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

Portfolio Characteristics as of 6/30/2018
Weighted Average Effective Duration10.6 Years
Weighted Average Effective Maturity21.2 Years
Number of Holdings ^355

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/Aaa40.9
AA/Aa12.1
A/A15.2
BBB/Baa14.5
BB/Ba0.0
B/B0.0
< B/B0.1
Cash Equivalents9.2
Not Rated7.9
Sector Allocation as of 6/30/2018(% of Portfolio)
Asset Backed Securities38.7
U.S. Corporate21.8
Non-Agency CMBS11.4
U.S. Agency/MBS/CMBS9.2
Cash Equivalents7.6
Non-Agency MBS6.7
International3.3
Municipal1.3
Full Holdings as of 6/30/2018
Security DescriptionCountryCoupon Rate (%)Maturity DateShares Par
Value
Current
Price ($)
Market
Value ($)
% of
Portfolio
A10 SECURITIZATION 2.77% 03/15/2036US2.77003/15/20365,388,572100.005,388,5640.60
ACE SECURITIES CORP. 2.62% 10/25/2035US2.62010/25/20358,318,027100.098,325,8570.93
ACTIVISION BLIZZ 6.13% 09/15/2023US6.13009/15/20233,100,000103.613,211,9620.36
ALLY AUTO RECEIVABLES TRUST 2.26% 10/15/2020US2.26010/15/20202,500,00099.702,492,4080.28
AMERICAN CREDIT ACCEPTANCE REC 1.84% 07/13/2020US1.84007/13/2020436,53999.96436,3550.05
AMERICAN CREDIT ACCEPTANCE REC 2.00% 07/10/2020US2.00007/10/20205,526,82699.785,514,6330.62
AMERICAN CREDIT ACCEPTANCE REC 2.11% 02/12/2021US2.11002/12/20214,425,80099.884,420,6660.50
AMERICAN CREDIT ACCEPTANCE REC 2.25% 01/11/2021US2.25001/11/20213,830,00099.733,819,7950.43
AMERICAN CREDIT ACCEPTANCE REC 2.46% 04/12/2021US2.46004/12/20217,855,00099.867,843,7120.88
AMERICAN CREDIT ACCEPTANCE REC 5.38% 03/14/2022US5.38003/14/20221,570,000100.881,583,7910.18
AMERICAN CREDIT ACCEPTANCE REC 5.45% 05/12/2022US5.45005/12/20225,200,000100.545,228,0490.59
AMERICREDIT AUTOMOBILE RECEIVA 2.57% 07/08/2020US2.57007/08/20205,970,00099.925,965,4010.67
AMGEN INC 1.90% 05/10/2019US1.90005/10/20192,100,00099.352,086,3240.23
AMGEN INC 2.20% 05/11/2020US2.20005/11/20202,100,00098.422,066,7990.23
AREIT 2018-CRE1 TRUST 2.92% 02/15/2035US2.92002/15/203510,594,000100.0610,600,3741.19
ARES CAPITAL COR 4.88% 11/30/2018US4.88011/30/201810,000,000100.7110,071,4381.13
ASCENTIUM EQUIPMENT RECEIVABLE 1.87% 07/10/2019US1.87007/10/20192,131,01299.802,126,7170.24
ASCENTIUM EQUIPMENT RECEIVABLE 2.00% 05/11/2020US2.00005/11/20203,820,00099.383,796,4680.43
ASCENTIUM EQUIPMENT RECEIVABLE 3.44% 10/12/2021US3.44010/12/20212,294,000100.122,296,8490.26
ATTINC 12/06/18 CP 12/06/2018US -- 12/06/201815,000,00098.8014,820,2001.66
AVERY POINT CLO LTD 3.85% 01/15/2028KY3.85001/15/20285,000,000100.165,007,9900.56
AVIS BUDGET RENTAL CAR FUNDING 1.92% 09/20/2019US1.92009/20/20193,618,00099.903,614,5220.40
AVIS BUDGET RENTAL CAR FUNDING 2.46% 07/20/2020US2.46007/20/20203,685,00099.553,668,5820.41
AVIS BUDGET RENTAL CAR FUNDING 3.29% 02/20/2021US3.29002/20/20218,960,00099.598,923,1641.00
AVIS BUDGET RENTAL CAR FUNDING 3.66% 02/20/2020US3.66002/20/20204,250,000100.204,258,4930.48
BANK ONE CORP 8.53% 03/01/2019US8.53003/01/2019700,000103.63725,3780.08
BB&T CORPORATION 2.15% 02/01/2021US2.15002/01/20217,000,00097.256,807,5070.76
BEAR STEARNS ADJUSTABLE RATE M 3.40% 04/25/2033US3.40004/25/20332,145,076101.462,176,2950.24
BEAR STEARNS ADJUSTABLE RATE M 3.90% 04/25/2034US3.90004/25/2034267,406100.60269,0080.03
BEAR STEARNS ASSET BACKED SECU 2.61% 03/25/2035US2.61003/25/20353,687,39499.353,663,2680.41
BEAR STEARNS ASSET BACKED SECU 5.75% 01/25/2034US5.75001/25/2034198,135100.87199,8490.02
BHMS MORTGAGE TRUST 3.86% 07/05/2033US3.86007/05/20335,000,00099.944,997,1410.56
BKH 07/02/18 CP 07/02/2018US -- 07/02/201815,000,00099.9814,997,2131.68
BLUE VIRGO 3.00% 12/15/2022US3.00012/15/20221,300,98499.991,300,8930.15
