target date funds asset allocation funds select funds

229 Pages·2017·0.81 MB·English

SEPTEMBER 30, 2018
TARGET DATE FUNDS
MyDestination 2015 Fund GMTYX GMTZX
MyDestination 2025 Fund GMWYX GMWZX
MyDestination 2035 Fund GMHYX GMHZX
MyDestination 2045 Fund GMYYX GMFZX
MyDestination 2055 Fund GMGYX GMGZX

ASSET ALLOCATION FUNDS
Conservative Allocation Fund GCAYX GFIZX
Balanced Allocation Fund GBAYX GGIZX
Growth Allocation Fund GGRYX GCOZX
Aggressive Allocation Fund GAGYX GGBZX

SELECT FUNDS
Money Market Fund GMYXX GMZXX
Low-Duration Bond Fund GLDYX GLDZX
Medium-Duration Bond Fund GMDYX GMDZX
Extended-Duration Bond Fund GEDYX GEDZX
Global Bond Fund GGBEX GGBFX
Strategic Alternatives Fund GFSYX GFSZX
Defensive Market Strategies Fund GDMYX GDMZX
Equity Index Fund GEQYX GEQZX
Global Real Estate Securities Fund GREYX GREZX
Value Equity Fund GVEYX GVEZX
Growth Equity Fund GGEYX GGEZX
Small Cap Equity Fund GSCYX GSCZX
International Equity Index Fund GIIYX
International Equity Fund GIEYX GIEZX
Emerging Markets Equity Fund GEMYX GEMZX

© 2018 GuideStone® 204342 04/18
ABBREVIATIONS, FOOTNOTES AND INDEX DEFINITIONS
INVESTMENTABBREVIATIONS: Valueof Percentageof
1M —1Month Fund 144ASecurities NetAssets
1Y —1Year Low-DurationBond $252,154,887 26.78%
2M —2Month Medium-DurationBond 229,645,327 14.75
3M —3Month Extended-DurationBond 19,868,335 8.73
5Y —5Year GlobalBond 120,217,949 21.90
DefensiveMarketStrategies 92,743,938 8.53
6M —6Month
InternationalEquityIndex 4,693,955 0.79
ACES —AlternativeCreditEnhancementSecurities
InternationalEquity 11,403,767 0.91
ADR —AmericanDepositaryReceipt
EmergingMarketsEquity 8,751,800 1.87
ASX —AustralianSecuritiesExchange GlobalRealEstateFund 276,830 0.12
BBSW —BankBillSwapRate StrategicAlternatives 33,403,127 8.30
BUBOR —BudapestInterbankOfferedRate
CDI —CrestDepositoryInterest INVESTMENTFOOTNOTES:
CDOR —CanadianDollarOfferedRate π —Centurybondmaturingin2115.
CDX —AseriesofindexesthattrackNorthAmericanandemerging ‡‡ —Alloraportionofthesecuritywasheldascollateralfor
marketcreditderivativeindexes. openfutures,options,securitiessoldshortand/orswap
CFETS —ChinaForeignExchangeTradeSystem contracts.
CLO —CollateralizedLoanObligation ‡ —Securityrepresentsunderlyinginvestmentonopenoptions
CMBX —Agroupofindexesmadeupof25tranchesofcommercial contracts.
mortgage-backedsecurities(CMBS),eachwithdifferent * —Non-incomeproducingsecurity.
creditratings. # —Securityindefault.
CMT —ConstantMaturity § —Securitypurchasedwiththecashproceedsfromsecurities
COF —CostofFunds loaned.
CONV —Convertible ^ —Variableratesecurity.Securityissuedatafixedcouponrate,
CVA —DutchCertificate whichconvertstoavariablerateataspecifieddate.Rate
ETF —ExchangeTradedFund shownistherateineffectasofperiodend.
EURIBOR —EuroInterbankOfferedRate † —Variableratesecurity.Rateshownreflectstherateineffect
GDR —GlobalDepositaryReceipt asofSeptember30,2018.Maturitydateformoneymarket
instrumentsisthedateofthenextinterestratereset.
