500 Index Trust

		Shares or Principal Amount		Value
COMMON STOCKS – 95.1%
Communication services – 8.4%
Diversified telecommunication services – 0.7%
AT&T, Inc.		1,446,727		$	21,729,840
Verizon Communications, Inc.		851,504			27,597,245
					49,327,085
Entertainment – 1.2%
Activision Blizzard, Inc.		145,179			13,593,110
Electronic Arts, Inc.		49,915			6,009,766
Live Nation Entertainment, Inc. (A)		28,643			2,378,515
Netflix, Inc. (A)		89,723			33,879,405
Take-Two Interactive Software, Inc. (A)		31,703			4,450,784
The Walt Disney Company (A)		370,794			30,052,854
Warner Brothers Discovery, Inc. (A)		445,343			4,836,425
					95,200,859
Interactive media and services – 5.6%
Alphabet, Inc., Class A (A)		1,201,356			157,209,446
Alphabet, Inc., Class C (A)		1,021,880			134,734,878
Match Group, Inc. (A)		57,048			2,234,855
Meta Platforms, Inc., Class A (A)		450,041			135,106,809
					429,285,988
Media – 0.7%
Charter Communications, Inc., Class A (A)		20,596			9,058,533
Comcast Corp., Class A		833,272			36,947,280
Fox Corp., Class A		49,917			1,557,410
Fox Corp., Class B		28,364			819,152
News Corp., Class A		77,739			1,559,444
News Corp., Class B		24,074			502,424
Omnicom Group, Inc.		39,346			2,930,490
Paramount Global, Class B		101,798			1,313,194
The Interpublic Group of Companies, Inc.		78,829			2,259,239
					56,947,166
Wireless telecommunication services – 0.2%
T-Mobile US, Inc. (A)		104,714			14,665,196
					645,426,294
Consumer discretionary – 10.2%
Automobile components – 0.1%
Aptiv PLC (A)		57,308			5,649,996
BorgWarner, Inc.		47,743			1,927,385
					7,577,381
Automobiles – 2.1%
Ford Motor Company		796,171			9,888,444
General Motors Company		278,399			9,178,815
Tesla, Inc. (A)		559,118			139,902,491
					158,969,750
Broadline retail – 3.1%
Amazon.com, Inc. (A)		1,838,434			233,701,730
eBay, Inc.		107,458			4,737,823
Etsy, Inc. (A)		25,524			1,648,340
					240,087,893
Distributors – 0.1%
Genuine Parts Company		28,512			4,116,563
LKQ Corp.		52,549			2,601,701
Pool Corp.		7,981			2,842,034
					9,560,298
Hotels, restaurants and leisure – 2.1%
Airbnb, Inc., Class A (A)		86,327			11,844,928
Booking Holdings, Inc. (A)		7,229			22,293,875
Caesars Entertainment, Inc. (A)		43,225			2,003,479
Carnival Corp. (A)		208,498			2,860,593
Chipotle Mexican Grill, Inc. (A)		5,597			10,252,753

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Hotels, restaurants and leisure (continued)
Darden Restaurants, Inc.		24,711		$	3,539,109
Domino's Pizza, Inc.		7,234			2,740,167
Expedia Group, Inc. (A)		27,593			2,844,011
Hilton Worldwide Holdings, Inc.		53,005			7,960,291
Las Vegas Sands Corp.		66,241			3,036,487
Marriott International, Inc., Class A		50,767			9,978,762
McDonald's Corp.		147,549			38,870,309
MGM Resorts International		57,206			2,102,893
Norwegian Cruise Line Holdings, Ltd. (A)		84,949			1,399,960
Royal Caribbean Cruises, Ltd. (A)		47,789			4,403,278
Starbucks Corp.		231,617			21,139,684
Wynn Resorts, Ltd.		19,273			1,781,018
Yum! Brands, Inc.		56,188			7,020,129
					156,071,726
Household durables – 0.3%
D.R. Horton, Inc.		61,109			6,567,384
Garmin, Ltd.		31,103			3,272,036
Lennar Corp., A Shares		51,404			5,769,071
Mohawk Industries, Inc. (A)		10,631			912,246
NVR, Inc. (A)		663			3,953,668
PulteGroup, Inc.		44,644			3,305,888
Whirlpool Corp.		10,989			1,469,229
					25,249,522
Leisure products – 0.0%
Hasbro, Inc.		26,168			1,730,752
Specialty retail – 2.0%
AutoZone, Inc. (A)		3,675			9,334,463
Bath & Body Works, Inc.		46,024			1,555,611
Best Buy Company, Inc.		40,399			2,806,519
CarMax, Inc. (A)		32,087			2,269,514
Lowe's Companies, Inc.		118,648			24,659,800
O'Reilly Automotive, Inc. (A)		12,212			11,098,998
Ross Stores, Inc.		69,253			7,822,126
The Home Depot, Inc.		203,553			61,505,574
The TJX Companies, Inc.		232,543			20,668,422
Tractor Supply Company		21,675			4,401,109
Ulta Beauty, Inc. (A)		10,112			4,039,238
					150,161,374
Textiles, apparel and luxury goods – 0.4%
NIKE, Inc., Class B		247,900			23,704,198
Ralph Lauren Corp.		8,648			1,003,946
Tapestry, Inc.		47,507			1,365,826
VF Corp.		66,571			1,176,310
					27,250,280
					776,658,976
Consumer staples – 6.2%
Beverages – 1.5%
Brown-Forman Corp., Class B		36,859			2,126,396
Constellation Brands, Inc., Class A		32,417			8,147,365
Keurig Dr. Pepper, Inc.		203,868			6,436,113
Molson Coors Beverage Company, Class B		37,938			2,412,477
Monster Beverage Corp. (A)		150,773			7,983,430
PepsiCo, Inc.		278,813			47,242,075
The Coca-Cola Company		787,268			44,071,263
					118,419,119
Consumer staples distribution and retail – 1.7%
Costco Wholesale Corp.		89,689			50,670,697
Dollar General Corp.		44,242			4,680,804
Dollar Tree, Inc. (A)		42,553			4,529,767
Sysco Corp.		102,707			6,783,797
Target Corp.		93,478			10,335,862

