UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS
OF REGISTERED MANAGEMENT INVESTMENT COMPANY
Investment Company Act file number
811-02538
Touchstone Investment Trust
(Exact name of registrant as specified in charter)
303 Broadway, Suite 1100
Cincinnati, Ohio 45202-4203
(Address of principal executive offices) (Zip code)
Jill T. McGruder
303 Broadway, Suite
1100
Cincinnati, Ohio 45202-4203
(Name and address of agent for service)
Registrant's telephone number, including
area code:
800-638-8194
Date of fiscal year end:
September 30
Date of reporting period:
December 31,
2013
Form N-Q is to be used by management investment
companies, other than small business investment companies registered on Form N-5 (§§ 239.24 and 274.5 of this chapter),
to file reports with the Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to
rule 30b1-5 under the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form
N-Q in its regulatory, disclosure review, inspection, and policymaking roles.
A registrant is required to disclose the
information specified by Form N-Q, and the Commission will make this information public. A registrant is not required to respond
to the collection of information contained in Form N-Q unless the Form displays a currently valid Office of Management and Budget
("OMB") control number. Please direct comments concerning the accuracy of the information collection burden estimate
and any suggestions for reducing the burden to the Secretary, Securities and Exchange Commission, 100 F Street, NE, Washington,
DC 20549. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.
Item 1. Schedule of Investments.
The Schedule(s) of Investments is attached herewith.
Portfolio of Investments
Touchstone Core Bond Fund
– December 31, 2013 (Unaudited)
|
Principal
|
|
|
|
|
|
Market
|
|
|
Amount
|
|
|
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Corporate Bonds— 43.6%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Financials — 11.5%
|
|
|
|
|
$
|
11,000
|
|
|
Aircastle Ltd., 6.250%, 12/1/19
|
|
$
|
11,784
|
|
|
74,000
|
|
|
Ally Financial, Inc., 8.000%, 12/31/18
|
|
|
87,320
|
|
|
151,000
|
|
|
Ally Financial, Inc., 8.000%, 11/1/31
|
|
|
179,690
|
|
|
480,000
|
|
|
American Express Credit Corp. MTN,
|
|
|
|
|
|
|
|
|
2.375%, 3/24/17
|
|
|
493,381
|
|
|
285,000
|
|
|
Bank of America Corp. MTN,
|
|
|
|
|
|
|
|
|
5.000%, 5/13/21
|
|
|
311,440
|
|
|
452,000
|
|
|
Bank of America NA, 5.300%, 3/15/17
|
|
|
498,204
|
|
|
280,000
|
|
|
Boston Properties LP, 4.125%, 5/15/21
|
|
|
286,046
|
|
|
305,000
|
|
|
Brandywine Operating Partnership LP,
|
|
|
|
|
|
|
|
|
5.400%, 11/1/14
|
|
|
316,073
|
|
|
300,000
|
|
|
CIT Group, Inc., 5.000%, 5/15/17
|
|
|
320,250
|
|
|
34,000
|
|
|
CIT Group, Inc., 5.000%, 8/15/22
|
|
|
33,150
|
|
|
500,000
|
|
|
Citigroup, Inc., 3.375%, 3/1/23
|
|
|
475,258
|
|
|
44,000
|
|
|
Credit Acceptance Corp.,
|
|
|
|
|
|
|
|
|
9.125%, 2/1/17
|
|
|
46,200
|
|
|
890,000
|
|
|
Ford Motor Credit Co. LLC,
|
|
|
|
|
|
|
|
|
2.375%, 1/16/18
|
|
|
898,864
|
|
|
900,000
|
|
|
General Electric Capital Corp.,
|
|
|
|
|
|
|
|
|
6.250%, 12/15/49
(A)
|
|
|
929,250
|
|
|
605,000
|
|
|
General Electric Capital Corp. MTN,
|
|
|
|
|
|
|
|
|
4.625%, 1/7/21
|
|
|
659,720
|
|
|
85,000
|
|
|
General Motors Financial Co., Inc.,
|
|
|
|
|
|
|
|
|
144a, 4.250%, 5/15/23
|
|
|
80,856
|
|
|
310,000
|
|
|
Goldman Sachs Group, Inc. (The),
|
|
|
|
|
|
|
|
|
2.375%, 1/22/18
|
|
|
311,178
|
|
|
415,000
|
|
|
Goldman Sachs Group, Inc. (The),
|
|
|
|
|
|
|
|
|
6.125%, 2/15/33
|
|
|
466,808
|
|
|
175,000
|
|
|
Health Care REIT, Inc., 6.125%, 4/15/20
|
|
|
196,960
|
|
|
180,000
|
|
|
HSBC Bank PLC, 144a, 4.125%, 8/12/20
|
|
|
190,456
|
|
|
9,000
|
|
|
International Lease Finance Corp.,
|
|
|
|
|
|
|
|
|
4.625%, 4/15/21
|
|
|
8,595
|
|
|
15,000
|
|
|
International Lease Finance Corp.,
|
|
|
|
|
|
|
|
|
5.875%, 8/15/22
|
|
|
14,962
|
|
|
9,000
|
|
|
International Lease Finance Corp.,
|
|
|
|
|
|
|
|
|
6.250%, 5/15/19
|
|
|
9,742
|
|
|
208,000
|
|
|
JPMorgan Chase & Co.,
|
|
|
|
|
|
|
|
|
4.400%, 7/22/20
|
|
|
223,591
|
|
|
465,000
|
|
|
JPMorgan Chase & Co.,
|
|
|
|
|
|
|
|
|
6.000%, 1/15/18
|
|
|
535,437
|
|
|
125,000
|
|
|
KeyCorp MTN, 5.100%, 3/24/21
|
|
|
136,614
|
|
|
440,000
|
|
|
Morgan Stanley, 3.750%, 2/25/23
|
|
|
428,149
|
|
|
46,000
|
|
|
MPT Operating Partnership LP / MPT
|
|
|
|
|
|
|
|
|
Finance Corp., 6.375%, 2/15/22
|
|
|
47,610
|
|
|
53,000
|
|
|
MPT Operating Partnership LP / MPT
|
|
|
|
|
|
|
|
|
Finance Corp., 6.875%, 5/1/21
|
|
|
56,710
|
|
|
43,000
|
|
|
Omega Healthcare Investors, Inc.,
|
|
|
|
|
|
|
|
|
6.750%, 10/15/22
|
|
|
46,709
|
|
|
82,000
|
|
|
PHH Corp., 6.375%, 8/15/21
|
|
|
82,000
|
|
|
143,000
|
|
|
PHH Corp., 7.375%, 9/1/19
|
|
|
152,652
|
|
|
500,000
|
|
|
PNC Bank NA, 2.700%, 11/1/22
|
|
|
453,234
|
|
|
192,000
|
|
|
Protective Life Corp., 7.375%, 10/15/19
|
|
|
234,161
|
|
|
170,000
|
|
|
Santander Holdings USA, Inc.,
|
|
|
|
|
|
|
|
|
4.625%, 4/19/16
|
|
|
181,280
|
|
|
915,000
|
|
|
Simon Property Group LP,
|
|
|
|
|
|
|
|
|
4.125%, 12/1/21
|
|
|
946,565
|
|
|
57,000
|
|
|
SLM Corp. MTN, 5.500%, 1/15/19
|
|
|
59,152
|
|
|
75,000
|
|
|
SLM Corp. MTN, 6.250%, 1/25/16
|
|
|
81,000
|
|
|
32,000
|
|
|
SLM Corp. MTN, 8.450%, 6/15/18
|
|
|
37,280
|
|
|
133,000
|
|
|
SunTrust Bank, 7.250%, 3/15/18
|
|
|
156,486
|
|
|
465,000
|
|
|
Teachers Insurance & Annuity
|
|
|
|
|
|
|
|
|
Association of America, 144a,
|
|
|
|
|
|
|
|
|
6.850%, 12/16/39
|
|
|
573,991
|
|
|
290,000
|
|
|
WCI Finance LLC / WEA Finance LLC,
|
|
|
|
|
|
|
|
|
144a, 5.700%, 10/1/16
|
|
|
323,748
|
|
|
|
|
|
|
|
|
11,582,556
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Energy — 8.3%
|
|
|
|
|
|
35,000
|
|
|
Atlas Pipeline Partners LP / Atlas
|
|
|
|
|
|
|
|
|
Pipeline Finance Corp.,
|
|
|
|
|
|
|
|
|
6.625%, 10/1/20
|
|
|
36,575
|
|
|
13,000
|
|
|
Atlas Pipeline Partners LP / Atlas
|
|
|
|
|
|
|
|
|
Pipeline Finance Corp., 144a,
|
|
|
|
|
|
|
|
|
5.875%, 8/1/23
|
|
|
12,382
|
|
|
67,000
|
|
|
Basic Energy Services, Inc.,
|
|
|
|
|
|
|
|
|
7.750%, 2/15/19
|
|
|
70,015
|
|
|
7,000
|
|
|
Basic Energy Services, Inc.,
|
|
|
|
|
|
|
|
|
7.750%, 10/15/22
|
|
|
7,228
|
|
|
52,000
|
|
|
Bill Barrett Corp., 7.000%, 10/15/22
|
|
|
53,950
|
|
|
18,000
|
|
|
Bill Barrett Corp., 7.625%, 10/1/19
|
|
|
19,350
|
|
|
8,000
|
|
|
Calfrac Holdings LP, 144a,
|
|
|
|
|
|
|
|
|
7.500%, 12/1/20
|
|
|
8,160
|
|
|
505,000
|
|
|
Canadian Natural Resources Ltd.,
|
|
|
|
|
|
|
|
|
6.250%, 3/15/38
|
|
|
565,868
|
|
|
16,000
|
|
|
Carrizo Oil & Gas, Inc., 7.500%, 9/15/20
|
|
|
17,520
|
|
|
33,000
|
|
|
Carrizo Oil & Gas, Inc.,
|
|
|
|
|
|
|
|
|
8.625%, 10/15/18
|
|
|
35,722
|
|
|
46,000
|
|
|
Chesapeake Energy Corp.,
|
|
|
|
|
|
|
|
|
6.625%, 8/15/20
|
|
|
51,405
|
|
|
7,000
|
|
|
Chesapeake Energy Corp.,
|
|
|
|
|
|
|
|
|
6.875%, 11/15/20
|
|
|
7,910
|
|
|
20,000
|
|
|
Chesapeake Energy Corp.,
|
|
|
|
|
|
|
|
|
7.250%, 12/15/18
|
|
|
23,100
|
|
|
29,000
|
|
|
Cloud Peak Energy Resources LLC /
|
|
|
|
|
|
|
|
|
Cloud Peak Energy Finance Corp.,
|
|
|
|
|
|
|
|
|
8.500%, 12/15/19
|
|
|
31,465
|
|
|
890,000
|
|
|
CNOOC Finance 2012 Ltd., 144a,
|
|
|
|
|
|
|
|
|
3.875%, 5/2/22
|
|
|
857,317
|
|
|
10,000
|
|
|
CONSOL Energy, Inc., 8.000%, 4/1/17
|
|
|
10,538
|
|
|
10,000
|
|
|
CONSOL Energy, Inc., 8.250%, 4/1/20
|
|
|
10,825
|
|
|
91,000
|
|
|
Crestwood Midstream Partners LP /
|
|
|
|
|
|
|
|
|
Crestwood Midstream Finance
|
|
|
|
|
|
|
|
|
Corp., 144a, 6.125%, 3/1/22
|
|
|
93,275
|
|
|
735,000
|
|
|
DCP Midstream LLC, 144a,
|
|
|
|
|
|
|
|
|
5.350%, 3/15/20
|
|
|
768,190
|
|
|
57,000
|
|
|
Drill Rigs Holdings, Inc., 144a,
|
|
|
|
|
|
|
|
|
6.500%, 10/1/17
|
|
|
61,560
|
|
|
225,000
|
|
|
El Paso Natural Gas Co. LLC,
|
|
|
|
|
|
|
|
|
5.950%, 4/15/17
|
|
|
250,169
|
|
Touchstone Core Bond Fund
(Unaudited) (Continued)
Principal
|
|
|
|
|
Market
|
|
Amount
|
|
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Corporate Bonds — 43.6% (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Energy — (Continued)
|
|
|
|
|
$
|
229,000
|
|
|
Enbridge Energy Partners LP,
|
|
|
|
|
|
|
|
|
9.875%, 3/1/19
|
|
$
|
296,299
|
|
|
250,000
|
|
|
Enterprise Products Operating LLC,
|
|
|
|
|
|
|
|
|
3.200%, 2/1/16
|
|
|
260,783
|
|
|
32,000
|
|
|
Enterprise Products Operating LLC,
|
|
|
|
|
|
|
|
|
7.000%, 6/1/67
(A)
|
|
|
32,760
|
|
|
111,000
|
|
|
Expro Finance Luxembourg SCA, 144a,
|
|
|
|
|
|
|
|
|
8.500%, 12/15/16
|
|
|
115,718
|
|
|
102,000
|
|
|
Exterran Partners LP / EXLP Finance
|
|
|
|
|
|
|
|
|
Corp., 144a, 6.000%, 4/1/21
|
|
|
101,235
|
|
|
40,000
|
|
|
Forest Oil Corp., 7.250%, 6/15/19
|
|
|
38,950
|
|
|
83,000
|
|
|
Genesis Energy LP / Genesis Energy
|
|
|
|
|
|
|
|
|
Finance Corp., 5.750%, 2/15/21
|
|
|
83,934
|
|
|
5,000
|
|
|
Genesis Energy LP / Genesis Energy
|
|
|
|
|
|
|
|
|
Finance Corp., 7.875%, 12/15/18
|
|
|
5,388
|
|
|
34,000
|
|
|
Gibson Energy, Inc. (Canada), 144a,
|
|
|
|
|
|
|
|
|
6.750%, 7/15/21
|
|
|
35,955
|
|
|
33,000
|
|
|
Hilcorp Energy I LP / Hilcorp Finance
|
|
|
|
|
|
|
|
|
Co., 144a, 7.625%, 4/15/21
|
|
|
35,805
|
|
|
118,000
|
|
|
Hilcorp Energy I LP / Hilcorp Finance
|
|
|
|
|
|
|
|
|
Co., 144a, 8.000%, 2/15/20
|
|
|
127,735
|
|
|
43,000
|
|
|
Hornbeck Offshore Services, Inc.,
|
|
|
|
|
|
|
|
|
5.000%, 3/1/21
|
|
|
42,140
|
|
|
54,000
|
|
|
Key Energy Services, Inc.,
|
|
|
|
|
|
|
|
|
6.750%, 3/1/21
|
|
|
55,350
|
|
|
112,000
|
|
|
Linn Energy LLC / Linn Energy Finance
|
|
|
|
|
|
|
|
|
Corp., 8.625%, 4/15/20
|
|
|
120,960
|
|
|
18,000
|
|
|
MEG Energy Corp., 144a,
|
|
|
|
|
|
|
|
|
6.375%, 1/30/23
|
|
|
18,112
|
|
|
160,000
|
|
|
MEG Energy Corp., 144a,
|
|
|
|
|
|
|
|
|
6.500%, 3/15/21
|
|
|
168,400
|
|
|
65,000
|
|
|
Midcontinent Express Pipeline LLC,
|
|
|
|
|
|
|
|
|
144a, 6.700%, 9/15/19
|
|
|
63,386
|
|
|
215,000
|
|
|
Nabors Industries, Inc.,
|
|
|
|
|
|
|
|
|
5.000%, 9/15/20
|
|
|
223,721
|
|
|
76,000
|
|
|
Newfield Exploration Co.,
|
|
|
|
|
|
|
|
|
6.875%, 2/1/20
|
|
|
81,415
|
|
|
64,000
|
|
|
Oasis Petroleum, Inc., 144a,
|
|
|
|
|
|
|
|
|
6.875%, 3/15/22
|
|
|
67,840
|
|
|
96,000
|
|
|
Pacific Drilling SA, 144a,
|
|
|
|
|
|
|
|
|
5.375%, 6/1/20
|
|
|
96,480
|
|
|
55,000
|
|
|
Pacific Drilling V Ltd., 144a,
|
|
|
|
|
|
|
|
|
7.250%, 12/1/17
|
|
|
59,400
|
|
|
130,000
|
|
|
Peabody Energy Corp.,
|
|
|
|
|
|
|
|
|
6.000%, 11/15/18
|
|
|
138,450
|
|
|
500,000
|
|
|
Petrobras International Finance Co. -
|
|
|
|
|
|
|
|
|
Pifco, 5.375%, 1/27/21
|
|
|
496,194
|
|
|
430,000
|
|
|
Phillips 66, 4.300%, 4/1/22
|
|
|
436,973
|
|
|
61,000
|
|
|
Pioneer Energy Services Corp.,
|
|
|
|
|
|
|
|
|
9.875%, 3/15/18
|
|
|
64,660
|
|
|
210,000
|
|
|
Plains All American Pipeline LP / PAA
|
|
|
|
|
|
|
|
|
Finance Corp., 6.650%, 1/15/37
|
|
|
245,439
|
|
|
111,000
|
|
|
Plains Exploration & Production Co.,
|
|
|
|
|
|
|
|
|
6.750%, 2/1/22
|
|
|
122,269
|
|
|
820,000
|
|
|
Plains Exploration & Production Co.,
|
|
|
|
|
|
|
|
|
6.875%, 2/15/23
|
|
|
914,300
|
|
|
37,000
|
|
|
QEP Resources, Inc., 6.800%, 3/1/20
|
|
|
38,781
|
|
|
20,000
|
|
|
Regency Energy Partners LP /
|
|
|
|
|
|
|
|
|
Regency Energy Finance Corp.,
|
|
|
|
|
|
|
|
|
6.875%, 12/1/18
|
|
|
21,450
|
|
|
17,000
|
|
|
Rockies Express Pipeline LLC, 144a,
|
|
|
|
|
|
|
|
|
6.000%, 1/15/19
|
|
|
15,725
|
|
|
78,000
|
|
|
Sabine Pass Liquefaction LLC, 144a,
|
|
|
|
|
|
|
|
|
5.625%, 2/1/21
|
|
|
76,245
|
|
|
8,000
|
|
|
SandRidge Energy, Inc.,
|
|
|
|
|
|
|
|
|
7.500%, 2/15/23
|
|
|
8,120
|
|
|
240,000
|
|
|
SandRidge Energy, Inc.,
|
|
|
|
|
|
|
|
|
8.750%, 1/15/20
|
|
|
258,600
|
|
|
39,000
|
|
|
SemGroup LP, 144a, 7.500%, 6/15/21
|
|
|
41,242
|
|
|
47,000
|
|
|
SESI LLC, 7.125%, 12/15/21
|
|
|
52,405
|
|
|
79,000
|
|
|
Tengizchevoil Finance Co. SARL, 144a,
|
|
|
|
|
|
|
|
|
6.124%, 11/15/14
|
|
|
80,348
|
|
|
29,000
|
|
|
Tesoro Logistics LP / Tesoro Logistics
|
|
|
|
|
|
|
|
|
Finance Corp., 144a,
|
|
|
|
|
|
|
|
|
5.875%, 10/1/20
|
|
|
29,652
|
|
|
71,000
|
|
|
Whiting Petroleum Corp.,
|
|
|
|
|
|
|
|
|
5.000%, 3/15/19
|
|
|
72,598
|
|
|
72,000
|
|
|
Whiting Petroleum Corp.,
|
|
|
|
|
|
|
|
|
5.750%, 3/15/21
|
|
|
74,520
|
|
|
|
|
|
|
|
|
8,312,261
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary — 6.2%
|
|
|
|
|
|
20,000
|
|
|
Albea Beauty Holdings SA, 144a,
|
|
|
|
|
|
|
|
|
8.375%, 11/1/19
|
|
|
20,800
|
|
|
57,000
|
|
|
AMC Networks, Inc., 7.750%, 7/15/21
|
|
|
64,125
|
|
|
46,000
|
|
|
American Airlines 2013-2 Class B Pass
|
|
|
|
|
|
|
|
|
Through Trust, 144a,
|
|
|
|
|
|
|
|
|
5.600%, 7/15/20
|
|
|
46,460
|
|
|
42,000
|
|
|
American Axle & Manufacturing, Inc.,
|
|
|
|
|
|
|
|
|
6.250%, 3/15/21
|
|
|
44,625
|
|
|
295,000
|
|
|
Anheuser-Busch InBev Worldwide,
|
|
|
|
|
|
|
|
|
Inc., 8.200%, 1/15/39
|
|
|
431,455
|
|
|
28,000
|
|
|
AutoNation, Inc., 5.500%, 2/1/20
|
|
|
30,065
|
|
|
275,000
|
|
|
Caterpillar Financial Services Corp.
