# EDGAR Filing Document

**Accession Number:** 0001919700
**File Stem:** 0001145549-23-016263
**Filing Date:** 2023-3
**Character Count:** 68921
**Document Hash:** 1d620353ac221b248ff0e623ded51682
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-016263.hdr.sgml**: 20230314

**ACCESSION NUMBER**: 0001145549-23-016263

**CONFORMED SUBMISSION TYPE**: N-CEN

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230314

**DATE AS OF CHANGE**: 20230314

**EFFECTIVENESS DATE**: 20230314

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Touchstone ETF Trust
- **CENTRAL INDEX KEY:** 0001919700
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** N-CEN
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23789
- **FILM NUMBER:** 23730431

**BUSINESS ADDRESS:**
- **STREET 1:** 303 BROADWAY
- **STREET 2:** SUITE 1100
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45202
- **BUSINESS PHONE:** 513-362-8224

**MAIL ADDRESS:**
- **STREET 1:** 303 BROADWAY
- **STREET 2:** SUITE 1100
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45202

## Series and Classes Contracts Data

### Touchstone Dividend Select ETF (Series ID: S000076657)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000236658 | Touchstone Dividend Select ETF |  |

### Touchstone Strategic Income Opportunities ETF (Series ID: S000076658)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000236659 | Touchstone Strategic Income Opportunities ETF |  |

### Touchstone US Large Cap Focused ETF (Series ID: S000076659)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000236660 | Touchstone US Large Cap Focused ETF |  |

### Touchstone Ultra Short Income ETF (Series ID: S000076660)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000236661 | Touchstone Ultra Short Income ETF |  |

## Internal

Report of Independent Registered Public Accounting Firm

To the Shareholders of Touchstone Ultra Short Income ETF, Touchstone US Large Cap Focused ETF, Touchstone Strategic Income Opportunities ETF, and Touchstone Dividend Select ETF and Board of Trustees of Touchstone ETF Trust

In planning and performing our audit of the financial statements of Touchstone Ultra Short Income ETF (commencement of operations, August 4, 2022), Touchstone US Large Cap Focused ETF (commencement of operations, July 27, 2022), Touchstone Strategic Income Opportunities ETF (commencement of operations, July 21, 2022), and Touchstone Dividend Select ETF (commencement of operations, August 2, 2022) as of December 31, 2022 and for the periods specified for each Fund above through December 31, 2022, each a fund of Touchstone ETF Trust (the Trust), in accordance with the standards of the Public Company Accounting Oversight Board (United States) (PCAOB), we considered the Trust's internal control over financial reporting, including controls over safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-CEN, but not for the purpose of expressing an opinion on the effectiveness of the Trust's internal control over financial reporting. Accordingly, we express no such opinion.

The management of the Trust is responsible for establishing and maintaining effective internal control over financial reporting. In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls. A company's internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with U.S. generally accepted accounting principles. A company's internal control over financial reporting includes those policies and procedures that (1) pertain to the maintenance of records that, in reasonable detail, accurately and fairly reflect the transactions and dispositions of the assets of the company; (2) provide reasonable assurance that transactions are recorded as necessary to permit preparation of financial statements in accordance with U.S. generally accepted accounting principles, and that receipts and expenditures of the company are being made only in accordance with authorizations of management and directors of the company; and (3) provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use or disposition of a company's assets that could have a material effect on the financial statements.

Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements. Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions, or that the degree of compliance with the policies or procedures may deteriorate.

A deficiency in internal control over financial reporting exists when the design or operation of a control does not allow management or employees, in the normal course of performing their assigned functions, to prevent or detect misstatements on a timely basis. A material weakness is a deficiency, or a combination of deficiencies, in internal control over financial reporting, such that there is a reasonable possibility that a material misstatement of the Trust's annual or interim financial statements will not be prevented or detected on a timely basis.