1

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Consumer staples distribution and retail (continued)
The Kroger Company		134,411		$	6,014,892
Walgreens Boots Alliance, Inc.		144,610			3,216,126
Walmart, Inc.		288,843			46,194,661
					132,426,606
Food products – 0.9%
Archer-Daniels-Midland Company		108,553			8,187,067
Bunge, Ltd.		30,477			3,299,135
Campbell Soup Company		40,598			1,667,766
Conagra Brands, Inc.		96,783			2,653,790
General Mills, Inc.		117,768			7,535,974
Hormel Foods Corp.		58,343			2,218,784
Kellogg Company		53,996			3,213,302
Lamb Weston Holdings, Inc.		30,263			2,798,117
McCormick & Company, Inc.		50,494			3,819,366
Mondelez International, Inc., Class A		276,298			19,175,081
The Hershey Company		30,148			6,032,012
The J.M. Smucker Company		20,301			2,495,196
The Kraft Heinz Company		160,576			5,401,777
Tyson Foods, Inc., Class A		58,385			2,947,859
					71,445,226
Household products – 1.3%
Church & Dwight Company, Inc.		50,553			4,632,171
Colgate-Palmolive Company		167,996			11,946,196
Kimberly-Clark Corp.		67,947			8,211,395
The Clorox Company		24,829			3,254,089
The Procter & Gamble Company		477,104			69,590,389
					97,634,240
Personal care products – 0.2%
Kenvue, Inc.		348,949			7,006,896
The Estee Lauder Companies, Inc., Class A		47,287			6,835,336
					13,842,232
Tobacco – 0.6%
Altria Group, Inc.		359,647			15,123,156
Philip Morris International, Inc.		314,435			29,110,392
					44,233,548
					478,000,971
Energy – 4.5%
Energy equipment and services – 0.4%
Baker Hughes Company		203,597			7,191,046
Halliburton Company		182,834			7,404,777
Schlumberger, Ltd.		288,412			16,814,420
					31,410,243
Oil, gas and consumable fuels – 4.1%
APA Corp.		61,418			2,524,280
Chevron Corp.		359,169			60,563,077
ConocoPhillips		242,236			29,019,873
Coterra Energy, Inc.		154,272			4,173,058
Devon Energy Corp.		128,973			6,152,012
Diamondback Energy, Inc.		36,102			5,591,478
EOG Resources, Inc.		117,729			14,923,328
EQT Corp.		74,581			3,026,497
Exxon Mobil Corp.		810,473			95,295,415
Hess Corp.		56,175			8,594,775
Kinder Morgan, Inc.		390,853			6,480,343
Marathon Oil Corp.		122,835			3,285,836
Marathon Petroleum Corp.		81,124			12,277,306
Occidental Petroleum Corp.		134,333			8,715,525
ONEOK, Inc.		90,085			5,714,092
Phillips 66		90,289			10,848,223
Pioneer Natural Resources Company		47,377			10,875,390
Targa Resources Corp.		45,672			3,915,004

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Oil, gas and consumable fuels (continued)
The Williams Companies, Inc.		245,648		$	8,275,881
Valero Energy Corp.		71,592			10,145,302
					310,396,695
					341,806,938
Financials – 12.2%
Banks – 2.9%
Bank of America Corp.		1,400,324			38,340,871
Citigroup, Inc.		390,184			16,048,268
Citizens Financial Group, Inc.		94,395			2,529,786
Comerica, Inc.		26,372			1,095,757
Fifth Third Bancorp		138,331			3,503,924
Huntington Bancshares, Inc.		290,737			3,023,665
JPMorgan Chase & Co.		588,495			85,343,545
KeyCorp		188,019			2,023,084
M&T Bank Corp.		34,330			4,341,029
Regions Financial Corp.		188,368			3,239,930
The PNC Financial Services Group, Inc.		80,295			9,857,817
Truist Financial Corp.		271,505			7,767,758
U.S. Bancorp		315,546			10,431,951
Wells Fargo & Company		740,775			30,268,067
Zions Bancorp NA		30,334			1,058,353
					218,873,805
Capital markets – 2.7%
Ameriprise Financial, Inc.		20,843			6,871,520
BlackRock, Inc.		28,441			18,386,822
Cboe Global Markets, Inc.		21,381			3,339,926
CME Group, Inc.		72,451			14,506,139
FactSet Research Systems, Inc.		7,656			3,347,663
Franklin Resources, Inc.		57,265			1,407,574
Intercontinental Exchange, Inc.		115,905			12,751,868
Invesco, Ltd.		91,704			1,331,542
MarketAxess Holdings, Inc.		7,588			1,621,100
Moody's Corp.		31,806			10,056,103
Morgan Stanley		258,603			21,120,107
MSCI, Inc.		15,946			8,181,574
Nasdaq, Inc.		68,329			3,320,106
Northern Trust Corp.		42,010			2,918,855
Raymond James Financial, Inc.		37,731			3,789,324
S&P Global, Inc.		65,917			24,086,731
State Street Corp.		64,676			4,330,705
T. Rowe Price Group, Inc.		45,498			4,771,375
The Bank of New York Mellon Corp.		158,213			6,747,784
The Blackstone Group, Inc.		143,790			15,405,661
The Charles Schwab Corp.		302,000			16,579,800
The Goldman Sachs Group, Inc.		66,821			21,621,271
					206,493,550
Consumer finance – 0.4%
American Express Company		117,854			17,582,638
Capital One Financial Corp.		77,375			7,509,244
Discover Financial Services		49,860			4,319,372
Synchrony Financial		83,854			2,563,417
					31,974,671
Financial services – 4.1%
Berkshire Hathaway, Inc., Class B (A)		369,262			129,352,479
Fidelity National Information Services, Inc.		120,006			6,632,732
Fiserv, Inc. (A)		123,520			13,952,819
FleetCor Technologies, Inc. (A)		15,122			3,861,251
Global Payments, Inc.		52,245			6,028,551
Jack Henry & Associates, Inc.		14,688			2,219,944
Mastercard, Inc., Class A		168,462			66,695,790
PayPal Holdings, Inc. (A)		222,387			13,000,744

2

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Financial services (continued)
Visa, Inc., Class A		325,358		$	74,835,594
					316,579,904
Insurance – 2.1%
Aflac, Inc.		109,535			8,406,811
American International Group, Inc.		144,415			8,751,549
Aon PLC, Class A		41,075			13,317,337
Arch Capital Group, Ltd. (A)		74,598			5,946,207
Arthur J. Gallagher & Company		43,854			9,995,642
Assurant, Inc.		10,727			1,540,183
Brown & Brown, Inc.		47,261			3,300,708
Chubb, Ltd.		83,150			17,310,167
Cincinnati Financial Corp.		32,093			3,282,793
Everest Group, Ltd.		8,670			3,222,379
Globe Life, Inc.		18,268			1,986,280
Loews Corp.		37,763			2,390,776
Marsh & McLennan Companies, Inc.		99,829			18,997,459
MetLife, Inc.		127,597			8,027,127
Principal Financial Group, Inc.		44,721			3,223,042
Prudential Financial, Inc.		73,424			6,967,203
The Allstate Corp.		53,297			5,937,819
The Hartford Financial Services Group, Inc.		61,023			4,327,141
The Progressive Corp.		118,892			16,561,656
The Travelers Companies, Inc.		45,968			7,507,034
W.R. Berkley Corp.		41,177			2,614,328
Willis Towers Watson PLC		21,567			4,506,640
					158,120,281
					932,042,211
Health care – 12.7%
Biotechnology – 2.0%
AbbVie, Inc.		357,353			53,267,038
Amgen, Inc.		108,401			29,133,853
Biogen, Inc. (A)		29,254			7,518,571
Gilead Sciences, Inc.		252,671			18,935,165
Incyte Corp. (A)		37,218			2,150,084
Moderna, Inc. (A)		66,941			6,914,336
Regeneron Pharmaceuticals, Inc. (A)		21,607			17,781,697
Vertex Pharmaceuticals, Inc. (A)		52,203			18,153,071
					153,853,815
Health care equipment and supplies – 2.5%
Abbott Laboratories		351,224			34,016,044
Align Technology, Inc. (A)		14,174			4,327,606
Baxter International, Inc.		101,525			3,831,554
Becton, Dickinson and Company		58,708			15,177,779
Boston Scientific Corp. (A)		296,186			15,638,621
Dentsply Sirona, Inc.		43,433			1,483,671
DexCom, Inc. (A)		79,149			7,384,602
Edwards Lifesciences Corp. (A)		123,321			8,543,679
GE HealthCare Technologies, Inc.		79,173			5,386,931
Hologic, Inc. (A)		50,328			3,492,763
IDEXX Laboratories, Inc. (A)		16,783			7,338,702
Insulet Corp. (A)		14,119			2,251,839
Intuitive Surgical, Inc. (A)		71,117			20,786,788
Medtronic PLC		269,797			21,141,293
ResMed, Inc.		30,153			4,458,724
STERIS PLC		20,162			4,423,946
Stryker Corp.		68,402			18,692,215
Teleflex, Inc.		9,456			1,857,253
The Cooper Companies, Inc.		9,946			3,162,927
Zimmer Biomet Holdings, Inc.		42,298			4,746,682
					188,143,619
Health care providers and services – 2.8%
Cardinal Health, Inc.		50,724			4,403,858

