Form NPORT-P TOUCHSTONE VARIABLE SERI For: Mar 31

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May 26, 2022 9:58 AM EDT

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      Touchstone Variable Series Trust
      811-08416
      0000920547
      549300PPYZ5OV9N1T150
      303 Broadway
      Suite 1100
      Cincinnati
      
      45202
      8006388194
      Touchstone Variable Series Trust-Touchstone Balanced Fund
      S000059066
      549300R24124F2BXT953
      2022-12-31
      2022-03-31
      N
    
    
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      188567.610000000000
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      0.000000000000
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      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Walt Disney Company
        549300GZKULIZ0WOW665
        Walt Disney Company COM DISNEY USD0.01
        254687106
        
          
          
          
        
        3151
        NS
        USD
        432191.16
        0.6335594609
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Exxon Mobil Corporation
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corporation COM NPV
        30231G102
        
          
          
          
        
        10485
        NS
        USD
        865956.15
        1.2694260371
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        General Motors Financial Company Inc
        5493008B6JBRUJ90QL97
        GM 5.65 01/17/29
        37045XCS3
        
          
          
          
        
        56000
        PA
        USD
        60559.83
        0.0887761176
        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
        
          
          
          
        
        105000
        PA
        USD
        94389.76
        0.1383682291
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-12
          Fixed
          3.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc.
        FR5LCKFTG8054YNNRU85
        ABBV 4.45 05/14/46
        00287YAW9
        
          
          
          
        
        84000
        PA
        USD
        89905.87
        0.1317951865
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-05-14
          Fixed
          4.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Home Depot, Inc.
        QEKMOTMBBKA8I816DO57
        HD 5.95 04/01/41
        437076AV4
        
          
          
          
        
        59000
        PA
        USD
        76265.16
        0.1117989402
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-04-01
          Fixed
          5.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Bonds
        254900HROIFWPRGM1V77
        T 1.875 02/15/51
        912810SU3
        
          
          
          
        
        15000
        PA
        USD
        13113.28
        0.0192230739
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-02-15
          Fixed
          1.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Bonds
        254900HROIFWPRGM1V77
        T 1.75 08/15/41
        912810TA6
        
          
          
          
        
        1175000
        PA
        USD
        1019496.09
        1.4945039439
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Host Hotels & Resorts, L.P.
        FXB7X4WXVA8QPMNOGS12
        HST 4.5 02/01/26 F
        44107TAW6
        
          
          
          
        
        122000
        PA
        USD
        124927.12
        0.1831336828
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Huntington Bancshares Incorporated
        549300XTVCVV9I7B5T19
        HBAN 2.55 02/04/30
        446150AS3
        
          
          
          
        
        126000
        PA
        USD
        118288.6
        0.1734021160
        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
        
          
          
          
        
        94000
        PA
        USD
        91170.55
        0.1336491114
        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
        
          
          
          
        
        88000
        PA
        USD
        89884.71
        0.1317641675
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-15
          Fixed
          4.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Bonds
        254900HROIFWPRGM1V77
        T 2.25 02/15/52
        912810TD0
        
          
          
          
        
        175000
        PA
        USD
        167753.91
        0.2459145087
        Long
        DBT
        UST
        US
        N
        
        2
        
          2052-02-15
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 0.25 10/31/25
        91282CAT8
        
          
          
          
        
        1805000
        PA
        USD
        1666029.1
        2.4422723000
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-10-31
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Financial Corporation
        549300DRQQI75D2JP341
        TFC 2.85 10/26/24 MTN
        05531FBB8
        
          
          
          
        
        22000
        PA
        USD
        22003.59
        0.0322555941
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-26
          Fixed
          2.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dupont De Nemours Inc
        5493004JF0SDFLM8GD76
        Dupont De Nemours Inc COM USD0.01
        26614N102
        
          
          
          
        
        9297
        NS
        USD
        684073.26
        1.0027995154
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Meta Platforms Inc
        BQ4BKCS1HXDV9HN80Z93
        Meta Platforms Inc COM USD0.000006 CL 'A'
        30303M102
        
          
          
          
        
        6673
        NS
        USD
        1483808.28
        2.1751503985
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FedEx Corporation
        549300E707U7WNPZN687
        FDX 5.1 01/15/44
        31428XAW6
        
          
          
          
        
        94000
        PA
        USD
        105063.44
        0.1540150345
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-01-15
          Fixed
          5.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-Eleven Inc.
        549300K23JPL0SS3LB18
        SVELEV 0.95 02/10/26 144A
        817826AC4
        
          
          
          
        
        127000
        PA
        USD
        115568.13
        0.1694141133
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-02-10
          Fixed
          0.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walmart Inc
        Y87794H0US1R65VBXU25
        WMT 2.85 07/08/24
        931142EL3
        
          
          
          
        
        95000
        PA
        USD
        96143.88
        0.1409396360
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-08
          Fixed
          2.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 0.125 04/30/23
        91282CBX8
        