BRIT SKY BROADCA 2.63% 09/16/2019GB2.63009/16/20191,405,00099.291,395,0800.16
BROOKHAVEN NY INDL DEV AGY 2.12% 01/01/2025US2.12001/01/20253,150,000100.003,150,0000.35
BSPRT 2017-FL1 ISSUER LTD 2.74% 12/15/2027US2.74012/15/20273,898,00099.943,895,5860.44
BSPRT 2017-FL1 ISSUER LTD 3.02% 12/15/2027US3.02012/15/20273,219,000100.003,218,9890.36
BSPRT 2017-FL1 ISSUER LTD 3.42% 06/15/2027KY3.42006/15/20272,985,000100.092,987,7850.33
CALIFORNIA ST ENTERPRISE DEV A 2.35% 09/01/2041US2.35009/01/20412,010,000100.002,010,0000.23
CALIFORNIA ST INFRASTRUCTURE & 1.66% 12/01/2039US1.66012/01/20391,885,000100.001,885,0000.21
CAPITAL AUTO RECEIVABLES ASSET 3.94% 04/20/2023US3.94004/20/20235,710,000100.325,728,4340.64
CAPITAL AUTO RECEIVABLES ASSET 4.50% 01/22/2024US4.50001/22/20245,250,000101.025,303,6570.59
CAPITAL ONE NA 2.35% 08/17/2018US2.35008/17/20183,997,00099.973,995,7130.45
CARNOW AUTO RECEIVABLES TRUST 2.92% 09/15/2022US2.92009/15/20221,956,22799.531,947,0270.22
CATHIA 10/10/18 CP 10/10/2018US -- 10/10/20186,600,00099.356,556,8330.73
CAZENOVIA CREEK FUNDING LLC 2.00% 12/10/2023US2.00012/10/2023451,87899.50449,6190.05
CCG RECEIVABLES TRUST 1.84% 11/14/2023US1.84011/14/20234,255,75599.174,220,5430.47
CD COMMERCIAL MORTGAGE TRUST 5.65% 10/15/2048US5.65010/15/20483,423,319103.403,539,5410.40
CFC LLC 1.75% 06/15/2021US1.75006/15/2021135,63999.84135,4270.02
CFC LLC 5.93% 08/15/2019US5.93008/15/20193,126,423100.023,126,9780.35
CFC LLC 7.86% 10/15/2020US7.86010/15/20207,720,000100.037,722,1440.87
CHRYSLER CAPITAL AUTO RECEIVAB 3.26% 04/15/2021US3.26004/15/20214,945,000100.234,956,1540.56
CITIBANK NA 2.66% 03/20/2019US2.66003/20/20196,050,000100.166,059,5640.68
CITIGROUP COMMERCIAL MORTGAGE 3.35% 07/15/2027US3.35007/15/20272,530,000100.002,529,9390.28
CITIGROUP INC 2.15% 07/30/2018US2.15007/30/20181,900,00099.981,899,5860.21
CNH EQUIPMENT TRUST 1.93% 11/15/2021US1.93011/15/20211,825,00099.981,824,5600.20
COMM MORTGAGE TRUST 1.45% 06/10/2047US1.45006/10/204744,467,0714.722,099,0280.24
COMM MORTGAGE TRUST 2.97% 08/10/2046US2.97008/10/20462,250,323100.052,251,3360.25
COMMERCIAL MORTGAGE TRUST 3.77% 10/15/2018US3.77010/15/20183,977,35099.943,974,8700.45
COMMONWEALTH REI 5.88% 09/15/2020US5.88009/15/20202,250,000103.272,323,5850.26
COMMUNITY PROGRAM LOAN TRUST 4.50% 04/01/2029US4.50004/01/202953,11999.6852,9480.01
CONN FUNDING II L.P 2.73% 07/15/2020US2.73007/15/20202,795,81699.982,795,3840.31
CONSTELLATION BR 3.88% 11/15/2019US3.88011/15/20191,239,000101.051,251,9540.14
COOPER US INC 3.88% 12/15/2020US3.88012/15/20209,700,000101.309,825,6891.10
CREDIT AGRICOLE 2.75% 06/10/2020FR2.75006/10/20205,000,00098.744,937,1550.55
CREDIT SUISSE MORTGAGE TRUST 3.00% 09/25/2044US3.00009/25/20441,992,909100.041,993,6190.22
CREDIT SUISSE MORTGAGE TRUST 3.00% 10/25/2044US3.00010/25/20445,084,80599.875,077,9540.57
CREDIT SUISSE MORTGAGE TRUST 3.38% 02/25/2042US3.38002/25/2042138,524100.01138,5360.02
CROWN CASTLE TOW 3.22% 05/15/2022US3.22005/15/20222,040,00098.122,001,5460.22
DAIMLER FINANCE 2.38% 08/01/2018US2.38008/01/2018500,00099.97499,8660.06
DBUBS MORTGAGE TRUST 3.40% 07/12/2044US3.40007/12/2044712,288100.97719,2300.08
DELL EQUIPMENT FINANCE TRUST 2.03% 07/22/2021US2.03007/22/20212,775,00099.732,767,5840.31
DELL EQUIPMENT FINANCE TRUST 2.53% 07/22/2021US2.53007/22/20211,425,00099.831,422,5560.16
DELL EQUIPMENT FINANCE TRUST 3.24% 07/22/2022US3.24007/22/20221,800,000100.171,803,0260.20
DIAMOND 1 FIN/DI 3.48% 06/01/2019US3.48006/01/20196,200,000100.256,215,6100.70
DIGNITY HEALTH 2.64% 11/01/2019US2.64011/01/20197,700,00099.817,685,2980.86