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Health care providers and services (continued)
Cencora, Inc.		33,635		$	6,053,291
Centene Corp. (A)		109,594			7,548,835
CVS Health Corp.		260,458			18,185,178
DaVita, Inc. (A)		11,227			1,061,288
Elevance Health, Inc.		47,701			20,769,969
HCA Healthcare, Inc.		40,729			10,018,519
Henry Schein, Inc. (A)		27,440			2,037,420
Humana, Inc.		25,110			12,216,517
Laboratory Corp. of America Holdings		18,224			3,663,935
McKesson Corp.		27,395			11,912,716
Molina Healthcare, Inc. (A)		11,713			3,840,576
Quest Diagnostics, Inc.		22,514			2,743,556
The Cigna Group		60,023			17,170,780
UnitedHealth Group, Inc.		187,579			94,575,456
Universal Health Services, Inc., Class B		12,049			1,514,921
					217,716,815
Life sciences tools and services – 1.5%
Agilent Technologies, Inc.		60,218			6,733,577
Bio-Rad Laboratories, Inc., Class A (A)		4,320			1,548,504
Bio-Techne Corp.		31,636			2,153,463
Charles River Laboratories International, Inc. (A)		10,254			2,009,579
Danaher Corp.		133,025			33,003,503
Illumina, Inc. (A)		32,249			4,427,143
IQVIA Holdings, Inc. (A)		36,899			7,259,878
Mettler-Toledo International, Inc. (A)		4,424			4,902,102
Revvity, Inc.		25,446			2,816,872
Thermo Fisher Scientific, Inc.		78,047			39,505,050
Waters Corp. (A)		12,071			3,309,989
West Pharmaceutical Services, Inc.		14,928			5,601,135
					113,270,795
Pharmaceuticals – 3.9%
Bristol-Myers Squibb Company		423,263			24,566,185
Catalent, Inc. (A)		36,128			1,644,908
Eli Lilly & Company		161,450			86,719,639
Johnson & Johnson		487,511			75,929,838
Merck & Company, Inc.		513,764			52,892,004
Organon & Company		51,271			890,065
Pfizer, Inc.		1,142,479			37,896,028
Viatris, Inc.		244,448			2,410,257
Zoetis, Inc.		93,249			16,223,461
					299,172,385
					972,157,429
Industrials – 7.9%
Aerospace and defense – 1.5%
Axon Enterprise, Inc. (A)		14,374			2,860,282
General Dynamics Corp.		46,034			10,172,133
Howmet Aerospace, Inc.		79,900			3,695,375
Huntington Ingalls Industries, Inc.		8,053			1,647,483
L3Harris Technologies, Inc.		38,576			6,716,853
Lockheed Martin Corp.		45,331			18,538,566
Northrop Grumman Corp.		28,630			12,602,640
RTX Corp.		294,557			21,199,267
Textron, Inc.		40,372			3,154,668
The Boeing Company (A)		114,916			22,027,099
TransDigm Group, Inc. (A)		11,177			9,423,664
					112,038,030
Air freight and logistics – 0.5%
CH Robinson Worldwide, Inc.		23,622			2,034,563
Expeditors International of Washington, Inc.		30,470			3,492,776
FedEx Corp.		46,518			12,323,549

3

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Air freight and logistics (continued)
United Parcel Service, Inc., Class B		146,268		$	22,798,793
					40,649,681
Building products – 0.4%
A.O. Smith Corp.		25,900			1,712,767
Allegion PLC		17,708			1,845,174
Carrier Global Corp.		169,658			9,365,122
Johnson Controls International PLC		138,860			7,388,741
Masco Corp.		45,463			2,429,997
Trane Technologies PLC		45,982			9,330,208
					32,072,009
Commercial services and supplies – 0.5%
Cintas Corp.		17,644			8,486,940
Copart, Inc. (A)		175,924			7,580,565
Republic Services, Inc.		41,399			5,899,771
Rollins, Inc.		50,792			1,896,065
Waste Management, Inc.		74,914			11,419,890
					35,283,231
Construction and engineering – 0.1%
Quanta Services, Inc.		29,650			5,546,626
Electrical equipment – 0.6%
AMETEK, Inc.		46,253			6,834,343
Eaton Corp. PLC		81,124			17,302,127
Emerson Electric Company		116,029			11,204,921
Generac Holdings, Inc. (A)		12,868			1,402,097
Rockwell Automation, Inc.		23,271			6,652,481
					43,395,969
Ground transportation – 0.7%
CSX Corp.		405,694			12,475,091
JB Hunt Transport Services, Inc.		16,742			3,156,202
Norfolk Southern Corp.		46,261			9,110,179
Old Dominion Freight Line, Inc.		18,112			7,410,344
Union Pacific Corp.		123,304			25,108,394
					57,260,210
Industrial conglomerates – 0.8%
3M Company		111,605			10,448,460
General Electric Company		221,058			24,437,962
Honeywell International, Inc.		134,281			24,807,072
					59,693,494
Machinery – 1.7%
Caterpillar, Inc.		103,309			28,203,357
Cummins, Inc.		28,423			6,493,519
Deere & Company		55,254			20,851,755
Dover Corp.		27,998			3,906,001
Fortive Corp.		71,706			5,317,717
IDEX Corp.		15,215			3,165,024
Illinois Tool Works, Inc.		55,586			12,802,012
Ingersoll Rand, Inc.		81,279			5,179,098
Nordson Corp.		10,898			2,432,107
Otis Worldwide Corp.		82,851			6,653,764
PACCAR, Inc.		105,147			8,939,598
Parker-Hannifin Corp.		25,879			10,080,388
Pentair PLC		33,154			2,146,722
Snap-on, Inc.		10,738			2,738,834
Stanley Black & Decker, Inc.		31,464			2,629,761
Wabtec Corp.		36,665			3,896,390
Xylem, Inc.		48,672			4,430,612
					129,866,659
Passenger airlines – 0.2%
Alaska Air Group, Inc. (A)		25,555			947,579
American Airlines Group, Inc. (A)		131,005			1,678,174
Delta Air Lines, Inc.		132,778			4,912,786
Southwest Airlines Company		119,616			3,238,005

