500 Index Trust

		Shares or Principal Amount		Value
COMMON STOCKS – 97.1%
Communication services – 8.6%
Diversified telecommunication services – 0.7%
AT&T, Inc.		1,501,923		$	33,042,306
Verizon Communications, Inc.		876,089			39,345,157
					72,387,463
Entertainment – 1.1%
Electronic Arts, Inc.		49,548			7,107,165
Live Nation Entertainment, Inc. (A)		33,281			3,643,937
Netflix, Inc. (A)		89,582			63,537,825
Take-Two Interactive Software, Inc. (A)		33,229			5,107,630
The Walt Disney Company		378,462			36,404,260
Warner Brothers Discovery, Inc. (A)		468,020			3,861,165
					119,661,982
Interactive media and services – 6.1%
Alphabet, Inc., Class A		1,222,605			202,769,039
Alphabet, Inc., Class C		1,002,324			167,578,550
Match Group, Inc. (A)		57,048			2,158,696
Meta Platforms, Inc., Class A		455,931			260,993,142
					633,499,427
Media – 0.5%
Charter Communications, Inc., Class A (A)		19,767			6,406,089
Comcast Corp., Class A		805,674			33,653,003
Fox Corp., Class A		42,597			1,803,131
Fox Corp., Class B		28,364			1,100,523
News Corp., Class A		77,739			2,070,190
News Corp., Class B		24,074			672,868
Omnicom Group, Inc.		42,313			4,374,741
Paramount Global, Class B (B)		129,942			1,379,984
The Interpublic Group of Companies, Inc.		78,829			2,493,361
					53,953,890
Wireless telecommunication services – 0.2%
T-Mobile US, Inc.		102,331			21,117,025
					900,619,787
Consumer discretionary – 9.8%
Automobile components – 0.1%
Aptiv PLC (A)		53,809			3,874,786
BorgWarner, Inc.		47,743			1,732,593
					5,607,379
Automobiles – 1.6%
Ford Motor Company		825,999			8,722,549
General Motors Company		234,860			10,531,122
Tesla, Inc. (A)		578,989			151,480,892
					170,734,563
Broadline retail – 3.5%
Amazon.com, Inc. (A)		1,949,393			363,230,398
eBay, Inc.		100,619			6,551,303
					369,781,701
Distributors – 0.1%
Genuine Parts Company		29,082			4,062,174
LKQ Corp.		50,671			2,022,786
Pool Corp.		7,981			3,007,241
					9,092,201
Hotels, restaurants and leisure – 1.8%
Airbnb, Inc., Class A (A)		91,001			11,539,837
Booking Holdings, Inc.		7,003			29,497,476
Caesars Entertainment, Inc. (A)		43,225			1,804,212
Carnival Corp. (A)		208,498			3,853,043
Chipotle Mexican Grill, Inc. (A)		283,229			16,319,655
Darden Restaurants, Inc.		24,711			4,055,816
Domino's Pizza, Inc.		7,234			3,111,633

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Hotels, restaurants and leisure (continued)
Expedia Group, Inc. (A)		25,465		$	3,769,329
Hilton Worldwide Holdings, Inc.		51,434			11,855,537
Las Vegas Sands Corp.		70,608			3,554,407
Marriott International, Inc., Class A		48,906			12,158,032
McDonald's Corp.		150,021			45,682,895
MGM Resorts International (A)		50,044			1,956,220
Norwegian Cruise Line Holdings, Ltd. (A)		94,115			1,930,299
Royal Caribbean Cruises, Ltd.		49,856			8,842,460
Starbucks Corp.		234,940			22,904,301
Wynn Resorts, Ltd.		19,273			1,847,895
Yum! Brands, Inc.		59,319			8,287,457
					192,970,504
Household durables – 0.4%
D.R. Horton, Inc.		60,926			11,622,853
Garmin, Ltd.		31,837			5,604,267
Lennar Corp., Class A		50,020			9,377,750
Mohawk Industries, Inc. (A)		10,631			1,708,189
NVR, Inc. (A)		643			6,308,987
PulteGroup, Inc.		44,644			6,407,753
					41,029,799
Leisure products – 0.0%
Hasbro, Inc.		26,168			1,892,470
Specialty retail – 1.9%
AutoZone, Inc. (A)		3,519			11,084,991
Best Buy Company, Inc.		40,399			4,173,217
CarMax, Inc. (A)		34,276			2,652,277
Lowe's Companies, Inc.		118,880			32,198,648
O'Reilly Automotive, Inc. (A)		12,131			13,970,060
Ross Stores, Inc.		69,157			10,408,820
The Home Depot, Inc.		206,940			83,852,088
The TJX Companies, Inc.		236,811			27,834,765
Tractor Supply Company		22,804			6,634,368
Ulta Beauty, Inc. (A)		10,181			3,961,631
					196,770,865
Textiles, apparel and luxury goods – 0.4%
Deckers Outdoor Corp. (A)		32,268			5,145,133
Lululemon Athletica, Inc. (A)		24,201			6,566,941
NIKE, Inc., Class B		250,303			22,126,785
Ralph Lauren Corp.		8,648			1,676,588
Tapestry, Inc.		47,507			2,231,879
					37,747,326
					1,025,626,808
Consumer staples – 5.7%
Beverages – 1.3%
Brown-Forman Corp., Class B		36,859			1,813,463
Constellation Brands, Inc., Class A		32,641			8,411,259
Keurig Dr. Pepper, Inc.		218,497			8,189,268
Molson Coors Beverage Company, Class B		37,938			2,182,194
Monster Beverage Corp. (A)		148,278			7,735,663
PepsiCo, Inc.		286,559			48,729,358
The Coca-Cola Company		812,309			58,372,525
					135,433,730
Consumer staples distribution and retail – 1.9%
Costco Wholesale Corp.		92,511			82,012,852
Dollar General Corp.		46,152			3,903,075
Dollar Tree, Inc. (A)		43,043			3,026,784
Sysco Corp.		99,763			7,787,500
Target Corp.		96,890			15,101,275
The Kroger Company		139,979			8,020,797
Walgreens Boots Alliance, Inc.		154,719			1,386,282

1

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Consumer staples distribution and retail (continued)
Walmart, Inc.		906,678		$	73,214,249
					194,452,814
Food products – 0.7%
Archer-Daniels-Midland Company		98,203			5,866,647
Bunge Global SA		30,477			2,945,297
Campbell Soup Company		40,598			1,986,054
Conagra Brands, Inc.		98,539			3,204,488
General Mills, Inc.		115,341			8,517,933
Hormel Foods Corp.		58,343			1,849,473
Kellanova		57,681			4,655,434
Lamb Weston Holdings, Inc.		30,263			1,959,227
McCormick & Company, Inc.		54,062			4,449,303
Mondelez International, Inc., Class A		278,953			20,550,468
The Hershey Company		30,061			5,765,099
The J.M. Smucker Company		22,435			2,716,879
The Kraft Heinz Company		183,902			6,456,799
Tyson Foods, Inc., Class A		61,645			3,671,576
					74,594,677
Household products – 1.2%
Church & Dwight Company, Inc.		49,640			5,198,301
Colgate-Palmolive Company		170,241			17,672,718
Kimberly-Clark Corp.		71,005			10,102,591
The Clorox Company		26,539			4,323,468
The Procter & Gamble Company		491,154			85,067,873
					122,364,951
Personal care products – 0.1%
Kenvue, Inc.		399,038			9,229,749
The Estee Lauder Companies, Inc., Class A		49,028			4,887,601
					14,117,350
Tobacco – 0.5%
Altria Group, Inc.		354,736			18,105,725
Philip Morris International, Inc.		323,648			39,290,867
					57,396,592
					598,360,114
Energy – 3.2%
Energy equipment and services – 0.2%
Baker Hughes Company		211,235			7,636,145
Halliburton Company		185,026			5,375,005
Schlumberger, Ltd.		292,487			12,269,830
					25,280,980
Oil, gas and consumable fuels – 3.0%
APA Corp.		77,523			1,896,213
Chevron Corp.		354,558			52,215,757
ConocoPhillips		241,736			25,449,966
Coterra Energy, Inc.		148,305			3,551,905
Devon Energy Corp.		128,819			5,039,399
Diamondback Energy, Inc.		37,798			6,516,375
EOG Resources, Inc.		117,881			14,491,111
EQT Corp.		123,141			4,511,886
Exxon Mobil Corp.		926,964			108,658,720
Hess Corp.		58,291			7,915,918
Kinder Morgan, Inc.		407,700			9,006,093
Marathon Oil Corp.		123,045			3,276,688
Marathon Petroleum Corp.		69,392			11,304,651
Occidental Petroleum Corp.		138,973			7,162,668
ONEOK, Inc.		122,606			11,173,085
Phillips 66		88,070			11,576,802
Targa Resources Corp.		45,430			6,724,094
The Williams Companies, Inc.		255,987			11,685,807

