# EDGAR Filing Document

**Accession Number:** 0001131013
**File Stem:** 0002066578-26-000313
**Filing Date:** 2026-2
**Character Count:** 85551
**Document Hash:** e0d78e57bfaf9aa694a9db814e8aa34d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-26-000313.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0002066578-26-000313

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GuideStone Funds
- **CENTRAL INDEX KEY:** 0001131013

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10263
- **FILM NUMBER:** 26666347

**BUSINESS ADDRESS:**
- **STREET 1:** 5005 LYNDON B. JOHNSON FREEWAY
- **STREET 2:** SUITE 2200
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75244-6152
- **BUSINESS PHONE:** 214-720-2148

**MAIL ADDRESS:**
- **STREET 1:** 5005 LYNDON B. JOHNSON FREEWAY
- **STREET 2:** SUITE 2200
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75244-6152

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AB FUNDS TRUST/DE
- **DATE OF NAME CHANGE:** 20010405

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ANNUITY BOARD FUNDS TRUST
- **DATE OF NAME CHANGE:** 20010102

## Series and Classes Contracts Data

### Defensive Market Strategies Fund (Series ID: S000033730)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000104139 | Institutional | GDMYX           |
| C000104140 | Investor      | GDMZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** GuideStone Funds

- **b. Investment Company Act file number:** 811-10263

- **c. CIK number of Registrant:** 0001131013

- **d. LEI of Registrant:** 5493004CCGXMXJDWX424

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 5005 LBJ Freeway, Ste. 2200

  - **City:** Dallas

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 75244

  - **Telephone number:** 214-720-1170

**Item A.2. Information about the Series.**

- **a. Name of Series:** Defensive Market Strategies Fund

- **b. EDGAR series identifier (if any):** S000033730

- **c. LEI of Series:** 549300LIWRSF6O8WSR16

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1219189915.63

**Total Liabilities:** $4176926.92

**Net Assets:** $1215012988.71

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 57.131916812698 | **1-Year:** 1106.310231252024 | **5-Year:** 2967.237977280322 | **10-Year:** 73.494138703194 | **30-Year:** 0.000000000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 60.640296723958 | **1-Year:** 4519.341440182650 | **5-Year:** 14616.789529692226 | **10-Year:** 1245.700391795609 | **30-Year:** 0.606075348580

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000104139 | 1.38%                | 0.72%                | 0.20%                |
| Class ID C000104140 | 1.30%                | 0.72%                | 0.09%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3421485.07              | $-629431.60                                |
| Month 2  | $1400196.37              | $4564193.11                                |
| Month 3  | $1985759.75              | $-4731134.65                               |