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Passenger airlines (continued)
United Airlines Holdings, Inc. (A)		65,870		$	2,786,301
					13,562,845
Professional services – 0.7%
Automatic Data Processing, Inc.		83,699			20,136,305
Broadridge Financial Solutions, Inc.		23,632			4,231,310
Ceridian HCM Holding, Inc. (A)		30,855			2,093,512
Equifax, Inc.		24,675			4,519,967
Jacobs Solutions, Inc.		25,725			3,511,463
Leidos Holdings, Inc.		27,526			2,536,796
Paychex, Inc.		64,633			7,454,124
Paycom Software, Inc.		9,799			2,540,587
Robert Half, Inc.		22,088			1,618,609
Verisk Analytics, Inc.		29,412			6,948,291
					55,590,964
Trading companies and distributors – 0.2%
Fastenal Company		115,852			6,330,153
United Rentals, Inc.		13,770			6,121,729
W.W. Grainger, Inc.		8,906			6,161,527
					18,613,409
					603,573,127
Information technology – 26.1%
Communications equipment – 0.9%
Arista Networks, Inc. (A)		50,544			9,296,558
Cisco Systems, Inc.		825,750			44,392,320
F5, Inc. (A)		12,007			1,934,808
Juniper Networks, Inc.		65,036			1,807,350
Motorola Solutions, Inc.		33,612			9,150,531
					66,581,567
Electronic equipment, instruments and components – 0.5%
Amphenol Corp., Class A		121,650			10,217,384
CDW Corp.		27,264			5,500,785
Corning, Inc.		158,219			4,820,933
Keysight Technologies, Inc. (A)		36,276			4,799,678
TE Connectivity, Ltd.		63,296			7,818,955
Teledyne Technologies, Inc. (A)		9,448			3,860,264
Trimble, Inc. (A)		49,926			2,689,014
Zebra Technologies Corp., Class A (A)		10,441			2,469,610
					42,176,623
IT services – 1.2%
Accenture PLC, Class A		127,760			39,236,374
Akamai Technologies, Inc. (A)		30,432			3,242,225
Cognizant Technology Solutions Corp., Class A		102,238			6,925,602
DXC Technology Company (A)		38,755			807,267
EPAM Systems, Inc. (A)		11,565			2,957,055
Gartner, Inc. (A)		15,945			5,478,861
IBM Corp.		184,496			25,884,789
VeriSign, Inc. (A)		18,144			3,674,704
					88,206,877
Semiconductors and semiconductor equipment – 7.0%
Advanced Micro Devices, Inc. (A)		327,242			33,647,022
Analog Devices, Inc.		101,452			17,763,231
Applied Materials, Inc.		169,706			23,495,796
Broadcom, Inc.		83,548			69,393,298
Enphase Energy, Inc. (A)		28,135			3,380,420
First Solar, Inc. (A)		21,612			3,492,283
Intel Corp.		847,277			30,120,697
KLA Corp.		27,796			12,748,913
Lam Research Corp.		26,956			16,895,212
Microchip Technology, Inc.		109,450			8,542,573
Micron Technology, Inc.		222,387			15,128,988
Monolithic Power Systems, Inc.		9,655			4,460,610

4

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Semiconductors and semiconductor equipment (continued)
NVIDIA Corp.		500,104		$	217,540,239
NXP Semiconductors NV		52,140			10,423,829
ON Semiconductor Corp. (A)		87,338			8,118,067
Qorvo, Inc. (A)		19,198			1,832,833
Qualcomm, Inc.		226,390			25,142,873
Skyworks Solutions, Inc.		32,345			3,188,894
SolarEdge Technologies, Inc. (A)		11,216			1,452,584
Teradyne, Inc.		31,606			3,175,139
Texas Instruments, Inc.		184,279			29,302,204
					539,245,705
Software – 9.6%
Adobe, Inc. (A)		92,294			47,060,711
ANSYS, Inc. (A)		17,553			5,222,895
Autodesk, Inc. (A)		43,087			8,915,131
Cadence Design Systems, Inc. (A)		55,232			12,940,858
Fair Isaac Corp. (A)		5,113			4,440,794
Fortinet, Inc. (A)		131,937			7,742,063
Gen Digital, Inc.		119,359			2,110,267
Intuit, Inc.		56,585			28,911,540
Microsoft Corp.		1,504,358			475,001,039
Oracle Corp.		318,788			33,766,025
Palo Alto Networks, Inc. (A)		62,110			14,561,068
PTC, Inc. (A)		24,069			3,410,096
Roper Technologies, Inc.		21,696			10,506,939
Salesforce, Inc. (A)		197,203			39,988,824
ServiceNow, Inc. (A)		41,212			23,035,860
Synopsys, Inc. (A)		30,838			14,153,717
Tyler Technologies, Inc. (A)		8,382			3,236,625
					735,004,452
Technology hardware, storage and peripherals – 6.9%
Apple, Inc.		2,975,696			509,468,912
Hewlett Packard Enterprise Company		261,936			4,549,828
HP, Inc.		175,389			4,507,497
NetApp, Inc.		42,353			3,213,746
Seagate Technology Holdings PLC		39,371			2,596,517
Western Digital Corp. (A)		63,291			2,887,968
					527,224,468
					1,998,439,692
Materials – 2.3%
Chemicals – 1.6%
Air Products & Chemicals, Inc.		45,189			12,806,563
Albemarle Corp.		23,612			4,014,984
Celanese Corp.		20,095			2,522,324
CF Industries Holdings, Inc.		38,296			3,283,499
Corteva, Inc.		144,865			7,411,293
Dow, Inc.		142,102			7,326,779
DuPont de Nemours, Inc.		93,053			6,940,823
Eastman Chemical Company		24,757			1,899,357
Ecolab, Inc.		51,456			8,716,646
FMC Corp.		25,392			1,700,502
International Flavors & Fragrances, Inc.		51,396			3,503,665
Linde PLC		98,768			36,776,265
LyondellBasell Industries NV, Class A		51,294			4,857,542
PPG Industries, Inc.		47,374			6,149,145
The Mosaic Company		65,528			2,332,797
The Sherwin-Williams Company		48,118			12,272,496
					122,514,680
Construction materials – 0.1%
Martin Marietta Materials, Inc.		12,574			5,161,376
Vulcan Materials Company		26,792			5,412,520
					10,573,896
Containers and packaging – 0.2%
Amcor PLC		302,948			2,775,004

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Containers and packaging (continued)
Avery Dennison Corp.		16,381		$	2,992,317
Ball Corp.		63,362			3,154,160
International Paper Company		68,497			2,429,589
Packaging Corp. of America		18,795			2,885,972
Sealed Air Corp.		29,277			962,042
Westrock Company		51,264			1,835,251
					17,034,335
Metals and mining – 0.4%
Freeport-McMoRan, Inc.		291,996			10,888,531
Newmont Corp.		160,001			5,912,037
Nucor Corp.		50,349			7,872,066
Steel Dynamics, Inc.		31,056			3,329,824
					28,002,458
					178,125,369
Real estate – 2.3%
Health care REITs – 0.2%
Healthpeak Properties, Inc.		107,274			1,969,551
Ventas, Inc.		80,579			3,394,793
Welltower, Inc.		105,011			8,602,501
					13,966,845
Hotel and resort REITs – 0.0%
Host Hotels & Resorts, Inc.		144,118			2,315,976
Industrial REITs – 0.3%
Prologis, Inc.		187,300			21,016,933
Office REITs – 0.1%
Alexandria Real Estate Equities, Inc.		32,031			3,206,303
Boston Properties, Inc.		28,753			1,710,228
					4,916,531
Real estate management and development – 0.1%
CBRE Group, Inc., Class A (A)		62,854			4,642,396
CoStar Group, Inc. (A)		82,657			6,355,497
					10,997,893
Residential REITs – 0.3%
AvalonBay Communities, Inc.		28,969			4,975,136
Camden Property Trust		21,380			2,022,120
Equity Residential		70,442			4,135,650
Essex Property Trust, Inc.		13,129			2,784,530
Invitation Homes, Inc.		116,892			3,704,307
Mid-America Apartment Communities, Inc.		24,239			3,118,347
UDR, Inc.		60,860			2,170,876
					22,910,966
Retail REITs – 0.3%
Federal Realty Investment Trust		14,679			1,330,358
Kimco Realty Corp.		124,682			2,193,156
Realty Income Corp.		143,674			7,175,080
Regency Centers Corp.		33,451			1,988,327
Simon Property Group, Inc.		65,992			7,129,116
					19,816,037
Specialized REITs – 1.0%
American Tower Corp.		94,511			15,542,334
Crown Castle, Inc.		88,293			8,125,605
Digital Realty Trust, Inc.		61,273			7,415,258
Equinix, Inc.		18,987			13,789,499
Extra Space Storage, Inc.		42,790			5,202,408
Iron Mountain, Inc.		58,600			3,483,770
Public Storage		31,814			8,383,625
SBA Communications Corp.		21,678			4,339,285
VICI Properties, Inc.		203,484			5,921,384