HIBOR —HongKongInterbankOfferedRate
γ —Variableorfloatingratesecurity,theinterestrateofwhich
ICELIBOR —IntercontinentalExchangeLondonInterbankOfferedRate
adjustsperiodicallybasedonchangesincurrentinterest
IO —InterestOnly(Principalamountshownisnotional)
ratesandprepaymentsontheunderlyingpoolofassets.
JIBAR —JohannesburgInterbankAverageRate Ω —RateshownreflectstheeffectiveyieldasofSeptember30,
KORIBOR —KoreaInterbankOfferedRate
2018.
LIBOR —LondonInterbankOfferedRate ∞ —Affiliatedfund.
LLC —LimitedLiabilityCompany Δ —Securityeitherpartiallyorfullyonloan.
LP —LimitedPartnership Σ —Alloraportionofthispositionhasnotsettled.Fullcontract
MIBID —MumbaiInterbankBidRate ratesdonottakeeffectuntilsettlementdate.
MIBOR —MumbaiInterbankOfferedRate ††† —SecurityisaLevel3investment(seeNote1inNotesto
MXN-TIIE- —TheEquilibriumInterbankInterestRate(“TIIE”)represents SchedulesofInvestments).
Banxico interbankcredittransactionsinlocalcurrency(MXN). Ø —7-daycurrentyieldasofSeptember30,2018isdisclosed.
NIBOR —NorwegianInterbankOfferedRate Ψ —SecurityisvaluedatfairvaluebytheValuationCommittee
NSE —NationalStockExchangeofIndiaLtd. (seeNote1inNotestoSchedulesofInvestments).Asof
NVDR —Non-VotingDepositoryReceipt September30,2018,thetotalmarketvaluesandpercentages
PCL —PublicCompanyLimited ofnetassetsforFairValuedsecuritiesbyfundwereas
PIK —Payment-in-KindBonds follows:
PLC —PublicLimitedCompany
Valueof
PRIBOR —PragueInterbankOfferedRate
Fair
REIT —RealEstateInvestmentTrust
Valued Percentageof
REMIC —RealEstateMortgageInvestmentConduit
Fund Securities NetAssets
SDR —SpecialDrawingRights
Low-DurationBond $ — —%
SONIA —SterlingOvernightIndexAverageRate
Medium-DurationBond 2,575,615 0.17
SOFR —SecuredOvernightFinancingRate
GlobalBond 52,526 0.01
SPDR —StandardandPoor’sDepositary SmallCapEquity — —
STEP —SteppedCouponBonds:Interestratesshownreflectthe InternationalEquity 94,358 0.01
ratescurrentlyineffect.
STIBOR —StockholmInterbankOfferedRate
STRIP —StrippedSecurity
TBA —Tobeannounced
WIBOR —WarsawInterbankOfferedRate
144A —SecuritywaspurchasedpursuanttoRule144Aunderthe
SecuritiesActof1933andmaynotberesoldsubjecttothat
ruleexcepttoqualifiedinstitutionalbuyers.Asof
September30,2018,thetotalmarketvaluesandpercentages
ofnetassetsfor144Asecuritiesbyfundwereasfollows:
1
ABBREVIATIONS, FOOTNOTES AND INDEX DEFINITIONS
FOREIGNBONDFOOTNOTES: COUNTERPARTYABBREVIATIONS:
(A) —ParisdenominatedinAustralianDollars(AUD). ANZ —CounterpartytocontractisAustraliaandNewZealand
(B) —ParisdenominatedinBrazilianReals(BRL). BankingGroup.
(C) —ParisdenominatedinCanadianDollars(CAD). BAR —CounterpartytocontractisBarclaysCapital.
(E) —ParisdenominatedinEuro(EUR). BNP —CounterpartytocontractisBNPParibas.
(I) —ParisdenominatedinIndonesianRupiahs(IDR). BOA —CounterpartytocontractisBankofAmerica.
(J) —ParisdenominatedinJapaneseYen(JPY). CITI —CounterpartytocontractisCitibankNALondon.
(K) —ParisdenominatedinNorwegianKroner(NOK). CME —CounterpartytocontractisChicagoMercantileExchange.
(M) —ParisdenominatedinMexicanPesos(MXN). CS —CounterpartytocontractisCreditSuisseInternational.
(Q) —ParisdenominatedinRussianRubles(RUB). DEUT —CounterpartytocontractisDeutscheBankAG.
