Form NPORT-P TOUCHSTONE VARIABLE SERI For: Mar 31

Article

FREE Breaking News Alerts from StreetInsider.com!

StreetInsider.com Top Tickers, 4/25/2024

1. META
2. CMG
3. LRCX
4. IBM
5. SPY

6. BA
7. HCP
8. SNAP
9. TMUS
10. MSFT

Top News Most Read Special Reports

May 26, 2022 9:58 AM EDT

E-mail


  
    NPORT-P
    false
    
      
      
        
          0000920547
          XXXXXXXX
        
      
      
      
      
        S000059067
        C000193690
        C000213075
      
      
      
    
  
  
    
      Touchstone Variable Series Trust
      811-08416
      0000920547
      549300PPYZ5OV9N1T150
      303 Broadway
      Suite 1100
      Cincinnati
      
      45202
      8006388194
      Touchstone Variable Series Trust-Touchstone Bond Fund
      S000059067
      54930015RF6Y0VBDNM85
      2022-12-31
      2022-03-31
      N
    
    
      101086400.850000000000
      422784.850000000000
      100663616.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
        
        
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        G2 AD1745
        36180C5E5
        
          
          
        
        150214.78
        PA
        USD
        148848.16
        0.1478668916
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-02-20
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        GN 736696
        3620AQNM1
        
          
          
        
        20689.55
        PA
        USD
        22197.68
        0.0220513438
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-05-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Company Inc
        5493008B6JBRUJ90QL97
        GM 5.65 01/17/29
        37045XCS3
        
          
          
          
        
        169000
        PA
        USD
        182760.92
        0.1815560848
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-17
          Fixed
          5.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Company Inc
        5493008B6JBRUJ90QL97
        GM 3.1 01/12/32
        37045XDS2
        
          
          
          
        
        505000
        PA
        USD
        453969.8
        0.4509770442
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-12
          Fixed
          3.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ghana (Republic of)
        213800PP4399SNNXZ126
        GHANA 7.625 05/16/29 144A
        374422AG8
        
          
          
          
        
        210000
        PA
        USD
        152040
        0.1510376897
        Long
        DBT
        NUSS
        GH
        Y
        
        2
        
          2029-05-16
          Fixed
          7.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc.
        FR5LCKFTG8054YNNRU85
        ABBV 4.45 05/14/46
        00287YAW9
        
          
          
          
        
        283000
        PA
        USD
        302897.15
        0.3009003273
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-05-14
          Fixed
          4.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONO 2021-LULU MORTGAGE TRUST
        N/A
        HONO 2021-LULU B
        40390MAG0
        
          
          
        
        315000
        PA
        USD
        309993.01
        0.3079494085
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2036-12-15
          Floating
          1.641999900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC 3.9 05/25/26
        404280BB4
        
          
          
          
        
        205000
        PA
        USD
        207218.74
        0.2058526688
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-05-25
          Fixed
          3.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Bonds
        254900HROIFWPRGM1V77
        T 1.75 08/15/41
        912810TA6
        
          
          
          
        
        6200000
        PA
        USD
        5379468.75
        5.3440050773
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Bonds
        254900HROIFWPRGM1V77
        T 2.25 02/15/52
        912810TD0
        
          
          
          
        
        485000
        PA
        USD
        464917.97
        0.4618530393
        Long
        DBT
        UST
        US
        N
        
        2
        
          2052-02-15
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Home Depot, Inc.
        QEKMOTMBBKA8I816DO57
        HD 5.95 04/01/41
        437076AV4
        
          
          
          
        
        227000
        PA
        USD
        293426.99
        0.2914925985
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-04-01
          Fixed
          5.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Host Hotels & Resorts, L.P.
        FXB7X4WXVA8QPMNOGS12
        HST 4.5 02/01/26 F
        44107TAW6
        
          
          
          
        
        338000
        PA
        USD
        346109.57
        0.3438278732
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 1.5 01/31/27
        912828Z78
        
          
          
          
        
        4670000
        PA
        USD
        4469335.94
        4.4398722375
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-01-31
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 0.25 10/31/25
        91282CAT8
        
          
          
          
        
        825000
        PA
        USD
        761481.44
        0.7564614408
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-10-31
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 1.625 05/15/31
        91282CCB5
        
          
          
          
        
        3613000
        PA
        USD
        3403558.91
        3.3811212484
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-05-15
          Fixed
          1.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 0.75 05/31/26
        91282CCF6
        
          
          
          
        
        3685000
        PA
        USD
        3431368.38
        3.4087473869
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-05-31
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Huntington Bancshares Incorporated
        549300XTVCVV9I7B5T19
        HBAN 2.55 02/04/30
        446150AS3
        
          
          
          
        
        349000
        PA
        USD
        327640.65
        0.3254807079
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-04
          Fixed
          2.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Capital America
        549300RIPPWJB5Z0FK07
        HYNMTR 2.65 02/10/25 144A
        44891ABF3
        
          
          
          
        
        316000
        PA
        USD
        306488.22
        0.3044677235
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-02-10
          Fixed
          2.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Invitation Homes Operating Partnership Lp
        549300147YMUQB3GW319
        INVH 4.15 04/15/32
        46188BAD4
        
          
          
          
        
        256000
        PA
        USD
        261482.79
        0.2597589878
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-15
          Fixed
          4.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JACK IN THE BOX FUNDING LLC
        5493002OJW26P0SUUP68
        JACK 2022-1A A2I
        466365AD5
        
          
          
        
        300000
        PA
        USD
        283466.76
        0.2815980304
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2052-02-25
          Fixed
          3.445000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 1.25 08/15/31
        91282CCS8
        
          
          
          
        
        66000
        PA
        USD
        60029.06
        0.0596333237
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-08-15
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 1.375 11/15/31
        91282CDJ7
        
          
          
          
        
        1385000
        PA
        USD
        1271386.72
        1.2630052153
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-11-15
          Fixed
          1.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 0.875 01/31/24
        91282CDV0
        
          
          
          
        
        6760000
        PA
        USD
        6592320.3
        6.5488610105
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-01-31
          Fixed
          0.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co New
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co New DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF NON-CUMULATIVE PERPETUAL CLASS A PREFERRED STOCK, SERIES
        95002Y400
        
          
          
          
        
        3500
        NS
        USD
        72415
        0.0719376105
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J P Morgan Chase Coml Mtg Secs Tr 2018-Minn
        N/A
        JPMCC 2018-MINN A
        46650GAA8
        
          
          
        
        350000
        PA
        USD
        349031.13
        0.3467301731
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2035-11-15
          Floating
          2.270000100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-Eleven Inc.
        549300K23JPL0SS3LB18
        SVELEV 0.95 02/10/26 144A
        817826AC4
        
          
          
          
        
        380000
        PA
        USD
        345794.4
        0.3435147810
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-02-10
          Fixed
          0.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOYA CLO 2017-4 Ltd
        N/A
        VOYA 2017-4A A1
        92916QAA0
        
          
          
        
        380000
        PA
        USD
        378841
        0.3763435242
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2030-10-15
          Floating
          1.253750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walmart Inc
        Y87794H0US1R65VBXU25
        WMT 2.85 07/08/24
        931142EL3
        
          
          
          
        
        333000
        PA
        USD
        337009.61
        0.3347879039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-08
          Fixed
          2.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Financial Corporation
        549300DRQQI75D2JP341
        TFC 2.85 10/26/24 MTN
        05531FBB8
        
          
          
          
        
        210000
        PA
        USD
        210034.25
        0.2086496178
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-26
          Fixed
          2.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FNR 2015-51 KC
        3136APJX1
        
          
          
        
        14460.58
        PA
        USD
        13916.35
        0.0138246077
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2045-06-25
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Mut Mtg
        N/A
        WMALT 2005-9 2A4
        93934FEQ1
        
          
          
        
        23158.66
        PA
        USD
        22866.1
        0.0227153573
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-11-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Weir Group PLC
        549300KDR56WHY9I3D10
        WEIRLN 2.2 05/13/26 144A
        94876QAA4
        
          
          
          
        
        423000
        PA
        USD
        395550.66
        0.3929430272
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2026-05-13
          Fixed
          2.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FNR 2017-90 KA
        3136AYQK2
        
          
          
        
        273309.12
        PA
        USD
        269996.04
        0.2682161149
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2047-11-25
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FedEx Corporation
        549300E707U7WNPZN687
        FDX 5.1 01/15/44
        31428XAW6
        
          
          
          
        
        340000
        PA
        USD
        380016.71
        0.3775114834
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-01-15
          Fixed
          5.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBCMS MORTGAGE TRUST
        N/A
        BBCMS 2021-C11 A5
        05493MAF1
        
          
          
        
        275000
        PA
        USD
        252551.39
        0.2508864673
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2054-09-17
          Fixed
          2.322000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2019-C53
        N/A
        WFCM 2019-C53 A4
        95002BAE3
        
          
          
        
        700000
        PA
        USD
        683834.34
        0.6793262225
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-10-18
          Fixed
          3.040000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEC Energy Group Inc.
        549300IGLYTZUK3PVP70
        WEC V0 05/15/67
        976657AH9
        
          
          
          
        
        532000
        PA
        USD
        451136
        0.4481619258
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2067-05-15
          Floating
          2.618930000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Firstenergy Transmission Llc
        549300AINIIPOLYX2R63
        FE 5.45 07/15/44 144A
        33767BAA7
        
          
          
          
        
        278000
        PA
        USD
        303362.96
        0.3013630665
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2044-07-15
          Fixed
          5.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Company
        20S05OYHG0MQM4VUIC57
        F 3.25 02/12/32
        345370DA5
        
          
          
          
        
        202000
        PA
        USD
        180111.28
        0.1789239123
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-12
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fortis Inc
        549300MQYQ9Y065XPR71
        FTSCN 3.055 10/04/26
        349553AM9
        
          
          
          
        
        85000
        PA
        USD
        84104.42
        0.0835499690
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-10-04
          Fixed
          3.055000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SunTrust Capital I
        549300DRQQI75D2JP341
        TFC F 05/15/27 A
        86787XAA3
        
          
          
          
        
        551000
        PA
        USD
        525455.28
        0.5219912625
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Floating
          1.176430000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHMS Mortgage Trust
        N/A
        BHMS 2018-ATLS A
        05549GAA9
        
          
          
          
        
        750000
        PA
        USD
        742226.63
        0.7373335665
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2035-07-16
          Floating
          1.442000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBCMS MORTGAGE TRUST
        N/A
        BBCMS 2021-C12 A5
        05552XBG2
        
          
          
        
        810000
        PA
        USD
        766680.15
        0.7616258788
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2054-11-18
          Fixed
          2.689000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        BNP 4.625 03/13/27 144A
        05581KAC5
        
          
          
          
        
        134000
        PA
        USD
        137244.47
        0.1363396980
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2027-03-13
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPR TRUST 2021-KEN
        N/A
        BPR 2021-KEN B
        05591QAG1
        
          
          
        
        500000
        PA
        USD
        497259.2
        0.4939810626
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2029-02-15
          Floating
          2.142000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Corp
        CU46ESEFJB81SUVBJO28
        GSMS 2017-FARM B
        36254XAE4
        
          
          
        
        250000
        PA
        USD
        241612.68
        0.2400198697
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2043-01-12
          Floating
          3.793499900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Electricite de France SA
        549300X3UK4GG3FNMO06
        EDF 4.875 09/21/38 144A
        268317AV6
        
          
          
          
        
        224000
        PA
        USD
        236182
        0.2346249910
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2038-09-21
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELARA HGV TIMESHARE ISSUER LLC
        N/A
        EHGVT 2019-A B
        28416TAB1
        
          
          
        
        325390.26
        PA
        USD
        313555.65
        0.3114885621
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2034-01-25
          Fixed
          2.910000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enable Midstream Partners LP
        549300TLGDBYE711G509
        ET 4.15 09/15/29
        292480AM2
        
          
          
          
        
        395000
        PA
        USD
        396211.78
        0.3935997888
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          4.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equinix, Inc.
        549300EVUN2BTLJ3GT74
        EQIX 2.9 11/18/26
        29444UBD7
        
          
          
          
        
        236000
        PA
        USD
        228870.16
        0.2273613537
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-18
          Fixed
          2.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Corp
        N/A
        GSMS 2017-SLP B
        36255MAG2
        
          
          
          
        
        375000
        PA
        USD
        375004.69
        0.3725325047
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2032-10-12
          Fixed
          3.772000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MORTGAGE SECURITIES TRUST
        N/A
        GSMS 2020-GC47 A5
        36258RBA0
        
          
          
        
        390000
        PA
        USD
        362155.37
        0.3597678927
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-05-14
          Fixed
          2.377200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBCMS MORTGAGE TRUST 2022-C14
        N/A
        BBCMS 2022-C14 A5
        07336AAE7
        
          
          
        
        210000
        PA
        USD
        203926.44
        0.2025820730
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-02-18
          Floating
          2.946000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton, Dickinson and Company
        ICE2EP6D98PQUILVRZ91
        BDX 4.685 12/15/44
        075887BG3
        
          
          
          
        
        221000
        PA
        USD
        237555.03
        0.2359889694
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-12-15
          Fixed
          4.685000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 561741
        31386FBJ3
        
          
          
        
        3389.04
        PA
        USD
        3659.03
        0.0036349082
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-01
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EverBank Mortgage Loan Trust
        N/A
        EVER 2013-1 B1
        29977JAL0
        
          
          
        
        74281.99
        PA
        USD
        74639.74
        0.0741476841
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2043-03-25
          Floating
          3.474396600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EverBank Mortgage Loan Trust
        N/A
        EVER 2018-1 B2
        29978CCC2
        
          
          
        
        421823.49
        PA
        USD
        410127.76
        0.4074240290
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2048-02-25
          Floating
          3.582429400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benefit Street Partners Clo Xix Ltd / Llc
        N/A
        BSP 2019-19A B
        08182RAC7
        
          
          
        
        400000
        PA
        USD
        399998
        0.3973610485
        Long
        ABS-CBDO
        CORP
        KY
        Y
        
        2
        
          2033-01-18
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berkshire Hathaway Finance Corporation
        549300RLHFT5RU20WM87
        BRK 4.25 01/15/49
        084664CR0
        
          
          
          
        
        176000
        PA
        USD
        192637.35
        0.1913674053
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-01-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MORTGAGE-BACKED SECURITIES TRUST
        N/A
        GSMBS 2021-PJ6 A2
        36262LAB6
        
          
          
        
        297855.33
        PA
        USD
        276350.47
        0.2745286539
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2051-11-25
          Floating
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK Consumer Healthcare Capital US LLC
        549300N8C3A3L0UVQB07
        HALEON 3.375 03/24/27 144A
        36264FAB7
        
          
          
          
        
        318000
        PA
        USD
        318585.12
        0.3164848757
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-03-24
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boardwalk Pipelines LP
        549300W6AQ2GHHCGL606
        BWP 4.8 05/03/29
        096630AG3
        
          
          
          
        
        333000
        PA
        USD
        344421.71
        0.3421511403
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-03
          Fixed
          4.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Boeing Company
        RVHJWBXLJ1RFUBSY1F30
        BA 5.805 05/01/50
        097023CW3
        
          
          
          
        
        153000
        PA
        USD
        176591.15
        0.1754269884
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          5.805000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AH2666
        3138A36C6
        
          
          
        
        2857.46
        PA
        USD
        2944.87
        0.0029254562
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-01-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AH3493
        3138A43B9
        
          
          
        
        5373.96
        PA
        USD
        5546.98
        0.0055104120
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-02-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Braskem America Finance Company
        254900QMQAJ26H49CL75
        BRASKM 7.125 07/22/41 144A
        10554CAA0
        
          
          
          
        