          
          
          
        
        1640000
        PA
        USD
        1611235.94
        2.3619496833
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-04-30
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 1.625 05/15/31
        91282CCB5
        
          
          
          
        
        1106000
        PA
        USD
        1041886.56
        1.5273266747
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-05-15
          Fixed
          1.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust 2019-C53
        N/A
        WFCM 2019-C53 A4
        95002BAE3
        
          
          
        
        145000
        PA
        USD
        141651.4
        0.2076502088
        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
        
          
          
          
        
        188000
        PA
        USD
        159424
        0.2337034924
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2067-05-15
          Floating
          2.618930000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 0.75 05/31/26
        91282CCF6
        
          
          
          
        
        1650000
        PA
        USD
        1536433.6
        2.2522951262
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-05-31
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 0.875 01/31/24
        91282CDV0
        
          
          
          
        
        935000
        PA
        USD
        911807.61
        1.3366407999
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-01-31
          Fixed
          0.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Firstenergy Transmission Llc
        549300AINIIPOLYX2R63
        FE 5.45 07/15/44 144A
        33767BAA7
        
          
          
          
        
        82000
        PA
        USD
        89481.16
        0.1311725938
        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
        
          
          
          
        
        60000
        PA
        USD
        53498.4
        0.0784245968
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-12
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Salesforce.com, Inc.
        RCGZFPDMRW58VJ54VR07
        Salesforce.com, Inc. COM USD0.001
        79466L302
        
          
          
          
        
        5146
        NS
        USD
        1092598.72
        1.6016668550
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SunTrust Capital I
        549300DRQQI75D2JP341
        TFC F 05/15/27 A
        86787XAA3
        
          
          
          
        
        197000
        PA
        USD
        187866.95
        0.2753986999
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Floating
          1.176430000000
          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
        
          
          
          
        
        940
        NS
        USD
        19448.6
        0.0285101725
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Toronto-Dominion Bank
        PT3QB789TSUIDF371261
        TD 1.15 06/12/25 MTN
        89114QCH9
        
          
          
          
        
        120000
        PA
        USD
        113388.35
        0.1662187211
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-06-12
          Fixed
          1.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fox Corporation
        549300DDU6FDRBIELS05
        Fox Corporation COM USD0.01 CL A
        35137L105
        
          
          
          
        
        11397
        NS
        USD
        449611.65
        0.6590965779
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enable Midstream Partners LP
        549300TLGDBYE711G509
        ET 4.15 09/15/29
        292480AM2
        
          
          
          
        
        115000
        PA
        USD
        115352.8
        0.1690984558
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          4.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MORTGAGE SECURITIES TRUST
        N/A
        GSMS 2020-GC47 A5
        36258RBA0
        
          
          
        
        80000
        PA
        USD
        74288.28
        0.1089009841
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-05-14
          Fixed
          2.377200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix, Inc.
        549300Y7VHGU0I7CE873
        Netflix, Inc. COM USD0.001
        64110L106
        
          
          
          
        
        1377
        NS
        USD
        515810.43
        0.7561389686
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equinix, Inc.
        549300EVUN2BTLJ3GT74
        EQIX 2.9 11/18/26
        29444UBD7
        
          
          
          
        
        84000
        PA
        USD
        81462.26
        0.1194174946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-18
          Fixed
          2.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corporation
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corporation COM
        75513E101
        
          
          
          
        
        12231
        NS
        USD
        1211725.17
        1.7762971955
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AmerisourceBergen Corporation
        AI8GXW8LG5WK7E9UD086
        AmerisourceBergen Corporation COM USD0.01
        03073E105
        
          
          
          
        
        5185
        NS
        USD
        802171.35
        1.1759223581
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BBCMS MORTGAGE TRUST
        N/A
        BBCMS 2021-C11 A5
        05493MAF1
        
          
          
        
        55000
        PA
        USD
        50510.28
        0.0740442395
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2054-09-17
          Fixed
          2.322000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBCMS MORTGAGE TRUST
        N/A
        BBCMS 2021-C12 A5
        05552XBG2
        
          
          
        
        165000
        PA
        USD
        156175.59
        0.2289415697
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2054-11-18
          Fixed
          2.689000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBCMS MORTGAGE TRUST 2022-C14
        N/A
        BBCMS 2022-C14 A5
        07336AAE7
        
          
          
        
        45000
        PA
        USD
        43698.52
        0.0640587160
        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
        
          
          
          
        
        76000
        PA
        USD
        81693.13
        0.1197559325
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-12-15
          Fixed
          4.685000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starbucks Corporation
        OQSJ1DU9TAOC51A47K68
        SBUX 3.35 03/12/50
        855244AX7
        
          
          
          
        
        65000
        PA
        USD
        58490.98
        0.0857433404
        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
        
          
          
          
        
        37000
        PA
        USD
        37993.37
        0.0556953988
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berkshire Hathaway Finance Corporation
        549300RLHFT5RU20WM87
        BRK 4.25 01/15/49
        084664CR0
        