(S) —ParisdenominatedinSouthAfricanRand(ZAR). GSC —CounterpartytocontractisGoldmanSachsCapitalMarkets,
(T) —ParisdenominatedinTurkishLira(TRY). LP.
(U) —ParisdenominatedinBritishPounds(GBP). HSBC —CounterpartytocontractisHSBCSecurities.
(V) —ParisdenominatedinDominicanPesos(DOP). ICE —CounterpartytocontractisIntercontinentalExchange.
(X) —ParisdenominatedinColombianPesos(COP). JPM —CounterpartytocontractisJPMorganChaseBank.
(Y) —ParisdenominatedinChineseYuan(CNY). LCH —CounterpartytocontractisLCH.Clearnet
(Z) —ParisdenominatedinNewZealandDollars(NZD). MSCS —CounterpartytocontractisMorganStanleyCapital
(ZA) —ParisdenominatedinArgentinePesos(ARS). Services.
NT —CounterpartytocontractisNorthernTrust.
RBC —CounterpartytocontractisRoyalBankofCanada.
RBS —CounterpartytocontractisRoyalBankofScotland.
SC —CounterpartytocontractisStandardCharteredPLC.
SS —CounterpartytocontractisStateStreetGlobalMarkets.
TD —CounterpartytocontractisToronto-DominionBank.
UBS —CounterpartytocontractisUBSAG.
WEST —CounterpartytocontractisWestpacPollock.
2
ABBREVIATIONS, FOOTNOTES AND INDEX DEFINITIONS
INDEXDEFINITIONS:
The Bloomberg Barclays GlobalAggregate Bond Index is a flagship measure of global investment grade debt from twenty-four local
currencymarkets.Thismulti-currencybenchmarkincludestreasury,government-related,corporateandsecuritizedfixed-ratebondsfrom
bothdevelopedandemergingmarketsissuers.
The Bloomberg Barclays US Aggregate Bond Index is a broad-based flagship benchmark that measures the investment grade, US
dollar-denominated, fixed-rate taxable bond market.The index includesTreasuries, government-related and corporate securities, MBS
(agencyfixed-rateandhybridARMpass-throughs),ABSandCMBS(agencyandnon-agency).
The Bloomberg Barclays US Corporate High Yield 2% Issuer Capped Bond Index is an issuer-constrained version of the flagship US
CorporateHighYieldIndex,whichmeasurestheUSD-denominated,highyield,fixed-ratecorporatebondmarket.Theindexfollowsthe
samerulesastheuncappedversion,butlimitstheexposureofeachissuerto2%ofthetotalmarketvalueandredistributesanyexcessmarket
valueindex-wideonaproratabasis.
TheBloombergBarclaysUSLongCreditIndexisalongmaturityconstrainedversionoftheBloombergBarclaysUSCreditIndexwhich
measurestheinvestmentgrade,USdollar-denominated,fixed-rate,taxablecorporateandgovernmentrelatedbondmarkets.Itiscomposed
oftheUSCorporateIndexandanon-corporatecomponentthatincludesforeignagencies,sovereigns,supranationalsandlocalauthorities.
The Bloomberg Barclays US Long Government Bond Index is a long maturity constrained version of the Bloomberg Barclays US
Government Bond Index which is comprised of the USTreasury and USAgency Indexes.The index includes US dollar-denominated,
fixed-rate,nominalUSTreasuriesandUSagencydebentures(securitiesissuedbyUSgovernmentownedorgovernmentsponsoredentities,
anddebtexplicitlyguaranteedbytheUSgovernment).
TheBloombergBarclaysUSLongGovernment/CreditBondIndexisalongmaturityconstrainedversionoftheBloombergBarclaysUS
Government/CreditBondIndexwhichisabroad-basedbenchmarkthatmeasuresthenon-securitizedcomponentoftheUSAggregateIndex.
Itincludesinvestmentgrade,USdollar-denominated,fixed-rateTreasuries,government-relatedandcorporatesecurities.