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Oil, gas and consumable fuels (continued)
Valero Energy Corp.		66,482		$	8,977,064
					311,134,202
					336,415,182
Financials – 12.5%
Banks – 3.0%
Bank of America Corp.		1,409,192			55,916,739
Citigroup, Inc.		399,077			24,982,220
Citizens Financial Group, Inc.		92,406			3,795,114
Fifth Third Bancorp		141,001			6,040,483
Huntington Bancshares, Inc.		310,931			4,570,686
JPMorgan Chase & Co.		593,963			125,243,038
KeyCorp		193,656			3,243,738
M&T Bank Corp.		34,330			6,114,860
Regions Financial Corp.		184,675			4,308,468
The PNC Financial Services Group, Inc.		82,251			15,204,097
Truist Financial Corp.		280,763			12,008,234
U.S. Bancorp		327,467			14,975,066
Wells Fargo & Company		710,978			40,163,147
					316,565,890
Capital markets – 2.9%
Ameriprise Financial, Inc.		20,387			9,578,016
BlackRock, Inc.		29,013			27,548,134
Cboe Global Markets, Inc.		21,783			4,462,683
CME Group, Inc.		75,512			16,661,723
FactSet Research Systems, Inc.		8,198			3,769,850
Franklin Resources, Inc.		63,812			1,285,812
Intercontinental Exchange, Inc.		120,046			19,284,189
Invesco, Ltd.		91,704			1,610,322
KKR & Company, Inc.		139,858			18,262,658
MarketAxess Holdings, Inc.		7,588			1,944,046
Moody's Corp.		32,402			15,377,665
Morgan Stanley		259,480			27,048,195
MSCI, Inc.		16,610			9,682,467
Nasdaq, Inc.		86,698			6,329,821
Northern Trust Corp.		42,787			3,852,114
Raymond James Financial, Inc.		37,588			4,603,026
S&P Global, Inc.		66,844			34,532,947
State Street Corp.		61,266			5,420,203
T. Rowe Price Group, Inc.		46,362			5,050,213
The Bank of New York Mellon Corp.		154,824			11,125,653
The Blackstone Group, Inc.		150,855			23,100,426
The Charles Schwab Corp.		312,515			20,254,097
The Goldman Sachs Group, Inc.		65,819			32,587,645
					303,371,905
Consumer finance – 0.5%
American Express Company		117,294			31,810,133
Capital One Financial Corp.		79,996			11,977,801
Discover Financial Services		52,523			7,368,452
Synchrony Financial		83,854			4,182,638
					55,339,024
Financial services – 4.0%
Berkshire Hathaway, Inc., Class B (A)		382,286			175,950,954
Corpay, Inc. (A)		14,156			4,427,431
Fidelity National Information Services, Inc.		113,469			9,503,029
Fiserv, Inc. (A)		120,247			21,602,374
Global Payments, Inc.		52,063			5,332,292
Jack Henry & Associates, Inc.		15,745			2,779,622
Mastercard, Inc., Class A		172,342			85,102,480
PayPal Holdings, Inc. (A)		213,524			16,661,278

2

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Financial services (continued)
Visa, Inc., Class A		348,600		$	95,847,570
					417,207,030
Insurance – 2.1%
Aflac, Inc.		105,991			11,849,794
American International Group, Inc.		134,505			9,849,801
Aon PLC, Class A		45,451			15,725,591
Arch Capital Group, Ltd. (A)		78,397			8,771,056
Arthur J. Gallagher & Company		45,316			12,750,563
Assurant, Inc.		10,727			2,133,171
Brown & Brown, Inc.		48,417			5,016,001
Chubb, Ltd.		78,272			22,572,862
Cincinnati Financial Corp.		33,625			4,577,035
Erie Indemnity Company, Class A		5,218			2,816,781
Everest Group, Ltd.		9,314			3,649,505
Globe Life, Inc.		18,268			1,934,764
Loews Corp.		37,763			2,985,165
Marsh & McLennan Companies, Inc.		101,969			22,748,264
MetLife, Inc.		124,555			10,273,296
Principal Financial Group, Inc.		43,269			3,716,807
Prudential Financial, Inc.		73,327			8,879,900
The Allstate Corp.		55,022			10,434,922
The Hartford Financial Services Group, Inc.		62,279			7,324,633
The Progressive Corp.		121,748			30,894,772
The Travelers Companies, Inc.		47,947			11,225,352
W.R. Berkley Corp.		64,960			3,685,181
Willis Towers Watson PLC		21,567			6,352,129
					220,167,345
					1,312,651,194
Health care – 11.3%
Biotechnology – 1.9%
AbbVie, Inc.		368,434			72,758,346
Amgen, Inc.		112,368			36,206,093
Biogen, Inc. (A)		30,493			5,910,763
Gilead Sciences, Inc.		258,096			21,638,769
Incyte Corp. (A)		32,922			2,176,144
Moderna, Inc. (A)		70,109			4,685,384
Regeneron Pharmaceuticals, Inc. (A)		22,207			23,344,887
Vertex Pharmaceuticals, Inc. (A)		54,124			25,171,990
					191,892,376
Health care equipment and supplies – 2.3%
Abbott Laboratories		364,269			41,530,309
Align Technology, Inc. (A)		14,682			3,733,926
Baxter International, Inc.		108,142			4,106,152
Becton, Dickinson and Company		60,888			14,680,097
Boston Scientific Corp. (A)		307,210			25,744,198
DexCom, Inc. (A)		83,674			5,609,505
Edwards Lifesciences Corp. (A)		127,558			8,417,552
GE HealthCare Technologies, Inc.		88,905			8,343,734
Hologic, Inc. (A)		46,691			3,803,449
IDEXX Laboratories, Inc. (A)		16,890			8,533,166
Insulet Corp. (A)		15,157			3,527,792
Intuitive Surgical, Inc. (A)		73,992			36,350,050
Medtronic PLC		267,232			24,058,897
ResMed, Inc.		30,654			7,483,254
Solventum Corp. (A)		29,003			2,022,089
STERIS PLC		20,587			4,993,171
Stryker Corp.		71,793			25,935,939
Teleflex, Inc.		10,276			2,541,460
The Cooper Companies, Inc. (A)		40,805			4,502,424