5

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Specialized REITs (continued)
Weyerhaeuser Company		149,243		$	4,575,790
					76,778,958
					172,720,139
Utilities – 2.3%
Electric utilities – 1.5%
Alliant Energy Corp.		50,585			2,450,843
American Electric Power Company, Inc.		104,991			7,897,423
Constellation Energy Corp.		64,503			7,035,987
Duke Energy Corp.		156,584			13,820,104
Edison International		76,927			4,868,710
Entergy Corp.		43,225			3,998,313
Evergy, Inc.		46,270			2,345,889
Eversource Energy		71,559			4,161,156
Exelon Corp.		199,402			7,535,402
FirstEnergy Corp.		105,238			3,597,035
NextEra Energy, Inc.		409,199			23,443,011
NRG Energy, Inc.		47,404			1,826,002
PG&E Corp. (A)		424,164			6,841,765
Pinnacle West Capital Corp.		22,789			1,679,094
PPL Corp.		148,410			3,496,540
The Southern Company		220,874			14,294,965
Xcel Energy, Inc.		112,231			6,421,858
					115,714,097
Gas utilities – 0.0%
Atmos Energy Corp.		30,676			3,249,509
Independent power and renewable electricity producers – 0.0%
The AES Corp.		134,651			2,046,695
Multi-utilities – 0.7%
Ameren Corp.		53,877			4,031,616

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Multi-utilities (continued)
CenterPoint Energy, Inc.		126,903		$	3,407,346
CMS Energy Corp.		58,502			3,107,041
Consolidated Edison, Inc.		69,875			5,976,409
Dominion Energy, Inc.		170,188			7,602,298
DTE Energy Company		42,108			4,180,482
NiSource, Inc.		81,769			2,018,059
Public Service Enterprise Group, Inc.		100,567			5,723,268
Sempra		126,422			8,600,489
WEC Energy Group, Inc.		63,590			5,122,175
					49,769,183
Water utilities – 0.1%
American Water Works Company, Inc.		39,207			4,855,003
					175,634,487
TOTAL COMMON STOCKS (Cost $2,934,282,185)				$	7,274,585,633
SHORT-TERM INVESTMENTS – 4.6%
Short-term funds – 4.6%
John Hancock Collateral Trust, 5.2943% (B)(C)		35,022,813			350,077,536
TOTAL SHORT-TERM INVESTMENTS (Cost $350,089,308)				$	350,077,536
Total Investments (500 Index Trust) (Cost $3,284,371,493) – 99.7%				$	7,624,663,169
Other assets and liabilities, net – 0.3%					23,968,261
TOTAL NET ASSETS – 100.0%				$	7,648,631,430

Security Abbreviations and Legend
(A)	Non-income producing security.
(B)	The rate shown is the annualized seven-day yield as of 9-30-23.
(C)	Investment is an affiliate of the fund, the advisor and/or subadvisor.

DERIVATIVES

FUTURES

Open contracts	Number of contracts	Position	Expiration date	Notional basis^	Notional value^	Unrealized appreciation (depreciation)
S&P 500 E-Mini Index Futures	1,740	Long	Dec 2023	$391,547,503	$376,318,500	$(15,229,003)
						$(15,229,003)

    

^ Notional basis refers to the contractual amount agreed upon at inception of open contracts; notional value represents the current value of the open contract.

Active Bond Trust

		Shares or Principal Amount		Value
U.S. GOVERNMENT AND AGENCY OBLIGATIONS – 43.8%
U.S. Government – 16.0%
U.S. Treasury Bonds
1.250%, 05/15/2050	$	2,000,000		$	943,594
1.625%, 11/15/2050		6,500,000			3,404,629
1.875%, 02/15/2041		6,000,000			3,870,469
2.000%, 08/15/2051		3,000,000			1,731,094
2.250%, 05/15/2041 to 02/15/2052		3,389,000			2,296,999
2.500%, 02/15/2045		7,566,000			5,137,787
3.000%, 02/15/2047 to 08/15/2052		10,288,000			7,515,813
3.375%, 08/15/2042 to 11/15/2048		5,925,000			4,762,801
3.625%, 02/15/2053 to 05/15/2053		9,703,000			8,030,031
3.875%, 05/15/2043		1,000,000			869,375

Active Bond Trust (continued)

		Shares or Principal Amount		Value
U.S. GOVERNMENT AND AGENCY OBLIGATIONS (continued)
U.S. Government (continued)
U.S. Treasury Bonds (continued)
4.000%, 11/15/2042	$	4,927,000		$	4,373,097
4.125%, 08/15/2053		1,500,000			1,361,719
4.375%, 08/15/2043		7,457,000			6,957,148
U.S. Treasury Notes
1.125%, 02/15/2031		3,000,000			2,366,250
1.375%, 11/15/2031		4,000,000			3,135,312
1.625%, 05/15/2031		3,000,000			2,435,625
2.375%, 05/15/2027		1,100,000			1,014,406
2.875%, 08/15/2028		6,000,000			5,540,391
3.875%, 08/15/2033		10,309,000			9,740,394

6

Active Bond Trust (continued)

		Shares or Principal Amount		Value
U.S. GOVERNMENT AND AGENCY OBLIGATIONS (continued)
U.S. Government (continued)
U.S. Treasury Notes (continued)
4.125%, 08/31/2030	$	9,264,000		$	8,991,870
4.375%, 08/31/2028		50,000			49,504
					84,528,308
U.S. Government Agency – 27.8%
Federal Home Loan Mortgage Corp.
2.000%, 06/01/2036		749,795			646,556
2.500%, 08/01/2051 to 12/01/2051		1,722,534			1,381,396
3.000%, 03/01/2043 to 12/01/2049		4,470,753			3,800,144
3.500%, 10/01/2046 to 04/01/2052		13,709,148			11,972,328
4.000%, 01/01/2041 to 05/01/2052		2,599,013			2,340,821
4.500%, 12/01/2037 to 08/01/2053		13,575,696			12,638,388
5.000%, 09/01/2052 to 08/01/2053		9,021,517			8,539,346
5.500%, 09/01/2052 to 09/01/2053		2,762,467			2,683,400
6.000%, 08/01/2053 to 10/01/2053 (A)		2,682,383			2,663,224
Federal National Mortgage Association
2.000%, 04/01/2037		765,812			660,368
2.459%, 04/01/2034 (B)		998,932			784,610
2.500%, 01/01/2036 to 03/01/2052		8,481,777			6,873,480
3.000%, 01/01/2043 to 03/01/2052		27,754,300			23,298,525
3.500%, 06/01/2042 to 08/01/2052		21,117,813			18,401,536
4.000%, 10/01/2025 to 07/01/2052		22,112,910			19,927,941
4.500%, 11/01/2037 to 05/01/2053		12,880,171			11,972,425
5.000%, 12/01/2034 to 05/01/2053		11,403,056			10,847,186
5.372%, (6 month Refinitiv USD IBOR Consumer Cash Fallback Rate + 2.122%), 07/01/2033 (C)		11,712			11,864
5.500%, 09/01/2034 to 05/01/2053		5,866,425			5,729,898
5.818%, (1 Year Refinitiv USD IBOR Consumer Cash Fallback Rate + 1.606%), 08/01/2034 (C)		114,698			115,539
6.000%, 05/01/2035 to 02/01/2036		780,862			792,445
7.000%, 09/01/2031 to 06/01/2032		61,269			63,263
7.500%, 09/01/2029 to 05/01/2031		7,257			7,494
Government National Mortgage Association
4.000%, 02/15/2041		699,190			649,132
5.000%, 04/15/2035		94,968			92,863
5.500%, 03/15/2035		42,117			42,005
6.000%, 03/15/2033 to 06/15/2033		80,067			80,720
6.500%, 09/15/2028 to 08/15/2031		11,789			11,883
7.000%, 04/15/2029		15,509			15,710
8.000%, 10/15/2026		6,965			7,063
					147,051,553
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $264,815,989)				$	231,579,861
FOREIGN GOVERNMENT OBLIGATIONS – 0.6%
Argentina – 0.0%
Republic of Argentina 3.500%, (3.500% to 7-9-29, then 4.875% thereafter), 07/09/2041		109,000			27,881
Republic of Argentina, GDP-Linked Note 7.993%, 12/15/2035 (D)*	ARS	19,532,033			558
					28,439
Germany – 0.2%
Federal Republic of Germany 6.250%, 01/04/2030	EUR	725,000			918,857
Mexico – 0.1%
Government of Mexico 8.000%, 12/07/2023	MXN	11,861,100			675,547