TheBloombergBarclaysUSIntermediateGovernment/CreditBondIndexisanintermediatematurityconstrainedversionoftheBloomberg
BarclaysUSGovernment/CreditBondIndexwhichisabroad-basedbenchmarkthatmeasuresthenon-securitizedcomponentoftheUS
AggregateIndex.Itincludesinvestmentgrade,USdollar-denominated,fixed-rateTreasuries,government-relatedandcorporatesecurities.
TheDowJonesIndustrialAverage(DJIA)isaprice-weightedaverageof30significantstockstradedontheNewYorkStockExchange
(NYSE)andNASDAQ.
TheFTSE3-MonthTreasuryBillIndexmeasuresmonthlyreturnequivalentsofyieldaveragesthatarenotmarkedtomarket,consistingof
thelastthreethree-monthTreasurybillissues.
TheFTSEEPRA/NAREITDevelopedIndexisdesignedtotracktheperformanceoflistedrealestatecompaniesandREITSworldwide.By
makingtheindexconstituentsfree-floatadjusted,liquidity,sizeandrevenuescreened,theseriesissuitableforuseasthebasisforinvestment
products.
TheICEBofAML0-3MonthU.S.TreasuryBillIndexisasubsetofICEBofAMLU.S.TreasuryBillIndexincludingallsecuritieswitha
remainingtermtofinalmaturitylessthan3months.
TheICEBofAML1-3YearU.S.TreasuryIndexisasubsetofTheICEBofAMerrillLynchU.S.TreasuryIndexincludingallsecuritieswith
aremainingtermtofinalmaturitylessthan3years.
TheICEBofAMLU.S.3-MonthTreasuryBillIndexiscomprisedofasingleissuepurchasedatthebeginningofthemonthandheldfora
fullmonth.Attheendofthemonththatissueissoldandrolledintoanewlyselectedissue.Theissueselectedateachmonth-endrebalancing
istheoutstandingTreasuryBillthatmaturesclosestto,butnotbeyond,threemonthsfromtherebalancingdate.Toqualifyforselection,an
issuemusthavesettledonorbeforethemonth-endrebalancingdate.
The J.P. Morgan Emerging Markets Bond Index Plus is a traditional, market-capitalization weighted index comprised of U.S. dollar
denominatedBradybonds,Eurobondsandtradedloansissuedbysovereignentities.
TheMSCIACWIexUSAIndexisafreefloat-adjustedmarketcapitalizationindexthatisdesignedtomeasureequitymarketperformance
intheglobaldeveloped(excludingU.S.)andemergingmarkets.
3
ABBREVIATIONS, FOOTNOTES AND INDEX DEFINITIONS
The MSCI EAFE Index is a free float-adjusted market capitalization index that is designed to measure equity market performance of
developed markets, excluding the U.S. & Canada.The index consists of the following 21 developed market country indexes:Australia,
Austria,Belgium,Denmark,Finland,France,Germany,HongKong,Ireland,Israel,Italy,Japan,theNetherlands,NewZealand,Norway,
Portugal,Singapore,Spain,Sweden,Switzerland,andtheUnitedKingdom.
The MSCI Emerging Markets Index is a free float-adjusted market capitalization index that is designed to measure equity market
performanceofemergingmarkets.Theindexconsistsofthefollowing24emergingmarketcountryindexes:Brazil,Chile,China,Colombia,
CzechRepublic,Egypt,Greece,Hungary,India,Indonesia,Korea,Malaysia,Mexico,Pakistan,Peru,Philippines,Poland,Qatar,Russia,
SouthAfrica,Taiwan,Thailand,Turkey,andUnitedArabEmirates.
TheNASDAQCompositeIndexisthemarketcapitalization-weightedindexofover3,300commonequitieslistedontheNASDAQstock
exchange.
TheRussell1000®GrowthIndexisalarge-capindexconsistingofthoseRussell1000®Indexsecuritieswithgreater-than-averagegrowth
orientation.Companiesinthisindextendtoexhibithigherprice-to-bookandprice-to-earnings-ratios,lowerdividendyieldsandhigher
forecastedgrowthvaluesthanthevalueuniverse.
TheRussell1000®ValueIndexisalarge-capindexconsistingofthoseRussell1000®Indexsecuritieswithaless-than-averagegrowth
orientation. Companies in this index tend to exhibit lower price-to-book and price-to-earnings ratios, higher dividend yields and lower
forecastedgrowthvaluesthanthegrowthuniverse.