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Health care equipment and supplies (continued)
Zimmer Biomet Holdings, Inc.		41,689		$	4,500,328
					240,417,492
Health care providers and services – 2.4%
Cardinal Health, Inc.		50,724			5,606,016
Cencora, Inc.		36,614			8,241,079
Centene Corp. (A)		108,948			8,201,605
CVS Health Corp.		264,338			16,621,573
DaVita, Inc. (A)		9,405			1,541,762
Elevance Health, Inc.		48,750			25,350,000
HCA Healthcare, Inc.		38,872			15,798,747
Henry Schein, Inc. (A)		27,440			2,000,376
Humana, Inc.		25,027			7,927,052
Labcorp Holdings, Inc.		16,916			3,780,388
McKesson Corp.		27,080			13,388,894
Molina Healthcare, Inc. (A)		11,914			4,105,088
Quest Diagnostics, Inc.		22,871			3,550,723
The Cigna Group		58,395			20,230,364
UnitedHealth Group, Inc.		192,729			112,684,792
Universal Health Services, Inc., Class B		11,827			2,708,501
					251,736,960
Life sciences tools and services – 1.2%
Agilent Technologies, Inc.		59,942			8,900,188
Bio-Techne Corp.		34,148			2,729,450
Charles River Laboratories International, Inc. (A)		10,951			2,157,018
Danaher Corp.		133,999			37,254,402
IQVIA Holdings, Inc. (A)		36,000			8,530,920
Mettler-Toledo International, Inc. (A)		4,498			6,745,651
Revvity, Inc.		25,446			3,250,727
Thermo Fisher Scientific, Inc.		79,629			49,256,111
Waters Corp. (A)		12,589			4,530,655
West Pharmaceutical Services, Inc.		14,659			4,400,045
					127,755,167
Pharmaceuticals – 3.5%
Bristol-Myers Squibb Company		422,089			21,838,885
Catalent, Inc. (A)		39,346			2,383,187
Eli Lilly & Company		164,602			145,827,496
Johnson & Johnson		502,057			81,363,357
Merck & Company, Inc.		528,608			60,028,724
Pfizer, Inc.		1,186,028			34,323,650
Viatris, Inc.		244,448			2,838,041
Zoetis, Inc.		94,443			18,452,273
					367,055,613
					1,178,857,608
Industrials – 8.3%
Aerospace and defense – 1.9%
Axon Enterprise, Inc. (A)		14,968			5,981,213
General Dynamics Corp.		53,864			16,277,701
General Electric Company		226,387			42,692,060
Howmet Aerospace, Inc.		85,190			8,540,298
Huntington Ingalls Industries, Inc.		8,053			2,129,052
L3Harris Technologies, Inc.		39,951			9,503,144
Lockheed Martin Corp.		44,346			25,922,898
Northrop Grumman Corp.		28,545			15,073,758
RTX Corp.		276,344			33,481,839
Textron, Inc.		40,372			3,576,152
The Boeing Company (A)		122,479			18,621,707
TransDigm Group, Inc.		11,647			16,621,783
					198,421,605
Air freight and logistics – 0.4%
CH Robinson Worldwide, Inc.		23,622			2,607,160
Expeditors International of Washington, Inc.		30,470			4,003,758

3

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Air freight and logistics (continued)
FedEx Corp.		47,442		$	12,983,927
United Parcel Service, Inc., Class B		152,082			20,734,860
					40,329,705
Building products – 0.6%
A.O. Smith Corp.		25,900			2,326,597
Allegion PLC		17,708			2,580,764
Builders FirstSource, Inc. (A)		24,117			4,675,322
Carrier Global Corp.		176,417			14,199,804
Johnson Controls International PLC		139,331			10,813,479
Masco Corp.		45,463			3,816,164
Trane Technologies PLC		47,211			18,352,332
					56,764,462
Commercial services and supplies – 0.6%
Cintas Corp.		71,156			14,649,597
Copart, Inc. (A)		183,486			9,614,666
Republic Services, Inc.		42,889			8,613,827
Rollins, Inc.		59,060			2,987,255
Veralto Corp.		51,465			5,756,875
Waste Management, Inc.		76,775			15,938,490
					57,560,710
Construction and engineering – 0.1%
Quanta Services, Inc.		31,113			9,276,341
Electrical equipment – 0.7%
AMETEK, Inc.		48,455			8,320,208
Eaton Corp. PLC		82,886			27,471,736
Emerson Electric Company		119,684			13,089,839
GE Vernova, Inc. (A)		57,133			14,567,772
Generac Holdings, Inc. (A)		12,868			2,044,468
Hubbell, Inc.		11,189			4,792,808
Rockwell Automation, Inc.		24,127			6,477,134
					76,763,965
Ground transportation – 1.0%
CSX Corp.		406,874			14,049,359
JB Hunt Transport Services, Inc.		16,742			2,885,149
Norfolk Southern Corp.		47,581			11,823,879
Old Dominion Freight Line, Inc.		39,229			7,792,449
Uber Technologies, Inc. (A)		438,982			32,993,887
Union Pacific Corp.		126,872			31,271,411
					100,816,134
Industrial conglomerates – 0.4%
3M Company		113,784			15,554,273
Honeywell International, Inc.		135,325			27,973,031
					43,527,304
Machinery – 1.6%
Caterpillar, Inc.		101,214			39,586,820
Cummins, Inc.		28,388			9,191,751
Deere & Company		53,472			22,315,470
Dover Corp.		28,100			5,387,894
Fortive Corp.		73,073			5,767,652
IDEX Corp.		15,651			3,357,140
Illinois Tool Works, Inc.		56,190			14,725,713
Ingersoll Rand, Inc.		84,938			8,337,514
Nordson Corp.		11,585			3,042,569
Otis Worldwide Corp.		82,601			8,585,548
PACCAR, Inc.		110,078			10,862,497
Parker-Hannifin Corp.		26,965			17,037,026
Pentair PLC		34,561			3,379,720
Snap-on, Inc.		11,356			3,289,947
Stanley Black & Decker, Inc.		31,464			3,465,130
Wabtec Corp.		36,234			6,586,254

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Machinery (continued)
Xylem, Inc.		50,953		$	6,880,184
					171,798,829
Passenger airlines – 0.1%
Delta Air Lines, Inc.		132,778			6,743,795
Southwest Airlines Company		128,158			3,797,322
United Airlines Holdings, Inc. (A)		67,626			3,858,740
					14,399,857
Professional services – 0.6%
Amentum Holdings, Inc. (A)		26,934			868,622
Automatic Data Processing, Inc.		84,935			23,504,063
Broadridge Financial Solutions, Inc.		24,920			5,358,548
Dayforce, Inc. (A)		31,752			1,944,810
Equifax, Inc.		25,896			7,609,799
Jacobs Solutions, Inc.		26,934			3,525,661
Leidos Holdings, Inc.		28,364			4,623,332
Paychex, Inc.		67,471			9,053,933
Paycom Software, Inc.		9,799			1,632,219
Verisk Analytics, Inc.		29,368			7,869,449
					65,990,436
Trading companies and distributors – 0.3%
Fastenal Company		120,060			8,574,685
United Rentals, Inc.		13,803			11,176,703
W.W. Grainger, Inc.		9,284			9,644,312
					29,395,700
					865,045,048
Information technology – 30.8%
Communications equipment – 0.8%
Arista Networks, Inc. (A)		53,791			20,646,062
Cisco Systems, Inc.		840,400			44,726,088
F5, Inc. (A)		12,007			2,643,941
Juniper Networks, Inc.		70,014			2,729,146
Motorola Solutions, Inc.		34,886			15,685,792
					86,431,029
Electronic equipment, instruments and components – 0.6%
Amphenol Corp., Class A		249,986			16,289,088
CDW Corp.		27,065			6,124,810
Corning, Inc.		163,784			7,394,848
Jabil, Inc.		24,585			2,946,021
Keysight Technologies, Inc. (A)		36,597			5,816,361
TE Connectivity PLC		63,074			9,523,543
Teledyne Technologies, Inc. (A)		10,038			4,393,231
Trimble, Inc. (A)		52,802			3,278,476
Zebra Technologies Corp., Class A (A)		10,441			3,866,511
					59,632,889
IT services – 1.1%
Accenture PLC, Class A		130,655			46,183,929
Akamai Technologies, Inc. (A)		30,888			3,118,144
Cognizant Technology Solutions Corp., Class A		101,697			7,848,974
EPAM Systems, Inc. (A)		11,855			2,359,501
Gartner, Inc. (A)		15,892			8,053,430
GoDaddy, Inc., Class A (A)		29,505			4,625,794
IBM Corp.		192,525			42,563,427
VeriSign, Inc. (A)		18,144			3,446,634
					118,199,833
Semiconductors and semiconductor equipment – 10.8%
Advanced Micro Devices, Inc. (A)		337,302			55,344,512
Analog Devices, Inc.		103,259			23,767,124
Applied Materials, Inc.		172,970			34,948,589
Broadcom, Inc.		971,581			167,597,723
Enphase Energy, Inc. (A)		28,135			3,179,818
First Solar, Inc. (A)		22,764			5,678,252

