# EDGAR Filing Document

**Accession Number:** 0001131013
**File Stem:** 0001145549-23-008718
**Filing Date:** 2023-2
**Character Count:** 141535
**Document Hash:** e679c2b25dfce0b1c0069557ed5b1f0e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-008718.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001145549-23-008718

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GuideStone Funds
- **CENTRAL INDEX KEY:** 0001131013
- **IRS NUMBER:** 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:** 23658986

**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:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**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:** $1267016758.25

**Total Liabilities:** $5510006.36

**Net Assets:** $1261506751.89

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.052998275798 | **1-Year:** 3225.726456574641 | **5-Year:** 2769.333962744212 | **10-Year:** 258.611641118757 | **30-Year:** 0.000000000000

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

- **3-Month:** 153.329204076068 | **1-Year:** 16924.250891944857 | **5-Year:** 29583.174228665264 | **10-Year:** 612.556818023639 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000104139 | 4.68%                | 3.52%                | -2.57%               |
| Class ID C000104140 | 4.58%                | 3.52%                | -2.58%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2837955.41             | $29641265.12                               |
| Month 2  | $1155762.73              | $25396889.14                               |
| Month 3  | $1817133.23              | $-15293926.84                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United States Treasury Notes              | T 1.125 02/28/27                                                                                                                                       | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81000000 | PA      | $72140625.00  | 5.72%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes              | T 0.125 09/15/23                                                                                                                                       | CUSIP: 91282CAK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $48433287.00  | 3.84%             | 2023-09-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Sofi Technologies Inc                     | SOFI 0 10/15/26                                                                                                                                        | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |   2414000 | PA      | $1664453.00   | 0.13%             | 2026-10-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes              | T 0.75 01/31/28                                                                                                                                        | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  84000000 | PA      | $71577187.50  | 5.67%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Stride Inc                                | LRN 1.125 09/01/27                                                                                                                                     | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |   2446000 | PA      | $2190637.60   | 0.17%             | 2027-09-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Novocure Ltd                              | NVCR 0 11/01/25                                                                                                                                        | CUSIP: 67011XAB9<br>LEI: 213800YPP55UMHWA4826 | Long             | DBT              | CORP              | JE        |   2673000 | PA      | $2384048.70   | 0.19%             | 2025-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes              | T 0.25 03/15/24                                                                                                                                        | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32300000 | PA      | $30638947.31  | 2.43%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes              | T 1 12/15/24                                                                                                                                           | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3700000 | PA      | $3465425.79   | 0.27%             | 2024-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes              | T 0.5 03/15/23                                                                                                                                         | CUSIP: 912828ZD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41900000 | PA      | $41581211.39  | 3.30%             | 2023-03-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Wayfair Inc                               | W 0.625 10/01/25                                                                                                                                       | CUSIP: 94419LAM3<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   2156000 | PA      | $1415414.00   | 0.11%             | 2025-10-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: —       |
| Etsy Inc                                  | ETSY 0.125 09/01/27                                                                                                                                    | CUSIP: 29786AAL0<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   3262000 | PA      | $3270155.00   | 0.26%             | 2027-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: —       |
| Northern Inst Fds                         | Northern Inst Fds GOVT PTFL                                                                                                                            | CUSIP: 665278404<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |  13034757 | NS      | $13034757.40  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Inst Fds                         | Northern Inst Fds GOVT PTFL                                                                                                                            | CUSIP: 665278404<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |  45872020 | NS      | $45872019.77  | 3.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                          | Z 1.375 09/01/26                                                                                                                                       | CUSIP: 98954MAG6<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |   1671000 | PA      | $1700242.50   | 0.13%             | 2026-09-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills              | B 0 04/27/23                                                                                                                                           | CUSIP: 912796YV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 203000000 | PA      | $200142765.87 | 15.87%            | 2023-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes              | T 0.125 12/15/23                                                                                                                                       | CUSIP: 91282CBA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35900000 | PA      | $34391267.68  | 2.73%             | 2023-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Solaredge Technologies Inc                | SEDG 0 09/15/25                                                                                                                                        | CUSIP: 83417MAD6<br>LEI: 5493000K6Y58XXPDF853 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $1343727.00   | 0.11%             | 2025-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Redfin Corporation                        | RDFN 0 10/15/25                                                                                                                                        | CUSIP: 75737FAC2<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |   1761000 | PA      | $1057709.43   | 0.08%             | 2025-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes              | T 0.25 06/15/23                                                                                                                                        | CUSIP: 912828ZU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $49032325.50  | 3.89%             | 2023-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Nice Limited                              | NICEIT 0 09/15/25                                                                                                                                      | CUSIP: 653656AB4<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | DBT              | CORP              | IL        |   2828000 | PA      | $2679530.00   | 0.21%             | 2025-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes              | T 0.375 09/15/24                                                                                                                                       | CUSIP: 91282CCX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32500000 | PA      | $30312597.58  | 2.40%             | 2024-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Parsons Corporation                       | PSN 0.25 08/15/25                                                                                                                                      | CUSIP: 70202LAB8<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   2094000 | PA      | $2390301.00   | 0.19%             | 2025-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LCI Industries                            | LCII 1.125 05/15/26                                                                                                                                    | CUSIP: 501812AB7<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |   3053000 | PA      | $2587417.50   | 0.21%             | 2026-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                 | Nestle SA CHF0.10 (REGD)                                                                                                                               | CUSIP: H57312649<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     30600 | NS      | $3534588.68   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                         | Eversource Energy COM USD5                                                                                                                             | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     21443 | NS      | $1797781.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                             | Chubb Limited ORD CHF24.15                                                                                                                             | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      6617 | NS      | $1459710.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation               | BAC V6.3 PERP DD                                                                                                                                       | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2489019.96   | 0.20%             | 2049-12-31      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| Koninklijke Ahold Delhaize NV             | Koninklijke Ahold Delhaize NV EUR0.01                                                                                                                  | CUSIP: N0074E105<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     92553 | NS      | $2661017.89   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                             | USB V5.3 PERP J                                                                                                                                        | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1632000 | PA      | $1426482.24   | 0.11%             | 2049-12-31      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation              | Truist Financial Corporation COM                                                                                                                       | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     19900 | NS      | $856297.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International & Co CV       | Merrill Lynch International & Co CV CALL WTS/PROD 24/04/23( )                                                                                          | CUSIP: 59027E120<br>LEI: AHYI0DDQ2LCHPGHJC422 | Long             | LON              | CORP              | CW        |      3000 | PA      | $867660.00    | 0.07%             | 2023-04-19      | Fixed         | 8.68%                 | No            |                  3 | On Loan: No      |