          
          
          
        
        70000
        PA
        USD
        76617.13
        0.1123149015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-01-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boardwalk Pipelines LP
        549300W6AQ2GHHCGL606
        BWP 4.8 05/03/29
        096630AG3
        
          
          
          
        
        78000
        PA
        USD
        80675.36
        0.1182639589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-03
          Fixed
          4.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Signature Bank
        VLP5AP0XK2GM6GKD1007
        Signature Bank COM USD0.01
        82669G104
        
          
          
          
        
        989
        NS
        USD
        290261.61
        0.4255015053
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Valero Energy Corporation
        549300XTO5VR8SKV1V74
        VLO 4 06/01/52
        91913YBE9
        
          
          
          
        
        48000
        PA
        USD
        45085.71
        0.0660922313
        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
        
          
          
          
        
        141000
        PA
        USD
        115979.86
        0.1700176782
        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
        
          
          
          
        
        65000
        PA
        USD
        70695.58
        0.1036343583
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-12-14
          Fixed
          4.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STORE Capital Corp
        5493004EA6C9IHDZ7N66
        STOR 4.625 03/15/29
        862121AB6
        
          
          
          
        
        63000
        PA
        USD
        65387.82
        0.0958535848
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Boeing Company
        RVHJWBXLJ1RFUBSY1F30
        BA 5.805 05/01/50
        097023CW3
        
          
          
          
        
        53000
        PA
        USD
        61172.1
        0.0896736590
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          5.805000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hubbell Incorporated
        54930088VDQ6840Y6597
        Hubbell Incorporated COM USD0.001
        443510607
        
          
          
          
        
        4447
        NS
        USD
        817225.19
        1.1979901458
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mid-America Apartments, L.P.
        549300FXWGE3QSYCUJ38
        MAA 3.75 06/15/24
        59523UAL1
        
          
          
          
        
        55000
        PA
        USD
        55832.67
        0.0818464596
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Midwest Connector Capital Company LLC
        N/A
        MWXCAP 3.9 04/01/24 144A
        59833CAA0
        
          
          
          
        
        66000
        PA
        USD
        66252.84
        0.0971216385
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-04-01
          Fixed
          3.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMware Inc
        549300BUDHS3LRWBE814
        VMW 1.4 08/15/26
        928563AJ4
        
          
          
          
        
        96000
        PA
        USD
        88253.28
        0.1293726149
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          1.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MS 3.95 04/23/27
        61761JZN2
        
          
          
          
        
        109000
        PA
        USD
        110925.76
        0.1626087510
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-23
          Fixed
          3.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Parker-Hannifin Corporation
        5493002CONDB4N2HKI23
        Parker-Hannifin Corporation COM USD0.50
        701094104
        
          
          
          
        
        1269
        NS
        USD
        360091.44
        0.5278667398
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paypal Holdings Incorporation
        5493005X2GO78EFZ3E94
        Paypal Holdings Incorporation COM USD0.0001
        70450Y103
        
          
          
          
        
        3762
        NS
        USD
        435075.3
        0.6377873914
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Starbucks Corporation
        OQSJ1DU9TAOC51A47K68
        Starbucks Corporation COM USD0.001
        855244109
        
          
          
          
        
        3984
        NS
        USD
        362424.48
        0.5312867995
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deere & Company
        PWFTNG3EI0Y73OXWDH08
        Deere & Company COM USD1
        244199105
        
          
          
          
        
        1134
        NS
        USD
        471131.64
        0.6906432511
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AL5718
        3138ENK81
        
          
          
        
        167782.87
        PA
        USD
        171256.64
        0.2510492452
        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 725423
        31402C4G4
        
          
          
        
        52923.51
        PA
        USD
        57384.61
        0.0841214859
        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
        
          
          
        
        48089.78
        PA
        USD
        52672.4
        0.0772137434
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 890310
        31410LDP4
        
          
          
        
        9570.65
        PA
        USD
        10185.43
        0.0149310679
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AD9193
        31418XGB8
        
          
          
        
        34948.38
        PA
        USD
        37612.94
        0.0551377173
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FedEx Corporation
        549300E707U7WNPZN687
        FedEx Corporation COM USD0.10
        31428X106
        
          
          
          
        
        1118
        NS
        USD
        258694.02
        0.3792258126
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc.
        784F5XWPLTWKTBV3E584
        GS V3.691 06/05/28
        38141GWL4
        
          
          
          
        
        55000
        PA
        USD
        55147.32
        0.0808417885
        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
        
          
          
          
        
        122000
        PA
        USD
        110896.99
        0.1625665763
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.615000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        TMUS 3.875 04/15/30
        87264ABF1
        
          
          
          
        
        118000
        PA
        USD
        118467.39
        0.1736642085
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toll Brothers Finance Corp.
        N/A
        TOL 3.8 11/01/29
        88947EAU4
        
          
          
          
        