        83000
        PA
        USD
        91300.83
        0.0906989373
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2041-07-22
          Fixed
          7.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mid-America Apartments, L.P.
        549300FXWGE3QSYCUJ38
        MAA 3.75 06/15/24
        59523UAL1
        
          
          
          
        
        186000
        PA
        USD
        188815.93
        0.1875711777
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AJ5457
        3138AXB34
        
          
          
        
        107154.36
        PA
        USD
        112181.53
        0.1114419832
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AL0054
        3138EGBY9
        
          
          
        
        100924.57
        PA
        USD
        107499.86
        0.1067911767
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Midwest Connector Capital Company LLC
        N/A
        MWXCAP 3.9 04/01/24 144A
        59833CAA0
        
          
          
          
        
        248000
        PA
        USD
        248950.08
        0.2473088986
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-04-01
          Fixed
          3.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILL CITY MORTGAGE LOAN TRUST
        N/A
        MCMLT 2018-3 M3
        59980XAJ6
        
          
          
        
        289383.07
        PA
        USD
        275791.88
        0.2739737464
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2058-08-25
          Floating
          3.249999800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starbucks Corporation
        OQSJ1DU9TAOC51A47K68
        SBUX 3.35 03/12/50
        855244AX7
        
          
          
          
        
        164000
        PA
        USD
        147577.23
        0.1466043401
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-12
          Fixed
          3.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STORE Capital Corp
        5493004EA6C9IHDZ7N66
        STOR 4.5 03/15/28
        862121AA8
        
          
          
          
        
        96000
        PA
        USD
        98577.4
        0.0979275372
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc.
        784F5XWPLTWKTBV3E584
        GS V3.615 03/15/28
        38141GZR8
        
          
          
          
        
        510000
        PA
        USD
        509759.54
        0.5063989952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          3.615000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Valero Energy Corporation
        549300XTO5VR8SKV1V74
        VLO 4 06/01/52
        91913YBE9
        
          
          
          
        
        182000
        PA
        USD
        170949.97
        0.1698229974
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-06-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc.
        2S72QS2UO2OESLG6Y829
        VZ 2.987 10/30/56
        92343VFW9
        
          
          
          
        
        439000
        PA
        USD
        361100.42
        0.3587198974
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2056-10-30
          Fixed
          2.987000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Visa Inc
        549300JZ4OKEHW3DPJ59
        V 4.15 12/14/35
        92826CAE2
        
          
          
          
        
        220000
        PA
        USD
        239277.35
        0.2376999352
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-12-14
          Fixed
          4.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AL5718
        3138ENK81
        
          
          
        
        207850.43
        PA
        USD
        212153.75
        0.2107551451
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-09-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AR9195
        3138W7GD0
        
          
          
        
        273108.49
        PA
        USD
        272562.91
        0.2707660631
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-03-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMware Inc
        549300BUDHS3LRWBE814
        VMW 1.4 08/15/26
        928563AJ4
        
          
          
          
        
        332000
        PA
        USD
        305209.27
        0.3031972048
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          1.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STORE Capital Corp
        5493004EA6C9IHDZ7N66
        STOR 4.625 03/15/29
        862121AB6
        
          
          
          
        
        188000
        PA
        USD
        195125.56
        0.1938392120
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AS7813
        3138WHVF6
        
          
          
        
        85509.88
        PA
        USD
        89349.75
        0.0887607197
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AT2016
        3138WPG24
        
          
          
        
        223506.74
        PA
        USD
        223713.16
        0.2222383507
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 725423
        31402C4G4
        
          
          
        
        199159.53
        PA
        USD
        215947.35
        0.2145237362
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 725610
        31402DDP2
        
          
          
        
        178110.3
        PA
        USD
        195082.98
        0.1937969127
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MS 3.95 04/23/27
        61761JZN2
        
          
          
          
        
        311000
        PA
        USD
        316494.59
        0.3144081274
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-23
          Fixed
          3.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN BC1158
        3140EVJC2
        
          
          
        
        178399.07
        PA
        USD
        181439.92
        0.1802437933
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-02-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN BV4148
        3140MHTE9
        
          
          
        
        625000
        PA
        USD
        613032.34
        0.6089909784
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN FM5279
        3140X82M8
        
          
          
        
        309286.18
        PA
        USD
        310914.18
        0.3088645057
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN FM4996
        3140X8RS8
        
          
          
        
        351640.37
        PA
        USD
        327822.89
        0.3256617465
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN FM5166
        3140X8W45
        
          
          
        
        346585.21
        PA
        USD
        340186.41
        0.3379437611
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN FM5468
        3140X9CE3
        
          
          
        
        250376.06
        PA
        USD
        247880.15
        0.2462460220
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN FM5682
        3140X9J48
        
          
          
        
        318504.84
        PA
        USD
        304964.88
        0.3029544260
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 889734
        31410KPT5
        
          
          
        
        4272.16
        PA
        USD
        4696.02
        0.0046650619
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-06-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AB1149
        31416WH39
        
          
          
          
        
        27020.16
        PA
        USD
        29257.81
        0.0290649305
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-06-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AB1800
        31416XAA8
        
          
          
        
        26604.62
        PA
        USD
        27857.81
        0.0276741598
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN MA1175
        31418AJV1
        
          
          
        
        103404.82
        PA
        USD
        103421.59
        0.1027397923
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-09-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN MA2177
        31418BM37
        
          
          
        
        67499.75
        PA
        USD
        70324.01
        0.0698604052
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN MA4166
        31418DTY8
        
          
          
        
        405828.51
        PA
        USD
        402240.65
        0.3995889140
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN MA4571
        31418ECH1
        
          
          
        
        685515.61
        PA
        USD
        663547.62
        0.6591732409
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AD3795
        31418RGD7
        
          
          
        
        45262.43
        PA
        USD
        48085.81
        0.0477688085
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AD9150
        31418XEY0
        
          
          
        
        60950.73
        PA
        USD
        65620.73
        0.0651881311
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AD9193
        31418XGB8
        
          
          
        
        116494.6
        PA
        USD
        125376.45
        0.1245499168
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AE0548
        31419ATE7
        
          
          
        
        76247.86
        PA
        USD
        81210.33
        0.0806749581
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMS Energy Corporation
        549300IA9XFBAGNIBW29
        CMS V4.75 06/01/50
        125896BU3
        
          
          
          
        
        315000
        PA
        USD
        311850
        0.3097941564
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-01
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH Industrial Capital LLC
        549300PNSJ5B81UMVO28
        CNHI 1.45 07/15/26
        12592BAM6
        
          
          
          
        
        384000
        PA
        USD
        353060.42
        0.3507329004
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-07-15
          Fixed
          1.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commercial Mortgage Trust 2015-Dc1
        N/A
        COMM 2015-DC1 A5
        12629NAF2
        
          
          
        
        390000
        PA
        USD
        389671.62
        0.3871027443
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-02-12
          Fixed
          3.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM MORTGAGE TRUST
        N/A
        COMM 2014-CR14 A2
        12630DAV6
        
          
          
          
        
        352034.22
        PA
        USD
        348092.99
        0.3457982177
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-02-12
          Fixed
          3.147000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AE4429
        31419E4P1
        
          
          
        
        65754.64
        PA
        USD
        68830.15
        0.0683763933
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        TMUS 3.875 04/15/30
        87264ABF1
        
          
          
          
        
        335000
        PA
        USD
        336326.92
        0.3341097145
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aercap Ireland Capital DAC
        549300TI38531ODB1G63
        AER 2.45 10/29/26
        00774MAV7
        
          
          
          
        
        400000
        PA
        USD
        369892.49
        0.3674540064
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2026-10-29
          Fixed
          2.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Agate Bay Mortgage Trust 2013-1
        549300FEDPP088KAOR45
        ABMT 2013-1 B3
        008414AF1
        
          
          
        
        81060.47
        PA
        USD
        81125.66
        0.0805908462
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2043-07-25
          Floating
          3.578480000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAL ADVANTAGE VII LLC
        N/A
        TAL 2020-1A A
        87407RAA4
        
          
          
        
        278025
        PA
        USD
        260762.43
        0.2590433767
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2045-09-20
          Fixed
          2.050000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toll Brothers Finance Corp.
        N/A
        TOL 3.8 11/01/29
        88947EAU4
        
          
          
          
        
        100000
        PA
        USD
        96698.89
        0.0960614111
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-01
          Fixed
          3.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Agate Bay Mortgage Trust
        N/A
        ABMT 2015-4 B2
        00842ACC1
        
          
          
        
        325359.33
        PA
        USD
        325550.93
        0.3234047642
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2045-06-25
          Floating
          3.535169300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Agate Bay Mortgage Trust
        549300LK2ZDVY7I44B84
        ABMT 2015-7 B1
        00842CAS4
        
          
          
        
        309906.42
        PA
        USD
        308694.93
        0.3066598859
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2045-10-25
          Floating
          3.665076500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dreyfus Govt Cash
        549300F7IDB6WRO7VJ11
        Dreyfus Govt Cash SH BEN INT
        262006208
        
          
          
          
        
        2902671.73
        NS
        USD
        2902671.73
        2.8835361229
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        John Deere Capital Corporation
        E0KSF7PFQ210NWI8Z391
        DE 2.45 01/09/30 MTN
        24422EVD8
        
          
          
          
        
        298000
        PA
        USD
        284860.45
        0.2829825326
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-09
          Fixed
          2.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc
        P77IMDGVZE8EFBTF2M92
        JBSSBZ 4.375 02/02/52 144A
        46590XAE6
        
          
          
          
        
        120000
        PA
        USD
        104359.71
        0.1036717278
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2052-02-02
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS Finance Luxembourg S A R L
        N/A
        JBSSBZ 2.5 01/15/27 144A
        46592QAB5
        
          
          
          
        
        374000
        PA
        USD
        347356.24
        0.3450663247
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2027-01-15
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jpmcc Commercial Mortgage Securities
        N/A
        JPMCC 2017-JP7 A5
        465968AE5
        
          
          
        
        805000
        PA
        USD
        809464.13
        0.8041278092
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-09-16
          Fixed
          3.454000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        G2 MA1157
        36179NJA7
        
          
          
        
        93797.46
        PA
        USD
        96382.39
        0.0957469976
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-07-20
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        G2 4883
        36202FM86
        
          
          
        
        63133.06
        PA
        USD
        67266.34
        0.0668228926
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-12-20
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Catholic Health Initiatives
        4SXHN5XW08IBO0UG2V58
        CATMED 4.2 08/01/23
        14916RAF1
        
          
          
          
        
        190000
        PA
        USD
        192999.96
        0.1917276248
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-01
          Fixed
          4.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colombia (Republic of)
        549300MHDRBVRF6B9117
        COLOM 3.25 04/22/32
        195325DZ5
        
          
          
          
        
        206000
        PA
        USD
        172092.4
        0.1709578960
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2032-04-22
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Driven Brands Funding Llc
        N/A
        HONK 2019-1A A2
        26208LAD0
        
          
          
        
        703250
        PA
        USD
        701308.33
        0.6966850168
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2049-04-20
          Fixed
          4.641000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRIVEN BRANDS FUNDING LLC
        N/A
        HONK 2021-1A A2
        26209XAD3
        
          
          
        
        349125
        PA
        USD
        313907.02
        0.3118376157
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2051-10-20
          Fixed
          2.791000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corporation
        51M0QTTNCGUN7KFCFZ59
        CMCSA 4 03/01/48
        20030NCK5
        
          
          
          
        
        243000
        PA
        USD
        248696.08
        0.2470565731
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommonSpirit Health
        N/A
        CATMED 4.187 10/01/49
        20268JAC7
        
          
          
          
        
        263000
        PA
        USD
        261563.55
        0.2598392154
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-01
          Fixed
          4.187000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        G2 4853
        36202FMA1
        
          
          
        
        84112.92
        PA
        USD
        88432.33
        0.0878493477
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-11-20
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        G2 5175
        36202FXC5
        
          
          
        
        254645.55
        PA
        USD
        271558.5
        0.2697682746
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-20
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Continental Resources, Inc.
        XXRTID9RYWOZ0UPIVR53
        CLR 5.75 01/15/31 144A
        212015AT8
        
          
          
          
        
        200000
        PA
        USD
        218760
        0.2173178440
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-01-15
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corestates Capital III
        N/A
        WFC F 02/15/27 144A
        21869MAA5
        
          
          
          
        
        365000
        PA
        USD
        350419.7
        0.3481095891
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-02-15
          Floating
          1.076430000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FR SD0881
        3132DM6S9
        
          
          
        
        645293.4
        PA
        USD
        617315.41
        0.6132458127
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPM V3.509 01/23/29
        46647PAM8
        
          
          
          
        
        336000
        PA
        USD
        335018.84
        0.3328102579
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-23
          Fixed
          3.509000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPM V2.956 05/13/31
        46647PBP0
        
          
          
          
        
        256000
        PA
        USD
        239569.3
        0.2379899605
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-13
          Fixed
          2.956000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC Capital Trust C
        N/A
        PNC F 06/01/28
        69349AAA0
        
          
          
          
        
        356000
        PA
        USD
        332892.5
        0.3306979356
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Floating
          1.093000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Planet Fitness Incorporation
        549300LLE5HUPF6H8G33
        PLNT 2018-1A A2II
        72703PAB9
        
          
          
        
        414950
        PA
        USD
        413222.56
        0.4104984268
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2048-09-05
          Fixed
          4.666000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Progress Inc
        0NIFZ782LS46WOC9QK20
        DUK 4.15 12/01/44
        26442RAD3
        
          
          
          
        
        93000
        PA
        USD
        95798.82
        0.0951672747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-12-01
          Fixed
          4.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commercial Mortgage Trust
        N/A
        SGCMS 2019-787E A
        78426RAA0
        
          
          
        
        675000
        PA
        USD
        689382.5
        0.6848378067
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2041-02-15
          Fixed
          4.163000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc.
        784F5XWPLTWKTBV3E584
        GS V3.691 06/05/28
        38141GWL4
        
          
          
          
        
        182000
        PA
        USD
        182487.48
        0.1812844474
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-05
          Fixed
          3.691000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc.
        784F5XWPLTWKTBV3E584
        GS V2.615 04/22/32
        38141GYB4
        
          
          
          
        
        352000
        PA
        USD
        319965.1
        0.3178557583
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.615000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN MORTGAGE TRUST
        N/A
        JPMMT 2017-1 B2
        46648CAX2
        
          
          
        
        503535.53
        PA
        USD
        491564.88
        0.4883242819
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2047-01-25
          Floating
          3.460297800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN MORTGAGE TRUST 2022-2
        N/A
        JPMMT 2022-2 A25A
        46655DBY7
        
          
          
        
        443494.75
        PA
        USD
        405325.37
        0.4026532983
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2052-08-25
          Floating
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Health Group Incorporated
        549300GHBMY8T5GXDE41
        UNH 3.5 08/15/39
        91324PDT6
        
          
          
          
        
        312000
        PA
        USD
        309783.9
        0.3077416770
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-08-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Planet Fitness Incorporation
        549300NX9W3U2DO53T22
        PLNT 2022-1A A2I
        72703PAD5
        
          
          
        
        300000
        PA
        USD
        285504.9
        0.2836227342
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2051-12-05
          Fixed
          3.251000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Procter & Gamble Company
        2572IBTT8CCZW6AU4141
        PG 1.2 10/29/30
        742718FM6
        
          
          
          
        
        490000
        PA
        USD
        426809.45
        0.4239957464
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-29
          Fixed
          1.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FR QD2143
        3133AYLY4
        
          
          
        
        588442.84
        PA
        USD
        547130.05
        0.5435231435
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-12-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Air Lines, Inc.
        549300MKG4NHSVSIVR18
        UAL 4.625 09/03/22 B
        90932QAB2
        
          
          
          
        
        1198.99
        PA
        USD
        1205.59
        0.0011976423
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-03-03
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prudential Financial, Inc.
        5PRBRS5FEH7NREC8OR45
        PRU V5.125 03/01/52
        744320BJ0
        