| American Tower Corporation                | American Tower Corporation COM USD0.01                                                                                                                 | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     13758 | NS      | $2914769.88   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation            | SCHW V5.375 PERP G                                                                                                                                     | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2994000 | PA      | $2943102.00   | 0.23%             | 2049-12-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| The Allstate Corporation                  | The Allstate Corporation COM USD0.01                                                                                                                   | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     19600 | NS      | $2657760.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                        | Aflac Incorporated COM USD0.10                                                                                                                         | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     24874 | NS      | $1789435.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.           | Automatic Data Processing, Inc. COM USD0.10                                                                                                            | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     28633 | NS      | $6839278.38   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.               | Verizon Communications Inc. COM USD0.10                                                                                                                | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    154500 | NS      | $6087300.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company              | Bristol-Myers Squibb Company COM USD0.10                                                                                                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     35400 | NS      | $2547030.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                           | BlackRock, Inc. COM USD0.01                                                                                                                            | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      1846 | NS      | $1308130.98   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.               | United Parcel Service, Inc. CLASS'B'COM USD0.01                                                                                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      6100 | NS      | $1060424.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                      | JPMorgan Chase & Co. COM USD1.00                                                                                                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     36956 | NS      | $4955799.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                       | Cisco Systems, Inc. COM USD0.001                                                                                                                       | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    109978 | NS      | $5239351.92   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                 | Colgate-Palmolive Company COM USD1.00                                                                                                                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     54600 | NS      | $4301934.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America          | Packaging Corporation of America COM USD0.01                                                                                                           | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     18200 | NS      | $2327962.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc                   | Commerce Bancshares Inc COM USD5                                                                                                                       | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27449 | NS      | $1868460.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                      | Corning Incorporated COM USD0.50                                                                                                                       | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    123300 | NS      | $3938202.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                              | MetLife Inc. COM USD0.01                                                                                                                               | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     17400 | NS      | $1259238.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                   | Republic Services, Inc. COM USD0.01                                                                                                                    | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     16833 | NS      | $2171288.67   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                         | Omnicom Group Inc COM USD0.15                                                                                                                          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     13900 | NS      | $1133823.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                      | Emerson Electric Co. COM USD0.50                                                                                                                       | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     43310 | NS      | $4160358.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                  | Atmos Energy Corporation COM NPV                                                                                                                       | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     31185 | NS      | $3494902.95   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                   | Exxon Mobil Corporation COM NPV                                                                                                                        | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     76600 | NS      | $8448980.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co (The)                          | Hershey Co (The) COM USD1.00                                                                                                                           | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     16300 | NS      | $3774591.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp.                             | U.S. Bancorp. COM USD0.01                                                                                                                              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     22800 | NS      | $994308.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                | Kimberly-Clark Corporation COM USD1.25                                                                                                                 | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     23300 | NS      | $3162975.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                       | Chevron Corporation COM USD0.75                                                                                                                        | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28500 | NS      | $5115465.00   | 0.41%             |  |  |  | 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        |     23261 | NS      | $3849230.28   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Trust                             | Ishares Trust RUSSELL 1000 VALUE ETF                                                                                                                   | CUSIP: 464287598<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     87400 | NS      | $13254210.00  | 1.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Microsoft Corporation                     | Microsoft Corporation COM USD0.00000625                                                                                                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     19200 | NS      | $4604544.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation              | Norfolk Southern Corporation COM USD1                                                                                                                  | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     16414 | NS      | $4044737.88   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                | Northern Trust Corporation COM USD1.666                                                                                                                | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     29800 | NS      | $2637002.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                               | Pepsico Inc CAP USD0.016666                                                                                                                            | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     33000 | NS      | $5961780.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc          | PNC Financial Services Group Inc COM USD5                                                                                                              | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     10000 | NS      | $1579400.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Price T Rowe Group                        | Price T Rowe Group COM USD0.20                                                                                                                         | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     32100 | NS      | $3500826.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Quest Diagnostics Incorporated            | Quest Diagnostics Incorporated COM USD0.01                                                                                                             | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      1930 | NS      | $301929.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Company              | The Procter & Gamble Company COM NPV                                                                                                                   | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     16600 | NS      | $2515896.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation            | The Charles Schwab Corporation COM USD0.01                                                                                                             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     11000 | NS      | $915860.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                            | Public Storage COM USD0.10                                                                                                                             | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      7700 | NS      | $2157463.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated            | Texas Instruments Incorporated COM USD1.00                                                                                                             | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     14600 | NS      | $2412212.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                   | UnitedHealth Group Inc. COM USD0.01                                                                                                                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      4300 | NS      | $2279774.