500 Index Trust

		Shares or Principal Amount		Value
COMMON STOCKS – 96.8%
Communication services – 7.8%
Diversified telecommunication services – 0.9%
AT&T, Inc.		1,462,945		$	22,441,576
Lumen Technologies, Inc. (A)		200,501			1,459,647
Verizon Communications, Inc.		861,646			32,716,699
					56,617,922
Entertainment – 1.3%
Activision Blizzard, Inc.		146,154			10,865,088
Electronic Arts, Inc.		54,234			6,275,416
Live Nation Entertainment, Inc. (B)		28,794			2,189,496
Netflix, Inc. (B)		91,602			21,566,775
Take-Two Interactive Software, Inc. (B)		32,497			3,542,173
The Walt Disney Company (B)		374,764			35,351,488
Warner Brothers Discovery, Inc. (A)(B)		449,536			5,169,664
					84,960,100
Interactive media and services – 4.6%
Alphabet, Inc., Class A (B)		1,232,200			117,859,930
Alphabet, Inc., Class C (B)		1,101,760			105,934,224
Match Group, Inc. (B)		58,231			2,780,530
Meta Platforms, Inc., Class A (B)		468,731			63,597,422
Twitter, Inc. (B)		138,228			6,059,916
					296,232,022
Media – 0.7%
Charter Communications, Inc., Class A (B)		22,744			6,899,392
Comcast Corp., Class A		905,632			26,562,187
DISH Network Corp., Class A (B)		50,596			699,743
Fox Corp., Class A		61,669			1,892,005
Fox Corp., Class B		30,146			859,161
News Corp., Class A		79,517			1,201,502
News Corp., Class B		24,750			381,645
Omnicom Group, Inc.		41,579			2,623,219
Paramount Global, Class B		104,197			1,983,911
The Interpublic Group of Companies, Inc.		80,005			2,048,128
					45,150,893
Wireless telecommunication services – 0.3%
T-Mobile US, Inc. (B)		123,839			16,615,479
					499,576,416
Consumer discretionary – 11.3%
Auto components – 0.1%
Aptiv PLC (B)		56,377			4,409,245
BorgWarner, Inc.		48,739			1,530,405
					5,939,650
Automobiles – 2.6%
Ford Motor Company		813,554			9,111,805
General Motors Company		300,814			9,653,121
Tesla, Inc. (B)		547,321			145,176,887
					163,941,813
Distributors – 0.1%
Genuine Parts Company		29,109			4,346,556
LKQ Corp.		52,205			2,461,466
Pool Corp.		8,151			2,593,730
					9,401,752
Hotels, restaurants and leisure – 1.8%
Booking Holdings, Inc. (B)		8,160			13,408,594
Caesars Entertainment, Inc. (B)		43,381			1,399,471
Carnival Corp. (B)		204,326			1,436,412
Chipotle Mexican Grill, Inc. (B)		5,710			8,580,760
Darden Restaurants, Inc.		25,083			3,168,485
Domino's Pizza, Inc.		7,491			2,323,708
Expedia Group, Inc. (B)		30,716			2,877,782