          
          
          
        
        345000
        PA
        USD
        348760.5
        0.3464613272
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-01
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cooperatieve Rabobank U.A.
        DG3RU1DBUFHT4ZF9WN62
        RABOBK V1.106 02/24/27 144A
        74977RDK7
        
          
          
          
        
        318000
        PA
        USD
        291147.78
        0.2892284140
        Long
        DBT
        CORP
        NL
        Y
        
        2
        
          2027-02-24
          Fixed
          1.106000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JERSEY MIKES FUNDING LLC
        N/A
        JMIKE 2019-1A A2
        476681AA9
        
          
          
        
        267330
        PA
        USD
        264208.65
        0.2624668778
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2050-02-15
          Fixed
          4.433000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jimmy John's Funding Llc
        N/A
        JIMMY 2017-1A A2II
        47760QAB9
        
          
          
        
        153750
        PA
        USD
        154505.68
        0.1534871149
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2047-07-30
          Fixed
          4.846000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mtg Trust
        N/A
        SEMT 2013-5 B1
        81745AAE7
        
          
          
        
        98484.09
        PA
        USD
        98487.42
        0.0978381504
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2043-05-25
          Floating
          3.502237200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mtg Trust
        N/A
        SEMT 2013-10 B2
        81745GAP9
        
          
          
        
        65849.11
        PA
        USD
        65782.37
        0.0653487055
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2043-08-25
          Floating
          3.536460800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG G03217
        3128M44A8
        
          
          
        
        11938.66
        PA
        USD
        12854.6
        0.0127698572
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mtg Trust
        549300FECQ7XLTBL1027
        .SEMT2 2018-CH3 B1B
        81746WCE6
        
          
          
        
        451520.99
        PA
        USD
        452424.57
        0.4494420010
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2048-08-25
          Floating
          4.746569600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mtg Trust
        549300FECQ7XLTBL1027
        SEMT 2018-CH3 B2B
        81746WCG1
        
          
          
        
        409190.9
        PA
        USD
        409783.24
        0.4070817802
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2048-08-25
          Floating
          4.746568400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jimmy John's Funding Llc
        N/A
        JIMMY 2022-1A A2I
        47760QAC7
        
          
          
        
        300000
        PA
        USD
        293250
        0.2913167753
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2052-04-30
          Fixed
          4.077000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Kroger Co.
        6CPEOKI6OYJ13Q6O7870
        KR 5 04/15/42
        501044CR0
        
          
          
          
        
        213000
        PA
        USD
        236535.9
        0.2349765580
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-04-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Sherwin-Williams Company
        Z15BMIOX8DDH0X2OBP21
        SHW 4.5 06/01/47
        824348AX4
        
          
          
          
        
        301000
        PA
        USD
        318626.14
        0.3165256253
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-06-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ecuador (Republic Of)
        5299003Y2U5XK0A35H71
        ECUA 5 07/31/30 144A
        N/A
        
          
          
          
        
        226000
        PA
        USD
        188712.26
        0.1874681911
        Long
        DBT
        NUSS
        EC
        Y
        
        2
        
          2030-07-31
          Variable
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF HIPPOLYTA ISSUER LLC
        N/A
        SORT 2020-1 A1
        12530MAA3
        
          
          
          
        
        230125.87
        PA
        USD
        217653
        0.2162181418
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2060-07-15
          Fixed
          1.690000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carrier Global Corporation
        549300JE3W6CWY2NAN77
        CARR 3.577 04/05/50
        14448CAS3
        
          
          
          
        
        200000
        PA
        USD
        182909.14
        0.1817033276
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-05
          Fixed
          3.577000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wf-Rbs Com Mg Tst
        N/A
        WFRBS 2014-C19 A3
        92938VAN5
        
          
          
        
        393214.78
        PA
        USD
        392070.6
        0.3894859092
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-03-15
          Fixed
          3.660000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) JUN22
        N/A
        
          
        
        102
        NC
        USD
        -70968.05
        -0.0705001994
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              Wells Fargo Securities LLC
              VYVVCKR63DVZZN70PB21
            
            Long
            
              
                United States Treasury Notes
                United States Treasury Notes
                
                  
                
              
            
            2022-06-30
            11769093.05
            USD
            -70968.05
          
        
        
          N
          N
          N
        
      
      
        Cenovus Energy Inc
        549300EIRQ0Z2B9C1W06
        CVECN 5.25 06/15/37
        15135UAP4
        
          
          
          
        
        207000
        PA
        USD
        224282.45
        0.2228038878
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2037-06-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGPL Pipe Co LLC
        549300K3NT1HSQFEM073
        NGPLCO 7.768 12/15/37 144A
        62912XAC8
        
          
          
          
        
        251000
        PA
        USD
        315067.85
        0.3129907930
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2037-12-15
          Fixed
          7.768000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA FUT JUN22
        N/A
        
          
        
        -42
        NC
        USD
        28602.51
        0.0284139505
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              Wells Fargo Securities LLC
              VYVVCKR63DVZZN70PB21
            
            Short
            
              
                United States Treasury Notes
                United States Treasury Notes
                
                  
                
              
            
            2022-06-21
            5718290.01
            USD
            28602.51
          
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG G03781
        3128M5RA0
        
          
          
          
        
        6284.07
        PA
        USD
        7024.26
        0.0069779532
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG G05624
        3128M7SM9
        
          
          
        
        223258.35
        PA
        USD
        237394.29
        0.2358292891
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-09-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG A95946
        312944TB7
        
          
          
        
        46586.81
        PA
        USD
        48810.61
        0.0484888304
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-01-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG A96485
        312945F29
        
          
          
        
        35190.42
        PA
        USD
        37417.58
        0.0371709079
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-01-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG Q29260
        3132M95V2
        
          
          
        
        144197.38
        PA
        USD
        150694.14
        0.1497007022
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-10-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG Q29056
        3132M9WR1
        
          
          
        
        289762.68
        PA
        USD
        302823.01
        0.3008266760
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-10-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP Funding LLC
        724500RKKW4NOJ9YQF60
        NXPI 5.35 03/01/26 144A
        62947QAX6
        
          
          
          
        
        328000
        PA
        USD
        348352.67
        0.3460561858
        Long
        DBT
        CORP
        NL
        Y
        
        2
        
          2026-03-01
          Fixed
          5.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nigeria (Federal Republic of)
        549300GSBZD84TNEQ285
        NGERIA 7.625 11/28/47 144A
        65412JAB9
        
          
          
          
        
        205000
        PA
        USD
        170334.5
        0.1692115848
        Long
        DBT
        NUSS
        NG
        Y
        
        2
        
          2047-11-28
          Fixed
          7.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Norfolk Southern Corporation
        54930036C8MWP850MI84
        NSC 4.837 10/01/41
        655844BH0
        
          
          
          
        
        243000
        PA
        USD
        273878.33
        0.2720728113
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-10-01
          Fixed
          4.837000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northwestern Mutual Life Insurance Company
        1DU7IM20QESYGDO4HO54
        NWMLIC 3.85 09/30/47 144A
        668138AA8
        
          
          
          
        
        273000
        PA
        USD
        266296.86
        0.2645413215
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2047-09-30
          Fixed
          3.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Cap I Tst 2018-H3
        N/A
        MSC 2018-H3 A5
        61767YAZ3
        
          
          
          
        
        355000
        PA
        USD
        367263.05
        0.3648419008
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-07-17
          Fixed
          4.177000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ohio Power Company
        06ZODLC132CY1O2Y7D77
        AEP 2.9 10/01/51 R
        677415CU3
        
          
          
          
        
        338000
        PA
        USD
        279928.14
        0.2780827385
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Charles Schwab Corporation
        549300VSGCJ7E698NM85
        SCHW 1.15 05/13/26
        808513BR5
        
          
          
          
        
        464000
        PA
        USD
        432626.45
        0.4297743983
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-13
          Fixed
          1.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Charles Schwab Corporation
        549300VSGCJ7E698NM85
        SCHW V5 PERP
        808513CB9
        
          
          
          
        
        350000
        PA
        USD
        348687.5
        0.3463888084
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHR 3859 JB
        3137AAM26
        
          
          
        
        565547.28
        PA
        USD
        595812.83
        0.5918849865
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2041-05-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Toronto-Dominion Bank
        PT3QB789TSUIDF371261
        TD 1.15 06/12/25 MTN
        89114QCH9
        
          
          
          
        
        304000
        PA
        USD
        287250.5
        0.2853568264
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-06-12
          Fixed
          1.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        T 4.5 05/15/35
        00206RCP5
        
          
          
          
        
        238000
        PA
        USD
        251820.66
        0.2501605545
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-05-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        T 3.85 06/01/60
        00206RKB7
        
          
          
          
        
        266000
        PA
        USD
        237954.69
        0.2363859947
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-06-01
          Fixed
          3.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        B.A.T. Capital Corporation
        2138005GYEXN7XRHFA84
        BATSLN 3.557 08/15/27
        05526DBB0
        
          
          
          
        
        464000
        PA
        USD
        452301.66
        0.4493199012
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          3.557000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bahamas (Commonwealth of)
        549300W13SXC7EKNJC20
        BAHAMA 6 11/21/28 144A
        056732AJ9
        
          
          
          
        
        210000
        PA
        USD
        162489.6
        0.1614184017
        Long
        DBT
        NUSS
        BS
        Y
        
        2
        
          2028-11-21
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank 2018-Bnk14
        N/A
        BANK 2018-BN14 A3
        06035RAR7
        
          
          
        
        675000
        PA
        USD
        694645.34
        0.6900659519
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-09-17
          Fixed
          3.966000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corporation
        9DJT3UXIJIZJI4WXO774
        BAC 4 01/22/25 MTN
        06051GFM6
        
          
          
          
        
        401000
        PA
        USD
        408763.39
        0.4060686534
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-22
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corporation
        9DJT3UXIJIZJI4WXO774
        BAC V3.705 04/24/28
        06051GGL7
        
          
          
          
        
        250000
        PA
        USD
        251976.04
        0.2503149102
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-24
          Fixed
          3.705000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corporation
        9DJT3UXIJIZJI4WXO774
        BAC V2.687 04/22/32
        06051GJT7
        
          
          
          
        
        200000
        PA
        USD
        183953.81
        0.1827411108
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.687000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank Montreal Que
        NQQ6HPCNCCU6TUTQYE16
        BMO V3.803 12/15/32
        06368BGS1
        
          
          
          
        
        335000
        PA
        USD
        331603.65
        0.3294175822
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2032-12-15
          Fixed
          3.803000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Nova Scotia
        L3I9ZG2KFGXZ61BMYR72
        BNS V3.625 10/27/81 2
        0641598N9
        
          
          
          
        
        374000
        PA
        USD
        322186.44
        0.3200624543
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2081-10-27
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Nova Scotia
        L3I9ZG2KFGXZ61BMYR72
        BNS F 09/19/22 BKNT
        064159KE5
        
          
          
          
        
        230000
        PA
        USD
        230339.83
        0.2288213350
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2022-09-19
          Floating
          1.547860000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2022-BNK39
        N/A
        BANK 2022-BNK39 A4
        06539VAJ7
        
          
          
        
        365000
        PA
        USD
        352415.13
        0.3500918644
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-02-18
          Floating
          2.928000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2020-BNK26
        N/A
        BANK 2020-BN26 A4
        06540JBG6
        
          
          
        
        285000
        PA
        USD
        266217.93
        0.2644629118
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2063-03-16
          Fixed
          2.403000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        BACR V2.894 11/24/32
        06738EBV6
        
          
          
          
        
        377000
        PA
        USD
        342002.52
        0.3397478986
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-11-24
          Fixed
          2.894000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mc Brazil Downstream Trading Sarl
        213800T2A7R9TYNXZI63
        MCBRAC 7.25 06/30/31 144A
        55292WAA8
        
          
          
          
        
        193000
        PA
        USD
        177309.1
        0.1761402054
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2031-06-30
          Fixed
          7.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mars Incorporated
        54930073HKEO6GZBSS03
        MARS 3.875 04/01/39 144A
        571676AD7
        
          
          
          
        
        336000
        PA
        USD
        339996.14
        0.3377547455
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2039-04-01
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MasterCard Incorporated
        AR5L2ODV9HN37376R084
        MA 2 11/18/31
        57636QAU8
        
          
          
          
        
        374000
        PA
        USD
        341013.91
        0.3387658059
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-18
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corporation
        9DJT3UXIJIZJI4WXO774
        Bank of America Corporation DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF BANK OF AMERICA CORPORATION 4.375% NON-CUMULATIVE
        06055H400
        
          
          
          
        
        1750
        NS
        USD
        37887.5
        0.0376377300
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America Corporation
        9DJT3UXIJIZJI4WXO774
        Bank of America Corporation DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF BANK OF AMERICA CORPORATION 4.250% NON-CUMULATIVE
        06055H806
        
          
          
          
        
        6085
        NS
        USD
        131375.15
        0.1305090709
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chile (Republic of)
        549300FLZTJM5YJF8D34
        CHILE 3.1 01/22/61
        168863DQ8
        
          
          
          
        
        306000
        PA
        USD
        252431.64
        0.2507675067
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2061-01-22
          Fixed
          3.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chile (Republic of)
        549300FLZTJM5YJF8D34
        CHILE 3.1 05/07/41
        168863DS4
        
          
          
          
        
        202000
        PA
        USD
        178339.74
        0.1771640510
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2041-05-07
          Fixed
          3.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc.
        6SHGI4ZSSLCXXQSBB395
        C 4.75 05/18/46
        172967KR1
        
          
          
          
        
        141000
        PA
        USD
        151571.47
        0.1505722485
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-05-18
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc.
        6SHGI4ZSSLCXXQSBB395
        C 3.2 10/21/26
        172967KY6
        
          
          
          
        
        225000
        PA
        USD
        223532.68
        0.2220590605
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-21
          Fixed
          3.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc.
        6SHGI4ZSSLCXXQSBB395
        C V0.981 05/01/25
        172967MX6
        
          
          
          
        
        323000
        PA
        USD
        308146.26
        0.3061148330
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          0.981000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP COMMERCIAL MORTGAGE TRUST
        N/A
        CGCMT 2020-GC46 A5
        17328RAZ2
        
          
          
        
        250000
        PA
        USD
        237990.43
        0.2364214991
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-02-18
          Fixed
          2.717000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co. DEPOSITARY SHARES, EACH REPRESENTING A 1/400TH INTEREST IN A SHARE OF JPMORGAN CHASE & CO. 4.20% NON-CUMULATIVE PREFERRED STOCK,
        48128B523
        
          
          
          
        
        6309
        NS
        USD
        132993.72
        0.1321169706
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co. DEPOSITARY SHARES, EACH REPRESENTING A 1/400TH INTEREST IN A SHARE OF JPMORGAN CHASE & CO. 4.55% NON-CUMULATIVE PREFERRED STOCK,
        48128B580
        
          
          
          
        
        7000
        NS
        USD
        153020
        0.1520112292
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Egypt (Arab Republic of)
        529900GFIVH4086NMH82
        EGYPT 5.875 02/16/31 144a
        03846JAB6
        
          
          
          
        
        210000
        PA
        USD
        175913.22
        0.1747535276
        Long
        DBT
        NUSS
        EG
        Y
        
        2
        
          2031-02-16
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Edison International
        549300I7ROF15MAEVP56
        EIX 4.125 03/15/28
        281020AM9
        
          
          
          
        
        207000
        PA
        USD
        205630.41
        0.2042748097
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pacific Gas and Electric Company
        1HNPXZSMMB7HMBMVBS46
        PCG 3.5 08/01/50
        694308JJ7
        
          
          
          
        