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                               | Walmart Inc COM USD0.10                                                                                                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     26705 | NS      | $3786501.95   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                       | TE Connectivity Ltd COM CHF0.57                                                                                                                        | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |     15300 | NS      | $1756440.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                          | Duke Energy Corp COM USD0.001                                                                                                                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     18784 | NS      | $1934564.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                             | ONE Gas, Inc. COM USD0.01                                                                                                                              | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     73923 | NS      | $5597449.56   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Akzo Nobel N.V.                           | Akzo Nobel N.V. EUR0.50(POST REV SPLIT)                                                                                                                | CUSIP: N01803308<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |     39500 | NS      | $2650551.78   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corporation         | Raytheon Technologies Corporation COM                                                                                                                  | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     72778 | NS      | $7344755.76   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation            | SCHW V4 PERP I                                                                                                                                         | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2432000 | PA      | $2112800.00   | 0.17%             | 2049-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                            | Atlas Copco AB SER'B'NPV                                                                                                                               | CUSIP: W1R924229<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     76500 | NS      | $816228.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International & Co CV       | Merrill Lynch International & Co CV WT EXP 050823                                                                                                      | CUSIP: 59027E146<br>LEI: AHYI0DDQ2LCHPGHJC422 | Long             | LON              | CORP              | CW        |      3400 | PA      | $994432.00    | 0.08%             | 2023-05-08      | Fixed         | 7.82%                 | Yes           |                  3 | On Loan: No      |
| TotalEnergies SE                          | TotalEnergies SE EUR2.5                                                                                                                                | CUSIP: F92124100<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     35623 | NS      | $2236169.96   | 0.18%             |  |  |  | No            |                  2 | On Loan: —       |
| Ameriprise Financial, Inc.                | Ameriprise Financial, Inc. COM USD0.01                                                                                                                 | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      4602 | NS      | $1432924.74   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliancebernstein Holding L.P.            | Alliancebernstein Holding L.P. SBI                                                                                                                     | CUSIP: 01881G106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65000 | NS      | $2234050.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Fed Fin In                        | Capitol Fed Fin In COM USD0.01                                                                                                                         | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    274100 | NS      | $2370965.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                             | Medtronic PLC USD0.0001                                                                                                                                | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    144391 | NS      | $11222068.52  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                 | Spire Inc COM USD1                                                                                                                                     | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     81993 | NS      | $5646037.98   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Duke Energy Corp                          | DUK V4.875 PERP                                                                                                                                        | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    561000 | PA      | $513315.00    | 0.04%             | 2049-12-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Truist Financial Corporation              | TFC V5.1 PERP Q                                                                                                                                        | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    925000 | PA      | $860250.00    | 0.07%             | 2049-12-31      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Cracker Barrel Old Country Store Inc.     | CBRL 0.625 06/15/26                                                                                                                                    | CUSIP: 22410JAB2<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |   2683000 | PA      | $2304026.25   | 0.18%             | 2026-06-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ELN CITIGROUP BERKSHIRE                   | ELN CITIGROUP BERKSHIRE                                                                                                                                | CUSIP: 17330N476<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2400 | PA      | $703200.00    | 0.06%             | 2023-02-27      | Fixed         | 5.47%                 | No            |                  3 | On Loan: No      |
| ELN UBS AG STAN BLACK DEC                 | ELN UBS AG STAN BLACK DEC                                                                                                                              | CUSIP: 90278V354<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      6700 | PA      | $533588.00    | 0.04%             | 2023-04-17      | Fixed         | 19.75%                | No            |                  3 | On Loan: No      |
| Royal Bank of Canada                      | Royal Bank of Canada MANDATORILY EXCHANGEABLE NOTES LINKED TO THE COMMON SHARES OF MASCO CORPORATION DUE APRIL 26, 2023                                | CUSIP: 78015V373<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EP               | CORP              | CA        |     10800 | PA      | $504252.00    | 0.04%             | 2023-04-26      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Siemens AG                                | Siemens AG NPV(REGD)                                                                                                                                   | CUSIP: D69671218<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      6200 | NS      | $854678.26    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                 | Linde PLC COM EUR0.001                                                                                                                                 | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |     20700 | NS      | $6751926.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                       | D V4.65 PERP B                                                                                                                                         | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    411000 | PA      | $361680.00    | 0.03%             | 2049-12-31      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation   | BK V4.7 PERP G                                                                                                                                         | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2185170.10   | 0.17%             | 2049-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                              | Unilever PLC ORD GBP0.031111                                                                                                                           | CUSIP: G92087165<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |    105800 | NS      | $5308705.55   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International               | GS 0 01/19/23 DMJJ                                                                                                                                     | CUSIP: G3R7AYFJ1<br>LEI: W22LROWP2IHZNBB6K528 | Long             | DBT              | CORP              | GB        |      2600 | PA      | $735501.00    | 0.06%             | 2023-01-19      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| Bridgestone Corp                          | Bridgestone Corp NPV                                                                                                                                   | CUSIP: J04578126<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |     14200 | NS      | $502780.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| The Bank of New York Mellon Corporation   | The Bank of New York Mellon Corporation COM USD0.01                                                                                                    | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     53400 | NS      | $2430768.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                            | C V5.95 PERP                                                                                                                                           | CUSIP: 172967GD7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2149303.75   | 0.17%             | 2049-12-31      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Amcor PLC                                 | Amcor PLC COM USD0.01                                                                                                                                  | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     68100 | NS      | $811071.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                      | JPM V4.6 PERP HH                                                                                                                                       | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $957101.25    | 0.08%             | 2049-12-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                    | LUV 1.25 05/01/25                                                                                                                                      | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    616000 | PA      | $742126.00    | 0.06%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank, National Association | JPMorgan Chase Bank, National Association MANDATORY EXCHANGEABLE BUFFERED NOTES LINKED TO THE COMMON STOCK OF FREEPORT-MCMORAN INC DUE JANUARY 24, 202 | CUSIP: 48128Q611<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | EP               | CORP              | US        |     29100 | PA      | $970921.50    | 0.08%             | 2023-01-24      | Fixed         | 22.00%                | Yes           |                  3 | On Loan: No      |
| ELN BERKSHIRE HATH UBS                    | ELN BERKSHIRE HATH UBS                                                                                                                                 | CUSIP: 90278V297<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4800 | PA      | $1468464.00   | 0.12%             | 2023-06-15      | Fixed         | 6.10%                 | No            |                  3 | On Loan: No      |