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Hotels, restaurants and leisure (continued)
Hilton Worldwide Holdings, Inc.		56,644		$	6,832,399
Las Vegas Sands Corp. (B)		66,307			2,487,839
Marriott International, Inc., Class A		56,869			7,969,622
McDonald's Corp.		151,330			34,917,884
MGM Resorts International		67,405			2,003,277
Norwegian Cruise Line Holdings, Ltd. (B)		86,884			987,002
Royal Caribbean Cruises, Ltd. (B)		45,556			1,726,572
Starbucks Corp.		236,463			19,924,372
Wynn Resorts, Ltd. (B)		21,395			1,348,527
Yum! Brands, Inc.		58,338			6,203,663
					117,596,369
Household durables – 0.3%
D.R. Horton, Inc.		64,277			4,329,056
Garmin, Ltd.		32,423			2,603,891
Lennar Corp., A Shares		53,242			3,969,191
Mohawk Industries, Inc. (B)		11,154			1,017,133
Newell Brands, Inc.		76,953			1,068,877
NVR, Inc. (B)		631			2,515,847
PulteGroup, Inc.		47,772			1,791,450
Whirlpool Corp.		11,579			1,560,965
					18,856,410
Internet and direct marketing retail – 3.3%
Amazon.com, Inc. (B)		1,821,373			205,815,149
eBay, Inc.		111,768			4,114,180
Etsy, Inc. (B)		25,727			2,576,045
					212,505,374
Leisure products – 0.0%
Hasbro, Inc.		26,306			1,773,551
Multiline retail – 0.5%
Dollar General Corp.		46,932			11,257,110
Dollar Tree, Inc. (B)		43,370			5,902,657
Target Corp.		95,641			14,192,168
					31,351,935
Specialty retail – 2.2%
Advance Auto Parts, Inc.		12,162			1,901,407
AutoZone, Inc. (B)		3,998			8,563,436
Bath & Body Works, Inc.		48,039			1,566,071
Best Buy Company, Inc.		40,801			2,584,335
CarMax, Inc. (B)		33,117			2,186,384
Lowe's Companies, Inc.		131,323			24,663,773
O'Reilly Automotive, Inc. (B)		13,095			9,210,368
Ross Stores, Inc.		71,064			5,988,563
The Home Depot, Inc.		211,157			58,266,663
The TJX Companies, Inc.		241,617			15,009,248
Tractor Supply Company		22,519			4,185,832
Ulta Beauty, Inc. (B)		10,646			4,271,069
					138,397,149
Textiles, apparel and luxury goods – 0.4%
NIKE, Inc., Class B		259,778			21,592,747
Ralph Lauren Corp.		8,432			716,130
Tapestry, Inc.		50,676			1,440,719
VF Corp.		69,554			2,080,360
					25,829,956
					725,593,959
Consumer staples – 6.7%
Beverages – 1.8%
Brown-Forman Corp., Class B		37,138			2,472,277
Constellation Brands, Inc., Class A		32,622			7,492,621
Keurig Dr. Pepper, Inc.		174,652			6,256,035
Molson Coors Beverage Company, Class B		38,292			1,837,633

1

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Beverages (continued)
Monster Beverage Corp. (B)		79,077		$	6,876,536
PepsiCo, Inc.		283,586			46,298,250
The Coca-Cola Company		799,604			44,793,816
					116,027,168
Food and staples retailing – 1.5%
Costco Wholesale Corp.		90,920			42,938,788
Sysco Corp.		103,982			7,352,567
The Kroger Company		134,353			5,877,944
Walgreens Boots Alliance, Inc.		145,925			4,582,045
Walmart, Inc.		292,820			37,978,754
					98,730,098
Food products – 1.1%
Archer-Daniels-Midland Company		114,499			9,211,445
Campbell Soup Company		41,270			1,944,642
Conagra Brands, Inc.		97,630			3,185,667
General Mills, Inc.		123,229			9,440,574
Hormel Foods Corp.		60,258			2,738,124
Kellogg Company		51,964			3,619,812
Lamb Weston Holdings, Inc.		29,496			2,282,400
McCormick & Company, Inc.		52,366			3,732,125
Mondelez International, Inc., Class A		281,600			15,440,128
The Hershey Company		30,173			6,652,241
The J.M. Smucker Company		22,021			3,025,906
The Kraft Heinz Company		163,811			5,463,097
Tyson Foods, Inc., Class A (A)		59,923			3,950,723
					70,686,884
Household products – 1.4%
Church & Dwight Company, Inc.		49,908			3,565,428
Colgate-Palmolive Company		171,449			12,044,292
Kimberly-Clark Corp.		69,567			7,829,070
The Clorox Company		24,962			3,204,871
The Procter & Gamble Company		490,591			61,937,114
					88,580,775
Personal products – 0.2%
The Estee Lauder Companies, Inc., Class A		47,941			10,350,462
Tobacco – 0.7%
Altria Group, Inc.		370,520			14,961,598
Philip Morris International, Inc.		318,609			26,447,733
					41,409,331
					425,784,718
Energy – 4.5%
Energy equipment and services – 0.3%
Baker Hughes Company		208,583			4,371,900
Halliburton Company		186,510			4,591,876
Schlumberger NV		289,398			10,389,388
					19,353,164
Oil, gas and consumable fuels – 4.2%
APA Corp.		66,921			2,288,029
Chevron Corp.		370,110			53,173,704
ConocoPhillips		261,651			26,777,363
Coterra Energy, Inc.		162,412			4,242,201
Devon Energy Corp.		134,626			8,095,061
Diamondback Energy, Inc.		36,577			4,406,065
EOG Resources, Inc.		120,212			13,431,287
EQT Corp.		77,527			3,159,225
Exxon Mobil Corp.		856,462			74,777,697
Hess Corp.		57,360			6,251,666
Kinder Morgan, Inc.		408,568			6,798,572
Marathon Oil Corp.		139,422			3,148,149
Marathon Petroleum Corp.		102,524			10,183,709
Occidental Petroleum Corp.		153,191			9,413,587