Our consideration of the Trust's internal control over financial reporting was for the limited purpose described in the first paragraph and would not necessarily disclose all deficiencies in internal control that might be material weaknesses under standards established by the PCAOB. However, we noted no deficiencies in the Trust's internal control over financial reporting and its operation, including controls over safeguarding securities, that we consider to be a material weakness as defined above as of December 31, 2022.

This report is intended solely for the information and use of management and the Board of Trustees of Touchstone ETF Trust and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties.

/s/ Ernst & Young LLP

Cincinnati, Ohio

February 28, 2023

------

## Exempt

Annual CCO Certification Pursuant to Form N-CEN<sup>(1)</sup>

In regard to the interfund lending program, I certify that the Companies and Touchstone Advisors have established procedures reasonably designed to achieve compliance with the terms and conditions of the exemptive order issued by the U.S. Securities and Exchange Commission, which are designed to achieve the following objectives: (a) that the Interfund Loan Rate will be higher than the Repo Rate, but lower than the Bank Loan Rate and, if applicable, the yield of the money market funds; (b) compliance with the collateral requirements as set forth in the Application; (c) compliance with the percentage limitations on interfund borrowing and lending; (d) allocation of interfund borrowing and lending demand in an equitable manner and in accordance with procedures established by the Board of each Fund; and (e) that the Interfund Loan Rate does not exceed the interest rate on any third-party borrowings of a borrowing Fund at the time of the Interfund Loan.

/s/Timothy S. Stearns

Chief Compliance Officer

Touchstone Family of Funds

February 17, 2023

<sup>(1)</sup> Certain capitalized terms used in this certification have the meanings given to them in the Companies' and Touchstone Advisors' joint exemptive application filed with the U.S. Securities and Exchange Commission on February 11, 2016, as amended on July 11, 2016 and January 26, 2017.

------

# Form N-CEN: Annual Report for Registered Investment Companies

## N-CEN: Filer Information
**Submission Type:** N-CEN
**CIK:** 0001919700

## N-CEN: Series/Class (Contract) Information

**Series ID Record:1**
- **Series ID:** S000076657

**Series ID Record:2**
- **Series ID:** S000076658

**Series ID Record:3**
- **Series ID:** S000076660

**Series ID Record:4**
- **Series ID:** S000076659

### N-CEN: Part A: General Information

**Item A.1.a - Report for period ending:** 2022-12-31

**Item A.1.b - Does this report cover a period of less than 12 months?:** Yes

## N-CEN: Part B: Information About the Registrant

- **Item B.1.a - Full name of Registrant:** Touchstone ETF Trust

- **Item B.1.b - Investment Company Act file number:** 811-23789

- **Item B.1.c - CIK:** 0001919700

- **Item B.1.d - LEI:** 549300OBA9Z9MIVJ9W43

- **Item B.2.a - Street 1:** 303 Broadway, Suite 1100

- **Item B.2.b - City:** Cincinnati

- **Item B.2.c - State:** OH

- **Item B.2.e - Zip Code:** 45202-4203

- **Item B.2.f - Telephone:** 8006388194

- **Item B.2.g - Public Website:** https://www.westernsouthern.com/touchstone

### Item B.3 - Location of books and records

**Location books Record: 1**

- **a. Name of person (e.g., a custodian of records):** The Bank of New York Mellon

- **b. Street 1:** 240 Greenwich Street

- **c. City:** New York

- **d. State, if applicable:** NY

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 10286

- **g. Telephone number:** 12124951784

- **h. Briefly describe the books and records kept at this location:** Records related to Fund Accounting, Transfer Agent, Administration and Custodial Services

- **Item B.4.a - Is this the first filing by the Registrant?:** Yes

- **Item B.4.b - Is this the last filing by the Registrant?:** No

- **Item B.5.a - Is the Registrant part of a family of investment companies?:** Yes

- **Item B.5.a.i - Full name of family of investment companies:** Touchstone Funds

### Item B.6 - Organization

- [x] a. Open-end management investment company registered under the Act on Form N-1A

- [ ] b. Closed-end management investment company registered under the Act on Form N-2

- [ ] c. Separate account offering variable annuity contracts which is registered under the Act as a management investment company on Form N-3

