIVE LOAN T 6.50% 09/25/2034US6.50009/25/20346,774100.636,8170.00
COUNTRYWIDE ASSET-BACKED CERTI 6.02% 11/25/2036US6.02011/25/2036362,34499.46360,3820.10
CRED SUIS NY 3.63% 09/09/2024CH3.63009/09/2024865,00098.33850,5430.24
CREDIT SUISSE FIRST BOSTON MOR 5.25% 10/25/2019US5.25010/25/201935,205100.6535,4350.01
CREDIT SUISSE MORTGAGE TRUST 3.87% 12/25/2044US3.87012/25/20442,205,20198.362,169,1040.62
CREDIT SUISSE MORTGAGE TRUST 3.94% 01/25/2045US3.94001/25/20452,166,69296.452,089,8220.59
CRH AMERICA FIN 4.50% 04/04/2048US4.50004/04/20481,350,00093.811,266,4010.36
CROATIA 5.50% 04/04/2023HR5.50004/04/2023600,000105.11630,6530.18
CROWN CASTLE INT 3.65% 09/01/2027US3.65009/01/20271,296,00093.021,205,4840.34
CVS HEALTH CORP 4.30% 03/25/2028US4.30003/25/20281,630,00098.641,607,8470.46
CVS HEALTH CORP 5.13% 07/20/2045US5.13007/20/2045735,000101.33744,7610.21
DBUBS MORTGAGE TRUST 3.65% 10/10/2034US3.65010/10/2034580,00098.82573,1830.16
DIAMOND 1 FIN/DI 6.02% 06/15/2026US6.02006/15/2026796,000105.04836,1120.24
DIGITAL REALTY 2.75% 02/01/2023US2.75002/01/2023832,00095.25792,4830.23
DOLLAR TREE 3.06% 04/17/2020US3.06004/17/20201,554,000100.201,557,1760.44
DOMINICAN REPUBL 5.88% 04/18/2024DO5.88004/18/2024200,000102.32204,6440.06
DOMINICAN REPUBL 5.95% 01/25/2027DO5.95001/25/2027150,00098.75148,1250.04
DOMINICAN REPUBL 6.85% 01/27/2045DO6.85001/27/2045100,00098.9798,9680.03
DOMINION RES 2.00% 08/15/2021US2.00008/15/20211,225,00095.351,168,0380.33
DREYFUS-GOV C-INUS -- -- 8,929,3611.008,929,3612.54
DUKE ENERGY PROG 4.15% 12/01/2044US4.15012/01/2044700,00098.69690,8210.20
EAGLE MATERIALS 4.50% 08/01/2026US4.50008/01/20261,420,000100.461,426,5920.41
ECOPETROL SA 5.88% 09/18/2023CO5.88009/18/2023150,000106.00159,0000.05
EL SALVADOR REP 6.38% 01/18/2027SV6.38001/18/2027200,00093.25186,5000.05
ELARA HGV TIMESHARE ISSUER 2.69% 03/25/2030US2.69003/25/2030481,49997.97471,7390.13
EMBRAER NL FINAN 5.40% 02/01/2027NL5.40002/01/2027200,000103.47206,9300.06
ENBRIDGE INC 2.82% 06/15/2020CA2.82006/15/20201,494,000100.391,499,8450.43
ENERGY TRANSFER 4.95% 06/15/2028US4.95006/15/2028841,00099.69838,3880.24
EOG RESOURCES IN 3.90% 04/01/2035US3.90004/01/2035795,00097.02771,2900.22
EXPRESS SCRIPTS 3.30% 02/25/2021US3.30002/25/20211,016,00099.631,012,2740.29
FANNIE MAE 2.50% 02/01/2032US2.50002/01/20324,331,76997.244,212,1261.20
FANNIE MAE 3.00% 02/01/2043US3.00002/01/20433,603,45597.743,522,1641.00
FANNIE MAE 3.00% 05/25/2022US3.00005/25/20222,371,6044.32102,4620.03
FANNIE MAE 3.00% 06/25/2045US3.00006/25/2045100,63597.9798,5960.03
FANNIE MAE 3.00% 11/25/2047US3.00011/25/2047989,45398.52974,7740.28
FANNIE MAE 3.00% 12/01/2042US3.00012/01/20424,013,37097.783,924,2891.12