TheRussell2000®Indexmeasurestheperformanceofthesmall-capsegmentoftheU.S.equityuniverse.TheRussell2000®Indexisa
subsetoftheRussell3000®Indexrepresentingapproximately10%ofthetotalmarketcapitalizationofthatindex.Itincludesapproximately
2,000ofthesmallestsecuritiesbasedonacombinationoftheirmarketcapandcurrentindexmembership.TheRussell2000®Indexis
constructedtoprovideacomprehensiveandunbiasedsmall-capbarometerandiscompletelyreconstitutedannuallytoensurethatlarger
stocksdonotdistorttheperformanceandcharacteristicsoftheactualsmall-capopportunityset.
TheRussell3000®Indexiscomposedofapproximately3,000largeU.S.companies.Thisportfolioofsecuritiesrepresentsapproximately
98%oftheinvestableU.S.equitymarket.
TheS&P500®Indexisamarketcapitalization-weightedequityindexcomposedofapproximately500U.S.companiesrepresentingall
majorindustries.Theindexisdesignedtomeasureperformanceofthebroaddomesticeconomythroughchangesintheaggregatemarket
valueofitsconstituents.
4
MYDESTINATION 2015 FUND
SCHEDULE OF INVESTMENTS September30,2018(Unaudited)
Shares Value Shares Value
MUTUALFUNDS—99.5% GuideStoneStrategic
GuideStoneMoneyMarketFund, AlternativesFund
1.98% (InstitutionalClass)∞ 2,840,879 $ 29,090,604
(InstitutionalClass)Ø∞ 6,231,248 $ 6,231,248
TotalMutualFunds
GuideStoneLow-DurationBondFund (Cost$630,282,595) 640,100,853
(InstitutionalClass)∞ 7,263,475 96,168,405
MONEYMARKETFUNDS—0.0%
GuideStoneMedium-Duration
BondFund NorthernInstitutional
(InstitutionalClass)∞ 11,252,528 160,235,992 U.S.GovernmentPortfolio,
1.87%Ø
GuideStoneGlobalBondFund
(InstitutionalClass)∞ 6,757,244 64,126,242 (Cost$2,489) 2,489 2,489
GuideStoneDefensiveMarket
Par
StrategiesFund
(InstitutionalClass)∞ 5,396,641 71,343,590 U.S.TREASURYOBLIGATION—0.0%
GuideStoneEquityIndexFund U.S.TreasuryBill
(InstitutionalClass)∞ 3,518,057 113,422,148 2.09%,12/06/18Ω‡‡
GuideStoneSmallCapEquityFund (Cost$298,858) $300,000 298,833
(InstitutionalClass)∞ 545,672 11,115,336
TOTALINVESTMENTS—99.5%
GuideStoneInternationalEquity
(Cost$630,583,942) 640,402,175
IndexFund
(InstitutionalClass)∞ 5,995,558 64,092,512
OtherAssetsinExcessof
GuideStoneEmergingMarkets Liabilities—0.5% 3,017,395
EquityFund
(InstitutionalClass)∞ 1,854,574 18,156,278 NETASSETS—100.0% $643,419,570
GuideStoneGlobalRealEstate
SecuritiesFund
(InstitutionalClass)∞ 643,375 6,118,498
FuturesContractsoutstandingatSeptember30,2018:
Valueand
Notional Unrealized
OpenLong MarketValue Counter- Appreciation
FutureType ExpirationDate (Short)Contracts ofContracts party (Depreciation)
MSCIEAFEIndexE-Mini 12/2018 11 $1,086,525 GSC $12,306
MSCIEmergingMarketsE-Mini 12/2018 7 367,395 GSC 5,967
S&P500®E-Mini 12/2018 15 2,189,250 GSC 3,860
10-YearU.S.TreasuryNote 12/2018 36 4,276,125 GSC (37,521)
TotalFuturesContractsoutstandingatSeptember30,2018 $7,919,295 $(15,388)