DISCOVER BANK 2.60% 11/13/2018US2.60011/13/2018615,00099.94614,6440.07
DOMINION ENERGY 2.58% 07/01/2020US2.58007/01/20203,000,00098.532,956,0020.33
DOMINION RES 1.50% 09/30/2018US1.50009/30/2018825,00099.71822,6010.09
DOV 07/05/18 CP 07/05/2018US -- 07/05/20185,150,00099.965,148,0730.58
DREYFUS-GOV C-INUS -- -- 88,5501.0088,5500.01
DRIVE AUTO RECEIVABLES TRUST 1.85% 04/15/2020US1.85004/15/20203,665,00099.893,660,9580.41
DRIVE AUTO RECEIVABLES TRUST 2.25% 06/15/2021US2.25006/15/20212,900,00099.852,895,6520.32
DRIVE AUTO RECEIVABLES TRUST 2.30% 05/17/2021US2.30005/17/20214,400,00099.744,388,4860.49
DT AUTO OWNER TRUST 1.72% 05/15/2020US1.72005/15/2020524,50599.92524,0640.06
DT AUTO OWNER TRUST 4.25% 02/15/2022US4.25002/15/20228,534,686100.618,586,6080.96
DT AUTO OWNER TRUST 4.47% 11/15/2021US4.47011/15/20216,991,042100.487,024,5040.79
DUKE ENERGY FLA 2.10% 12/15/2019US2.10012/15/20193,750,00099.423,728,3640.42
DUPONT EI NEMOUR 2.20% 05/01/2020US2.20005/01/20202,700,00098.572,661,3470.30
EDWARDS LIFE 2.88% 10/15/2018US2.88010/15/20181,000,000100.031,000,2730.11
ELARA HGV TIMESHARE ISSUER 2.53% 02/25/2027US2.53002/25/2027597,92697.88585,2740.07
ENERGY TRAN PTNR 6.70% 07/01/2018US6.70007/01/20181,200,000100.001,200,0000.13
EXETER AUTOMOBILE RECEIVABLES 2.05% 12/15/2021US2.05012/15/2021782,59199.46778,3500.09
EXETER AUTOMOBILE RECEIVABLES 3.26% 12/16/2019US3.26012/16/2019857,543100.06858,0400.10
EXETER AUTOMOBILE RECEIVABLES 3.85% 05/17/2021US3.85005/17/20212,321,684100.522,333,7940.26
EXETER AUTOMOBILE RECEIVABLES 4.17% 06/15/2020US4.17006/15/20206,318,933100.676,361,4770.71
EXETER AUTOMOBILE RECEIVABLES 5.53% 02/16/2021US5.53002/16/20215,831,289100.645,868,3770.66
FANNIE MAE 1.50% 09/25/2027US1.50009/25/2027245,40595.14233,4680.03
FANNIE MAE 2.46% 09/25/2033US2.46009/25/2033271,540100.37272,5580.03
FANNIE MAE 2.50% 03/25/2026US2.50003/25/20262,197,26299.342,182,7270.24
FANNIE MAE 2.74% 08/01/2037US2.74008/01/2037125,484101.27127,0750.01
FANNIE MAE 2.75% 10/25/2018US2.75010/25/20182,77699.872,7720.00
FANNIE MAE 3.00% 05/25/2022US3.00005/25/20222,511,1104.32108,4890.01
FANNIE MAE 3.00% 12/25/2020US3.00012/25/20205,589,92199.995,589,5630.63
FANNIE MAE 3.27% 10/01/2033US3.27010/01/203348,285104.3850,3980.01
FANNIE MAE 3.28% 04/01/2035US3.28004/01/2035151,504102.57155,4010.02
FANNIE MAE 3.33% 01/01/2035US3.33001/01/2035780,258103.43807,0420.09
FANNIE MAE 3.44% 09/01/2034US3.44009/01/2034108,575102.74111,5540.01
FANNIE MAE 3.44% 10/01/2034US3.44010/01/203438,511105.0040,4380.00
FANNIE MAE 3.48% 02/01/2034US3.48002/01/2034149,395105.32157,3490.02
FANNIE MAE 3.51% 09/01/2035US3.51009/01/2035118,594105.44125,0450.01
FANNIE MAE 3.53% 01/01/2035US3.53001/01/2035144,380104.46150,8150.02
FANNIE MAE 3.60% 01/01/2040US3.60001/01/2040105,614102.47108,2230.01
FANNIE MAE 3.64% 02/01/2037US3.64002/01/203781,145105.0785,2610.01
FANNIE MAE 3.66% 09/01/2037US3.66009/01/2037498,216103.40515,1500.06
FANNIE MAE 3.67% 05/01/2035US3.67005/01/203548,624105.5151,3040.01
FANNIE MAE 3.69% 06/01/2035US3.69006/01/203543,300105.5545,7010.01
FANNIE MAE 3.70% 02/01/2033US3.70002/01/203346,335104.0148,1930.01
FANNIE MAE 3.70% 02/01/2037US3.70002/01/20372,682,166103.422,773,8820.31
FANNIE MAE 3.70% 04/01/2033US3.70004/01/203388,621105.0493,0900.01
FANNIE MAE 3.73% 04/01/2036US3.73004/01/203646,188104.9448,4700.01
FANNIE MAE 3.74% 04/01/2036US3.74004/01/2036924,976105.50975,8360.11
FANNIE MAE 3.83% 04/01/2036US3.83004/01/2036307,939105.82325,8700.04
FANNIE MAE 3.85% 03/01/2035US3.85003/01/203539,170105.0341,1390.00
FANNIE MAE 3.85% 04/01/2035US3.85004/01/2035106,952105.22112,5390.01