FANNIE MAE 3.37% 08/01/2034US3.37008/01/20345,162104.875,4140.00
FANNIE MAE 3.50% 02/01/2026US3.50002/01/2026438,206101.36444,1470.13
FANNIE MAE 3.50% 02/01/2037US3.50002/01/20371,042,700101.001,053,0830.30
FANNIE MAE 3.50% 05/01/2046US3.50005/01/20469,070,97699.839,055,4682.58
FANNIE MAE 3.50% 09/01/2044US3.50009/01/20445,644,401100.095,649,6111.61
FANNIE MAE 3.60% 10/01/2036US3.60010/01/20361,710105.481,8040.00
FANNIE MAE 4.00% 02/01/2026US4.00002/01/2026175,485103.11180,9510.05
FANNIE MAE 4.00% 02/01/2041US4.00002/01/2041698,249102.84718,0860.20
FANNIE MAE 4.00% 02/01/2041US4.00002/01/2041344,468102.83354,2250.10
FANNIE MAE 4.00% 03/01/2026US4.00003/01/2026326,760102.80335,8970.10
FANNIE MAE 4.00% 03/01/2041US4.00003/01/2041527,203103.31544,6340.15
FANNIE MAE 4.00% 07/01/2047US4.00007/01/20471,061,925102.071,083,8880.31
FANNIE MAE 4.00% 08/01/2046US4.00008/01/204670,264102.0371,6890.02
FANNIE MAE 4.00% 09/01/2040US4.00009/01/2040190,501102.68195,6050.06
FANNIE MAE 4.00% 10/01/2043US4.00010/01/20432,749,468103.102,834,5770.81
FANNIE MAE 4.00% 11/01/2040US4.00011/01/204098,245102.84101,0360.03
FANNIE MAE 4.00% 12/01/2039US4.00012/01/20393,703,431102.683,802,7641.08
FANNIE MAE 4.50% 03/01/2025US4.50003/01/2025100,955103.34104,3290.03
FANNIE MAE 4.50% 04/01/2039US4.50004/01/2039414,867105.15436,2530.12
FANNIE MAE 4.50% 04/01/2039US4.50004/01/2039261,187105.16274,6660.08
FANNIE MAE 4.50% 09/01/2040US4.50009/01/2040604,926105.44637,8510.18
FANNIE MAE 4.50% 12/01/2040US4.50012/01/20402,909,426105.203,060,6360.87
FANNIE MAE 5.00% 01/01/2041US5.00001/01/2041311,843107.27334,5240.10
FANNIE MAE 5.00% 04/01/2041US5.00004/01/2041147,055107.28157,7590.04
FANNIE MAE 5.00% 06/01/2040US5.00006/01/2040133,535107.25143,2130.04
FANNIE MAE 5.00% 09/01/2040US5.00009/01/20404,924,680107.075,272,7371.50
FANNIE MAE 5.00% 10/01/2040US5.00010/01/204083,421107.2789,4900.03
FANNIE MAE 5.00% 11/01/2036US5.00011/01/2036823,079106.89879,7950.25
FANNIE MAE 5.50% 01/01/2037US5.50001/01/203787,755107.1794,0500.03
FANNIE MAE 5.50% 02/01/2025US5.50002/01/202574,813107.1780,1800.02
FANNIE MAE 5.50% 03/01/2035US5.50003/01/203582,980107.1888,9340.03
FANNIE MAE 5.50% 07/01/2039US5.50007/01/20391,329,084107.321,426,3280.41
FANNIE MAE 5.50% 08/01/2037US5.50008/01/2037530,407110.42585,6680.17
FANNIE MAE 5.50% 10/01/2033US5.50010/01/2033110,344107.17118,2590.03
FANNIE MAE 5.50% 11/01/2036US5.50011/01/2036180,113107.17193,0340.05
FANNIE MAE 6.00% 01/01/2036US6.00001/01/2036188,950110.15208,1360.06
FANNIE MAE 6.00% 01/01/2038US6.00001/01/203892,956112.03104,1380.03
FANNIE MAE 6.00% 01/01/2038US6.00001/01/203842,645110.0746,9410.01