| Sodexo S.A.                               | Sodexo S.A. EUR4                                                                                                                                       | CUSIP: F84941123<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |      2800 | NS      | $267899.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                               | Novartis AG CHF0.50 (REGD)                                                                                                                             | CUSIP: H5820Q150<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     25600 | NS      | $2316734.84   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holdings AG                         | Roche Holdings AG GENUSSCHEINE NPV                                                                                                                     | CUSIP: H69293217<br>LEI: 549300U41AUUVOAAOB37 | Long             | EP               | CORP              | CH        |     18000 | NS      | $5656276.01   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.              | Mondelez International, Inc. COM NPV                                                                                                                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     88200 | NS      | $5878530.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                      | JPM V5 PERP FF                                                                                                                                         | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3761000 | PA      | $3443404.99   | 0.27%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                      | Royal Bank of Canada MANDATORILY EXCHANGEABLE NOTES LINKED TO THE COMMON SHARES OF BERKSHIRE HATHAWAY INC-CL B DUE MARCH 08, 2023                      | CUSIP: 78015V282<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EP               | CORP              | CA        |      4900 | PA      | $1428448.00   | 0.11%             | 2023-03-08      | Fixed         | 4.18%                 | Yes           |                  3 | On Loan: No      |
| Hubbell Incorporated                      | Hubbell Incorporated COM USD0.001                                                                                                                      | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     15689 | NS      | $3681894.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation              | TFC V4.95 PERP P                                                                                                                                       | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2866214.00   | 0.23%             | 2049-12-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated         | MCHP 0.125 11/15/24                                                                                                                                    | CUSIP: 595017AU8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   4328000 | PA      | $4663420.00   | 0.37%             | 2024-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: —       |
| ELN JPM APPLIED MATERIALS                 | ELN JPM APPLIED MATERIALS                                                                                                                              | CUSIP: 48128Q629<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6600 | PA      | $628893.54    | 0.05%             | 2023-01-24      | Fixed         | 19.85%                | No            |                  3 | On Loan: No      |
| ELN UBS BERKSHIRE CL B                    | ELN UBS BERKSHIRE CL B                                                                                                                                 | CUSIP: 90278V370<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1800 | PA      | $503604.00    | 0.04%             | 2023-03-23      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Becton, Dickinson and Company             | Becton, Dickinson and Company DEPOSITARY SHARES EACH REPRESENTING A 1/20TH INTEREST IN A SHARE OF 6.00% MANDATORY CONVERTIBLE PREFERRED STOCK, SERIES  | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |    113328 | PA      | $5675466.24   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                      | Baker Hughes Company COM USD0.0001 CL A                                                                                                                | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59600 | NS      | $1759988.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co. KGaA                      | Henkel AG & Co. KGaA NON-VTG PRF NPV                                                                                                                   | CUSIP: D3207M110<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |     19100 | PA      | $1323873.72   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                    | Sanofi EUR2                                                                                                                                            | CUSIP: F5548N101<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     26200 | NS      | $2526376.72   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                | Legrand SA EUR4                                                                                                                                        | CUSIP: F56196185<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |     15700 | NS      | $1258853.27   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv PLC                                 | Aptiv PLC 5.5% MANDATORY CNV PFD SHS SER A                                                                                                             | CUSIP: G6095L117<br>LEI: N/A                  | Long             | EP               | CORP              | JE        |      2700 | PA      | $289764.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextera Energy Inc                        | NEE 6.926 09/01/25                                                                                                                                     | CUSIP: 65339F713<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20917 | PA      | $1049824.23   | 0.08%             | 2025-09-01      | Fixed         | 6.93%                 | No            |                  1 | On Loan: No      |
| Bank of America Corporation               | Bank of America Corporation 7.25% PRF SHS USD1000                                                                                                      | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      1200 | PA      | $1392000.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidestone Fds                            | Guidestone Fds MONEY MKT INSTL                                                                                                                         | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |   6170664 | NS      | $6170664.15   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                     | UBER 0 12/15/25                                                                                                                                        | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1667000 | PA      | $1412376.39   | 0.11%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Guidestone Fds                            | Guidestone Fds MONEY MKT INSTL                                                                                                                         | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |   6247128 | NS      | $6247128.07   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                        | MTN 0 01/01/26                                                                                                                                         | CUSIP: 91879QAN9<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   3486000 | PA      | $3250695.00   | 0.26%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Patrick Inds Inc                          | PATK 1.75 12/01/28                                                                                                                                     | CUSIP: 703343AF0<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |   2329000 | PA      | $1909780.00   | 0.15%             | 2028-12-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Guardant Health Inc                       | GH 0 11/15/27                                                                                                                                          | CUSIP: 40131MAB5<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   1569000 | PA      | $983606.10    | 0.08%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Box Inc.                                  | BOX 0 01/15/26                                                                                                                                         | CUSIP: 10316TAB0<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |   2223000 | PA      | $2926579.50   | 0.23%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Northern Inst Fds                         | Northern Inst Fds GOVT PTFL                                                                                                                            | CUSIP: 665278404<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |       191 | NS      | $190.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidestone Fds                            | Guidestone Fds MONEY MKT INSTL                                                                                                                         | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |  16112306 | NS      | $16112305.91  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp Del                    | LMCA 2.125 03/31/48                                                                                                                                    | CUSIP: 531229AG7<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   3665000 | PA      | $3456095.00   | 0.27%             | 2048-03-31      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Herbalife Nutrition Ltd                   | Herbalife Nutrition Ltd 2.625% SNR CONV PIDI NTS 15/03/2024 USD (144A)                                                                                 | CUSIP: 42703MAC7<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |   2260000 | PA      | $2089370.00   | 0.17%             | 2024-03-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Ziff Davis Inc                            | ZD 1.75 11/01/26                                                                                                                                       | CUSIP: 48123VAD4<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |   3799000 | PA      | $3806598.00   | 0.30%             | 2026-11-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Insight Enterprises Inc.                  | NSIT 0.75 02/15/25                                                                                                                                     | CUSIP: 45765UAB9<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |   1658000 | PA      | $2496948.00   | 0.20%             | 2025-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Integra LifeSciences Holdings Corporation | IART 0.5 08/15/25                                                                                                                                      | CUSIP: 457985AM1<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | DBT              | CORP              | US        |   4161000 | PA      | $4054894.50   | 0.32%             | 2025-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Five9 Inc.                                | FIVN 0.5 06/01/25                                                                                                                                      | CUSIP: 338307AD3<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |   3264000 | PA      | $2997984.00   | 0.24%             | 2025-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pandora Media Inc                         | P 1.75 12/01/23                                                                                                                                        | CUSIP: 698354AD9<br>LEI: 254900NJMDCK4VVX9P20 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1409874.75   | 0.11%             | 2023-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corporation                | EXAS 0.375 03/15/27                                                                                                                                    | CUSIP: 30063PAB1<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2436050.00   | 0.19%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| Pure Storage Inc                          | PSTG 0.125 04/15/23                                                                                                                                    | CUSIP: 74624MAB8<br>LEI: 549300NPDB0BZTK3WO90 | Long             | DBT              | CORP              | US        |   2402000 | PA      | $2591758.00   | 0.21%             | 2023-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Conmed Corporation                        | CNMD 2.625 02/01/24                                                                                                                                    | CUSIP: 207410AF8<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |    667000 | PA      | $759046.00    | 0.06%             | 2024-02-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Zillow Group Inc                          | Z 2.75 05/15/25                                                                                                                                        | CUSIP: 98954MAH4<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |   1721000 | PA      | $1645276.00   | 0.13%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Allscripts Healthcare Solutions, Inc      | MDRX 0.875 01/01/27                                                                                                                                    | CUSIP: 01988PAF5<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | DBT              | CORP              | US        |    801000 | PA      | $1144929.38   | 0.09%             | 2027-01-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                           | SABHLD 4 04/15/25                                                                                                                                      | CUSIP: 78573NAE2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1318125.60   | 0.10%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                               | DDOG 0.125 06/15/25                                                                                                                                    | CUSIP: 23804LAB9<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1508440.00   | 0.12%             | 2025-06-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Cheesecake Factory Inc                    | CAKE 0.375 06/15/26                                                                                                                                    | CUSIP: 163072AA9<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |   1734000 | PA      | $1429466.25   | 0.11%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Splunk Inc                                | SPLK 1.125 06/15/27                                                                                                                                    | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |   3539000 | PA      | $3003903.20   | 0.24%             | 2027-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: —       |
| Zscaler Inc                               | ZS 0.125 07/01/25                                                                                                                                      | CUSIP: 98980GAB8<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |    967000 | PA      | $1020185.00   | 0.08%             | 2025-07-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                          | NRG 2.75 06/01/48                                                                                                                                      | CUSIP: 629377CG5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2692385.00   | 0.21%             | 2048-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tandem Diabetes Care Inc                  | TNDM 1.5 05/01/25                                                                                                                                      | CUSIP: 875372AA2<br>LEI: 549300JEPFOD0K4D3I05 | Long             | DBT              | CORP              | US        |    750000 | PA      | $682200.00    | 0.05%             | 2025-05-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Workiva Inc                               | WK 1.125 08/15/26                                                                                                                                      | CUSIP: 98139AAB1<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1494266.00   | 0.12%             | 2026-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Insulet Corporation                       | PODD 0.375 09/01/26                                                                                                                                    | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |   1341000 | PA      | $1900197.00   | 0.15%             | 2026-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Pegasystems Inc                           | PEGA 0.75 03/01/25                                                                                                                                     | CUSIP: 705573AB9<br>LEI: 549300FMCOKPL06FYN26 | Long             | DBT              | CORP              | US        |   2724000 | PA      | $2361367.50   | 0.19%             | 2025-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Coherus Biosciences Inc                   | CHRS 1.5 04/15/26                                                                                                                                      | CUSIP: 19249HAB9<br>LEI: 5493007IL8W5MV932D26 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $828450.00    | 0.07%             | 2026-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines Inc.                      | SAVE 1 05/15/26                                                                                                                                        | CUSIP: 848577AB8<br>LEI: 549300DCAFIXFNFR3304 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $2555550.00   | 0.20%             | 2026-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Okta Incorporation                        | OKTA 0.375 06/15/26                                                                                                                                    | CUSIP: 679295AF2<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |   1534000 | PA      | $1296230.00   | 0.10%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Jazz Investments I LTD                    | JAZZ 1.5 08/15/24                                                                                                                                      | CUSIP: 472145AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    282000 | PA      | $278651.25    | 0.02%             | 2024-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                    | PANW 0.75 07/01/23                                                                                                                                     | CUSIP: 697435AD7<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |    558000 | PA      | $883035.00    | 0.07%             | 2023-07-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| FTI Consulting, Inc.                      | FCN 2 08/15/23                                                                                                                                         | CUSIP: 302941AP4<br>LEI: 549300K17GM8EQD0FQ48 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $1802076.00   | 0.14%             | 2023-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Coupa Software Incorporated               | COUP 0.125 06/15/25                                                                                                                                    | CUSIP: 22266LAC0<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |   1983000 | PA      | $1926087.90   | 0.15%             | 2025-06-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Alteryx Inc                               | AYX 1 08/01/26                                                                                                                                         | CUSIP: 02156BAF0<br>LEI: 549300XWZG0JHL7I0827 | Long             | DBT              | CORP              | US        |   1259000 | PA      | $1057560.00   | 0.08%             | 2026-08-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.            | IRWD 1.5 06/15/26                                                                                                                                      | CUSIP: 46333XAH1<br>LEI: 549300PC8MR6QHH6P296 | Long             | DBT              | CORP              | US        |    746000 | PA      | $817336.25    | 0.06%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                 | AKAM 0.375 09/01/27                                                                                                                                    | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   4156000 | PA      | $4023008.00   | 0.32%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Okta Incorporation                        | OKTA 0.125 09/01/25                                                                                                                                    | CUSIP: 679295AD7<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |    230000 | PA      | $203205.00    | 0.02%             | 2025-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Cyber-Ark Software Limited                | CYBR 0 11/15/24                                                                                                                                        | CUSIP: 23248VAB1<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |   2646000 | PA      | $2813152.95   | 0.22%             | 2024-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nextera Energy Partners LP                | NEP 0 11/15/25                                                                                                                                         | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |   1921000 | PA      | $1919079.00   | 0.15%             | 2025-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NuVasive Inc.                             | NUVA 0.375 03/15/25                                                                                                                                    | CUSIP: 670704AJ4<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | DBT              | CORP              | US        |   3478000 | PA      | $3055423.00   | 0.24%             | 2025-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc.                    | BURL 2.25 04/15/25                                                                                                                                     | CUSIP: 122017AB2<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1627395.00   | 0.13%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Silicon Laboratories, Inc.                | SLAB 0.625 06/15/25                                                                                                                                    | CUSIP: 826919AD4<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1546675.20   | 0.12%             | 2025-06-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| DISH Network Corporation                  | DISH 3.375 08/15/26                                                                                                                                    | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   4786000 | PA      | $3010394.00   | 0.24%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BofA Finance LLC                          | BAC 0.25 05/01/23 MTN                                                                                                                                  | CUSIP: 09709TED9<br>LEI: 549300CGZYSEY3ZSIW16 | Long             | DBT              | CORP              | US        |   1496000 | PA      | $1503480.00   | 0.12%             | 2023-05-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                 | AKAM 0.125 05/01/25                                                                                                                                    | CUSIP: 00971TAJ0<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1298705.00   | 0.10%             | 2025-05-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Q2 Holdings Inc                           | QTWO 0.75 06/01/26                                                                                                                                     | CUSIP: 74736LAD1<br>LEI: 549300M9RKR9DZXWS696 | Long             | DBT              | CORP              | US        |   2806000 | PA      | $2323368.00   | 0.18%             | 2026-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                      | BKNG 0.75 05/01/25                                                                                                                                     | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   1562000 | PA      | $2088244.09   | 0.17%             | 2025-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| Livongo Health Inc                        | TDOC 0.875 06/01/25                                                                                                                                    | CUSIP: 539183AA1<br>LEI: 54930061HKCVF1H2O156 | Long             | DBT              | CORP              | US        |   3070000 | PA      | $2697916.00   | 0.21%             | 2025-06-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Jazz Investments I LTD                    | JAZZ 2 06/15/26                                                                                                                                        | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1023000 | PA      | $1221206.25   | 0.10%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Biomarin Pharmaceutical Inc.              | BMRN 0.599 08/01/24                                                                                                                                    | CUSIP: 09061GAH4<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |   4365000 | PA      | $4643487.00   | 0.37%             | 2024-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corporation                | EXAS 1 01/15/25                                                                                                                                        | CUSIP: 30063PAA3<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   1362000 | PA      | $1410351.00   | 0.11%             | 2025-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Splunk Inc                                | SPLK 1.125 09/15/25                                                                                                                                    | CUSIP: 848637AD6<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2105120.00   | 0.17%             | 2025-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                    | LUV 1.25 05/01/25                                                                                                                                      | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   2381000 | PA      | $2868509.75   | 0.23%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Ironwood Pharmaceuticals, Inc.            | IRWD 0.75 06/15/24                                                                                                                                     | CUSIP: 46333XAF5<br>LEI: 549300PC8MR6QHH6P296 | Long             | DBT              | CORP              | US        |   3226000 | PA      | $3478031.25   | 0.28%             | 2024-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Blackline Inc                             | BL 0.125 08/01/24                                                                                                                                      | CUSIP: 09239BAB5<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |   2158000 | PA      | $2403382.79   | 0.19%             | 2024-08-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Incorporation           | LITE 0.5 12/15/26                                                                                                                                      | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |    513000 | PA      | $442462.50    | 0.04%             | 2026-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.           | LYV 2 02/15/25                                                                                                                                         | CUSIP: 538034AU3<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1923000 | PA      | $1897039.50   | 0.15%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Block Inc                                 | SQ 0.125 03/01/25                                                                                                                                      | CUSIP: 852234AF0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4087968.75   | 0.32%             | 2025-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp Del                    | LMCA 1.375 10/15/23                                                                                                                                    | CUSIP: 531229AB8<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |    636000 | PA      | $786414.00    | 0.06%             | 2023-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                     | WDC 1.5 02/01/24                                                                                                                                       | CUSIP: 958102AP0<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    199000 | PA      | $190542.50    | 0.02%             | 2024-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Chegg Inc                                 | CHGG 0.125 03/15/25                                                                                                                                    | CUSIP: 163092AD1<br>LEI: 549300AKX7O8JG0O3G77 | Long             | DBT              | CORP              | US        |   2153000 | PA      | $1975377.50   | 0.16%             | 2025-03-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| STMicroelectronics N.V.                   | STM 0 08/04/25 A                                                                                                                                       | CUSIP: N83574AH1<br>LEI: 213800Z8NOHIKRI42W10 | Long             | DBT              | CORP              | NL        |   3200000 | PA      | $3367017.60   | 0.27%             | 2025-08-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: —       |
| Qiagen NV                                 | QGEN 0 12/17/27 QGEN                                                                                                                                   | CUSIP: N72482AU1<br>LEI: 54930036WK3GMCN17Z57 | Long             | DBT              | CORP              | NL        |   2600000 | PA      | $2462362.19   | 0.20%             | 2027-12-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Rapid7 Incorporation                      | RPD 2.25 05/01/25                                                                                                                                      | CUSIP: 753422AD6<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |    975000 | PA      | $938925.00    | 0.07%             | 2025-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated         | MCHP 0.125 11/15/24                                                                                                                                    | CUSIP: 595017AU8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $3070875.00   | 0.24%             | 2024-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: —       |
| DexCom Inc                                | DXCM 0.25 11/15/25                                                                                                                                     | CUSIP: 252131AK3<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |   2444000 | PA      | $2670070.00   | 0.21%             | 2025-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| Itron, Inc.                               | ITRI 0 03/15/26                                                                                                                                        | CUSIP: 465741AN6<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $959727.00    | 0.08%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Redfin Corporation                        | RDFN 0.5 04/01/27                                                                                                                                      | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |   1747000 | PA      | $807114.00    | 0.06%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| IMAX Corporation                          | IMAX 0.5 04/01/26                                                                                                                                      | CUSIP: 45245EAJ8<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | DBT              | CORP              | CA        |   2007000 | PA      | $1702762.70   | 0.13%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation               | JBLU 0.5 04/01/26                                                                                                                                      | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |   2722000 | PA      | $1998157.76   | 0.16%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Envestnet Inc                             | ENV 0.75 08/15/25                                                                                                                                      | CUSIP: 29404KAE6<br>LEI: 549300HLWZ5OKIDM8737 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2141700.00   | 0.17%             | 2025-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Upstart Holdings Inc                      | UPST 0.25 08/15/26                                                                                                                                     | CUSIP: 91680MAB3<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |    915000 | PA      | $484950.00    | 0.04%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc.              | ALNY 1 09/15/27                                                                                                                                        | CUSIP: 02043QAA5<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $2109750.00   | 0.17%             | 2027-09-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Bentley Systems Incorporated              | BSY 0.125 01/15/26                                                                                                                                     | CUSIP: 08265TAB5<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |    739000 | PA      | $677663.00    | 0.05%             | 2026-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Altair Engineering Inc                    | ALTR 1.75 06/15/27                                                                                                                                     | CUSIP: 021369AB9<br>LEI: 549300FJ89HZ6GU9S994 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2441880.00   | 0.19%             | 2027-06-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Envestnet Inc                             | ENV 2.625 12/01/27                                                                                                                                     | CUSIP: 29404KAF3<br>LEI: 549300HLWZ5OKIDM8737 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $1206282.00   | 0.10%             | 2027-12-01      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Perficient Inc                            | PRFT 0.125 11/15/26                                                                                                                                    | CUSIP: 71375UAF8<br>LEI: 549300HTBXKL2755T650 | Long             | DBT              | CORP              | US        |   3123000 | PA      | $2428132.50   | 0.19%             | 2026-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: —       |