FANNIE MAE 3.90% 05/01/2035US3.90005/01/2035318,089103.47329,1280.04
FANNIE MAE 3.91% 04/01/2033US3.91004/01/2033116,295104.67121,7220.01
FANNIE MAE 3.91% 05/01/2034US3.91005/01/203474,366103.4176,9030.01
FANNIE MAE 3.91% 08/01/2036US3.91008/01/203636,726104.1738,2580.00
FANNIE MAE 4.00% 04/01/2023US4.00004/01/2023230,208102.64236,2740.03
FANNIE MAE 4.00% 04/01/2034US4.00004/01/2034843,566104.58882,1790.10
FANNIE MAE 4.00% 05/25/2033US4.00005/25/203359,533101.9660,6990.01
FANNIE MAE 4.00% 07/01/2026US4.00007/01/2026154,310102.74158,5430.02
FANNIE MAE 4.00% 08/01/2026US4.00008/01/2026164,705102.75169,2390.02
FANNIE MAE 4.00% 10/01/2020US4.00010/01/202057,109102.6458,6140.01
FANNIE MAE 4.00% 11/25/2033US4.00011/25/2033190,055101.38192,6770.02
FANNIE MAE 4.25% 03/25/2025US4.25003/25/202528,513100.7028,7110.00
FANNIE MAE 4.25% 05/25/2033US4.25005/25/203367,790102.0169,1540.01
FANNIE MAE 4.50% 05/01/2019US4.50005/01/201994,279100.7394,9680.01
FANNIE MAE 4.50% 07/25/2021US4.50007/25/20211,375,743100.591,383,8990.16
FANNIE MAE 4.50% 12/01/2040US4.50012/01/2040147,713105.13155,2930.02
FANNIE MAE 5.00% 04/01/2024US5.00004/01/202421,751104.0322,6260.00
FANNIE MAE 5.00% 04/01/2041US5.00004/01/2041147,055107.28157,7590.02
FANNIE MAE 5.00% 05/01/2035US5.00005/01/203526,931107.0828,8390.00
FANNIE MAE 5.00% 07/01/2037US5.00007/01/203770,660107.0975,6700.01
FANNIE MAE 5.00% 07/01/2041US5.00007/01/2041271,956107.23291,6230.03
FANNIE MAE 5.00% 09/01/2033US5.00009/01/2033136,185107.11145,8660.02
FANNIE MAE 5.00% 10/01/2040US5.00010/01/204083,421107.2789,4900.01
FANNIE MAE 5.25% 05/25/2039US5.25005/25/2039525,063103.07541,1630.06
FANNIE MAE 5.50% 01/01/2019US5.50001/01/201921,145100.1121,1680.00
FANNIE MAE 5.50% 03/01/2020US5.50003/01/202016100.11160.00
FANNIE MAE 5.50% 04/01/2034US5.50004/01/2034155,333108.79168,9870.02
FANNIE MAE 5.50% 04/01/2038US5.50004/01/20385,323109.125,8090.00
FANNIE MAE 5.50% 04/01/2040US5.50004/01/20409,237110.0010,1610.00
FANNIE MAE 5.50% 05/01/2038US5.50005/01/203837,776103.2839,0150.00
FANNIE MAE 5.50% 06/01/2026US5.50006/01/202667,054107.1771,8650.01
FANNIE MAE 5.50% 12/01/2037US5.50012/01/203740,096107.8643,2480.00
FANNIE MAE 6.00% 01/01/2038US6.00001/01/203882,472112.0392,3930.01
FANNIE MAE 6.00% 01/01/2038US6.00001/01/203885,289110.0793,8820.01
FANNIE MAE 6.00% 08/01/2027US6.00008/01/2027111,903109.29122,2980.01
FANNIE MAE 6.00% 09/01/2019US6.00009/01/201911,809100.8811,9130.00
FANNIE MAE 6.50% 10/01/2021US6.50010/01/2021156,769102.36160,4670.02
FANNIE MAE 7.00% 05/01/2024US7.00005/01/20241,962106.142,0830.00
FANNIE MAE 7.00% 11/01/2018US7.00011/01/2018253100.012530.00
FANNIE MAE 7.45% 08/01/2022US7.45008/01/202249,827101.6850,6640.01
FANNIE MAE 7.50% 06/01/2031US7.50006/01/203150,579102.1551,6660.01
FANNIE MAE 7.50% 07/01/2029US7.50007/01/202925,265113.3928,6470.00
FANNIE MAE 8.25% 04/01/2022US8.25004/01/20224,415100.174,4220.00
FANNIEMAE WHOLE LOAN 6.11% 02/25/2032US6.11002/25/2032142,031115.33163,7980.02
FDIC STRUCTURED SALE GUARANTEE 2.74% 12/03/2020US2.74012/03/202050,12798.5349,3900.01
FHMS 0.27% 09/25/2020US.27009/25/2020116,217,290.23267,5790.03
FHMS KAIV 1.28% 06/25/2021US1.28006/25/2021128,830,3322.823,628,4810.41
FIRST INVESTORS AUTO OWNER TRU 1.53% 11/16/2020US1.53011/16/2020427,99199.82427,2170.05
FLAGSHIP CREDIT AUTO TRUST 2.43% 06/15/2021US2.43006/15/20211,630,00099.391,620,0300.18
FLORIDA GAS TRAN 7.90% 05/15/2019US7.90005/15/2019686,000104.11714,1680.08
FLORIDA ST BRD OF ADMIN FIN CO 2.16% 07/01/2019US2.16007/01/20195,000,00099.384,969,0500.56
FORD MOTOR CO 6.50% 08/01/2018US6.50008/01/2018300,000100.30300,8900.03