|
|
|
|
|
|
|
|
|
MTN, 5.450%, 4/15/18
|
|
|
312,587
|
|
|
88,000
|
|
|
CCO Holdings LLC / CCO Holdings
|
|
|
|
|
|
|
|
|
Capital Corp., 5.250%, 9/30/22
|
|
|
82,170
|
|
|
3,000
|
|
|
CCO Holdings LLC / CCO Holdings
|
|
|
|
|
|
|
|
|
Capital Corp., 5.750%, 1/15/24
|
|
|
2,835
|
|
|
4,000
|
|
|
CCO Holdings LLC / CCO Holdings
|
|
|
|
|
|
|
|
|
Capital Corp., 6.500%, 4/30/21
|
|
|
4,110
|
|
|
25,000
|
|
|
CCO Holdings LLC / CCO Holdings
|
|
|
|
|
|
|
|
|
Capital Corp., 6.625%, 1/31/22
|
|
|
25,750
|
|
|
37,000
|
|
|
CCO Holdings LLC / CCO Holdings
|
|
|
|
|
|
|
|
|
Capital Corp., 7.000%, 1/15/19
|
|
|
38,989
|
|
|
85,000
|
|
|
Cequel Communications Holdings I
|
|
|
|
|
|
|
|
|
LLC / Cequel Capital Corp., 144a,
|
|
|
|
|
|
|
|
|
6.375%, 9/15/20
|
|
|
87,125
|
|
Touchstone Core Bond Fund
(Unaudited) (Continued)
Principal
|
|
|
|
|
Market
|
|
Amount
|
|
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Corporate Bonds — 43.6% (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary — (Continued)
|
|
|
|
|
$
|
27,000
|
|
|
Clear Channel Worldwide Holdings,
|
|
|
|
|
|
|
|
|
Inc., 6.500%, 11/15/22
|
|
$
|
27,574
|
|
|
66,000
|
|
|
Cogeco Cable, Inc. (Canada), 144a,
|
|
|
|
|
|
|
|
|
4.875%, 5/1/20
|
|
|
63,690
|
|
|
200,000
|
|
|
Comcast Corp., 4.650%, 7/15/42
|
|
|
186,121
|
|
|
114,000
|
|
|
Delphi Corp., 5.000%, 2/15/23
|
|
|
117,278
|
|
|
220,000
|
|
|
DIRECTV Holdings LLC / DIRECTV
|
|
|
|
|
|
|
|
|
Financing Co., Inc., 2.400%, 3/15/17
|
|
|
223,974
|
|
|
33,000
|
|
|
DISH DBS Corp., 4.250%, 4/1/18
|
|
|
33,660
|
|
|
73,000
|
|
|
DISH DBS Corp., 5.875%, 7/15/22
|
|
|
73,000
|
|
|
20,000
|
|
|
DISH DBS Corp., 7.875%, 9/1/19
|
|
|
22,900
|
|
|
39,000
|
|
|
Goodyear Tire & Rubber Co. (The),
|
|
|
|
|
|
|
|
|
6.500%, 3/1/21
|
|
|
41,340
|
|
|
52,000
|
|
|
Goodyear Tire & Rubber Co. (The),
|
|
|
|
|
|
|
|
|
8.750%, 8/15/20
|
|
|
60,840
|
|
|
220,000
|
|
|
Home Depot, Inc. (The),
|
|
|
|
|
|
|
|
|
5.950%, 4/1/41
|
|
|
255,437
|
|
|
56,000
|
|
|
Ingles Markets, Inc., 5.750%, 6/15/23
|
|
|
54,880
|
|
|
70,000
|
|
|
International Game Technology,
|
|
|
|
|
|
|
|
|
5.500%, 6/15/20
|
|
|
74,540
|
|
|
30,000
|
|
|
Jarden Corp., 6.125%, 11/15/22
|
|
|
32,100
|
|
|
42,000
|
|
|
KB Home, 7.000%, 12/15/21
|
|
|
43,785
|
|
|
12,000
|
|
|
Libbey Glass, Inc., 6.875%, 5/15/20
|
|
|
12,960
|
|
|
121,000
|
|
|
LKQ Corp., 144a, 4.750%, 5/15/23
|
|
|
112,530
|
|
|
60,000
|
|
|
Ltd. Brands, Inc., 5.625%, 2/15/22
|
|
|
61,350
|
|
|
40,000
|
|
|
Ltd. Brands, Inc., 6.950%, 3/1/33
|
|
|
39,400
|
|
|
66,000
|
|
|
Meritage Homes Corp.,
|
|
|
|
|
|
|
|
|
7.150%, 4/15/20
|
|
|
71,280
|
|
|
38,000
|
|
|
Meritage Homes Corp., 144a,
|
|
|
|
|
|
|
|
|
7.150%, 4/15/20
|
|
|
41,040
|
|
|
329,000
|
|
|
MGM Resorts International,
|
|
|
|
|
|
|
|
|
5.250%, 3/31/20
|
|
|
326,532
|
|
|
170,000
|
|
|
Mondelez International, Inc.,
|
|
|
|
|
|
|
|
|
4.125%, 2/9/16
|
|
|
180,227
|
|
|
210,000
|
|
|
News America, Inc., 6.900%, 3/1/19
|
|
|
251,923
|
|
|
3,000
|
|
|
Penske Automotive Group, Inc.,
|
|
|
|
|
|
|
|
|
5.750%, 10/1/22
|
|
|
3,068
|
|
|
187,000
|
|
|
Quebecor Media, Inc. (Canada),
|
|
|
|
|
|
|
|
|
5.750%, 1/15/23
|
|
|
180,922
|
|
|
75,000
|
|
|
QVC, Inc., 5.125%, 7/2/22
|
|
|
74,183
|
|
|
30,000
|
|
|
Reynolds Group Issuer, Inc. / Reynolds
|
|
|
|
|
|
|
|
|
Group Issuer LLC / Reynolds Group
|
|
|
|
|
|
|
|
|
Issuer Lu, 8.250%, 2/15/21
|
|
|
32,025
|
|
|
20,000
|
|
|
Royal Caribbean Cruises Ltd.,
|
|
|
|
|
|
|
|
|
5.250%, 11/15/22
|
|
|
20,000
|
|
|
69,000
|
|
|
RSI Home Products, Inc., 144a,
|
|
|
|
|
|
|
|
|
6.875%, 3/1/18
|
|
|
72,278
|
|
|
172,000
|
|
|
Sabre, Inc., 144a, 8.500%, 5/15/19
|
|
|
190,920
|
|
|
80,000
|
|
|
Service Corp. International/US,
|
|
|
|
|
|
|
|
|
8.000%, 11/15/21
|
|
|
91,800
|
|
|
6,000
|
|
|
Sinclair Television Group, Inc.,
|
|
|
|
|
|
|
|
|
5.375%, 4/1/21
|
|
|
5,910
|
|
|
108,000
|
|
|
Sinclair Television Group, Inc.,
|
|
|
|
|
|
|
|
|
6.125%, 10/1/22
|
|
|
109,080
|
|
|
46,000
|
|
|
Sirius XM Radio, Inc., 144a,
|
|
|
|
|
|
|
|
|
4.250%, 5/15/20
|
|
|
43,470
|
|
|
72,000
|
|
|
Sirius XM Radio, Inc., 144a,
|
|
|
|
|
|
|
|
|
5.250%, 8/15/22
|
|
|
72,720
|
|
|
24,000
|
|
|
Sirius XM Radio, Inc., 144a,
|
|
|
|
|
|
|
|
|
5.875%, 10/1/20
|
|
|
24,480
|
|
|
71,000
|
|
|
Stackpole International Intermediate /
|
|
|
|
|
|
|
|
|
Stackpole International Powder /
|
|
|
|
|
|
|
|
|
Stackpl, 144a, 7.750%, 10/15/21
|
|
|
73,840
|
|
|
200,000
|
|
|
Stewart Enterprises, Inc.,
|
|
|
|
|
|
|
|
|
6.500%, 4/15/19
|
|
|
212,000
|
|
|
72,000
|
|
|
StoneMor Partners LP / Cornerstone
|
|
|
|
|
|
|
|
|
Family Services of WV, 144a,
|
|
|
|
|
|
|
|
|
7.875%, 6/1/21
|
|
|
74,880
|
|
|
18,000
|
|
|
Suburban Propane Partners LP /
|
|
|
|
|
|
|
|
|
Suburban Energy Finance Corp.,
|
|
|
|
|
|
|
|
|
7.500%, 10/1/18
|
|
|
19,305
|
|
|
13,000
|
|
|
Taylor Morrison Communities, Inc. /
|
|
|
|
|
|
|
|
|
Monarch Communities Inc., 144a,
|
|
|
|
|
|
|
|
|
7.750%, 4/15/20
|
|
|
14,300
|
|
|
12,000
|
|
|
Tenneco, Inc., 6.875%, 12/15/20
|
|
|
13,110
|
|
|
22,000
|
|
|
Tenneco, Inc., 7.750%, 8/15/18
|
|
|
23,540
|
|
|
440,000
|
|
|
Time Warner Cable, Inc.,
|
|
|
|
|
|
|
|
|
4.125%, 2/15/21
|
|
|
417,016
|
|
|
6,000
|
|
|
Tomkins LLC / Tomkins, Inc.,
|
|
|
|
|
|
|
|
|
9.000%, 10/1/18
|
|
|
6,570
|
|
|
35,000
|
|
|
TRW Automotive, Inc., 144a,
|
|
|
|
|
|
|
|
|
4.500%, 3/1/21
|
|
|
35,350
|
|
|
330,000
|
|
|
Viacom, Inc., 6.250%, 4/30/16
|
|
|
367,974
|
|
|
9,000
|
|
|
Virgin Media Secured Finance PLC
|
|
|
|
|
|
|
|
|
(United Kingdom), 144a,
|
|
|
|
|
|
|
|
|
5.375%, 4/15/21
|
|
|
9,000
|
|
|
32,000
|
|
|
Visteon Corp., 6.750%, 4/15/19
|
|
|
34,000
|
|
|
505,000
|
|
|
Walt Disney Co. (The) MTN,
|
|
|
|
|
|
|
|
|
3.700%, 12/1/42
|
|
|
421,744
|
|
|
|
|
|
|
|
|
6,242,942
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Telecommunication Services — 3.2%
|
|
|
|
|
|
120,000
|
|
|
America Movil SAB DE CV,
|
|
|
|
|
|
|
|
|
2.375%, 9/8/16
|
|
|
123,500
|
|
|
335,000
|
|
|
AT&T, Inc., 5.500%, 2/1/18
|
|
|
377,103
|
|
|
325,000
|
|
|
CenturyLink, Inc., 5.150%, 6/15/17
|
|
|
348,562
|
|
|
30,000
|
|
|
CenturyLink, Inc., 5.800%, 3/15/22
|
|
|
29,625
|
|
|
52,000
|
|
|
CenturyLink, Inc., 6.450%, 6/15/21
|
|
|
54,080
|
|
|
46,000
|
|
|
Cincinnati Bell, Inc., 8.375%, 10/15/20
|
|
|
49,795
|
|
|
39,000
|
|
|
Crown Castle International Corp.,
|
|
|
|
|
|
|
|
|
5.250%, 1/15/23
|
|
|
38,220
|
|
|
10,000
|
|
|
Frontier Communications Corp.,
|
|
|
|
|
|
|
|
|
8.125%, 10/1/18
|
|
|
11,425
|
|
|
57,000
|
|
|
Frontier Communications Corp.,
|
|
|
|
|
|
|
|
|
8.500%, 4/15/20
|
|
|
63,840
|
|
|
60,000
|
|
|
GCI, Inc., 8.625%, 11/15/19
|
|
|
63,750
|
|
|
178,000
|
|
|
Intelsat Jackson Holdings SA,
|
|
|
|
|
|
|
|
|
7.250%, 10/15/20
|
|
|
194,688
|
|
|
28,000
|
|
|
MetroPCS Wireless, Inc., 144a,
|
|
|
|
|
|
|
|
|
6.250%, 4/1/21
|
|
|
29,050
|
|
|
23,000
|
|
|
Softbank Corp., 144a, 4.500%, 4/15/20
|
|
|
22,425
|
|
Touchstone Core Bond Fund
(Unaudited) (Continued)
Principal
|
|
|
|
|
Market
|
|
Amount
|
|
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Corporate Bonds — 43.6% (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Telecommunication Services — (Continued)
|
|
|
|
|
$
|
12,000
|
|
|
Sprint Capital Corp., 6.875%, 11/15/28
|
|
$
|
11,310
|
|
|
54,000
|
|
|
Sprint Capital Corp., 6.900%, 5/1/19
|
|
|
58,995
|
|
|
25,000
|
|
|
Sprint Capital Corp., 8.750%, 3/15/32
|
|
|
26,812
|
|
|
15,000
|
|
|
Sprint Nextel Corp., 6.000%, 11/15/22
|
|
|
14,625
|
|
|
62,000
|
|
|
Sprint Nextel Corp., 8.375%, 8/15/17
|
|
|
71,765
|
|
|
130,000
|
|
|
Sprint Nextel Corp., 144a,
|
|
|
|
|
|
|
|
|
7.000%, 3/1/20
|
|
|
144,950
|
|
|
56,000
|
|
|
Sprint Nextel Corp., 144a,
|
|
|
|
|
|
|
|
|
9.000%, 11/15/18
|
|
|
67,480
|
|
|
52,000
|
|
|
Telecom Italia Capital SA,
|
|
|
|
|
|
|
|
|
6.999%, 6/4/18
|
|
|
57,590
|
|
|
194,000
|
|
|
Telefonica Emisiones SAU,
|
|
|
|
|
|
|
|
|
6.421%, 6/20/16
|
|
|
216,184
|
|
|
22,000
|
|
|
T-Mobile USA, Inc., 6.125%, 1/15/22
|
|
|
22,385
|
|
|
5,000
|
|
|
T-Mobile USA, Inc., 6.464%, 4/28/19
|
|
|
5,312
|
|
|
111,000
|
|
|
T-Mobile USA, Inc., 6.542%, 4/28/20
|
|
|
117,938
|
|
|
12,000
|
|
|
T-Mobile USA, Inc., 6.836%, 4/28/23
|
|
|
12,450
|
|
|
6,000
|
|
|
T-Mobile USA, Inc., 144a,
|
|
|
|
|
|
|
|
|
5.250%, 9/1/18
|
|
|
6,315
|
|
|
247,000
|
|
|
UPCB Finance V Ltd., 144a,
|
|
|
|
|
|
|
|
|
7.250%, 11/15/21
|
|
|
267,995
|
|
|
10,000
|
|
|
UPCB Finance VI Ltd., 144a,
|
|
|
|
|
|
|
|
|
6.875%, 1/15/22
|
|
|
10,625
|
|
|
275,000
|
|
|
Verizon Communications, Inc.,
|
|
|
|
|
|
|
|
|
6.250%, 4/1/37
|
|
|
304,745
|
|
|
10,000
|
|
|
Videotron Ltd., 5.000%, 7/15/22
|
|
|
9,775
|
|
|
26,000
|
|
|
West Corp., 7.875%, 1/15/19
|
|
|
28,080
|
|
|
45,000
|
|
|
West Corp., 8.625%, 10/1/18
|
|
|
48,938
|
|
|
32,000
|
|
|
Wind Acquisition Finance SA, 144a,
|
|
|
|
|
|
|
|
|
7.250%, 2/15/18
|
|
|
33,520
|
|
|
233,000
|
|
|
Windstream Corp., 7.875%, 11/1/17
|
|
|
266,202
|
|
|
|
|
|
|
|
|
3,210,054
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Materials — 3.1%
|
|
|
|
|
|
36,000
|
|
|
Aleris International, Inc.,
|
|
|
|
|
|
|
|
|
7.625%, 2/15/18
|
|
|
38,070
|
|
|
26,000
|
|
|
ArcelorMittal, 5.750%, 8/5/20
|
|
|
27,625
|
|
|
275,000
|
|
|
Barrick Gold Corp., 3.850%, 4/1/22
|
|
|
247,673
|
|
|
43,000
|
|
|
Barrick Gold Corp., 4.100%, 5/1/23
|
|
|
38,867
|
|
|
42,000
|
|
|
Cascades, Inc., 7.750%, 12/15/17
|
|
|
43,785
|
|
|
38,000
|
|
|
Cascades, Inc., 7.875%, 1/15/20
|
|
|
40,660
|
|
|
530,000
|
|
|
Domtar Corp., 10.750%, 6/1/17
|
|
|
661,503
|
|
|
72,000
|
|
|
FMG Resources August 2006 Pty Ltd.,
|
|
|
|
|
|
|
|
|
144a, 6.875%, 4/1/22
|
|
|
78,480
|
|
|
8,000
|
|
|
HudBay Minerals, Inc., 9.500%, 10/1/20
|
|
|
8,220
|
|
|
29,000
|
|
|
JMC Steel Group, Inc., 144a,
|
|
|
|
|
|
|
|
|
8.250%, 3/15/18
|
|
|
29,290
|
|
|
30,000
|
|
|
Koppers, Inc., 7.875%, 12/1/19
|
|
|
32,400
|
|
|
150,000
|
|
|
Louisiana-Pacific Corp., 7.500%, 6/1/20
|
|
|
166,875
|
|
|
10,000
|
|
|
Novelis, Inc., 8.375%, 12/15/17
|
|
|
10,675
|
|
|
215,000
|
|
|
PolyOne Corp., 5.250%, 3/15/23
|
|
|
209,625
|
|
|
500,000
|
|
|
Rio Tinto Finance USA Ltd.,
|
|
|
|
|
|
|
|
|
3.500%, 11/2/20
|
|
|
510,486
|
|
|
226,000
|
|
|
Southern Copper Corp.,
|
|
|
|
|
|
|
|
|
5.375%, 4/16/20
|
|
|
241,478
|
|
|
39,000
|
|
|
Tembec Industries, Inc.,
|
|
|
|
|
|
|
|
|
11.250%, 12/15/18
|
|
|
42,705
|
|
|
12,000
|
|
|
Texas Industries, Inc., 9.250%, 8/15/20
|
|
|
13,365
|
|
|
62,000
|
|
|
Vale Overseas Ltd., 5.625%, 9/15/19
|
|
|
67,263
|
|
|
17,000
|
|
|
Vulcan Materials Co., 7.500%, 6/15/21
|
|
|
19,380
|
|
|
260,000
|
|
|
Xstrata Finance Canada Ltd., 144a,
|
|
|
|
|
|
|
|
|
3.600%, 1/15/17
|
|
|
271,198
|
|
|
280,000
|
|
|
Xstrata Finance Canada Ltd., 144a,
|
|
|
|
|
|
|
|
|
5.800%, 11/15/16
|
|
|
308,494
|
|
|
|
|
|
|
|
|
3,108,117
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Utilities — 2.8%
|
|
|
|
|
|
45,000
|
|
|
AES Corp., 8.000%, 10/15/17
|
|
|
52,875
|
|
|
874,000
|
|
|
Alabama Power Capital Trust V,
|
|
|
|
|
|
|
|
|
3.348%, 10/1/42
(A)
|
|
|
819,522
|
|
|
24,000
|
|
|
Calpine Corp., 144a, 7.500%, 2/15/21
|
|
|
26,190
|
|
|
21,000
|
|
|
Calpine Corp., 144a, 7.875%, 7/31/20
|
|
|
22,995
|
|
|
119,000
|
|
|
Calpine Corp., 144a, 7.875%, 1/15/23
|
|
|
130,008
|
|
|
320,000
|
|
|
CenterPoint Energy, Inc.,
|
|
|
|
|
|
|
|
|
5.950%, 2/1/17
|
|
|
358,804
|
|
|
575,000
|
|
|
Dominion Resources, Inc.,
|
|
|
|
|
|
|
|
|
5.950%, 6/15/35
|
|
|
634,697
|
|
|
94,000
|
|
|
DPL, Inc., 7.250%, 10/15/21
|
|
|
95,175
|
|
|
129,000
|
|
|
InterGen NV, 144a, 7.000%, 6/30/23
|
|
|
133,515
|
|
|
115,000
|
|
|
NextEra Energy Capital Holdings, Inc.,
|
|
|
|
|
|
|
|
|
6.000%, 3/1/19
|
|
|
130,283
|
|
|
225,000
|
|
|
NextEra Energy Capital Holdings, Inc.,
|
|
|
|
|
|
|
|
|
6.350%, 10/1/66
(A)
|
|
|
225,000
|
|
|
15,000
|
|
|
NGL Energy Partners LP / NGL Energy
|
|
|
|
|
|
|
|
|
Finance Corp., 144a,
|
|
|
|
|
|
|
|
|
6.875%, 10/15/21
|
|
|
15,375
|
|
|
185,000
|
|
|
PPL Energy Supply LLC,
|
|
|
|
|
|
|
|
|
6.500%, 5/1/18
|
|
|
205,793
|
|
|
18,000
|
|
|
Sabine Pass LNG LP, 6.500%, 11/1/20
|
|
|
18,675
|
|
|
|
|
|
|
|
|
2,868,907
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industrials — 2.5%
|
|
|
|
|
|
58,000
|
|
|
ACCO Brands Corp., 6.750%, 4/30/20
|
|
|
57,275
|
|
|
250,000
|
|
|
Air Lease Corp., 5.625%, 4/1/17
|
|
|
275,312
|
|
|
106,000
|
|
|
Alliant Techsystems, Inc., 144a,
|
|
|
|
|
|
|
|
|
5.250%, 10/1/21
|
|
|
106,265
|
|
|
39,000
|
|
|
Amsted Industries, Inc., 144a,
|
|
|
|
|
|
|
|
|
8.125%, 3/15/18
|
|
|
41,096
|
|
|
60,000
|
|
|
B/E Aerospace, Inc., 5.250%, 4/1/22
|
|
|
60,900
|
|
|
32,000
|
|
|
Belden, Inc., 144a, 5.500%, 9/1/22
|
|
|
31,360
|
|
|
32,000
|
|
|
Bombardier, Inc., 144a,
|
|
|
|
|
|
|
|
|
6.125%, 1/15/23
|
|
|
31,760
|
|
|
190,000
|
|
|
Burlington Northern Santa Fe LLC,
|
|
|
|
|
|
|
|
|
5.750%, 5/1/40
|
|
|
208,505
|
|
|
10,000
|
|
|
BWAY Holding Co., 10.000%, 6/15/18
|
|
|
10,850
|
|
|
54,000
|
|
|
Calcipar SA, 144a, 6.875%, 5/1/18
|
|
|
57,240
|
|
|
7,000
|
|
|
Chrysler Group LLC / CG Co.-Issuer,
|
|
|
|
|
|
|
|
|
Inc., 8.250%, 6/15/21
|
|
|
7,962
|
|
Touchstone Core Bond Fund
(Unaudited) (Continued)
Principal
|
|
|
|
|
Market
|
|
Amount
|
|
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
|
Corporate Bonds — 43.6% (Continued)
|
|
|
|
|
|
|
|
|
Industrials — (Continued)
|
|
|
|
|
$
|
109,000
|
|
|
Constellation Brands, Inc.,
|
|
|
|
|
|
|
|
|
3.750%, 5/1/21
|
|
$
|
102,460
|
|
|
25,227
|
|
|
Continental Airlines 2003-ERJ1 Pass
|
|
|
|
|
|
|
|
|
Through Trust, Series RJ03,
|
|
|
|
|
|
|
|
|
7.875%, 7/2/18
|
|
|
27,183
|
|
|
158,000
|
|
|
Con-way, Inc., 6.700%, 5/1/34
|
|
|
161,072
|
|
|
22,000
|
|
|
DigitalGlobe, Inc., 144a,
|
|
|
|
|
|
|
|
|
5.250%, 2/1/21
|
|
|
21,450
|
|
|
19,000
|
|
|
Dynacast International LLC / Dynacast
|
|
|
|
|
|
|
|
|
Finance, Inc., 9.250%, 7/15/19
|
|
|
20,948
|
|
|
23,000
|
|
|
Griffon Corp., 7.125%, 4/1/18
|
|
|
24,380
|
|
|
20,000
|
|
|
Huntington Ingalls Industries, Inc.,
|
|
|
|
|
|
|
|
|
7.125%, 3/15/21
|
|
|
21,950
|
|
|
80,000
|
|
|
Hutchison Whampoa International
|
|
|
|
|
|
|
|
|
09/19 Ltd., 144a, 5.750%, 9/11/19
|
|
|
90,502
|
|
|
47,000
|
|
|
JB Poindexter & Co., Inc., 144a,
|
|
|
|
|
|
|
|
|
9.000%, 4/1/22
|
|
|
50,172
|
|
|
25,000
|
|
|
JM Huber Corp., 144a,
|
|
|
|
|
|
|
|
|
9.875%, 11/1/19
|
|
|
28,719
|
|
|
66,000
|
|
|
Martin Midstream Partners LP / Martin
|
|
|
|
|
|
|
|
|
Midstream Finance Corp.,
|
|
|
|
|
|
|
|
|
7.250%, 2/15/21
|
|
|
67,320
|
|
|
13,000
|
|
|
Nielsen Co. Luxembourg SARL, 144a,
|
|
|
|
|
|
|
|
|
5.500%, 10/1/21
|
|
|
13,195
|
|
|
32,000
|
|
|
Nielsen Finance LLC / Nielsen Finance
|
|
|
|
|
|
|
|
|
Co., 4.500%, 10/1/20
|
|
|
31,120
|
|
|
350,000
|
|
|
Norfolk Southern Corp.,
|
|
|
|
|
|
|
|
|
5.750%, 4/1/18
|
|
|
398,761
|
|
|
370,000
|
|
|
Republic Services, Inc., 3.550%, 6/1/22
|
|
|
356,767
|
|
|
2,000
|
|
|
RR Donnelley & Sons Co.,
|
|
|
|
|
|
|
|
|
7.250%, 5/15/18
|
|
|
2,270
|
|
|
50,000
|
|
|
Titan International, Inc., 144a,
|
|
|
|
|
|
|
|
|
6.875%, 10/1/20
|
|
|
52,125
|
|
|
6,000
|
|
|
United Rentals North America, Inc.,
|
|
|
|
|
|
|
|
|
5.750%, 7/15/18
|
|
|
6,412
|
|
|
27,000
|
|
|
United Rentals North America, Inc.,
|
|
|
|
|
|
|
|
|
7.375%, 5/15/20
|
|
|
29,936
|
|
|
100,000
|
|
|
United Rentals North America, Inc.,
|
|
|
|
|
|
|
|
|
7.625%, 4/15/22
|
|
|
111,125
|
|
|
|
|
|
|
|
|
2,506,392
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Consumer Staples — 2.5%
|
|
|
|
|
|
21,000
|
|
|
ARAMARK Corp., 144a,
|
|
|
|
|
|
|
|
|
5.750%, 3/15/20
|
|
|
21,945
|
|
|
66,000
|
|
|
BI-LO LLC / BI-LO Finance Corp., 144a,
|
|
|
|
|
|
|
|
|
9.250%, 2/15/19
|
|
|
72,930
|
|
|
400,000
|
|
|
CVS Caremark Corp., 2.250%, 12/5/18
|
|
|
399,883
|
|
|
15,000
|
|
|
Del Monte Corp., 7.625%, 2/15/19
|
|
|
15,581
|
|
|
88,000
|
|
|
Ingredion, Inc., 4.625%, 11/1/20
|
|
|
91,757
|
|
|
67,000
|
|
|
JBS USA LLC / JBS USA Finance, Inc.,
|
|
|
|
|
|
|
|
|
144a, 7.250%, 6/1/21
|
|
|
69,848
|
|
|
15,000
|
|
|
JBS USA LLC / JBS USA Finance, Inc.,
|
|
|
|
|
|
|
|
|
144a, 8.250%, 2/1/20
|
|
|
16,275
|
|
|
515,000
|
|
|
Kraft Foods Group, Inc.,
|
|
|
|
|
|
|
|
|
6.875%, 1/26/39
|
|
|
627,188
|
|
|
500,000
|
|
|
Kroger Co. (The), 5.000%, 4/15/42
|
|
|
477,056
|
|
|
60,000
|
|
|
Post Holdings, Inc., 7.375%, 2/15/22
|
|
|
64,200
|
|
|
47,000
|
|
|
Post Holdings, Inc., 144a,
|
|
|
|
|
|
|
|
|
7.375%, 2/15/22
|
|
|
50,290
|
|
|
73,000
|
|
|
Smithfield Foods, Inc., 6.625%, 8/15/22
|
|
|
77,380
|
|
|
50,000
|
|
|
Sun Merger Sub, Inc., 144a,
|
|
|
|
|
|
|
|
|
5.250%, 8/1/18
|
|
|
52,375
|
|
|
370,000
|
|
|
Wal-Mart Stores, Inc., 6.200%, 4/15/38
|
|
|
444,684
|
|
|
|
|
|
|
|
|
2,481,392
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Health Care — 2.2%
|
|
|
|
|
|
22,000
|
|
|
Accellent, Inc., 8.375%, 2/1/17
|
|
|
23,018
|
|
|
49,000
|
|
|
CHS / Community Health Systems,
|
|
|
|
|
|
|
|
|
Inc., 7.125%, 7/15/20
|
|
|
50,838
|
|
|
60,000
|
|
|
HCA, Inc., 5.875%, 3/15/22
|
|
|
61,950
|
|
|
192,000
|
|
|
HCA, Inc., 5.875%, 5/1/23
|
|
|
189,600
|
|
|
71,000
|
|
|
HCA, Inc., 6.500%, 2/15/20
|
|
|
78,011
|
|
|
109,000
|
|
|
Health Management Associates, Inc.,
|
|
|
|
|
|
|
|
|
7.375%, 1/15/20
|
|
|
121,944
|
|
|
19,000
|
|
|
Kindred Healthcare, Inc.,
|
|
|
|
|
|
|
|
|
8.250%, 6/1/19
|
|
|
20,235
|
|
|
325,000
|
|
|
Medtronic, Inc., 4.450%, 3/15/20
|
|
|
356,173
|
|
|
37,000
|
|
|
Omnicare, Inc., 7.750%, 6/1/20
|
|
|
40,978
|
|
|
60,000
|
|
|
Res-Care, Inc., 10.750%, 1/15/19
|
|
|
67,200
|
|
|
171,000
|
|
|
Select Medical Corp., 6.375%, 6/1/21
|
|
|
167,152
|
|
|
165,000
|
|
|
Tenet Healthcare Corp., 144a,
|
|
|
|
|
|
|
|
|
6.000%, 10/1/20
|
|
|
172,219
|
|
|
600,000
|
|
|
Thermo Fisher Scientific, Inc.,
|
|
|
|
|
|
|
|
|
2.400%, 2/1/19
|
|
|
594,415
|
|
|
64,000
|
|
|
Universal Hospital Services, Inc.,
|
|
|
|
|
|
|
|
|
7.625%, 8/15/20
|
|
|
67,520
|
|
|
70,000
|
|
|
Valeant Pharmaceuticals International,
|
|
|
|
|
|
|
|
|
144a, 6.375%, 10/15/20
|
|
|
73,762
|
|
|
80,000
|
|
|
Valeant Pharmaceuticals International,
|
|
|
|
|
|
|
|
|
144a, 6.750%, 8/15/18
|
|
|
87,900
|
|
|
42,000
|
|
|
Valeant Pharmaceuticals International,
|
|
|
|
|
|
|
|
|
Inc., 144a, 5.625%, 12/1/21
|
|
|
42,210
|
|
|
|
|
|
|
|
|
2,215,125
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Information Technology — 1.3%
|
|
|
|
|
|
65,000
|
|
|
Activision Blizzard, Inc., 144a,
|
|
|
|
|
|
|
|
|
5.625%, 9/15/21
|
|
|
67,275
|
|
|
325,000
|
|
|
Apple, Inc., 1.000%, 5/3/18
|
|
|
314,258
|
|
|
27,000
|
|
|
Audatex North America, Inc., 144a,
|
|
|
|
|
|
|
|
|
6.000%, 6/15/21
|
|
|
28,282
|
|
|
50,000
|
|
|
Equinix, Inc., 7.000%, 7/15/21
|
|
|
54,625
|
|
|
100,000
|
|
|
Fidelity National Information Services,
|
|
|
|
|
|
|
|
|
Inc., 5.000%, 3/15/22
|
|
|
102,125
|
|
|
5,000
|
|
|
Hughes Satellite Systems Corp.,
|
|
|
|
|
|
|
|
|
6.500%, 6/15/19
|
|
|
5,412
|
|
|
91,000
|
|
|
IAC/InterActiveCorp, 144a,
|
|
|
|
|
|
|
|
|
4.875%, 11/30/18
|
|
|
93,048
|
|
|
385,000
|
|
|
Oracle Corp., 3.875%, 7/15/20
|
|
|
406,352
|
|
|
57,000
|
|
|
Seagate HDD Cayman, 6.875%, 5/1/20
|
|
|
61,631
|
|
|
8,000
|
|
|
Sensata Technologies BV, 144a,
|
|
|
|
|
|
|
|
|
4.875%, 10/15/23
|
|
|
7,520
|
|
|
50,000
|
|
|
ViaSat, Inc., 6.875%, 6/15/20
|
|
|
52,875
|
|
Touchstone Core Bond Fund
(Unaudited) (Continued)
Principal
|
|
|
|
|
Market
|
|
Amount
|
|
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Corporate Bonds — 43.6% (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Information Technology — (Continued)