4

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Semiconductors and semiconductor equipment (continued)
Intel Corp.		889,745		$	20,873,418
KLA Corp.		28,215			21,849,978
Lam Research Corp.		27,096			22,112,504
Microchip Technology, Inc.		109,792			8,815,200
Micron Technology, Inc.		232,569			24,119,731
Monolithic Power Systems, Inc.		10,072			9,311,564
NVIDIA Corp.		5,133,880			623,458,387
NXP Semiconductors NV		52,851			12,684,769
ON Semiconductor Corp. (A)		90,555			6,575,199
Qorvo, Inc. (A)		19,929			2,058,666
Qualcomm, Inc.		232,697			39,570,125
Skyworks Solutions, Inc.		32,934			3,252,891
Teradyne, Inc.		33,519			4,489,200
Texas Instruments, Inc.		190,623			39,376,993
					1,129,064,643
Software – 10.0%
Adobe, Inc. (A)		92,539			47,914,843
ANSYS, Inc. (A)		18,391			5,859,924
Autodesk, Inc. (A)		44,916			12,373,460
Cadence Design Systems, Inc. (A)		57,132			15,484,486
Crowdstrike Holdings, Inc., Class A (A)		48,418			13,579,796
Fair Isaac Corp. (A)		5,103			9,917,783
Fortinet, Inc. (A)		130,552			10,124,308
Gen Digital, Inc.		108,177			2,967,295
Intuit, Inc.		58,348			36,234,108
Microsoft Corp.		1,551,205			667,483,512
Oracle Corp.		333,299			56,794,150
Palantir Technologies, Inc., Class A (A)		420,337			15,636,536
Palo Alto Networks, Inc. (A)		67,826			23,182,927
PTC, Inc. (A)		25,535			4,613,153
Roper Technologies, Inc.		22,396			12,462,030
Salesforce, Inc.		202,216			55,348,541
ServiceNow, Inc. (A)		43,044			38,498,123
Synopsys, Inc. (A)		31,922			16,164,982
Tyler Technologies, Inc. (A)		8,986			5,245,308
					1,049,885,265
Technology hardware, storage and peripherals – 7.5%
Apple, Inc.		3,172,867			739,277,997
Dell Technologies, Inc., Class C		60,035			7,116,549
Hewlett Packard Enterprise Company		276,954			5,666,479
HP, Inc.		204,002			7,317,552
NetApp, Inc.		43,319			5,350,330
Seagate Technology Holdings PLC		43,726			4,789,309
Super Micro Computer, Inc. (A)		10,575			4,403,430
Western Digital Corp. (A)		68,228			4,659,290
					778,580,936
					3,221,794,595
Materials – 2.2%
Chemicals – 1.5%
Air Products & Chemicals, Inc.		46,605			13,876,173
Albemarle Corp.		25,390			2,404,687
Celanese Corp.		23,010			3,128,440
CF Industries Holdings, Inc.		35,764			3,068,551
Corteva, Inc.		141,865			8,340,243
Dow, Inc.		146,860			8,022,962
DuPont de Nemours, Inc.		86,001			7,663,549
Eastman Chemical Company		24,757			2,771,546
Ecolab, Inc.		53,101			13,558,278
FMC Corp.		25,392			1,674,348
International Flavors & Fragrances, Inc.		51,686			5,423,412
Linde PLC		100,353			47,854,332
LyondellBasell Industries NV, Class A		53,969			5,175,627
PPG Industries, Inc.		49,272			6,526,569
The Mosaic Company		71,229			1,907,513

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Chemicals (continued)
The Sherwin-Williams Company		48,429		$	18,483,896
					149,880,126
Construction materials – 0.1%
Martin Marietta Materials, Inc.		12,527			6,742,658
Vulcan Materials Company		27,905			6,988,249
					13,730,907
Containers and packaging – 0.2%
Amcor PLC		302,948			3,432,401
Avery Dennison Corp.		17,229			3,803,474
Ball Corp.		62,924			4,273,169
International Paper Company		70,224			3,430,442
Packaging Corp. of America		18,795			4,048,443
Smurfit WestRock PLC		103,045			5,092,484
					24,080,413
Metals and mining – 0.4%
Freeport-McMoRan, Inc.		301,706			15,061,164
Newmont Corp.		236,799			12,656,907
Nucor Corp.		49,977			7,513,542
Steel Dynamics, Inc.		30,094			3,794,252
					39,025,865
					226,717,311
Real estate – 2.3%
Health care REITs – 0.3%
Alexandria Real Estate Equities, Inc.		31,086			3,691,463
Healthpeak Properties, Inc.		149,164			3,411,381
Ventas, Inc.		85,724			5,497,480
Welltower, Inc.		120,701			15,453,349
					28,053,673
Hotel and resort REITs – 0.0%
Host Hotels & Resorts, Inc.		152,870			2,690,512
Industrial REITs – 0.2%
Prologis, Inc.		194,097			24,510,569
Office REITs – 0.0%
BXP, Inc.		29,576			2,379,685
Real estate management and development – 0.2%
CBRE Group, Inc., Class A (A)		62,854			7,824,066
CoStar Group, Inc. (A)		85,811			6,473,582
					14,297,648
Residential REITs – 0.3%
AvalonBay Communities, Inc.		29,344			6,609,736
Camden Property Trust		23,219			2,868,243
Equity Residential		71,650			5,335,059
Essex Property Trust, Inc.		12,929			3,819,485
Invitation Homes, Inc.		118,866			4,191,215
Mid-America Apartment Communities, Inc.		24,239			3,851,577
UDR, Inc.		59,296			2,688,481
					29,363,796
Retail REITs – 0.3%
Federal Realty Investment Trust		14,679			1,687,645
Kimco Realty Corp.		136,279			3,164,398
Realty Income Corp.		182,493			11,573,706
Regency Centers Corp.		33,451			2,416,166
Simon Property Group, Inc.		63,819			10,786,687
					29,628,602
Specialized REITs – 1.0%
American Tower Corp.		97,917			22,771,578
Crown Castle, Inc.		91,188			10,817,632
Digital Realty Trust, Inc.		64,012			10,359,062
Equinix, Inc.		19,744			17,525,367
Extra Space Storage, Inc.		44,495			8,017,554