- [ ] d. Separate account offering variable annuity contracts which is registered under the Act as a unit investment trust on Form N-4

- [ ] e. Small business investment company registered under the Act on Form N-5

- [ ] f. Separate account offering variable insurance contracts which is registered under the Act as a unit investment trust on Form N-6

- [ ] g. Unit investment trust registered under the Act on Form N-8B-2

- **Item B.6.i - Total number of Series:** 4

- **Item B.7 - Is the Registrant the issuer of a class of securities registered under the Securities Act?:** No

### Item B.8 - Directors

| Name                  | Is Interested Person?   | Other Investment Company File Numbers   |
|:---|:---|:---|
| Jill T. McGruder      | Yes                     | 811-08104, 811-08416, 811-03651         |
| William C. Gale       | No                      | 811-08104, 811-08416, 811-03651         |
| Sally J. Staley       | No                      | 811-08104, 811-08416, 811-03651         |
| Kevin A. Robie        | No                      | 811-08104, 811-08416, 811-03651         |
| Karen Carnahan        | No                      | 811-08104, 811-08416, 811-03651         |
| William H. Zimmer III | No                      | 811-08104, 811-08416, 811-03651         |
| Susan M. King         | No                      | 811-08104, 811-08416, 811-03651         |
| E. Blake Moore, Jr.   | Yes                     | 811-08104, 811-08416, 811-03651         |

### Item B.9. Chief compliance officer.

**Chief compliance officer Record: 1**

- **a. Full Name:** Timothy S. Stearns

- **b. CRD Number, if any:** 001327230

- **c. Street Address 1:** 303 Broadway, Suite 1100

- **d. City:** Cincinnati

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Zip code:** 45202

- **h. Telephone number:** XXXXXX

- **i. Has the chief compliance officer changed since the last filing?:** No

If the chief compliance officer is compensated or employed by any person other than the Registrant, provide:

**CCO employer Record: 1**

- **i. Name of the person:** —

- **ii. Person’s IRS Employer Identification Number:** —

### Item B.10. Matters for security holder vote.

- **Were any matters submitted by the Registrant for its security holders’ vote during the reporting period?** No

- **Item B.11.a - Have there been any material legal proceedings?:** No

- **Item B.11.b - Has any proceeding previously reported been terminated?:** No

- **Item B.12.a - Were any claims with respect to the Registrant filed under a fidelity bond?:** No

- **Item B.13.a - Are the Registrant's officers or directors covered under any insurance policy?:** Yes

- **Item B.13.a.i - If yes, were any claims filed under the policy during the reporting period?:** No

- **Item B.14 - Did an affiliated person provide any form of financial support to the Registrant?:** No

- **Item B.15.a.i - Release numbers:**
  - IC-32580
  - IC-34809

### Item B.16. Principal underwriters.

**Principal underwriter Record: 1**

- **i. Full name:** Foreside Fund Services, LLC

- **ii. SEC file number:** 008-51293

- **iii. CRD number:** 000046106

- **iv. LEI, if any:** N/A

- **v. State, if applicable:** ME

- **vi. Foreign country, if applicable:** US

- **vii. Is the principal underwriter an affiliated person...?:** No

- **b. Have any principal underwriters been hired or terminated during the reporting period?** Yes

### Item B.17. Independent public accountant.

**Public accountant Record: 1**

- **a. Full Name:** Ernst & Young LLP

- **b. PCAOB Number:** 00042

- **c. LEI, if any:** 254900H1VLSDPE6LJK37

- **d. State, if applicable:** OH

- **e. Foreign country, if applicable:** US

- **f. Has the independent public accountant changed since the last filing?** No

- **Item B.18 - Did an independent public accountant's report on internal control note any material weaknesses?:** No

- **Item B.19 - Did an independent public accountant issue an opinion other than an unqualified opinion?:** No

- **Item B.20 - Have there been material changes in the method of valuation?:** No

- **Item B.21 - Have there been any changes in accounting principles or practices?:** No