FANNIE MAE 6.00% 09/01/2024US6.00009/01/202467,193109.2973,4350.02
FANNIE MAE 6.00% 09/01/2035US6.00009/01/2035142,502110.19157,0190.04
FANNIE MAE 6.00% 11/25/2032US6.00011/25/2032293,987109.21321,0510.09
FANNIE MAE 6.00% 12/01/2033US6.00012/01/203391,317105.5596,3850.03
FANNIE MAE 6.50% 06/01/2032US6.50006/01/203234,761110.2338,3170.01
FANNIE MAE 6.50% 07/01/2032US6.50007/01/203265,353110.2372,0390.02
FANNIE MAE 6.50% 07/01/2032US6.50007/01/203231,424110.2334,6390.01
FANNIE MAE 6.50% 08/01/2028US6.50008/01/20281,563110.231,7230.00
FANNIE MAE 6.50% 08/01/2036US6.50008/01/203612,078108.2113,0700.00
FANNIE MAE 7.00% 08/01/2032US7.00008/01/203234,990101.7135,5880.01
FANNIE MAE 7.50% 01/01/2031US7.50001/01/203119,758111.9022,1100.01
FANNIE MAE 7.50% 06/01/2028US7.50006/01/20289,360100.129,3710.00
FANNIE MAE 8.00% 11/01/2024US8.00011/01/202414,724100.8814,8540.00
FANNIEMAE WHOLE LOAN 2.21% 08/25/2044US2.21008/25/2044111,67399.35110,9480.03
FANNIEMAE WHOLE LOAN 6.59% 10/25/2031US6.59010/25/203132,954105.1034,6330.01
FEDEX CORP 5.10% 01/15/2044US5.10001/15/2044930,000104.84975,0240.28
FHLMC STRUCTURED PASS THROUGH 6.74% 12/25/2029US6.74012/25/2029182,934113.87208,2990.06
FIFTH THIRD BANK 2.88% 07/27/2020US2.88007/27/20201,065,00099.441,059,0080.30
FIRST FRANKLIN MTG LOAN ASSET 6.02% 03/25/2025US6.02003/25/2025272,568105.01286,2110.08
FORD MOTOR CO 4.75% 01/15/2043US4.75001/15/2043711,00086.43614,5270.17
FORD MOTOR CRED 4.14% 02/15/2023US4.14002/15/20231,550,00099.971,549,4830.44
FORTIS INC 3.06% 10/04/2026CA3.06010/04/20261,004,00091.11914,7490.26
FREDDIE MAC 3.00% 04/01/2045US3.00004/01/20456,076,96697.335,914,9021.68
FREDDIE MAC 3.28% 10/01/2036US3.28010/01/2036115,275104.93120,9550.03
FREDDIE MAC 3.50% 04/01/2045US3.50004/01/20456,259,50099.906,253,2131.78
FREDDIE MAC 3.50% 11/01/2025US3.50011/01/2025201,880101.25204,4090.06
FREDDIE MAC 3.77% 04/01/2037US3.77004/01/2037302,632105.22318,4230.09
FREDDIE MAC 3.78% 03/01/2037US3.78003/01/203719,992100.0019,9920.01
FREDDIE MAC 4.00% 10/01/2039US4.00010/01/20393,821,006102.743,925,6851.12
FREDDIE MAC 4.00% 10/01/2044US4.00010/01/20442,747,137102.332,811,2430.80
FREDDIE MAC 4.50% 01/01/2041US4.50001/01/2041131,941105.17138,7670.04
FREDDIE MAC 4.50% 04/01/2041US4.50004/01/2041671,831105.38707,9560.20
FREDDIE MAC 4.50% 06/01/2039US4.50006/01/20393,267,613104.763,423,0040.97
FREDDIE MAC 4.50% 09/01/2039US4.50009/01/20393,749,612104.893,933,1421.12
FREDDIE MAC 5.00% 04/01/2036US5.00004/01/203622,636106.7224,1560.01
FREDDIE MAC 5.00% 05/01/2034US5.00005/01/203411,741106.2912,4800.00
FREDDIE MAC 5.00% 05/15/2041US5.00005/15/20411,566,275107.321,680,9670.48
FREDDIE MAC 5.00% 07/01/2035US5.00007/01/203528,054106.4029,8490.01