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Oil, gas and consumable fuels (continued)
ONEOK, Inc.		92,730		$	4,751,485
Phillips 66		98,512			7,951,889
Pioneer Natural Resources Company		49,076			10,626,426
The Williams Companies, Inc.		249,055			7,130,445
Valero Energy Corp.		80,975			8,652,179
					265,258,739
					284,611,903
Financials – 10.7%
Banks – 3.6%
Bank of America Corp.		1,436,241			43,374,478
Citigroup, Inc.		397,889			16,580,035
Citizens Financial Group, Inc.		101,165			3,476,029
Comerica, Inc.		27,221			1,935,413
Fifth Third Bancorp		140,392			4,486,928
First Republic Bank		37,019			4,832,830
Huntington Bancshares, Inc.		300,118			3,955,555
JPMorgan Chase & Co.		602,806			62,993,227
KeyCorp		193,106			3,093,558
M&T Bank Corp.		36,417			6,421,045
Regions Financial Corp.		194,015			3,893,881
Signature Bank		13,027			1,967,077
SVB Financial Group (B)		12,285			4,125,057
The PNC Financial Services Group, Inc.		84,270			12,591,623
Truist Financial Corp.		271,312			11,812,924
U.S. Bancorp		278,463			11,227,628
Wells Fargo & Company		779,948			31,369,509
Zions Bancorp NA		29,664			1,508,711
					229,645,508
Capital markets – 2.9%
Ameriprise Financial, Inc.		22,323			5,624,280
BlackRock, Inc.		30,976			17,045,473
Cboe Global Markets, Inc.		21,672			2,543,643
CME Group, Inc.		73,928			13,094,867
FactSet Research Systems, Inc.		7,673			3,070,044
Franklin Resources, Inc.		57,236			1,231,719
Intercontinental Exchange, Inc.		114,464			10,341,822
Invesco, Ltd.		93,603			1,282,361
MarketAxess Holdings, Inc.		7,724			1,718,513
Moody's Corp.		32,450			7,888,920
Morgan Stanley		275,053			21,731,938
MSCI, Inc.		16,467			6,945,616
Nasdaq, Inc.		69,174			3,920,782
Northern Trust Corp.		42,357			3,624,065
Raymond James Financial, Inc.		39,881			3,941,040
S&P Global, Inc.		70,027			21,382,744
State Street Corp.		76,224			4,635,181
T. Rowe Price Group, Inc.		45,897			4,819,644
The Bank of New York Mellon Corp.		151,012			5,816,982
The Charles Schwab Corp.		313,769			22,550,578
The Goldman Sachs Group, Inc.		70,230			20,580,902
					183,791,114
Consumer finance – 0.5%
American Express Company		123,264			16,629,546
Capital One Financial Corp.		78,834			7,266,130
Discover Financial Services		56,676			5,152,982
Synchrony Financial		99,006			2,790,979
					31,839,637
Diversified financial services – 1.6%
Berkshire Hathaway, Inc., Class B (B)		370,955			99,052,404
Insurance – 2.1%
Aflac, Inc.		118,031			6,633,342
American International Group, Inc.		156,139			7,413,480
Aon PLC, Class A		43,133			11,554,037