- **Item B.22.a - Were any payments made to shareholders as a result of an error in calculating NAV?:** No

- **Item B.23 - Did the Registrant pay any dividend or make any distribution required to be accompanied by a written statement?:** No

## Part C: Additional Questions for Management Investment Companies

### Management Investment Record: 1 - Touchstone Dividend Select ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** Touchstone Dividend Select ETF

- **b. Series identification number, if any:** S000076657

- **c. LEI:** 549300KD0HHGJITMFB50

- **d. Is this the first filing on this form by the Fund?:** Yes

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 1

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 1

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class          | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Touchstone Dividend Select ETF | C000236658                                | DVND                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Touchstone Advisors, Inc.

- **ii. SEC file number:** 801-45963

- **iii. CRD number:** 000107028

- **iv. LEI, if any:** 549300I4UYUUNHSYOB43

- **v. State, if applicable:** OH

- **vi. Foreign country, if applicable:** US

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Fort Washington Investment Advisors, Inc.

- **ii. SEC file number:** 801-37235

- **iii. CRD number:** 000107126

- **iv. LEI, if any:** KSRXYW3EHSEF8KM62609

- **v. Is the sub-adviser an affiliated person?:** Yes

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** Yes

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** IHS Markit Group Holdings Limited

- **ii. LEI, if any, or provide and describe other identifying number:** 2138005LTLTVZ4WMEX25

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** PricingDirect, Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Finance L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 5493001KJTIIGC8Y1R12

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** Yes

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** Yes

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** Yes

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Touchstone Advisors, Inc.

- **ii. LEI, if any, or other identifying number:** 549300I4UYUUNHSYOB43

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** Touchstone Securities, Inc.

- **b. SEC file number:** 008-14052

- **c. CRD number:** 000001526

- **d. LEI, if any:** N/A

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** W&S Brokerage Services, Inc.

- **b. SEC file number:** 008-24674

- **c. CRD number:** 000008099

- **d. LEI, if any:** N/A

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193-1

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,013.73

**Brokers Record: 2**

- **i. Full name of broker:** Cowen and Company, LLC

- **ii. SEC file number:** 8-22522-1

- **iii. CRD number:** 000007616

- **iv. LEI, if any:** 549300WR155U7DVMIW58

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $338.13

**Aggregate Commission:** $1,351.86

**Item C.17.a. Principal transaction counterparties.**

| Name                            | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC      | 8-35008-1         |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $13,949,542.98            |
| BNY Mellon Capital Markets, LLC | 8-35255-1         |    000017454 | VJW2DOOHGDT6PR0ZRO63 | NY      | US        | $9,800,192.04             |
| Virtu Americas LLC              | 8-68193-1         |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $8,697,637.95             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $32,447,372.97

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $21,095,557.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 2 - Touchstone Strategic Income Opportunities ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** Touchstone Strategic Income Opportunities ETF

- **b. Series identification number, if any:** S000076658

- **c. LEI:** 549300DX1EY5J23AT445

- **d. Is this the first filing on this form by the Fund?:** Yes

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 1

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 1

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class                         | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Touchstone Strategic Income Opportunities ETF | C000236659                                | SIO                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $225,515.00

- **g. Provide the net income from securities lending activities:** $1,178.00

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Touchstone Advisors, Inc.

- **ii. SEC file number:** 801-45963

- **iii. CRD number:** 000107028

- **iv. LEI, if any:** 549300I4UYUUNHSYOB43

- **v. State, if applicable:** OH

- **vi. Foreign country, if applicable:** US

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Fort Washington Investment Advisors, Inc.

- **ii. SEC file number:** 801-37235

- **iii. CRD number:** 000107126

- **iv. LEI, if any:** KSRXYW3EHSEF8KM62609

- **v. Is the sub-adviser an affiliated person?:** Yes

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** Yes

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** IHS Markit Group Holdings Limited

- **ii. LEI, if any, or provide and describe other identifying number:** 2138005LTLTVZ4WMEX25

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** PricingDirect, Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Finance L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 5493001KJTIIGC8Y1R12

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** Yes

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Euroclear Bank SA/NV

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

- **b. Was a custodian hired or terminated during the reporting period?** Yes

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** Yes

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Touchstone Advisors, Inc.