FREDDIE MAC 5.00% 08/01/2033US5.00008/01/203319,687106.7721,0200.01
FREDDIE MAC 5.00% 08/01/2035US5.00008/01/203514,451106.3915,3750.00
FREDDIE MAC 5.00% 08/01/2035US5.00008/01/203581,809105.5886,3720.02
FREDDIE MAC 5.00% 11/01/2039US5.00011/01/2039365,560106.90390,7890.11
FREDDIE MAC 5.50% 02/01/2037US5.50002/01/203721,544108.1523,2990.01
FREDDIE MAC 5.50% 08/01/2037US5.50008/01/20376,741108.707,3270.00
FREDDIE MAC 6.00% 06/15/2037US6.00006/15/20375,472,698108.035,912,2061.68
FREDDIE MAC 6.00% 09/01/2033US6.00009/01/203358,810109.3264,2900.02
FREDDIE MAC 6.50% 07/01/2032US6.50007/01/203224,889111.8227,8310.01
FREDDIE MAC 7.00% 01/01/2032US7.00001/01/203219,380108.5721,0400.01
FREDDIE MAC 7.00% 06/01/2026US7.00006/01/202676,481105.7080,8410.02
GE CAPITAL INTL 4.42% 11/15/2035IE4.42011/15/20351,351,00096.881,308,8210.37
GEN MOTORS FIN 3.20% 07/06/2021US3.20007/06/2021925,00098.70912,9650.26
GEN MOTORS FIN 3.20% 07/13/2020US3.20007/13/20201,200,00099.531,194,3410.34
GEN MOTORS FIN 4.35% 04/09/2025US4.35004/09/2025555,00098.57547,0390.16
GENERAL MILLS IN 3.20% 04/16/2021US3.20004/16/2021711,00099.48707,3120.20
GNR 2012-147 IO 0.56% 04/16/2054US.56004/16/20548,010,2593.56285,4310.08
GNR 2016-113 IO 1.19% 02/16/2058US1.19002/16/20584,408,8469.18404,5310.12
GNR 2016-140 IO 0.94% 05/16/2058US.94005/16/205817,367,1507.421,289,0180.37
GOLDMAN SACHS GP 3.36% 07/24/2023US3.36007/24/20231,600,000100.371,605,8460.46
GOLDMAN SACHS GP 3.69% 06/05/2028US3.69006/05/2028790,00094.80748,9070.21
GOLDMAN SACHS GP 5.25% 07/27/2021US5.25007/27/20211,040,000105.091,092,9680.31
GOVERNMENT NATIONAL MORTGAGE A 4.00% 02/20/2042US4.00002/20/204231,133103.4232,1960.01
GOVERNMENT NATIONAL MORTGAGE A 4.00% 08/20/2047US4.00008/20/2047105,61393.1098,3240.03
GOVERNMENT NATIONAL MORTGAGE A 4.50% 12/20/2040US4.50012/20/20402,750,000103.572,848,0900.81
GOVERNMENT NATIONAL MORTGAGE A 5.00% 04/20/2039US5.00004/20/20391,800,218107.111,928,1780.55
GRUPO BIMBO SAB 4.50% 01/25/2022MX4.50001/25/20221,340,000102.061,367,5850.39
GS MORTGAGE SECURITIES TRUST 3.66% 01/10/2043US3.66001/10/20433,400,00096.053,265,7000.93
GS MORTGAGE SECURITIES TRUST 3.77% 10/10/2032US3.77010/10/2032595,00099.77593,6520.17
HARVEST OPERATIO 4.20% 06/01/2023CA4.20006/01/2023200,000101.09202,1880.06
HERTZ VEHICLE FINANCING LLC 2.65% 07/25/2022US2.65007/25/20223,350,00097.383,262,2540.93
HERTZ VEHICLE FINANCING LLC 3.52% 03/25/2021US3.52003/25/20211,100,00099.531,094,8340.31
HOME DEPOT INC 5.95% 04/01/2041US5.95004/01/2041960,000123.481,185,4470.34
HSBC HOLDINGS 3.90% 05/25/2026GB3.90005/25/20261,080,00097.781,056,0570.30
HUNGARY 5.38% 03/25/2024HU5.38003/25/2024750,000106.23796,7070.23