        372000
        PA
        USD
        297066.12
        0.2951077378
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PacifiCorp.
        SGY07Y7FNYBNLM6Z1M11
        BRKHEC 5.75 04/01/37
        695114CD8
        
          
          
          
        
        127000
        PA
        USD
        149501.05
        0.1485154775
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-04-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Panama (Republic of)
        549300SHS4T08CL0LP14
        PANAMA 4.3 04/29/53
        698299BB9
        
          
          
          
        
        153000
        PA
        USD
        147054.42
        0.1460849767
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2053-04-29
          Fixed
          4.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Paramount Global
        5KYC8KF17ROCY24M3H09
        PARA 4.95 05/19/50
        92556HAC1
        
          
          
          
        
        100000
        PA
        USD
        104208.44
        0.1035214551
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-19
          Fixed
          4.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alcon Finance Corp
        549300CUZUI9VU7XNK42
        ALCSW 3.8 09/23/49 144A
        01400EAC7
        
          
          
          
        
        232000
        PA
        USD
        216075.56
        0.2146511009
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2049-09-23
          Fixed
          3.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Allstate Corporation
        OBT0W1ED8G0NWVOLOJ77
        ALL 1.45 12/15/30
        020002BJ9
        
          
          
          
        
        378000
        PA
        USD
        326818.57
        0.3246640474
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-15
          Fixed
          1.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alphabet Inc.
        5493006MHB84DD0ZWV18
        GOOGL 1.9 08/15/40
        02079KAE7
        
          
          
          
        
        104000
        PA
        USD
        84630.8
        0.0840728789
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-08-15
          Fixed
          1.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.
        549300TPZNMN50BJ3745
        CHTR 6.484 10/23/45
        161175BA1
        
          
          
          
        
        293000
        PA
        USD
        333850.47
        0.3316495903
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-10-23
          Fixed
          6.484000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Company
        R4PP93JZOLY261QX3811
        AXP 2.25 03/04/25
        025816CQ0
        
          
          
          
        
        280000
        PA
        USD
        275337.26
        0.2735221234
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-04
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Financial Group, Inc.
        549300AFOM7IVKIU1G39
        AFG 5.25 04/02/30
        025932AP9
        
          
          
          
        
        572579
        PA
        USD
        617652.52
        0.6135807003
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-02
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corporation
        1Z4GXXU7ZHVWFCD8TV52
        ORCL 2.65 07/15/26
        68389XBM6
        
          
          
          
        
        174000
        PA
        USD
        167065.52
        0.1659641553
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          2.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corporation
        1Z4GXXU7ZHVWFCD8TV52
        ORCL 3.6 04/01/40
        68389XBW4
        
          
          
          
        
        120000
        PA
        USD
        104194.04
        0.1035071500
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-01
          Fixed
          3.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Water Capital Corp
        5IDHQUFVC8Q2KIBBFF06
        AWK 6.593 10/15/37
        03040WAD7
        
          
          
          
        
        222000
        PA
        USD
        288197.66
        0.2862977424
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-10-15
          Fixed
          6.593000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc
        5493002J2SVENP0PVK27
        ABIBB 4.9 02/01/46 *
        03522AAJ9
        
          
          
          
        
        439000
        PA
        USD
        488004.92
        0.4847877907
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2046-02-01
          Fixed
          4.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc.
        HWUPKR0MPOU8FGXBT394
        AAPL 4.65 02/23/46
        037833BX7
        
          
          
          
        
        234000
        PA
        USD
        276747.59
        0.2749231559
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-02-23
          Fixed
          4.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc.
        HWUPKR0MPOU8FGXBT394
        AAPL 2.75 01/13/25
        037833DF4
        
          
          
          
        
        344000
        PA
        USD
        344890.97
        0.3426173067
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-13
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amcor Flexibles North America Inc
        PTVU09TE3QPJPL7K4E13
        AMCR 2.63 06/19/30
        081437AT2
        
          
          
          
        
        250000
        PA
        USD
        230419.02
        0.2289000030
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-19
          Fixed
          2.630000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        LLOYDS V3.574 11/07/28
        539439AQ2
        
          
          
          
        
        343000
        PA
        USD
        335593.09
        0.3333807222
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-11-07
          Fixed
          3.574000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lowes Companies, Inc.
        WAFCR4OKGSC504WU3E95
        LOW 4.5 04/15/30
        548661DU8
        
          
          
          
        
        308000
        PA
        USD
        329624.51
        0.3274514895
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON PARK FUNDING XLIX LTD
        N/A
        MDPK 2021-49A B1
        55820VAC7
        
          
          
        
        375000
        PA
        USD
        371513.25
        0.3690640817
        Long
        ABS-CBDO
        CORP
        KY
        Y
        
        2
        
          2034-10-19
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        U.S. Bancorp
        N1GZ7BBF3NP8GI976H15
        U.S. Bancorp DEPOSITARY SHARES EACH REPRESENTING 1/1,000TH INTEREST IN A SHARE OF SERIES M NON-CUMULATIVE PERPETUAL PREFERRED STOCK
        902973718
        
          
          
          
        
        2306
        NS
        USD
        47688.08
        0.0473737005
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        U.S. Bancorp
        N1GZ7BBF3NP8GI976H15
        U.S. Bancorp DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF SERIES L NON-CUMULATIVE PERPETUAL PREFERRED STOCK
        902973734
        
          
          
          
        
        2203
        NS
        USD
        43421.13
        0.0431348800
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Microsoft Corporation
        INR2EJN1ERAN0W5ZP974
        MSFT 3.5 02/12/35
        594918BC7
        
          
          
          
        
        148000
        PA
        USD
        155027.03
        0.1540050280
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-02-12
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Microchip Technology Incorporated
        5493007PTFULNYZJ1R12
        MCHP 0.983 09/01/24 144A
        595017AX2
        
          
          
          
        
        370000
        PA
        USD
        350618.53
        0.3483071083
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-09-01
          Fixed
          0.983000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Braskem Netherlands Finance B V
        2549000TLMHFQ74DS330
        BRASKM 5.875 01/31/50 144A
        10554TAE5
        
          
          
          
        
        176000
        PA
        USD
        174592
        0.1734410177
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2050-01-31
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        British Telecommunications PLC
        549300OWFMSO9NYV4H90
        BRITEL 3.25 11/08/29 144A
        11102AAE1
        
          
          
          
        
        355000
        PA
        USD
        336433.95
        0.3342160389
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2029-11-08
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pemex Project Funding Master Trust
        549300CAZKPF4HKMPX17
        PEMEX 6.625 06/15/35
        706451BG5
        
          
          
          
        
        206000
        PA
        USD
        184629.56
        0.1834124059
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2035-06-15
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        AVGO 4.15 11/15/30
        11135FAQ4
        
          
          
          
        
        432000
        PA
        USD
        437883.17
        0.4349964639
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          4.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brunswick Corporation
        YM4O38W15AX4YLLQKU27
        BC 4.4 09/15/32
        117043AU3
        
          
          
          
        
        218000
        PA
        USD
        215556.22
        0.2141351847
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-09-15
          Fixed
          4.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Burlington Northern Santa Fe LLC
        N/A
        BNSF 5.75 05/01/40
        12189LAA9
        
          
          
          
        
        272000
        PA
        USD
        339247.99
        0.3370115276
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mylan Inc
        30ZMPDNA1RHIBH89C294
        VTRS 4.55 04/15/28
        628530BK2
        
          
          
          
        
        234000
        PA
        USD
        236972.58
        0.2354103592
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          4.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix, Inc.
        549300Y7VHGU0I7CE873
        NFLX 4.875 06/15/30 144A
        64110LAV8
        
          
          
          
        
        434000
        PA
        USD
        461125
        0.4580850742
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-06-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW MOUNTAIN CLO 1 LTD
        5493000BYT2KQ1EMLL07
        NMC CLO-1A AR
        64755RAN3
        
          
          
        
        350000
        PA
        USD
        346838.1
        0.3445516005
        Long
        ABS-CBDO
        CORP
        KY
        Y
        
        2
        
          2034-10-16
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK N Y CITY HSG DEV CORP
        N/A
        NY NYCMFH 3.86 02/15/2048
        64966TFE9
        
          
          
        
        320000
        PA
        USD
        327463.52
        0.3253047457
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2048-02-15
          Fixed
          3.864000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ares Capital Corporation
        WEQ82666OJYSI5GUAB47
        ARCC 3.25 07/15/25
        04010LAY9
        
          
          
          
        
        283000
        PA
        USD
        274859.17
        0.2730471852
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magallanes Inc.
        N/A
        MGLLNS 4.279 03/15/32 144A
        55903VAL7
        
          
          
          
        
        218000
        PA
        USD
        219304.86
        0.2178591121
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2032-03-15
          Fixed
          4.279000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magallanes Inc.
        N/A
        MGLLNS 5.141 03/15/52 144A
        55903VAQ6
        
          
          
          
        
        218000
        PA
        USD
        223089.18
        0.2216184843
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2052-03-15
          Fixed
          5.141000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian Natural Resources Limited
        549300T15RIMIKZC5Q38
        CNQCN 6.25 03/15/38
        136385AL5
        
          
          
          
        
        227000
        PA
        USD
        271456.92
        0.2696673642
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2038-03-15
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ishares Trust
        5493000860OXIC4B5K91
        Ishares Trust J.P. MORGAN USD EMERG MKTS
        464288281
        
          
          
          
        
        45431
        NS
        USD
        4441334.56
        4.4120554541
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Credit Suisse Commercial Mortgage Trust
        N/A
        CSMC 2013-IVR3 B2
        12646XAX0
        
          
          
        
        195619.86
        PA
        USD
        195900.01
        0.1946085565
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2043-05-25
          Floating
          3.389301300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Capital LLC
        N/A
        CSMC 2015-WIN1 B3
        12649KAW7
        
          
          
        
        162762.17
        PA
        USD
        162245.66
        0.1611760698
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2044-12-25
          Floating
          3.811390200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Csmc Tr
        N/A
        CSMC 2015-1 B3
        12649NAU5
        
          
          
        
        250967.8
        PA
        USD
        250834.21
        0.2491806076
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2045-01-25
          Floating
          3.934778600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS 5.125 07/20/45
        126650CN8
        
          
          
          
        
        240000
        PA
        USD
        271188.46
        0.2694006740
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-07-20
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabra Health Care Ltd Partnership / Sabra Capital Corp
        5493001YP3WEETKSV608
        SBRA 5.125 08/15/26
        14162VAB2
        
          
          
          
        
        290000
        PA
        USD
        297004.94
        0.2950469612
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        CCI 3.65 09/01/27
        22822VAH4
        
          
          
          
        
        361000
        PA
        USD
        358950.71
        0.3565843591
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-01
          Fixed
          3.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dbubs 2017 Brbk
        N/A
        DBUBS 2017-BRBK B
        23305JAE2
        
          
          
        
        360000
        PA
        USD
        355645.08
        0.3533005212
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2034-10-12
          Floating
          3.530000100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Alt-A Secs Inc
        N/A
        DBALT 2003-2XS A6
        251510AW3
        
          
          
        
        428.06
        PA
        USD
        423.75
        0.0004209565
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-09-25
          Floating
          4.977195800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Telekom International Finance B.V.
        529900ERDFHS6C1M4U58
        DT 8.25 06/15/30
        25156PAC7
        
          
          
          
        
        124000
        PA
        USD
        166395.71
        0.1652987610
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-06-15
          Fixed
          8.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indymac MBS Inc
        N/A
        RAST 2006-A1 1A3
        45660L6K0
        
          
          
          
        
        78679.14
        PA
        USD
        48281.77
        0.0479634767
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-04-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Storage
        549300LMZF40TKJ6DM64
        Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 4.000% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST, SERIES P
        74460W461
        
          
          
          
        
        7631
        NS
        USD
        156359.19
        0.1553284058
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Realty Income Corporation
        549300CUWDAUZSH43859
        O 4.6 02/06/24
        756109BD5
        
          
          
          
        
        250000
        PA
        USD
        256307.31
        0.2546176267
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-06
          Fixed
          4.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Roper Technologies Inc
        54930003T4SXCIWVXY35
        ROP 2.95 09/15/29
        776743AG1
        
          
          
          
        
        285000
        PA
        USD
        274743.49
        0.2729322678
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Uzbekistan (The Republic of)
        213800L6VDKUM3TCM927
        UZBEK 3.7 11/25/30 144A
        91822Q2C0
        
          
          
          
        
        200000
        PA
        USD
        172500
        0.1713628090
        Long
        DBT
        NUSS
        UZ
        Y
        
        2
        
          2030-11-25
          Fixed
          3.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DH Europe Finance II SARL
        222100KDGL314CKTZ511
        DHR 3.25 11/15/39
        23291KAJ4
        
          
          
          
        
        293000
        PA
        USD
        281031.81
        0.2791791326
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2039-11-15
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-05-26
      Touchstone Variable Series Trust
      Terrie A. Wiedenheft
      Terrie A. Wiedenheft
      Controller & Treasurer
    
  
  XXXX

Portfolio of Investments

Touchstone Balanced Fund – March 31, 2022 (Unaudited)

Shares		Market Value
	Common Stocks — 64.7%
	Information Technology — 19.1%
17,617	Apple, Inc.	$ 3,076,105
4,367	International Business Machines Corp.	567,797
12,059	Microsoft Corp.	3,717,910
11,246	Oracle Corp.	930,382
3,762	PayPal Holdings, Inc.*	435,075
5,146	salesforce, Inc.*	1,092,599
8,036	SS&C Technologies Holdings, Inc.	602,861
5,122	Texas Instruments, Inc.	939,785
4,468	Visa, Inc. - Class A	990,868
2,796	Workday, Inc. - Class A*	669,530
		13,022,912
	Communication Services — 9.7%
1,000	Alphabet, Inc. - Class C*	2,792,990
9,870	AT&T, Inc.	233,229
15,413	Comcast Corp. - Class A	721,637
11,397	Fox Corp. - Class A	449,612
6,673	Meta Platforms, Inc. - Class A*	1,483,808
1,377	Netflix, Inc.*	515,810
3,151	Walt Disney Co. (The)*	432,191
		6,629,277
	Health Care — 9.2%
5,185	AmerisourceBergen Corp.	802,171
8,055	BioMarin Pharmaceutical, Inc.*	621,041
16,566	Bristol-Myers Squibb Co.	1,209,815
3,411	HCA Healthcare, Inc.	854,865
7,614	Johnson & Johnson	1,349,429
2,825	UnitedHealth Group, Inc.	1,440,665
		6,277,986
	Financials — 7.4%
28,524	Bank of America Corp.	1,175,759
5,607	Berkshire Hathaway, Inc. - Class B*	1,978,767
3,522	Goldman Sachs Group, Inc. (The)	1,162,612
297	Markel Corp.*	438,146
989	Signature Bank	290,262
		5,045,546
	Consumer Discretionary — 7.0%
3,019	Airbnb, Inc. - Class A*	518,543
3,142	Alibaba Group Holding Ltd. (China) ADR*	341,850
731	Amazon.com, Inc.*	2,383,023
7,922	Hilton Worldwide Holdings, Inc.*	1,202,084
3,984	Starbucks Corp.	362,425
		4,807,925
	Industrials — 5.4%
1,134	Deere & Co.	471,132
1,118	FedEx Corp.	258,694
4,447	Hubbell, Inc.	817,225
1,269	Parker-Hannifin Corp.	360,091
12,231	Raytheon Technologies Corp.	1,211,725
12,061	Southwest Airlines Co.*	552,394
		3,671,261
	Consumer Staples — 2.3%
9,646	Monster Beverage Corp.*	770,715
8,556	Philip Morris International, Inc.	803,751
		1,574,466
	Energy — 2.0%
10,485	Exxon Mobil Corp.	865,956
11,589	Schlumberger NV	478,742
		1,344,698