- **ii. LEI, if any, or other identifying number:** 549300I4UYUUNHSYOB43

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** Touchstone Securities, Inc.

- **b. SEC file number:** 008-14052

- **c. CRD number:** 000001526

- **d. LEI, if any:** N/A

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** W&S Brokerage Services, Inc.

- **b. SEC file number:** 008-24674

- **c. CRD number:** 000008099

- **d. LEI, if any:** N/A

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Cowen and Company, LLC

- **ii. SEC file number:** 8-22522-1

- **iii. CRD number:** 000007616

- **iv. LEI, if any:** 549300WR155U7DVMIW58

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,127.82

**Brokers Record: 2**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193-1

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $442.23

**Aggregate Commission:** $1,570.05

**Item C.17.a. Principal transaction counterparties.**

| Name                              | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| BOFA Securities, Inc.             | 8-69787-1         |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $29,254,096.43            |
| Citadel Securities LLC            | 8-53574-1         |    000116797 | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $23,231,096.68            |
| Morgan Stanley & Co. LLC          | 8-15869-1         |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $20,488,751.79            |
| Goldman Sachs & Co. LLC           | 8-00129-1         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $15,255,787.40            |
| J.P. Morgan Securities LLC        | 8-35008-1         |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $7,424,605.00             |
| Barclays Capital Inc.             | 8-41342-1         |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $7,037,110.40             |
| Citigroup Global Markets Inc.     | 8-08177-1         |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $6,647,724.19             |
| BMO Nesbitt Burns Securities Ltd. | 8-50538-1         |    000044057 | 54JEJPF5RL5INKZRDO43 |  |  | $6,102,581.67             |
| Deutsche Bank Securities Inc.     | 8-17822-1         |    000002525 | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $5,736,309.45             |
| MarketAxess Corporation           | 8-50727-1         |    000044542 | GPSMMRI21JE7ZCVYF972 | NY      | US        | $5,000,444.63             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $164,139,734.55

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $92,906,090.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 3 - Touchstone Ultra Short Income ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** Touchstone Ultra Short Income ETF

- **b. Series identification number, if any:** S000076660

- **c. LEI:** 54930086P85NGSFSP760

- **d. Is this the first filing on this form by the Fund?:** Yes

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 1

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 1

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class             | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Touchstone Ultra Short Income ETF | C000236661                                | TUSI                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Touchstone Advisors, Inc.

- **ii. SEC file number:** 801-45963

- **iii. CRD number:** 000107028

- **iv. LEI, if any:** 549300I4UYUUNHSYOB43

- **v. State, if applicable:** OH

- **vi. Foreign country, if applicable:** US

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Fort Washington Investment Advisors, Inc.

- **ii. SEC file number:** 801-37235

- **iii. CRD number:** 000107126

- **iv. LEI, if any:** KSRXYW3EHSEF8KM62609

- **v. Is the sub-adviser an affiliated person?:** Yes

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** Yes

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** IHS Markit Group Holdings Limited

- **ii. LEI, if any, or provide and describe other identifying number:** 2138005LTLTVZ4WMEX25

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** PricingDirect, Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Finance L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 5493001KJTIIGC8Y1R12

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** Yes

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** Yes

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** Yes

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Touchstone Advisors, Inc.

- **ii. LEI, if any, or other identifying number:** 549300I4UYUUNHSYOB43

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** Touchstone Securities, Inc.

- **b. SEC file number:** 008-14052

- **c. CRD number:** 000001526

- **d. LEI, if any:** N/A

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** W&S Brokerage Services, Inc.