2

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Insurance (continued)
Arthur J. Gallagher & Company		43,308		$	7,415,196
Assurant, Inc.		10,821			1,571,967
Brown & Brown, Inc.		47,508			2,873,284
Chubb, Ltd.		85,678			15,583,115
Cincinnati Financial Corp.		32,704			2,929,297
Everest Re Group, Ltd.		8,104			2,126,814
Globe Life, Inc.		19,021			1,896,394
Lincoln National Corp.		31,906			1,400,992
Loews Corp.		41,311			2,058,940
Marsh & McLennan Companies, Inc.		102,116			15,244,898
MetLife, Inc.		137,506			8,357,615
Principal Financial Group, Inc.		47,711			3,442,349
Prudential Financial, Inc.		76,340			6,548,445
The Allstate Corp.		55,230			6,877,792
The Hartford Financial Services Group, Inc.		67,332			4,170,544
The Progressive Corp.		120,682			14,024,455
The Travelers Companies, Inc.		48,337			7,405,228
W.R. Berkley Corp.		42,759			2,761,376
Willis Towers Watson PLC		22,937			4,608,961
					136,898,521
					681,227,184
Health care – 14.6%
Biotechnology – 2.2%
AbbVie, Inc.		363,456			48,779,430
Amgen, Inc.		109,893			24,769,882
Biogen, Inc. (B)		29,625			7,909,875
Gilead Sciences, Inc.		258,205			15,928,666
Incyte Corp. (B)		38,153			2,542,516
Moderna, Inc. (B)		69,149			8,176,869
Regeneron Pharmaceuticals, Inc. (B)		21,964			15,130,341
Vertex Pharmaceuticals, Inc. (B)		52,834			15,297,556
					138,535,135
Health care equipment and supplies – 2.6%
Abbott Laboratories		360,027			34,836,213
ABIOMED, Inc. (B)		9,224			2,265,968
Align Technology, Inc. (B)		14,935			3,093,188
Baxter International, Inc.		104,503			5,628,532
Becton, Dickinson and Company		58,373			13,007,256
Boston Scientific Corp. (B)		294,854			11,419,695
Dentsply Sirona, Inc.		44,422			1,259,364
DexCom, Inc. (B)		81,405			6,556,359
Edwards Lifesciences Corp. (B)		126,695			10,468,808
Hologic, Inc. (B)		51,523			3,324,264
IDEXX Laboratories, Inc. (B)		17,292			5,633,734
Intuitive Surgical, Inc. (B)		73,313			13,741,789
Medtronic PLC		273,077			22,050,968
ResMed, Inc.		30,161			6,584,146
STERIS PLC		20,277			3,371,660
Stryker Corp.		69,077			13,990,856
Teleflex, Inc.		9,513			1,916,489
The Cooper Companies, Inc.		10,010			2,641,639
Zimmer Biomet Holdings, Inc.		43,618			4,560,262
					166,351,190
Health care providers and services – 3.5%
AmerisourceBergen Corp.		31,934			4,321,628
Cardinal Health, Inc.		55,128			3,675,935
Centene Corp. (B)		117,388			9,133,960
Cigna Corp.		62,659			17,385,993
CVS Health Corp.		269,686			25,719,954
DaVita, Inc. (B)		11,456			948,213
Elevance Health, Inc.		49,267			22,379,042
HCA Healthcare, Inc.		44,224			8,127,929
Henry Schein, Inc. (B)		28,393			1,867,408