5

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Specialized REITs (continued)
Iron Mountain, Inc.		62,270		$	7,399,544
Public Storage		33,227			12,090,308
SBA Communications Corp.		22,683			5,459,798
VICI Properties, Inc.		217,429			7,242,560
Weyerhaeuser Company		154,513			5,231,810
					106,915,213
					237,839,698
Utilities – 2.4%
Electric utilities – 1.6%
Alliant Energy Corp.		55,250			3,353,123
American Electric Power Company, Inc.		110,110			11,297,286
Constellation Energy Corp.		65,752			17,096,835
Duke Energy Corp.		161,336			18,602,041
Edison International		80,489			7,009,787
Entergy Corp.		44,993			5,921,529
Evergy, Inc.		49,811			3,088,780
Eversource Energy		72,426			4,928,589
Exelon Corp.		208,811			8,467,286
FirstEnergy Corp.		106,922			4,741,991
NextEra Energy, Inc.		427,166			36,108,342
NRG Energy, Inc.		43,772			3,987,629
PG&E Corp.		448,540			8,867,636
Pinnacle West Capital Corp.		22,789			2,018,878
PPL Corp.		148,297			4,905,665
The Southern Company		227,683			20,532,453
Xcel Energy, Inc.		116,163			7,585,444
					168,513,294
Gas utilities – 0.0%
Atmos Energy Corp.		32,243			4,472,427
Independent power and renewable electricity producers – 0.1%
The AES Corp.		151,278			3,034,637
Vistra Corp.		69,990			8,296,615
					11,331,252
Multi-utilities – 0.6%
Ameren Corp.		56,393			4,932,132

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Multi-utilities (continued)
CenterPoint Energy, Inc.		135,148		$	3,976,054
CMS Energy Corp.		62,658			4,425,535
Consolidated Edison, Inc.		72,524			7,551,924
Dominion Energy, Inc.		175,464			10,140,065
DTE Energy Company		43,818			5,626,669
NiSource, Inc.		94,780			3,284,127
Public Service Enterprise Group, Inc.		104,426			9,315,843
Sempra		131,422			10,990,822
WEC Energy Group, Inc.		66,452			6,391,353
					66,634,524
Water utilities – 0.1%
American Water Works Company, Inc.		41,050			6,003,152
					256,954,649
TOTAL COMMON STOCKS (Cost $3,367,871,775)				$	10,160,881,994
SHORT-TERM INVESTMENTS – 2.7%
Short-term funds – 2.7%
John Hancock Collateral Trust, 4.8110% (C)(D)		28,011,754			280,190,368
TOTAL SHORT-TERM INVESTMENTS (Cost $280,094,406)				$	280,190,368
Total Investments (500 Index Trust) (Cost $3,647,966,181) – 99.8%				$	10,441,072,362
Other assets and liabilities, net – 0.2%					16,735,542
TOTAL NET ASSETS – 100.0%				$	10,457,807,904

Security Abbreviations and Legend
(A)	Non-income producing security.
(B)	All or a portion of this security is on loan as of 9-30-24. The value of securities on loan amounted to $1,086,553.
(C)	The rate shown is the annualized seven-day yield as of 9-30-24.
(D)	Investment is an affiliate of the fund, the advisor and/or subadvisor. A portion of this security represents the investment of cash collateral received for securities lending. Market value of this investment amounted to $1,133,657.

DERIVATIVES

FUTURES

Open contracts	Number of contracts	Position	Expiration date	Notional basis^	Notional value^	Unrealized appreciation (depreciation)
S&P 500 E-Mini Index Futures	1,053	Long	Dec 2024	$298,505,982	$306,120,262	$7,614,280
						$7,614,280

    

^ 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 – 54.7%
U.S. Government – 19.8%
U.S. Treasury Bonds
1.250%, 05/15/2050	$	2,000,000		$	1,070,313
1.625%, 11/15/2050		6,500,000			3,823,320
1.875%, 02/15/2041		6,000,000			4,399,688
2.000%, 08/15/2051		3,000,000			1,932,422

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)
2.250%, 05/15/2041 to 02/15/2052	$	3,389,000		$	2,590,382
2.500%, 02/15/2045		7,566,000			5,782,670
3.000%, 02/15/2047 to 08/15/2052		5,945,000			4,831,703
3.375%, 08/15/2042 to 11/15/2048		4,280,000			3,810,199

6

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)
3.625%, 02/15/2053	$	574,000		$	521,936
3.875%, 05/15/2043		560,000			539,175
4.000%, 11/15/2042		4,927,000			4,848,476
4.125%, 08/15/2044		4,916,000			4,877,594
4.625%, 05/15/2054		6,217,000			6,743,502
4.750%, 11/15/2043		10,615,000			11,450,517
U.S. Treasury Notes
1.375%, 11/15/2031		4,000,000			3,425,469
1.625%, 05/15/2031		1,590,000			1,401,746
3.500%, 09/30/2029		564,000			562,326
3.625%, 09/30/2031		12,449,000			12,425,658
3.875%, 08/15/2033 to 08/15/2034		17,531,000			17,659,526
4.125%, 03/31/2031		6,958,000			7,147,171
4.250%, 06/30/2031		12,522,000			12,963,205
					112,806,998
U.S. Government Agency – 34.9%
Federal Home Loan Mortgage Corp.
2.000%, 06/01/2036		659,150			606,617
2.500%, 08/01/2051 to 12/01/2051		1,576,657			1,377,865
3.000%, 03/01/2043 to 08/01/2052		7,626,631			6,964,280
3.500%, 10/01/2046 to 07/01/2052		15,621,533			14,737,191
4.000%, 01/01/2041 to 04/01/2053		8,337,878			8,054,892
4.500%, 12/01/2037 to 08/01/2053		18,879,655			18,692,695
5.000%, 08/01/2052 to 09/01/2053		13,648,066			13,705,798
5.500%, 04/01/2053 to 04/01/2054		4,369,269			4,463,750
Federal National Mortgage Association
2.000%, 04/01/2037 to 12/01/2050		3,205,355			2,737,400
2.500%, 01/01/2036 to 03/01/2052		7,728,132			6,798,903
3.000%, 01/01/2043 to 05/01/2052		29,990,915			27,285,491
3.500%, 06/01/2042 to 09/01/2052		24,703,160			23,263,973
4.000%, 10/01/2025 to 07/01/2052		23,700,317			22,992,147
4.500%, 11/01/2037 to 08/01/2053		20,821,735			20,610,808
5.000%, 12/01/2034 to 05/01/2053		18,394,698			18,528,487
5.500%, 09/01/2034 to 05/01/2054		5,911,506			6,045,934
6.000%, 05/01/2035 to 02/01/2036		670,508			699,201
7.000%, 09/01/2031 to 06/01/2032		47,611			49,794
7.355%, (1 Year Refinitiv USD IBOR Consumer Cash Fallback Rate + 1.605%), 08/01/2034 (A)		38,530			39,638
7.372%, (6 month Refinitiv USD IBOR Consumer Cash Fallback Rate + 2.122%), 07/01/2033 (A)		9,660			9,906
7.500%, 09/01/2029 to 05/01/2031		6,012			6,299
Government National Mortgage Association
4.000%, 02/15/2041		643,972			633,408
5.000%, 04/15/2035		79,853			81,267
5.500%, 03/15/2035		39,353			40,484
6.000%, 03/15/2033 to 06/15/2033		66,021			68,115
6.500%, 09/15/2028 to 08/15/2031		8,112			8,320
7.000%, 04/15/2029		9,649			9,871
8.000%, 10/15/2026		4,656			4,735
					198,517,269
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $322,501,599)				$	311,324,267
CORPORATE BONDS – 36.0%
Communication services – 2.5%
AT&T, Inc.
2.750%, 06/01/2031		1,169,000			1,056,934
3.550%, 09/15/2055		1,171,000			856,510
C&W Senior Finance, Ltd. 6.875%, 09/15/2027 (B)		451,000			449,432