FORD MOTOR CRED 5.88% 08/02/2021US5.88008/02/20211,600,000106.011,696,1910.19
FREDDIE MAC 1.25% 08/15/2027US1.25008/15/20273,340,37692.033,074,2850.34
FREDDIE MAC 2.47% 03/15/2034US2.47003/15/2034329,27299.94329,0640.04
FREDDIE MAC 3.00% 06/15/2021US3.00006/15/20211,262,17399.911,261,0030.14
FREDDIE MAC 3.37% 06/01/2035US3.37006/01/2035123,457105.82130,6420.01
FREDDIE MAC 3.42% 11/01/2036US3.42011/01/2036245,128105.47258,5260.03
FREDDIE MAC 3.44% 01/01/2037US3.44001/01/203779,042104.0182,2110.01
FREDDIE MAC 3.48% 11/01/2036US3.48011/01/2036536,344105.38565,2010.06
FREDDIE MAC 3.49% 07/01/2036US3.49007/01/2036191,859105.72202,8400.02
FREDDIE MAC 3.50% 11/01/2034US3.50011/01/2034120,258105.00126,2750.01
FREDDIE MAC 3.54% 07/01/2035US3.54007/01/2035276,347105.42291,3160.03
FREDDIE MAC 3.54% 12/01/2036US3.54012/01/2036463,058104.96486,0250.05
FREDDIE MAC 3.56% 01/01/2036US3.56001/01/2036150,390104.82157,6320.02
FREDDIE MAC 3.60% 11/01/2037US3.60011/01/2037100,230104.59104,8290.01
FREDDIE MAC 3.63% 04/01/2035US3.63004/01/2035206,731105.51218,1120.02
FREDDIE MAC 3.67% 11/01/2036US3.67011/01/2036411,368105.31433,2180.05
FREDDIE MAC 3.68% 08/01/2037US3.68008/01/2037220,875105.62233,2800.03
FREDDIE MAC 3.69% 09/01/2036US3.69009/01/2036374,150105.25393,7740.04
FREDDIE MAC 3.82% 04/01/2037US3.82004/01/2037427,277105.54450,9280.05
FREDDIE MAC 3.82% 08/01/2035US3.82008/01/203553,502105.4356,4060.01
FREDDIE MAC 3.83% 04/01/2035US3.83004/01/2035114,219105.44120,4330.01
FREDDIE MAC 3.87% 04/01/2037US3.87004/01/2037271,540105.22285,7080.03
FREDDIE MAC 3.91% 01/01/2036US3.91001/01/20361,010,668105.711,068,4200.12
FREDDIE MAC 4.00% 06/15/2032US4.00006/15/203222,65699.8522,6210.00
FREDDIE MAC 4.00% 10/01/2019US4.00010/01/201961,197102.5862,7790.01
FREDDIE MAC 4.06% 05/01/2036US4.06005/01/2036162,801105.33171,4770.02
FREDDIE MAC 4.09% 03/01/2034US4.09003/01/203464,103105.5967,6830.01
FREDDIE MAC 4.12% 04/01/2034US4.12004/01/2034502,652105.37529,6510.06
FREDDIE MAC 4.25% 12/15/2019US4.25012/15/201917,203100.2417,2430.00
FREDDIE MAC 4.41% 03/01/2036US4.41003/01/2036298,251107.79321,4760.04
FREDDIE MAC 5.00% 07/01/2035US5.00007/01/203543,428106.6446,3130.01
FREDDIE MAC 5.00% 10/01/2020US5.00010/01/2020169,078101.64171,8560.02
FREDDIE MAC 5.00% 10/01/2020US5.00010/01/2020258,945101.68263,2890.03
FREDDIE MAC 5.50% 06/01/2040US5.50006/01/204013,464109.3114,7180.00
FREDDIE MAC 5.50% 06/01/2040US5.50006/01/204015,093107.1316,1690.00
FREDDIE MAC 6.00% 08/01/2019US6.00008/01/201958,882100.4859,1620.01
FREDDIE MAC 6.50% 04/01/2021US6.50004/01/20214,124100.884,1600.00
FREDDIE MAC 7.00% 05/01/2032US7.00005/01/203266,885110.1773,6890.01
FREDDIE MAC 8.00% 02/01/2023US8.00002/01/20231,762106.811,8820.00
GENERAL MOTORS C 3.16% 08/07/2020US3.16008/07/20206,300,000100.336,320,9980.71
GEORGIA POWER 2.00% 03/30/2020US2.00003/30/20205,000,00098.334,916,6680.55
GLS AUTO RECEIVABLES TRUST 2.67% 04/15/2021US2.67004/15/20213,812,00799.743,802,1850.43
GLS AUTO RECEIVABLES TRUST 2.73% 10/15/2020US2.73010/15/2020701,924100.00701,9170.08
GLS AUTO RECEIVABLES TRUST 2.82% 07/15/2022US2.82007/15/20227,645,75299.427,601,6030.85
GLS AUTO RECEIVABLES TRUST 3.25% 04/18/2022US3.25004/18/20227,800,000100.037,802,1480.87
GLS AUTO RECEIVABLES TRUST 4.39% 01/15/2021US4.39001/15/20213,900,000100.703,927,3000.44
GO FINANCIAL AUTO SECURITIZATI 4.80% 08/17/2020US4.80008/17/202040,312100.1040,3510.00
GOVERNMENT NATIONAL MORTAGE AS 2.33% 07/16/2057US2.33007/16/20576,035,27798.965,972,2520.67
GOVERNMENT NATIONAL MORTAGE AS 2.38% 01/16/2058US2.38001/16/20584,971,56099.104,926,7940.55
GOVERNMENT NATIONAL MORTGAGE A 1.61% 07/16/2039US1.61007/16/2039172,32597.04167,2320.02