HUNTINGTON BANCS 4.00% 05/15/2025US4.00005/15/20251,400,000100.291,404,1080.40
HUNTINGTON NATL 2.20% 11/06/2018US2.20011/06/2018950,00099.87948,7230.27
IMPERIAL BRANDS 4.25% 07/21/2025GB4.25007/21/20251,525,00099.541,518,0270.43
INDONESIA (REP) 3.85% 07/18/2027ID3.85007/18/2027300,00094.88284,6350.08
INDONESIA (REP) 4.63% 04/15/2043ID4.63004/15/2043200,00092.69185,3820.05
INTEGRYS HLDGUS -- -- 55,35926.251,453,1740.41
IVORY COAST-PDI 6.38% 03/03/2028CI6.38003/03/2028200,00094.25188,5000.05
JAMAICA GOVT 8.00% 03/15/2039JM8.00003/15/2039150,000111.76167,6400.05
JBS USA LUX/FIN 6.75% 02/15/2028US6.75002/15/2028200,00094.47188,9400.05
JP MORGAN CHASE COMMERCIAL MOR 2.95% 10/06/2038US2.95010/06/2038528,00092.28487,2280.14
JP MORGAN MORTGAGE TRUST 3.59% 02/25/2035US3.59002/25/203587,042101.8688,6640.03
JP MORGAN MORTGAGE TRUST 3.78% 04/25/2035US3.78004/25/2035214,821101.22217,4380.06
JP MORGAN MORTGAGE TRUST 3.90% 06/25/2036US3.90006/25/203647,92794.6045,3410.01
JPMORGAN CHASE 3.09% 04/23/2024US3.09004/23/20241,230,00099.481,223,6360.35
JPMORGAN CHASE 3.25% 09/23/2022US3.25009/23/2022805,00099.07797,5380.23
JPMORGAN CHASE 3.51% 01/23/2029US3.51001/23/20291,575,00094.751,492,2410.42
KAZMUNAYGAS NAT 4.75% 04/19/2027KZ4.75004/19/2027500,00097.51487,5620.14
KAZMUNAYGAS NAT 5.75% 04/19/2047KZ5.75004/19/2047400,00095.25381,0000.11
KENYA REP OF 7.25% 02/28/2028KE7.25002/28/2028200,00096.00192,0070.05
KINDER MORGAN EN 3.50% 09/01/2023US3.50009/01/20231,600,00097.171,554,6720.44
KRAFT FOODS GROU 6.88% 01/26/2039US6.88001/26/2039810,000117.91955,0370.27
KROGER CO 5.00% 04/15/2042US5.00004/15/2042435,00098.59428,8500.12
LLOYDS BK GR PLC 3.57% 11/07/2028GB3.57011/07/20281,534,00092.261,415,3150.40
MADISON AVENUE TRUST 3.67% 09/10/2035US3.67009/10/2035550,00096.91533,0040.15
MASTR ALTERNATIVE LOANS TRUST 6.00% 06/25/2034US6.00006/25/203433,547100.5433,7280.01
MICRON TECH 0.00% 04/26/2022US -- 04/26/20221,404,975100.151,407,0820.40
MICROSOFT CORP 3.50% 02/12/2035US3.50002/12/2035650,00096.90629,8470.18
MID-AMER APT LP 3.75% 06/15/2024US3.75006/15/2024853,00098.62841,2450.24
MIDCONTINENT EXP 6.70% 09/15/2019US6.70009/15/20191,292,000102.951,330,1140.38
MID-STATE TRUST 7.08% 01/15/2040US7.08001/15/20401,332,218111.801,489,3640.42
MONDELEZ INT INC 4.13% 05/07/2028US4.13005/07/2028761,00099.15754,4960.21
MONGOLIA 5.63% 05/01/2023MN5.63005/01/2023200,00094.52189,0470.05
MOODY'S CORP 2.75% 12/15/2021US2.75012/15/2021591,00097.67577,2190.16
MORGAN STANLEY 3.74% 04/24/2024US3.74004/24/20241,350,00099.401,341,9000.38
MORGAN STANLEY 3.95% 04/23/2027US3.95004/23/20271,455,00095.331,387,0390.39
NEW YORK LIFE GL 3.00% 01/10/2028US3.00001/10/20281,018,00093.80954,8900.27