5 SeeNotestoScheduleofInvestments.
VALUATIONHIERARCHY
Thefollowingisasummaryoftheinputsused,asofSeptember30,2018,invaluingtheFund’sinvestmentscarriedatfairvalue:
Level2 Level3
Total Level1 OtherSignificant Significant
Value QuotedPrices ObservableInputs UnobservableInputs
Assets:
InvestmentsinSecurities:
MoneyMarketFunds $ 2,489 $ 2,489 $ — $ —
MutualFunds 640,100,853 640,100,853 — —
U.S.TreasuryObligation 298,833 — 298,833 —
TotalAssets-InvestmentsinSecurities $640,402,175 $640,103,342 $298,833 $ —
OtherFinancialInstruments***
FuturesContracts $ 22,133 $ 22,133 $ — $ —
TotalAssets-OtherFinancialInstruments $ 22,133 $ 22,133 $ — $ —
Liabilities:
OtherFinancialInstruments***
FuturesContracts $ (37,521) $ (37,521) $ — $ —
TotalLiabilities-OtherFinancialInstruments $ (37,521) $ (37,521) $ — $ —
*** Otherfinancialinstrumentsarederivativeinstruments,suchasfuturescontracts,whicharevaluedattheunrealizedappreciation(depreciation)onthe
investment.Furtherdetailsregardingthevalueoftheseinvestmentscanbefoundinthepreceding(cid:2)FuturesContractsoutstanding(cid:2)disclosure.
TherewerenotransfersbetweenLevel1,Level2andLevel3duringtheperiodendedSeptember30,2018.
SeeNotestoScheduleofInvestments. 6
MYDESTINATION 2025 FUND
SCHEDULE OF INVESTMENTS September30,2018(Unaudited)
Shares Value Shares Value
MUTUALFUNDS—99.9% GuideStoneStrategic
GuideStoneMoneyMarketFund, AlternativesFund
1.98% (InstitutionalClass)∞ 2,856,509 $ 29,250,648
(InstitutionalClass)Ø∞ 19,611,506 $ 19,611,506
TotalMutualFunds
GuideStoneLow-DurationBondFund (Cost$1,177,049,939) 1,206,552,172
(InstitutionalClass)∞ 3,573,034 47,306,977
MONEYMARKETFUNDS—0.0%
GuideStoneMedium-Duration
BondFund NorthernInstitutional
(InstitutionalClass)∞ 21,589,203 307,430,244 U.S.GovernmentPortfolio,
1.87%Ø
GuideStoneGlobalBondFund
(InstitutionalClass)∞ 9,246,546 87,749,724 (Cost$14,487) 14,487 14,487
GuideStoneDefensiveMarket
Par
StrategiesFund
(InstitutionalClass)∞ 9,803,999 129,608,867 U.S.TREASURYOBLIGATION—0.1%
GuideStoneEquityIndexFund U.S.TreasuryBill
(InstitutionalClass)∞ 9,833,998 317,048,082 2.09%,12/06/18Ω‡‡
GuideStoneSmallCapEquityFund (Cost$597,716) $600,000 597,666
(InstitutionalClass)∞ 1,486,267 30,275,268
TOTALINVESTMENTS—100.0%
GuideStoneInternationalEquity
(Cost$1,177,662,142) 1,207,164,325
IndexFund
(InstitutionalClass)∞ 16,462,541 175,984,560
OtherAssetsinExcessof
GuideStoneEmergingMarkets Liabilities—0.0% 403,521
EquityFund
(InstitutionalClass)∞ 4,884,574 47,819,984 NETASSETS—100.0% $1,207,567,846
GuideStoneGlobalRealEstate
SecuritiesFund
(InstitutionalClass)∞ 1,521,168 14,466,312
FuturesContractsoutstandingatSeptember30,2018:
Valueand
Notional Unrealized
OpenLong MarketValue Counter- Appreciation
FutureType ExpirationDate (Short)Contracts ofContracts party (Depreciation)
MSCIEAFEIndexE-Mini 12/2018 29 $ 2,864,475 GSC $40,645
MSCIEmergingMarketsE-Mini 12/2018 18 944,730 GSC 20,286
S&P500®E-Mini 12/2018 42 6,129,900 GSC 18,623
10-YearU.S.TreasuryNote 12/2018 60 7,126,875 GSC (82,879)
TotalFuturesContractsoutstandingatSeptember30,2018 $17,065,980 $ (3,325)