|
|
|
|
|
$
|
94,000
|
|
|
Western Union Co. (The),
|
|
|
|
|
|
|
|
|
5.253%, 4/1/20
|
|
$
|
100,147
|
|
|
|
|
|
|
|
|
1,293,550
|
|
|
|
|
|
Total Corporate Bonds
|
|
$
|
43,821,296
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. Government Mortgage-Backed
|
|
|
|
|
|
|
|
|
Obligations — 25.4%
|
|
|
|
|
|
97,620
|
|
|
FHLMC, Pool #1B3366,
|
|
|
|
|
|
|
|
|
5.029%, 3/1/37
(A)
|
|
|
103,132
|
|
|
249,195
|
|
|
FHLMC, Pool #1H1348,
|
|
|
|
|
|
|
|
|
2.265%, 10/1/36
(A)
|
|
|
266,892
|
|
|
989,076
|
|
|
FHLMC, Pool #1Q0339,
|
|
|
|
|
|
|
|
|
2.718%, 4/1/37
(A)
|
|
|
1,060,120
|
|
|
55,505
|
|
|
FHLMC, Pool #A12886, 5.000%, 8/1/33
|
|
|
60,302
|
|
|
68,199
|
|
|
FHLMC, Pool #A13842, 6.000%, 9/1/33
|
|
|
75,388
|
|
|
30,714
|
|
|
FHLMC, Pool #A21415, 5.000%, 5/1/34
|
|
|
33,260
|
|
|
78,206
|
|
|
FHLMC, Pool #A35682, 5.000%, 7/1/35
|
|
|
84,559
|
|
|
33,941
|
|
|
FHLMC, Pool #A36523, 5.000%, 8/1/35
|
|
|
36,616
|
|
|
303,129
|
|
|
FHLMC, Pool #A46590, 5.000%, 8/1/35
|
|
|
329,392
|
|
|
91,144
|
|
|
FHLMC, Pool #A56988, 5.500%, 2/1/37
|
|
|
99,336
|
|
|
405,218
|
|
|
FHLMC, Pool #A96485, 4.500%, 1/1/41
|
|
|
430,252
|
|
|
1,349,377
|
|
|
FHLMC, Pool #A97897, 4.500%, 4/1/41
|
|
|
1,437,591
|
|
|
43,927
|
|
|
FHLMC, Pool #C62740, 7.000%, 1/1/32
|
|
|
49,458
|
|
|
26,044
|
|
|
FHLMC, Pool #C71972, 6.500%, 9/1/32
|
|
|
29,028
|
|
|
48,093
|
|
|
FHLMC, Pool #C72254, 6.500%, 7/1/32
|
|
|
54,585
|
|
|
167,306
|
|
|
FHLMC, Pool #C90986, 7.000%, 6/1/26
|
|
|
183,476
|
|
|
74,051
|
|
|
FHLMC, Pool #G02184, 5.000%, 4/1/36
|
|
|
79,964
|
|
|
984,356
|
|
|
FHLMC, Pool #G05733,
|
|
|
|
|
|
|
|
|
5.000%, 11/1/39
|
|
|
1,070,385
|
|
|
583,520
|
|
|
FHLMC, Pool #J13584,
|
|
|
|
|
|
|
|
|
3.500%, 11/1/25
|
|
|
610,067
|
|
|
233,015
|
|
|
FNMA, Pool #255628, 5.500%, 2/1/25
|
|
|
255,860
|
|
|
72,042
|
|
|
FNMA, Pool #432269, 6.500%, 8/1/28
|
|
|
80,206
|
|
|
15,386
|
|
|
FNMA, Pool #496848, 6.500%, 6/1/29
|
|
|
17,122
|
|
|
9,147
|
|
|
FNMA, Pool #535290, 8.000%, 5/1/30
|
|
|
10,654
|
|
|
30,448
|
|
|
FNMA, Pool #540040, 7.500%, 6/1/28
|
|
|
31,809
|
|
|
28,995
|
|
|
FNMA, Pool #561741, 7.500%, 1/1/31
|
|
|
33,252
|
|
|
11,634
|
|
|
FNMA, Pool #569874, 8.000%, 2/1/31
|
|
|
12,547
|
|
|
12,903
|
|
|
FNMA, Pool #575501, 6.000%, 5/1/17
|
|
|
13,411
|
|
|
74,561
|
|
|
FNMA, Pool #596500, 6.500%, 7/1/16
|
|
|
77,463
|
|
|
29,298
|
|
|
FNMA, Pool #626811, 6.500%, 6/1/17
|
|
|
30,758
|
|
|
103,400
|
|
|
FNMA, Pool #640291, 7.000%, 8/1/32
|
|
|
115,836
|
|
|
41,839
|
|
|
FNMA, Pool #644869, 7.000%, 6/1/32
|
|
|
44,197
|
|
|
64,722
|
|
|
FNMA, Pool #653301, 6.500%, 7/1/32
|
|
|
71,864
|
|
|
136,955
|
|
|
FNMA, Pool #653502, 6.500%, 7/1/32
|
|
|
152,226
|
|
|
122,553
|
|
|
FNMA, Pool #670402, 6.500%, 6/1/32
|
|
|
139,340
|
|
|
40,057
|
|
|
FNMA, Pool #690208, 6.500%, 3/1/33
|
|
|
44,550
|
|
|
92,880
|
|
|
FNMA, Pool #704460, 6.000%, 5/1/18
|
|
|
97,288
|
|
|
12,159
|
|
|
FNMA, Pool #725906,
|
|
|
|
|
|
|
|
|
2.383%, 8/1/34
(A)
|
|
|
12,989
|
|
|
742,856
|
|
|
FNMA, Pool #745257, 6.000%, 1/1/36
|
|
|
826,128
|
|
|
4,271
|
|
|
FNMA, Pool #745974,
|
|
|
|
|
|
|
|
|
2.584%, 10/1/36
(A)
|
|
|
4,542
|
|
|
241,648
|
|
|
FNMA, Pool #810049, 5.500%, 3/1/35
|
|
|
265,413
|
|
|
522,890
|
|
|
FNMA, Pool #819297, 6.000%, 9/1/35
|
|
|
585,296
|
|
|
153,355
|
|
|
FNMA, Pool #889060, 6.000%, 1/1/38
|
|
|
169,966
|
|
|
330,171
|
|
|
FNMA, Pool #889061, 6.000%, 1/1/38
|
|
|
371,077
|
|
|
127,283
|
|
|
FNMA, Pool #893003, 7.000%, 9/1/36
|
|
|
143,877
|
|
|
64,642
|
|
|
FNMA, Pool #895657, 6.500%, 8/1/36
|
|
|
69,787
|
|
|
479,720
|
|
|
FNMA, Pool #905049, 5.500%, 11/1/36
|
|
|
526,560
|
|
|
852,633
|
|
|
FNMA, Pool #908944, 5.500%, 1/1/37
|
|
|
935,885
|
|
|
1,078,459
|
|
|
FNMA, Pool #928553, 5.500%, 8/1/37
|
|
|
1,205,715
|
|
|
60,231
|
|
|
FNMA, Pool #995220, 6.000%, 11/1/23
|
|
|
65,618
|
|
|
713,982
|
|
|
FNMA, Pool #AA3467, 4.500%, 4/1/39
|
|
|
758,676
|
|
|
1,105,778
|
|
|
FNMA, Pool #AA4584, 4.500%, 4/1/39
|
|
|
1,174,726
|
|
|
196,173
|
|
|
FNMA, Pool #AB1800, 4.000%, 11/1/40
|
|
|
202,354
|
|
|
928,658
|
|
|
FNMA, Pool #AB2452, 4.000%, 3/1/26
|
|
|
988,583
|
|
|
219,545
|
|
|
FNMA, Pool #AB5989, 2.500%, 8/1/27
|
|
|
218,035
|
|
|
310,398
|
|
|
FNMA, Pool #AD3775, 4.500%, 3/1/25
|
|
|
336,094
|
|
|
372,559
|
|
|
FNMA, Pool #AD6193, 5.000%, 6/1/40
|
|
|
406,096
|
|
|
720,075
|
|
|
FNMA, Pool #AE0996, 4.000%, 2/1/41
|
|
|
742,857
|
|
|
479,543
|
|
|
FNMA, Pool #AE1568, 4.000%, 9/1/40
|
|
|
493,967
|
|
|
1,352,361
|
|
|
FNMA, Pool #AE2497, 4.500%, 9/1/40
|
|
|
1,441,378
|
|
|
327,141
|
|
|
FNMA, Pool #AE5441, 5.000%, 10/1/40
|
|
|
356,865
|
|
|
788,574
|
|
|
FNMA, Pool #AH1135, 5.000%, 1/1/41
|
|
|
862,463
|
|
|
1,187,995
|
|
|
FNMA, Pool #AH3483, 3.500%, 2/1/26
|
|
|
1,245,482
|
|
|
609,513
|
|
|
FNMA, Pool #AH3671, 4.000%, 2/1/26
|
|
|
652,553
|
|
|
995,349
|
|
|
FNMA, Pool #AH6622, 4.000%, 3/1/41
|
|
|
1,029,287
|
|
|
70,769
|
|
|
FNMA, Pool #AI0805, 4.500%, 7/1/41
|
|
|
75,015
|
|
|
1,441,419
|
|
|
FNMA, Pool #AL0150, 4.000%, 2/1/41
|
|
|
1,486,938
|
|
|
414,560
|
|
|
FNMA, Pool #AL0211, 5.000%, 4/1/41
|
|
|
452,780
|
|
|
1,540
|
|
|
GNMA, Pool #434792, 8.000%, 7/15/30
|
|
|
1,607
|
|
|
90,924
|
|
|
GNMA, Pool #5305, 4.000%, 2/20/42
|
|
|
94,662
|
|
|
26,909
|
|
|
GNMA, Pool #748495, 4.000%, 8/15/40
|
|
|
27,999
|
|
|
34,779
|
|
|
GNMA, Pool #8503, 1.625%, 9/20/24
(A)
|
|
|
36,127
|
|
|
|
|
|
Total U.S. Government
|
|
|
|
|
|
|
|
|
Mortgage-Backed Obligations
|
|
$
|
25,589,583
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. Treasury Obligations — 8.4%
|
|
|
|
|
|
1,340,000
|
|
|
U.S. Treasury Note, 2.750%, 11/15/23
|
|
|
1,310,897
|
|
|
7,320,000
|
|
|
United States Treasury Inflation
|
|
|
|
|
|
|
|
|
Indexed Bonds, 0.375%, 7/15/23
|
|
|
7,085,494
|
|
|
|
|
|
Total U.S. Treasury Obligations
|
|
$
|
8,396,391
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Asset-Backed Securities — 5.7%
|
|
|
|
|
|
1,500,000
|
|
|
1st Financial Bank USA, Ser 2010-D,
|
|
|
|
|
|
|
|
|
Class A, 144a, 3.720%, 6/17/19
|
|
|
1,506,828
|
|
|
3,754
|
|
|
CIT Group Home Equity Loan Trust,
|
|
|
|
|
|
|
|
|
Ser 2002-1, Class AF5,
|
|
|
|
|
|
|
|
|
6.710%, 2/25/33
(B)
|
|
|
3,751
|
|
|
475,002
|
|
|
Countrywide Asset-Backed
|
|
|
|
|
|
|
|
|
Certificates, Ser 2007-S1, Class A5,
|
|
|
|
|
|
|
|
|
6.018%, 11/25/36
(A)
|
|
|
345,132
|
|
|
88
|
|
|
Equivantage Home Equity Loan Trust,
|
|
|
|
|
|
|
|
|
Ser 1996-3, Class A3,
|
|
|
|
|
|
|
|
|
7.700%, 9/25/27
|
|
|
88
|
|
|
302,655
|
|
|
FHLMC Structured Pass Through
|
|
|
|
|
|
|
|
|
Securities, Ser T-20, Class A5,
|
|
|
|
|
|
|
|
|
8.370%, 12/25/29
(B)
|
|
|
350,089
|
|
Touchstone Core Bond Fund
(Unaudited) (Continued)
Principal
|
|
|
|
|
Market
|
|
Amount
|
|
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Asset-Backed Securities — 5.7% (Continued)
|
|
|
|
|
$
|
600,000
|
|
|
First Frankin Mortgage Loan Trust, Ser
|
|
|
|
|
|
|
|
|
2005-FFA, Class M3,
|
|
|
|
|
|
|
|
|
6.017%, 3/25/25
(B)
|
|
$
|
490,122
|
|
|
131,523
|
|
|
FNMA REMIC, Ser 2001-W2, Class AF6,
|
|
|
|
|
|
|
|
|
6.589%, 10/25/31
(B)
|
|
|
145,670
|
|
|
2,007,782
|
|
|
Mid-State Capital Corp. Trust, Ser
|
|
|
|
|
|
|
|
|
2005-1, Class M2, 7.079%, 1/15/40
|
|
|
2,150,595
|
|
|
676,364
|
|
|
RAMP Trust, Ser 2003-RZ5, Class A7,
|
|
|
|
|
|
|
|
|
4.970%, 9/25/33
(B)
|
|
|
699,530
|
|
|
8,728
|
|
|
RASC Trust, Ser 2001-KS3, Class AI6,
|
|
|
|
|
|
|
|
|
5.960%, 9/25/31
(A)
|
|
|
8,947
|
|
|
|
|
|
Total Asset-Backed Securities
|
|
$
|
5,700,752
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Commercial Mortgage-Backed Securities — 5.7%
|
|
|
|
|
|
288,821
|
|
|
Banc of America Commercial
|
|
|
|
|
|
|
|
|
Mortgage Trust, Ser 2006-2, Class
|
|
|
|
|
|
|
|
|
A3, 5.706%, 5/10/45
(A)
|
|
|
290,429
|
|
|
435,000
|
|
|
Banc of America Commercial
|
|
|
|
|
|
|
|
|
Mortgage Trust, Ser 2006-6, Class
|
|
|
|
|
|
|
|
|
A3, 5.369%, 10/10/45
|
|
|
444,503
|
|
|
364,707
|
|
|
Banc of America Commercial
|
|
|
|
|
|
|
|
|
Mortgage Trust, Ser 2007-2, Class
|
|
|
|
|
|
|
|
|
AAB, 5.573%, 4/10/49
(A)
|
|
|
382,435
|
|
|
495,000
|
|
|
FHLMC Multifamily Structured Pass
|
|
|
|
|
|
|
|
|
Through Certificates, Ser K501 Class
|
|
|
|
|
|
|
|
|
A2, 1.655%, 11/25/16
|
|
|
501,910
|
|
|
291,278
|
|
|
First Union Commercial Mortgage
|
|
|
|
|
|
|
|
|
Trust, Ser 1999-C1, Class F, 144a,
|
|
|
|
|
|
|
|
|
5.350%, 10/15/35
|
|
|
300,054
|
|
|
950,000
|
|
|
GMAC Commercial Mortgage
|
|
|
|
|
|
|
|
|
Securities, Inc., Ser 2005-C1, Class
|
|
|
|
|
|
|
|
|
A4, 4.619%, 5/10/43
|
|
|
970,034
|
|
|
220,529
|
|
|
GS Mortgage Securities Corp. II, Ser
|
|
|
|
|
|
|
|
|
2006-GG8, Class AAB,
|
|
|
|
|
|
|
|
|
5.535%, 11/10/39
|
|
|
224,118
|
|
|
275,000
|
|
|
LB-UBS Commercial Mortgage Trust,
|
|
|
|
|
|
|
|
|
Ser 2005-C7, Class AM,
|
|
|
|
|
|
|
|
|
5.263%, 11/15/40
(A)††
|
|
|
294,755
|
|
|
1,675,000
|
|
|
Morgan Stanley Capital I Trust, Ser
|
|
|
|
|
|
|
|
|
2003-IQ6, Class C, 144a,
|
|
|
|
|
|
|
|
|
5.617%, 12/15/41
(A)
|
|
|
1,673,695
|
|
|
150,000
|
|
|
Mortgage Pass Through Certificates,
|
|
|
|
|
|
|
|
|
Ser 2001-CIB2, Class D,
|
|
|
|
|
|
|
|
|
6.847%, 4/15/35
(A)
|
|
|
153,400
|
|
|
174,220
|
|
|
Wachovia Bank Commercial Mortgage
|
|
|
|
|
|
|
|
|
Trust, Ser 2007-C30, Class APB,
|
|
|
|
|
|
|
|
|
5.294%, 12/15/43
|
|
|
176,806
|
|
|
284,495
|
|
|
Wachovia Bank Commercial Mortgage
|
|
|
|
|
|
|
|
|
Trust, Ser 2007-C34, Class APB,
|
|
|
|
|
|
|
|
|
5.617%, 5/15/46
|
|
|
291,128
|
|
|
|
|
|
Total Commercial
|
|
|
|
|
|
|
|
|
Mortgage-Backed Securities
|
|
$
|
5,703,267
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Non-Agency Collateralized Mortgage
|
|
|
|
|
|
|
|
|
Obligations — 4.0%
|
|
|
|
|
|
7,194
|
|
|
Adjustable Rate Mortgage Trust, Ser
|
|
|
|
|
|
|
|
|
2004-4, Class 3A1,
|
|
|
|
|
|
|
|
|
2.666%, 3/25/35
(A)
|
|
|
6,786
|
|
|
849,574
|
|
|
Countrywide Alternative Loan Trust,
|
|
|
|
|
|
|
|
|
Ser 2004-30CB, Class 3A1,
|
|
|
|
|
|
|
|
|
5.000%, 2/25/20
|
|
|
870,884
|
|
|
99,009
|
|
|
Countrywide Alternative Loan Trust,
|
|
|
|
|
|
|
|
|
Ser 2005-J3, Class 3A1,
|
|
|
|
|
|
|
|
|
6.500%, 9/25/34
|
|
|
98,942
|
|
|
206,972
|
|
|
Credit Suisse First Boston Mortgage
|
|
|
|
|
|
|
|
|
Securities Corp., Ser 2004-7, Class
|
|
|
|
|
|
|
|
|
6A1, 5.250%, 10/25/19
|
|
|
209,817
|
|
|
513,733
|
|
|
Deutsche ALT-A Securities, Inc.
|
|
|
|
|
|
|
|
|
Alternate Loan Trust, Ser 2005-3,
|
|
|
|
|
|
|
|
|
Class 4A4, 5.250%, 6/25/35
|
|
|
512,332
|
|
|
253,074
|
|
|
HomeBanc Mortgage Trust, Ser
|
|
|
|
|
|
|
|
|
2004-1, Class 2M2,
|
|
|
|
|
|
|
|
|
1.890%, 8/25/29
(A)
|
|
|
48,060
|
|
|
198,755
|
|
|
JP Morgan Mortgage Trust, Ser
|
|
|
|
|
|
|
|
|
2005-A1, Class 2A1,
|
|
|
|
|
|
|
|
|
2.466%, 2/25/35
(A)
|
|
|
198,003
|
|
|
631,122
|
|
|
JP Morgan Mortgage Trust, Ser
|
|
|
|
|
|
|
|
|
2005-A2, Class 7CB1,
|
|
|
|
|
|
|
|
|
3.338%, 4/25/35
(A)
|
|
|
642,302
|
|
|
110,209
|
|
|
JP Morgan Mortgage Trust, Ser
|
|
|
|
|
|
|
|
|
2006-A4, Class 2A2,
|
|
|
|
|
|
|
|
|
2.459%, 6/25/36
(A)
|
|
|
98,234
|
|
|
112,947
|
|
|
MASTR Alternative Loans Trust, Ser
|
|
|
|
|
|
|
|
|
2004-7, Class 10A1, 6.000%, 6/25/34
|
|
|
115,884
|
|
|
70,623
|
|
|
MASTR Asset Securitization Trust
|
|
|
|
|
|
|
|
|
2003-4, Ser 2003-4, Class 4A2,
|
|
|
|
|
|
|
|
|
5.500%, 5/25/33
|
|
|
71,845
|
|
|
320,744
|
|
|
Residential Asset Securitization Trust,
|
|
|
|
|
|
|
|
|
Ser 2006-A1, Class 1A3,
|
|
|
|
|
|
|
|
|
6.000%, 4/25/36
|
|
|
264,274
|
|
|
26,549
|
|
|
Sequoia Mortgage Trust 2011-1, Ser
|
|
|
|
|
|
|
|
|
2011-1, Class A1, 4.125%, 2/25/41
(A)
|
|
|
26,538
|
|
|
87,263
|
|
|
Structured Adjustable Rate Mortgage
|
|
|
|
|
|
|
|
|
Loan Trust, Ser 2005-23, Class 1A3,
|
|
|
|
|
|
|
|
|
2.737%, 1/25/36
(A)
|
|
|
82,954
|
|
|
109,056
|
|
|
Structured Asset Securities Corp., Ser
|
|
|
|
|
|
|
|
|
2004-21XS, Class 2A6B,
|
|
|
|
|
|
|
|
|
5.150%, 12/25/34
(B)
|
|
|
109,466
|
|
|
316,851
|
|
|
Structured Asset Securities Corp., Ser
|
|
|
|
|
|
|
|
|
2005-17, Class 5A1,
|
|
|
|
|
|
|
|
|
5.500%, 10/25/35
|
|
|
284,883
|
|
|
243,877
|
|
|
Washington Mutual Alternative
|
|
|
|
|
|
|
|
|
Mortgage Pass-Through
|
|
|
|
|
|
|
|
|
Certificates, Ser 2005-9, Class 2A4,
|
|
|
|
|
|
|
|
|
5.500%, 11/25/35
|
|
|
203,677
|
|
|
223,726
|
|
|
Wells Fargo Mortgage Backed
|
|
|
|
|
|
|
|
|
Securities Trust, Ser 2003-G, Class
|
|
|
|
|
|
|
|
|
A1, 2.490%, 6/25/33
(A)
|
|
|
225,013
|
|
|
|
|
|
Total Non-Agency Collateralized
|
|
|
|
|
|
|
|
|
Mortgage Obligations
|
|
$
|
4,069,894
|
|
Touchstone Core Bond Fund
(Unaudited) (Continued)
Principal
|
|
|
|
|
Market
|
|
Amount
|
|
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
Sovereign Government Obligations — 1.5%
|
|
|
|
|
$
|
730,000
|
|
|
Corp. Andina de Fomento, 4.375%,
|
|
|
|
|
|
|
|
|
6/15/22
|
|
$
|
722,832
|
|
|
890,000
|
|
|
Province of Ontario Canada, 2.450%,
|
|
|
|
|
|
|
|
|
6/29/22
|
|
|
823,045
|
|
|
|
|
|
Total Sovereign Government
|
|
|
|
|
|
|
|
|
Obligations
|
|
$
|
1,545,877
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Municipal Bonds — 1.5%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
California— 0.2%
|
|
|
|
|
|
215,000
|
|
|
State of California, Purp 3, UTGO,
|
|
|
|
|
|
|
|
|
5.950%, 4/1/16
|
|
|
238,050
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Georgia— 0.2%
|
|
|
|
|
|
205,000
|
|
|
Muni Elec Authority of GA, Build
|
|
|
|
|
|
|
|
|
America Bonds, 6.655%, 4/1/57
|
|
|
214,204
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Ohio— 0.8%
|
|
|
|
|
|
850,000
|
|
|
JobsOhio Beverage System, Ser B,
|
|
|
|
|
|
|
|
|
4.532%, 1/1/35
|
|
|
781,388
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Pennsylvania— 0.3%
|
|
|
|
|
|
250,000
|
|
|
Pennsylvania State, Build America
|
|
|
|
|
|
|
|
|
Bonds, Ser 2010-B, UTGO,
|
|
|
|
|
|
|
|
|
5.850%, 7/15/30
|
|
|
268,945
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Municipal Bonds
|
|
$
|
1,502,587
|
|
|
|
|
|
|
|
|
|
|
|
Shares
|
|
|
|
|
|
|
|
|
|
|
|
Preferred Stocks — 1.4%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Financials— 0.6%
|
|
|
|
|
|
22,133
|
|
|
Public Storage, 0.037%
|
|
|
478,073
|
|
|
4,794
|
|
|
Realty Income Corp., 0.014%
|
|
|
114,720
|
|
|
|
|
|
|
|
|
592,793
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Utilities— 0.8%
|
|
|
|
|
|
8,125
|
|
|
Southern California Edison Co.,
|
|
|
|
|
|
|
|
|
0.042%
(A)
|
|
|
819,609
|
|
|
|
|
|
Total Preferred Stocks
|
|
$
|
1,412,402
|
|
|
|
|
|
|
|
|
|
|
|
Principal
|
|
|
|
|
|
|
|
|
Amount
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Agency Collateralized Mortgage
|
|
|
|
|
|
|
|
|
Obligations — 0.7%
|
|
|
|
|
$
|
315,486
|
|
|
FNMA, Ser 2004-W15, Class 2AF,
|
|
|
|
|
|
|
|
|
0.415%, 8/25/44
(A)
|
|
|
312,381
|
|
|
327,335
|
|
|
FNMA REMIC, Ser 2011-28, Class MA,
|
|
|
|
|
|
|
|
|
4.500%, 7/25/38
|
|
|
338,967
|
|
|
19,856
|
|
|
GNMA, Ser 2003-11, Class GJ,
|
|
|
|
|
|
|
|
|
4.000%, 10/17/29
|
|
|
20,903
|
|
|
|
|
|
Total Agency Collateralized
|
|
|
|
|
|
|
|
|
Mortgage Obligations
|
|
$
|
672,251
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Market
|
|
Shares
|
|
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investment Fund — 1.5%
|
|
|
|
|
|
1,535,892
|
|
|
Touchstone Institutional Money
|
|
|
|
|
|
|
|
|
Market Fund, 0.01%^
Ω
|
|
$
|
1,535,892
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investment Securities —99.4%
|
|
|
|
|
|
|
|
|
(Cost $98,151,325)
|
|
$
|
99,950,192
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Assets in
|
|
|
|
|
|
|
|
|
Excess of Liabilities — 0.6%
|
|
|
645,038
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Net Assets — 100.0%
|
|
$
|
100,595,230
|
|
|
(A)
|
Variable rate security - Rate reflected is the rate
in effect as of December 31, 2013.
|
|
(B)
|
Step Bond - A bond that pays an initial interest rate
for the first period and then a higher interest rate for the following periods until maturity. The interest rate shown reflects
the rate in effect at December 31, 2013.
|
|
††
|
The issuers and/or sponsors of certain mortgage-backed
securities may no longer exist; however, the securities held by the Fund are separate legal entities organized as trusts andpubliclytraded.TheFundreceivesprincipalandinterest
payments directly from these trusts.
|
|
Ω
|
Represents the 7-day SEC yield as of December 31,
2013.
|
Touchstone Core Bond Fund
(Unaudited) (Continued)
Portfolio Abbreviations:
FHLMC - Federal Home Loan Mortgage Corporation
FNMA - Federal National Mortgage Association
GNMA - Government National Mortgage Association
LLC - Limited Liability Company
LP
- Limited Partnership
MTN - Medium Term Note
PLC - Public Limited Company
REIT - Real Estate Investment Trust
REMIC - Real Estate
Mortgage Investment Conduit
UTGO - Unlimited Tax General Obligation
|
144a -
|
This is a restricted security that was sold in a
transaction qualifying for the exemption under Rule 144A of the Securities Act of 1933. This security may be sold in transactions
exempt from registration, normally to qualified institutional buyers. At December 31, 2013, these securities were valued at $11,544,341
or 11.5% of net assets. These securities were deemed liquid pursuant to procedures approved by the Board of Trustees.
|
Other Information:
The inputs or methodology used for valuing securities
may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and
their aggregation into the levels used in the table below, please refer to the security valuation section in the accompanying Notes
to Portfolios of Investments.
|
|
|
Valuation inputs at Reporting Date:
|
|
|
|
|
|
Description
|
|
|
Level 1
|
|
|
|
Level 2
|
|
|
|
Level 3
|
|
|
|
Total
|
|
Corporate Bonds
|
|
$
|
—
|
|
|
$
|
43,821,296
|
|
|
$
|
—
|
|
|
$
|
43,821,296
|
|
U.S. Government
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Mortgage-Backed
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Obligations
|
|
|
—
|
|
|
|
25,589,583
|
|
|
|
—
|
|
|
|
25,589,583
|
|
U.S. Treasury
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Obligations
|
|
|
—
|
|
|
|
8,396,391
|
|
|
|
—
|
|
|
|
8,396,391
|
|
Asset-Backed
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Securities
|
|
|
—
|
|
|
|
5,700,752
|
|
|
|
—
|
|
|
|
5,700,752
|
|
Commercial
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Mortgage-Backed
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Securities
|
|
|
—
|
|
|
|
5,703,267
|
|
|
|
—
|
|
|
|
5,703,267
|
|
Non-Agency
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Collateralized
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Mortgage
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Obligations
|
|
|
—
|
|
|
|
4,069,894
|
|
|
|
—
|
|
|
|
4,069,894
|
|
Sovereign
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Government
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Obligations
|
|
|
—
|
|
|
|
1,545,877
|
|
|
|
—
|
|
|
|
1,545,877
|
|
Municipal Bonds
|
|
|
—
|
|
|
|
1,502,587
|
|
|
|
—
|
|
|
|
1,502,587
|
|
Preferred Stocks
|
|
|
1,412,402
|
|
|
|
—
|
|
|
|
—
|
|
|
|
1,412,402
|
|
Agency Collateralized
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Mortgage
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Obligations
|
|
|
—
|
|
|
|
672,251
|
|
|
|
—
|
|
|
|
672,251
|
|
Investment Fund
|
|
|
1,535,892
|
|
|
|
—
|
|
|
|
—
|
|
|
|
1,535,892
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
99,950,192
|
|
See accompanying Notes to Portfolios of Investments.