Active Bond Trust (continued)

		Shares or Principal Amount		Value
FOREIGN GOVERNMENT OBLIGATIONS (continued)
Panama – 0.1%
Republic of Panama
8.875%, 09/30/2027	$	344,000		$	376,563
9.375%, 04/01/2029		130,000			148,608
					525,171
Qatar – 0.1%
State of Qatar
3.375%, 03/14/2024 (E)		323,000			319,109
5.103%, 04/23/2048 (E)		375,000			339,258
					658,367
Saudi Arabia – 0.1%
Kingdom of Saudi Arabia 4.375%, 04/16/2029 (E)		601,000			572,590
United Kingdom – 0.0%
Government of United Kingdom 6.000%, 12/07/2028	GBP	85,000			111,532
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $4,189,882)				$	3,490,503
CORPORATE BONDS – 38.9%
Communication services – 3.0%
AT&T, Inc.
4.350%, 06/15/2045 (F)	$	285,000			213,262
7.625%, 04/15/2031		451,000			483,090
C&W Senior Financing DAC 6.875%, 09/15/2027 (E)		251,000			220,711
Charter Communications Operating LLC
2.800%, 04/01/2031		400,000			311,943
4.200%, 03/15/2028		526,000			482,783
5.750%, 04/01/2048		606,000			483,867
6.484%, 10/23/2045		429,000			374,578
Comcast Corp.
3.969%, 11/01/2047		633,000			472,272
3.999%, 11/01/2049		761,000			564,698
Connect Finco SARL 6.750%, 10/01/2026 (E)		315,000			293,800
Deutsche Telekom International Finance BV 8.750%, 06/15/2030		758,000			868,245
Fox Corp. 3.500%, 04/08/2030		400,000			346,779
GCI LLC 4.750%, 10/15/2028 (E)		249,000			214,763
Globo Comunicacao e Participacoes SA 4.875%, 01/22/2030 (E)		302,000			250,845
Lumen Technologies, Inc. 7.600%, 09/15/2039		1,000,000			300,000
Match Group Holdings II LLC
3.625%, 10/01/2031 (E)		81,000			63,919
4.125%, 08/01/2030 (E)		189,000			155,955
Meta Platforms, Inc. 4.800%, 05/15/2030		143,000			139,288
Millicom International Cellular SA 6.250%, 03/25/2029 (E)		214,200			181,865
Netflix, Inc.
4.375%, 11/15/2026		700,000			674,898
4.875%, 04/15/2028		403,000			390,474
5.375%, 11/15/2029 (E)		80,000			78,059
5.875%, 11/15/2028		394,000			396,230
News Corp. 3.875%, 05/15/2029 (E)		209,000			179,740
Paramount Global 4.375%, 03/15/2043 (F)		642,000			415,239
Sirius XM Radio, Inc.
4.000%, 07/15/2028 (E)		213,000			181,810

7

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Communication services (continued)
Sirius XM Radio, Inc. (continued)
5.000%, 08/01/2027 (E)	$	373,000		$	340,698
Sprint Capital Corp. 6.875%, 11/15/2028		400,000			412,999
Stagwell Global LLC 5.625%, 08/15/2029 (E)		125,000			100,938
Telesat Canada 5.625%, 12/06/2026 (E)		112,000			77,000
Time Warner Cable Enterprises LLC 8.375%, 07/15/2033		300,000			322,518
Time Warner Cable LLC 5.500%, 09/01/2041		450,000			352,005
T-Mobile USA, Inc.
2.875%, 02/15/2031		59,000			47,834
3.375%, 04/15/2029		372,000			327,189
3.875%, 04/15/2030		1,197,000			1,060,507
4.500%, 04/15/2050		300,000			230,049
5.750%, 01/15/2054		342,000			315,161
Total Play Telecomunicaciones SA de CV
6.375%, 09/20/2028 (E)		278,000			137,554
7.500%, 11/12/2025 (E)		404,000			289,057
Verizon Communications, Inc.
4.522%, 09/15/2048		978,000			767,772
4.672%, 03/15/2055		397,000			311,618
5.012%, 08/21/2054		335,000			278,343
Vodafone Group PLC
5.625%, 02/10/2053		173,000			153,309
7.000%, (7.000% to 1-4-29, then 5 Year U.S. Swap Rate + 4.873%), 04/04/2079		277,000			275,119
WarnerMedia Holdings, Inc.
4.279%, 03/15/2032		257,000			218,146
5.050%, 03/15/2042		143,000			110,595
5.141%, 03/15/2052		811,000			602,606
WMG Acquisition Corp. 3.875%, 07/15/2030 (E)		222,000			187,523
Zayo Group Holdings, Inc.
4.000%, 03/01/2027 (E)		184,000			136,507
6.125%, 03/01/2028 (E)		170,000			109,262
					15,903,422
Consumer discretionary – 3.7%
Acushnet Company 7.375%, 10/15/2028 (E)		44,000			44,220
Affinity Interactive 6.875%, 12/15/2027 (E)		159,000			134,797
Asbury Automotive Group, Inc.
4.625%, 11/15/2029 (E)		50,000			42,944
4.750%, 03/01/2030		175,000			149,558
AutoNation, Inc. 4.750%, 06/01/2030		793,000			714,493
AutoZone, Inc. 3.125%, 04/21/2026		535,000			502,202
Booking Holdings, Inc. 4.625%, 04/13/2030		324,000			307,573
Brookfield Residential Properties, Inc. 5.000%, 06/15/2029 (E)		154,000			126,753
Caesars Entertainment, Inc. 7.000%, 02/15/2030 (E)		92,000			89,522
CCM Merger, Inc. 6.375%, 05/01/2026 (E)		139,000			132,949
Century Communities, Inc. 3.875%, 08/15/2029 (E)		189,000			156,381
Choice Hotels International, Inc. 3.700%, 12/01/2029 to 01/15/2031		297,000			251,288