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Health care providers and services (continued)
Humana, Inc.		26,119		$	12,672,678
Laboratory Corp. of America Holdings		18,832			3,856,982
McKesson Corp.		29,746			10,109,773
Molina Healthcare, Inc. (B)		11,851			3,908,934
Quest Diagnostics, Inc.		24,409			2,994,740
UnitedHealth Group, Inc.		192,309			97,123,737
Universal Health Services, Inc., Class B		13,560			1,195,721
					225,422,627
Life sciences tools and services – 1.8%
Agilent Technologies, Inc.		61,676			7,496,718
Bio-Rad Laboratories, Inc., Class A (B)		4,368			1,822,068
Bio-Techne Corp.		7,905			2,245,020
Charles River Laboratories International, Inc. (B)		10,243			2,015,822
Danaher Corp.		134,538			34,749,820
Illumina, Inc. (B)		32,548			6,209,833
IQVIA Holdings, Inc. (B)		38,295			6,936,756
Mettler-Toledo International, Inc. (B)		4,590			4,976,111
PerkinElmer, Inc.		25,714			3,094,166
Thermo Fisher Scientific, Inc.		80,501			40,829,302
Waters Corp. (B)		12,472			3,361,578
West Pharmaceutical Services, Inc.		15,037			3,700,305
					117,437,499
Pharmaceuticals – 4.5%
Bristol-Myers Squibb Company		438,812			31,195,145
Catalent, Inc. (B)		36,817			2,664,078
Eli Lilly & Company		162,050			52,398,868
Johnson & Johnson		540,230			88,251,973
Merck & Company, Inc.		520,478			44,823,565
Organon & Company		51,529			1,205,779
Pfizer, Inc.		1,153,210			50,464,470
Viatris, Inc.		245,795			2,094,173
Zoetis, Inc.		96,332			14,285,072
					287,383,123
					935,129,574
Industrials – 7.6%
Aerospace and defense – 1.6%
General Dynamics Corp.		46,184			9,798,859
Howmet Aerospace, Inc.		74,604			2,307,502
Huntington Ingalls Industries, Inc.		8,159			1,807,219
L3Harris Technologies, Inc.		39,494			8,208,038
Lockheed Martin Corp.		48,512			18,739,700
Northrop Grumman Corp.		29,993			14,106,308
Raytheon Technologies Corp.		304,129			24,896,000
Textron, Inc.		43,406			2,528,834
The Boeing Company (B)		114,967			13,920,204
TransDigm Group, Inc.		10,642			5,585,134
					101,897,798
Air freight and logistics – 0.6%
CH Robinson Worldwide, Inc.		25,339			2,440,399
Expeditors International of Washington, Inc.		33,174			2,929,596
FedEx Corp.		49,433			7,339,318
United Parcel Service, Inc., Class B		150,267			24,274,131
					36,983,444
Airlines – 0.2%
Alaska Air Group, Inc. (B)		25,454			996,524
American Airlines Group, Inc. (A)(B)		131,599			1,584,452
Delta Air Lines, Inc. (B)		130,066			3,649,652
Southwest Airlines Company (B)		123,865			3,819,997