NEWCREST FINANCE 4.20% 10/01/2022AU4.20010/01/2022225,000100.11225,2500.06
NEWCREST FINANCE 4.45% 11/15/2021AU4.45011/15/2021416,000101.29421,3560.12
NEXTERA ENERGY 2.80% 01/15/2023US2.80001/15/2023894,00096.67864,2210.25
NGPL PIPECO LLC 7.77% 12/15/2037US7.77012/15/20371,045,000117.501,227,8750.35
NORTHWESTERN MUT 3.85% 09/30/2047US3.85009/30/20471,100,00091.571,007,2600.29
OMAN INTRNL BOND 4.13% 01/17/2023OM4.13001/17/2023250,00095.00237,5000.07
OMAN INTRNL BOND 5.38% 03/08/2027OM5.38003/08/2027200,00094.18188,3590.05
ONCOR ELECTRIC D 3.80% 09/30/2047US3.80009/30/2047945,00095.55902,9610.26
ONTARIO PROVINCE 1.88% 05/21/2020CA1.88005/21/20201,333,00098.251,309,7010.37
ORACLE CORP 2.65% 07/15/2026US2.65007/15/20261,073,00092.22989,5560.28
ORANGE LAKE TIMESHARE TRUST 2.61% 03/08/2029US2.61003/08/2029304,84298.01298,7610.08
PACIFICORP 5.75% 04/01/2037US5.75004/01/20371,422,000120.221,709,4740.49
PANAMA 3.75% 03/16/2025PA3.75003/16/2025200,00098.75197,5000.06
PANAMA 4.50% 04/16/2050PA4.50004/16/2050200,00096.25192,5000.05
PARAGUAY 4.63% 01/25/2023PY4.63001/25/2023200,000101.25202,5000.06
PETROBRAS GLOB 5.30% 01/27/2025NL5.30001/27/2025200,00092.40184,8000.05
PETROBRAS GLOB 7.38% 01/17/2027NL7.38001/17/2027250,00099.88249,6880.07
PETROLEOS DEL PE 4.75% 06/19/2032PE4.75006/19/2032200,00095.70191,4000.05
PETROLEOS DEL PE 5.63% 06/19/2047PE5.63006/19/2047200,00097.25194,5000.06
PETROLEOS MEXICA 4.50% 01/23/2026MX4.50001/23/2026955,00093.82895,9810.25
PETROLEOS MEXICA 4.88% 01/18/2024MX4.88001/18/2024200,00098.72197,4340.06
PETROLEOS MEXICA 5.35% 02/12/2028MX5.35002/12/2028535,00094.68506,5380.14
PETROLEOS MEXICA 5.50% 01/21/2021MX5.50001/21/2021250,000102.95257,3730.07
PETROLEOS MEXICA 6.38% 01/23/2045MX6.38001/23/2045200,00092.10184,2000.05
PMTLT 2013-J1 3.50% 09/25/2043US3.50009/25/20432,174,00998.222,135,2850.61
PNC BANK NA 2.70% 11/01/2022US2.70011/01/20221,130,00096.131,086,2460.31
PORTUGAL (REP) 5.13% 10/15/2024PT5.13010/15/2024432,000103.51447,1430.13
PRICELINE GROUP 3.60% 06/01/2026US3.60006/01/20261,516,00097.311,475,2310.42
PROV OF SANTA FE 7.00% 03/23/2023AR7.00003/23/2023300,00092.46277,3650.08
PRUDENTIAL FIN 5.63% 06/15/2043US5.63006/15/20431,223,000103.131,261,2190.36
QUALCOMM INC 3.45% 05/20/2025US3.45005/20/20251,400,00096.231,347,2680.38
QWEST CORP 6.75% 12/01/2021US6.75012/01/20211,385,000106.411,473,7820.42
REP OF BELARUS 6.88% 02/28/2023BY6.88002/28/2023200,000103.40206,7900.06
REP OF NIGERIA 5.63% 06/27/2022NG5.63006/27/2022200,00098.00196,0000.06
REP OF NIGERIA 6.38% 07/12/2023NG6.38007/12/2023200,00098.70197,3930.06
REP OF NIGERIA 7.63% 11/28/2047NG7.63011/28/2047200,00091.09182,1830.05