- **b. SEC file number:** 008-24674

- **c. CRD number:** 000008099

- **d. LEI, if any:** N/A

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| BOFA Securities, Inc.         | 8-69787-1         |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $51,630,890.93            |
| Wells Fargo Securities, LLC   | 8-65876-1         |    000126292 | VYVVCKR63DVZZN70PB21 | NC      | US        | $34,023,615.50            |
| Truist Securities, Inc.       | 8-17212-1         |    000006271 | CSVTK36R0PNGXEM7NS14 | GA      | US        | $32,368,496.73            |
| MUFG Securities Americas Inc. | 8-43026-1         |    000019685 | K5HU16E3LMSVCCJJJ255 | NY      | US        | $31,753,443.60            |
| J.P. Morgan Securities LLC    | 8-35008-1         |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $23,811,245.32            |
| Mizuho Securities USA LLC     | 8-37710-1         |    000019647 | 7TK5RJIZDFROZCA6XF66 | NY      | US        | $22,907,461.67            |
| Barclays Capital Inc.         | 8-41342-1         |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $14,122,691.90            |
| RBC Capital Markets, LLC      | 8-45411-1         |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $12,397,227.08            |
| Citigroup Global Markets Inc. | 8-08177-1         |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $9,415,313.80             |
| Goldman Sachs & Co. LLC       | 8-00129-1         |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $5,371,550.90             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $279,040,809.96

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $47,880,173.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 4 - Touchstone US Large Cap Focused ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** Touchstone US Large Cap Focused ETF

- **b. Series identification number, if any:** S000076659

- **c. LEI:** 54930098UXZBS65XR472

- **d. Is this the first filing on this form by the Fund?:** Yes

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 1

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 1

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class               | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Touchstone US Large Cap Focused ETF | C000236660                                | LCF                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Touchstone Advisors, Inc.

- **ii. SEC file number:** 801-45963

- **iii. CRD number:** 000107028

- **iv. LEI, if any:** 549300I4UYUUNHSYOB43

- **v. State, if applicable:** OH

- **vi. Foreign country, if applicable:** US

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Fort Washington Investment Advisors, Inc.

- **ii. SEC file number:** 801-37235

- **iii. CRD number:** 000107126

- **iv. LEI, if any:** KSRXYW3EHSEF8KM62609

- **v. Is the sub-adviser an affiliated person?:** Yes

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. SEC file number:** 085-05006

- **iii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** Yes

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** IHS Markit Group Holdings Limited

- **ii. LEI, if any, or provide and describe other identifying number:** 2138005LTLTVZ4WMEX25

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** PricingDirect, Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Finance L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 5493001KJTIIGC8Y1R12

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** Yes

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** Yes

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** Yes

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Touchstone Advisors, Inc.

- **ii. LEI, if any, or other identifying number:** 549300I4UYUUNHSYOB43

- **iii. State, if applicable:** OH

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** The Bank of New York Mellon

- **ii. LEI, if any, or other identifying number:** HPFHU0OQ28E4N0NFVK49

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** Touchstone Securities, Inc.

- **b. SEC file number:** 008-14052

- **c. CRD number:** 000001526

- **d. LEI, if any:** N/A

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** W&S Brokerage Services, Inc.

- **b. SEC file number:** 008-24674

- **c. CRD number:** 000008099

- **d. LEI, if any:** N/A

- **e. State, if applicable:** OH

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193-1

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $126.57

**Brokers Record: 2**

- **i. Full name of broker:** Cowen and Company, LLC

- **ii. SEC file number:** 8-22522-1

- **iii. CRD number:** 000007616

- **iv. LEI, if any:** 549300WR155U7DVMIW58

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $85.77

**Aggregate Commission:** $212.34

**Item C.17.a. Principal transaction counterparties.**

| Name                                      | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| BNY Mellon Capital Markets, LLC           | 8-35255-1         |    000017454 | VJW2DOOHGDT6PR0ZRO63 | NY      | US        | $12,260,808.64            |
| J.P. Morgan Securities LLC                | 8-35008-1         |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $12,168,074.68            |
| Virtu Americas LLC                        | 8-68193-1         |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $4,111,139.91             |
| Merrill Lynch Professional Clearing Corp. | 8-33359-1         |    000016139 | 549300PMHS66E71I2D34 | NY      | US        | $589,883.76               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $29,129,906.99