7 SeeNotestoScheduleofInvestments.
VALUATIONHIERARCHY
Thefollowingisasummaryoftheinputsused,asofSeptember30,2018,invaluingtheFund’sinvestmentscarriedatfairvalue:
Level2 Level3
Total Level1 OtherSignificant Significant
Value QuotedPrices ObservableInputs UnobservableInputs
Assets:
InvestmentsinSecurities:
MoneyMarketFunds $ 14,487 $ 14,487 $ — $ —
MutualFunds 1,206,552,172 1,206,552,172 — —
U.S.TreasuryObligation 597,666 — 597,666 —
TotalAssets-InvestmentsinSecurities $1,207,164,325 $1,206,566,659 $597,666 $ —
OtherFinancialInstruments***
FuturesContracts $ 79,554 $ 79,554 $ — $ —
TotalAssets-OtherFinancialInstruments $ 79,554 $ 79,554 $ — $ —
Liabilities:
OtherFinancialInstruments***
FuturesContracts $ (82,879) $ (82,879) $ — $ —
TotalLiabilities-OtherFinancialInstruments $ (82,879) $ (82,879) $ — $ —
*** Otherfinancialinstrumentsarederivativeinstruments,suchasfuturescontracts,whicharevaluedattheunrealizedappreciation(depreciation)onthe
investment.Furtherdetailsregardingthevalueoftheseinvestmentscanbefoundinthepreceding(cid:2)FuturesContractsoutstanding(cid:2)disclosure.
TherewerenotransfersbetweenLevel1,Level2andLevel3duringtheperiodendedSeptember30,2018.
SeeNotestoScheduleofInvestments. 8
MYDESTINATION 2035 FUND
SCHEDULE OF INVESTMENTS September30,2018(Unaudited)
Shares Value Shares Value
MUTUALFUNDS—100.0% MONEYMARKETFUNDS—0.0%
GuideStoneMoneyMarketFund, NorthernInstitutional
1.98% U.S.GovernmentPortfolio,
(InstitutionalClass)Ø∞ 13,192,784 $ 13,192,784 1.87%Ø
GuideStoneMedium-Duration (Cost$12,669) 12,669 $12,669
BondFund
(InstitutionalClass)∞ 8,545,808 121,692,313 Par
GuideStoneGlobalBondFund
U.S.TREASURYOBLIGATION—0.1%
(InstitutionalClass)∞ 3,184,915 30,224,841
U.S.TreasuryBill
GuideStoneDefensiveMarket
StrategiesFund 2.09%,12/06/18Ω‡‡
(InstitutionalClass)∞ 3,165,096 41,842,566 (Cost$697,336) $700,000 697,276
GuideStoneEquityIndexFund TOTALINVESTMENTS—100.1%
(InstitutionalClass)∞ 9,028,117 291,066,480 (Cost$716,478,534) 743,734,786
GuideStoneSmallCapEquityFund
(InstitutionalClass)∞ 1,391,372 28,342,243 LiabilitiesinExcessofOther
Assets—(0.1)% (385,350)
GuideStoneInternationalEquity
IndexFund NETASSETS—100.0% $743,349,436
(InstitutionalClass)∞ 14,845,489 158,698,275
GuideStoneEmergingMarkets
EquityFund
(InstitutionalClass)∞ 4,781,181 46,807,763
GuideStoneGlobalRealEstate
SecuritiesFund
(InstitutionalClass)∞ 1,173,246 11,157,576
TotalMutualFunds
(Cost$715,768,529) 743,024,841
FuturesContractsoutstandingatSeptember30,2018:
Valueand
Notional Unrealized
OpenLong MarketValue Counter- Appreciation
FutureType ExpirationDate (Short)Contracts ofContracts party (Depreciation)
MSCIEAFEIndexE-Mini 12/2018 31 $ 3,062,025 GSC $43,700
MSCIEmergingMarketsE-Mini 12/2018 17 892,245 GSC 18,858
S&P500®E-Mini 12/2018 41 5,983,950 GSC 17,643
10-YearU.S.TreasuryNote 12/2018 23 2,731,969 GSC (37,295)
TotalFuturesContractsoutstandingatSeptember30,2018 $12,670,189 $42,906
9 SeeNotestoScheduleofInvestments.