**Designated Index Information**

- **Index Name:** 50% SNP500NR2/ 50% LTBILL1-3M

- **Index Identifier:** SNPLTBUSD

### Schedule of Portfolio Investments

| Name                                      | Title                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Coca-Cola Co (The)                        | Coca-Cola Co (The) COM USD0.25                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    104052 | NS      | $7274275.32   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Co.                  | The Procter & Gamble Co. COM NPV                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     60099 | NS      | $8612787.69   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes              | T 4.375 12/15/26                                 | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  98300000 | PA      | $99081747.46  | 8.15%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes              | T 4.125 06/15/26                                 | CUSIP: 91282CHH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  85300000 | PA      | $85546747.74  | 7.04%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes              | T 4.625 03/15/26                                 | CUSIP: 91282CGR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 110900000 | PA      | $111113499.69 | 9.15%             | 2026-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes              | T 4.625 09/15/26                                 | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  98300000 | PA      | $99024834.22  | 8.15%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Guidestone Funds                          | Guidestone Funds MONEY MKT INSTL                 | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |  33065653 | NS      | $33065652.67  | 2.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidestone Funds                          | Guidestone Funds MONEY MKT INSTL                 | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |  11994927 | NS      | $11994927.34  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes              | T 1.125 02/28/27                                 | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41000000 | PA      | $39902929.79  | 3.28%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes              | T 0.75 01/31/28                                  | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44000000 | PA      | $41613515.68  | 3.42%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes              | T 3.625 09/30/31                                 | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $17845312.50  | 1.47%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Guidestone Funds                          | Guidestone Funds MONEY MKT INSTL                 | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |  65924973 | NS      | $65924972.59  | 5.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidestone Funds                          | Guidestone Funds MONEY MKT INSTL                 | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |    221640 | NS      | $221640.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil And Gas, Inc.                | NOG 3.625 04/15/29                               | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    410000 | PA      | $396572.50    | 0.03%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                          | DUK 4.125 04/15/26                               | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1238000 | PA      | $1276687.50   | 0.11%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                    | CMS 3.375 05/01/28                               | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    666000 | PA      | $713952.00    | 0.06%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty L P             | REXR 4.125 03/15/29                              | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    727000 | PA      | $726418.40    | 0.06%             | 2029-03-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bills              | B 0 01/06/26                                     | CUSIP: 912797SE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65000000 | PA      | $64975083.23  | 5.35%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills              | B 0 03/03/26                                     | CUSIP: 912797ST5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60000000 | PA      | $59646075.00  | 4.91%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                | Chubb Ltd. ORD CHF24.15                          | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     36047 | NS      | $11250989.64  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                            | S&P Global Inc COM USD1                          | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     21326 | NS      | $11144754.34  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.              | Honeywell International Inc. COM USD1            | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     45283 | NS      | $8834260.47   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                  | American Express Company COM USD0.20             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     30910 | NS      | $11435154.50  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                | Apple Inc. COM USD0.00001                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     37999 | NS      | $10330408.14  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Ametek, Inc.                              | Ametek, Inc. COM USD0.01                         | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     13637 | NS      | $2799812.47   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.              | Marriott International, Inc. COM USD0.01 CLASS A | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     12514 | NS      | $3882343.36   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                       | Danaher Corporation COM USD0.01                  | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     42806 | NS      | $9799149.52   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc.                           | Home Depot Inc. COM USD0.05                      | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     25539 | NS      | $8787969.90   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                | Intuit Inc COM USD0.01                           | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     12702 | NS      | $8414058.84   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                          | McDonald's Corp. COM USD0.01                     | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     28318 | NS      | $8654830.34   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Companies, Inc.          | Marsh & McLennan Companies, Inc. COM USD1.00     | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     57625 | NS      | $10690590.00  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                           | Microsoft Corp. COM USD0.00000625                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     25320 | NS      | $12245258.40  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nike, Inc.                                | Nike, Inc. CLASS'B'COM NPV                       | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     56413 | NS      | $3594072.23   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc.                             | QUALCOMM Inc. COM USD0.0001                      | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     35617 | NS      | $6092287.85   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                             | Accenture PLC CLS'A'USD0.0000225                 | CUSIP: G1151C101<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |     20307 | NS      | $5448368.10   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                 | Linde PLC COM EUR0.001                           | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |     25122 | NS      | $10711769.58  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                      | Elevance Health Inc. COM USD0.01                 | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     15593 | NS      | $5466126.15   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                             | Alphabet Inc. CAP STK USD0.001 CL A              | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     42001 | NS      | $13146313.00  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trip.com Group Ltd.                       | TCOM 1.5 07/01/27 MTN                            | CUSIP: G9066FAA9<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |    306000 | PA      | $407408.40    | 0.03%             | 2027-07-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Tetra Tech Inc                            | TTEK 2.25 08/15/28                               | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |    452000 | PA      | $491527.40    | 0.04%             | 2028-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Workiva Inc                               | WK 1.25 08/15/28                                 | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |    579000 | PA      | $572775.75    | 0.05%             | 2028-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Repligen Corporation                      | RGEN 1 12/15/28                                  | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |    504000 | PA      | $553140.00    | 0.05%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings Inc.    | C 0.125 04/18/28                                 | CUSIP: 173074SW6<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $1286578.14   | 0.11%             | 2028-04-18      | Fixed         | 0.12%                 | Yes           |                  3 | On Loan: No      |
| Akamai Technologies, Inc.                 | AKAM 1.125 02/15/29                              | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   4025000 | PA      | $3986762.50   | 0.33%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Core Scientific Inc                       | CORZ 0 06/15/31                                  | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |    649000 | PA      | $685149.30    | 0.06%             | 2031-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Mirion Technologies Inc                   | MIR 0 10/01/31                                   | CUSIP: 60471AAC5<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |    414000 | PA      | $449190.00    | 0.04%             | 2031-10-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| The Greenbrier Companies, Inc.            | GBX 2.875 04/15/28                               | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |    339000 | PA      | $365458.95    | 0.03%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Advanced Energy Industries, Inc.          | AEIS 2.5 09/15/28                                | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |    251000 | PA      | $412142.00    | 0.03%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                | EVRG 4.5 12/15/27                                | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   1089000 | PA      | $1327354.88   | 0.11%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lucid Group Inc                           | LCID 5 04/01/30                                  | CUSIP: 549498AC7<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | DBT              | CORP              | US        |    332000 | PA      | $196087.50    | 0.02%             | 2030-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Uniti Group LLC                           | UNIT 7.5 12/01/27                                | CUSIP: 91325VAB4<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |    355000 | PA      | $392878.50    | 0.03%             | 2027-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc                     | RIVN 3.625 10/15/30                              | CUSIP: 76954AAD5<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   2273000 | PA      | $2554283.75   | 0.21%             | 2030-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fluor Corporation                         | FLR 1.125 08/15/29                               | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    627000 | PA      | $715845.90    | 0.06%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                       | COIN 0.25 04/01/30                               | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   1726000 | PA      | $1772170.50   | 0.15%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Enovis Corporation                        | ENOV 3.875 10/15/28                              | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |    355000 | PA      | $347633.75    | 0.03%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Digital Realty Trust, L.P.                | DLR 1.875 11/15/29                               | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    981000 | PA      | $997186.50    | 0.08%             | 2029-11-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Grab Holdings Ltd.                        | GRAB 0 06/15/30                                  | CUSIP: G4124CAA7<br>LEI: 549300N4VQX83VPJF439 | Long             | DBT              | CORP              | KY        |   1090000 | PA      | $1155400.00   | 0.10%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Oddity Finance LLC                        | ODD 0 06/15/30                                   | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216250.00    | 0.02%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Box Inc.                                  | BOX 1.5 09/15/29                                 | CUSIP: 10316TAD6<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |    361000 | PA      | $351975.00    | 0.03%             | 2029-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Guidestone Funds                          | Guidestone Funds MONEY MKT INSTL                 | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |    588928 | NS      | $588928.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerpoint Energy Inc                    | CNP 4.25 08/15/26                                | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $1110248.00   | 0.09%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vishay Intertechnology, Inc.              | VSH 2.25 09/15/30                                | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |    483000 | PA      | $435303.75    | 0.04%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                      | BXP 2 10/01/30                                   | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    773000 | PA      | $750196.50    | 0.06%             | 2030-10-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Southern Co.                              | SO 4.5 06/15/27                                  | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1879000 | PA      | $2009590.50   | 0.17%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cohu Inc                                  | COHU 1.5 01/15/31                                | CUSIP: 192576AA4<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | DBT              | CORP              | US        |    585000 | PA      | $651982.50    | 0.05%             | 2031-01-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co.                           | Eli Lilly & Co. COM NPV                          | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     13217 | NS      | $14204045.56  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation              | Northrop Grumman Corporation COM USD1            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     17310 | NS      | $9870335.10   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                       | Stryker Corporation COM USD0.10                  | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     24271 | NS      | $8530528.37   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc.                    | Texas Instruments Inc. COM USD1.00               | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     52155 | NS      | $9048370.95   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                    | The TJX Companies Inc. COM USD1                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     69682 | NS      | $10703852.02  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                              | Broadcom Inc COM USD0.001                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     45669 | NS      | $15806040.90  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCard Incorporated                   | MasterCard Incorporated COM USD0.0001 CLASS A    | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     21170 | NS      | $12085529.60  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                  | Visa Inc COM STK USD0.0001                       | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     23631 | NS      | $8287628.01   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                      | Amphenol Corporation CL'A'COM USD0.001           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     15161 | NS      | $2048857.54   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidestone Funds                          | Guidestone Funds MONEY MKT INSTL                 | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |   4552082 | NS      | $4552081.71   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc.  | MTSI 0 12/15/29                                  | CUSIP: 55405YAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $322028.00    | 0.03%             | 2029-12-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: —       |
| Upstart Holdings Inc                      | UPST 0 02/15/32                                  | CUSIP: 91680MAG2<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |    598000 | PA      | $495951.30    | 0.04%             | 2032-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Commvault Systems Inc.                    | CVLT 0 09/15/30                                  | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |    533000 | PA      | $472771.00    | 0.04%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Nova Ltd                                  | NVMI 0 09/15/30                                  | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |    511000 | PA      | $636706.00    | 0.05%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Guardant Health Inc                       | GH 0 05/15/33                                    | CUSIP: 40131MAE9<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |    814000 | PA      | $896417.50    | 0.07%             | 2033-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Guidewire Software Inc                    | GWRE 1.25 11/01/29                               | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |    574000 | PA      | $632548.00    | 0.05%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Terawulf Inc                              | WULF 0 05/01/32                                  | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   1192000 | PA      | $1034060.00   | 0.09%             | 2032-05-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corporation               | JBLU 2.5 09/01/29                                | CUSIP: 477143AR2<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    188000 | PA      | $182830.00    | 0.02%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wix.com Limited                           | WIX 0 09/15/30                                   | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |    321000 | PA      | $284406.00    | 0.02%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AST SpaceMobile Inc.                      | ASTS 2 01/15/36                                  | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   1337000 | PA      | $1337735.35   | 0.11%             | 2036-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Ormat Technologies Inc.                   | ORA 2.5 07/15/27                                 | CUSIP: 686688AB8<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |    363000 | PA      | $488144.25    | 0.04%             | 2027-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                       | GPN 1.5 03/01/31                                 | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1818000 | PA      | $1635291.00   | 0.13%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Jazz Investments I LTD                    | JAZZ 3.125 09/15/30                              | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    634000 | PA      | $845439.00    | 0.07%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.           | LYV 2.875 10/15/31                               | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $1050700.00   | 0.09%             | 2031-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Gamestop Corp                             | GME 0 04/01/30                                   | CUSIP: 36467WAD1<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |   2054000 | PA      | $2036130.20   | 0.17%             | 2030-04-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Hims & Hers Health Inc                    | HIMHER 0 05/15/30                                | CUSIP: 433000AA4<br>LEI: 254900V041EIVTSB6D58 | Long             | DBT              | CORP              | US        |    179000 | PA      | $154745.50    | 0.01%             | 2030-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JD.com Inc.                               | JD 0.25 06/01/29                                 | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |   1628000 | PA      | $1635326.00   | 0.13%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                              | DASH 0 05/15/30                                  | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2193465.00   | 0.18%             | 2030-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: —       |
| Varonis Systems Inc                       | VRNS 1 09/15/29                                  | CUSIP: 922280AD4<br>LEI: 549300SHIVNRRH7STS26 | Long             | DBT              | CORP              | US        |    653000 | PA      | $607943.00    | 0.05%             | 2029-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                      | NCLH 0.75 09/15/30                               | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1409000 | PA      | $1365884.60   | 0.11%             | 2030-09-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: —       |