3

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Airlines (continued)
United Airlines Holdings, Inc. (B)		65,776		$	2,139,693
					12,190,318
Building products – 0.4%
A.O. Smith Corp.		27,073			1,315,206
Allegion PLC		18,231			1,634,956
Carrier Global Corp.		174,418			6,202,304
Fortune Brands Home & Security, Inc.		25,750			1,382,518
Johnson Controls International PLC		141,647			6,971,865
Masco Corp.		46,384			2,165,669
Trane Technologies PLC		47,444			6,870,366
					26,542,884
Commercial services and supplies – 0.5%
Cintas Corp.		17,789			6,905,512
Copart, Inc. (B)		44,507			4,735,545
Republic Services, Inc.		41,775			5,683,071
Rollins, Inc.		46,008			1,595,557
Waste Management, Inc.		77,464			12,410,507
					31,330,192
Construction and engineering – 0.0%
Quanta Services, Inc.		29,864			3,804,375
Electrical equipment – 0.5%
AMETEK, Inc.		46,994			5,329,590
Eaton Corp. PLC		81,970			10,931,519
Emerson Electric Company		121,506			8,896,669
Generac Holdings, Inc. (B)		12,830			2,285,536
Rockwell Automation, Inc.		23,583			5,072,939
					32,516,253
Industrial conglomerates – 0.8%
3M Company		113,820			12,577,110
General Electric Company		225,488			13,959,962
Honeywell International, Inc.		138,400			23,108,648
					49,645,720
Machinery – 1.6%
Caterpillar, Inc.		108,378			17,782,662
Cummins, Inc.		29,189			5,940,253
Deere & Company		57,117			19,070,795
Dover Corp.		29,261			3,411,247
Fortive Corp.		72,845			4,246,864
IDEX Corp.		15,447			3,087,083
Illinois Tool Works, Inc.		57,571			10,400,201
Ingersoll Rand, Inc.		82,354			3,562,634
Nordson Corp.		11,195			2,376,363
Otis Worldwide Corp.		86,745			5,534,331
PACCAR, Inc.		72,142			6,037,564
Parker-Hannifin Corp.		26,231			6,356,034
Pentair PLC		33,712			1,369,719
Snap-on, Inc.		10,970			2,208,810
Stanley Black & Decker, Inc.		31,148			2,342,641
Wabtec Corp.		36,896			3,001,490
Xylem, Inc.		36,619			3,199,036
					99,927,727
Professional services – 0.4%
CoStar Group, Inc. (B)		81,455			5,673,341
Equifax, Inc.		25,489			4,369,579
Jacobs Solutions, Inc.		26,487			2,873,575
Leidos Holdings, Inc.		28,774			2,516,862
Nielsen Holdings PLC		72,928			2,021,564
Robert Half International, Inc.		22,758			1,740,987
Verisk Analytics, Inc.		32,062			5,467,533
					24,663,441
Road and rail – 0.8%
CSX Corp.		440,523			11,735,533

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Road and rail (continued)
JB Hunt Transport Services, Inc.		17,105		$	2,675,564
Norfolk Southern Corp.		48,477			10,163,203
Old Dominion Freight Line, Inc.		19,067			4,743,298
Union Pacific Corp.		128,025			24,941,831
					54,259,429
Trading companies and distributors – 0.2%
Fastenal Company		116,818			5,378,301
United Rentals, Inc. (B)		14,244			3,847,589
W.W. Grainger, Inc.		9,308			4,553,381
					13,779,271
					487,540,852
Information technology – 25.5%
Communications equipment – 0.8%
Arista Networks, Inc. (B)		50,654			5,718,330
Cisco Systems, Inc.		851,220			34,048,800
F5, Inc. (B)		12,259			1,774,245
Juniper Networks, Inc.		66,088			1,726,219
Motorola Solutions, Inc.		34,416			7,708,152
					50,975,746
Electronic equipment, instruments and components – 0.6%
Amphenol Corp., Class A		121,584			8,141,265
CDW Corp.		27,947			4,361,968
Corning, Inc.		156,177			4,532,257
Keysight Technologies, Inc. (B)		36,635			5,764,884
TE Connectivity, Ltd.		65,586			7,238,071
Teledyne Technologies, Inc. (B)		9,473			3,196,853
Trimble, Inc. (B)		51,143			2,775,531
Zebra Technologies Corp., Class A (B)		10,854			2,843,857
					38,854,686
IT services – 4.2%
Accenture PLC, Class A		129,766			33,388,792
Akamai Technologies, Inc. (B)		33,096			2,658,271
Automatic Data Processing, Inc.		85,376			19,311,197
Broadridge Financial Solutions, Inc.		24,429			3,525,593
Cognizant Technology Solutions Corp., Class A		106,830			6,136,315
DXC Technology Company (B)		46,270			1,132,690
EPAM Systems, Inc. (B)		11,890			4,306,439
Fidelity National Information Services, Inc.		125,633			9,494,086
Fiserv, Inc. (B)		131,472			12,301,835
FleetCor Technologies, Inc. (B)		15,248			2,686,240
Gartner, Inc. (B)		16,169			4,473,801
Global Payments, Inc.		56,989			6,157,661
IBM Corp.		185,549			22,045,077
Jack Henry & Associates, Inc.		15,098			2,751,912
Mastercard, Inc., Class A		175,249			49,830,301
Paychex, Inc.		66,216			7,430,097
PayPal Holdings, Inc. (B)		237,743			20,462,540
VeriSign, Inc. (B)		19,019			3,303,600
Visa, Inc., Class A		336,002			59,690,755
					271,087,202
Semiconductors and semiconductor equipment – 4.7%
Advanced Micro Devices, Inc. (B)		331,029			20,973,997
Analog Devices, Inc.		106,348			14,818,530
Applied Materials, Inc.		178,803			14,649,330
Broadcom, Inc.		82,958			36,834,182
Enphase Energy, Inc. (B)		27,835			7,723,377
Intel Corp.		843,800			21,744,726
KLA Corp.		29,137			8,817,730
Lam Research Corp.		28,153			10,303,998
Microchip Technology, Inc.		114,171			6,967,856
Micron Technology, Inc.		226,250			11,335,125