REP OF NIGERIA 7.88% 02/16/2032NG7.88002/16/2032200,00098.05196,1000.06
REP OF PAKISTAN 7.88% 03/31/2036PK7.88003/31/2036300,00082.93248,7770.07
REP OF POLAND 4.00% 01/22/2024PL4.00001/22/2024200,000101.51203,0160.06
REP OF SRI LANKA 6.13% 06/03/2025LK6.13006/03/2025375,00093.44350,4130.10
REPUBLIC OF AZER 4.75% 03/18/2024AZ4.75003/18/2024500,00099.06495,2960.14
REPUBLIC OF ECUA 10.50% 03/24/2020EC10.50003/24/2020300,000101.75305,2500.09
RESIDENTIAL ASSET SECURITIES C 5.96% 09/25/2031US5.96009/25/20311,187104.401,2390.00
RESIDENTIAL ASSET SECURITIZATI 6.00% 04/25/2036US6.00004/25/2036185,63777.24143,3880.04
REYNOLDS AMERICA 4.45% 06/12/2025US4.45006/12/20251,114,000100.641,121,1330.32
ROMANIA 4.88% 01/22/2024RO4.88001/22/2024250,000102.81257,0250.07
ROYAL BK CANADA 3.20% 04/30/2021CA3.20004/30/20211,552,00099.961,551,3300.44
SABINE PASS LIQU 5.00% 03/15/2027US5.00003/15/20271,082,000101.621,099,5150.31
SBA TOWER TRUST 2.90% 10/08/2019US2.90010/08/2019334,00099.37331,8830.09
SBSN INDO III 4.35% 09/10/2024ID4.35009/10/2024300,00099.75299,2500.09
SEQUOIA MORTGAGE TRUST 3.52% 05/25/2043US3.52005/25/2043563,61599.41560,3120.16
SEQUOIA MORTGAGE TRUST 3.56% 08/25/2043US3.56008/25/2043574,07598.58565,9310.16
SEQUOIA MORTGAGE TRUST 3.63% 02/25/2043US3.63002/25/2043375,642100.01375,6970.11
SEQUOIA MORTGAGE TRUST 3.63% 02/25/2043US3.63002/25/2043320,37799.38318,3790.09
SEQUOIA MORTGAGE TRUST 4.08% 07/25/2044US4.08007/25/20441,149,922100.601,156,8050.33
SHIRE ACQ INV IE 2.40% 09/23/2021IE2.40009/23/2021426,00095.74407,8370.12
SL GREEN OPERAT 3.25% 10/15/2022US3.25010/15/20221,380,00097.181,341,0360.38
SONIC CAPITAL LLC 4.47% 05/20/2046US4.47005/20/2046297,97999.97297,9020.08
SOUTH AFRICA 4.85% 09/27/2027ZA4.85009/27/2027300,00094.50283,5010.08
SPRINGCASTLE SPV 3.05% 04/25/2029US3.05004/25/2029280,86299.63279,8240.08
STRUCTURED ASSET SECURITIES CO 5.22% 12/25/2034US5.22012/25/203465099.466470.00
STRUCTURED ASSET SECURITIES CO 5.50% 10/25/2035US5.50010/25/2035115,18880.7593,0100.03
SUNTRUST BANKS 4.00% 05/01/2025US4.00005/01/20251,460,000100.481,466,9570.42
SUZANO AUSTRIA 7.00% 03/16/2047AT7.00003/16/2047200,000102.88205,7500.06
TELECOM ITALIA 5.30% 05/30/2024IT5.30005/30/20241,479,00098.631,458,6640.41
THERMO FISHER 3.60% 08/15/2021US3.60008/15/2021966,000100.55971,2720.28
TIME WARNER INC 3.80% 02/15/2027US3.80002/15/20271,303,00094.441,230,5200.35
TOWD POINT MORTGAGE TRUST 4.00% 03/25/2054US4.00003/25/2054700,000101.42709,9480.20
TOYOTA MTR CRED 2.95% 04/13/2021US2.95004/13/20211,550,00099.481,542,0120.44
TRANSNET LTD 4.00% 07/26/2022ZA4.00007/26/2022375,00094.74355,2680.10
TRANSOCEAN PHNX2 7.75% 10/15/2024KY7.75010/15/20242,338107.132,5040.00