Portfolio of Investments
Touchstone High Yield Fund
– December 31, 2013 (Unaudited)
|
Principal
|
|
|
|
|
|
Market
|
|
|
Amount
|
|
|
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Corporate Bonds— 97.4%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary — 21.7%
|
|
|
|
|
$
|
995,000
|
|
|
Albea Beauty Holdings SA, 144a,
|
|
|
|
|
|
|
|
|
8.375%, 11/1/19
|
|
$
|
1,034,800
|
|
|
2,295,000
|
|
|
AMC Networks, Inc., 7.750%, 7/15/21
|
|
|
2,581,875
|
|
|
921,000
|
|
|
American Airlines 2013-2 Class B Pass
|
|
|
|
|
|
|
|
|
Through Trust, 144a,
|
|
|
|
|
|
|
|
|
5.600%, 7/15/20
|
|
|
930,210
|
|
|
1,580,000
|
|
|
American Axle & Manufacturing, Inc.,
|
|
|
|
|
|
|
|
|
6.250%, 3/15/21
|
|
|
1,678,750
|
|
|
758,000
|
|
|
Asbury Automotive Group, Inc.,
|
|
|
|
|
|
|
|
|
8.375%, 11/15/20
|
|
|
851,802
|
|
|
765,000
|
|
|
AutoNation, Inc., 5.500%, 2/1/20
|
|
|
821,419
|
|
|
500,000
|
|
|
Cablevision Systems Corp.,
|
|
|
|
|
|
|
|
|
8.000%, 4/15/20
|
|
|
558,750
|
|
|
832,000
|
|
|
CCO Holdings LLC / CCO Holdings
|
|
|
|
|
|
|
|
|
Capital Corp., 5.250%, 9/30/22
|
|
|
776,880
|
|
|
291,000
|
|
|
CCO Holdings LLC / CCO Holdings
|
|
|
|
|
|
|
|
|
Capital Corp., 5.750%, 1/15/24
|
|
|
274,995
|
|
|
870,000
|
|
|
CCO Holdings LLC / CCO Holdings
|
|
|
|
|
|
|
|
|
Capital Corp., 6.500%, 4/30/21
|
|
|
893,925
|
|
|
1,151,000
|
|
|
CCO Holdings LLC / CCO Holdings
|
|
|
|
|
|
|
|
|
Capital Corp., 6.625%, 1/31/22
|
|
|
1,185,530
|
|
|
1,033,000
|
|
|
CCO Holdings LLC / CCO Holdings
|
|
|
|
|
|
|
|
|
Capital Corp., 7.000%, 1/15/19
|
|
|
1,088,524
|
|
|
330,000
|
|
|
CCO Holdings LLC / CCO Holdings
|
|
|
|
|
|
|
|
|
Capital Corp., 144a, 5.250%, 3/15/21
|
|
|
315,150
|
|
|
3,623,000
|
|
|
Cequel Communications Holdings I
|
|
|
|
|
|
|
|
|
LLC / Cequel Capital Corp., 144a,
|
|
|
|
|
|
|
|
|
6.375%, 9/15/20
|
|
|
3,713,575
|
|
|
585,000
|
|
|
Clear Channel Worldwide Holdings,
|
|
|
|
|
|
|
|
|
Inc., 6.500%, 11/15/22
|
|
|
597,431
|
|
|
623,000
|
|
|
Cogeco Cable, Inc. (Canada), 144a,
|
|
|
|
|
|
|
|
|
4.875%, 5/1/20
|
|
|
601,195
|
|
|
2,166,000
|
|
|
Delphi Corp., 5.000%, 2/15/23
|
|
|
2,228,272
|
|
|
1,093,000
|
|
|
DISH DBS Corp., 7.875%, 9/1/19
|
|
|
1,251,485
|
|
|
339,000
|
|
|
Goodyear Tire & Rubber Co. (The),
|
|
|
|
|
|
|
|
|
6.500%, 3/1/21
|
|
|
359,340
|
|
|
2,973,000
|
|
|
Goodyear Tire & Rubber Co. (The),
|
|
|
|
|
|
|
|
|
8.750%, 8/15/20
|
|
|
3,478,410
|
|
|
1,995,000
|
|
|
Ingles Markets, Inc., 5.750%, 6/15/23
|
|
|
1,955,100
|
|
|
1,500,000
|
|
|
Jarden Corp., 7.500%, 1/15/20
|
|
|
1,620,000
|
|
|
868,000
|
|
|
KB Home, 7.000%, 12/15/21
|
|
|
904,890
|
|
|
440,000
|
|
|
Lamar Media Corp., 5.875%, 2/1/22
|
|
|
451,000
|
|
|
45,000
|
|
|
Lamar Media Corp., 7.875%, 4/15/18
|
|
|
47,531
|
|
|
1,406,000
|
|
|
Libbey Glass, Inc., 6.875%, 5/15/20
|
|
|
1,518,480
|
|
|
1,238,000
|
|
|
LKQ Corp., 144a, 4.750%, 5/15/23
|
|
|
1,151,340
|
|
|
2,692,000
|
|
|
Ltd. Brands, Inc., 5.625%, 2/15/22
|
|
|
2,752,570
|
|
|
2,214,000
|
|
|
Meritage Homes Corp.,
|
|
|
|
|
|
|
|
|
7.150%, 4/15/20
|
|
|
2,391,120
|
|
|
3,830,000
|
|
|
MGM Resorts International,
|
|
|
|
|
|
|
|
|
5.250%, 3/31/20
|
|
|
3,801,275
|
|
|
653,000
|
|
|
Penske Automotive Group, Inc.,
|
|
|
|
|
|
|
|
|
5.750%, 10/1/22
|
|
|
667,692
|
|
|
1,321,000
|
|
|
Quebecor Media, Inc. (Canada),
|
|
|
|
|
|
|
|
|
5.750%, 1/15/23
|
|
|
1,278,068
|
|
|
1,670,000
|
|
|
Reynolds Group Issuer, Inc. / Reynolds
|
|
|
|
|
|
|
|
|
Group Issuer LLC / Reynolds Group
|
|
|
|
|
|
|
|
|
Issuer Lu, 6.875%, 2/15/21
|
|
|
1,799,425
|
|
|
400,000
|
|
|
Reynolds Group Issuer, Inc. / Reynolds
|
|
|
|
|
|
|
|
|
Group Issuer LLC / Reynolds Group
|
|
|
|
|
|
|
|
|
Issuer Lu, 7.125%, 4/15/19
|
|
|
426,000
|
|
|
1,254,000
|
|
|
Royal Caribbean Cruises Ltd.,
|
|
|
|
|
|
|
|
|
5.250%, 11/15/22
|
|
|
1,254,000
|
|
|
1,878,000
|
|
|
RSI Home Products, Inc., 144a,
|
|
|
|
|
|
|
|
|
6.875%, 3/1/18
|
|
|
1,967,205
|
|
|
779,000
|
|
|
Sabre, Inc., 144a, 8.500%, 5/15/19
|
|
|
864,690
|
|
|
2,716,000
|
|
|
Select Medical Corp., 6.375%, 6/1/21†
|
|
|
2,654,890
|
|
|
158,000
|
|
|
Service Corp. International/US,
|
|
|
|
|
|
|
|
|
7.000%, 6/15/17
|
|
|
176,959
|
|
|
1,485,000
|
|
|
Service Corp. International/US,
|
|
|
|
|
|
|
|
|
8.000%, 11/15/21
|
|
|
1,704,038
|
|
|
400,000
|
|
|
Service Corp. International/US, 144a,
|
|
|
|
|
|
|
|
|
5.375%, 1/15/22
|
|
|
405,000
|
|
|
170,000
|
|
|
Sinclair Television Group, Inc.,
|
|
|
|
|
|
|
|
|
5.375%, 4/1/21
|
|
|
167,449
|
|
|
757,000
|
|
|
Sinclair Television Group, Inc.,
|
|
|
|
|
|
|
|
|
6.125%, 10/1/22
|
|
|
764,570
|
|
|
300,000
|
|
|
Sinclair Television Group, Inc., 144a,
|
|
|
|
|
|
|
|
|
6.375%, 11/1/21
|
|
|
310,500
|
|
|
1,724,000
|
|
|
Sirius XM Radio, Inc., 144a,
|
|
|
|
|
|
|
|
|
4.250%, 5/15/20
|
|
|
1,629,180
|
|
|
1,000,000
|
|
|
Sirius XM Radio, Inc., 144a,
|
|
|
|
|
|
|
|
|
5.250%, 8/15/22
|
|
|
1,010,000
|
|
|
378,000
|
|
|
Sirius XM Radio, Inc., 144a,
|
|
|
|
|
|
|
|
|
5.875%, 10/1/20
|
|
|
385,560
|
|
|
1,106,000
|
|
|
Stackpole International Intermediate /
|
|
|
|
|
|
|
|
|
Stackpole International Powder
|
|
|
|
|
|
|
|
|
(Luxembourg), 144a,
|
|
|
|
|
|
|
|
|
7.750%, 10/15/21
|
|
|
1,150,240
|
|
|
1,370,000
|
|
|
Stewart Enterprises, Inc.,
|
|
|
|
|
|
|
|
|
6.500%, 4/15/19
|
|
|
1,452,200
|
|
|
2,518,000
|
|
|
StoneMor Partners LP / Cornerstone
|
|
|
|
|
|
|
|
|
Family Services of WV, 144a,
|
|
|
|
|
|
|
|
|
7.875%, 6/1/21
|
|
|
2,618,720
|
|
|
482,000
|
|
|
Suburban Propane Partners LP /
|
|
|
|
|
|
|
|
|
Suburban Energy Finance Corp.,
|
|
|
|
|
|
|
|
|
7.500%, 10/1/18
|
|
|
516,945
|
|
|
461,000
|
|
|
Taylor Morrison Communities, Inc. /
|
|
|
|
|
|
|
|
|
Monarch Communities Inc., 144a,
|
|
|
|
|
|
|
|
|
7.750%, 4/15/20
|
|
|
507,100
|
|
|
1,168,000
|
|
|
Tenneco, Inc., 6.875%, 12/15/20
|
|
|
1,276,040
|
|
|
862,000
|
|
|
Tenneco, Inc., 7.750%, 8/15/18
|
|
|
922,340
|
|
|
441,000
|
|
|
Tomkins LLC / Tomkins, Inc.,
|
|
|
|
|
|
|
|
|
9.000%, 10/1/18
|
|
|
482,895
|
|
|
1,246,000
|
|
|
TRW Automotive, Inc., 144a,
|
|
|
|
|
|
|
|
|
4.500%, 3/1/21
|
|
|
1,258,460
|
|
|
478,000
|
|
|
Valassis Communications, Inc.,
|
|
|
|
|
|
|
|
|
6.625%, 2/1/21
|
|
|
492,938
|
|
|
328,000
|
|
|
Virgin Media Secured Finance PLC
|
|
|
|
|
|
|
|
|
(United Kingdom), 144a,
|
|
|
|
|
|
|
|
|
5.375%, 4/15/21
|
|
|
328,000
|
|
Touchstone High Yield Fund
(Unaudited) (Continued)
Principal
|
|
|
|
|
Market
|
|
Amount
|
|
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Corporate Bonds — 97.4% (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary — (Continued)
|
|
|
|
$
|
2,597,000
|
|
|
Visteon Corp., 6.750%, 4/15/19
|
|
$
|
2,759,312
|
|
|
|
|
|
|
|
|
73,046,040
|
|
|
|
|
|
Energy — 21.7%
|
|
|
|
|
|
1,350,000
|
|
|
Access Midstream Partners LP / ACMP
|
|
|
|
|
|
|
|
|
Finance Corp., 4.875%, 5/15/23
|
|
|
1,302,750
|
|
|
929,000
|
|
|
Access Midstream Partners LP / ACMP
|
|
|
|
|
|
|
|
|
Finance Corp., 6.125%, 7/15/22
|
|
|
994,030
|
|
|
1,405,000
|
|
|
Atlas Pipeline Partners LP / Atlas
|
|
|
|
|
|
|
|
|
Pipeline Finance Corp.,
|
|
|
|
|
|
|
|
|
6.625%, 10/1/20
|
|
|
1,468,225
|
|
|
494,000
|
|
|
Atlas Pipeline Partners LP / Atlas
|
|
|
|
|
|
|
|
|
Pipeline Finance Corp., 144a,
|
|
|
|
|
|
|
|
|
5.875%, 8/1/23
|
|
|
470,535
|
|
|
806,000
|
|
|
Basic Energy Services, Inc.,
|
|
|
|
|
|
|
|
|
7.750%, 2/15/19
|
|
|
842,270
|
|
|
1,750,000
|
|
|
Basic Energy Services, Inc.,
|
|
|
|
|
|
|
|
|
7.750%, 10/15/22
|
|
|
1,806,875
|
|
|
600,000
|
|
|
Berry Petroleum Co., 6.750%, 11/1/20
|
|
|
622,500
|
|
|
1,970,000
|
|
|
Bill Barrett Corp., 7.000%, 10/15/22
|
|
|
2,043,875
|
|
|
157,000
|
|
|
Calfrac Holdings LP, 144a,
|
|
|
|
|
|
|
|
|
7.500%, 12/1/20
|
|
|
160,139
|
|
|
1,336,000
|
|
|
Carrizo Oil & Gas, Inc., 7.500%, 9/15/20
|
|
|
1,462,920
|
|
|
1,713,000
|
|
|
Carrizo Oil & Gas, Inc.,
|
|
|
|
|
|
|
|
|
8.625%, 10/15/18
|
|
|
1,854,322
|
|
|
645,000
|
|
|
Chesapeake Energy Corp.,
|
|
|
|
|
|
|
|
|
6.625%, 8/15/20
|
|
|
720,788
|
|
|
695,000
|
|
|
Chesapeake Energy Corp.,
|
|
|
|
|
|
|
|
|
6.875%, 11/15/20
|
|
|
785,350
|
|
|
205,000
|
|
|
Chesapeake Energy Corp.,
|
|
|
|
|
|
|
|
|
9.500%, 2/15/15
|
|
|
222,169
|
|
|
324,000
|
|
|
Clayton Williams Energy, Inc.,
|
|
|
|
|
|
|
|
|
7.750%, 4/1/19†
|
|
|
332,910
|
|
|
809,000
|
|
|
Clayton Williams Energy, Inc., 144a,
|
|
|
|
|
|
|
|
|
7.750%, 4/1/19
|
|
|
831,248
|
|
|
1,050,000
|
|
|
Cloud Peak Energy Resources LLC /
|
|
|
|
|
|
|
|
|
Cloud Peak Energy Finance Corp.,
|
|
|
|
|
|
|
|
|
8.500%, 12/15/19
|
|
|
1,139,250
|
|
|
304,000
|
|
|
CONSOL Energy, Inc., 8.000%, 4/1/17
|
|
|
320,340
|
|
|
554,000
|
|
|
CONSOL Energy, Inc., 8.250%, 4/1/20
|
|
|
599,705
|
|
|
1,880,000
|
|
|
Crestwood Midstream Partners LP /
|
|
|
|
|
|
|
|
|
Crestwood Midstream Finance
|
|
|
|
|
|
|
|
|
Corp., 144a, 6.125%, 3/1/22
|
|
|
1,927,000
|
|
|
1,441,000
|
|
|
Denbury Resources, Inc.,
|
|
|
|
|
|
|
|
|
4.625%, 7/15/23
|
|
|
1,300,502
|
|
|
2,494,000
|
|
|
Drill Rigs Holdings, Inc., 144a,
|
|
|
|
|
|
|
|
|
6.500%, 10/1/17
|
|
|
2,693,520
|
|
|
693,000
|
|
|
Enterprise Products Operating LLC,
|
|
|
|
|
|
|
|
|
7.000%, 6/1/67
(A)
|
|
|
709,459
|
|
|
2,479,000
|
|
|
Expro Finance Luxembourg SCA, 144a,
|
|
|
|
|
|
|
|
|
8.500%, 12/15/16
|
|
|
2,584,358
|
|
|
808,000
|
|
|
Exterran Holdings, Inc.,
|
|
|
|
|
|
|
|
|
7.250%, 12/1/18
|
|
|
853,450
|
|
|
2,218,000
|
|
|
Exterran Partners LP / EXLP Finance
|
|
|
|
|
|
|
|
|
Corp., 144a, 6.000%, 4/1/21
|
|
|
2,201,365
|
|
|
776,000
|
|
|
Forest Oil Corp., 7.250%, 6/15/19
|
|
|
755,630
|
|
|
3,089,000
|
|
|
Genesis Energy LP / Genesis Energy
|
|
|
|
|
|
|
|
|
Finance Corp., 5.750%, 2/15/21
|
|
|
3,123,751
|
|
|
175,000
|
|
|
Genesis Energy LP / Genesis Energy
|
|
|
|
|
|
|
|
|
Finance Corp., 7.875%, 12/15/18
|
|
|
188,562
|
|
|
1,088,000
|
|
|
Gibson Energy, Inc. (Canada), 144a,
|
|
|
|
|
|
|
|
|
6.750%, 7/15/21
|
|
|
1,150,560
|
|
|
1,273,000
|
|
|
Hilcorp Energy I LP / Hilcorp Finance
|
|
|
|
|
|
|
|
|
Co., 144a, 7.625%, 4/15/21
|
|
|
1,381,205
|
|
|
1,250,000
|
|
|
Hilcorp Energy I LP / Hilcorp Finance
|
|
|
|
|
|
|
|
|
Co., 144a, 8.000%, 2/15/20
|
|
|
1,353,125
|
|
|
912,000
|
|
|
Hornbeck Offshore Services, Inc.,
|
|
|
|
|
|
|
|
|
5.000%, 3/1/21
|
|
|
893,760
|
|
|
2,162,000
|
|
|
Key Energy Services, Inc.,
|
|
|
|
|
|
|
|
|
6.750%, 3/1/21
|
|
|
2,216,050
|
|
|
4,136,000
|
|
|
Linn Energy LLC / Linn Energy Finance
|
|
|
|
|
|
|
|
|
Corp., 8.625%, 4/15/20
|
|
|
4,466,880
|
|
|
2,654,000
|
|
|
MEG Energy Corp. (Canada), 144a,
|
|
|
|
|
|
|
|
|
6.375%, 1/30/23
|
|
|
2,670,588
|
|
|
255,000
|
|
|
MEG Energy Corp. (Canada), 144a,
|
|
|
|
|
|
|
|
|
6.500%, 3/15/21
|
|
|
268,388
|
|
|
1,227,000
|
|
|
Midcontinent Express Pipeline LLC,
|
|
|
|
|
|
|
|
|
144a, 6.700%, 9/15/19
|
|
|
1,196,540
|
|
|
678,000
|
|
|
Newfield Exploration Co.,
|
|
|
|
|
|
|
|
|
5.625%, 7/1/24
|
|
|
674,610
|
|
|
896,000
|
|
|
Newfield Exploration Co.,
|
|
|
|
|
|
|
|
|
6.875%, 2/1/20
|
|
|
959,840
|
|
|
1,348,000
|
|
|
Oasis Petroleum, Inc., 144a,
|
|
|
|
|
|
|
|
|
6.875%, 3/15/22
|
|
|
1,428,880
|
|
|
484,000
|
|
|
Pacific Drilling SA, 144a,
|
|
|
|
|
|
|
|
|
5.375%, 6/1/20
|
|
|
486,420
|
|
|
2,152,000
|
|
|
Pacific Drilling V Ltd., 144a,
|
|
|
|
|
|
|
|
|
7.250%, 12/1/17
|
|
|
2,324,160
|
|
|
1,207,000
|
|
|
Peabody Energy Corp.,
|
|
|
|
|
|
|
|
|
6.000%, 11/15/18
|
|
|
1,285,455
|
|
|
1,849,000
|
|
|
Pioneer Energy Services Corp.,
|
|
|
|
|
|
|
|
|
9.875%, 3/15/18
|
|
|
1,959,940
|
|
|
743,000
|
|
|
QEP Resources, Inc., 6.800%, 3/1/20
|
|
|
778,757
|
|
|
1,474,000
|
|
|
Rockies Express Pipeline LLC, 144a,
|
|
|
|
|
|
|
|
|
6.000%, 1/15/19
|
|
|
1,363,450
|
|
|
750,000
|
|
|
Sabine Pass Liquefaction LLC, 144a,
|
|
|
|
|
|
|
|
|
5.625%, 2/1/21
|
|
|
733,125
|
|
|
303,000
|
|
|
SandRidge Energy, Inc.,
|
|
|
|
|
|
|
|
|
7.500%, 2/15/23
|
|
|
307,545
|
|
|
2,178,000
|
|
|
SandRidge Energy, Inc.,
|
|
|
|
|
|
|
|
|
8.750%, 1/15/20
|
|
|
2,346,795
|
|
|
1,308,000
|
|
|
SemGroup LP, 144a, 7.500%, 6/15/21
|
|
|
1,383,210
|
|
|
1,574,000
|
|
|
SESI LLC, 7.125%, 12/15/21
|
|
|
1,755,010
|
|
|
1,338,000
|
|
|
Targa Resources Partners LP / Targa
|
|
|
|
|
|
|
|
|
Resources Partners Finance Corp.,
|
|
|
|
|
|
|
|
|
6.375%, 8/1/22
|
|
|
1,414,935
|
|
|
603,000
|
|
|
Tesoro Logistics LP / Tesoro Logistics
|
|
|
|
|
|
|
|
|
Finance Corp., 144a,
|
|
|
|
|
|
|
|
|
5.875%, 10/1/20
|
|
|
616,568
|
|
|
1,475,000
|
|
|
Whiting Petroleum Corp.,
|
|
|
|
|
|
|
|
|
5.000%, 3/15/19
|
|
|
1,508,188
|
|
Touchstone High Yield Fund
(Unaudited) (Continued)
Principal
|
|
|
|
|
Market
|
|
Amount
|
|
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Corporate Bonds — 97.4% (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Energy — (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
1,522,000
|
|
|
Whiting Petroleum Corp.,
|
|
|
|
|
|
|
|
|
5.750%, 3/15/21
|
|
$
|
1,575,270
|
|
|
|
|
|
|
|
|
72,817,052
|
|
|
|
|
|
Telecommunication Services — 10.1%
|
|
|
|
|
|
300,000
|
|
|
CenturyLink, Inc., 5.800%, 3/15/22
|
|
|
296,250
|
|
|
1,436,000
|
|
|
CenturyLink, Inc., 6.450%, 6/15/21
|
|
|
1,493,440
|
|
|
702,000
|
|
|
Cincinnati Bell, Inc., 8.375%, 10/15/20
|
|
|
759,915
|
|
|
1,003,000
|
|
|
Crown Castle International Corp.,
|
|
|
|
|
|
|
|
|
5.250%, 1/15/23
|
|
|
982,940
|
|
|
1,610,000
|
|
|
Frontier Communications Corp.,
|
|
|
|
|
|
|
|
|
8.125%, 10/1/18
|
|
|
1,839,425
|
|
|
1,585,000
|
|
|
Frontier Communications Corp.,
|
|
|
|
|
|
|
|
|
8.500%, 4/15/20
|
|
|
1,775,200
|
|
|
1,250,000
|
|
|
GCI, Inc., 8.625%, 11/15/19
|
|
|
1,328,125
|
|
|
1,238,000
|
|
|
Intelsat Jackson Holdings SA,
|
|
|
|
|
|
|
|
|
7.250%, 10/15/20
|
|
|
1,354,062
|
|
|
500,000
|
|
|
Intelsat Jackson Holdings SA,
|
|
|
|
|
|
|
|
|
7.500%, 4/1/21
|
|
|
551,250
|
|
|
776,000
|
|
|
Intelsat Jackson Holdings SA
|
|
|
|
|
|
|
|
|
(Luxembourg), 144a,
|
|
|
|
|
|
|
|
|
5.500%, 8/1/23
|
|
|
738,170
|
|
|
939,000
|
|
|
MetroPCS Wireless, Inc., 144a,
|
|
|
|
|
|
|
|
|
6.250%, 4/1/21
|
|
|
974,212
|
|
|
886,000
|
|
|
Softbank Corp., 144a, 4.500%, 4/15/20
|
|
|
863,850
|
|
|
646,000
|
|
|
Sprint Capital Corp., 6.875%, 11/15/28
|
|
|
608,855
|
|
|
500,000
|
|
|
Sprint Capital Corp., 6.900%, 5/1/19
|
|
|
546,250
|
|
|
948,000
|
|
|
Sprint Nextel Corp., 6.000%, 11/15/22
|
|
|
924,300
|
|
|
445,000
|
|
|
Sprint Nextel Corp., 8.375%, 8/15/17
|
|
|
515,088
|
|
|
2,000,000
|
|
|
Sprint Nextel Corp., 144a,
|
|
|
|
|
|
|
|
|
7.000%, 3/1/20
|
|
|
2,230,000
|
|
|
2,012,000
|
|
|
Sprint Nextel Corp., 144a,
|
|
|
|
|
|
|
|
|
9.000%, 11/15/18
|
|
|
2,424,460
|
|
|
592,000
|
|
|
Telecom Italia Capital SA
|
|
|
|
|
|
|
|
|
(Luxembourg), 6.999%, 6/4/18
|
|
|
655,640
|
|
|
388,000
|
|
|
T-Mobile USA, Inc., 6.125%, 1/15/22
|
|
|
394,790
|
|
|
63,000
|
|
|
T-Mobile USA, Inc., 6.464%, 4/28/19
|
|