GOVERNMENT NATIONAL MORTGAGE A 2.63% 04/20/2034US2.63004/20/2034200,614103.85208,3480.02
GOVERNMENT NATIONAL MORTGAGE A 2.75% 08/20/2034US2.75008/20/2034357,467103.65370,5070.04
GOVERNMENT NATIONAL MORTGAGE A 3.00% 05/20/2040US3.00005/20/204081,246100.3281,5080.01
GOVERNMENT NATIONAL MORTGAGE A 3.00% 11/20/2044US3.00011/20/2044416,573103.49431,1130.05
GOVERNMENT NATIONAL MORTGAGE A 3.00% 12/20/2044US3.00012/20/20441,764,878103.631,828,8630.20
GOVERNMENT NATIONAL MORTGAGE A 3.13% 11/20/2018US3.13011/20/201816099.821600.00
GOVERNMENT NATIONAL MORTGAGE A 3.38% 02/20/2034US3.38002/20/2034465,813103.70483,0400.05
GOVERNMENT NATIONAL MORTGAGE A 3.38% 03/20/2041US3.38003/20/2041693,879102.59711,8440.08
GOVERNMENT NATIONAL MORTGAGE A 4.50% 10/20/2032US4.50010/20/2032112,321102.54115,1690.01
GOVERNMENT NATIONAL MORTGAGE A 6.50% 04/15/2022US6.50004/15/20224,175103.614,3260.00
GOVERNMENT NATIONAL MORTGAGE A 7.00% 04/15/2024US7.00004/15/202413,801100.3813,8540.00
GOVERNMENT NATIONAL MORTGAGE A 8.00% 02/15/2023US8.00002/15/20237,227105.197,6030.00
GOVERNMENT NATIONAL MORTGAGE A 8.00% 11/15/2022US8.00011/15/20228,381105.418,8350.00
GOVERNMENT NATIONAL MORTGAGE A 8.00% 12/15/2023US8.00012/15/202333,468105.4435,2880.00
GRAYSON CLO LTD 2.47% 11/01/2021KY2.47011/01/20219,615,08499.829,598,2481.08
GS MORTAGE SECURITIES TRUST 0.91% 05/10/2022US.91005/10/2022143,822,0001.482,133,1250.24
GS MORTGAGE SECURITIES TRUST 1.33% 10/10/2032US1.33010/10/2032118,906,0004.575,433,3740.61
GS MORTGAGE SECURITIES TRUST 1.44% 05/10/2050US1.44005/10/20503,302,23398.803,262,7330.37
GSR MORTGAGE LOAN TRUST 3.40% 10/25/2033US3.40010/25/20333,830,828102.943,943,4720.44
HAWAII ST 2.20% 01/01/2019US2.20001/01/20191,000,00099.89998,8600.11
HERTZ VEHICLE FINANCING LLC 1.83% 08/25/2019US1.83008/25/20192,003,33399.902,001,4000.22
HERTZ VEHICLE FINANCING LLC 2.02% 09/25/2019US2.02009/25/201910,230,00099.8410,213,2221.14
HERTZ VEHICLE FINANCING LLC 2.32% 03/25/2020US2.32003/25/20207,450,00099.577,417,8830.83
HOSPITALITY MORTGAGE TRUST 3.10% 05/08/2030US3.10005/08/20308,320,000100.008,320,2590.93
HP ENTERPRISE 2.10% 10/04/2019US2.10010/04/20199,300,00098.749,182,9301.03
HUNTINGTON BANCS 7.00% 12/15/2020US7.00012/15/20208,199,000107.888,845,0230.99
INTERCONTINENT 2.50% 10/15/2018US2.50010/15/2018825,000100.00824,9920.09
ITC HOLDINGS COR 5.50% 01/15/2020US5.50001/15/2020700,000102.96720,7260.08
JP MORGAN CHASE COMMERCIAL MOR 2.77% 10/15/2032US2.77010/15/203210,422,000100.0310,425,4961.17
JP MORGAN MORTGAGE TRUST 3.82% 06/25/2036US3.82006/25/2036150,96994.60142,8230.02
JPMBB COMMERCIAL MORTGAGE SECU 2.42% 07/15/2045US2.42007/15/20451,890,67399.901,888,7830.21
JPMORGAN CHASE 1.85% 03/22/2019US1.85003/22/201915,000,00099.3714,905,1061.67
KABBAGE FUNDING LLC 4.57% 03/15/2022US4.57003/15/20223,431,000100.963,463,8640.39
KEYCORP 2.30% 12/13/2018US2.30012/13/20184,730,00099.884,724,3770.53
KRAFT HEINZ FOOD 2.92% 02/10/2021US2.92002/10/20216,800,000100.116,807,8070.76
KRAFT HEINZ FOOD 6.13% 08/23/2018US6.13008/23/20182,075,000100.512,085,5820.23
KRPP 07/02/18 CP 07/02/2018US -- 07/02/20187,750,00099.987,748,6110.87
LEAR CORP 5.38% 03/15/2024US5.38003/15/20243,808,000103.733,949,8830.44
MARTIN MAR MTLS 2.98% 05/22/2020US2.98005/22/20206,875,000100.246,891,7930.77
MASSACHUSETTS ST EDUCTNL FING 3.73% 01/01/2031US3.73001/01/2031417,000100.00417,0000.05
MERRILL LYNCH 6.88% 11/15/2018US6.88011/15/20183,000,000101.553,046,5960.34
MERRILL LYNCH MORTGAGE INVESTO 4.41% 12/25/2032US4.41012/25/203220,776100.1420,8050.00
MERRILL LYNCH MORTGAGE INVESTO 6.75% 11/15/2026US6.75011/15/20261,883,000103.781,954,2060.22