| Alnylam Pharmaceuticals Inc.              | ALNY 0 09/15/28                                  | CUSIP: 02043QAC1<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212850.00    | 0.02%             | 2028-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | JPM 0 09/19/28 EMtR                              | CUSIP: 48124KLV5<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5500000.00   | 0.45%             | 2028-09-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Semtech Corporation                       | SMTC 0 10/15/30                                  | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |    578000 | PA      | $613836.00    | 0.05%             | 2030-10-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Dropbox Inc                               | DBX 0 03/01/28                                   | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $1075172.00   | 0.09%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cheesecake Factory Inc                    | CAKE 2 03/15/30                                  | CUSIP: 163072AB7<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |    449000 | PA      | $440918.00    | 0.04%             | 2030-03-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| LivaNova PLC                              | LIVN 2.5 03/15/29                                | CUSIP: 53802LAB8<br>LEI: 2138001K2FX6SHK2B339 | Long             | DBT              | CORP              | GB        |    304000 | PA      | $352640.00    | 0.03%             | 2029-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MKS Inc.                                  | MKSI 1.25 06/01/30                               | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1335510.00   | 0.11%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Energy Fuels Inc.                         | EFRCN 0.75 11/01/31                              | CUSIP: 292671AC8<br>LEI: 529900P0GCATXMGK8I62 | Long             | DBT              | CORP              | CA        |    384000 | PA      | $398592.00    | 0.03%             | 2031-11-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| IREN Ltd.                                 | IREN 0 07/01/31                                  | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |   1688000 | PA      | $1254184.00   | 0.10%             | 2031-07-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| IMAX Corporation                          | IMAX 0.75 11/15/30                               | CUSIP: 45245EAK5<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | DBT              | CORP              | CA        |    287000 | PA      | $314910.75    | 0.03%             | 2030-11-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Alliant Energy Corporation                | LNT 3.875 03/15/26                               | CUSIP: 018802AC2<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    484000 | PA      | $504086.00    | 0.04%             | 2026-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp Del                    | SIRI 3.75 03/15/28                               | CUSIP: 531229AP7<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |    363000 | PA      | $365359.50    | 0.03%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lyft Inc                                  | LYFT 0.625 03/01/29                              | CUSIP: 55087PAD6<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |    243000 | PA      | $293021.55    | 0.02%             | 2029-03-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc       | NEE 3 03/01/27                                   | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    625000 | PA      | $777187.50    | 0.06%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Unity Software Inc                        | U 0 03/15/30                                     | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |    560000 | PA      | $810600.00    | 0.07%             | 2030-03-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: —       |
| Alibaba Group Holding Ltd.                | BABA 0.5 06/01/31                                | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1130000 | PA      | $1757715.00   | 0.14%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc.                     | BWXT 0 11/01/30                                  | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1385475.00   | 0.11%             | 2030-11-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: —       |
| Halozyme Therapeutics Inc                 | HALO 0.875 11/15/32                              | CUSIP: 40637HAJ8<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   1768000 | PA      | $1798940.00   | 0.15%             | 2032-11-15      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| World Kinect Corporation                  | WKC 3.25 07/01/28                                | CUSIP: 98149GAB6<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | DBT              | CORP              | US        |    532000 | PA      | $560222.60    | 0.05%             | 2028-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Super Micro Computer Inc.                 | SMCI 3.5 03/01/29                                | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |    820000 | PA      | $731809.00    | 0.06%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Integer Holdings Corp.                    | ITGR 1.875 03/15/30                              | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |    859000 | PA      | $797152.00    | 0.07%             | 2030-03-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| LCI Industries                            | LCII 3 03/01/30                                  | CUSIP: 501812AC5<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |    392000 | PA      | $465500.00    | 0.04%             | 2030-03-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Parsons Corporation                       | PSN 2.625 03/01/29                               | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   1319000 | PA      | $1359229.50   | 0.11%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                     | WEC 4.375 06/01/29                               | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    701000 | PA      | $819469.00    | 0.07%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DigitalOcean Holdings Inc                 | DOCN 0 08/15/30                                  | CUSIP: 25402DAC6<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |    510000 | PA      | $722670.00    | 0.06%             | 2030-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Euronet Worldwide, Inc.                   | EEFT 0.625 10/01/30                              | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |    705000 | PA      | $644634.38    | 0.05%             | 2030-10-01      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Viavi Solutions Inc                       | VIAV 0.625 03/01/31                              | CUSIP: 925550AJ4<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    347000 | PA      | $498812.50    | 0.04%             | 2031-03-01      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Nebius Group N.V.                         | NBIS 2.75 09/15/32                               | CUSIP: 63954QAF3<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1919000.00   | 0.16%             | 2032-09-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | JPM 0 09/19/28 EMtQ                              | CUSIP: 48124KLU7<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1650000.00   | 0.14%             | 2028-09-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Solaris Energy Infrastructure Inc         | SEI 0.25 10/01/31                                | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |    581000 | PA      | $630021.88    | 0.05%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                           | SABHLD 7.32 08/01/26                             | CUSIP: 78573NAK8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    327000 | PA      | $330433.50    | 0.03%             | 2026-08-01      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Alkami Technology Inc.                    | ALKTEC 1.5 03/15/30                              | CUSIP: 01644JAA6<br>LEI: 254900FCNYU4HNEV9L47 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282768.75    | 0.02%             | 2030-03-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Vertex Inc                                | VERX 0.75 05/01/29                               | CUSIP: 92538JAB2<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |    642000 | PA      | $609851.85    | 0.05%             | 2029-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Mirion Technologies Inc                   | MIR 0.25 06/01/30                                | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |    339000 | PA      | $420953.25    | 0.03%             | 2030-06-01      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated       | LGND 0.75 10/01/30                               | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |    367000 | PA      | $431096.55    | 0.04%             | 2030-10-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| WisdomTree, Inc.                          | WT 4.625 08/15/30                                | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |    620000 | PA      | $637670.00    | 0.05%             | 2030-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Lyft Inc                                  | LYFT 0 09/15/30                                  | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |    533000 | PA      | $603889.00    | 0.05%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Sofi Technologies Inc                     | SOFI 0 10/15/26                                  | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |    154000 | PA      | $199191.30    | 0.02%             | 2026-10-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Itron, Inc.                               | ITRI 0 03/15/26                                  | CUSIP: 465741AN6<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7932.00      | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp Del                    | FWONK 2.25 08/15/27                              | CUSIP: 531229AQ5<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |    387000 | PA      | $490522.50    | 0.04%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                | CDP 5.25 09/15/28                                | CUSIP: 22003BAQ9<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $280064.28    | 0.02%             | 2028-09-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Etsy Inc                                  | ETSY 1 06/15/30                                  | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $1103848.50   | 0.09%             | 2030-06-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: —       |
| Cloudflare Inc                            | NET 0 06/15/30                                   | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2908965.00   | 0.24%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Coinbase Global Inc                       | COIN 0 10/01/29                                  | CUSIP: 19260QAG2<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   2079000 | PA      | $1934093.70   | 0.16%             | 2029-10-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PPL Capital Funding Inc.                  | PPL 3 12/01/30                                   | CUSIP: 69352PAU7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1176096.56   | 0.10%             | 2030-12-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Zoetis Inc.                               | ZTS 0.25 06/15/29                                | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   2286000 | PA      | $2360295.00   | 0.19%             | 2029-06-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Nutanix Inc                               | NTNX 0.5 12/15/29                                | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |    899000 | PA      | $869333.00    | 0.07%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bentley Systems Incorporated              | BSY 0.125 01/15/26                               | CUSIP: 08265TAB5<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |    169000 | PA      | $168683.13    | 0.01%             | 2026-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                     | WEC 4.375 06/01/27                               | CUSIP: 92939UAP1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    716000 | PA      | $809617.00    | 0.07%             | 2027-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fluence Energy Inc                        | FLNC 2.25 06/15/30                               | CUSIP: 34379VAB9<br>LEI: 25490043LHZ97BT5PP29 | Long             | DBT              | CORP              | US        |    312000 | PA      | $378495.00    | 0.03%             | 2030-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Synaptics Incorporated                    | SYNA 0.75 12/01/31                               | CUSIP: 87157DAJ8<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    256000 | PA      | $270848.00    | 0.02%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| Bridgebio Pharma Inc                      | BBIO 2.25 02/01/29                               | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |    600000 | PA      | $675750.00    | 0.06%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc.                   | TYL 0.25 03/15/26                                | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |    592000 | PA      | $599992.00    | 0.05%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JBT Marel Corp.                           | JBTM 0.25 05/15/26                               | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |    773000 | PA      | $793252.60    | 0.07%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                       | ASND 2.25 04/01/28                               | CUSIP: 04351PAD3<br>LEI: 549300B66JN3W3J8GH73 | Long             | DBT              | CORP              | DK        |    439000 | PA      | $623577.55    | 0.05%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mara Holdings Inc                         | MARA 0 06/01/31                                  | CUSIP: 565788AH9<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1033695.00   | 0.09%             | 2031-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mara Holdings Inc                         | MARA 0 03/01/30                                  | CUSIP: 565788AF3<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $858432.00    | 0.07%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                               | DDOG 0 12/01/29                                  | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |    880000 | PA      | $881100.00    | 0.07%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Merit Medical Systems Inc.                | MMSI 3 02/01/29                                  | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |    660000 | PA      | $798270.00    | 0.07%             | 2029-02-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Golar LNG Limited                         | GLNG 2.75 12/15/30                               | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |    201000 | PA      | $194316.75    | 0.02%             | 2030-12-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| CMS Energy Corporation                    | CMS 3.125 05/01/31                               | CUSIP: 125896BZ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1319070.15   | 0.11%             | 2031-05-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| OSI System Inc.                           | OSIS 0.5 02/01/31                                | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |    494000 | PA      | $486935.80    | 0.04%             | 2031-02-01      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| CleanSpark Inc.                           | CLSK 0 02/15/32                                  | CUSIP: 18452BAD2<br>LEI: 254900VO7KBRJQDGY810 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1056300.00   | 0.09%             | 2032-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Jazz Investments I LTD                    | JAZZ 2 06/15/26                                  | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    639000 | PA      | $741080.25    | 0.06%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| H World Group Ltd.                        | HTHT 3 05/01/26                                  | CUSIP: 44332NAB2<br>LEI: 549300Y5ML31FVN83730 | Long             | DBT              | CORP              | KY        |    404000 | PA      | $515302.00    | 0.04%             | 2026-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Software Corp.                   | PRGS 1 04/15/26                                  | CUSIP: 743312AB6<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323943.75    | 0.03%             | 2026-04-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                         | FE 3.625 01/15/29                                | CUSIP: 337932AS6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2126000.00   | 0.17%             | 2029-01-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Trip.com Group Ltd.                       | TCOM 0.75 06/15/29                               | CUSIP: 89677QAB3<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |   1233000 | PA      | $1522138.50   | 0.13%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Itron, Inc.                               | ITRI 1.375 07/15/30                              | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |    662000 | PA      | $670688.75    | 0.06%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Zscaler Inc                               | ZS 0 07/15/28                                    | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |    645000 | PA      | $605010.00    | 0.05%             | 2028-07-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp.                              | EXC 3.25 03/15/29                                | CUSIP: 30161NBT7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    705000 | PA      | $704647.50    | 0.06%             | 2029-03-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Affirm Holdings Inc                       | AFRM 0.75 12/15/29                               | CUSIP: 00827BAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    327000 | PA      | $362888.25    | 0.03%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd.    | CHKP 0 12/15/30                                  | CUSIP: 162775AA8<br>LEI: 2549003ZVBH73EPNS513 | Long             | DBT              | CORP              | IL        |   1215000 | PA      | $1213177.50   | 0.10%             | 2030-12-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.           | LYV 2.875 01/15/30                               | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    694000 | PA      | $730782.00    | 0.06%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bentley Systems Incorporated              | BSY 0.375 07/01/27                               | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |    441000 | PA      | $415863.00    | 0.03%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                    | ON 0.5 03/01/29                                  | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   1657000 | PA      | $1571664.50   | 0.13%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Rubrik Inc.                               | RBRK 0 06/15/30                                  | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |    946000 | PA      | $931337.00    | 0.08%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Gamestop Corp                             | GME 0 06/15/32                                   | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978000.00    | 0.08%             | 2032-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | JPM 0.125 07/05/28                               | CUSIP: 48124KLT0<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |   1149000 | PA      | $1730508.90   | 0.14%             | 2028-07-05      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| AeroVironment, Inc.                       | AVAV 0 07/15/30                                  | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |    500000 | PA      | $543750.00    | 0.04%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.               | IONS 0 12/01/30                                  | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $1076040.00   | 0.09%             | 2030-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Company                        | F 0 03/15/26                                     | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1910235.00   | 0.16%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Life360 Inc.                              | LIF 0 06/01/30                                   | CUSIP: 532206AB5<br>LEI: 254900VO9VDOQBQAHF07 | Long             | DBT              | CORP              | US        |    241000 | PA      | $258773.75    | 0.02%             | 2030-06-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cyberark Software Ltd.                    | CYBR 0 06/15/30                                  | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |   1152000 | PA      | $1233792.00   | 0.10%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Super Micro Computer Inc.                 | SMCI 0 06/15/30                                  | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1517920.00   | 0.12%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Eos Energy Enterprises Inc.               | EOSE 1.75 12/01/31                               | CUSIP: 29415CAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    437000 | PA      | $424982.50    | 0.03%             | 2031-12-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| T1 Energy Inc.                            | TE 5.25 12/01/30                                 | CUSIP: 35834FAB0<br>LEI: 529900H0645VFXNMJ693 | Long             | DBT              | CORP              | US        |    172000 | PA      | $220521.20    | 0.02%             | 2030-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc.                  | PPL 2.875 03/15/28                               | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    843000 | PA      | $926246.25    | 0.08%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cytokinetics Inc                          | CYTK 3.5 07/01/27                                | CUSIP: 23282WAC4<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |    339000 | PA      | $483244.50    | 0.04%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                        | POST 2.5 08/15/27                                | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    352000 | PA      | $379632.00    | 0.03%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lantheus Holdings Inc                     | LNTH 2.625 12/15/27                              | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |    377000 | PA      | $432890.25    | 0.04%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                         | BACR 1 02/16/29 MSFT                             | CUSIP: 06744EDH7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |   1749000 | PA      | $1918128.30   | 0.16%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  3 | On Loan: No      |