Shares		Market Value

	Real Estate — 1.6%
4,451	Jones Lang LaSalle, Inc.*	$ 1,065,837
	Materials — 1.0%
9,297	DuPont de Nemours, Inc.	684,073
	Total Common Stocks	$44,123,981

Principal Amount
	Corporate Bonds — 14.9%
	Financials — 4.7%
$ 150,000	AerCap Ireland Capital DAC / AerCap Global Aviation Trust (Ireland), 2.450%, 10/29/26	138,710
130,000	Allstate Corp. (The), 1.450%, 12/15/30	112,398
74,000	American Express Co., 2.250%, 3/4/25	72,768
60,000	American Financial Group, Inc., 5.250%, 4/2/30	64,723
112,000	Ares Capital Corp., 3.250%, 7/15/25	108,778
81,000	Bank of America Corp., 2.687%, 4/22/32	74,501
82,000	Bank of America Corp., 3.705%, 4/24/28	82,648
119,000	Bank of America Corp., MTN, 4.000%, 1/22/25	121,304
94,000	Bank of Montreal (Canada), 3.803%, 12/15/32	93,047
70,000	Berkshire Hathaway Finance Corp., 4.250%, 1/15/49	76,617
142,000	Charles Schwab Corp. (The), 1.150%, 5/13/26	132,399
94,000	Charles Schwab Corp. (The), 5.000%^(A)	93,647
128,000	Citigroup, Inc., 0.981%, 5/1/25	122,114
77,000	Citigroup, Inc., 3.200%, 10/21/26	76,498
45,000	Citigroup, Inc., 4.750%, 5/18/46	48,374
138,000	Corestates Capital III, 144a, (3M LIBOR +0.570%), 1.076%, 2/15/27^(B)	132,487
122,000	Goldman Sachs Group, Inc. (The), 2.615%, 4/22/32	110,897
105,000	Goldman Sachs Group, Inc. (The), 3.615%, 3/15/28	104,950
55,000	Goldman Sachs Group, Inc. (The), 3.691%, 6/5/28	55,147
126,000	Huntington Bancshares, Inc., 2.550%, 2/4/30	118,289
128,000	JPMorgan Chase & Co., 2.956%, 5/13/31	119,785
100,000	JPMorgan Chase & Co., 3.509%, 1/23/29	99,708
200,000	Lloyds Banking Group PLC (United Kingdom), 3.574%, 11/7/28	195,681
112,000	Mastercard, Inc., 2.000%, 11/18/31	102,122
109,000	Morgan Stanley, 3.950%, 4/23/27	110,926
77,000	Northwestern Mutual Life Insurance Co. (The), 144a, 3.850%, 9/30/47	75,109
132,000	PNC Capital Trust, (3M LIBOR +0.570%), 1.093%, 6/1/28^(B)	123,432
92,000	Prudential Financial, Inc., 5.125%, 3/1/52	93,003
120,000	Toronto-Dominion Bank (The) (Canada), MTN, 1.150%, 6/12/25	113,388
197,000	Truist Bank, Ser A, (3M LIBOR +0.670%), 1.180%, 5/15/27^(B)	187,867
22,000	Truist Financial Corp., MTN, 2.850%, 10/26/24	22,004
		3,183,321
	Consumer Discretionary — 1.5%
135,000	BAT Capital Corp. (United Kingdom), 3.557%, 8/15/27	131,596
58,000	Brunswick Corp., 4.400%, 9/15/32	57,350
60,000	Ford Motor Co., 3.250%, 2/12/32	53,498
105,000	General Motors Financial Co., Inc., 3.100%, 1/12/32	94,390
56,000	General Motors Financial Co., Inc., 5.650%, 1/17/29	60,560
59,000	Home Depot, Inc. (The), 5.950%, 4/1/41	76,265
94,000	Hyundai Capital America, 144a, 2.650%, 2/10/25	91,170
113,000	Lowe's Cos., Inc., 4.500%, 4/15/30	120,934
58,000	Magallanes, Inc., 144a, 4.279%, 3/15/32	58,347
58,000	Magallanes, Inc., 144a, 5.141%, 3/15/52	59,354
142,000	Procter & Gamble Co. (The), 1.200%, 10/29/30	123,688
26,000	Toll Brothers Finance Corp., 3.800%, 11/1/29	25,142
95,000	Walmart, Inc., 2.850%, 7/8/24	96,144
		1,048,438

Touchstone Balanced Fund (Unaudited) (Continued)

Principal Amount		MarketValue
	Corporate Bonds — 14.9% (Continued)
	Industrials — 1.3%
$ 98,000	Amcor Flexibles North America, Inc., 2.630%, 6/19/30	$ 90,324
53,000	Boeing Co. (The), 5.805%, 5/1/50	61,172
81,000	Burlington Northern Santa Fe LLC, 5.750%, 5/1/40	101,026
54,000	Carrier Global Corp., 3.577%, 4/5/50	49,386
118,000	CNH Industrial Capital LLC, 1.450%, 7/15/26	108,493
94,000	FedEx Corp., 5.100%, 1/15/44	105,063
99,000	John Deere Capital Corp., MTN, 2.450%, 1/9/30	94,635
81,000	Norfolk Southern Corp., 4.837%, 10/1/41	91,293
103,000	Roper Technologies, Inc., 2.950%, 9/15/29	99,293
117,000	Xylem, Inc., 1.950%, 1/30/28	108,474
		909,159
	Utilities — 1.2%
52,000	American Water Capital Corp., 6.593%, 10/15/37	67,506
83,000	CMS Energy Corp., 4.750%, 6/1/50	82,170
74,000	Duke Energy Progress LLC, 4.150%, 12/1/44	76,227
72,000	Edison International, 4.125%, 3/15/28	71,524
82,000	FirstEnergy Transmission LLC, 144a, 5.450%, 7/15/44	89,481
104,000	Ohio Power Co., Ser R, 2.900%, 10/1/51	86,132
126,000	Pacific Gas and Electric Co., 3.500%, 8/1/50	100,619
89,000	PacifiCorp., 5.750%, 4/1/37	104,768
188,000	WEC Energy Group, Inc., (3M LIBOR +2.112%), 2.619%, 5/15/67^(B)	159,424
		837,851
	Communication Services — 1.2%
42,000	Alphabet, Inc., 1.900%, 8/15/40	34,178
76,000	AT&T, Inc., 3.850%, 6/1/60	67,987
54,000	AT&T, Inc., 4.500%, 5/15/35	57,136
79,000	Charter Communications Operating LLC / Charter Communications Operating Capital, 6.484%, 10/23/45	90,014
74,000	Comcast Corp., 4.000%, 3/1/48	75,735
36,000	Deutsche Telekom International Finance BV (Germany), 8.750%, 6/15/30	48,308
122,000	Netflix, Inc., 144a, 4.875%, 6/15/30	129,625
51,000	Paramount Global, 4.950%, 5/19/50	53,146
118,000	T-Mobile USA, Inc., 3.875%, 4/15/30	118,467
141,000	Verizon Communications, Inc., 2.987%, 10/30/56	115,980
		790,576
	Health Care — 1.2%
84,000	AbbVie, Inc., 4.450%, 5/14/46	89,906
76,000	Becton Dickinson and Co., 4.685%, 12/15/44	81,693
86,000	CommonSpirit Health, 4.187%, 10/1/49	85,530
100,000	CommonSpirit Health, 4.200%, 8/1/23	101,579
73,000	CVS Health Corp., 5.125%, 7/20/45	82,487
104,000	DH Europe Finance II Sarl, 3.250%, 11/15/39	99,752
45,000	Johnson & Johnson, 2.900%, 1/15/28	45,272
93,000	Mylan, Inc., 4.550%, 4/15/28	94,181
107,000	UnitedHealth Group, Inc., 3.500%, 8/15/39	106,240
		786,640
	Information Technology — 1.0%
67,000	Apple, Inc., 4.650%, 2/23/46	79,240
116,000	Broadcom, Inc., 4.150%, 11/15/30	117,580
112,000	Microchip Technology, Inc., 144a, 0.983%, 9/1/24	106,133
49,000	Microsoft Corp., 3.500%, 2/12/35	51,326
90,000	NXP BV / NXP Funding LLC (China), 144a, 5.350%, 3/1/26	95,584
46,000	Oracle Corp., 2.650%, 7/15/26	44,167
32,000	Oracle Corp., 3.600%, 4/1/40	27,785
65,000	Visa, Inc., 4.150%, 12/14/35	70,696
96,000	VMware, Inc., 1.400%, 8/15/26	88,253
		680,764

Principal Amount		MarketValue

	Energy — 1.0%
$ 78,000	Boardwalk Pipelines LP, 4.800%, 5/3/29	$ 80,675
65,000	Canadian Natural Resources Ltd. (Canada), 6.250%, 3/15/38	77,730
74,000	Cenovus Energy, Inc. (Canada), 5.250%, 6/15/37	80,178
60,000	Continental Resources, Inc., 144a, 5.750%, 1/15/31	65,628
115,000	Energy Transfer LP, 4.150%, 9/15/29	115,353
66,000	Midwest Connector Capital Co. LLC, 144a, 3.900%, 4/1/24	66,253
93,000	NGPL PipeCo LLC, 144a, 7.768%, 12/15/37	116,738
20,000	Sabine Pass Liquefaction LLC, 5.000%, 3/15/27	21,188
48,000	Valero Energy Corp., 4.000%, 6/1/52	45,086
		668,829
	Real Estate — 0.9%
100,000	Crown Castle International Corp. REIT, 3.650%, 9/1/27	99,432
84,000	Equinix, Inc. REIT, 2.900%, 11/18/26	81,462
122,000	Host Hotels & Resorts LP REIT, Ser F, 4.500%, 2/1/26	124,927
88,000	Invitation Homes Operating Partnership LP REIT, 4.150%, 4/15/32	89,885
55,000	Mid-America Apartments LP REIT, 3.750%, 6/15/24	55,833
74,000	Sabra Health Care LP REIT, 5.125%, 8/15/26	75,788
37,000	STORE Capital Corp. REIT, 4.500%, 3/15/28	37,993
63,000	STORE Capital Corp. REIT, 4.625%, 3/15/29	65,388
		630,708
	Consumer Staples — 0.8%
127,000	7-Eleven, Inc., 144a, 0.950%, 2/10/26	115,568
121,000	Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc. (Belgium), 4.900%, 2/1/46	134,507
33,000	JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 144a, 4.375%, 2/2/52	28,699
64,000	Kroger Co. (The), 5.000%, 4/15/42	71,072
96,000	Mars, Inc., 144a, 3.875%, 4/1/39	97,142
55,000	PepsiCo, Inc., 1.625%, 5/1/30	49,457
65,000	Starbucks Corp., 3.350%, 3/12/50	58,491
		554,936
	Materials — 0.1%
83,000	Sherwin-Williams Co. (The), 4.500%, 6/1/47	87,860
	Total Corporate Bonds	$10,179,082
	U.S. Treasury Obligations — 14.2%
1,175,000	U.S. Treasury Bond, 1.750%, 8/15/41	1,019,496
15,000	U.S. Treasury Bond, 1.875%, 2/15/51	13,113
360,000	U.S. Treasury Bond, 2.250%, 2/15/52	345,094
3,170,000	U.S. Treasury Note, 0.125%, 4/30/23	3,114,401
1,805,000	U.S. Treasury Note, 0.250%, 10/31/25	1,666,029
1,650,000	U.S. Treasury Note, 0.750%, 5/31/26	1,536,434
935,000	U.S. Treasury Note, 0.875%, 1/31/24	911,808
1,106,000	U.S. Treasury Note, 1.625%, 5/15/31	1,041,886
	Total U.S. Treasury Obligations	$9,648,261

Shares
	Exchange-Traded Fund — 2.1%
14,788	iShares JP Morgan USD Emerging Markets Bond ETF	1,445,675

Principal Amount
	Commercial Mortgage-Backed Securities — 1.4%
$ 60,000	BANK, Ser 2020-BN26, Class A4, 2.403%, 3/15/63	56,046
75,000	BANK, Ser 2022-BNK39, Class A4, 2.928%, 2/15/55	72,414
55,000	BBCMS Mortgage Trust, Ser 2021-C11, Class A5, 2.322%, 9/15/54	50,510
165,000	BBCMS Mortgage Trust, Ser 2021-C12, Class A5, 2.689%, 11/15/54	156,176

Touchstone Balanced Fund (Unaudited) (Continued)

Principal Amount		MarketValue
	Commercial Mortgage-Backed Securities — 1.4% (Continued)
$ 45,000	BBCMS Mortgage Trust, Ser 2022-C14, Class A5, 2.946%, 2/15/55	$ 43,698
50,000	Citigroup Commercial Mortgage Trust, Ser 2020-GC46, Class A5, 2.717%, 2/15/53	47,598
80,000	COMM Mortgage Trust, Ser 2015-DC1, Class A5, 3.350%, 2/10/48	79,933
80,000	GS Mortgage Securities Trust, Ser 2020-GC47, Class A5, 2.377%, 5/12/53	74,288
170,000	JP Morgan Chase Commercial Mortgage Securities Trust, Ser 2017-JP7, Class A5, 3.454%, 9/15/50	170,943
75,000	Morgan Stanley Capital I Trust, Ser 2018-H3, Class AS, 4.177%, 7/15/51	77,591
145,000	Wells Fargo Commercial Mortgage Trust, Ser 2019-C54, Class A4, 3.040%, 10/15/52	141,651
	Total Commercial Mortgage-Backed Securities	$970,848
	U.S. Government Mortgage-Backed Obligations — 0.8%
119,071	FHLMC, Pool #G05624, 4.500%, 9/1/39	126,610
87,985	FHLMC, Pool #Q29260, 4.000%, 10/1/44	91,949
52,924	FNMA, Pool #725423, 5.500%, 5/1/34	57,385
48,090	FNMA, Pool #725610, 5.500%, 7/1/34	52,672
9,571	FNMA, Pool #890310, 4.500%, 12/1/40	10,185
34,948	FNMA, Pool #AD9193, 5.000%, 9/1/40	37,613
167,783	FNMA, Pool #AL5718, 3.500%, 9/1/44	171,257
	Total U.S. Government Mortgage-Backed Obligations	$547,671

Shares
	Preferred Stocks — 0.3%
	Financials — 0.2%
470	Bank of America Corp., Ser NN, 4.375%^(A)	10,175
1,634	Bank of America Corp., Ser QQ, 4.250%^(A)	35,278
1,880	JPMorgan Chase & Co., Ser JJ, 4.550%^(A)	41,097
1,694	JPMorgan Chase & Co., Ser MM, 4.200%^(A)	35,709
592	US Bancorp, Ser L, 3.750%^(A)	11,668
620	US Bancorp, Ser M, 4.000%^(A)	12,822
940	Wells Fargo & Co., Ser DD, 4.250%^(A)	19,449
		166,198
	Real Estate — 0.1%
2,050	Public Storage REIT, Ser P, 4.000%^(A)	42,005
	Total Preferred Stocks	$208,203

Principal Amount
	Sovereign Government Obligations — 0.2%
$ 146,000	Peruvian Government International Bond, 2.780%, 12/1/60	113,943

Shares
	Short-Term Investment Fund — 2.8%
1,878,167	Dreyfus Government Cash Management, Institutional Shares, 0.19%^∞Ω	1,878,167
	Total Investment Securities—101.4% (Cost $61,330,666)	$69,115,831
	Liabilities in Excess of Other Assets — (1.4%)	(928,062)
	Net Assets — 100.0%	$68,187,769

(A)	Perpetual Bond - A bond or preferred stock with no definite maturity date.

(B)	Variable rate security - Rate reflected is the rate in effect as of March 31, 2022.
*	Non-income producing security.
∞	Open-End Fund.
Ω	Represents the 7-Day SEC yield as of March 31, 2022.