MICRON TECH 04/26/2022US -- 04/26/20221,739,500100.151,742,1090.20
MLCC MORTGAGE INVESTORS INC 4.02% 12/25/2034US4.02012/25/2034149,88499.51149,1460.02
MMAF EQUIPMENT FINANCE LLC 1.98% 06/10/2032US1.98006/10/2032215,58199.91215,3880.02
MOLEX ELECT TECH 2.88% 04/15/2020US2.88004/15/20202,000,00098.991,979,7160.22
MONSANTO CO 1.85% 11/15/2018US1.85011/15/2018800,00099.72797,7880.09
MOODY'S CORP 2.67% 09/04/2018US2.67009/04/20183,000,000100.023,000,7140.34
MORGAN KEEGAN & 2.15% 01/25/2026US2.15001/25/2026171,85999.25170,5720.02
MORGAN STANLEY BAML TRUST 1.41% 02/15/2048US1.41002/15/20482,120,34799.342,106,4460.24
MORGAN STANLEY CAPITAL INC 2.56% 12/25/2035US2.56012/25/20351,178,179100.161,180,0540.13
MOUNTAIN AGENCY 2.37% 12/01/2023US2.37012/01/20237,350,000100.007,350,0000.82
NATL CITY BK IND 4.25% 07/01/2018US4.25007/01/2018300,000100.00300,0000.03
NAVITAS EQUIPMENT RECEIVABLES 2.20% 06/15/2021US2.20006/15/20213,735,62899.673,723,1600.42
NEW CENTURY HOME EQUITY LOAN T 2.49% 10/25/2035US2.49010/25/20353,555,267100.213,562,6940.40
NEW MEXICO ST EDUCTNL ASSISTAN 2.95% 12/01/2028US2.95012/01/202830,000100.0230,0050.00
NEWELL BRANDS I 5.00% 11/15/2023US5.00011/15/20231,000,000102.201,022,0450.11
OCP CLO LTD 3.93% 10/18/2028KY3.93010/18/202810,070,000100.1410,084,3091.13
ONEMAIN DIRECT AUTO RECEIVABLE 2.04% 01/15/2021US2.04001/15/202116,12699.9816,1220.00
ONEMAIN DIRECT AUTO RECEIVABLE 2.76% 05/15/2021US2.76005/15/20214,900,000100.014,900,5680.55
OPTEUM MORTGAGE ACCEPTANCE COR 2.70% 07/25/2035US2.70007/25/203510,695,167100.6010,759,0901.21
ORANGE LAKE TIMESHARE TRUST 2.29% 07/09/2029US2.29007/09/2029640,03797.90626,6230.07
ORANGE LAKE TIMESHARE TRUST 3.45% 03/10/2027US3.45003/10/20271,005,000100.021,005,2170.11
OVERSEAS PRI INV 2.00% 07/20/2022US2.00007/20/20225,000,000100.005,000,0000.56
OVERSEAS PRI INV 2.00% 10/15/2039US2.00010/15/20392,100,000100.002,100,0000.24
OZLM LTD 3.18% 07/30/2027US3.18007/30/20279,000,000100.019,000,5941.01
PHILLIPS 66 3.00% 04/15/2019US3.00004/15/20193,650,000100.043,651,6160.41
PNC BANK NA 1.85% 07/20/2018US1.85007/20/2018390,00099.98389,9100.04
PNC BANK NA 2.20% 01/28/2019US2.20001/28/2019250,00099.74249,3540.03
PRINCIPAL LFE II 1.50% 04/18/2019US1.50004/18/20192,500,00099.032,475,8490.28
PUB SVC NEW HAMP 4.05% 06/01/2021US4.05006/01/20212,700,000101.932,752,1800.31
RAAC SERIES 2.43% 11/25/2036US2.43011/25/20362,571,00099.482,557,7560.29
RAIT TRUST 2017-FL7 A 2.87% 06/15/2037US2.87006/15/20373,752,720100.043,754,3420.42
RAS LAFFAN LNG 3 6.75% 09/30/2019QA6.75009/30/20191,500,000103.751,556,2500.17
RASGAS II 5.30% 09/30/2020QA5.30009/30/2020246,240102.13251,4730.03
RECKITT BEN TSY 2.13% 09/21/2018GB2.13009/21/20184,020,00099.904,016,1770.45
RECKITT BEN TSY 2.85% 06/24/2022GB2.85006/24/20221,540,00099.791,536,7320.17
REGL TRANSPRTN AUTH IL 3.01% 05/29/2020US3.01005/29/20204,200,000100.104,204,3260.47
RESIDENTIAL FUNDING MTG SEC I 3.53% 02/25/2037US3.53002/25/2037724,76986.02623,4410.07
RIB FLOATER TRUST 2.44% 07/01/2022US2.44007/01/20226,900,000100.006,900,0000.77
ROCKWALL CDO 2.77% 08/01/2024KY2.77008/01/202415,322,00099.4915,244,2561.71
SAINT PAUL MN HSG & REDEV AUTH 1.84% 07/01/2018US1.84007/01/20181,095,000100.001,095,0000.12
SANTANDER DRIVE AUTO RECEIVABL 2.74% 01/15/2021US2.74001/15/2021648,704100.00648,6980.07
SANTANDER DRIVE AUTO RECEIVABL 2.97% 03/15/2021US2.97003/15/202112,294,884100.0912,305,3751.38
SANTANDER DRIVE AUTO RECEIVABL 3.02% 04/15/2021US3.02004/15/2021700,000100.14700,9740.08
SANTANDER DRIVE AUTO RECEIVABL 3.49% 09/15/2021US3.49009/15/20216,500,000100.376,524,3720.73