4

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Semiconductors and semiconductor equipment (continued)
Monolithic Power Systems, Inc.		9,143		$	3,322,566
NVIDIA Corp.		514,601			62,467,415
NXP Semiconductors NV		53,890			7,949,314
ON Semiconductor Corp. (B)		89,060			5,551,110
Qorvo, Inc. (B)		21,005			1,668,007
Qualcomm, Inc.		231,200			26,120,976
Skyworks Solutions, Inc.		33,567			2,862,258
SolarEdge Technologies, Inc. (B)		11,411			2,641,190
Teradyne, Inc.		31,903			2,397,510
Texas Instruments, Inc.		187,737			29,057,933
					298,207,130
Software – 8.3%
Adobe, Inc. (B)		96,169			26,465,709
ANSYS, Inc. (B)		17,735			3,931,850
Autodesk, Inc. (B)		44,719			8,353,509
Cadence Design Systems, Inc. (B)		56,257			9,194,082
Ceridian HCM Holding, Inc. (B)		31,527			1,761,729
Citrix Systems, Inc.		25,251			2,623,579
Fortinet, Inc. (B)		134,498			6,607,887
Intuit, Inc.		57,906			22,428,152
Microsoft Corp.		1,532,535			356,927,402
NortonLifeLock, Inc.		124,474			2,506,906
Oracle Corp.		311,962			19,051,519
Paycom Software, Inc. (B)		10,145			3,347,749
PTC, Inc. (B)		21,473			2,246,076
Roper Technologies, Inc.		21,939			7,890,142
salesforce.com, Inc. (B)		204,477			29,411,972
ServiceNow, Inc. (B)		41,513			15,675,724
Synopsys, Inc. (B)		31,538			9,635,174
Tyler Technologies, Inc. (B)		8,672			3,013,520
					531,072,681
Technology hardware, storage and peripherals – 6.9%
Apple, Inc.		3,104,256			429,008,179
Hewlett Packard Enterprise Company		265,437			3,179,935
HP, Inc.		186,908			4,657,747
NetApp, Inc.		45,532			2,816,154
Seagate Technology Holdings PLC		40,066			2,132,713
Western Digital Corp. (B)		62,664			2,039,713
					443,834,441
					1,634,031,886
Materials – 2.4%
Chemicals – 1.7%
Air Products & Chemicals, Inc.		45,280			10,538,014
Albemarle Corp.		24,215			6,403,415
Celanese Corp.		20,481			1,850,254
CF Industries Holdings, Inc.		40,911			3,937,684
Corteva, Inc.		147,092			8,406,308
Dow, Inc.		148,163			6,508,801
DuPont de Nemours, Inc.		103,061			5,194,274
Eastman Chemical Company		25,492			1,811,207
Ecolab, Inc.		50,589			7,306,063
FMC Corp.		26,159			2,765,006
International Flavors & Fragrances, Inc.		52,304			4,750,772
Linde PLC		102,423			27,612,217
LyondellBasell Industries NV, Class A		51,990			3,913,807
PPG Industries, Inc.		48,244			5,340,128
The Mosaic Company		70,776			3,420,604
The Sherwin-Williams Company		48,487			9,927,713
					109,686,267
Construction materials – 0.1%
Martin Marietta Materials, Inc.		12,678			4,083,457