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Communication services (continued)
Charter Communications Operating LLC
2.800%, 04/01/2031	$	460,000		$	393,646
4.200%, 03/15/2028		548,000			532,793
6.384%, 10/23/2035		781,000			797,499
Connect Finco SARL 6.750%, 10/01/2026 (B)		260,000			260,000
GCI LLC 4.750%, 10/15/2028 (B)		486,000			466,704
Iliad Holding SAS 8.500%, 04/15/2031 (B)		200,000			215,121
LCPR Senior Secured Financing DAC 5.125%, 07/15/2029 (B)(C)		431,000			349,251
Match Group Holdings II LLC
3.625%, 10/01/2031 (B)		81,000			72,536
4.125%, 08/01/2030 (B)		189,000			177,048
Midcontinent Communications 8.000%, 08/15/2032 (B)		482,000			490,588
Millicom International Cellular SA
6.250%, 03/25/2029 (B)		394,200			392,152
7.375%, 04/02/2032 (B)		200,000			205,501
News Corp. 3.875%, 05/15/2029 (B)		403,000			381,166
Paramount Global
4.200%, 05/19/2032		190,000			168,485
4.375%, 03/15/2043		831,000			614,828
4.950%, 05/19/2050		761,000			582,714
Sirius XM Radio, Inc. 4.000%, 07/15/2028 (B)		148,000			139,630
T-Mobile USA, Inc.
3.375%, 04/15/2029		579,000			555,701
3.875%, 04/15/2030		1,893,000			1,840,887
Total Play Telecomunicaciones SA de CV 6.375%, 09/20/2028 (B)		278,000			135,961
Verizon Communications, Inc. 2.550%, 03/21/2031		647,000			577,717
Vodafone Group PLC
5.625%, 02/10/2053		333,000			338,960
7.000%, (7.000% to 4-4-29, then 5 Year U.S. Swap Rate + 4.873% to 4-4-49, then 5 Year U.S. Swap Rate + 5.623%), 04/04/2079		452,000			476,824
WarnerMedia Holdings, Inc. 4.279%, 03/15/2032		2,048,000			1,819,304
WMG Acquisition Corp. 3.875%, 07/15/2030 (B)		120,000			111,862
					14,459,754
Consumer discretionary – 3.5%
Asbury Automotive Group, Inc.
4.625%, 11/15/2029 (B)		128,000			122,073
4.750%, 03/01/2030		388,000			371,377
AutoNation, Inc. 4.750%, 06/01/2030		736,000			732,529
Booking Holdings, Inc. 4.625%, 04/13/2030		569,000			582,459
Brookfield Residential Properties, Inc. 5.000%, 06/15/2029 (B)		94,000			90,090
Brunswick Corp. 5.850%, 03/18/2029		222,000			229,158
Caesars Entertainment, Inc. 6.500%, 02/15/2032 (B)		234,000			242,053
Century Communities, Inc. 3.875%, 08/15/2029 (B)		189,000			177,138

7

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Consumer discretionary (continued)
Flutter Treasury Designated Activity Company 6.375%, 04/29/2029 (B)	$	200,000		$	207,085
Ford Motor Company
3.250%, 02/12/2032		395,000			336,392
6.100%, 08/19/2032		562,000			576,033
Ford Motor Credit Company LLC
4.000%, 11/13/2030		1,016,000			939,387
5.113%, 05/03/2029		897,000			888,552
5.800%, 03/08/2029		337,000			342,538
6.125%, 03/08/2034		1,957,000			1,981,455
Full House Resorts, Inc. 8.250%, 02/15/2028 (B)		134,000			134,198
General Motors Financial Company, Inc.
3.600%, 06/21/2030		1,625,000			1,518,190
5.950%, 04/04/2034		1,492,000			1,544,120
Genting New York LLC 7.250%, 10/01/2029 (B)		200,000			202,366
Group 1 Automotive, Inc. 4.000%, 08/15/2028 (B)		140,000			133,572
Hilton Grand Vacations Borrower Escrow LLC
5.000%, 06/01/2029 (B)		436,000			414,224
6.625%, 01/15/2032 (B)		454,000			459,564
Hyundai Capital America
5.300%, 01/08/2029 (B)		262,000			269,158
5.680%, 06/26/2028 (B)		538,000			558,057
Jacobs Entertainment, Inc. 6.750%, 02/15/2029 (B)		104,000			101,147
KB Home 4.000%, 06/15/2031		215,000			198,861
Kohl's Corp. 4.625%, 05/01/2031		301,000			253,487
Lithia Motors, Inc.
3.875%, 06/01/2029 (B)		351,000			327,554
4.375%, 01/15/2031 (B)		196,000			182,388
4.625%, 12/15/2027 (B)		50,000			48,887
Macy's Retail Holdings LLC
5.875%, 04/01/2029 to 03/15/2030 (B)		643,000			631,979
6.125%, 03/15/2032 (B)(C)		365,000			353,772
MGM Resorts International 4.750%, 10/15/2028 (C)		731,000			716,375
Midwest Gaming Borrower LLC 4.875%, 05/01/2029 (B)(C)		496,000			475,749
Mohegan Tribal Gaming Authority 8.000%, 02/01/2026 (B)		144,000			142,412
Resorts World Las Vegas LLC 4.625%, 04/16/2029 (B)		495,000			445,536
Royal Caribbean Cruises, Ltd.
5.625%, 09/30/2031 (B)		209,000			211,743
6.000%, 02/01/2033 (B)		386,000			395,721
6.250%, 03/15/2032 (B)		118,000			122,406
Service Corp. International 5.750%, 10/15/2032		103,000			103,674
Tapestry, Inc.
7.700%, 11/27/2030		314,000			338,274
7.850%, 11/27/2033		257,000			278,669
The Michaels Companies, Inc.
5.250%, 05/01/2028 (B)		588,000			434,008
7.875%, 05/01/2029 (B)(C)		421,000			244,923
Travel + Leisure Company 4.625%, 03/01/2030 (B)		101,000			94,495
Valvoline, Inc. 3.625%, 06/15/2031 (B)		424,000			379,433

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Consumer discretionary (continued)
Velocity Vehicle Group LLC 8.000%, 06/01/2029 (B)	$	115,000		$	119,739
					19,653,000
Consumer staples – 0.6%
Fiesta Purchaser, Inc. 7.875%, 03/01/2031 (B)		80,000			84,869
JBS USA LUX SA
3.625%, 01/15/2032		460,000			420,555
3.750%, 12/01/2031		86,000			79,096
5.750%, 04/01/2033		573,000			593,674
Kraft Heinz Foods Company 5.000%, 06/04/2042		290,000			283,168
MARB BondCo PLC 3.950%, 01/29/2031 (B)		712,000			631,293
NBM US Holdings, Inc. 6.625%, 08/06/2029 (B)		554,000			563,748
Performance Food Group, Inc. 6.125%, 09/15/2032 (B)		156,000			159,409
Pilgrim's Pride Corp. 6.250%, 07/01/2033		365,000			387,251
					3,203,063
Energy – 5.7%
Aker BP ASA
3.750%, 01/15/2030 (B)		150,000			143,040
4.000%, 01/15/2031 (B)		289,000			274,403
5.800%, 10/01/2054 (B)		235,000			231,518
Antero Midstream Partners LP
5.375%, 06/15/2029 (B)		418,000			413,606
6.625%, 02/01/2032 (B)		341,000			352,930
Antero Resources Corp. 5.375%, 03/01/2030 (B)		90,000			88,919
Ascent Resources Utica Holdings LLC 5.875%, 06/30/2029 (B)		541,000			534,453
Blue Racer Midstream LLC
7.000%, 07/15/2029 (B)		103,000			107,077
7.250%, 07/15/2032 (B)		50,000			52,470
Cheniere Energy Partners LP
4.000%, 03/01/2031		766,000			724,934
5.950%, 06/30/2033		558,000			590,445
Cheniere Energy, Inc. 5.650%, 04/15/2034 (B)		250,000			258,653
Civitas Resources, Inc. 8.625%, 11/01/2030 (B)		131,000			138,791
Columbia Pipelines Holding Company LLC 5.681%, 01/15/2034 (B)		413,000			425,989
Columbia Pipelines Operating Company LLC
5.927%, 08/15/2030 (B)		105,000			111,199
6.036%, 11/15/2033 (B)		656,000			699,952
Continental Resources, Inc.
2.875%, 04/01/2032 (B)		396,000			334,487
4.900%, 06/01/2044		595,000			508,865
5.750%, 01/15/2031 (B)		683,000			698,791
Diamondback Energy, Inc. 5.750%, 04/18/2054		574,000			578,403
Enbridge, Inc.
5.500%, (5.500% to 7-15-27, then 3 month CME Term SOFR + 3.680% to 7-15-47, then 3 month CME Term SOFR + 4.430%), 07/15/2077		507,000			493,072
5.750%, (5.750% to 7-15-30, then 5 Year CMT + 5.314% to 7-15-50, then 5 Year CMT + 6.064%), 07/15/2080		683,000			670,595