Portfolio Abbreviations:

ADR – American Depositary Receipt

DAC – Designated Activity Company

ETF – Exchange-Traded Fund

FHLMC – Federal Home Loan Mortgage Corporation

FNMA – Federal National Mortgage Association

LIBOR – London Interbank Offered Rate

LLC – Limited Liability Company

LP – Limited Partnership

MTN – Medium Term Note

PLC – Public Limited Company

REIT – Real Estate Investment Trust

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 March 31, 2022, these securities were valued at $1,327,318 or 1.9% 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
Common Stocks	$44,123,981	$—	$—	$44,123,981
Corporate Bonds	—	10,179,082	—	10,179,082
U.S. Treasury Obligations	—	9,648,261	—	9,648,261
Exchange-Traded Fund	1,445,675	—	—	1,445,675
Commercial Mortgage-Backed Securities	—	970,848	—	970,848
U.S. Government Mortgage-Backed Obligations	—	547,671	—	547,671
Preferred Stocks	208,203	—	—	208,203
Sovereign Government Obligations	—	113,943	—	113,943
Short-Term Investment Fund	1,878,167	—	—	1,878,167
Total	$47,656,026	$21,459,805	$—	$69,115,831

See accompanying Notes to Portfolios of Investments.

Portfolio of Investments

Touchstone Bond Fund – March 31, 2022 (Unaudited)

Principal Amount		Market Value
	Corporate Bonds — 36.2%
	Financials — 11.4%
$ 400,000	AerCap Ireland Capital DAC / AerCap Global Aviation Trust (Ireland), 2.450%, 10/29/26	$ 369,892
378,000	Allstate Corp. (The), 1.450%, 12/15/30	326,819
280,000	American Express Co., 2.250%, 3/4/25	275,337
572,579	American Financial Group, Inc., 5.250%, 4/2/30	617,653
283,000	Ares Capital Corp., 3.250%, 7/15/25	274,859
200,000	Bank of America Corp., 2.687%, 4/22/32	183,954
250,000	Bank of America Corp., 3.705%, 4/24/28	251,976
401,000	Bank of America Corp., MTN, 4.000%, 1/22/25	408,763
335,000	Bank of Montreal (Canada), 3.803%, 12/15/32	331,604
230,000	Bank of Nova Scotia (The) (Canada), (3M LIBOR +0.620%), 1.548%, 9/19/22^(A)	230,340
374,000	Bank of Nova Scotia (The) (Canada), Ser 2, 3.625%, 10/27/81	322,186
377,000	Barclays PLC (United Kingdom), 2.894%, 11/24/32	342,003
176,000	Berkshire Hathaway Finance Corp., 4.250%, 1/15/49	192,637
134,000	BNP Paribas SA (France), 144a, 4.625%, 3/13/27	137,244
464,000	Charles Schwab Corp. (The), 1.150%, 5/13/26	432,626
350,000	Charles Schwab Corp. (The), 5.000%^(B)	348,688
323,000	Citigroup, Inc., 0.981%, 5/1/25	308,146
225,000	Citigroup, Inc., 3.200%, 10/21/26	223,533
141,000	Citigroup, Inc., 4.750%, 5/18/46	151,571
318,000	Cooperatieve Rabobank UA (Netherlands), 144a, 1.106%, 2/24/27	291,148
365,000	Corestates Capital III, 144a, (3M LIBOR +0.570%), 1.076%, 2/15/27^(A)	350,420
352,000	Goldman Sachs Group, Inc. (The), 2.615%, 4/22/32	319,965
510,000	Goldman Sachs Group, Inc. (The), 3.615%, 3/15/28	509,760
182,000	Goldman Sachs Group, Inc. (The), 3.691%, 6/5/28	182,487
205,000	HSBC Holdings PLC (United Kingdom), 3.900%, 5/25/26	207,219
349,000	Huntington Bancshares, Inc., 2.550%, 2/4/30	327,641
256,000	JPMorgan Chase & Co., 2.956%, 5/13/31	239,569
336,000	JPMorgan Chase & Co., 3.509%, 1/23/29	335,019
343,000	Lloyds Banking Group PLC (United Kingdom), 3.574%, 11/7/28	335,593
374,000	Mastercard, Inc., 2.000%, 11/18/31	341,014
311,000	Morgan Stanley, 3.950%, 4/23/27	316,495
273,000	Northwestern Mutual Life Insurance Co. (The), 144a, 3.850%, 9/30/47	266,297
356,000	PNC Capital Trust, (3M LIBOR +0.570%), 1.093%, 6/1/28^(A)	332,893
345,000	Prudential Financial, Inc., 5.125%, 3/1/52	348,760
304,000	Toronto-Dominion Bank (The) (Canada), MTN, 1.150%, 6/12/25	287,251
551,000	Truist Bank, Ser A, (3M LIBOR +0.670%), 1.180%, 5/15/27^(A)	525,455
210,000	Truist Financial Corp., MTN, 2.850%, 10/26/24	210,034
		11,456,851
	Consumer Discretionary — 4.0%
464,000	BAT Capital Corp. (United Kingdom), 3.557%, 8/15/27	452,302
218,000	Brunswick Corp., 4.400%, 9/15/32	215,556
202,000	Ford Motor Co., 3.250%, 2/12/32	180,111
505,000	General Motors Financial Co., Inc., 3.100%, 1/12/32	453,970
169,000	General Motors Financial Co., Inc., 5.650%, 1/17/29	182,761
318,000	GSK Consumer Healthcare Capital US LLC, 144a, 3.375%, 3/24/27	318,585
227,000	Home Depot, Inc. (The), 5.950%, 4/1/41	293,427
316,000	Hyundai Capital America, 144a, 2.650%, 2/10/25	306,488
308,000	Lowe's Cos., Inc., 4.500%, 4/15/30	329,624
218,000	Magallanes, Inc., 144a, 4.279%, 3/15/32	219,305
218,000	Magallanes, Inc., 144a, 5.141%, 3/15/52	223,089

Principal Amount		Market Value

	Consumer Discretionary — (Continued)
$ 490,000	Procter & Gamble Co. (The), 1.200%, 10/29/30	$ 426,809
100,000	Toll Brothers Finance Corp., 3.800%, 11/1/29	96,699
1,199	United Airlines 2014-2 Class B Pass Through Trust, Ser B, 4.625%, 9/3/22	1,206
333,000	Walmart, Inc., 2.850%, 7/8/24	337,010
		4,036,942
	Communication Services — 2.9%
104,000	Alphabet, Inc., 1.900%, 8/15/40	84,631
266,000	AT&T, Inc., 3.850%, 6/1/60	237,955
238,000	AT&T, Inc., 4.500%, 5/15/35	251,821
355,000	British Telecommunications PLC (United Kingdom), 144a, 3.250%, 11/8/29	336,434
293,000	Charter Communications Operating LLC / Charter Communications Operating Capital, 6.484%, 10/23/45	333,850
243,000	Comcast Corp., 4.000%, 3/1/48	248,696
124,000	Deutsche Telekom International Finance BV (Germany), 8.750%, 6/15/30	166,396
434,000	Netflix, Inc., 144a, 4.875%, 6/15/30	461,125
100,000	Paramount Global, 4.950%, 5/19/50	104,208
335,000	T-Mobile USA, Inc., 3.875%, 4/15/30	336,327
439,000	Verizon Communications, Inc., 2.987%, 10/30/56	361,100
		2,922,543
	Industrials — 2.9%
250,000	Amcor Flexibles North America, Inc., 2.630%, 6/19/30	230,419
153,000	Boeing Co. (The), 5.805%, 5/1/50	176,591
272,000	Burlington Northern Santa Fe LLC, 5.750%, 5/1/40	339,248
200,000	Carrier Global Corp., 3.577%, 4/5/50	182,909
384,000	CNH Industrial Capital LLC, 1.450%, 7/15/26	353,060
340,000	FedEx Corp., 5.100%, 1/15/44	380,017
298,000	John Deere Capital Corp., MTN, 2.450%, 1/9/30	284,860
243,000	Norfolk Southern Corp., 4.837%, 10/1/41	273,878
285,000	Roper Technologies, Inc., 2.950%, 9/15/29	274,744
423,000	Weir Group PLC (The) (United Kingdom), 144a, 2.200%, 5/13/26	395,551
		2,891,277
	Information Technology — 2.7%
344,000	Apple, Inc., 2.750%, 1/13/25	344,891
234,000	Apple, Inc., 4.650%, 2/23/46	276,748
432,000	Broadcom, Inc., 4.150%, 11/15/30	437,883
370,000	Microchip Technology, Inc., 144a, 0.983%, 9/1/24	350,619
148,000	Microsoft Corp., 3.500%, 2/12/35	155,027
328,000	NXP BV / NXP Funding LLC (China), 144a, 5.350%, 3/1/26	348,353
174,000	Oracle Corp., 2.650%, 7/15/26	167,065
120,000	Oracle Corp., 3.600%, 4/1/40	104,194
220,000	Visa, Inc., 4.150%, 12/14/35	239,277
332,000	VMware, Inc., 1.400%, 8/15/26	305,209
		2,729,266
	Utilities — 2.7%
222,000	American Water Capital Corp., 6.593%, 10/15/37	288,198
315,000	CMS Energy Corp., 4.750%, 6/1/50	311,850
93,000	Duke Energy Progress LLC, 4.150%, 12/1/44	95,799
207,000	Edison International, 4.125%, 3/15/28	205,630
224,000	Electricite de France SA (France), 144a, 4.875%, 9/21/38	236,182
278,000	FirstEnergy Transmission LLC, 144a, 5.450%, 7/15/44	303,363
85,000	Fortis, Inc. (Canada), 3.055%, 10/4/26	84,105
338,000	Ohio Power Co., Ser R, 2.900%, 10/1/51	279,928
372,000	Pacific Gas and Electric Co., 3.500%, 8/1/50	297,066

Touchstone Bond Fund (Unaudited) (Continued)

Principal Amount		Market Value
	Corporate Bonds — 36.2% (Continued)
	Utilities — (Continued)
$ 127,000	PacifiCorp., 5.750%, 4/1/37	$ 149,501
532,000	WEC Energy Group, Inc., (3M LIBOR +2.112%), 2.619%, 5/15/67^(A)	451,136
		2,702,758
	Energy — 2.5%
333,000	Boardwalk Pipelines LP, 4.800%, 5/3/29	344,422
227,000	Canadian Natural Resources Ltd. (Canada), 6.250%, 3/15/38	271,457
207,000	Cenovus Energy, Inc. (Canada), 5.250%, 6/15/37	224,282
200,000	Continental Resources, Inc., 144a, 5.750%, 1/15/31	218,760
395,000	Energy Transfer LP, 4.150%, 9/15/29	396,212
193,000	MC Brazil Downstream Trading SARL (Brazil), 144a, 7.250%, 6/30/31	177,309
248,000	Midwest Connector Capital Co. LLC, 144a, 3.900%, 4/1/24	248,950
251,000	NGPL PipeCo LLC, 144a, 7.768%, 12/15/37	315,068
206,000	Petroleos Mexicanos (Mexico), 6.625%, 6/15/35	184,629
182,000	Valero Energy Corp., 4.000%, 6/1/52	170,950
		2,552,039
	Health Care — 2.3%
283,000	AbbVie, Inc., 4.450%, 5/14/46	302,897
232,000	Alcon Finance Corp. (Switzerland), 144a, 3.800%, 9/23/49	216,076
221,000	Becton Dickinson and Co., 4.685%, 12/15/44	237,555
263,000	CommonSpirit Health, 4.187%, 10/1/49	261,563
190,000	CommonSpirit Health, 4.200%, 8/1/23	193,000
240,000	CVS Health Corp., 5.125%, 7/20/45	271,188
293,000	DH Europe Finance II Sarl, 3.250%, 11/15/39	281,032
234,000	Mylan, Inc., 4.550%, 4/15/28	236,973
312,000	UnitedHealth Group, Inc., 3.500%, 8/15/39	309,784
		2,310,068
	Real Estate — 2.2%
361,000	Crown Castle International Corp. REIT, 3.650%, 9/1/27	358,951
236,000	Equinix, Inc. REIT, 2.900%, 11/18/26	228,870
338,000	Host Hotels & Resorts LP REIT, Ser F, 4.500%, 2/1/26	346,110
256,000	Invitation Homes Operating Partnership LP REIT, 4.150%, 4/15/32	261,483
186,000	Mid-America Apartments LP REIT, 3.750%, 6/15/24	188,816
250,000	Realty Income Corp. REIT, 4.600%, 2/6/24	256,307
290,000	Sabra Health Care LP REIT, 5.125%, 8/15/26	297,005
96,000	STORE Capital Corp. REIT, 4.500%, 3/15/28	98,577
188,000	STORE Capital Corp. REIT, 4.625%, 3/15/29	195,125
		2,231,244
	Consumer Staples — 2.0%
380,000	7-Eleven, Inc., 144a, 0.950%, 2/10/26	345,795
439,000	Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc. (Belgium), 4.900%, 2/1/46	488,005
374,000	JBS Finance Luxembourg Sarl, 144a, 2.500%, 1/15/27	347,356
120,000	JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 144a, 4.375%, 2/2/52	104,360
213,000	Kroger Co. (The), 5.000%, 4/15/42	236,536
336,000	Mars, Inc., 144a, 3.875%, 4/1/39	339,996
164,000	Starbucks Corp., 3.350%, 3/12/50	147,577
		2,009,625
	Materials — 0.6%
83,000	Braskem America Finance Co. (Brazil), 144a, 7.125%, 7/22/41	91,301

Principal Amount		Market Value

	Materials — (Continued)
$ 176,000	Braskem Netherlands Finance BV (Brazil), 144a, 5.875%, 1/31/50	$ 174,592
301,000	Sherwin-Williams Co. (The), 4.500%, 6/1/47	318,626
		584,519
	Total Corporate Bonds	$36,427,132
	U.S. Treasury Obligations — 25.7%
6,200,000	U.S. Treasury Bond, 1.750%, 8/15/41	5,379,469
485,000	U.S. Treasury Bond, 2.250%, 2/15/52	464,918
825,000	U.S. Treasury Note, 0.250%, 10/31/25	761,482
3,685,000	U.S. Treasury Note, 0.750%, 5/31/26	3,431,368
6,760,000	U.S. Treasury Note, 0.875%, 1/31/24	6,592,320
66,000	U.S. Treasury Note, 1.250%, 8/15/31	60,029
1,385,000	U.S. Treasury Note, 1.375%, 11/15/31	1,271,387
4,670,000	U.S. Treasury Note, 1.500%, 1/31/27	4,469,336
3,613,000	U.S. Treasury Note, 1.625%, 5/15/31	3,403,559
	Total U.S. Treasury Obligations	$25,833,868
	Commercial Mortgage-Backed Securities — 9.9%
675,000	BANK, Ser 2018-BN14, Class A3, 3.966%, 9/15/60	694,645
285,000	BANK, Ser 2020-BN26, Class A4, 2.403%, 3/15/63	266,218
365,000	BANK, Ser 2022-BNK39, Class A4, 2.928%, 2/15/55	352,415
275,000	BBCMS Mortgage Trust, Ser 2021-C11, Class A5, 2.322%, 9/15/54	252,551
810,000	BBCMS Mortgage Trust, Ser 2021-C12, Class A5, 2.689%, 11/15/54	766,680
210,000	BBCMS Mortgage Trust, Ser 2022-C14, Class A5, 2.946%, 2/15/55^(A)(C)	203,926
750,000	BHMS, Ser 2018-ATLS, Class A, 144a, (1M LIBOR +1.250%), 1.647%, 7/15/35^(A)	742,227
500,000	BPR Trust, Ser 2021-KEN, Class B, 144a, (1M LIBOR +1.950%), 2.347%, 2/15/29^(A)	497,259
250,000	Citigroup Commercial Mortgage Trust, Ser 2020-GC46, Class A5, 2.717%, 2/15/53	237,990
352,034	COMM Mortgage Trust, Ser 2014-CR14, Class A2, 3.147%, 2/10/47	348,093
390,000	COMM Mortgage Trust, Ser 2015-DC1, Class A5, 3.350%, 2/10/48	389,672
360,000	DBUBS Mortgage Trust, Ser 2017-BRBK, Class B, 144a, 3.530%, 10/10/34^(A)(C)	355,645
375,000	GS Mortgage Securities Corp. II, Ser 2017-SLP, Class B, 144a, 3.772%, 10/10/32	375,005
250,000	GS Mortgage Securities Trust, Ser 2017-FARM, Class B, 144a, 3.541%, 1/10/43^(A)(C)	241,613
390,000	GS Mortgage Securities Trust, Ser 2020-GC47, Class A5, 2.377%, 5/12/53	362,155
315,000	HONO Mortgage Trust, Ser 2021-LULU, Class B, 144a, (1M LIBOR +1.450%), 1.847%, 10/15/36^(A)	309,993
805,000	JP Morgan Chase Commercial Mortgage Securities Trust, Ser 2017-JP7, Class A5, 3.454%, 9/15/50	809,464
350,000	JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-MINN, Class A, 144a, (1M LIBOR +1.020%), 2.270%, 11/15/35^(A)	349,031
355,000	Morgan Stanley Capital I Trust, Ser 2018-H3, Class AS, 4.177%, 7/15/51	367,263
320,000	New York City Housing Development Corp., Ser 2014-8SPR, Class B, 3.864%, 2/15/48	327,464
675,000	SG Commercial Mortgage Securities Trust, Ser 2019-787E, Class A, 144a, 4.163%, 2/15/41	689,383