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Consumer discretionary (continued)
Dealer Tire LLC 8.000%, 02/01/2028 (E)	$	122,000		$	114,375
eBay, Inc. 2.700%, 03/11/2030		439,000			364,835
Expedia Group, Inc.
2.950%, 03/15/2031		190,000			153,073
5.000%, 02/15/2026		700,000			685,511
Ford Motor Company 3.250%, 02/12/2032		177,000			136,407
Ford Motor Credit Company LLC
4.000%, 11/13/2030		200,000			167,039
4.125%, 08/17/2027		346,000			315,128
5.113%, 05/03/2029		532,000			486,955
6.800%, 05/12/2028		770,000			769,109
Full House Resorts, Inc. 8.250%, 02/15/2028 (E)		134,000			117,250
General Motors Company 5.400%, 10/15/2029 to 04/01/2048		531,000			481,300
General Motors Financial Company, Inc.
2.400%, 10/15/2028		715,000			592,764
3.600%, 06/21/2030		875,000			732,330
Group 1 Automotive, Inc. 4.000%, 08/15/2028 (E)		140,000			121,534
Hilton Grand Vacations Borrower Escrow LLC
4.875%, 07/01/2031 (E)		187,000			152,446
5.000%, 06/01/2029 (E)		238,000			206,452
Hyatt Hotels Corp. 5.750%, 04/23/2030		68,000			65,923
Hyundai Capital America 2.375%, 10/15/2027 (E)		156,000			135,055
Jacobs Entertainment, Inc. 6.750%, 02/15/2029 (E)		104,000			92,300
KB Home
4.000%, 06/15/2031		215,000			173,289
7.250%, 07/15/2030		56,000			55,009
Lithia Motors, Inc.
3.875%, 06/01/2029 (E)		101,000			85,123
4.375%, 01/15/2031 (E)		101,000			83,559
4.625%, 12/15/2027 (E)		50,000			45,653
LKQ Corp. 5.750%, 06/15/2028 (E)		100,000			97,692
Macy's Retail Holdings LLC
5.875%, 04/01/2029 to 03/15/2030 (E)		199,000			171,653
6.125%, 03/15/2032 (E)		171,000			141,125
Marriott International, Inc.
2.850%, 04/15/2031		500,000			403,050
3.125%, 06/15/2026		1,000,000			934,802
4.625%, 06/15/2030		216,000			198,970
McDonald's Corp.
3.600%, 07/01/2030		500,000			446,377
4.200%, 04/01/2050		500,000			388,142
MDC Holdings, Inc. 2.500%, 01/15/2031		155,000			115,745
MGM Resorts International 4.750%, 10/15/2028		400,000			352,412
Midwest Gaming Borrower LLC 4.875%, 05/01/2029 (E)		252,000			214,545
Mohegan Tribal Gaming Authority 8.000%, 02/01/2026 (E)		209,000			192,322
NCL Corp., Ltd. 3.625%, 12/15/2024 (E)		700,000			672,220
NIKE, Inc.
2.750%, 03/27/2027		500,000			461,853
2.850%, 03/27/2030		500,000			433,108

8

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Consumer discretionary (continued)
Nissan Motor Acceptance Company LLC
1.850%, 09/16/2026 (E)	$	361,000		$	314,074
2.000%, 03/09/2026 (E)		176,000			157,313
Resorts World Las Vegas LLC 4.625%, 04/16/2029 (E)		235,000			187,595
The Home Depot, Inc.
2.500%, 04/15/2027		500,000			456,137
2.700%, 04/15/2030		500,000			426,987
The Michaels Companies, Inc.
5.250%, 05/01/2028 (E)		304,000			242,622
7.875%, 05/01/2029 (E)		281,000			183,450
The TJX Companies, Inc.
3.875%, 04/15/2030		400,000			367,772
4.500%, 04/15/2050 (F)		400,000			334,979
Toll Brothers Finance Corp. 4.875%, 03/15/2027		500,000			478,901
Travel + Leisure Company
4.625%, 03/01/2030 (E)		101,000			84,994
6.000%, 04/01/2027		700,000			665,980
Valvoline, Inc. 3.625%, 06/15/2031 (E)		302,000			233,975
Wyndham Hotels & Resorts, Inc. 4.375%, 08/15/2028 (E)		133,000			119,458
Yum! Brands, Inc.
4.750%, 01/15/2030 (E)		131,000			117,667
5.350%, 11/01/2043		600,000			526,500
6.875%, 11/15/2037		292,000			296,287
					19,403,806
Consumer staples – 1.6%
Anheuser-Busch Companies LLC
4.700%, 02/01/2036		348,000			318,955
4.900%, 02/01/2046		151,000			131,603
Anheuser-Busch InBev Worldwide, Inc. 4.439%, 10/06/2048		730,000			601,095
Bunge, Ltd. Finance Corp. 3.250%, 08/15/2026		500,000			467,351
Coruripe Netherlands BV 10.000%, 02/10/2027 (E)		228,000			167,010
Edgewell Personal Care Company
4.125%, 04/01/2029 (E)		104,000			88,400
5.500%, 06/01/2028 (E)		183,000			169,046
Fomento Economico Mexicano SAB de CV 4.375%, 05/10/2043		1,000,000			799,520
General Mills, Inc. 2.875%, 04/15/2030		400,000			338,050
JBS USA LUX SA
3.625%, 01/15/2032		235,000			187,109
3.750%, 12/01/2031		86,000			68,889
5.125%, 02/01/2028		155,000			147,498
5.750%, 04/01/2033		393,000			359,423
Keurig Dr. Pepper, Inc. 3.200%, 05/01/2030		560,000			482,930
Kraft Heinz Foods Company
4.375%, 06/01/2046		573,000			446,505
4.875%, 10/01/2049		164,000			136,897
5.000%, 06/04/2042		175,000			151,562
MARB BondCo PLC 3.950%, 01/29/2031 (E)		308,000			228,391
NBM US Holdings, Inc. 6.625%, 08/06/2029 (E)		274,000			249,929
PepsiCo, Inc. 2.750%, 03/19/2030		500,000			433,097
Pilgrim's Pride Corp. 6.250%, 07/01/2033		302,000			283,816