| Blackline Inc                             | BL 1 06/01/29                                    | CUSIP: 09239BAF6<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |    602000 | PA      | $636524.70    | 0.05%             | 2029-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Tempus AI Inc.                            | TEM 0.75 07/15/30                                | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $534000.00    | 0.04%             | 2030-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| CoreWeave Inc.                            | CRWV 1.75 12/01/31                               | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    692000 | PA      | $656535.00    | 0.05%             | 2031-12-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| International Monetary Market             | FUT. EMINI S&P MAR26                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        59 | NC      | $20332875.00  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                    | FUT. YR T-NOTES MAR26                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       240 | NC      | $26985000.00  | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                    | FUT. U.S. T-BONDS MAR26                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        79 | NC      | $9131906.25   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                    | FUT. YR T NOTE MAR26                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       565 | NC      | $61757148.44  | 5.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                    | FUT. US 2YR T-NOTE MAR26                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       285 | NC      | $59504882.78  | 4.90%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. S&P 5 P 6730 16/1/26                 | OPT. S&P 5 P 6730 16/1/26                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -38 | NC      | $-105830.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. S&P 5 P 6800 16/1/26                 | OPT. S&P 5 P 6800 16/1/26                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -30 | NC      | $-129180.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. S&P 5 P 6815 16/1/26                 | OPT. S&P 5 P 6815 16/1/26                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -21 | NC      | $-100800.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. S&P 5 P 6825 16/1/26                 | OPT. S&P 5 P 6825 16/1/26                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -66 | NC      | $-338910.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP                             | GAMESTOP CORP                                    | CUSIP: 000000000<br>LEI: 549300505KLOET039L77 | N/A              | DE               | CORP              | US        |      6880 | NC      | $20708.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OPT. S&P 5 P 6825 23/1/26                 | OPT. S&P 5 P 6825 23/1/26                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -2 | NC      | $-12940.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. S&P 5 P 6835 16/1/26                 | OPT. S&P 5 P 6835 16/1/26                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -2 | NC      | $-10930.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. S&P 5 P 6880 23/1/26                 | OPT. S&P 5 P 6880 23/1/26                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -18 | NC      | $-154620.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. S&P 5 P 6900 23/1/26                 | OPT. S&P 5 P 6900 23/1/26                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -67 | NC      | $-636500.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. S&P 5 P 6920 23/1/26                 | OPT. S&P 5 P 6920 23/1/26                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -68 | NC      | $-718828.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. S&P 5 P 6920 30/1/26                 | OPT. S&P 5 P 6920 30/1/26                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -3 | NC      | $-35850.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. S&P 50 P 6830 2/1/26                 | OPT. S&P 50 P 6830 2/1/26                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -36 | NC      | $-35640.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. S&P 50 P 6830 9/1/26                 | OPT. S&P 50 P 6830 9/1/26                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -144 | NC      | $-527760.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. S&P 50 P 6840 2/1/26                 | OPT. S&P 50 P 6840 2/1/26                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -72 | NC      | $-95040.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. S&P 50 P 6850 2/1/26                 | OPT. S&P 50 P 6850 2/1/26                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -34 | NC      | $-58820.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. S&P 50 P 6850 9/1/26                 | OPT. S&P 50 P 6850 9/1/26                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -1 | NC      | $-4425.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. S&P 50 P 6875 2/1/26                 | OPT. S&P 50 P 6875 2/1/26                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -13 | NC      | $-41340.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. S&P 50 P 6875 9/1/26                 | OPT. S&P 50 P 6875 9/1/26                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -3 | NC      | $-16719.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. S&P 50 P 6890 9/1/26                 | OPT. S&P 50 P 6890 9/1/26                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -8 | NC      | $-50840.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FLEX OPTSP C 5450 11/6/29                 | FLEX OPTSP C 5450 11/6/29                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       135 | NC      | $30011019.58  | 2.47%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P 500 INDEX PM/EUR FLEX                 | S&P 500 INDEX PM/EUR FLEX                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       270 | NC      | $52083170.83  | 4.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Institutional Funds              | Northern Institutional Funds LIQ ASET PORTF      | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |   3954932 | NS      | $3954932.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-26

**Name of Applicant:** GuideStone Funds

**Signature:** Erin Wynne

**Name of Signer:** Erin Wynne

**Title:** Treasurer