| Unity Software Inc                        | U 0 11/15/26                                                                                                                                           | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $923791.00    | 0.07%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dropbox Inc                               | DBX 0 03/01/26                                                                                                                                         | CUSIP: 26210CAC8<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |   2186000 | PA      | $1984888.00   | 0.16%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Peloton Interactive Inc                   | PTON 0 02/15/26                                                                                                                                        | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $1616799.04   | 0.13%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rapid7 Incorporation                      | RPD 0.25 03/15/27                                                                                                                                      | CUSIP: 753422AF1<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |   2341000 | PA      | $1840011.30   | 0.15%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| The Greenbrier Companies, Inc.            | GBX 2.875 04/15/28                                                                                                                                     | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |   2776000 | PA      | $2460924.00   | 0.20%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| John Bean Technologies Corp.              | JBT 0.25 05/15/26                                                                                                                                      | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |   2704000 | PA      | $2334904.00   | 0.19%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                    | ON 0 05/01/27                                                                                                                                          | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   1144000 | PA      | $1521520.00   | 0.12%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nextera Energy Partners LP                | NEP 0 06/15/24                                                                                                                                         | CUSIP: 65341BAE6<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    915000 | PA      | $863302.50    | 0.07%             | 2024-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Liberty Media Corp Del                    | FWONK 2.25 08/15/27                                                                                                                                    | CUSIP: 531229AL6<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   2431000 | PA      | $2334975.50   | 0.19%             | 2027-08-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc.                        | POST 2.5 08/15/27                                                                                                                                      | CUSIP: 737446AS3<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   2439000 | PA      | $2573632.80   | 0.20%             | 2027-08-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Halozyme Therapeutics Inc                 | HALO 1 08/15/28                                                                                                                                        | CUSIP: 40637HAE9<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |    663000 | PA      | $784411.88    | 0.06%             | 2028-08-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Wayfair Inc                               | W 3.25 09/15/27                                                                                                                                        | CUSIP: 94419LAN1<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   1852000 | PA      | $1421410.00   | 0.11%             | 2027-09-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: —       |
| Nextgen Healthcare Inc                    | NXGN 3.75 11/15/27                                                                                                                                     | CUSIP: 65343CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1398538.76   | 0.11%             | 2027-11-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NCL Corporation Ltd.                      | NCLH 1.125 02/15/27                                                                                                                                    | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   4808000 | PA      | $3287710.40   | 0.26%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Varonis Systems Inc                       | VRNS 1.25 08/15/25                                                                                                                                     | CUSIP: 922280AB8<br>LEI: 549300SHIVNRRH7STS26 | Long             | DBT              | CORP              | US        |   2247000 | PA      | $2368338.00   | 0.19%             | 2025-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ceridian HCM Holding Inc                  | CDAY 0.25 03/15/26                                                                                                                                     | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |    960000 | PA      | $846240.00    | 0.07%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Dropbox Inc                               | DBX 0 03/01/28                                                                                                                                         | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |   2721000 | PA      | $2438016.00   | 0.19%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| InterDigital, Inc.                        | IDCC 3.5 06/01/27                                                                                                                                      | CUSIP: 45867GAC5<br>LEI: 529900HQAUTC3VI47G64 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $1131450.00   | 0.09%             | 2027-06-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Etsy Inc                                  | ETSY 0.25 06/15/28                                                                                                                                     | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   1892000 | PA      | $1629579.60   | 0.13%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                       | AXON 0.5 12/15/27                                                                                                                                      | CUSIP: 05464CAA9<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   1314000 | PA      | $1308744.00   | 0.10%             | 2027-12-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Snap Inc                                  | SNAP 0.125 03/01/28                                                                                                                                    | CUSIP: 83304AAG1<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   2379000 | PA      | $1599877.50   | 0.13%             | 2028-03-01      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Marriott Vacations Worldwide Corp         | VAC 0 01/15/26                                                                                                                                         | CUSIP: 57164YAD9<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |   1881000 | PA      | $1843380.00   | 0.15%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Incorporation           | LITE 0.5 06/15/28                                                                                                                                      | CUSIP: 55024UAE9<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   3479000 | PA      | $2650650.10   | 0.21%             | 2028-06-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc.  | MTSI 0.25 03/15/26                                                                                                                                     | CUSIP: 55405YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2613000 | PA      | $2598628.50   | 0.21%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DigitalOcean Holdings Inc                 | DOCN 0 12/01/26                                                                                                                                        | CUSIP: 25402DAB8<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1307092.50   | 0.10%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Conmed Corporation                        | CNMD 2.25 06/15/27                                                                                                                                     | CUSIP: 207410AG6<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |   2668000 | PA      | $2443888.00   | 0.19%             | 2027-06-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Bentley Systems Incorporated              | BSY 0.375 07/01/27                                                                                                                                     | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |    908000 | PA      | $743652.00    | 0.06%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc                       | FOUR 0.5 08/01/27                                                                                                                                      | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1129000 | PA      | $955698.50    | 0.08%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Winnebago Industries Inc.                 | WGO 1.5 04/01/25                                                                                                                                       | CUSIP: 974637AB6<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |   2058000 | PA      | $2168617.50   | 0.17%             | 2025-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Blackline Inc                             | BL 0 03/15/26                                                                                                                                          | CUSIP: 09239BAD1<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1486678.13   | 0.12%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics Inc                 | HALO 0.25 03/01/27                                                                                                                                     | CUSIP: 40637HAD1<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   2296000 | PA      | $2234295.00   | 0.18%             | 2027-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Cable One Inc                             | CABO 0 03/15/26                                                                                                                                        | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   1559000 | PA      | $1232389.50   | 0.10%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                        | F 0 03/15/26                                                                                                                                           | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   2995000 | PA      | $2840757.50   | 0.23%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Verint Systems Inc                        | VRNT 0.25 04/15/26                                                                                                                                     | CUSIP: 92343XAC4<br>LEI: 549300KEQJS5FRVUCO94 | Long             | DBT              | CORP              | US        |   3392000 | PA      | $2968000.00   | 0.24%             | 2026-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Snap Inc                                  | SNAP 0 05/01/27                                                                                                                                        | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    896000 | PA      | $630336.00    | 0.05%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                     | RCL 6 08/15/25                                                                                                                                         | CUSIP: 780153BP6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    538000 | PA      | $678418.00    | 0.05%             | 2025-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Jamf Holding Corp                         | JAMF 0.125 09/01/26                                                                                                                                    | CUSIP: 47074LAB1<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1535940.00   | 0.12%             | 2026-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: —       |