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Consumer staples (continued)
Sysco Corp.
5.950%, 04/01/2030	$	355,000		$	357,940
6.600%, 04/01/2050		1,000,000			1,032,350
Target Corp. 2.250%, 04/15/2025		500,000			476,453
The Estee Lauder Companies, Inc. 2.600%, 04/15/2030		400,000			335,608
					8,459,427
Energy – 4.7%
Aker BP ASA 4.000%, 01/15/2031 (E)		461,000			396,011
Anadarko Petroleum Corp.
4.500%, 07/15/2044 (F)		400,000			252,468
5.550%, 03/15/2026		800,000			761,456
Antero Midstream Partners LP 5.375%, 06/15/2029 (E)		233,000			213,332
Antero Resources Corp. 5.375%, 03/01/2030 (E)		90,000			82,860
Apache Corp. 5.100%, 09/01/2040		325,000			258,173
Ascent Resources Utica Holdings LLC
5.875%, 06/30/2029 (E)		296,000			266,167
8.250%, 12/31/2028 (E)		47,000			46,511
Buckeye Partners LP 3.950%, 12/01/2026 (F)		500,000			448,995
Cameron International Corp. 5.950%, 06/01/2041		1,178,000			1,016,808
Cheniere Energy Partners LP
4.000%, 03/01/2031		436,000			372,752
4.500%, 10/01/2029		416,000			376,677
CNOOC Finance 2003, Ltd. 5.500%, 05/21/2033 (E)		545,000			532,628
Columbia Pipelines Operating Company LLC
5.927%, 08/15/2030 (E)		105,000			103,648
6.036%, 11/15/2033 (E)		162,000			158,129
ConocoPhillips Company 5.950%, 03/15/2046		30,000			29,479
Continental Resources, Inc. 4.900%, 06/01/2044		595,000			437,107
CSI Compressco LP 7.500%, 04/01/2025 (E)		98,000			95,305
Devon Energy Corp.
5.000%, 06/15/2045		600,000			483,238
7.875%, 09/30/2031		874,000			958,821
Enbridge Energy Partners LP 7.500%, 04/15/2038		600,000			631,259
Enbridge, Inc.
5.500%, (5.500% to 7-15-27, then 3 month CME Term SOFR + 3.680%), 07/15/2077		312,000			272,233
5.750%, (5.750% to 4-15-30, then 5 Year CMT + 5.314%), 07/15/2080		403,000			350,796
6.250%, (6.250% to 3-1-28, then 3 month CME Term SOFR + 3.903%), 03/01/2078		279,000			248,972
8.500%, (8.500% to 10-15-33, then 5 Year CMT + 4.431%), 01/15/2084		171,000			169,593
Energean Israel Finance, Ltd.
5.375%, 03/30/2028 (E)		99,000			88,788
5.875%, 03/30/2031 (E)		172,000			149,210
Energy Transfer LP
4.200%, 04/15/2027		228,000			214,829
5.150%, 03/15/2045		340,000			273,943
5.250%, 04/15/2029		315,000			302,033

9

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Energy (continued)
Energy Transfer LP (continued)
5.400%, 10/01/2047	$	371,000		$	305,982
5.500%, 06/01/2027		302,000			297,258
5.950%, 10/01/2043		300,000			263,738
6.500%, (6.500% to 11-15-26, then 5 Year CMT + 5.694%), 11/15/2026 (G)		583,000			535,690
7.125%, (7.125% to 5-15-30, then 5 Year CMT + 5.306%), 05/15/2030 (G)		457,000			394,012
Enterprise Products Operating LLC
5.250%, (5.250% to 8-16-27, then 3 month CME Term SOFR + 3.295%), 08/16/2077		518,000			455,832
6.875%, 03/01/2033		471,000			507,999
EQM Midstream Partners LP 7.500%, 06/01/2027 to 06/01/2030 (E)		61,000			61,171
Hess Corp.
5.600%, 02/15/2041		400,000			361,188
5.800%, 04/01/2047		500,000			455,944
Hess Midstream Operations LP
4.250%, 02/15/2030 (E)		78,000			65,773
5.500%, 10/15/2030 (E)		31,000			28,171
Kinder Morgan Energy Partners LP 7.750%, 03/15/2032		172,000			184,038
Leviathan Bond, Ltd.
6.500%, 06/30/2027 (E)		366,000			346,606
6.750%, 06/30/2030 (E)		85,000			78,084
Marathon Oil Corp. 6.800%, 03/15/2032		785,000			796,840
MC Brazil Downstream Trading SARL 7.250%, 06/30/2031 (E)		266,313			204,233
MPLX LP
4.125%, 03/01/2027		103,000			97,445
4.250%, 12/01/2027		225,000			211,346
4.950%, 09/01/2032		179,000			163,017
5.000%, 03/01/2033		185,000			168,579
Occidental Petroleum Corp.
6.450%, 09/15/2036		282,000			276,906
6.600%, 03/15/2046		151,000			148,370
6.625%, 09/01/2030		372,000			376,929
ONEOK Partners LP 6.650%, 10/01/2036		835,000			828,787
ONEOK, Inc.
5.650%, 11/01/2028		131,000			129,303
6.050%, 09/01/2033		490,000			481,391
6.100%, 11/15/2032		500,000			493,681
6.625%, 09/01/2053		313,000			306,491
Ovintiv, Inc.
5.650%, 05/15/2028		104,000			101,727
6.250%, 07/15/2033		104,000			100,559
7.200%, 11/01/2031		55,000			56,615
Parkland Corp.
4.500%, 10/01/2029 (E)		176,000			150,713
4.625%, 05/01/2030 (E)		172,000			146,626
Petroleos Mexicanos
7.690%, 01/23/2050		546,000			350,737
8.750%, 06/02/2029		150,000			132,936
Plains All American Pipeline LP 4.900%, 02/15/2045		750,000			569,546
Sabine Pass Liquefaction LLC
4.200%, 03/15/2028		195,000			181,678
4.500%, 05/15/2030		504,000			462,199
5.000%, 03/15/2027		186,000			180,442

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Energy (continued)
Sinopec Group Overseas Development 2015, Ltd. 3.250%, 04/28/2025 (E)	$	550,000		$	530,462
Southwestern Energy Company 4.750%, 02/01/2032		129,000			110,719
Sunoco LP 4.500%, 05/15/2029 to 04/30/2030		348,000			302,482
Targa Resources Corp. 4.950%, 04/15/2052		408,000			313,804
Targa Resources Partners LP 4.000%, 01/15/2032		336,000			282,737
The Williams Companies, Inc.
3.750%, 06/15/2027		306,000			284,513
4.650%, 08/15/2032		251,000			228,327
Valero Energy Corp. 2.850%, 04/15/2025		400,000			381,410
Var Energi ASA 8.000%, 11/15/2032 (E)		498,000			522,551
Venture Global Calcasieu Pass LLC
3.875%, 08/15/2029 (E)		95,000			79,940
4.125%, 08/15/2031 (E)		158,000			129,658
Western Midstream Operating LP
4.050%, 02/01/2030		285,000			249,116
6.150%, 04/01/2033		71,000			68,473
					24,934,995
Financials – 9.7%
Ally Financial, Inc.
6.992%, (6.992% to 6-13-28, then SOFR + 3.260%), 06/13/2029		272,000			266,150
7.100%, 11/15/2027		202,000			201,974
Ambac Assurance Corp. 5.100%, 10/25/2023 (E)(G)		131			188
American International Group, Inc.
3.900%, 04/01/2026		415,000			397,314
6.250%, (6.250% to 3-15-37, then 3 month LIBOR + 2.056%), 03/15/2087		100,000			89,756
Ameriprise Financial, Inc. 2.875%, 09/15/2026		500,000			465,837
Ares Capital Corp.
2.150%, 07/15/2026		377,000			330,764
2.875%, 06/15/2028		244,000			204,080
3.250%, 07/15/2025		169,000			158,305
3.875%, 01/15/2026		787,000			736,407
Athene Holding, Ltd. 3.500%, 01/15/2031		206,000			167,820
Banco Santander SA 4.379%, 04/12/2028		348,000			321,275
Bank of America Corp.
2.087%, (2.087% to 6-14-28, then SOFR + 1.060%), 06/14/2029		472,000			395,127
2.592%, (2.592% to 4-29-30, then SOFR + 2.150%), 04/29/2031		558,000			448,404
2.687%, (2.687% to 4-22-31, then SOFR + 1.320%), 04/22/2032		859,000			675,123
2.884%, (2.884% to 10-22-29, then 3 month CME Term SOFR + 1.452%), 10/22/2030		500,000			416,568
3.419%, (3.419% to 12-20-27, then 3 month CME Term SOFR + 1.302%), 12/20/2028		1,087,000			975,092
3.846%, (3.846% to 3-8-32, then 5 Year CMT + 2.000%), 03/08/2037		414,000			336,729