Touchstone Bond Fund (Unaudited) (Continued)

Principal Amount		Market Value
	Commercial Mortgage-Backed Securities — 9.9% (Continued)
$ 700,000	Wells Fargo Commercial Mortgage Trust, Ser 2019-C54, Class A4, 3.040%, 10/15/52	$ 683,834
393,215	WFRBS Commercial Mortgage Trust, Ser 2014-C19, Class A3, 3.660%, 3/15/47	392,071
	Total Commercial Mortgage-Backed Securities	$10,014,597
	U.S. Government Mortgage-Backed Obligations — 8.1%
46,587	FHLMC, Pool #A95946, 4.000%, 1/1/41	48,811
35,190	FHLMC, Pool #A96485, 4.500%, 1/1/41	37,418
11,939	FHLMC, Pool #G03217, 5.500%, 9/1/37	12,855
6,284	FHLMC, Pool #G03781, 6.000%, 1/1/38	7,024
223,258	FHLMC, Pool #G05624, 4.500%, 9/1/39	237,394
289,763	FHLMC, Pool #Q29056, 4.000%, 10/1/44	302,823
144,197	FHLMC, Pool #Q29260, 4.000%, 10/1/44	150,694
588,443	FHLMC REMIC, Pool #QD2143, 2.000%, 12/1/51	547,130
645,293	FHLMC REMIC, Pool #SD0881, 2.500%, 2/1/52	617,315
3,389	FNMA, Pool #561741, 7.500%, 1/1/31	3,659
199,160	FNMA, Pool #725423, 5.500%, 5/1/34	215,947
178,110	FNMA, Pool #725610, 5.500%, 7/1/34	195,083
4,272	FNMA, Pool #889734, 5.500%, 6/1/37	4,696
27,020	FNMA, Pool #AB1149, 5.000%, 6/1/40	29,258
26,605	FNMA, Pool #AB1800, 4.000%, 11/1/40	27,858
45,262	FNMA, Pool #AD3795, 4.500%, 4/1/40	48,086
60,951	FNMA, Pool #AD9150, 5.000%, 8/1/40	65,621
116,495	FNMA, Pool #AD9193, 5.000%, 9/1/40	125,376
76,248	FNMA, Pool #AE0548, 4.500%, 11/1/40	81,210
65,755	FNMA, Pool #AE4429, 4.000%, 10/1/40	68,830
2,857	FNMA, Pool #AH2666, 4.000%, 1/1/26	2,945
5,374	FNMA, Pool #AH3493, 4.000%, 2/1/26	5,547
107,154	FNMA, Pool #AJ5457, 4.000%, 11/1/41	112,182
100,925	FNMA, Pool #AL0054, 4.500%, 2/1/41	107,500
207,850	FNMA, Pool #AL5718, 3.500%, 9/1/44	212,154
273,108	FNMA, Pool #AR9195, 3.000%, 3/1/43	272,563
85,510	FNMA, Pool #AS7813, 4.000%, 8/1/46	89,350
223,507	FNMA, Pool #AT2016, 3.000%, 4/1/43	223,713
178,399	FNMA, Pool #BC1158, 3.500%, 2/1/46	181,440
625,000	FNMA, Pool #BV4148, 3.000%, 3/1/52	613,032
351,640	FNMA, Pool #FM4996, 2.000%, 12/1/50	327,823
346,585	FNMA, Pool #FM5166, 3.000%, 12/1/50	340,186
309,286	FNMA, Pool #FM5279, 3.500%, 11/1/50	310,914
250,376	FNMA, Pool #FM5468, 2.500%, 1/1/36	247,880
318,505	FNMA, Pool #FM5682, 2.500%, 1/1/51	304,965
103,405	FNMA, Pool #MA1175, 3.000%, 9/1/42	103,422
67,500	FNMA, Pool #MA2177, 4.000%, 2/1/35	70,324
405,829	FNMA, Pool #MA4166, 3.000%, 10/1/40	402,241
685,516	FNMA, Pool #MA4571, 2.500%, 3/1/42	663,548
84,113	GNMA, Pool #4853, 4.000%, 11/20/40	88,432
63,133	GNMA, Pool #4883, 4.500%, 12/20/40	67,266
254,646	GNMA, Pool #5175, 4.500%, 9/20/41	271,558
20,690	GNMA, Pool #736696, 4.500%, 5/15/40	22,198
150,215	GNMA, Pool #AD1745, 3.000%, 2/20/43	148,848
93,797	GNMA, Pool #MA1157, 3.500%, 7/20/43	96,382
	Total U.S. Government Mortgage-Backed Obligations	$8,113,501
	Asset-Backed Securities — 5.2%
400,000	Benefit Street Partners CLO XIX Ltd. (Cayman Islands), Ser 2019-19A, Class B, 144a, (3M LIBOR +2.000%), 2.241%, 1/15/33^(A)	399,998
230,126	CF Hippolyta LLC, Ser 2020-1, Class A1, 144a, 1.690%, 7/15/60	217,653
703,250	Driven Brands Funding LLC, Ser 2019-1A, Class A2, 144a, 4.641%, 4/20/49	701,308

Principal Amount		Market Value
	Asset-Backed Securities — 5.2% (Continued)
$ 349,125	Driven Brands Funding LLC, Ser 2021-1A, Class A2, 144a, 2.791%, 10/20/51	$ 313,907
325,390	Elara HGV Timeshare Issuer LLC, Ser 2019-A, Class B, 144a, 2.910%, 1/25/34	313,556
300,000	Jack in the Box Funding LLC, Ser 2022-1A, Class A2I, 144a, 3.445%, 2/26/52	283,467
267,330	Jersey Mike's Funding, Ser 2019-1A, Class A2, 144a, 4.433%, 2/15/50	264,209
153,750	Jimmy Johns Funding LLC, Ser 2017-1A, Class A2II, 144a, 4.846%, 7/30/47	154,506
300,000	Jimmy Johns Funding LLC, Ser 2022-1A, Class A2I, 144a, 4.077%, 4/30/52	293,250
375,000	Madison Park Funding XLIX Ltd. (Cayman Islands), Ser 2021-49A, Class B1, 144a, (3M LIBOR +1.700%), 1.819%, 10/19/34^(A)	371,513
289,383	Mill City Mortgage Loan Trust, Ser 2018-3, Class M3, 144a, 3.250%, 8/25/58^(A)(C)	275,792
350,000	New Mountain CLO 1 Ltd. (Cayman Islands), Ser CLO-1A, Class AR, 144a, (3M LIBOR +1.200%), 1.441%, 10/15/34^(A)	346,838
414,950	Planet Fitness Master Issuer LLC, Ser 2018-1A, Class A2II, 144a, 4.666%, 9/5/48	413,222
300,000	Planet Fitness Master Issuer LLC, Ser 2022-1A, Class A2I, 144a, 3.251%, 12/5/51	285,505
278,025	TAL Advantage VII LLC, Ser 2020-1A, Class A, 144a, 2.050%, 9/20/45	260,762
380,000	Voya CLO Ltd. (Cayman Islands), Ser 2017-4A, Class A1, 144a, (3M LIBOR +1.130%), 1.371%, 10/15/30^(A)	378,841
	Total Asset-Backed Securities	$5,274,327

Shares
	Exchange-Traded Fund — 4.4%
45,431	iShares JP Morgan USD Emerging Markets Bond ETF	4,441,335

Principal Amount
	Non-Agency Collateralized Mortgage Obligations — 4.0%
$ 81,060	Agate Bay Mortgage Trust, Ser 2013-1, Class B3, 144a, 3.578%, 7/25/43^(A)(C)	81,126
325,359	Agate Bay Mortgage Trust, Ser 2015-4, Class B2, 144a, 3.535%, 6/25/45^(A)(C)	325,551
309,906	Agate Bay Mortgage Trust, Ser 2015-7, Class B1, 144a, 3.665%, 10/25/45^(A)(C)	308,695
195,620	CSMC Trust, Ser 2013-IVR3, Class B2, 144a, 3.389%, 5/25/43^(A)(C)	195,900
250,968	CSMC Trust, Ser 2015-1, Class B3, 144a, 3.935%, 1/25/45^(A)(C)	250,834
162,762	CSMC Trust, Ser 2015-WIN1, Class B3, 144a, 3.811%, 12/25/44^(A)(C)	162,246
428	Deutsche ALT-A Securities, Inc. ALT, Ser 2003-2XS, Class A6, 5.470%, 9/25/33^(A)(C)	424
74,282	EverBank Mortgage Loan Trust, Ser 2013-1, Class B1, 144a, 3.474%, 3/25/43^(A)(C)	74,640
421,823	EverBank Mortgage Loan Trust, Ser 2018-1, Class B2, 144a, 3.582%, 2/25/48^(A)(C)	410,128
297,855	GS Mortgage-Backed Securities Trust, Ser 2021-PJ6, Class A2, 144a, 2.500%, 11/25/51^(A)(C)	276,350
503,536	JP Morgan Mortgage Trust, Ser 2017-1, Class B2, 144a, 3.460%, 1/25/47^(A)(C)	491,565
443,495	JP Morgan Mortgage Trust, Ser 2022-2, Class A25A, 144a, 2.500%, 8/25/52^(A)(C)	405,325
78,679	Residential Asset Securitization Trust, Ser 2006-A1, Class 1A3, 6.000%, 4/25/36	48,282

Touchstone Bond Fund (Unaudited) (Continued)

Principal Amount		MarketValue
	Non-Agency Collateralized Mortgage Obligations — 4.0% (Continued)
$ 65,849	Sequoia Mortgage Trust, Ser 2013-10, Class B2, 144a, 3.536%, 8/25/43^(A)(C)	$ 65,782
98,484	Sequoia Mortgage Trust, Ser 2013-5, Class B1, 144a, 3.502%, 5/25/43^(A)(C)	98,487
451,521	Sequoia Mortgage Trust, Ser 2018-CH3, Class B1B, 144a, 4.747%, 8/25/48^(A)(C)	452,425
409,191	Sequoia Mortgage Trust, Ser 2018-CH3, Class B2B, 144a, 4.747%, 8/25/48^(A)(C)	409,783
23,159	Washington Mutual Mortgage Pass-Through Certificates, Ser 2005-9, Class 2A4, 5.500%, 11/25/35	22,866
	Total Non-Agency Collateralized Mortgage Obligations	$4,080,409
	Sovereign Government Obligations — 1.8%
210,000	Bahamas Government International Bond, 144a, 6.000%, 11/21/28	162,490
202,000	Chile Government International Bond, 3.100%, 5/7/41	178,340
306,000	Chile Government International Bond, 3.100%, 1/22/61	252,432
206,000	Colombia Government International Bond, 3.250%, 4/22/32	172,092
226,000	Ecuador Government International Bond, 144a, 5.000%, 7/31/30	188,712
210,000	Egypt Government International Bond, 144a, 5.875%, 2/16/31	175,913
210,000	Ghana Government International Bond, 144a, 7.625%, 5/16/29	152,040
205,000	Nigeria Government International Bond, 144a, 7.625%, 11/28/47	170,335
153,000	Panama Government International Bond, 4.300%, 4/29/53	147,054
200,000	Republic of Uzbekistan International Bond, 144a, 3.700%, 11/25/30	172,500
	Total Sovereign Government Obligations	$1,771,908
	Agency Collateralized Mortgage Obligations — 0.9%
565,547	FHLMC REMIC, Ser 3859, Class JB, 5.000%, 5/15/41	595,813
14,461	FNMA REMIC, Ser 2015-51, Class KC, 3.000%, 6/25/45	13,916
273,309	FNMA REMIC, Ser 2017-90, Class KA, 3.000%, 11/25/47	269,996
	Total Agency Collateralized Mortgage Obligations	$879,725

Shares
	Preferred Stocks — 0.8%
	Financials — 0.6%
1,750	Bank of America Corp., Ser NN, 4.375%^(B)	37,888
6,085	Bank of America Corp., Ser QQ, 4.250%^(B)	131,375
7,000	JPMorgan Chase & Co., Ser JJ, 4.550%^(B)	153,020
6,309	JPMorgan Chase & Co., Ser MM, 4.200%^(B)	132,994
2,203	US Bancorp, Ser L, 3.750%^(B)	43,421
2,306	US Bancorp, Ser M, 4.000%^(B)	47,688
3,500	Wells Fargo & Co., Ser DD, 4.250%^(B)	72,415
		618,801
	Real Estate — 0.2%
7,631	Public Storage REIT, Ser P, 4.000%^(B)	156,359
	Total Preferred Stocks	$775,160

Shares		MarketValue
	Short-Term Investment Fund — 2.9%
2,902,856	Dreyfus Government Cash Management, Institutional Shares, 0.19%^∞Ω	$ 2,902,856
	Total Investment Securities—99.9% (Cost $104,314,642)	$100,514,818
	Other Assets in Excess of Liabilities — 0.1%	60,050
	Net Assets — 100.0%	$100,574,868

(A)	Variable rate security - Rate reflected is the rate in effect as of March 31, 2022.
(B)	Perpetual Bond - A bond or preferred stock with no definite maturity date.
(C)	Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description.
∞	Open-End Fund.
Ω	Represents the 7-Day SEC yield as of March 31, 2022.

Portfolio Abbreviations:

CLO – Collateralized Loan Obligation

DAC – Designated Activity Company

ETF – Exchange-Traded Fund

FHLMC – Federal Home Loan Mortgage Corporation

FNMA – Federal National Mortgage Association

GNMA – Government National Mortgage Association

LIBOR – London Interbank Offered Rate

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

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 March 31, 2022, these securities were valued at $20,989,076 or 20.9% of net assets. These securities were deemed liquid pursuant to procedures approved by the Board of Trustees.