TURK EXIMBANK 6.13% 05/03/2024TR6.13005/03/2024300,00092.55277,6500.08
TURKEY REP OF 4.88% 04/16/2043TR4.88004/16/2043350,00074.37260,2990.07
TURKEY REP OF 5.13% 03/25/2022TR5.13003/25/2022400,00096.81387,2260.11
UKRAINE GOVT 7.38% 09/25/2032UA7.38009/25/2032200,00085.68171,3500.05
UKRAINE GOVT 7.75% 09/01/2021UA7.75009/01/2021375,00098.50369,3750.11
UNITED MEXICAN 4.13% 01/21/2026MX4.13001/21/2026200,00099.20198,4000.06
UNITED MEXICAN 4.35% 01/15/2047MX4.35001/15/20471,310,00089.351,170,4850.33
UNITEDHEALTH GRP 2.38% 10/15/2022US2.38010/15/20221,584,00096.151,523,0240.43
URUGUAY 4.98% 04/20/2055UY4.98004/20/20551,206,00097.001,169,8200.33
US TREASURY N/B 2.50% 03/31/2023US2.50003/31/202313,400,00099.0013,266,0003.77
US TREASURY N/B 2.50% 05/31/2020US2.50005/31/20203,000,00099.952,998,5940.85
US TREASURY N/B 2.88% 05/15/2028US2.88005/15/202820,670,000100.2020,711,1795.89
US TREASURY N/B 3.00% 02/15/2048US3.00002/15/204811,710,000100.3411,749,3383.34
VALERO ENERGY 4.35% 06/01/2028US4.35006/01/20281,038,00099.561,033,4070.29
VERIZON COMM INC 4.67% 03/15/2055US4.67003/15/2055550,00088.81488,4750.14
VERIZON COMM INC 5.01% 04/15/2049US5.01004/15/2049886,00097.39862,8320.25
VISA INC 4.15% 12/14/2035US4.15012/14/2035935,000103.62968,8270.28
VOYA CLO 2017-4 LTD. 3.48% 10/15/2030KY3.48010/15/2030600,00099.79598,7670.17
VULCAN MATERIALS 4.50% 04/01/2025US4.50004/01/2025280,000100.49281,3820.08
WASHINGTON MUTUAL MORTGAGE PAS 5.50% 11/25/2035US5.50011/25/2035101,48592.7594,1320.03
WELLS FARGO CO 2.10% 07/26/2021US2.10007/26/2021800,00096.09768,7000.22
WELLS FARGO CO 4.13% 08/15/2023US4.13008/15/2023785,000100.54789,2440.22
WELLS FARGO MORTGAGE BACKED SE 3.60% 06/25/2033US3.60006/25/203397,975101.2599,2020.03
WELLTOWER INC 4.25% 04/01/2026US4.25004/01/2026985,00098.94974,6050.28
WENDYS FUNDING LLC 3.57% 03/15/2048US3.57003/15/20483,308,37597.253,217,4610.92
WILLIAMS COS INC 3.70% 01/15/2023US3.70001/15/20231,863,00096.751,802,4530.51
YPF SOCIEDAD ANO 6.95% 07/21/2027AR6.95007/21/2027350,00085.88300,5630.09
ZIMMER HLDGS 3.15% 04/01/2022US3.15004/01/2022860,00098.17844,2640.24
ZIMMER HLDGS 3.38% 11/30/2021US3.38011/30/2021320,00099.20317,4520.09
Top 10 Holdings as of 6/30/2018
Security Description
% of
Portfolio
1. U.S. TREASURY N/B 2.88% 05/15/286.0
2. U.S. TREASURY N/B 2.50% 03/31/233.9
3. US TREASURY N/B 3.00% 02/15/20483.4
4. FANNIE MAE 3.50% 05/01/20462.6
5. FREDDIE MAC 3.50% 04/01/20451.8
6. FREDDIE MAC 3.00% 04/01/20451.7
7. FREDDIE MAC 6.00% 06/15/20371.7
8. FANNIE MAE 3.50% 09/01/20441.7
9. FANNIE MAE 5.00% 09/01/20401.5
10. FANNIE MAE 2.50% 02/01/20321.2

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.