|
66,938
|
|
|
3,355,000
|
|
|
T-Mobile USA, Inc., 6.542%, 4/28/20
|
|
|
3,564,688
|
|
|
177,000
|
|
|
T-Mobile USA, Inc., 6.836%, 4/28/23
|
|
|
183,638
|
|
|
120,000
|
|
|
T-Mobile USA, Inc., 144a,
|
|
|
|
|
|
|
|
|
5.250%, 9/1/18
|
|
|
126,299
|
|
|
1,195,000
|
|
|
UPCB Finance V Ltd., 144a,
|
|
|
|
|
|
|
|
|
7.250%, 11/15/21
|
|
|
1,296,575
|
|
|
1,223,000
|
|
|
UPCB Finance VI Ltd., 144a,
|
|
|
|
|
|
|
|
|
6.875%, 1/15/22
|
|
|
1,299,438
|
|
|
391,000
|
|
|
Videotron Ltd., 5.000%, 7/15/22
|
|
|
382,202
|
|
|
1,241,000
|
|
|
West Corp., 7.875%, 1/15/19
|
|
|
1,340,280
|
|
|
1,246,000
|
|
|
Wind Acquisition Finance SA, 144a,
|
|
|
|
|
|
|
|
|
7.250%, 2/15/18
|
|
|
1,305,185
|
|
|
462,000
|
|
|
Wind Acquisition Finance SA, 144a,
|
|
|
|
|
|
|
|
|
7.250%, 2/15/18
|
|
|
486,255
|
|
|
2,370,000
|
|
|
Windstream Corp., 7.875%, 11/1/17
|
|
|
2,707,725
|
|
|
|
|
|
|
|
|
34,015,445
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industrials — 8.6%
|
|
|
|
|
|
555,000
|
|
|
ACCO Brands Corp., 6.750%, 4/30/20
|
|
|
548,062
|
|
|
2,194,000
|
|
|
Alliant Techsystems, Inc., 144a,
|
|
|
|
|
|
|
|
|
5.250%, 10/1/21
|
|
|
2,199,485
|
|
|
1,216,000
|
|
|
Amsted Industries, Inc., 144a,
|
|
|
|
|
|
|
|
|
8.125%, 3/15/18
|
|
|
1,281,360
|
|
|
90,000
|
|
|
Ardagh Packaging Finance PLC /
|
|
|
|
|
|
|
|
|
Ardagh MP Holdings USA, Inc.,
|
|
|
|
|
|
|
|
|
144a, 7.375%, 10/15/17
|
|
|
96,638
|
|
|
1,255,000
|
|
|
Belden, Inc., 144a, 5.500%, 9/1/22
|
|
|
1,229,900
|
|
|
1,384,000
|
|
|
Bombardier, Inc., 144a,
|
|
|
|
|
|
|
|
|
6.125%, 1/15/23
|
|
|
1,373,620
|
|
|
303,000
|
|
|
Bombardier, Inc., 144a,
|
|
|
|
|
|
|
|
|
7.750%, 3/15/20
|
|
|
343,905
|
|
|
902,000
|
|
|
BWAY Holding Co., 10.000%, 6/15/18
|
|
|
978,670
|
|
|
975,000
|
|
|
Calcipar SA, 144a, 6.875%, 5/1/18
|
|
|
1,033,500
|
|
|
1,812,000
|
|
|
Case New Holland, Inc.,
|
|
|
|
|
|
|
|
|
7.875%, 12/1/17
|
|
|
2,138,160
|
|
|
596,000
|
|
|
Chrysler Group LLC / CG Co.-Issuer,
|
|
|
|
|
|
|
|
|
Inc., 8.250%, 6/15/21
|
|
|
677,950
|
|
|
395,000
|
|
|
Constellation Brands, Inc.,
|
|
|
|
|
|
|
|
|
3.750%, 5/1/21
|
|
|
371,300
|
|
|
868,000
|
|
|
Constellation Brands, Inc.,
|
|
|
|
|
|
|
|
|
4.250%, 5/1/23
|
|
|
809,410
|
|
|
885,551
|
|
|
Continental Airlines 2003-ERJ1 Pass
|
|
|
|
|
|
|
|
|
Through Trust, Series RJ03,
|
|
|
|
|
|
|
|
|
7.875%, 7/2/18
|
|
|
954,181
|
|
|
884,000
|
|
|
DigitalGlobe, Inc., 144a,
|
|
|
|
|
|
|
|
|
5.250%, 2/1/21
|
|
|
861,900
|
|
|
994,000
|
|
|
Dynacast International LLC / Dynacast
|
|
|
|
|
|
|
|
|
Finance, Inc., 9.250%, 7/15/19
|
|
|
1,095,885
|
|
|
310,000
|
|
|
Gibraltar Industries, Inc.,
|
|
|
|
|
|
|
|
|
6.250%, 2/1/21
|
|
|
318,525
|
|
|
1,159,000
|
|
|
Griffon Corp., 7.125%, 4/1/18
|
|
|
1,228,540
|
|
|
296,000
|
|
|
Iron Mountain, Inc., 8.375%, 8/15/21
|
|
|
318,940
|
|
|
1,902,000
|
|
|
JB Poindexter & Co., Inc., 144a,
|
|
|
|
|
|
|
|
|
9.000%, 4/1/22
|
|
|
2,030,385
|
|
|
1,372,000
|
|
|
JM Huber Corp., 144a,
|
|
|
|
|
|
|
|
|
9.875%, 11/1/19
|
|
|
1,576,085
|
|
|
2,388,000
|
|
|
Martin Midstream Partners LP / Martin
|
|
|
|
|
|
|
|
|
Midstream Finance Corp.,
|
|
|
|
|
|
|
|
|
7.250%, 2/15/21
|
|
|
2,435,760
|
|
|
241,000
|
|
|
Nielsen Co. Luxembourg SARL (The)
|
|
|
|
|
|
|
|
|
(Luxembourg), 144a,
|
|
|
|
|
|
|
|
|
5.500%, 10/1/21
|
|
|
244,615
|
|
|
823,000
|
|
|
Nielsen Finance LLC / Nielsen Finance
|
|
|
|
|
|
|
|
|
Co., 144a, 4.500%, 10/1/20
|
|
|
800,368
|
|
|
101,000
|
|
|
RR Donnelley & Sons Co.,
|
|
|
|
|
|
|
|
|
7.250%, 5/15/18
|
|
|
114,635
|
|
|
1,023,000
|
|
|
Titan International, Inc., 144a,
|
|
|
|
|
|
|
|
|
6.875%, 10/1/20
|
|
|
1,066,478
|
|
|
350,000
|
|
|
TransDigm, Inc., 5.500%, 10/15/20
|
|
|
342,125
|
|
|
221,000
|
|
|
United Rentals North America, Inc.,
|
|
|
|
|
|
|
|
|
5.750%, 7/15/18
|
|
|
236,194
|
|
|
1,053,000
|
|
|
United Rentals North America, Inc.,
|
|
|
|
|
|
|
|
|
7.375%, 5/15/20
|
|
|
1,167,514
|
|
|
768,000
|
|
|
United Rentals North America, Inc.,
|
|
|
|
|
|
|
|
|
7.625%, 4/15/22
|
|
|
853,440
|
|
|
|
|
|
|
|
|
28,727,530
|
|
Touchstone High Yield Fund
(Unaudited) (Continued)
Principal
|
|
|
|
|
Market
|
|
Amount
|
|
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Corporate Bonds — 97.4% (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Health Care — 7.8%
|
|
|
|
|
$
|
1,200,000
|
|
|
Accellent, Inc., 8.375%, 2/1/17
|
|
$
|
1,255,500
|
|
|
2,454,000
|
|
|
CHS / Community Health Systems,
|
|
|
|
|
|
|
|
|
Inc., 7.125%, 7/15/20
|
|
|
2,546,025
|
|
|
200,000
|
|
|
CHS/Community Health Systems, Inc.,
|
|
|
|
|
|
|
|
|
8.000%, 11/15/19
|
|
|
217,000
|
|
|
2,430,000
|
|
|
HCA, Inc., 5.875%, 3/15/22
|
|
|
2,508,975
|
|
|
589,000
|
|
|
HCA, Inc., 5.875%, 5/1/23
|
|
|
581,638
|
|
|
3,307,000
|
|
|
HCA, Inc., 6.500%, 2/15/20
|
|
|
3,633,566
|
|
|
2,639,000
|
|
|
Health Management Associates, Inc.,
|
|
|
|
|
|
|
|
|
7.375%, 1/15/20
|
|
|
2,952,381
|
|
|
903,000
|
|
|
Kindred Healthcare, Inc.,
|
|
|
|
|
|
|
|
|
8.250%, 6/1/19
|
|
|
961,695
|
|
|
878,000
|
|
|
Omnicare, Inc., 7.750%, 6/1/20
|
|
|
972,385
|
|
|
727,000
|
|
|
ResCare, Inc., 10.750%, 1/15/19
|
|
|
814,240
|
|
|
403,000
|
|
|
Salix Pharmaceuticals Ltd., 144a,
|
|
|
|
|
|
|
|
|
6.000%, 1/15/21
|
|
|
413,075
|
|
|
2,920,000
|
|
|
Tenet Healthcare Corp., 144a,
|
|
|
|
|
|
|
|
|
6.000%, 10/1/20
|
|
|
3,047,750
|
|
|
2,374,000
|
|
|
Universal Hospital Services, Inc.,
|
|
|
|
|
|
|
|
|
7.625%, 8/15/20
|
|
|
2,504,570
|
|
|
19,000
|
|
|
Valeant Pharmaceuticals International,
|
|
|
|
|
|
|
|
|
144a, 6.375%, 10/15/20
|
|
|
20,021
|
|
|
3,413,000
|
|
|
Valeant Pharmaceuticals International,
|
|
|
|
|
|
|
|
|
144a, 6.750%, 8/15/18
|
|
|
3,750,034
|
|
|
|
|
|
|
|
|
26,178,855
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Financials — 7.3%
|
|
|
|
|
|
438,000
|
|
|
Aircastle Ltd., 6.250%, 12/1/19
|
|
|
469,208
|
|
|
604,000
|
|
|
Ally Financial, Inc., 8.000%, 12/31/18
|
|
|
712,720
|
|
|
4,274,000
|
|
|
Ally Financial, Inc., 8.000%, 11/1/31
|
|
|
5,086,060
|
|
|
2,846,000
|
|
|
CIT Group, Inc., 5.000%, 8/15/22
|
|
|
2,774,850
|
|
|
464,000
|
|
|
Credit Acceptance Corp.,
|
|
|
|
|
|
|
|
|
9.125%, 2/1/17
|
|
|
487,200
|
|
|
233,000
|
|
|
International Lease Finance Corp.,
|
|
|
|
|
|
|
|
|
4.625%, 4/15/21
|
|
|
222,515
|
|
|
1,244,000
|
|
|
International Lease Finance Corp.,
|
|
|
|
|
|
|
|
|
5.875%, 8/15/22
|
|
|
1,240,890
|
|
|
770,000
|
|
|
International Lease Finance Corp.,
|
|
|
|
|
|
|
|
|
6.250%, 5/15/19
|
|
|
833,525
|
|
|
3,115,000
|
|
|
MPT Operating Partnership LP / MPT
|
|
|
|
|
|
|
|
|
Finance Corp., 6.875%, 5/1/21
|
|
|
3,333,050
|
|
|
795,000
|
|
|
Omega Healthcare Investors, Inc.,
|
|
|
|
|
|
|
|
|
6.750%, 10/15/22
|
|
|
863,569
|
|
|
1,000,000
|
|
|
Omega Healthcare Investors, Inc.,
|
|
|
|
|
|
|
|
|
7.500%, 2/15/20
|
|
|
1,090,000
|
|
|
862,000
|
|
|
PHH Corp., 6.375%, 8/15/21
|
|
|
862,000
|
|
|
2,747,000
|
|
|
PHH Corp., 7.375%, 9/1/19
|
|
|
2,932,422
|
|
|
350,000
|
|
|
SLM Corp. MTN, 5.500%, 1/15/19
|
|
|
363,213
|
|
|
2,756,000
|
|
|
SLM Corp. MTN, 8.450%, 6/15/18
|
|
|
3,210,740
|
|
|
|
|
|
|
|
|
24,481,962
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Materials — 6.8%
|
|
|
|
|
|
1,649,000
|
|
|
Aleris International, Inc.,
|
|
|
|
|
|
|
|
|
7.625%, 2/15/18
|
|
|
1,743,818
|
|
|
433,000
|
|
|
Aleris International, Inc.,
|
|
|
|
|
|
|
|
|
7.875%, 11/1/20
|
|
|
460,062
|
|
|
1,295,000
|
|
|
ArcelorMittal, 5.750%, 8/5/20
|
|
|
1,375,938
|
|
|
1,571,000
|
|
|
Barrick Gold Corp. (Canada),
|
|
|
|
|
|
|
|
|
4.100%, 5/1/23
|
|
|
1,420,013
|
|
|
2,173,000
|
|
|
Cascades, Inc., 7.875%, 1/15/20
|
|
|
2,325,110
|
|
|
2,572,000
|
|
|
FMG Resources August 2006 Pty Ltd.,
|
|
|
|
|
|
|
|
|
144a, 6.875%, 4/1/22
|
|
|
2,803,480
|
|
|
2,378,000
|
|
|
HudBay Minerals, Inc. (Canada),
|
|
|
|
|
|
|
|
|
9.500%, 10/1/20
|
|
|
2,443,395
|
|
|
1,111,000
|
|
|
JMC Steel Group, Inc., 144a,
|
|
|
|
|
|
|
|
|
8.250%, 3/15/18
|
|
|
1,122,110
|
|
|
1,408,000
|
|
|
Koppers, Inc., 7.875%, 12/1/19
|
|
|
1,520,640
|
|
|
968,000
|
|
|
LyondellBasell Industries N.V.
|
|
|
|
|
|
|
|
|
(Netherlands), 6.000%, 11/15/21
|
|
|
1,113,308
|
|
|
575,000
|
|
|
Novelis, Inc., 8.375%, 12/15/17
|
|
|
613,812
|
|
|
1,617,000
|
|
|
PolyOne Corp., 5.250%, 3/15/23
|
|
|
1,576,575
|
|
|
980,000
|
|
|
Steel Dynamics, Inc., 5.250%, 4/15/23
|
|
|
980,000
|
|
|
853,000
|
|
|
Tembec Industries, Inc.,
|
|
|
|
|
|
|
|
|
11.250%, 12/15/18
|
|
|
934,035
|
|
|
1,432,000
|
|
|
Texas Industries, Inc., 9.250%, 8/15/20
|
|
|
1,594,890
|
|
|
275,000
|
|
|
United States Steel Corp.,
|
|
|
|
|
|
|
|
|
7.375%, 4/1/20†
|
|
|
296,312
|
|
|
529,000
|
|
|
Vulcan Materials Co., 7.500%, 6/15/21
|
|
|
603,060
|
|
|
|
|
|
|
|
|
22,926,558
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Utilities — 5.0%
|
|
|
|
|
|
380,000
|
|
|
AES Corp., 7.375%, 7/1/21
|
|
|
428,450
|
|
|
1,808,000
|
|
|
AES Corp., 8.000%, 10/15/17
|
|
|
2,124,400
|
|
|
1,066,000
|
|
|
Calpine Corp., 144a, 7.500%, 2/15/21
|
|
|
1,163,272
|
|
|
409,000
|
|
|
Calpine Corp., 144a, 7.875%, 7/31/20
|
|
|
447,855
|
|
|
1,528,000
|
|
|
Calpine Corp., 144a, 7.875%, 1/15/23
|
|
|
1,669,340
|
|
|
699,000
|
|
|
DPL, Inc., 7.250%, 10/15/21
|
|
|
707,738
|
|
|
500,000
|
|
|
GenOn Energy, Inc., 7.875%, 6/15/17
|
|
|
550,000
|
|
|
2,450,000
|
|
|
Illinois Power Generating Co.,
|
|
|
|
|
|
|
|
|
7.000%, 4/15/18†
|
|
|
2,094,750
|
|
|
1,698,000
|
|
|
InterGen NV (Netherlands), 144a,
|
|
|
|
|
|
|
|
|
7.000%, 6/30/23
|
|
|
1,757,430
|
|
|
650,000
|
|
|
NGL Energy Partners LP / NGL Energy
|
|
|
|
|
|
|
|
|
Finance Corp., 144a,
|
|
|
|
|
|
|
|
|
6.875%, 10/15/21
|
|
|
666,250
|
|
|
2,182,000
|
|
|
NRG Energy, Inc., 7.875%, 5/15/21
|
|
|
2,416,565
|
|
|
2,762,000
|
|
|
Sabine Pass LNG LP, 6.500%, 11/1/20
|
|
|
2,865,575
|
|
|
|
|
|
|
|
|
16,891,625
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Consumer Staples — 4.6%
|
|
|
|
|
|
747,000
|
|
|
ARAMARK Corp., 144a,
|
|
|
|
|
|
|
|
|
5.750%, 3/15/20
|
|
|
780,615
|
|
|
1,299,000
|
|
|
Barry Callebaut Services N.V., 144a,
|
|
|
|
|
|
|
|
|
5.500%, 6/15/23
|
|
|
1,324,980
|
|
|
2,488,000
|
|
|
BI-LO LLC / BI-LO Finance Corp., 144a,
|
|
|
|
|
|
|
|
|
9.250%, 2/15/19
|
|
|
2,749,240
|
|
|
1,443,000
|
|
|
Del Monte Corp., 7.625%, 2/15/19
|
|
|
1,498,916
|
|
|
2,898,000
|
|
|
JBS USA LLC / JBS USA Finance, Inc.,
|
|
|
|
|
|
|
|
|
144a, 7.250%, 6/1/21
|
|
|
3,021,165
|
|
|
615,000
|
|
|
JBS USA LLC / JBS USA Finance, Inc.,
|
|
|
|
|
|
|
|
|
144a, 8.250%, 2/1/20
|
|
|
667,275
|
|
|
2,537,000
|
|
|
Post Holdings, Inc., 7.375%, 2/15/22
|
|
|
2,714,590
|
|
Touchstone High Yield Fund
(Unaudited) (Continued)
Principal
|
|
|
|
|
Market
|
|
Amount
|
|
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
Corporate Bonds — 97.4% (Continued)
|
|
|
|
|
|
|
|
|
Consumer Staples — (Continued)
|
|
|
|
|
$
|
2,510,000
|
|
|
Smithfield Foods, Inc., 6.625%, 8/15/22
|
|
$
|
2,660,600
|
|
|
|
|
|
|
|
|
15,417,381
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Information Technology — 3.8%
|
|
|
|
|
|
1,395,000
|
|
|
Activision Blizzard, Inc., 144a,
|
|
|
|
|
|
|
|
|
5.625%, 9/15/21
|
|
|
1,443,825
|
|
|
564,000
|
|
|
Audatex North America, Inc., 144a,
|
|
|
|
|
|
|
|
|
6.000%, 6/15/21
|
|
|
590,790
|
|
|
321,000
|
|
|
Equinix, Inc., 4.875%, 4/1/20
|
|
|
319,395
|
|
|
962,000
|
|
|
Equinix, Inc., 5.375%, 4/1/23
|
|
|
940,355
|
|
|
1,150,000
|
|
|
Equinix, Inc., 7.000%, 7/15/21
|
|
|
1,256,375
|
|
|
1,667,000
|
|
|
Fidelity National Information Services,
|
|
|
|
|
|
|
|
|
Inc., 5.000%, 3/15/22
|
|
|
1,702,424
|
|
|
244,000
|
|
|
Hughes Satellite Systems Corp.,
|
|
|
|
|
|
|
|
|
6.500%, 6/15/19
|
|
|
264,130
|
|
|
3,107,000
|
|
|
Seagate HDD Cayman, 6.875%, 5/1/20
|
|
|
3,359,444
|
|
|
294,000
|
|
|
Sensata Technologies BV
|
|
|
|
|
|
|
|
|
(Netherlands), 144a,
|
|
|
|
|
|
|
|
|
4.875%, 10/15/23
|
|
|
276,360
|
|
|
2,293,000
|
|
|
ViaSat, Inc., 6.875%, 6/15/20
|
|
|
2,424,848
|
|
|
|
|
|
|
|
|
12,577,946
|
|
|
|
|
|
Total Corporate Bonds
|
|
$
|
327,080,394
|
|
|
|
|
|
|
|
|
|
|
|
Shares
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Preferred Stock — 0.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Financials— 0.0%
|
|
|
|
|
|
1
|
|
|
Ally Financial, Inc., 0.046%
|
|
|
25
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investment Funds — 2.4%
|
|
|
|
|
|
4,300,343
|
|
|
Invesco Government & Agency
|
|
|
|
|
|
|
|
|
Portfolio, Institutional Class,
|
|
|
|
|
|
|
|
|
0.03%**
Ω
|
|
|
4,300,343
|
|
|
3,875,563
|
|
|
Touchstone Institutional Money
|
|
|
|
|
|
|
|
|
Market Fund, 0.01%^
Ω
|
|
|
3,875,563
|
|
|
|
|
|
Total Investment Funds
|
|
$
|
8,175,906
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investment Securities —99.8%
|
|
|
|
|
|
|
|
|
(Cost $326,570,113)
|
|
$
|
335,256,325
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Assets in
|
|
|
|
|
|
|
|
|
Excess of Liabilities — 0.2%
|
|
|
728,081
|
|
|
|
|
|
Net Assets — 100.0%
|
|
$
|
335,984,406
|
|
|
(A)
|
Variable rate security - Rate reflected is the rate
in effect as of December 31, 2013.
|
|
**
|
Represents collateral for securities loaned.
|
|
†
|
All or a portion of the security is on loan. The total
market value of the securities on loan as of December 31, 2013 was $4,161,048.
|
|
Ω
|
Represents the 7-day SEC yield as of December 31,
2013.
|
Portfolio Abbreviations:
LLC - Limited Liability Company
LP - Limited
Partnership
MTN -Medium Term Note
|
144a -
|
This is a restricted security that was sold in a
transaction qualifying for the exemption under Rule 144A of the Securities Act of 1933. This security may be sold in transactions
exempt from registration, normally to qualified institutional buyers. At December 31, 2013, these securities were valued at $101,002,859
or 30.1% of net assets. These securities were deemed liquid pursuant to procedures approved by the Board of Trustees.
|
Other Information:
The inputs or methodology used for valuing securities
may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and
their aggregation into the levels used in the table below, please refer to the security valuation section in the accompanying Notes
to Portfolios of Investments.
|
|
|
|
Valuation inputs at Reporting Date:
|
|
|
|
|
|
Description
|
|
|
|
Level 1
|
|
|
|
Level 2
|
|
|
|
Level 3
|
|
|
|
Total
|
|
Corporate
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Bonds
|
|
|
$
|
—
|
|
|
$
|
327,080,394
|
|
|
$
|
—
|
|
|
$
|
327,080,394
|
|
Preferred
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Stock
|
|
|
|
25
|
|
|
|
—
|
|
|
|
—
|
|
|
|
25
|
|
Investment
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Funds
|
|
|
|
8,175,906
|
|
|
|
—
|
|
|
|
—
|
|
|
|
8,175,906
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
335,256,325
|
|
See accompanying Notes to Portfolios of
Investments.