Touchstone Bond Fund (Unaudited) (Continued)

Other Information:

Valuation Inputs at Reporting Date:
Description	Level 1	Level 2	Level 3	Total
Assets:
Corporate Bonds	$—	$36,427,132	$—	$36,427,132
U.S. Treasury Obligations	—	25,833,868	—	25,833,868
Commercial Mortgage-Backed Securities	—	10,014,597	—	10,014,597
U.S. Government Mortgage-Backed Obligations	—	8,113,501	—	8,113,501
Asset-Backed Securities	—	5,274,327	—	5,274,327
Exchange-Traded Fund	4,441,335	—	—	4,441,335
Non-Agency Collateralized Mortgage Obligations	—	4,080,409	—	4,080,409
Sovereign Government Obligations	—	1,771,908	—	1,771,908
Agency Collateralized Mortgage Obligations	—	879,725	—	879,725
Preferred Stocks	775,160	—	—	775,160
Short-Term Investment Fund	2,902,856	—	—	2,902,856
Other Financial Instruments*
Futures
Interest rate contracts	28,602	—	—	28,602
Total Assets	$8,147,953	$92,395,467	$—	$100,543,420
Liabilities:
Other Financial Instruments*
Futures
Interest rate contracts	$(70,968)	$—	$—	$(70,968)
Total Liabilities	$(70,968)	$—	$—	$(70,968)
Total	$8,076,985	$92,395,467	$—	$100,472,452

*	Other Financial Instruments are derivative instruments not reflected in total investments. Amounts shown represent unrealized appreciation (depreciation) on futures contracts and is included in Receivable for variation margin on futures contracts.

Futures Contracts

At March 31, 2022, $40,215 was segregated with the broker as collateral for futures contracts. The Fund had the following futures contracts, brokered by Wells Fargo, open at March 31, 2022:

Description	Expiration Date	Number of Contracts	Notional Value	Unrealized Appreciation/ (Depreciation)
Short Futures:
10-Year Ultra Long U.S. Treasury Bond	6/21/2022	42	$5,718,290	$28,602
Long Futures:
5-Year U.S. Treasury Note	6/30/2022	102	11,769,093	(70,968)
				$(42,366)

See accompanying Notes to Portfolios of Investments.

Portfolio of Investments

Touchstone Common Stock Fund – March 31, 2022 (Unaudited)

Shares		Market Value
	Common Stocks — 100.0%
	Information Technology — 29.2%
95,876	Apple, Inc.	$ 16,740,908
22,843	International Business Machines Corp.	2,970,047
66,368	Microsoft Corp.	20,461,918
58,641	Oracle Corp.	4,851,370
19,650	PayPal Holdings, Inc.*	2,272,522
27,302	salesforce, Inc.*	5,796,761
41,743	SS&C Technologies Holdings, Inc.	3,131,560
25,987	Texas Instruments, Inc.	4,768,095
22,768	Visa, Inc. - Class A	5,049,259
14,663	Workday, Inc. - Class A*	3,511,202
		69,553,642
	Communication Services — 15.0%
5,119	Alphabet, Inc. - Class C*	14,297,316
88,597	AT&T, Inc.	2,093,547
85,993	Comcast Corp. - Class A	4,026,192
67,213	Fox Corp. - Class A	2,651,553
36,968	Meta Platforms, Inc. - Class A*	8,220,205
7,382	Netflix, Inc.*	2,765,223
13,272	Walt Disney Co. (The)*	1,820,388
		35,874,424
	Health Care — 14.6%
28,055	AmerisourceBergen Corp.	4,340,389
41,078	BioMarin Pharmaceutical, Inc.*	3,167,114
96,298	Bristol-Myers Squibb Co.	7,032,643
19,313	HCA Healthcare, Inc.	4,840,224
41,371	Johnson & Johnson	7,332,183
15,756	UnitedHealth Group, Inc.	8,035,087
		34,747,640
	Financials — 11.5%
150,470	Bank of America Corp.	6,202,373
32,185	Berkshire Hathaway, Inc. - Class B*	11,358,408
18,676	Goldman Sachs Group, Inc. (The)	6,164,948
1,512	Markel Corp.*	2,230,563
5,282	Signature Bank	1,550,214
		27,506,506
	Consumer Discretionary — 10.7%
15,429	Airbnb, Inc. - Class A*	2,650,085
17,029	Alibaba Group Holding Ltd. (China) ADR*	1,852,755
3,978	Amazon.com, Inc.*	12,968,081
41,460	Hilton Worldwide Holdings, Inc.*	6,291,140
20,218	Starbucks Corp.	1,839,232
		25,601,293
	Industrials — 8.7%
6,341	Deere & Co.	2,634,432
7,486	FedEx Corp.	1,732,186
24,564	Hubbell, Inc.	4,514,126

Shares		Market Value

	Industrials — (Continued)
6,720	Parker-Hannifin Corp.	$ 1,906,867
71,176	Raytheon Technologies Corp.	7,051,406
62,675	Southwest Airlines Co.*	2,870,515
		20,709,532
	Consumer Staples — 3.5%
48,551	Monster Beverage Corp.*	3,879,225
46,964	Philip Morris International, Inc.	4,411,798
		8,291,023
	Energy — 2.9%
50,133	Exxon Mobil Corp.	4,140,484
67,838	Schlumberger NV	2,802,388
		6,942,872
	Real Estate — 2.4%
23,427	Jones Lang LaSalle, Inc.*	5,609,830
	Materials — 1.5%
50,117	DuPont de Nemours, Inc.	3,687,609
	Total Common Stocks	$238,524,371
	Short-Term Investment Fund — 0.1%
229,471	Dreyfus Government Cash Management, Institutional Shares, 0.19%^∞Ω	229,471
	Total Investment Securities—100.1% (Cost $124,001,913)	$238,753,842
	Liabilities in Excess of Other Assets — (0.1%)	(197,855)
	Net Assets — 100.0%	$238,555,987

*	Non-income producing security.
∞	Open-End Fund.
Ω	Represents the 7-Day SEC yield as of March 31, 2022.

Portfolio Abbreviations:

ADR – American Depositary Receipt

Other Information:

Valuation Inputs at Reporting Date:
Description	Level 1	Level 2	Level 3	Total
Common Stocks	$238,524,371	$—	$—	$238,524,371
Short-Term Investment Fund	229,471	—	—	229,471
Total	$238,753,842	$—	$—	$238,753,842

See accompanying Notes to Portfolios of Investments.

Portfolio of Investments

Touchstone Small Company Fund – March 31, 2022 (Unaudited)

Shares		Market Value
	Common Stocks — 98.6%
	Health Care — 19.1%
39,170	Allscripts Healthcare Solutions, Inc.*	$ 882,108
23,082	Anika Therapeutics, Inc.*	579,589
1,816	Bio-Techne Corp.	786,401
1,580	Chemed Corp.	800,349
43,532	Covetrus, Inc.*	730,902
11,693	Encompass Health Corp.	831,489
10,110	Ensign Group, Inc. (The)	910,001
11,528	Globus Medical, Inc. - Class A*	850,536
11,672	Integra LifeSciences Holdings Corp.*	750,043
5,956	LHC Group, Inc.*	1,004,181
15,347	NuVasive, Inc.*	870,175
5,881	Omnicell, Inc.*	761,531
40,218	Premier, Inc. - Class A	1,431,359
15,580	Progyny, Inc.*	800,812
24,400	Tactile Systems Technology, Inc.*	491,904
14,615	Vericel Corp.*	558,585
		13,039,965
	Information Technology — 18.0%
47,590	8x8, Inc.*	599,158
9,222	Advanced Energy Industries, Inc.	793,830
60,770	Box, Inc. - Class A*	1,765,976
12,910	CommVault Systems, Inc.*	856,578
34,408	Digi International, Inc.*	740,460
7,137	ExlService Holdings, Inc.*	1,022,518
44,306	KnowBe4, Inc. - Class A*	1,019,924
13,077	MAXIMUS, Inc.	980,121
15,802	Onto Innovation, Inc.*	1,373,036
5,564	SPS Commerce, Inc.*	729,997
15,430	Tower Semiconductor Ltd. (Israel)*	746,812
16,151	Verint Systems, Inc.*	835,007
10,040	WNS Holdings Ltd. (India) ADR*	858,320
		12,321,737
	Consumer Discretionary — 17.1%
40,430	American Eagle Outfitters, Inc.	679,224
20,282	Aritzia, Inc. (Canada)*	827,893
8,080	Fox Factory Holding Corp.*	791,436
25,816	Frontdoor, Inc.*	770,608
8,750	Grand Canyon Education, Inc.*	849,713
68,440	Leslie's, Inc.*	1,324,998
22,394	Malibu Boats, Inc. - Class A*	1,299,076
8,800	Oxford Industries, Inc.	796,400
12,760	Skyline Champion Corp.*	700,269
34,252	Steven Madden Ltd.	1,323,497
9,328	Texas Roadhouse, Inc.	781,033
3,830	TopBuild Corp.*	694,724
22,176	Zumiez, Inc.*	847,345
		11,686,216
	Industrials — 17.0%
8,467	ASGN, Inc.*	988,185
12,759	Clean Harbors, Inc. *	1,424,415
13,275	Crane Co.	1,437,417
5,610	Curtiss-Wright Corp.	842,398
8,930	Forward Air Corp.	873,175
16,678	Gibraltar Industries, Inc.*	716,320
51,129	Great Lakes Dredge & Dock Corp.*	717,340
11,778	ITT, Inc.	885,823
16,430	KBR, Inc.	899,214
5,633	Quanta Services, Inc.	741,359

Shares		Market Value

	Industrials — (Continued)
5,317	Regal Rexnord Corp.	$ 791,063
36,090	Zurn Water Solutions Corp.	1,277,586
		11,594,295
	Financials — 11.3%
8,166	Evercore, Inc. - Class A	909,039
75,110	FNB Corp.	935,119
21,910	Pacific Premier Bancorp, Inc.	774,518
28,558	PacWest Bancorp	1,231,707
9,263	Pinnacle Financial Partners, Inc.	852,937
61,910	Valley National Bancorp	806,068
23,523	Webster Financial Corp.	1,320,111
10,817	Western Alliance Bancorp	895,864
		7,725,363
	Real Estate — 6.0%
13,810	Agree Realty Corp. REIT	916,432
57,715	Corporate Office Properties Trust REIT	1,647,186
24,950	Healthcare Realty Trust, Inc. REIT	685,626
21,420	STAG Industrial, Inc. REIT	885,717
		4,134,961
	Materials — 5.1%
9,429	Ashland Global Holdings, Inc.	927,908
29,790	Axalta Coating Systems Ltd. *	732,238
6,541	Eagle Materials, Inc.	839,603
21,620	Silgan Holdings, Inc.	999,492
		3,499,241
	Communication Services — 3.9%
30,374	Cargurus, Inc.*	1,289,680
43,390	QuinStreet, Inc.*	503,324
8,855	Ziff Davis, Inc.*	856,987
		2,649,991
	Energy — 1.1%
31,860	ChampionX Corp.*	779,933
	Total Common Stocks	$67,431,702
	Short-Term Investment Fund — 1.8%
1,192,060	Dreyfus Government Cash Management, Institutional Shares, 0.19%^∞Ω	1,192,060
	Total Investment Securities—100.4% (Cost $51,489,151)	$68,623,762
	Liabilities in Excess of Other Assets — (0.4%)	(244,678)
	Net Assets — 100.0%	$68,379,084

*	Non-income producing security.
∞	Open-End Fund.
Ω	Represents the 7-Day SEC yield as of March 31, 2022.

Portfolio Abbreviations:

ADR – American Depositary Receipt

REIT – Real Estate Investment Trust

Touchstone Small Company Fund (Unaudited) (Continued)

Other Information:

Valuation Inputs at Reporting Date:
Description	Level 1	Level 2	Level 3	Total
Common Stocks	$67,431,702	$—	$—	$67,431,702
Short-Term Investment Fund	1,192,060	—	—	1,192,060
Total	$68,623,762	$—	$—	$68,623,762

See accompanying Notes to Portfolios of Investments.

Notes to Portfolio of Investments

March 31, 2022 (Unaudited)

Security valuation and fair value measurements — U.S. generally accepted accounting principles (“U.S. GAAP”) defines fair value as the price the Funds would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. All investments in securities are recorded at their 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. U.S. GAAP fair value measurement standards require disclosure of 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 a 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.

The aggregate value by input level, as of March 31, 2022, for each Fund’s investments, is included in each Fund’s Portfolio of Investments, which also includes a breakdown of the Fund’s investments by portfolio or sector allocation. The Funds did not hold or transfer any Level 3 categorized securities during the period ended March 31, 2022.

Changes in valuation techniques may result in transfers into or out of an investment’s assigned level within the hierarchy.

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 or at the time as of which the NYSE establishes official closing prices). Portfolio securities traded on stock exchanges are valued at the last reported sale price, official close price, or last bid price if no sales are reported. Portfolio securities quoted by NASDAQ are valued at the NASDAQ Official Closing Price (“NOCP”) or from the primary exchange on which the security trades. To the extent these securities are actively traded, they are categorized in Level 1 of the fair value hierarchy. Options and futures are valued at the last quoted sales price. If there is no such reported sale on the valuation date, long option positions are valued at the most recent bid price, and short option positions are valued at the most recent ask price on the valuation date and are categorized in Level 1. Shares of mutual funds in which the Funds invest are valued at their respective net asset value (“NAV”) as reported by the underlying funds and are categorized in Level 1. Options and futures are valued at the last quoted sales price. If there is no such reported sale on the valuation date, long option positions are valued at the most recent bid price, and short option positions are valued at the most recent ask price on the valuation date and are categorized in Level 1. Shares of mutual funds in which the Funds invest are valued at their respective net asset value (“NAV”) as reported by the underlying funds and are categorized in Level 1.

Debt securities held by the Funds are valued at their evaluated bid by an independent pricing service or at their last broker-quoted bid prices as obtained from one or more of the major market makers for such securities. Independent pricing services use information provided by market makers or estimates of market values through accepted market modeling conventions. Observable inputs to the models may include prepayment speeds, pricing spread, yield, trade information, dealer quotes, market color, cash flow models, the securities’ terms and conditions, among others, and are generally categorized in Level 2. Investments in asset-backed and mortgage-backed securities are valued by independent pricing services using models that consider estimated cash flows of each tranche of the security, establish a benchmark yield and develop an estimated tranche specific spread to the benchmark yield based on the unique attributes of the tranche, and are generally categorized in Level 2. Debt securities with remaining maturities of 60 days or less may be valued at amortized cost, provided such amount 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 fair value, as determined by amortized cost, is higher or lower than the price that would be received if the Fund sold the investment.

Securities mainly traded on a non-U.S. exchange or denominated in foreign currencies are generally valued according to the preceding closing values on that exchange, translated to U.S. dollars using currency exchange rates as of the close of regular trading on the NYSE, and are generally categorized in Level 1. 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 and is generally categorized in Level 2. This may cause the value of the security, if held on the books of a Fund, to be different from the closing value on the non-U.S. exchange and may affect the calculation of that Fund’s NAV. 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 Funds' 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 Funds' NAV calculation.

• If a security is so thinly traded that reliable market quotations are unavailable due to infrequent trading.

Notes to Portfolio of Investments (Unaudited) (Continued)

• If the validity of market quotations is not reliable.

Securities held by the Funds that do not have readily available market quotations, significant observable inputs, or securities for which the available market quotations are not reliable, are priced at their estimated fair value using procedures approved by the Funds’ Board of Trustees and are generally categorized in Level 3.

Each Fund is an investment company that follows the accounting and reporting guidance of Accounting Standards Codification Topic 946 applicable to investment companies.

Security transactions—Security transactions are reflected for financial reporting purposes as of the trade date.

Serious News for Serious Traders! Try StreetInsider.com Premium Free!

Create E-mail Alert Related Categories

SEC Filings

Sign up for StreetInsider Free!

Receive full access to all new and archived articles, unlimited portfolio tracking, e-mail alerts, custom newswires and RSS feeds - and more!

Form NPORT-P TOUCHSTONE VARIABLE SERI For: Mar 31

You May Also Be Interested In

Create E-mail Alert Related Categories

Sign up for StreetInsider Free!

Free News Feed