        26000
        PA
        USD
        25141.71
        0.0368558400
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-01
          Fixed
          3.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Schlumberger Limited
        213800ZUA17OK3QLGM62
        Schlumberger Limited COM USD0.01
        806857108
        
          
          
          
        
        11589
        NS
        USD
        478741.59
        0.7017988606
        Long
        EC
        CORP
        CW
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc.
        784F5XWPLTWKTBV3E584
        GS V3.615 03/15/28
        38141GZR8
        
          
          
          
        
        105000
        PA
        USD
        104950.49
        0.1538494583
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          3.615000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Health Group Incorporated
        549300GHBMY8T5GXDE41
        UNH 3.5 08/15/39
        91324PDT6
        
          
          
          
        
        107000
        PA
        USD
        106239.99
        0.1557397675
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-08-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Company
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Company COM USD0.10
        110122108
        
          
          
          
        
        16566
        NS
        USD
        1209814.98
        1.7734970018
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CMS Energy Corporation
        549300IA9XFBAGNIBW29
        CMS V4.75 06/01/50
        125896BU3
        
          
          
          
        
        83000
        PA
        USD
        82170
        0.1204549878
        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
        
          
          
          
        
        118000
        PA
        USD
        108492.53
        0.1590418203
        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
        
          
          
        
        80000
        PA
        USD
        79932.64
        0.1171751877
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-02-12
          Fixed
          3.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Catholic Health Initiatives
        4SXHN5XW08IBO0UG2V58
        CATMED 4.2 08/01/23
        14916RAF1
        
          
          
          
        
        100000
        PA
        USD
        101578.93
        0.1489070071
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-01
          Fixed
          4.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corporation
        51M0QTTNCGUN7KFCFZ59
        CMCSA 4 03/01/48
        20030NCK5
        
          
          
          
        
        74000
        PA
        USD
        75734.61
        0.1110211941
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corporation
        51M0QTTNCGUN7KFCFZ59
        Comcast Corporation COM USD0.01 CL A
        20030N101
        
          
          
          
        
        15413
        NS
        USD
        721636.66
        1.0578646108
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dreyfus Govt Cash
        549300F7IDB6WRO7VJ11
        Dreyfus Govt Cash SH BEN INT
        262006208
        
          
          
          
        
        1878034.65
        NS
        USD
        1878034.65
        2.7530563567
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CommonSpirit Health
        N/A
        CATMED 4.187 10/01/49
        20268JAC7
        
          
          
          
        
        86000
        PA
        USD
        85530.29
        0.1253809181
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-01
          Fixed
          4.187000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Continental Resources, Inc.
        XXRTID9RYWOZ0UPIVR53
        CLR 5.75 01/15/31 144A
        212015AT8
        
          
          
          
        
        60000
        PA
        USD
        65628
        0.0962056704
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-01-15
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Progress Inc
        0NIFZ782LS46WOC9QK20
        DUK 4.15 12/01/44
        26442RAD3
        
          
          
          
        
        74000
        PA
        USD
        76227.02
        0.1117430299
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-12-01
          Fixed
          4.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Sherwin-Williams Company
        Z15BMIOX8DDH0X2OBP21
        SHW 4.5 06/01/47
        824348AX4
        
          
          
          
        
        83000
        PA
        USD
        87860.37
        0.1287966386
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-06-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aercap Ireland Capital DAC
        549300TI38531ODB1G63
        AER 2.45 10/29/26
        00774MAV7
        
          
          
          
        
        150000
        PA
        USD
        138709.68
        0.2033378704
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2026-10-29
          Fixed
          2.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corestates Capital III
        N/A
        WFC F 02/15/27 144A
        21869MAA5
        
          
          
          
        
        138000
        PA
        USD
        132487.45
        0.1942165531
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-02-15
          Floating
          1.076430000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC Capital Trust C
        N/A
        PNC F 06/01/28
        69349AAA0
        
          
          
          
        
        132000
        PA
        USD
        123432.05
        0.1809420236
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Floating
          1.093000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        John Deere Capital Corporation
        E0KSF7PFQ210NWI8Z391
        DE 2.45 01/09/30 MTN
        24422EVD8
        
          
          
          
        
        99000
        PA
        USD
        94634.85
        0.1387275125
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-09
          Fixed
          2.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc.
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group, Inc. COM USD0.01
        38141G104
        
          
          
          
        
        3522
        NS
        USD
        1162612.2
        1.7043013065
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Procter & Gamble Company
        2572IBTT8CCZW6AU4141
        PG 1.2 10/29/30
        742718FM6
        
          
          
          
        
        142000
        PA
        USD
        123687.64
        0.1813166991
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-29
          Fixed
          1.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prudential Financial, Inc.
        5PRBRS5FEH7NREC8OR45
        PRU V5.125 03/01/52
        744320BJ0
        
          
          
          
        
        92000
        PA
        USD
        93002.8
        0.1363350510
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-01
          Fixed
          5.125000000000
          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
        