| Enphase Energy Inc                        | ENPH 0 03/01/26                                                                                                                                        | CUSIP: 29355AAH0<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |   1862000 | PA      | $2106853.00   | 0.17%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc            | BXMT 5.5 03/15/27                                                                                                                                      | CUSIP: 09257WAE0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |   2831000 | PA      | $2425813.13   | 0.19%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tripadvisor Inc                           | TRIP 0.25 04/01/26                                                                                                                                     | CUSIP: 896945AD4<br>LEI: 549300XVG45PT5BART17 | Long             | DBT              | CORP              | US        |   3353000 | PA      | $2694135.50   | 0.21%             | 2026-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Wolfspeed Inc.                            | WOLF 1.875 12/01/29                                                                                                                                    | CUSIP: 977852AC6<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   2856000 | PA      | $2586108.00   | 0.21%             | 2029-12-01      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Marriott Vacations Worldwide Corp         | VAC 3.25 12/15/27                                                                                                                                      | CUSIP: 57164YAE7<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |    822000 | PA      | $813780.00    | 0.06%             | 2027-12-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes              | T 0.25 06/15/24                                                                                                                                        | CUSIP: 91282CCG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32500000 | PA      | $30516992.19  | 2.42%             | 2024-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                   | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -11134 | NC      | $41.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                   | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -12280 | NC      | $105.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                   | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -17544 | NC      | $121.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -59855130 | NC      | $-19407.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -9016950 | NC      | $-53419.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -7433658 | NC      | $3432.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -15275800 | NC      | $-98184.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| International Monetary Market             | MAR 23 EMINI S&P MAR 23                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       262 | NC      | $50579100.00  | 4.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                    | FUT. US 2YR T-NOTE MAR23                                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       475 | NC      | $97412109.38  | 7.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                    | FUT. YR T-NOTES MAR23                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       172 | NC      | $19315062.50  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                    | FUT. U.S. T-BONDS MAR23                                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        22 | NC      | $2757562.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                    | FUT. CBT 5Y T-NOTE MAR23                                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       350 | NC      | $37775390.63  | 2.99%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANCEBERNSTEIN HOLDING                 | AB A 2023-01-20 PUT 30                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -7 | NC      | $-105.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE S&P 500 INDEXPUT OPT                 | SPX E 2023-01-20 PUT 3830                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -98 | NC      | $-638274.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE S&P 500 INDEXPUT OPT                 | SPX E 2023-01-20 PUT 3815                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -72 | NC      | $-425592.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE S&P 500 INDEXPUT OPT                 | SPX E 2023-01-20 PUT 3845                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -2 | NC      | $-14360.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE S&P 500 INDEXPUT OPT                 | SPX E 2023-01-20 PUT 3880                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -1 | NC      | $-9741.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE S&P 500 INDEXPUT OPT                 | SPX E 2023-01-20 PUT 3775                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -17 | NC      | $-76925.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 INDEX WEEKLY PUT                  | SPXW E 2023-01-06 PUT 3830                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -2 | NC      | $-6870.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 INDEX WEEKLY PUT                  | SPXW E 2023-01-06 PUT 3815                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -3 | NC      | $-8550.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 INDEX WEEKLY PUT                  | SPXW E 2023-01-13 PUT 3960                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -3 | NC      | $-39570.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 INDEX WEEKLY PUT                  | SPXW E 2023-01-13 PUT 3885                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -89 | NC      | $-748490.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 INDEX WEEKLY PUT                  | SPXW E 2023-01-27 PUT 3850                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -4 | NC      | $-33740.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 INDEX WEEKLY PUT                  | SPXW E 2022-12-30 PUT 3770                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -3 | NC      | $-15.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 INDEX WEEKLY PUT                  | SPXW E 2023-01-06 PUT 3835                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -1 | NC      | $-3628.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 INDEX WEEKLY PUT                  | SPXW E 2022-12-30 PUT 3830                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -26 | NC      | $-130.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 INDEX WEEKLY PUT                  | SPXW E 2022-12-30 PUT 3875                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -6 | NC      | $-20160.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 INDEX WEEKLY PUT                  | SPXW E 2023-01-27 PUT 3810                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -7 | NC      | $-47495.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 INDEX WEEKLY PUT                  | SPXW E 2023-01-06 PUT 3805                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -84 | NC      | $-209580.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 INDEX WEEKLY PUT                  | SPXW E 2023-01-13 PUT 3770                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -1 | NC      | $-3575.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 INDEX WEEKLY PUT                  | SPXW E 2022-12-30 PUT 3840                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -86 | NC      | $-10535.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 INDEX WEEKLY PUT                  | SPXW E 2023-01-27 PUT 3840                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -3 | NC      | $-23985.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 INDEX WEEKLY PUT                  | SPXW E 2023-01-13 PUT 3845                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -93 | NC      | $-593340.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 INDEX WEEKLY PUT                  | SPXW E 2023-01-06 PUT 3960                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -83 | NC      | $-978155.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 INDEX WEEKLY PUT                  | SPXW E 2023-01-06 PUT 3940                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -10 | NC      | $-101150.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 INDEX WEEKLY PUT                  | SPXW E 2023-01-27 PUT 3830                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -4 | NC      | $-30300.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 INDEX WEEKLY PUT                  | SPXW E 2022-12-30 PUT 3815                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -47 | NC      | $-235.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P WEEKLY INDEX OPTION P                 | SPXW E 2023-01-13 PUT 3955                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -4 | NC      | $-51300.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P WEEKLY INDEX OPTION P                 | SPXW E 2023-01-06 PUT 3770                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -2 | NC      | $-3060.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P500 INDEX EURO PM FLEX                 | 4SPX E 2026-11-30 CALL 4590                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       370 | NC      | $18692950.06  | 1.48%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P500 INDEX PM/EURO FLEX                 | 4SPX E 2027-11-30 CALL 4650                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       390 | NC      | $23143975.92  | 1.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Inst Fds                         | Northern Inst Fds LIQ ASET PORTF                                                                                                                       | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |  23364277 | NS      | $23364277.00  | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Inst Fds                         | Northern Inst Fds LIQ ASET PORTF                                                                                                                       | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |   5468806 | NS      | $5468806.50   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Guidestone Funds

**Signature:** Patrick Pattison

**Name of Signer:** Patrick Pattison

**Title:** Vice President & Treasurer