Portfolio of Investments
Touchstone Institutional Money
Market Fund
– December 31, 2013 (Unaudited)
|
Principal
|
|
|
|
|
|
Interest
|
|
|
|
Maturity
|
|
|
|
|
|
|
Amount
|
|
|
|
|
|
Rate
|
|
|
|
Date
|
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Variable Rate Demand Notes
(A)
— 45.9%
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
300,000
|
|
|
Burgess & Niple Ltd.
|
|
|
0.290
|
%
|
|
|
09/01/14
|
|
|
$
|
300,000
|
|
|
1,700,000
|
|
|
Lincoln Co WY Poll Control Rev (Fltg Rate Dates Exxon Proj) Ser 1984 A
|
|
|
0.010
|
|
|
|
11/01/14
|
|
|
|
1,700,000
|
|
|
1,300,000
|
|
|
Lincoln Co WY Poll Control Rev (Fltg Rate Dates Exxon Proj) Ser 1984 C
|
|
|
0.010
|
|
|
|
11/01/14
|
|
|
|
1,300,000
|
|
|
900,000
|
|
|
Lincoln Co WY Poll Control Rev (Fltg Rate Dates Exxon Proj) Ser 1984 D
|
|
|
0.010
|
|
|
|
11/01/14
|
|
|
|
900,000
|
|
|
800,000
|
|
|
Douglas Co GA Dev Auth Pandosia LLC Ser 2007 B (LOC: Wells Fargo Bank NA)
|
|
|
0.220
|
|
|
|
12/01/14
|
|
|
|
800,000
|
|
|
610,000
|
|
|
Kenwood Lincoln-Mercury
|
|
|
0.247
|
|
|
|
05/01/15
|
|
|
|
610,000
|
|
|
285,000
|
|
|
New Belgium Brewing Co., Inc.
|
|
|
0.220
|
|
|
|
07/01/15
|
|
|
|
285,000
|
|
|
785,000
|
|
|
CA St Infrastructure & Saddleback Vy Ser 2010 (LOC: East West Bank, FHLMC)
|
|
|
0.290
|
|
|
|
12/01/15
|
|
|
|
785,000
|
|
|
650,000
|
|
|
Kenwood Country Club
|
|
|
0.180
|
|
|
|
12/01/15
|
|
|
|
650,000
|
|
|
470,000
|
|
|
SC St Jobs-Econ DE Woodhead LLC Ser 2010 B (LOC: FHLB)
|
|
|
0.360
|
|
|
|
03/01/16
|
|
|
|
470,000
|
|
|
810,000
|
|
|
Jefferson Land Development Ltd. US Domestic Ser 1997
|
|
|
0.290
|
|
|
|
10/01/16
|
|
|
|
810,000
|
|
|
15,600,000
|
|
|
Jackson Co MS Poll Control R Ref Chevron U.S.A. Inc Pj Ser 2008
|
|
|
0.020
|
|
|
|
12/01/16
|
|
|
|
15,600,000
|
|
|
1,400,000
|
|
|
Orange City IA IDR (Vogel Enterprises Limited) Ser 2002 (LOC: U.S. Bank NA)
|
|
|
0.140
|
|
|
|
04/01/17
|
|
|
|
1,400,000
|
|
|
1,145,000
|
|
|
Hamilton Co OH Hosp Facs Rev Childrens Hosp Med Ctr A Ser 1997
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(LOC: PNC Bank NA)
|
|
|
0.050
|
|
|
|
05/15/17
|
|
|
|
1,145,000
|
|
|
500,000
|
|
|
Upper IL River Vly Dev Auth Ser 2003 B (LOC: Lasalle Bank NA)
|
|
|
0.470
|
|
|
|
06/01/17
|
|
|
|
500,000
|
|
|
2,655,000
|
|
|
Team Rahal of Pittsburgh 144a
|
|
|
0.190
|
|
|
|
11/01/17
|
|
|
|
2,655,000
|
|
|
1,825,000
|
|
|
Yuengling Beer Co., Inc.
|
|
|
0.250
|
|
|
|
11/01/19
|
|
|
|
1,825,000
|
|
|
1,535,000
|
|
|
WA MO IDA Dev Pauwels Ser 1999 (LOC: HSBC Bank USA NA)
|
|
|
0.490
|
|
|
|
12/01/19
|
|
|
|
1,535,000
|
|
|
906,000
|
|
|
Hopewell Development Co.
|
|
|
0.190
|
|
|
|
03/01/20
|
|
|
|
906,000
|
|
|
3,820,000
|
|
|
Crystal Clinic
|
|
|
0.170
|
|
|
|
04/01/20
|
|
|
|
3,820,000
|
|
|
1,480,000
|
|
|
Secor Realty, Inc.
|
|
|
0.170
|
|
|
|
04/01/20
|
|
|
|
1,480,000
|
|
|
3,100,000
|
|
|
D.G.Y. Real Estate LP
|
|
|
0.250
|
|
|
|
05/01/20
|
|
|
|
3,100,000
|
|
|
1,360,000
|
|
|
Auburn ME Rev J & A Properties Ser 2001 (LOC: TD Bank NA)
|
|
|
0.170
|
|
|
|
01/01/21
|
|
|
|
1,360,000
|
|
|
5,000,000
|
|
|
Chicago IL Midway Arpt Rev 2nd Lien Ser 2011 A 1 (LOC: Bank of Montreal)
|
|
|
0.090
|
|
|
|
01/01/21
|
|
|
|
5,000,000
|
|
|
1,110,000
|
|
|
QC Reprographics LLC
|
|
|
0.330
|
|
|
|
02/28/21
|
|
|
|
1,110,000
|
|
|
2,309,000
|
|
|
CHS Properties, Inc. Ser 2006
|
|
|
0.160
|
|
|
|
06/01/21
|
|
|
|
2,309,000
|
|
|
710,000
|
|
|
WA St HFC Brittany Pk Ser 1996 B (LIQ: FNMA)
|
|
|
0.180
|
|
|
|
11/01/21
|
|
|
|
710,000
|
|
|
2,860,000
|
|
|
Crozer-Keystone Health System
|
|
|
0.270
|
|
|
|
12/15/21
|
|
|
|
2,860,000
|
|
|
1,656,000
|
|
|
Progress Industrial Properties, Inc.
|
|
|
0.170
|
|
|
|
01/01/22
|
|
|
|
1,656,000
|
|
|
1,510,000
|
|
|
Odenton Baptist Church
|
|
|
0.320
|
|
|
|
07/01/22
|
|
|
|
1,510,000
|
|
|
3,700,000
|
|
|
Mason City Clinic PC
|
|
|
0.220
|
|
|
|
09/01/22
|
|
|
|
3,700,000
|
|
|
4,500,000
|
|
|
Penco Products, Inc. 144a
|
|
|
0.180
|
|
|
|
09/01/22
|
|
|
|
4,500,000
|
|
|
855,000
|
|
|
Taylor Station Surgical Center Ltd. US Domestic Ser 2002
|
|
|
0.190
|
|
|
|
12/01/22
|
|
|
|
855,000
|
|
|
1,840,500
|
|
|
Campus Research Corp. Ser A
|
|
|
0.170
|
|
|
|
06/01/23
|
|
|
|
1,840,500
|
|
|
960,000
|
|
|
Forest WI IDR (Baker Cheese Factory Proj) Ser 2003 (LOC: U.S. Bank NA)
|
|
|
0.260
|
|
|
|
09/01/23
|
|
|
|
960,000
|
|
|
5,360,000
|
|
|
Mountain Agency, Inc. (The)
|
|
|
0.340
|
|
|
|
12/01/23
|
|
|
|
5,360,000
|
|
|
1,000,000
|
|
|
Dayton Wheel Concepts, Inc.
|
|
|
0.170
|
|
|
|
05/01/24
|
|
|
|
1,000,000
|
|
|
700,000
|
|
|
Butler Co OH Hlthcare Facs R Adj (Colonial Sr Svcs Inc Proj) Ser 2004
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(LOC: U.S. Bank NA)
|
|
|
0.060
|
|
|
|
07/01/24
|
|
|
|
700,000
|
|
|
3,260,000
|
|
|
First Church of Christ Christian, Inc. Ser 06-A
|
|
|
0.330
|
|
|
|
04/01/26
|
|
|
|
3,260,000
|
|
|
2,320,000
|
|
|
First Church of Christ Christian, Inc. Ser 06-B
|
|
|
0.330
|
|
|
|
04/01/26
|
|
|
|
2,320,000
|
|
|
2,000,000
|
|
|
Winnebago Co IL IDR Seward Screw Prods Pj Ser 2001
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(LOC: Alpine Bank & Trust Co)
|
|
|
0.190
|
|
|
|
04/01/26
|
|
|
|
2,000,000
|
|
|
1,140,000
|
|
|
Heart Property LLC Project
|
|
|
0.190
|
|
|
|
07/01/26
|
|
|
|
1,140,000
|
|
|
750,000
|
|
|
Mequon WI IDR (Gateway Plastics) Ser 2001 B (LOC: Bank One Wisconsin)
|
|
|
0.220
|
|
|
|
08/01/26
|
|
|
|
750,000
|
|
|
2,320,000
|
|
|
Miarko, Inc.
|
|
|
0.170
|
|
|
|
02/01/27
|
|
|
|
2,320,000
|
|
|
495,000
|
|
|
CA St Statewide CDA Oakmont Stockton C T Rmk Ser 1997 (LOC: FHLB)
|
|
|
0.290
|
|
|
|
05/01/27
|
|
|
|
495,000
|
|
|
6,335,000
|
|
|
Blue Hen Hotel LLC
|
|
|
0.180
|
|
|
|
09/01/27
|
|
|
|
6,335,000
|
|
|
3,200,000
|
|
|
Jungs Station Associates
|
|
|
0.220
|
|
|
|
09/01/27
|
|
|
|
3,200,000
|
|
|
3,135,000
|
|
|
Tarrant Co TX Indl Dev Corp. (Mortex Prods Inc Proj) Ser 1998
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(LOC: JP Morgan Chase & Co)
|
|
|
0.210
|
|
|
|
09/01/27
|
|
|
|
3,135,000
|
|
Touchstone Institutional Money
Market Fund
(Unaudited) (Continued)
|
Principal
|
|
|
|
|
|
Interest
|
|
|
|
Maturity
|
|
|
|
|
|
|
Amount
|
|
|
|
|
|
Rate
|
|
|
|
Date
|
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Variable Rate Demand Notes
(A)
— 45.9% (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
1,650,000
|
|
|
Saint Paul's Episcopal Church Ser 2008 (LOC: JP Morgan Chase Bank NA)
|
|
|
0.160
|
%
|
|
|
07/01/28
|
|
|
$
|
1,650,000
|
|
|
13,190,000
|
|
|
Kansas City MO (Blue Ridge Mall) Ser 2005 (LOC: BMO Harris Bank NA)
|
|
|
0.160
|
|
|
|
11/01/28
|
|
|
|
13,190,000
|
|
|
1,600,000
|
|
|
Jacksonville FL Edl Facs Rev (Edward Waters College Proj) Ser 2004
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(LOC: Wells Fargo Bank NA)
|
|
|
0.160
|
|
|
|
12/01/29
|
|
|
|
1,600,000
|
|
|
9,060,000
|
|
|
TP Racing LLLP
|
|
|
0.247
|
|
|
|
06/01/30
|
|
|
|
9,060,000
|
|
|
3,315,000
|
|
|
MS St Business Fin Co (Chevron Usa Inc Proj) Ser C Ser 2010
|
|
|
0.020
|
|
|
|
12/01/30
|
|
|
|
3,315,000
|
|
|
1,500,000
|
|
|
Montgomery Co PA Redev Auth Forge Gate Apts Ser 2001 A T1 (LIQ: FNMA)
|
|
|
0.180
|
|
|
|
08/15/31
|
|
|
|
1,500,000
|
|
|
2,000,000
|
|
|
Allen Co OH Hosp Facs Rev (Catholic Healthcare) Ser 2008 A
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(LOC: Bank of America NA)
|
|
|
0.030
|
|
|
|
10/01/31
|
|
|
|
2,000,000
|
|
|
1,900,000
|
|
|
Sheboygan Falls WI Indl Rev Adj Dev, Inc. Project Ser 2007 B (LOC: U.S. Bank NA)
|
|
|
0.300
|
|
|
|
01/01/32
|
|
|
|
1,900,000
|
|
|
1,450,000
|
|
|
486 Lesser Street LLC
|
|
|
0.130
|
|
|
|
02/01/32
|
|
|
|
1,450,000
|
|
|
1,475,000
|
|
|
KS St Dev Fin Auth Rev (Indl Dlr Bldg Proj) Ser 2002 O (LOC: Great Western Bank)
|
|
|
0.190
|
|
|
|
09/01/32
|
|
|
|
1,475,000
|
|
|
705,000
|
|
|
Abag CA Fin Auth For Nonprofit Housing Gaia Bldg Ser 2000 A-T (LIQ: FNMA)
|
|
|
0.150
|
|
|
|
09/15/32
|
|
|
|
705,000
|
|
|
100,000
|
|
|
OH St Air Quality Dev Auth Ref Poll Control Ser 2008 (LOC: Bank of Nova Scotia)
|
|
|
0.030
|
|
|
|
11/01/32
|
|
|
|
100,000
|
|
|
12,300,000
|
|
|
Andrew W Mellon Foundation Ser 2008
|
|
|
0.100
|
|
|
|
12/01/32
|
|
|
|
12,300,000
|
|
|
8,250,000
|
|
|
TMF Biofuels LLC
|
|
|
0.170
|
|
|
|
12/01/32
|
|
|
|
8,250,000
|
|
|
10,525,000
|
|
|
Lexington Financial Services LLC
|
|
|
0.140
|
|
|
|
01/01/33
|
|
|
|
10,525,000
|
|
|
2,660,000
|
|
|
Young Men's Christian Association of Metropolitan Milwaukee, Inc. (The)
|
|
|
0.247
|
|
|
|
05/01/33
|
|
|
|
2,660,000
|
|
|
8,000,000
|
|
|
Raleigh NC Cops Certificate Participation Ser 2008 (LOC: Wachovia Bank NA)
|
|
|
0.170
|
|
|
|
08/01/33
|
|
|
|
8,000,000
|
|
|
4,225,000
|
|
|
First Christian Church Of Florissant
|
|
|
0.160
|
|
|
|
01/01/34
|
|
|
|
4,225,000
|
|
|
1,000,000
|
|
|
French Lick IN EDR Town Green Place Ser A (LOC: PNC Bank NA)
|
|
|
0.190
|
|
|
|
01/01/34
|
|
|
|
1,000,000
|
|
|
12,340,000
|
|
|
Allen Co OH Hosp Facs Rev (Catholic Healthcare) Ser 2010 C
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(LOC: Union Bank NA)
|
|
|
0.020
|
|
|
|
06/01/34
|
|
|
|
12,340,000
|
|
|
4,935,000
|
|
|
Lee Family Partnership LLC
|
|
|
0.190
|
|
|
|
07/01/34
|
|
|
|
4,935,000
|
|
|
2,850,000
|
|
|
Gables of Germantown LLC (The)
|
|
|
0.410
|
|
|
|
04/01/35
|
|
|
|
2,850,000
|
|
|
10,200,000
|
|
|
East Baton Rouge Parish LA IDB (Exxonmobil Proj) Ser 2010 A
|
|
|
0.010
|
|
|
|
08/01/35
|
|
|
|
10,200,000
|
|
|
4,400,000
|
|
|
MS St Business Fin Co (Chevron USA Inc) Ser 2010 I
|
|
|
0.020
|
|
|
|
11/01/35
|
|
|
|
4,400,000
|
|
|
1,100,000
|
|
|
MS St Business Fin Co (Chevron USA Inc) Ser 2010 L
|
|
|
0.020
|
|
|
|
11/01/35
|
|
|
|
1,100,000
|
|
|
2,550,000
|
|
|
MS St Business Fin Co (Chevron Usa Inc) Ser J Ser 2010
|
|
|
0.020
|
|
|
|
11/01/35
|
|
|
|
2,550,000
|
|
|
1,710,000
|
|
|
Southwestern IL Dev Auth (Mattingly Lumber) Ser 2005 B
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(LOC: First Bank, FHLMC)
|
|
|
0.230
|
|
|
|
12/01/35
|
|
|
|
1,710,000
|
|
|
1,625,000
|
|
|
JJB Properties LLC (Rental Property) Ser 2006 (LOC: Arvest Bank, FHLMC)
|
|
|
0.150
|
|
|
|
01/01/36
|
|
|
|
1,625,000
|
|
|
940,000
|
|
|
Springside Corp. Exchange Partners I LLC
|
|
|
0.170
|
|
|
|
02/01/36
|
|
|
|
940,000
|
|
|
3,470,000
|
|
|
Manhattan Christian College, Inc.
|
|
|
0.200
|
|
|
|
05/01/36
|
|
|
|
3,470,000
|
|
|
2,340,000
|
|
|
Southwestern OH Water Co. (The)
|
|
|
0.170
|
|
|
|
05/01/36
|
|
|
|
2,340,000
|
|
|
3,582,000
|
|
|
Mill Street Village LLC
|
|
|
0.380
|
|
|
|
01/01/37
|
|
|
|
3,582,000
|
|
|
5,595,000
|
|
|
Harvest Time Tabernacle, Inc.
|
|
|
0.200
|
|
|
|
08/01/37
|
|
|
|
5,595,000
|
|
|
1,000,000
|
|
|
BJ Financing LLC
|
|
|
0.160
|
|
|
|
12/01/37
|
|
|
|
1,000,000
|
|
|
1,800,000
|
|
|
Grace Evangelical Lutheran Church
|
|
|
0.200
|
|
|
|
02/01/38
|
|
|
|
1,800,000
|
|
|
1,660,000
|
|
|
Pickerington Church of the Nazarene
|
|
|
0.200
|
|
|
|
07/01/38
|
|
|
|
1,660,000
|
|
|
600,000
|
|
|
CO St Edl & Cultural Northwestern Ser 2008 B (LOC: BMO Harris Bank NA)
|
|
|
0.190
|
|
|
|
08/01/38
|
|
|
|
600,000
|
|
|
6,600,000
|
|
|
Chatom AL IDB Powersouth Energy Coop Ser 2011 A
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(SPA: National Rural Utilities Finance)
|
|
|
0.600
|
|
|
|
11/15/38
|
|
|
|
6,600,000
|
|
|
4,500,000
|
|
|
OH St Hgr Edl Fac Comm (Hosp Cleveland Clinic Hlth Sys) Ser 2013
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(LIQ: Bank of NY Mellon Trust)
|
|
|
0.040
|
|
|
|
01/01/39
|
|
|
|
4,500,000
|
|
|
3,090,000
|
|
|
Orthopedic Hospital of Wisconsin LLC (LOC: BMO)
|
|
|
0.150
|
|
|
|
03/01/39
|
|
|
|
3,090,000
|
|
|
2,380,000
|
|
|
New York HFA (West 37Th Street) Ser 2008 (LIQ: FHLMC)
|
|
|
0.100
|
|
|
|
05/01/42
|
|
|
|
2,380,000
|
|
|
1,820,000
|
|
|
Corporate Finance Managers, Inc. Ser B
|
|
|
0.170
|
|
|
|
02/02/43
|
|
|
|
1,820,000
|
|
|
2,000,000
|
|
|
Blue Mountain Enterprises LLC Ser 2013
|
|
|
0.247
|
|
|
|
09/01/43
|
|
|
|
2,000,000
|
|
|
1,390,000
|
|
|
Boldt Healthcare Properties LLC
|
|
|
0.160
|
|
|
|
10/01/43
|
|
|
|
1,390,000
|
|
|
4,045,000
|
|
|
Schreiber Capital Co. LLC Ser 2006
|
|
|
0.170
|
|
|
|
04/01/46
|
|
|
|
4,045,000
|
|
|
3,190,000
|
|
|
Helmholdt Capital LLC Ser 2007
|
|
|
0.220
|
|
|
|
04/01/47
|
|
|
|
3,190,000
|
|
Touchstone Institutional Money
Market Fund
(Unaudited) (Continued)
|
Principal
|
|
|
|
|
|
Interest
|
|
|
|
Maturity
|
|
|
|
|
|
|
Amount
|
|
|
|
|
|
Rate
|
|
|
|
Date
|
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Variable Rate Demand Notes
(A)
— 45.9% (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
10,000,000
|
|
|
Monroe Co GA Dev Auth Poll Control Rev (GA Pwr Co Scherer Proj) Ser 2008
|
|
|
0.060
|
%
|
|
|
11/01/48
|
|
|
$
|
10,000,000
|
|
|
1,768,000
|
|
|
E Baton Rouge Parish LA (Exxonmobil Proj Gulf) Ser 2011 D
|
|
|
0.010
|
|
|
|
12/01/51
|
|
|
|
1,768,000
|
|
|
10,040,000
|
|
|
OSL Santa Rosa Fountaingrove LLC Ser 2012
|
|
|
0.160
|
|
|
|
02/01/52
|
|
|
|
10,040,000
|
|
|
1,500,000
|
|
|
KDF Claremont LP Ser 2013
|
|
|
0.160
|
|
|
|
04/01/53
|
|
|
|
1,500,000
|
|
|
1,120,000
|
|
|
AM Investment Partners LLC MI
|
|
|
0.200
|
|
|
|
06/01/56
|
|
|
|
1,120,000
|
|
|
|
|
|
Total Variable Rate Demand Notes
|
|
|
|
|
|
|
|
|
|
$
|
304,006,500
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Corporate Bonds— 17.7%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,300,000
|
|
|
Cooperatieve Centrale Raiffeisen-Boerenleenbank
|
|
|
1.850
|
|
|
|
01/10/14
|
|
|
|
1,300,414
|
|
|
8,100,000
|
|
|
Royal Bank of Canada
|
|
|
1.125
|
|
|
|
01/15/14
|
|
|
|
8,102,451
|
|
|
5,000,000
|
|
|
HSBC Bank PLC 144a
(B)
|
|
|
1.044
|
|
|
|
01/17/14
|
|
|
|
5,001,798
|
|
|
426,000
|
|
|
JPMorgan Chase & Co.
|
|
|
0.180
|
|
|
|
01/21/14
|
|
|
|
425,960
|
|
|
6,000,000
|
|
|
JPMorgan Chase & Co. MTN
(B)
|
|
|
1.038
|
|
|
|
01/24/14
|
|
|
|
6,002,756
|
|
|
6,900,000
|
|
|
JPMorgan Chase & Co. MTN
|
|
|
2.050
|
|
|
|
01/24/14
|
|
|
|
6,907,123
|
|
|
500,000
|
|
|
UBS AG
|
|
|
2.250
|
|
|
|
01/28/14
|
|
|
|
500,662
|
|
|
7,610,000
|
|
|
Bank of New York Mellon Corp. (The) MTN
|
|
|
1.500
|
|
|
|
01/31/14
|
|
|
|
7,617,843
|
|
|
1,905,000
|
|
|
Caterpillar Financial Services Corp. MTN
|
|
|
6.125
|
|
|
|
02/17/14
|
|
|
|
1,918,678
|
|
|
9,750,000
|
|
|
Toyota Motor Credit Corp. MTN
(B)
|
|
|
0.238
|
|
|
|
02/24/14
|
|
|
|
9,750,000
|
|
|
3,838,000
|
|
|
National Rural Utilities Cooperative Finance Corp.
|
|
|
4.750
|
|
|
|
03/01/14
|
|
|
|
3,864,673
|
|
|
700,000
|
|
|
EI du Pont de Nemours & Co.
|
|
|
1.750
|
|
|
|
03/25/14
|
|
|
|
702,406
|
|
|
706,000
|
|
|
Wal-Mart Stores, Inc.
|
|
|
1.625
|
|
|
|
04/15/14
|
|
|
|
708,762
|
|
|
2,150,000
|
|
|
Bank of Montreal MTN
|
|
|
1.750
|
|
|
|
04/29/14
|
|
|
|
2,159,586
|
|
|
800,000
|
|
|
EI du Pont de Nemours & Co.
|
|
|
4.875
|
|
|
|
04/30/14
|
|
|
|
811,610
|
|
|
10,954,000
|
|
|
Credit Suisse
|
|
|
5.500
|
|
|
|
05/01/14
|
|
|
|
11,138,046
|
|
|
3,650,000
|
|
|
Northern Trust Corp.
|
|
|
4.625
|
|
|
|
05/01/14
|
|
|
|
3,702,307
|
|
|
12,300,000
|
|
|
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands 144a
|
|
|
4.200
|
|
|
|
05/13/14
|
|
|
|
12,473,794
|
|
|
2,525,000
|
|
|
General Electric Capital Corp.
|
|
|
5.900
|
|
|
|
05/13/14
|
|
|
|
2,575,504
|
|
|
2,611,000
|
|
|
Bank of New York Mellon Corp. (The) MTN
|
|
|
4.300
|
|
|
|
05/15/14
|
|
|
|
2,649,098
|
|
|
14,418,000
|
|
|
US BanCorp
|
|
|
4.200
|
|
|
|
05/15/14
|
|
|
|
14,626,485
|
|
|
1,000,000
|
|
|
Caterpillar Financial Services Corp. MTN
|
|
|
1.375
|
|
|
|
05/20/14
|
|
|
|
1,004,371
|
|
|
1,000,000
|
|
|
Caterpillar, Inc.
|
|
|
1.375
|
|
|
|
05/27/14
|
|
|
|
1,004,415
|
|
|
1,000,000
|
|
|
JPMorgan Chase & Co.
|
|
|
4.650
|
|
|
|
06/01/14
|
|
|
|
1,017,686
|
|
|
3,200,000
|
|
|
Toronto-Dominion Bank (The)
|
|
|
1.375
|
|
|
|
07/14/14
|
|
|
|
3,218,672
|
|
|
7,575,000
|
|
|
Procter & Gamble Co. (The)
|
|
|
4.950
|
|
|
|
08/15/14
|
|
|
|
7,794,658
|
|
|
500,000
|
|
|
General Electric Capital Corp.
|
|
|
4.750
|
|
|
|
09/15/14
|
|
|
|
515,573
|
|
|
|
|
|
Total Corporate Bonds
|
|
|
|
|
|
|
|
|
|
$
|
117,495,331
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Municipal Bonds— 6.7%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,000,000
|
|
|
IN St Bond Bank Rev Txbl Ref Sch Severance Funding Ser 2013
|
|
|
0.150
|
|
|
|
01/15/14
|
|
|
|
3,000,000
|
|
|
795,000
|
|
|
Merrillville IN Multi Sch Bldg Txbl Ref 1St Mtge B Ser 2013
|
|
|
0.370
|
|
|
|
01/15/14
|
|
|
|
795,000
|
|
|
1,400,000
|
|
|
Mason OH EDR (Al Neyer Inc Proj) UTGO
|
|
|
1.500
|
|
|
|
01/29/14
|
|
|
|
1,400,512
|
|
|
2,700,000
|
|
|
Wichita KS Temp Nts UTGO
|
|
|
0.550
|
|
|
|
02/11/14
|
|
|
|
2,700,000
|
|
|
3,015,000
|
|
|
Miami Twp OH Montgomery Co LTGO Ser 2013
|
|
|
1.500
|
|
|
|
02/13/14
|
|
|
|
3,017,909
|
|
|
3,900,000
|
|
|
Franklin Co OH (Spl Oblg) BANS (Stadium Fac Proj) Ser 2013
|
|
|
0.800
|
|
|
|
03/07/14
|
|
|
|
3,902,038
|
|
|
3,600,000
|
|
|
Fishers Redev Auth Lease Rev BANS Ser 2013
|
|
|
0.750
|
|
|
|
04/12/14
|
|
|
|
3,600,000
|
|
|
1,500,000
|
|
|
Bryan OH CSD BANS Sch Impt UTGO Ser 2013
|
|
|
1.625
|
|
|
|
04/22/14
|
|
|
|
1,504,410
|
|
|
1,750,000
|
|
|
Riverside OH Rev BANS Ser 2013
|
|
|
1.250
|
|
|
|
04/24/14
|
|
|
|
1,752,660
|
|
|
4,000,000
|
|
|
Hamilton IN S Estrn Consol Sch BANS Revenue Notes Ser 2013
|
|
|
2.000
|
|
|
|
06/15/14
|
|
|
|
4,025,060
|
|
|
1,000,000
|
|
|
Manchester CT BANS UTGO Ser 2013
|
|
|
1.000
|
|
|
|
07/03/14
|
|
|
|
1,001,233
|
|
|
1,000,000
|
|
|
IN St Bond Bank Rev Txbl Ref Sch Severance Funding Ser 2013
|
|
|
0.279
|
|
|
|
07/15/14
|
|
|
|
1,000,000
|
|
|
885,000
|
|
|
New Albany OH Txbl BANS Rev Notes Ser 2013
|
|
|
1.375
|
|
|
|
07/31/14
|
|
|
|
889,289
|
|
|
4,100,000
|
|
|
IL St Fin Auth Rev Northwestern Mem Hosp Ser 2004 A Pre-refunded @ $100
|
|
|
5.500
|
|
|
|
08/15/14
|
|
|
|
4,229,749
|
|
Touchstone Institutional Money
Market Fund
(Unaudited) (Continued)
|
Principal
|
|
|
|
|
|
Interest
|
|
|
|
Maturity
|
|
|
|
|
|
|
Amount
|
|
|
|
|
|
Rate
|
|
|
|
Date
|
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Municipal Bonds — 6.7% (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
2,600,000
|
|
|
Center Grove Multi-Fac Sch Bld BANS Revenue Notes Ser 2013
|
|
|
0.500
|
%
|
|
|
09/15/14
|
|
|
$
|
2,600,000
|
|
|
3,080,000
|
|
|
American Muni Pwr-Ohio, Inc. OH BANS Ser 2013
|
|
|
1.000
|
|
|
|
10/23/14
|
|
|
|
3,084,975
|
|
|
5,750,000
|
|
|
MS St Business Fin Co Coast Elec Pwr Assn C Rmkt Ser 2013
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(SPA: Natl Rural Util Coop
Fin)
|
|
|
0.400
|
|
|
|
05/01/37
|
|
|
|
5,750,000
|
|
|
|
|
|
Total Municipal Bonds
|
|
|
|
|
|
|
|
|
|
$
|
44,252,835
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. Government Agency Obligations— 16.2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
50,000,000
|
|
|
Farmer Mac#
|
|
|
0.010
|
|
|
|
01/02/14
|
|
|
|
50,000,000
|
|
|
2,745,690
|
|
|
Overseas Private Investment Corp.