          
          
          
        
        33000
        PA
        USD
        28698.92
        0.0420704400
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2052-02-02
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jpmcc Commercial Mortgage Securities
        N/A
        JPMCC 2017-JP7 A5
        465968AE5
        
          
          
        
        170000
        PA
        USD
        170942.74
        0.2505890916
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-09-16
          Fixed
          3.454000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPM V3.509 01/23/29
        46647PAM8
        
          
          
          
        
        100000
        PA
        USD
        99707.99
        0.1461643510
        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
        
          
          
          
        
        128000
        PA
        USD
        119784.65
        0.1755952118
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-13
          Fixed
          2.956000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Visa Inc
        549300JZ4OKEHW3DPJ59
        Visa Inc COM STK USD0.0001
        92826C839
        
          
          
          
        
        4468
        NS
        USD
        990868.36
        1.4525378630
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG G05624
        3128M7SM9
        
          
          
        
        119071.12
        PA
        USD
        126610.29
        0.1856010823
        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 Q29260
        3132M95V2
        
          
          
        
        87984.84
        PA
        USD
        91948.97
        0.1347902161
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-10-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        JNJ 2.9 01/15/28
        478160CK8
        
          
          
          
        
        45000
        PA
        USD
        45271.79
        0.0663650105
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          2.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ss&C Tech Hldgs
        529900POY8H7NPPNKK71
        Ss&C Tech Hldgs COM USD0.01
        78467J100
        
          
          
          
        
        8036
        NS
        USD
        602860.72
        0.8837480913
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Southwest Airlines Co.
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co. COM USD1
        844741108
        
          
          
          
        
        12061
        NS
        USD
        552393.8
        0.8097674143
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xylem, Inc.
        549300DF5MV96DRYLQ48
        XYL 1.95 01/30/28
        98419MAM2
        
          
          
          
        
        117000
        PA
        USD
        108474.18
        0.1590149206
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-30
          Fixed
          1.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Cap I Tst 2018-H3
        N/A
        MSC 2018-H3 A5
        61767YAZ3
        
          
          
          
        
        75000
        PA
        USD
        77590.79
        0.1137422132
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-07-17
          Fixed
          4.177000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc COM USD1
        00206R102
        
          
          
          
        
        9870
        NS
        USD
        233228.1
        0.3418947053
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Markel Corporation
        549300SCNO12JLWIK605
        Markel Corporation COM NPV
        570535104
        
          
          
          
        
        297
        NS
        USD
        438146.28
        0.6422892151
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America Corporation
        9DJT3UXIJIZJI4WXO774
        Bank of America Corporation COM USD0.01
        060505104
        
          
          
          
        
        28524
        NS
        USD
        1175759.28
        1.7235739286
        Long
        EC
        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 4.375% NON-CUMULATIVE
        06055H400
        
          
          
          
        
        470
        NS
        USD
        10175.5
        0.0149165112
        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
        
          
          
          
        
        1634
        NS
        USD
        35278.06
        0.0517149603
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carrier Global Corporation
        549300JE3W6CWY2NAN77
        CARR 3.577 04/05/50
        14448CAS3
        
          
          
          
        
        54000
        PA
        USD
        49385.47
        0.0723953534
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-05
          Fixed
          3.577000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cenovus Energy Inc
        549300EIRQ0Z2B9C1W06
        CVECN 5.25 06/15/37
        15135UAP4
        
          
          
          
        
        74000
        PA
        USD
        80178.27
        0.1175352627
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2037-06-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        Johnson & Johnson COM USD1.00
        478160104
        
          
          
          
        
        7614
        NS
        USD
        1349429.22
        1.9781608886
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NGPL Pipe Co LLC
        549300K3NT1HSQFEM073
        NGPLCO 7.768 12/15/37 144A
        62912XAC8
        
          
          
          
        
        93000
        PA
        USD
        116738.29
        0.1711294791
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2037-12-15
          Fixed
          7.768000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP Funding LLC
        724500RKKW4NOJ9YQF60
        NXPI 5.35 03/01/26 144A
        62947QAX6
        
          
          
          
        
        90000
        PA
        USD
        95584.57
        0.1401197300
        Long
        DBT
        CORP
        NL
        Y
        
        2
        
          2026-03-01
          Fixed
          5.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Microsoft Corporation
        INR2EJN1ERAN0W5ZP974
        Microsoft Corporation COM USD0.00000625
        594918104
        
          
          
          
        
        12059
        NS
        USD
        3717910.29
        5.4501744989
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Monster Beverage Corp
        52990090AP0E7HCB6F33
        Monster Beverage Corp COM USD0.005
        61174X109
        
          
          
          
        
        9646
        NS
        USD
        770715.4
        1.1298103212
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Norfolk Southern Corporation
        54930036C8MWP850MI84
        NSC 4.837 10/01/41
        655844BH0
        
          
          
          
        
        81000
        PA
        USD
        91292.78
        0.1338282913
        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
        