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $20,875,778.00

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

## Part E: Additional Questions for ETFs and ETMFs

### Touchstone Dividend Select ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** DVND

**Item E.2 - Authorized Participants**

| Name                                      | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| BNY Mellon Capital Markets, LLC           | $10,128,947.00   | $0.00          |
| Citadel Securities LLC                    | $0.00            | $0.00          |
| Cowen and Company, LLC                    | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                   | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                | $14,559,650.00   | $0.00          |
| Merrill Lynch Professional Clearing Corp. | $0.00            | $0.00          |
| Mirae Asset Securities (USA) Inc.         | $0.00            | $0.00          |
| RBC Capital Markets, LLC                  | $0.00            | $0.00          |
| Virtu Americas LLC                        | $3,163,119.00    | $1,916,527.00  |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 3.57%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $100.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** Yes

### Touchstone Strategic Income Opportunities ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SIO

**Item E.2 - Authorized Participants**

| Name                                      | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| BNY Mellon Capital Markets, LLC           | $85,888,629.00   | $0.00          |
| Citadel Securities LLC                    | $0.00            | $0.00          |
| Cowen and Company, LLC                    | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                   | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                | $15,445,880.00   | $0.00          |
| Merrill Lynch Professional Clearing Corp. | $0.00            | $0.00          |
| Mirae Asset Securities (USA) Inc.         | $0.00            | $0.00          |
| RBC Capital Markets, LLC                  | $0.00            | $0.00          |
| Virtu Americas LLC                        | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $300.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.15%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### Touchstone Ultra Short Income ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** TUSI

**Item E.2 - Authorized Participants**

| Name                                      | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| BNY Mellon Capital Markets, LLC           | $38,857,974.00   | $0.00          |
| Citadel Securities LLC                    | $0.00            | $0.00          |
| Cowen and Company, LLC                    | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                   | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                | $12,502,894.00   | $0.00          |
| Merrill Lynch Professional Clearing Corp. | $0.00            | $0.00          |
| Mirae Asset Securities (USA) Inc.         | $0.00            | $0.00          |
| RBC Capital Markets, LLC                  | $0.00            | $0.00          |
| Virtu Americas LLC                        | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $300.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.02%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### Touchstone US Large Cap Focused ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** LCF

**Item E.2 - Authorized Participants**

| Name                                      | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| BNY Mellon Capital Markets, LLC           | $12,779,368.00   | $0.00          |
| Citadel Securities LLC                    | $0.00            | $0.00          |
| Cowen and Company, LLC                    | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                   | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                | $12,740,945.00   | $0.00          |
| Merrill Lynch Professional Clearing Corp. | $0.00            | $616,336.00    |
| Mirae Asset Securities (USA) Inc.         | $0.00            | $0.00          |
| RBC Capital Markets, LLC                  | $0.00            | $0.00          |
| Virtu Americas LLC                        | $2,448,772.00    | $1,832,733.00  |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 4.16%

- **c.i. Average percentage of value composed of cash (redeemed):** 3.42%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $100.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** Yes

## N-CEN: Part G: Attachments

**Item G.1a. Attachments.**

Attachments applicable to all Registrants. All Registrants shall file the following attachments, as applicable, with the current report. Indicate the attachments filed with the current report by checking the applicable items below:

- [ ] i. Legal proceedings

- [ ] ii. Provision of financial support

- [x] iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only)

- [ ] iv. Change in accounting principles and practices

- [ ] v. Information required to be filed pursuant to exemptive orders

- [ ] vi. Other information required to be included as an attachment pursuant to Commission rules and regulations

## N-CEN: Signature

Pursuant to the requirements of the Investment Company Act of 1940, the Registrant has duly caused this report to a be signed on its behalf by the undersigned hereunto duly authorized.

**Registrant:** Touchstone ETF Trust

**Date:** 2023-03-14

**Signature:** Terrie A. Wiedenheft

**Title:** Controller and Treasurer