(A)(B)
|
|
|
0.061
|
|
|
|
03/15/17
|
|
|
|
2,745,690
|
|
|
3,500,000
|
|
|
Overseas Private Investment Corp.
(A)(B)
|
|
|
0.061
|
|
|
|
10/20/17
|
|
|
|
3,500,000
|
|
|
5,250,000
|
|
|
Overseas Private Investment Corp.
(A)(B)
|
|
|
0.061
|
|
|
|
03/15/19
|
|
|
|
5,250,000
|
|
|
2,580,000
|
|
|
Overseas Private Investment Corp.
(A)(B)
|
|
|
0.061
|
|
|
|
12/15/19
|
|
|
|
2,580,000
|
|
|
10,451,200
|
|
|
Overseas Private Investment Corp.
(A)(B)
|
|
|
0.061
|
|
|
|
01/15/21
|
|
|
|
10,451,200
|
|
|
7,270,400
|
|
|
Overseas Private Investment Corp.
(A)(B)
|
|
|
0.061
|
|
|
|
01/15/21
|
|
|
|
7,270,400
|
|
|
1,130,000
|
|
|
Overseas Private Investment Corp.
(A)(B)
|
|
|
0.061
|
|
|
|
01/15/21
|
|
|
|
1,130,000
|
|
|
5,754,386
|
|
|
Overseas Private Investment Corp.
(A)(B)
|
|
|
0.061
|
|
|
|
03/15/24
|
|
|
|
5,754,386
|
|
|
1,798,246
|
|
|
Overseas Private Investment Corp.
(A)(B)
|
|
|
0.061
|
|
|
|
03/15/24
|
|
|
|
1,798,246
|
|
|
7,368,415
|
|
|
Overseas Private Investment Corp.
(A)(B)
|
|
|
0.061
|
|
|
|
06/15/24
|
|
|
|
7,368,415
|
|
|
4,900,000
|
|
|
Overseas Private Investment Corp.
(A)(B)
|
|
|
0.061
|
|
|
|
06/15/34
|
|
|
|
4,900,000
|
|
|
4,500,000
|
|
|
Overseas Private Investment Corp.
(A)(B)
|
|
|
0.061
|
|
|
|
06/15/34
|
|
|
|
4,500,000
|
|
|
|
|
|
Total U.S. Government Agency Obligations
|
|
|
|
|
|
|
|
|
|
$
|
107,248,337
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Certificates of Deposit— 5.3%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,500,000
|
|
|
Bank of Nova Scotia/Houston
(B)
|
|
|
0.180
|
|
|
|
02/25/14
|
|
|
|
12,499,959
|
|
|
10,500,000
|
|
|
Canadian Imperial Bank of Commerce/New York NY
(B)
|
|
|
0.251
|
|
|
|
03/05/14
|
|
|
|
10,501,466
|
|
|
6,300,000
|
|
|
Bank of Tokyo-Mit UFJ Ltd/New York NY
(B)
|
|
|
0.842
|
|
|
|
03/07/14
|
|
|
|
6,304,451
|
|
|
6,200,000
|
|
|
Canadian Imperial Bank of Commerce/New York NY
(B)
|
|
|
0.275
|
|
|
|
03/21/14
|
|
|
|
6,200,000
|
|
|
|
|
|
Total Certificates of Deposit
|
|
|
|
|
|
|
|
|
|
$
|
35,505,876
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Commercial Paper— 3.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20,000,000
|
|
|
Bank of Tokyo-Mit UFJ CP
|
|
|
0.110
|
|
|
|
01/06/14
|
|
|
|
19,999,756
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Repurchase Agreement— 5.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
33,200,000
|
|
|
BMO Capital, 0.01%, dated 12/31/13, matures on 01/01/14, repurchase price
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$33,200,009 (collateralized by various U.S. Treasury Notes, ranging in par value
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
from $100,000 - $1,200,000, 0.000% - 9.125%, 01/15/14 - 05/15/43,
total market value $33,684,092)
|
|
|
1.000
|
|
|
|
01/01/14
|
|
|
|
33,200,000
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investment Securities —99.8%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(Cost $661,708,635)
|
|
|
|
|
|
|
|
|
|
$
|
661,708,635
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Assets in Excess of Liabilities — 0.2%
|
|
|
|
|
|
|
|
|
|
|
1,013,401
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Net Assets — 100.0%
|
|
|
|
|
|
|
|
|
|
$
|
662,722,036
|
|
|
(A)
|
Demand Feature - Maturities shown are the final maturities,
not the date on which principal could be recovered through the demand feature.
|
|
(B)
|
Variable rate security - Rate reflected is the rate
in effect as of December 31, 2013.
|
|
#
|
Zero coupon bond - Rate shown reflects effective yield
to maturity at time of purchase.
|
Touchstone Institutional Money
Market Fund
(Unaudited) (Continued)
Portfolio Abbreviations:
BANS - Bond Anticipation Notes
CDA - Communities Development Authority
EDR -
Economic Development Revenue
FHLB - Federal Home Loan Bank
FHLMC - Federal Home Loan Mortgage Corp.
FNMA - Federal National Mortgage
Association
HFA - Housing Finance Agency
HFC - Housing Finance Corp.
IDA - Industrial Development Authority/Agency
IDB - Industrial Development Board
IDR - Industrial Development Revenue
LLC - Limited Liability Company
LIQ - Liquidity Facility
LOC - Letter of Credit
LTGO - Limited Tax General Obligation
MTN - Medium Term Note
SPA - Stand-by Purchase Agreement
UTGO - Unlimited
Tax General Obligation
|
144a -
|
This is a restricted security that was sold in a
transaction qualifying for the exemption under Rule 144A of the Securities Act of 1933. This security may be sold in transactions
exempt from registration, normally to qualified institutional buyers. At December 31, 2013, these securities were valued at $24,630,592
or 3.7% of net assets. These securities were deemed liquid pursuant to procedures approved by the Board of Trustees.
|
Other Information:
The inputs or methodology
used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information
on valuation inputs, and their aggregation into the levels used in the table below, please refer to the security valuation section
in the accompanying Notes to Portfolios of Investments.
Touchstone Institutional Money
Market Fund
(Unaudited) (Continued)
|
|
|
Valuation inputs at Reporting Date:
|
|
|
|
|
|
Description
|
|
|
Level 1
|
|
|
|
Level 2
|
|
|
|
Level 3
|
|
|
|
Total
|
|
Variable Rate Demand Notes
|
|
$
|
—
|
|
|
$
|
304,006,500
|
|
|
$
|
—
|
|
|
$
|
304,006,500
|
|
Corporate Bonds
|
|
|
—
|
|
|
|
117,495,331
|
|
|
|
—
|
|
|
|
117,495,331
|
|
U.S. Government Agency Obligations
|
|
|
—
|
|
|
|
107,248,337
|
|
|
|
—
|
|
|
|
107,248,337
|
|
Municipal Bonds
|
|
|
—
|
|
|
|
44,252,835
|
|
|
|
—
|
|
|
|
44,252,835
|
|
Certificates of Deposit
|
|
|
—
|
|
|
|
35,505,876
|
|
|
|
—
|
|
|
|
35,505,876
|
|
Commercial Paper
|
|
|
—
|
|
|
|
19,999,756
|
|
|
|
—
|
|
|
|
19,999,756
|
|
Repurchase Agreement
|
|
|
—
|
|
|
|
33,200,000
|
|
|
|
—
|
|
|
|
33,200,000
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
661,708,635
|
|
See accompanying Notes to Portfolios of Investments.
Portfolio of Investments
Touchstone Money Market Fund
– December 31, 2013 (Unaudited)
|
Principal
|
|
|
|
|
|
Interest
|
|
|
|
Maturity
|
|
|
|
|
|
|
Amount
|
|
|
|
|
|
Rate
|
|
|
|
Date
|
|
|
|
Value
|
|
|
|
|
|
Variable Rate Demand Notes
(A)
— 53.4%
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
1,970,000
|
|
|
Lincoln Co WY Poll Control Rev (Fltg Rate Dates Exxon Proj D) Ser 1984
|
|
|
0.010
|
%
|
|
|
11/01/14
|
|
|
$
|
1,970,000
|
|
|
600,000
|
|
|
Pittsburgh Technical Institute US Domestic Ser 1999
|
|
|
0.170
|
|
|
|
10/01/15
|
|
|
|
600,000
|
|
|
4,400,000
|
|
|
Pitkin Co CO IDR Aspen Skiing Co Proj Ser A (LOC: JP Morgan Chase Bank NA)
|
|
|
0.040
|
|
|
|
04/01/16
|
|
|
|
4,400,000
|
|
|
100,000
|
|
|
Berks Co PA IDA Lebanon Vy Mall Ser 1996 B (LOC: First Union National Bank)
|
|
|
0.220
|
|
|
|
07/01/16
|
|
|
|
100,000
|
|
|
125,000
|
|
|
Tom Richards, Inc. US Domestic Ser 2001
|
|
|
0.170
|
|
|
|
12/01/16
|
|
|
|
125,000
|
|
|
580,000
|
|
|
Team Rahal of Pittsburgh Priv Placement Ser 2002 144a
|
|
|
0.190
|
|
|
|
11/01/17
|
|
|
|
580,000
|
|
|
1,190,000
|
|
|
Plymouth WI IDR (Wis Plastic Prods Inc Proj) Ser 1998 (LOC: Bank First National)
|
|
|
0.150
|
|
|
|
05/01/18
|
|
|
|
1,190,000
|
|
|
100,000
|
|
|
Dublin Building LLC US Domestic Ser 1997
|
|
|
0.290
|
|
|
|
11/01/18
|
|
|
|
100,000
|
|
|
1,305,000
|
|
|
Livingston Co NY IDA Ref Red/Nicholas Ser 2007 B (LOC: HSBC Bank USA NA)
|
|
|
0.170
|
|
|
|
07/01/19
|
|
|
|
1,305,000
|
|
|
205,000
|
|
|
NY City NY IDA Institute For Cmnt Ser 2010 (LOC: JP Morgan Chase Bank NA)
|
|
|
0.367
|
|
|
|
11/01/19
|
|
|
|
205,000
|
|
|
1,595,000
|
|
|
St Ann's Medical Office Building II LP US Domestic Ser 1998
|
|
|
0.190
|
|
|
|
11/01/19
|
|
|
|
1,595,000
|
|
|
1,075,000
|
|
|
Yuengling Beer Co., Inc. Priv Placement Ser 1999
|
|
|
0.250
|
|
|
|
11/01/19
|
|
|
|
1,075,000
|
|
|
1,275,000
|
|
|
CMW Real Estate LLC US Domestic Ser 2000
|
|
|
0.180
|
|
|
|
06/01/20
|
|
|
|
1,275,000
|
|
|
650,000
|
|
|
Stonehedge Enterprises, Inc. US Domestic Ser 2000
|
|
|
0.190
|
|
|
|
01/04/21
|
|
|
|
650,000
|
|
|
275,000
|
|
|
WA St Hsg Fin Commission Brittany Pk Ser 1998 B (LIQ: FNMA)
|
|
|
0.160
|
|
|
|
11/01/21
|
|
|
|
275,000
|
|
|
1,124,000
|
|
|
Progress Industrial Properties, Inc. US Domestic Ser 2002
|
|
|
0.170
|
|
|
|
01/01/22
|
|
|
|
1,124,000
|
|
|
2,800,000
|
|
|
East Baton Rouge Parish LA (Exxon Proj) Ser 1993
|
|
|
0.010
|
|
|
|
03/01/22
|
|
|
|
2,800,000
|
|
|
800,000
|
|
|
Mason City Clinic PC US Domestic Ser 1992
|
|
|
0.220
|
|
|
|
09/01/22
|
|
|
|
800,000
|
|
|
300,000
|
|
|
Rise, Inc. Mesa AZ US Domestic Ser 2002
|
|
|
0.220
|
|
|
|
11/01/22
|
|
|
|
300,000
|
|
|
3,110,100
|
|
|
Campus Research Corp. US Domestic Ser 2002
|
|
|
0.170
|
|
|
|
06/01/23
|
|
|
|
3,110,100
|
|
|
640,000
|
|
|
Dick Masheter Ford, Inc. US Domestic Ser 2003
|
|
|
0.190
|
|
|
|
07/01/23
|
|
|
|
640,000
|
|
|
317,000
|
|
|
WAI Enterprises LLC Ser 2004
|
|
|
0.330
|
|
|
|
06/01/24
|
|
|
|
317,000
|
|
|
439,000
|
|
|
Fitch Denny Funeral Home, Inc. Ser 2004
|
|
|
0.380
|
|
|
|
09/01/24
|
|
|
|
439,000
|
|
|
1,765,000
|
|
|
St James Properties Ltd. Priv Placement Ser 2004
|
|
|
0.330
|
|
|
|
12/01/24
|
|
|
|
1,765,000
|
|
|
240,000
|
|
|
NY City NY IDA N Y Congregational Ser 2006 B (LOC: HSBC Bank USA NA)
|
|
|
1.380
|
|
|
|
02/01/25
|
|
|
|
240,000
|
|
|
1,685,000
|
|
|
Diaz-Upton LLC Ser 2004
|
|
|
0.220
|
|
|
|
05/01/26
|
|
|
|
1,685,000
|
|
|
700,000
|
|
|
Mequon WI IDR (Gateway Plastics) Ser 2001 B (LOC: Bank One Wisconsin)
|
|
|
0.220
|
|
|
|
08/01/26
|
|
|
|
700,000
|
|
|
3,950,000
|
|
|
Jeff Wyler Automotive Family, Inc. Priv Placement Ser 2006
|
|
|
0.330
|
|
|
|
01/04/27
|
|
|
|
3,950,000
|
|
|
2,480,000
|
|
|
Chelwood LP Ser 2013
|
|
|
0.160
|
|
|
|
03/20/27
|
|
|
|
2,480,000
|
|
|
695,000
|
|
|
Bayloff Properties LLC US Domestic Ser 1998
|
|
|
0.290
|
|
|
|
04/01/28
|
|
|
|
695,000
|
|
|
1,805,000
|
|
|
VT St Edl & Hlth Bldg (Brattleboro Mem Hosp Proj) Ser 2008 A
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(LOC: TD Banknorth NA)
|
|
|
0.020
|
|
|
|
10/01/28
|
|
|
|
1,805,000
|
|
|
7,555,000
|
|
|
KS City MO Tax Incr Rev Blue Ridge Mall Tax Allocation Ser 2005
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(LOC: BMO Harris Bank NA)
|
|
|
0.160
|
|
|
|
11/01/28
|
|
|
|
7,555,000
|
|
|
2,927,000
|
|
|
M&P Richfield LLC Ser 2001
|
|
|
0.170
|
|
|
|
11/01/28
|
|
|
|
2,927,000
|
|
|
730,000
|
|
|
CA St Infrastructure & Studio Moulding Ser 2001 B (LOC: Comerica Bank)
|
|
|
0.367
|
|
|
|
12/01/28
|
|
|
|
730,000
|
|
|
1,160,000
|
|
|
Tennis For Charity, Inc. OH Ser 2004 (LOC: JP Morgan Chase Bank NA)
|
|
|
0.120
|
|
|
|
12/01/29
|
|
|
|
1,160,000
|
|
|
5,200,000
|
|
|
Flamingo Enterprises, Inc. US Domestic Ser 2008
|
|
|
0.270
|
|
|
|
05/01/30
|
|
|
|
5,200,000
|
|
|
2,240,000
|
|
|
TP Racing LLLP US Domestic Ser 2000
|
|
|
0.180
|
|
|
|
06/01/30
|
|
|
|
2,240,000
|
|
|
810,000
|
|
|
Alameda Co CA IDA Plastikon Inds B Ser 2013 (LOC: Comerica Bank)
|
|
|
0.210
|
|
|
|
07/01/30
|
|
|
|
810,000
|
|
|
500,000
|
|
|
MS St Business Fin Co Chevron Usa Inc Pj Ser G Ser 2009
|
|
|
0.020
|
|
|
|
12/01/30
|
|
|
|
500,000
|
|
|
1,445,000
|
|
|
Montgomery Co PA Redev Auth Kingswood Apts Pj A T1 Ser 2001 (LIQ: FNMA)
|
|
|
0.160
|
|
|
|
08/15/31
|
|
|
|
1,445,000
|
|
|
200,000
|
|
|
Allen Co OH Hosp Facs Rev Catholic Healthcare Ser 2008 A
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(LOC: Bank of America NA)
|
|
|
0.030
|
|
|
|
10/01/31
|
|
|
|
200,000
|
|
|
5,700,000
|
|
|
OH St Hgr Edu Fac Rev (Case Western) Ser 2002 A (SPA: Wells Fargo NA)
|
|
|
0.020
|
|
|
|
10/01/31
|
|
|
|
5,700,000
|
|
|
3,000,000
|
|
|
OH St Hgr Edu Fac Rev (Case Western) Ser 2002 A (SPA: Wells Fargo Bank NA)
|
|
|
0.020
|
|
|
|
10/01/31
|
|
|
|
3,000,000
|
|
|
695,000
|
|
|
486 Lesser Street LLC Ser 2007
|
|
|
0.130
|
|
|
|
02/01/32
|
|
|
|
695,000
|
|
|
1,600,000
|
|
|
KS St Dev Fin Auth Rev (Indl Dlr Bldg Proj) Ser 2009 O (LOC: Great Western Bank)
|
|
|
0.190
|
|
|
|
09/01/32
|
|
|
|
1,600,000
|
|
|
1,100,000
|
|
|
OH St Air Quality Dev Auth Variable Ref Poll Control Firs Ser 2012
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(LOC: Bank of Nova Scotia)
|
|
|
0.030
|
|
|
|
11/01/32
|
|
|
|
1,100,000
|
|
|
4,875,000
|
|
|
Andrew W Mellon Foundation Ser 2008
|
|
|
0.100
|
|
|
|
12/01/32
|
|
|
|
4,875,000
|
|
|
6,032,000
|
|
|
Hart Family Holdings LLC US Domestic Ser 2012
|
|
|
0.150
|
|
|
|
12/01/32
|
|
|
|
6,032,000
|
|
Touchstone Money Market Fund
(Unaudited) (Continued)
|
Principal
|
|
|
|
|
|
Interest
|
|
|
|
Maturity
|
|
|
|
|
|
|
Amount
|
|
|
|
|
|
Rate
|
|
|
|
Date
|
|
|
|
Value
|
|
|
|
|
|
Variable Rate Demand Notes
(A)
— 53.4% (Continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
1,435,000
|
|
|
Young Men's Christian Association of Metropolitan Milwaukee, Inc. (The) Ser
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2008
|
|
|
0.160
|
%
|
|
|
05/01/33
|
|
|
$
|
1,435,000
|
|
|
700,000
|
|
|
OH St Wtr Dev Auth Poll Cont Rev Ser 2010 C (LOC: UBS AG)
|
|
|
0.060
|
|
|
|
06/01/33
|
|
|
|
700,000
|
|
|
580,000
|
|
|
Alameda Co CA IDA Golden West Paper Ser 2008 (LOC: Comerica Bank)
|
|
|
0.210
|
|
|
|
11/01/33
|
|
|
|
580,000
|
|
|
2,485,000
|
|
|
First Christian Church Of Florissant US Domestic Ser 2008
|
|
|
0.160
|
|
|
|
01/01/34
|
|
|
|
2,485,000
|
|
|
11,700,000
|
|
|
Allen Co OH Hosp Facs Rev Catholic Healthcare Ser 2010 C (LOC: Union Bank NA)
|
|
|
0.020
|
|
|
|
06/01/34
|
|
|
|
11,700,000
|
|
|
2,450,000
|
|
|
D&I Properties LLC US Domestic Ser 2004
|
|
|
0.130
|
|
|
|
11/01/34
|
|
|
|
2,450,000
|
|
|
7,500,000
|
|
|
Westchester Co NY Hlthcare Sr Lien Ser 2010 D (LOC: TD Bank NA)
|
|
|
0.120
|
|
|
|
11/01/34
|
|
|
|
7,500,000
|
|
|
805,000
|
|
|
WA St Hsg Fin Commission Mallard Lakes Ser 2002 B (LIQ: FNMA)
|
|
|
0.160
|
|
|
|
05/15/35
|
|
|
|
805,000
|
|
|
6,000,000
|
|
|
East Baton Rouge Parish LA IDB (ExxonMobil Proj) Ser 2010 A
|
|
|
0.010
|
|
|
|
08/01/35
|
|
|
|
6,000,000
|
|
|
3,300,000
|
|
|
MS St Business Fin Co Chevron USA Ser 2011 F
|
|
|
0.020
|
|
|
|
11/01/35
|
|
|
|
3,300,000
|
|
|
200,000
|
|
|
MS St Business Fin Co Chevron USA Inc Ser 2010 L
|
|
|
0.020
|
|
|
|
11/01/35
|
|
|
|
200,000
|
|
|
3,200,000
|
|
|
MS St Business Fin Co Chevron USA Inc Ser J Ser 2010
|
|
|
0.020
|
|
|
|
11/01/35
|
|
|
|
3,200,000
|
|
|
2,005,000
|
|
|
Metropolitan Govt Nashville & Davidson Hsg Jackson Apts Ser 2006 B
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(LOC: BMO Harris Bank NA)
|
|
|
0.200
|
|
|
|
04/01/36
|
|
|
|
2,005,000
|
|
|
3,800,000
|
|
|
NY UTGO Ser 2013 (LOC: Bank Of NY Mellon Trust)
|
|
|
0.030
|
|
|
|
04/01/36
|
|
|
|
3,800,000
|
|
|
505,000
|
|
|
CA St Infrastructure & Tobinworld Proj Ser 2007 B (LOC: Comerica Bank)
|
|
|
0.367
|
|
|
|
11/01/36
|
|
|
|
505,000
|
|
|
1,853,000
|
|
|
Mill Street Village LLC Ser 2006
|
|
|
0.380
|
|
|
|
01/01/37
|
|
|
|
1,853,000
|
|
|
930,000
|
|
|
WA St Hsg Fin Commission Vintage Proj Ser 2003 B (LIQ: FNMA)
|
|
|
0.120
|
|
|
|
01/15/37
|
|
|
|
930,000
|
|
|
4,220,000
|
|
|
Keep Memory Alive Ser 2013
|
|
|
0.120
|
|
|
|
05/01/37
|
|
|
|
4,220,000
|
|
|
1,350,000
|
|
|
WA St Hsg Fin Commission Highlander Apts B Ser 2004 (LIQ: FHLMC)
|
|
|
0.180
|
|
|
|
05/01/37
|
|
|
|
1,350,000
|
|
|
245,000
|
|
|
LA Crosse WI IDR (G G P Inc Proj) Ser 2007 B (LOC: Wells Fargo Bank NA)
|
|
|
0.220
|
|
|
|
08/01/37
|
|
|
|
245,000
|
|
|
5,260,000
|
|
|
OSF Finance Co. LLC US Domestic Ser 2007
|
|
|
0.130
|
|
|
|
12/01/37
|
|
|
|
5,260,000
|
|
|
170,000
|
|
|
District of Columbia Rev Pew Charitable Ser 2008 B (LOC: PNC Bank NA)
|
|
|
0.190
|
|
|
|
04/01/38
|
|
|
|
170,000
|
|
|
2,300,000
|
|
|
Chatom AL IDB Powersouth Energy Coop Ser 2011 A
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(SPA: National Rural Utilities Finance)
|
|
|
0.600
|
|
|
|
11/15/38
|
|
|
|
2,300,000
|
|
|
4,000,000
|
|
|
OH St Hgr Edl Fac Comm Hosp Cleveland Clinic Hlth Sys Ser 2013
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(LIQ: Bank of NY Mellon Trust)
|
|
|
0.040
|
|
|
|
01/01/39
|
|
|
|
4,000,000
|
|
|
1,595,000
|
|
|
Orthopedic Hospital of Wisconsin LLC (LOC: BMO)
|
|
|
0.160
|
|
|
|
03/01/39
|
|
|
|
1,595,000
|
|
|
35,000
|
|
|
Montgomery Co OH Rev Miami VY Hosp Ser 2011 C (SPA: Wells Fargo Bank NA)
|
|
|
0.020
|
|
|
|
11/15/39
|
|
|
|
35,000
|
|
|
670,000
|
|
|
Boldt Healthcare Properties LLC Priv Placement Ser 2010
|
|
|
0.160
|
|
|
|
10/01/43
|
|
|
|
670,000
|
|
|
6,500,000
|
|
|
Montgomery Co OH Rev Miami VY Hosp Ser Ser 2011 C
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(SPA: JP Morgan Chase Bank NA)
|
|
|
0.020
|
|
|
|
11/15/45
|
|
|
|
6,500,000
|
|
|
3,880,000
|
|
|
Schreiber Capital Co. LLC US Domestic Ser 2006
|
|
|
0.170
|
|
|
|
04/01/46
|
|
|
|
3,880,000
|
|
|
5,000,000
|
|
|
MI St Fin Auth Rev Sch Ln Ser 2010 B (LOC: Bank of Montreal)
|
|
|
0.130
|
|
|
|
09/01/50
|
|
|
|
5,000,000
|
|
|
950,000
|
|
|
MBE Investment Co. LLC US Domestic Ser 2001
|
|
|
0.200
|
|
|
|
02/01/51
|
|
|
|
950,000
|
|
|
|
|
|
Total Variable Rate Demand Notes
|
|
|
|
|
|
|
|
|
|
$
|
169,687,100
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. Government Agency Obligations— 18.2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,300,000
|
|
|
Farmer Mac#
|
|
|
0.010
|
|
|
|
01/02/14
|
|
|
|
2,300,000
|
|
|
2,824,138
|
|
|
Overseas Private Investment Corp.