          
          
          
        
        77000
        PA
        USD
        75109.37
        0.1101046397
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2047-09-30
          Fixed
          3.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ohio Power Company
        06ZODLC132CY1O2Y7D77
        AEP 2.9 10/01/51 R
        677415CU3
        
          
          
          
        
        104000
        PA
        USD
        86131.73
        0.1262625835
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philip Morris International Inc.
        HL3H1H2BGXWVG3BSWR90
        Philip Morris International Inc. COM NPV
        718172109
        
          
          
          
        
        8556
        NS
        USD
        803750.64
        1.1782374775
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Charles Schwab Corporation
        549300VSGCJ7E698NM85
        SCHW 1.15 05/13/26
        808513BR5
        
          
          
          
        
        142000
        PA
        USD
        132398.61
        0.1940863204
        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
        
          
          
          
        
        94000
        PA
        USD
        93647.5
        0.1372801323
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        T 4.5 05/15/35
        00206RCP5
        
          
          
          
        
        54000
        PA
        USD
        57135.78
        0.0837567200
        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
        
          
          
          
        
        76000
        PA
        USD
        67987.05
        0.0996638588
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-06-01
          Fixed
          3.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alibaba Group Holding Ltd
        5493001NTNQJDH60PM02
        Alibaba Group Holding Ltd SPON ADS EACH REP 8 ORD SHS
        01609W102
        
          
          
          
        
        3142
        NS
        USD
        341849.6
        0.5011255859
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        B.A.T. Capital Corporation
        2138005GYEXN7XRHFA84
        BATSLN 3.557 08/15/27
        05526DBB0
        
          
          
          
        
        135000
        PA
        USD
        131596.39
        0.1929103268
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          3.557000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corporation
        9DJT3UXIJIZJI4WXO774
        BAC 4 01/22/25 MTN
        06051GFM6
        
          
          
          
        
        119000
        PA
        USD
        121303.85
        0.1778222438
        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
        
          
          
          
        
        82000
        PA
        USD
        82648.14
        0.1211559048
        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
        
          
          
          
        
        81000
        PA
        USD
        74501.29
        0.1092132406
        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
        
          
          
          
        
        94000
        PA
        USD
        93047
        0.1363998448
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2032-12-15
          Fixed
          3.803000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2022-BNK39
        N/A
        BANK 2022-BNK39 A4
        06539VAJ7
        
          
          
        
        75000
        PA
        USD
        72414.07
        0.1061535343
        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
        
          
          
        
        60000
        PA
        USD
        56045.88
        0.0821590093
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2063-03-16
          Fixed
          2.403000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Worldwide Holdings Inc
        549300HVGPK36ICB0B89
        Hilton Worldwide Holdings Inc COM USD0.01
        43300A203
        
          
          
          
        
        7922
        NS
        USD
        1202084.28
        1.7621643820
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Magallanes Inc.
        N/A
        MGLLNS 4.279 03/15/32 144A
        55903VAL7
        
          
          
          
        
        58000
        PA
        USD
        58347.17
        0.0855325259
        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
        
          
          
          
        
        58000
        PA
        USD
        59354
        0.0870084623
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2052-03-15
          Fixed
          5.141000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mars Incorporated
        54930073HKEO6GZBSS03
        MARS 3.875 04/01/39 144A
        571676AD7
        
          
          
          
        
        96000
        PA
        USD
        97141.75
        0.1424024377
        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
        
          
          
          
        
        112000
        PA
        USD
        102121.81
        0.1497028280
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-18
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corporation
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corporation COM USD0.01
        68389X105
        
          
          
          
        
        11246
        NS
        USD
        930381.58
        1.3638688312
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HCA Healthcare Inc
        529900PH4ZGUH2MNEU89
        HCA Healthcare Inc COM USD0.01
        40412C101
        
          
          
          
        
        3411
        NS
        USD
        854864.82
        1.2531669886
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Kroger Co.
        6CPEOKI6OYJ13Q6O7870
        KR 5 04/15/42
        501044CR0
        
          
          
          
        
        64000
        PA
        USD
        71071.82
        0.1041858977
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-04-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Edison International
        549300I7ROF15MAEVP56
        EIX 4.125 03/15/28
        281020AM9
        
          
          
          
        
        72000
        PA
        USD
        71523.62
        0.1048482022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berkshire Hathaway Inc.
        5493000C01ZX7D35SD85
        Berkshire Hathaway Inc. COM USD0.0033 CLASS'B'
        084670702
        
          
          
          
        
        5607
        NS
        USD
        1978766.37
        2.9007214182
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Biomarin Pharmaceutical Inc.
        NSLL8ITTRR0J5HEMR848
        Biomarin Pharmaceutical Inc. COM USD0.001
        09061G101
        
          
          
          
        
        8055
        NS
        USD
        621040.5
        0.9103982700
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citigroup Inc.
        6SHGI4ZSSLCXXQSBB395
        C 4.75 05/18/46
        172967KR1
        