SANTANDER DRIVE AUTO RECEIVABL 3.76% 07/15/2021US3.76007/15/20216,500,000100.246,515,4360.73
SANTANDER DRIVE AUTO RECEIVABL 3.92% 05/17/2021US3.92005/17/20214,300,000100.044,301,7390.48
SBA TOWER TRUST 2.90% 10/08/2019US2.90010/08/2019958,00099.37951,9290.11
SECURITIZEDEQUIP REC TRUST 2.98% 04/11/2024US2.98004/11/20246,010,00099.465,977,6910.67
SEMPRA ENERGY 2.60% 07/15/2019US2.60007/15/20195,300,000100.025,301,1620.59
SERT 2017-1A MTGE 2.76% 12/13/2022US2.76012/13/202212,840,00098.9912,710,1941.42
SIERRA RECEIVABLES FUNDING CO 2.05% 06/20/2031US2.05006/20/20311,903,21499.551,894,7130.21
SIERRA RECEIVABLES FUNDING CO 2.07% 03/20/2030US2.07003/20/2030796,63699.77794,8020.09
SIERRA RECEIVABLES FUNDING CO 2.20% 10/20/2030US2.20010/20/20301,401,31999.871,399,4960.16
SIERRA RECEIVABLES FUNDING CO 2.30% 10/20/2031US2.30010/20/2031988,28299.35981,9080.11
SIERRA RECEIVABLES FUNDING CO 2.40% 03/22/2032US2.40003/22/2032911,54699.21904,3620.10
SL GREEN REALTY 5.00% 08/15/2018US5.00008/15/2018868,000100.15869,2920.10
SMALL BUS ADMIN 6.14% 01/01/2022US6.14001/01/202215,767103.1516,2640.00
SMALL BUSINESS ADMINISTRATION 4.64% 05/01/2023US4.64005/01/202321,660102.7022,2460.00
SOUTHERN ELEC GN 2.20% 12/01/2018US2.20012/01/2018451,00099.76449,9260.05
SPARTANBURG SC WTRWKS REVENUE 1.79% 12/01/2018US1.79012/01/2018280,00099.76279,3250.03
SPECTRA PARTNERS 2.95% 09/25/2018US2.95009/25/20184,441,000100.024,442,0510.50
SUNTRUST BANK 2.25% 04/25/2028US2.25004/25/202896,31299.4795,8010.01
TCI-FLATIRON CLO LTD 3.28% 07/17/2028KY3.28007/17/202813,450,000100.2513,483,3021.51
THARALDSON HOTEL PORTFOLIO TRU 3.03% 11/11/2034US3.03011/11/20348,143,213100.038,145,7020.91
TLF NATIONAL TAX LIEN TRUST 3.09% 12/15/2029US3.09012/15/20294,631,14499.944,628,2060.52
TOWD POINT MORTGAGE TRUST 2.69% 02/25/2057US2.69002/25/20578,921,319100.098,929,5851.00
TOWD POINT MORTGAGE TRUST 2.75% 04/25/2055US2.75004/25/20552,265,42698.882,240,0960.25
TPG REAL ESTATE FINANCE 3.02% 02/15/2035KY3.02002/15/20356,280,00099.756,264,4010.70
TYSON FOODS INC 2.87% 06/02/2020US2.87006/02/20203,200,000100.153,204,9470.36
UBS-CITIGROUP COMMERCIAL MORTG 2.39% 01/10/2045US2.39001/10/204513,066,2695.73748,7100.08
UDRCP 07/02/18 CP 07/02/2018US -- 07/02/201810,000,00099.989,998,1421.12
UNITED AUTO CREDIT SECURITIZAT 1.89% 05/10/2019US1.89005/10/2019299,30399.98299,2440.03
US BANK NA OHIO 3.15% 04/26/2021US3.15004/26/20213,550,000100.223,557,9590.40
VIBR 2013-2A 3.26% 07/24/2024US3.26007/24/20242,334,188100.002,334,2040.26
VULCAN MATERIALS 2.95% 03/01/2021US2.95003/01/20217,500,000100.167,512,2930.84
WALDORF ASTORIA BOCA RATON TRU 3.27% 06/15/2029US3.27006/15/20292,440,000100.032,440,7240.27
WECGRP 07/05/18 CP 07/05/2018US -- 07/05/201810,400,00099.9610,396,1081.16
WELK RESORTS LLC 3.10% 03/15/2029US3.10003/15/20291,877,95999.181,862,5490.21
WELLS FARGO MORTGAGE BACKED SE 3.60% 06/25/2033US3.60006/25/2033150,637101.25152,5220.02
WELLS FARGO MORTGAGE BACKED SE 3.73% 12/25/2033US3.73012/25/2033362,266102.44371,1020.04
WESTGATE RESORTS 2.75% 05/20/2027US2.75005/20/2027858,02799.58854,3920.10
WESTGATE RESORTS 3.50% 12/20/2028US3.50012/20/20283,936,94599.693,924,8140.44
WESTLAKE AUTOMOBILE RECEIVABLE 5.05% 03/15/2022US5.05003/15/20225,715,000100.415,738,7130.64
XLIT LTD 2.30% 12/15/2018KY2.30012/15/20182,600,00099.602,589,5040.29
Top 5 Holdings as of 6/30/2018
Security Description
% of
Portfolio
1. ROCKWALL CDO 277% 08/01/20241.7
2. BKH 07/02/18 CP 07/02/20181.7
3. JPMORGAN CHASE 185% 03/22/20191.7
4. ATTINC 12/06/18 CP 12/06/20181.7
5. TCI-FLATIRON CLO LTD 328% 07/17/20281.5

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.