8

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Energy (continued)
Enbridge, Inc. (continued)
6.250%, (6.250% to 3-1-28, then 3 month CME Term SOFR + 3.903% to 3-1-48, then 3 month CME Term SOFR + 4.653%), 03/01/2078	$	544,000		$	543,491
8.500%, (8.500% to 1-15-34, then 5 Year CMT + 4.431% to 1-15-54, then 5 Year CMT + 5.181%), 01/15/2084		171,000			191,263
Energean Israel Finance, Ltd.
5.375%, 03/30/2028 (B)		151,000			135,763
5.875%, 03/30/2031 (B)		260,000			221,923
Energy Transfer LP
5.150%, 03/15/2045		550,000			512,533
5.250%, 04/15/2029 to 07/01/2029		957,000			984,866
5.400%, 10/01/2047		651,000			619,913
6.500%, (6.500% to 11-15-26, then 5 Year CMT + 5.694%), 11/15/2026 (D)		1,073,000			1,070,433
7.125%, (7.125% to 5-15-30, then 5 Year CMT + 5.306%), 05/15/2030 (D)		761,000			777,381
Enterprise Products Operating LLC 5.250%, (5.250% to 8-16-27, then 3 month CME Term SOFR + 3.295%), 08/16/2077		1,018,000			1,004,151
EQM Midstream Partners LP
6.375%, 04/01/2029 (B)		164,000			169,333
7.500%, 06/01/2030 (B)		115,000			126,297
Global Partners LP 8.250%, 01/15/2032 (B)		122,000			126,549
Hess Midstream Operations LP
4.250%, 02/15/2030 (B)		78,000			74,478
5.500%, 10/15/2030 (B)		31,000			30,935
6.500%, 06/01/2029 (B)		105,000			108,680
Howard Midstream Energy Partners LLC 7.375%, 07/15/2032 (B)		64,000			66,285
Kinder Morgan Energy Partners LP 7.750%, 03/15/2032		172,000			201,447
Leviathan Bond, Ltd.
6.500%, 06/30/2027 (B)		666,000			630,422
6.750%, 06/30/2030 (B)		113,000			102,830
Matador Resources Company 6.250%, 04/15/2033 (B)		236,000			232,042
MC Brazil Downstream Trading SARL 7.250%, 06/30/2031 (B)		429,530			367,557
MPLX LP
4.950%, 09/01/2032		344,000			345,305
5.000%, 03/01/2033		355,000			355,196
Occidental Petroleum Corp.
5.375%, 01/01/2032		229,000			232,145
6.050%, 10/01/2054		582,000			590,876
6.450%, 09/15/2036		618,000			667,415
6.600%, 03/15/2046		276,000			296,973
6.625%, 09/01/2030		676,000			729,303
ONEOK, Inc.
5.650%, 11/01/2028		131,000			136,919
6.050%, 09/01/2033		565,000			603,683
6.625%, 09/01/2053		633,000			702,402
Ovintiv, Inc.
6.250%, 07/15/2033 (C)		317,000			335,451
7.200%, 11/01/2031		55,000			61,400
Parkland Corp.
4.500%, 10/01/2029 (B)		266,000			251,844
4.625%, 05/01/2030 (B)		327,000			308,378

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Energy (continued)
Parkland Corp. (continued)
6.625%, 08/15/2032 (B)	$	160,000		$	162,429
Petroleos Mexicanos 7.690%, 01/23/2050		559,000			436,724
Sabine Pass Liquefaction LLC 4.500%, 05/15/2030		927,000			924,541
Saudi Arabian Oil Company 5.250%, 07/17/2034 (B)		305,000			313,633
Southwestern Energy Company 4.750%, 02/01/2032		129,000			123,404
Sunoco LP
4.500%, 04/30/2030		444,000			425,440
7.000%, 05/01/2029 (B)		324,000			338,521
7.250%, 05/01/2032 (B)		324,000			343,446
Talos Production, Inc.
9.000%, 02/01/2029 (B)		53,000			54,572
9.375%, 02/01/2031 (B)		66,000			67,855
Targa Resources Corp.
5.500%, 02/15/2035		592,000			609,690
6.150%, 03/01/2029		521,000			555,140
Targa Resources Partners LP 4.000%, 01/15/2032		581,000			546,684
The Williams Companies, Inc.
4.650%, 08/15/2032		443,000			440,121
4.800%, 11/15/2029		302,000			306,427
Var Energi ASA 8.000%, 11/15/2032 (B)		1,043,000			1,209,416
Venture Global Calcasieu Pass LLC
3.875%, 08/15/2029 (B)		170,000			160,655
4.125%, 08/15/2031 (B)		296,000			275,200
Venture Global LNG, Inc.
7.000%, 01/15/2030 (B)		315,000			321,809
9.000%, (9.000% to 9-30-29, then 5 Year CMT + 5.440%), 09/30/2029 (B)(D)		601,000			609,191
9.500%, 02/01/2029 (B)		538,000			606,060
Vital Energy, Inc. 7.875%, 04/15/2032 (B)		225,000			217,960
Western Midstream Operating LP
4.050%, 02/01/2030		490,000			471,779
5.450%, 11/15/2034		285,000			285,602
Whistler Pipeline LLC
5.400%, 09/30/2029 (B)		228,000			232,945
5.700%, 09/30/2031 (B)		284,000			294,019
					32,681,717
Financials – 10.0%
Ally Financial, Inc.
6.184%, (6.184% to 7-26-34. then Overnight SOFR + 2.290%), 07/26/2035		358,000			366,393
8.000%, 11/01/2031		467,000			528,699
Ambac Assurance Corp. 5.100%, 10/18/2024 (B)(D)		131			183
American National Group, Inc. 5.750%, 10/01/2029 (E)		205,000			206,185
AmWINS Group, Inc. 6.375%, 02/15/2029 (B)		204,000			208,977
Apollo Debt Solutions BDC 6.900%, 04/13/2029 (B)		793,000			824,361
Ares Capital Corp.
2.875%, 06/15/2028		489,000			451,033
5.875%, 03/01/2029		382,000			391,178
Ares Strategic Income Fund
5.600%, 02/15/2030 (B)		434,000			430,566
6.350%, 08/15/2029 (B)		178,000			181,957