          
          
          
        
        45000
        PA
        USD
        48373.87
        0.0709124245
        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
        
          
          
          
        
        77000
        PA
        USD
        76497.85
        0.1121400461
        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
        
          
          
          
        
        128000
        PA
        USD
        122113.69
        0.1790094078
        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
        
          
          
        
        50000
        PA
        USD
        47598.09
        0.0697751898
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-02-18
          Fixed
          2.717000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jones Lang LaSalle Incorporated
        6SYKCME112RT8TQUO411
        Jones Lang LaSalle Incorporated COM USD0.01
        48020Q107
        
          
          
          
        
        4451
        NS
        USD
        1065836.46
        1.5624354116
        Long
        EC
        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. 4.20% NON-CUMULATIVE PREFERRED STOCK,
        48128B523
        
          
          
          
        
        1694
        NS
        USD
        35709.52
        0.0523474479
        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
        
          
          
          
        
        1880
        NS
        USD
        41096.8
        0.0602447918
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pacific Gas and Electric Company
        1HNPXZSMMB7HMBMVBS46
        PCG 3.5 08/01/50
        694308JJ7
        
          
          
          
        
        126000
        PA
        USD
        100619.17
        0.1475000717
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.
        549300TPZNMN50BJ3745
        CHTR 6.484 10/23/45
        161175BA1
        
          
          
          
        
        79000
        PA
        USD
        90014.29
        0.1319541220
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-10-23
          Fixed
          6.484000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corporation
        1Z4GXXU7ZHVWFCD8TV52
        ORCL 2.65 07/15/26
        68389XBM6
        
          
          
          
        
        46000
        PA
        USD
        44166.75
        0.0647451057
        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
        
          
          
          
        
        32000
        PA
        USD
        27785.08
        0.0407308199
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-01
          Fixed
          3.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PacifiCorp.
        SGY07Y7FNYBNLM6Z1M11
        BRKHEC 5.75 04/01/37
        695114CD8
        
          
          
          
        
        89000
        PA
        USD
        104768.45
        0.1535826015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-04-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Paramount Global
        5KYC8KF17ROCY24M3H09
        PARA 4.95 05/19/50
        92556HAC1
        
          
          
          
        
        51000
        PA
        USD
        53146.3
        0.0779084449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-19
          Fixed
          4.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Airbnb Inc
        549300HMUDNO0RY56D37
        Airbnb Inc COM CL A
        009066101
        
          
          
          
        
        3019
        NS
        USD
        518543.44
        0.7601453539
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Allstate Corporation
        OBT0W1ED8G0NWVOLOJ77
        ALL 1.45 12/15/30
        020002BJ9
        
          
          
          
        
        130000
        PA
        USD
        112397.92
        0.1647668259
        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
        
          
          
          
        
        42000
        PA
        USD
        34177.82
        0.0501020919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-08-15
          Fixed
          1.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Company
        R4PP93JZOLY261QX3811
        AXP 2.25 03/04/25
        025816CQ0
        
          
          
          
        
        74000
        PA
        USD
        72767.7
        0.1066719291
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-04
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alphabet Inc.
        5493006MHB84DD0ZWV18
        Alphabet Inc. CAP USD0.001 CL C
        02079K107
        
          
          
          
        
        1000
        NS
        USD
        2792990
        4.0943115047
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amazon.com, Inc.
        ZXTILKJKG63JELOEG630
        Amazon.com, Inc. COM USD0.01
        023135106
        
          
          
          
        
        731
        NS
        USD
        2383023.45
        3.4933316364
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Financial Group, Inc.
        549300AFOM7IVKIU1G39
        AFG 5.25 04/02/30
        025932AP9
        
          
          
          
        
        60000
        PA
        USD
        64723.21
        0.0948793169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-02
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Water Capital Corp
        5IDHQUFVC8Q2KIBBFF06
        AWK 6.593 10/15/37
        03040WAD7
        
          
          
          
        
        52000
        PA
        USD
        67505.76
        0.0989583242
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-10-15
          Fixed
          6.593000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Microsoft Corporation
        INR2EJN1ERAN0W5ZP974
        MSFT 3.5 02/12/35
        594918BC7
        
          
          
          
        
        49000
        PA
        USD
        51326.52
        0.0752407854
        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
        
          
          
          
        
        112000
        PA
        USD
        106133.18
        0.1555831922
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-09-01
          Fixed
          0.983000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc
        5493002J2SVENP0PVK27
        ABIBB 4.9 02/01/46 *
        03522AAJ9
        
          
          
          
        
        121000
        PA
        USD
        134507.05
        0.1971771336
        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
        
          
          
          
        
        67000
        PA
        USD
        79239.69
        0.1161593756
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-02-23
          Fixed
          4.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amcor Flexibles North America Inc
        PTVU09TE3QPJPL7K4E13
        AMCR 2.63 06/19/30
        081437AT2
        
          
          
          
        