(A)(B)
|
|
|
0.120
|
|
|
|
03/15/17
|
|
|
|
2,824,138
|
|
|
2,241,376
|
|
|
Overseas Private Investment Corp.
(A)(B)
|
|
|
0.120
|
|
|
|
03/15/17
|
|
|
|
2,241,376
|
|
|
6,000,000
|
|
|
Overseas Private Investment Corp.
(A)(B)
|
|
|
0.120
|
|
|
|
06/15/17
|
|
|
|
6,000,000
|
|
|
6,000,000
|
|
|
Overseas Private Investment Corp.
(A)(B)
|
|
|
0.120
|
|
|
|
06/15/17
|
|
|
|
6,000,000
|
|
|
5,000,000
|
|
|
Overseas Private Investment Corp.
(A)(B)
|
|
|
0.120
|
|
|
|
06/15/17
|
|
|
|
5,000,000
|
|
|
2,000,000
|
|
|
Overseas Private Investment Corp.
(A)(B)
|
|
|
0.120
|
|
|
|
12/16/19
|
|
|
|
2,000,000
|
|
|
2,909,773
|
|
|
Overseas Private Investment Corp.
(A)(B)
|
|
|
0.120
|
|
|
|
03/15/24
|
|
|
|
2,909,773
|
|
|
5,000,000
|
|
|
Overseas Private Investment Corp.
(A)(B)
|
|
|
0.120
|
|
|
|
07/15/25
|
|
|
|
5,000,000
|
|
|
3,000,000
|
|
|
Overseas Private Investment Corp.
(A)(B)
|
|
|
0.120
|
|
|
|
05/15/30
|
|
|
|
3,000,000
|
|
|
9,658,120
|
|
|
Overseas Private Investment Corp.
(A)(B)
|
|
|
0.120
|
|
|
|
10/15/32
|
|
|
|
9,658,120
|
|
|
5,200,000
|
|
|
Overseas Private Investment Corp.
(A)(B)
|
|
|
0.120
|
|
|
|
06/15/34
|
|
|
|
5,200,000
|
|
|
3,000,000
|
|
|
Overseas Private Investment Corp.
(A)(B)
|
|
|
0.120
|
|
|
|
06/15/34
|
|
|
|
3,000,000
|
|
Touchstone Money Market Fund
(Unaudited) (Continued)
Principal
|
|
|
|
|
Interest
|
|
|
Maturity
|
|
|
|
|
Amount
|
|
|
|
|
Rate
|
|
|
Date
|
|
|
Value
|
|
|
|
|
U.S. Government Agency Obligations — 18.2% (Continued)
|
|
|
|
|
|
|
|
|
|
$
|
2,500,000
|
|
|
Overseas Private Investment Corp.
(A)(B)
|
|
|
0.120
|
%
|
|
|
06/15/34
|
|
|
$
|
2,500,000
|
|
|
|
|
|
Total U.S. Government Agency Obligations
|
|
|
|
|
|
|
|
|
|
$
|
57,633,407
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Corporate Bonds— 15.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
600,000
|
|
|
Cooperatieve Centrale Raiffeisen-Boerenleenbank
|
|
|
1.850
|
|
|
|
01/10/14
|
|
|
|
600,191
|
|
|
228,000
|
|
|
EI du Pont DE Nemours & Co.
|
|
|
5.875
|
|
|
|
01/15/14
|
|
|
|
228,442
|
|
|
1,000,000
|
|
|
Royal Bank of Canada
|
|
|
1.125
|
|
|
|
01/15/14
|
|
|
|
1,000,304
|
|
|
2,600,000
|
|
|
JPMorgan Chase & Co. MTN
(B)
|
|
|
1.038
|
|
|
|
01/24/14
|
|
|
|
2,601,194
|
|
|
3,000,000
|
|
|
JPMorgan Chase & Co. MTN
|
|
|
2.050
|
|
|
|
01/24/14
|
|
|
|
3,003,104
|
|
|
3,000,000
|
|
|
Bank of New York Mellon Corp. (The) MTN
|
|
|
1.500
|
|
|
|
01/31/14
|
|
|
|
3,003,092
|
|
|
623,000
|
|
|
US Bank NA
|
|
|
6.300
|
|
|
|
02/04/14
|
|
|
|
626,292
|
|
|
1,450,000
|
|
|
Caterpillar Financial Services Corp. MTN
|
|
|
6.125
|
|
|
|
02/17/14
|
|
|
|
1,460,455
|
|
|
4,500,000
|
|
|
Toyota Motor Credit Corp. MTN
(B)
|
|
|
0.238
|
|
|
|
02/24/14
|
|
|
|
4,500,000
|
|
|
1,050,000
|
|
|
National Rural Utilities Cooperative Finance Corp.
|
|
|
4.750
|
|
|
|
03/01/14
|
|
|
|
1,057,465
|
|
|
355,000
|
|
|
Caterpillar Financial Services Corp. MTN
|
|
|
1.650
|
|
|
|
04/01/14
|
|
|
|
356,189
|
|
|
650,000
|
|
|
Bank of Montreal MTN
|
|
|
1.750
|
|
|
|
04/29/14
|
|
|
|
652,997
|
|
|
437,000
|
|
|
EI du Pont DE Nemours & Co.
|
|
|
4.875
|
|
|
|
04/30/14
|
|
|
|
443,543
|
|
|
6,231,000
|
|
|
Credit Suisse/New York
|
|
|
5.500
|
|
|
|
05/01/14
|
|
|
|
6,335,330
|
|
|
1,300,000
|
|
|
Northern Trust Corp.
|
|
|
4.625
|
|
|
|
05/01/14
|
|
|
|
1,318,606
|
|
|
125,000
|
|
|
International Business Machines Corp.
|
|
|
1.250
|
|
|
|
05/12/14
|
|
|
|
125,375
|
|
|
3,600,000
|
|
|
Cooperatieve Centrale Raiffeisen-Boerenleenbank 144a
|
|
|
4.200
|
|
|
|
05/13/14
|
|
|
|
3,650,865
|
|
|
925,000
|
|
|
General Electric Capital Corp.
|
|
|
5.900
|
|
|
|
05/13/14
|
|
|
|
943,425
|
|
|
1,433,000
|
|
|
Bank of New York Mellon Corp. (The) MTN
|
|
|
4.300
|
|
|
|
05/15/14
|
|
|
|
1,453,781
|
|
|
5,400,000
|
|
|
US BanCorp
|
|
|
4.200
|
|
|
|
05/15/14
|
|
|
|
5,478,149
|
|
|
1,190,000
|
|
|
Caterpillar Financial Services Corp. MTN
|
|
|
1.375
|
|
|
|
05/20/14
|
|
|
|
1,194,831
|
|
|
500,000
|
|
|
Microsoft Corp.
|
|
|
2.950
|
|
|
|
06/01/14
|
|
|
|
505,303
|
|
|
517,000
|
|
|
General Electric Capital Corp. MTN
|
|
|
5.650
|
|
|
|
06/09/14
|
|
|
|
528,791
|
|
|
925,000
|
|
|
Toronto-Dominion Bank (The)
|
|
|
1.375
|
|
|
|
07/14/14
|
|
|
|
930,352
|
|
|
1,055,000
|
|
|
Procter & Gamble Co. (The)
|
|
|
0.700
|
|
|
|
08/15/14
|
|
|
|
1,057,984
|
|
|
2,600,000
|
|
|
Procter & Gamble Co. (The)
|
|
|
4.950
|
|
|
|
08/15/14
|
|
|
|
2,675,377
|
|
|
1,900,000
|
|
|
Bank of Nova Scotia
|
|
|
1.850
|
|
|
|
01/12/15
|
|
|
|
1,929,051
|
|
|
|
|
|
Total Corporate Bonds
|
|
|
|
|
|
|
|
|
|
$
|
47,660,488
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Municipal Bonds— 5.5%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000
|
|
|
IN St Bond Bank Rev Txbl Sch Severance Funding Ser 2013
|
|
|
0.150
|
|
|
|
01/15/14
|
|
|
|
1,000,000
|
|
|
1,200,000
|
|
|
Mason OH EDR (Al Neyer Inc Proj) UTGO
|
|
|
1.500
|
|
|
|
01/29/14
|
|
|
|
1,200,439
|
|
|
1,500,000
|
|
|
Wichita KS Temp Nts UTGO
|
|
|
0.550
|
|
|
|
02/11/14
|
|
|
|
1,500,000
|
|
|
655,000
|
|
|
Loveland OH Txbl BANS Real Estate Acquisition LTGO Ser 2013
|
|
|
3.000
|
|
|
|
02/12/14
|
|
|
|
656,087
|
|
|
1,300,000
|
|
|
Miami Twp OH Montgomery Co LTGO Ser 2013
|
|
|
1.500
|
|
|
|
02/13/14
|
|
|
|
1,301,254
|
|
|
1,800,000
|
|
|
Franklin Co OH (Spl Oblg) BANS (Stadium Fac Proj) Ser 2013
|
|
|
0.800
|
|
|
|
03/07/14
|
|
|
|
1,800,941
|
|
|
1,700,000
|
|
|
Fishers Redev Auth Lease Re BANS Rev Notes Ser 2013
|
|
|
0.750
|
|
|
|
04/12/14
|
|
|
|
1,700,000
|
|
|
250,000
|
|
|
Michigan ST Taxable- Sch Ln UTGO Ser 2011 A
|
|
|
2.050
|
|
|
|
04/15/14
|
|
|
|
250,990
|
|
|
1,000,000
|
|
|
Williams Cnty Brd of Edu BANS Sch Impt UTGO Ser 2013
|
|
|
1.625
|
|
|
|
04/22/14
|
|
|
|
1,002,940
|
|
|
1,650,000
|
|
|
Hamilton IN S Estrn Consol Sch BANS Rev Notes Ser 2013
|
|
|
2.000
|
|
|
|
06/15/14
|
|
|
|
1,660,337
|
|
|
395,000
|
|
|
Manchester CT BANS UTGO Ser 2013
|
|
|
1.000
|
|
|
|
07/03/14
|
|
|
|
395,487
|
|
|
405,000
|
|
|
IN St Bond Bank Rev Txbl Sch Severance Funding Ser 2013
|
|
|
0.279
|
|
|
|
07/15/14
|
|
|
|
405,000
|
|
|
400,000
|
|
|
New Albany OH Txbl BANS Revenue Notes Ser 2013
|
|
|
1.375
|
|
|
|
07/31/14
|
|
|
|
401,938
|
|
|
1,700,000
|
|
|
IL St Fin Auth Rev Northwestern Mem Hosp Ser 2004 A Pre-refunded @ $100
|
|
|
5.500
|
|
|
|
08/15/14
|
|
|
|
1,753,799
|
|
|
1,000,000
|
|
|
Center Grove Multi-Fac Sch Bld BANS Rev Notes Ser 2013
|
|
|
0.500
|
|
|
|
09/15/14
|
|
|
|
1,000,000
|
|
|
1,300,000
|
|
|
American Muni Pwr, Inc. BANS Ser 2013
|
|
|
1.000
|
|
|
|
10/23/14
|
|
|
|
1,302,100
|
|
|
|
|
|
Total Municipal Bonds
|
|
|
|
|
|
|
|
|
|
$
|
17,331,312
|
|
Touchstone Money Market Fund
(Unaudited) (Continued)
Principal
|
|
|
|
|
Interest
|
|
|
Maturity
|
|
|
|
|
Amount
|
|
|
|
|
Rate
|
|
|
Date
|
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Certificates of Deposit— 4.5%
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
6,000,000
|
|
|
Bank of Nova Scotia/Houston
(B)
|
|
|
0.180
|
%
|
|
|
01/02/14
|
|
|
$
|
5,999,980
|
|
|
3,500,000
|
|
|
Canadian Imperial Bank of Commerce/New York NY
(B)
|
|
|
0.251
|
|
|
|
03/05/14
|
|
|
|
3,500,489
|
|
|
2,400,000
|
|
|
Bank of Tokyo-Mit UFJ Ltd/New York NY
(B)
|
|
|
0.842
|
|
|
|
03/07/14
|
|
|
|
2,401,695
|
|
|
2,500,000
|
|
|
Canadian Imperial Bank of Commerce/New York NY
(B)
|
|
|
0.275
|
|
|
|
03/21/14
|
|
|
|
2,500,000
|
|
|
|
|
|
Total Certificates of Deposit
|
|
|
|
|
|
|
|
|
|
$
|
14,402,164
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Commercial Paper— 3.3%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,500,000
|
|
|
Bank Tokyo-Mit UFJ Cp (LOC: Bank of Tokyo)#
|
|
|
0.800
|
|
|
|
01/06/14
|
|
|
|
5,499,951
|
|
|
4,900,000
|
|
|
Bank Tokyo-Mit UFJ Cp (LOC: Bank of Tokyo)#
|
|
|
0.110
|
|
|
|
01/07/14
|
|
|
|
4,899,925
|
|
|
|
|
|
Total Commercial Paper
|
|
|
|
|
|
|
|
|
|
$
|
10,399,876
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investment Securities —99.9%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(Cost $317,114,347)
|
|
|
|
|
|
|
|
|
|
$
|
317,114,347
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Assets in Excess of Liabilities — 0.1%
|
|
|
|
|
|
|
|
|
|
|
417,296
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Net Assets — 100.0%
|
|
|
|
|
|
|
|
|
|
$
|
317,531,643
|
|
|
(A)
|
Demand Feature - Maturities shown are the final maturities,
not the date on which principal could be recovered through the demand feature.
|
|
(B)
|
Variable rate security - Rate reflected is the rate
in effect as of December 31, 2013.
|
|
#
|
Zero coupon bond - Rate shown reflects effective yield
to maturity at time of purchase.
|
Portfolio Abbreviations:
BANS - Bond Anticipation Notes
EDR - Economic
Development Revenue
FHLMC - Federal Home Loan Mortgage Corp
FNMA - Federal National Mortgage Association
IDA - Industrial Development
Authority/Agency
IDB - Industrial Development Board
IDR - Industrial Development Revenue
LIQ - Liquidity Facility
LLC - Limited
Liability Company
LOC - Letter of Credit
LP - Limited Partnership
LTGO - Limited Tax General Obligation
MTN - Medium Term Note
SPA - Stand-by Purchase Agreement
UTGO - Unlimited Tax General Obligation
Touchstone Money Market Fund
(Unaudited) (Continued)
Other Information:
The inputs or methodology used for valuing securities may
not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their
aggregation into the levels used in the table below, please refer to the security valuation section in the accompanying Notes to
Portfolios of Investments.
|
|
|
Valuation inputs at Reporting Date:
|
|
|
|
|
|
Description
|
|
|
Level 1
|
|
|
|
Level 2
|
|
|
|
Level 3
|
|
|
|
Total
|
|
Variable Rate Demand Notes
|
|
$
|
—
|
|
|
$
|
169,687,100
|
|
|
$
|
—
|
|
|
$
|
169,687,100
|
|
U.S. Government Agency Obligations
|
|
|
—
|
|
|
|
57,633,407
|
|
|
|
—
|
|
|
|
57,633,407
|
|
Corporate Bonds
|
|
|
—
|
|
|
|
47,660,488
|
|
|
|
—
|
|
|
|
47,660,488
|
|
Municipal Bonds
|
|
|
—
|
|
|
|
17,331,312
|
|
|
|
—
|
|
|
|
17,331,312
|
|
Certificates of Deposit
|
|
|
—
|
|
|
|
14,402,164
|
|
|
|
—
|
|
|
|
14,402,164
|
|
Commercial Paper
|
|
|
—
|
|
|
|
10,399,876
|
|
|
|
—
|
|
|
|
10,399,876
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
317,114,347
|
|
See accompanying Notes to Portfolios of Investments.
Notes to Portfolios of Investments
December 31, 2013 (Unaudited)
Security valuation and fair value measurements —
All
investments in securities are recorded at their estimated fair value. The Funds define the term “market value”, as
used throughout this report, as the estimated fair value. The Funds use various methods to measure fair value of their portfolio
securities on a recurring basis. Generally accepted accounting principles in the United States (“U.S. GAAP”) establish
a hierarchy that prioritizes inputs to valuation methods. These inputs are summarized in the three broad levels listed below:
|
•
Level 1 –
|
quoted prices in active markets for identical
securities
|
|
•
Level 2 –
|
other significant observable inputs (including
quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)
|
|
•
Level 3 –
|
significant unobservable inputs (including
the Fund’s own assumptions in determining the fair value of investments)
|
The inputs or methodology used for valuing securities are not
necessarily an indication of the risk associated with investing in those securities. For example, money market instruments are
valued using amortized cost, in accordance with rules under the 1940 Act. Generally, amortized cost approximates the current fair
value of a security, but since the value is not obtained from a quoted price in an active market, such securities are reflected
as Level 2.
The aggregate value by input level, as of December 31, 2013,
for each Fund’s investments, as well as a reconciliation of assets for which significant unobservable inputs (Level 3) were
used in determining value, if applicable, is included in each Fund’s Portfolio of Investments, which also includes a breakdown
of the Fund’s investments by portfolio allocation.
All transfers in and out of the levels are recognized at the
value at the end of the period. During the period ended December 31, 2013 there were no transfers between Level 1, 2 and 3 for
all Funds.
The Funds’ portfolio securities are valued as of the close
of the regular session of trading on the New York Stock Exchange (“NYSE”) (currently 4:00 p.m., Eastern time). Portfolio
securities traded on stock exchanges are valued at the last sale price, and to the extent these securities are actively traded,
they are categorized in Level 1 of the fair value hierarchy. Portfolio securities quoted by NASDAQ are valued at the NASDAQ Official
Closing Price (“NOCP”). Securities not traded on a particular day, or for which the last sale price is not readily
available, are valued at their last broker-quoted bid prices as obtained from one or more of the major market makers for such securities
by an independent pricing service and are categorized in Level 2. Debt securities for which market quotations are readily available
are valued at their most recent bid prices as obtained from one or more of the major market makers for such securities by an independent
pricing service and are categorized in Level 2. Money market instruments and other debt securities with a remaining maturity of
less than 60 days are valued at amortized cost, which approximates market value and are categorized in Level 2. While this method
provides consistency in valuation (and may only be used if it approximates market value), it may result in periods during which
value, as determined by amortized cost, is higher or lower than the price that would be received if the Fund sold the investment.
Securities for which market quotations or the NOCP are not readily available are fair valued as determined by or under the direction
of the Board ofTrustees and are categorized in Level 3. Shares of open-end mutual funds in which the Funds invest are valued at
their respective net asset values (“NAV”) as reported by the underlying funds and are categorized in Level 1. The prices
for foreign securities are reported in local currency and translated into U.S. dollars using currency exchange rates.
Level 2 Valuation—
Securities mainly traded on
a non-U.S. exchange are generally valued according to the preceding closing values on that exchange. However, if an event that
may change the value of a security occurs after the time that the closing value on the non-U.S. exchange was determined, but before
the close of regular trading on the NYSE, the security may be priced based on fair value. This may cause the value of the security
on the books of the Fund to be significantly different from the closing value on the non-U.S. exchange and
Notes to Portfolios of Investments
(Unaudited) (Continued)
may affect the calculation of the NAV of the Funds. Any debt
securities held by the Funds for which market quotations are not readily available are generally priced at their most recent bid
prices as obtained from one or more of the major market makers for such securities.
Level 3 Valuation—
Securities held by the Funds
that do not have readily available market quotations, or securities for which the available market quotation are not reliable,
are priced at their fair value using procedures approved by the Funds’ Board of Trustees.
The Funds may use fair value pricing under the following circumstances,
among others:
|
•
|
If the value of a security has been materially affected
by events occurring before the Fund’s pricing time but after the close of the primary markets on which the security is traded.
|
|
•
|
If the exchange on which a portfolio security is principally
traded closes early or if trading in a particular portfolio security was halted during the day and did not resume prior to the
Fund’s NAV calculation.
|
|
•
|
If a security is so thinly traded that reliable market
quotations are unavailable due to infrequent trading.
|
|
•
|
If the validity of market quotations is not reliable.
|
Foreign currency translation
—The books and records
of the Funds are maintained in U.S. dollars and translated into U.S. dollars on the following basis:
(1) market value of investment securities, assets and liabilities
at the current rate of exchange on the valuation date; and
(2) purchases and sales of investment securities, income and
expenses at the relevant rate of exchange prevailing on the respective dates of such transactions.
The Funds do not isolate that portion of gains and losses on
investment in equity securities that is due to changes in the foreign exchange rates from that which is due to changes in market
prices of equity securities.
Forward foreign currency contracts
—A forward foreign
currency contract is an agreement between two parties to buy and sell a specific currency at a price that is set on the date of
the contract. The forward contract calls for delivery of the currency on a future date that is specified in the contract. Risks
related to the use of forwards include the possible failure of counterparties to meet the terms of the forward agreement, the failure
of the counterparties to timely post collateral, the risk that currency movements will not occur thereby reducing the Fund’s
total return, and the potential for losses in excess of the Fund’s initial investment.
The market value of a forward foreign currency contract fluctuates
with changes in foreign currency exchange rates. Forward foreign currency contracts are marked to market daily and the change in
value is recorded by a Fund as an unrealized gain or loss. Realized gains or losses, equal to the difference between the value
of the contract at the time it was opened and the value at the time it was closed, are recorded upon delivery or receipt of the
currency.
During the period ended December 31, 2013, the Funds used forward
foreign currency contracts to enhance potential gains, hedge against anticipated currency exchange rates, maintain diversity and
liquidity of the portfolio and adjust exposure to foreign currencies.
There were no open forward foreign currency contracts for the
funds at December 31, 2013.
Portfolio securities loaned —
Each Fund may lend
its portfolio securities. Lending portfolio securities exposes a Fund to the risk that the borrower may fail to return the loaned
securities or may not be able to provide additional collateral or that the Funds may experience delays in recovery of the loaned
securities or loss of rights in the collateral if the borrower fails financially. To minimize these risks, the borrower must agree
to maintain
Notes to Portfolios of Investments
(Unaudited) (Continued)
cash collateral with the Funds’ custodian. The loaned
securities are secured by collateral valued at least equal, at all times, to the market value of the securities loaned plus accrued
interest, if any. When the collateral falls below specified amounts, the lending agent will use its best effort to obtain additional
collateral on the next business day to meet required amounts under the security lending agreement. The cash collateral is reinvested
by the Funds’ custodian into an approved investment vehicle.
As of December 31, 2013, the following Funds loaned securities
and received collateral as follows:
|
|
|
Market
|
|
|
|
Market
|
|
|
|
|
Value of
|
|
|
|
Value of
|
|
|
|
|
Securities
|
|
|
|
Collateral
|
|
Fund
|
|
|
Loaned
|
|
|
|
Received
|
|
High Yield Fund
|
|
|
4,161,048
|
|
|
|
4,300,343
|
|
All collateral received as cash is received, held and administered
by the Funds’ custodian for the benefit of the Funds in the applicable custody account or other account established for the
purpose of holding collateral.
Funds participating in securities lending receive compensation
in the form of fees. The Funds retain the interest or dividends on the investment of any cash received as collateral. The Funds
also continue to receive interest or dividends on the securities loaned.
Unrealized gain or loss on the market value of the securities
loaned that may occur during the term of the loan is recognized by the Funds. The Funds have the right under the lending agreement
to recover the securities from the borrower on demand.
Repurchase agreements
— Repurchase agreements, which
are collateralized by U.S.Government obligations, are valued at cost, which together with accrued interest approximates market
value. At the time each Fund enters into a repurchase agreement, the seller agrees that the value of the underlying collateral
securities, including accrued interest, will at all times be equal to or exceed the face amount of the repurchase agreement.
Security transactions—
Security
transactions are reflected for financial reporting purposes as of the trade date. Realized gains and losses on sales of
portfolio securities are calculated using the identified cost basis.
Federal Tax Information—
As of December 31, 2013,
the Funds had the following federal tax cost resulting in net unrealized appreciation (depreciation) as follows:
|
|
|
|
|
|
|
Gross
|
|
|
|
Gross
|
|
|
|
Net Unrealized
|
|
|
|
|
Federal Tax
|
|
|
|
Unrealized
|
|
|
|
Unrealized
|
|
|
|
Appreciation
|
|
|
|
|
Cost
|
|
|
|
Appreciation
|
|
|
|
Depreciation
|
|
|
|
(Depreciation)
|
|
Core Bond Fund
|
|
$
|
98,151,325
|
|
|
$
|
3,681,924
|
|
|
$
|
(1,883,057
|
)
|
|
$
|
1,798,867
|
|
High Yield Fund
|
|
|
326,570,113
|
|
|
|
10,951,006
|
|
|
|
(2,264,794
|
)
|
|
|
8,686,212
|
|
Institutional Money Market Fund
|
|
|
661,708,635
|
|
|
|
—
|
|
|
|
—
|
|
|
|
—
|
|
Money Market Fund
|
|
|
317,114,347
|
|
|
|
—
|
|
|
|
—
|
|
|
|
—
|
|
Item 2. Controls and Procedures.
|
(a)
|
The registrant’s principal executive and principal financial officers, or persons performing
similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under
the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are effective, as of a date
within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation
of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b)
under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)).
|
|
(b)
|
There were no changes in the registrant’s internal control over financial reporting (as defined
in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant’s last fiscal quarter that
have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial
reporting.
|
Item 3. Exhibits.
Certifications pursuant to Rule 30a-2(a) under the 1940 Act
and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto.
SIGNATURES
Pursuant to the requirements of the Securities
Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf
by the undersigned, thereunto duly authorized.
(Registrant)
|
Touchstone Investment Trust
|
|
By (Signature and Title)*
|
/s/ Jill T. McGruder
|
|
|
Jill T. McGruder, President
|
|
|
(principal executive officer)
|
|
Pursuant to the requirements of the Securities
Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf
of the registrant and in the capacities and on the dates indicated.
By (Signature and Title)*
|
/s/ Jill T. McGruder
|
|
|
Jill T. McGruder, President
|
|
|
(principal executive officer)
|
|
By (Signature and Title)*
|
/s/ Terrie A. Wiedenheft
|
|
|
Terrie A. Wiedenheft, Controller and Treasurer
|
|
|
(principal financial officer)
|
|
*
Print the name and title of each signing officer
under his or her signature.
Sprott Physical Gold and... (AMEX:CEF)
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