9

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Financials (continued)
Athene Holding, Ltd. 3.500%, 01/15/2031	$	141,000		$	131,263
Baldwin Insurance Group Holdings LLC 7.125%, 05/15/2031 (B)		155,000			163,092
Banco Santander SA 4.379%, 04/12/2028		593,000			590,217
Bank of America Corp.
2.087%, (2.087% to 6-14-28, then Overnight SOFR + 1.060%), 06/14/2029		850,000			784,937
2.592%, (2.592% to 4-29-30, then Overnight SOFR + 2.150%), 04/29/2031		973,000			882,357
2.687%, (2.687% to 4-22-31, then Overnight SOFR + 1.320%), 04/22/2032		1,599,000			1,426,099
3.846%, (3.846% to 3-8-32, then 5 Year CMT + 2.000%), 03/08/2037		784,000			724,719
4.571%, (4.571% to 4-27-32, then Overnight SOFR + 1.830%), 04/27/2033		477,000			474,709
5.425%, (5.425% to 8-15-34, then Overnight SOFR + 1.913%), 08/15/2035		592,000			606,861
Bank of Montreal 7.700%, (7.700% to 5-26-29, then 5 Year CMT + 3.452%), 05/26/2084		770,000			812,567
Barclays PLC
4.375%, (4.375% to 9-15-28, then 5 Year CMT + 3.410%), 03/15/2028 (D)		636,000			569,259
8.000%, (8.000% to 9-15-29, then 5 Year CMT + 5.431%), 03/15/2029 (D)		200,000			210,618
Blackstone Private Credit Fund
3.250%, 03/15/2027		79,000			75,289
4.000%, 01/15/2029 (C)		372,000			354,125
5.250%, 04/01/2030 (B)		449,000			442,317
5.950%, 07/16/2029 (B)		233,000			237,238
7.300%, 11/27/2028 (B)		479,000			509,732
Block, Inc. 3.500%, 06/01/2031		126,000			114,893
BNP Paribas SA
5.497%, (5.497% to 5-20-29, then Overnight SOFR + 1.590%), 05/20/2030 (B)		474,000			491,187
5.894%, (5.894% to 12-5-33, then Overnight SOFR + 1.866%), 12/05/2034 (B)		705,000			761,118
9.250%, (9.250% to 11-17-27, then 5 Year CMT + 4.969%), 11/17/2027 (B)(C)(D)		425,000			464,340
BPCE SA 5.716%, (5.716% to 1-18-29, then 1 Year CMT + 1.959%), 01/18/2030 (B)		500,000			516,400
Citigroup, Inc.
4.700%, (4.700% to 1-30-25, then Overnight SOFR + 3.234%), 01/30/2025 (D)		717,000			713,189
5.174%, (5.174% to 2-13-29, then Overnight SOFR + 1.364%), 02/13/2030		370,000			380,079
6.174%, (6.174% to 5-25-33, then Overnight SOFR + 2.661%), 05/25/2034		696,000			742,628

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Financials (continued)
Citigroup, Inc. (continued)
6.250%, (6.250% to 8-15-26, then 3 month CME Term SOFR + 4.779%), 08/15/2026 (D)	$	650,000		$	659,899
Citizens Financial Group, Inc.
3.250%, 04/30/2030		547,000			506,862
5.718%, (5.718% to 7-23-31, then Overnight SOFR + 1.910%), 07/23/2032		474,000			491,562
CNA Financial Corp. 2.050%, 08/15/2030		235,000			205,843
CNO Financial Group, Inc.
5.250%, 05/30/2029		706,000			714,540
6.450%, 06/15/2034		286,000			302,335
Comerica, Inc. 5.982%, (5.982% to 1-30-29, then Overnight SOFR + 2.155%), 01/30/2030		358,000			369,057
Corebridge Financial, Inc. 6.875%, (6.875% to 12-15-27, then 5 Year CMT + 3.846%), 12/15/2052		269,000			278,458
Credit Agricole SA
3.250%, 01/14/2030 (B)		1,049,000			972,464
6.316%, (6.316% to 10-3-28, then Overnight SOFR + 1.860%), 10/03/2029 (B)		646,000			686,914
Deutsche Bank AG
3.742%, (3.742% to 1-7-32, then Overnight SOFR + 2.257%), 01/07/2033		703,000			615,293
6.819%, (6.819% to 11-20-28, then Overnight SOFR + 2.510%), 11/20/2029		410,000			441,351
Enact Holdings, Inc. 6.250%, 05/28/2029		570,000			591,810
Enova International, Inc. 9.125%, 08/01/2029 (B)		139,000			142,620
Fifth Third Bancorp 7.898%, (3 month CME Term SOFR + 3.295%), 10/28/2024 (A)(D)		410,000			407,741
Global Atlantic Financial Company
4.700%, (4.700% to 10-15-26, then 5 Year CMT + 3.796%), 10/15/2051 (B)		384,000			367,630
7.950%, (7.950% to 10-15-29, then 5 Year CMT + 3.608%), 10/15/2054 (B)		162,000			169,101
Huntington Bancshares, Inc. 6.208%, (6.208% to 8-21-28, then Overnight SOFR + 2.020%), 08/21/2029		381,000			403,059
ING Groep NV
6.114%, (6.114% to 9-11-33, then Overnight SOFR + 2.090%), 09/11/2034		200,000			218,129
6.500%, (6.500% to 4-16-25, then 5 Year U.S. Swap Rate + 4.446%), 04/16/2025 (D)		135,000			135,113
Jefferies Financial Group, Inc.
5.875%, 07/21/2028		482,000			502,799
6.200%, 04/14/2034		470,000			503,131
JPMorgan Chase & Co.
2.522%, (2.522% to 4-22-30, then Overnight SOFR + 2.040%), 04/22/2031		1,025,000			931,017

10

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Financials (continued)
JPMorgan Chase & Co. (continued)
2.956%, (2.956% to 5-13-30, then 3 month CME Term SOFR + 2.515%), 05/13/2031	$	886,000		$	814,897
4.452%, (4.452% to 12-5-28, then 3 month CME Term SOFR + 1.592%), 12/05/2029		276,000			277,280
4.995%, (4.995% to 7-22-29, then Overnight SOFR + 1.125%), 07/22/2030		582,000			598,427
5.012%, (5.012% to 1-23-29, then Overnight SOFR + 1.310%), 01/23/2030		621,000			636,900
5.294%, (5.294% to 7-22-34, then Overnight SOFR + 1.460%), 07/22/2035		582,000			606,987
5.581%, (5.581% to 4-22-29, then Overnight SOFR + 1.160%), 04/22/2030		400,000			419,836
Lazard Group LLC 4.375%, 03/11/2029		552,000			547,232
Liberty Mutual Group, Inc. 4.125%, (4.125% to 12-15-26, then 5 Year CMT + 3.315%), 12/15/2051 (B)		203,000			192,039
Lloyds Banking Group PLC 6.750%, (6.750% to 9-27-31, then 5 Year CMT + 3.150%), 09/27/2031 (D)(E)		342,000			341,905
M&T Bank Corp. 5.125%, (5.125% to 11-1-26, then 3 month CME Term SOFR + 3.782%), 11/01/2026 (D)		116,000			114,668
Macquarie Airfinance Holdings, Ltd. 5.150%, 03/17/2030 (B)		130,000			130,283
Macquarie Bank, Ltd. 3.624%, 06/03/2030 (B)		424,000			396,114
MassMutual Global Funding II 4.350%, 09/17/2031 (B)		456,000			454,227
MetLife, Inc. 6.400%, (6.400% to 12-15-36, then 3 month CME Term SOFR + 2.467%), 12/15/2036		556,000			589,512
Morgan Stanley
2.239%, (2.239% to 7-21-31, then Overnight SOFR + 1.178%), 07/21/2032		203,000			174,771
2.484%, (2.484% to 9-16-31, then Overnight SOFR + 1.360%), 09/16/2036		926,000			774,829
5.173%, (5.173% to 1-16-29, then Overnight SOFR + 1.450%), 01/16/2030		927,000			955,596
5.320%, (5.320% to 7-19-34, then Overnight SOFR + 1.555%), 07/19/2035		700,000			726,896
MSCI, Inc. 3.625%, 11/01/2031 (B)		652,000			600,047
Nationstar Mortgage Holdings, Inc.
5.125%, 12/15/2030 (B)		85,000			81,541
5.500%, 08/15/2028 (B)		156,000			154,429
NatWest Group PLC
6.000%, (6.000% to 6-29-26, then 5 Year CMT + 5.625%), 12/29/2025 (D)		673,000			672,651