        98000
        PA
        USD
        90324.26
        0.1324085145
        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
        
          
          
          
        
        200000
        PA
        USD
        195681.1
        0.2868536511
        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
        
          
          
          
        
        113000
        PA
        USD
        120933.67
        0.1772795880
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          4.500000000000
          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
        
          
          
          
        
        620
        NS
        USD
        12821.6
        0.0187954931
        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
        
          
          
          
        
        592
        NS
        USD
        11668.32
        0.0171048721
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Health Group Incorporated
        549300GHBMY8T5GXDE41
        United Health Group Incorporated COM USD0.01
        91324P102
        
          
          
          
        
        2825
        NS
        USD
        1440665.25
        2.1119059887
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pepsico Inc
        FJSUNZKFNQ5YPJ5OT455
        PEP 1.625 05/01/30
        713448EZ7
        
          
          
          
        
        55000
        PA
        USD
        49457.03
        0.0725002549
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          1.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Peru (Republic of)
        254900STKLK2DBJJZ530
        PERU 2.78 12/01/60
        715638DQ2
        
          
          
          
        
        146000
        PA
        USD
        113942.78
        0.1670314734
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2060-12-01
          Fixed
          2.780000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc.
        HWUPKR0MPOU8FGXBT394
        Apple Inc. COM USD0.00001
        037833100
        
          
          
          
        
        17617
        NS
        USD
        3076104.37
        4.5093356982
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        AVGO 4.15 11/15/30
        11135FAQ4
        
          
          
          
        
        116000
        PA
        USD
        117579.74
        0.1723629810
        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
        
          
          
          
        
        58000
        PA
        USD
        57349.82
        0.0840704864
        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
        
          
          
          
        
        81000
        PA
        USD
        101026.06
        0.1480965416
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian Natural Resources Limited
        549300T15RIMIKZC5Q38
        CNQCN 6.25 03/15/38
        136385AL5
        
          
          
          
        
        65000
        PA
        USD
        77729.95
        0.1139462112
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2038-03-15
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mylan Inc
        30ZMPDNA1RHIBH89C294
        VTRS 4.55 04/15/28
        628530BK2
        
          
          
          
        
        93000
        PA
        USD
        94181.41
        0.1380628038
        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
        
          
          
          
        
        122000
        PA
        USD
        129625
        0.1900204185
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-06-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Workday Inc
        549300J0DYC0N31V7G13
        Workday Inc COM USD0.001 CL A
        98138H101
        
          
          
          
        
        2796
        NS
        USD
        669530.16
        0.9814804338
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ares Capital Corporation
        WEQ82666OJYSI5GUAB47
        ARCC 3.25 07/15/25
        04010LAY9
        
          
          
          
        
        112000
        PA
        USD
        108778.19
        0.1594605762
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Business Machines Corporation
        VGRQXHF3J8VDLUA7XE92
        International Business Machines Corporation COM USD0.20
        459200101
        
          
          
          
        
        4367
        NS
        USD
        567797.34
        0.8323478356
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ishares Trust
        5493000860OXIC4B5K91
        Ishares Trust J.P. MORGAN USD EMERG MKTS
        464288281
        
          
          
          
        
        14788
        NS
        USD
        1445674.88
        2.1192497263
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS 5.125 07/20/45
        126650CN8
        
          
          
          
        
        73000
        PA
        USD
        82486.49
        0.1209189381
        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
        
          
          
          
        
        74000
        PA
        USD
        75787.47
        0.1110986829
        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
        
          
          
          
        
        100000
        PA
        USD
        99432.33
        0.1457602543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-01
          Fixed
          3.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DH Europe Finance II SARL
        222100KDGL314CKTZ511
        DHR 3.25 11/15/39
        23291KAJ4
        
          
          
          
        
        104000
        PA
        USD
        99751.91
        0.1462287343
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2039-11-15
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Telekom International Finance B.V.
        529900ERDFHS6C1M4U58
        DT 8.25 06/15/30
        25156PAC7
        
          
          
          
        
        36000
        PA
        USD
        48308.43
        0.0708164944
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-06-15
          Fixed
          8.750000000000
          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
        
          
          
          
        
        2050
        NS
        USD
        42004.5
        0.0615754112
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Roper Technologies Inc
        54930003T4SXCIWVXY35
        ROP 2.95 09/15/29
        776743AG1
        
          
          
          
        
        103000
        PA
        USD
        99293.26
        0.1455563882
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabine Pass Liquefaction, LLC
        549300KJYBG7C6WJYZ11
        SPLLLC 5 03/15/27
        785592AS5
        
          
          
          
        
        20000
        PA
        USD
        21187.98
        0.0310599717
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Texas Instruments Incorporated
        WDJNR2L6D8RWOEB8T652
        Texas Instruments Incorporated COM USD1.00
        882508104
        
          
          
          
        
        5122
        NS
        USD
        939784.56
        1.3776528867
        Long
        EC
        CORP
        US
        N
        
        1
        
          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.

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