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Construction materials (continued)
Vulcan Materials Company		26,967		$	4,252,966
					8,336,423
Containers and packaging – 0.3%
Amcor PLC		313,377			3,362,535
Avery Dennison Corp.		16,846			2,740,844
Ball Corp.		64,012			3,093,060
International Paper Company		74,983			2,376,961
Packaging Corp. of America		19,308			2,168,095
Sealed Air Corp.		30,466			1,356,042
Westrock Company		50,720			1,566,741
					16,664,278
Metals and mining – 0.3%
Freeport-McMoRan, Inc.		293,856			8,031,084
Newmont Corp.		162,427			6,826,807
Nucor Corp.		53,904			5,767,189
					20,625,080
					155,312,048
Real estate – 2.7%
Equity real estate investment trusts – 2.6%
Alexandria Real Estate Equities, Inc.		30,474			4,272,150
American Tower Corp.		95,865			20,582,216
AvalonBay Communities, Inc.		29,042			5,349,246
Boston Properties, Inc.		28,885			2,165,508
Camden Property Trust		22,220			2,654,179
Crown Castle, Inc.		89,071			12,875,213
Digital Realty Trust, Inc.		58,961			5,847,752
Duke Realty Corp.		78,185			3,768,517
Equinix, Inc.		18,763			10,673,145
Equity Residential		69,260			4,655,657
Essex Property Trust, Inc.		13,219			3,202,038
Extra Space Storage, Inc.		27,908			4,819,991
Federal Realty Investment Trust		15,584			1,404,430
Healthpeak Properties, Inc.		109,548			2,510,840
Host Hotels & Resorts, Inc.		145,119			2,304,490
Invitation Homes, Inc.		119,812			4,046,051
Iron Mountain, Inc.		58,834			2,586,931
Kimco Realty Corp.		124,700			2,295,727
Mid-America Apartment Communities, Inc.		23,582			3,656,861
Prologis, Inc.		151,717			15,414,447
Public Storage		32,497			9,515,447
Realty Income Corp.		127,194			7,402,691
Regency Centers Corp.		31,075			1,673,389
SBA Communications Corp.		22,267			6,338,302
Simon Property Group, Inc.		66,792			5,994,582
UDR, Inc.		63,785			2,660,472
Ventas, Inc.		81,016			3,254,413
VICI Properties, Inc.		198,135			5,914,330
Vornado Realty Trust		32,316			748,439
Welltower, Inc.		95,526			6,144,232
Weyerhaeuser Company		152,398			4,352,487
					169,084,173
Real estate management and development – 0.1%
CBRE Group, Inc., Class A (B)		66,146			4,465,516
					173,549,689
Utilities – 3.0%
Electric utilities – 2.0%
Alliant Energy Corp.		50,866			2,695,389
American Electric Power Company, Inc.		106,150			9,176,668
Constellation Energy Corp.		67,797			5,640,032
Duke Energy Corp.		158,331			14,727,950
Edison International		79,137			4,477,571
Entergy Corp.		41,518			4,177,956

5

500 Index Trust (continued)

		Shares or Principal Amount		Value
COMMON STOCKS (continued)
Electric utilities (continued)
Evergy, Inc.		46,606		$	2,768,396
Eversource Energy		71,349			5,562,368
Exelon Corp.		203,183			7,611,235
FirstEnergy Corp.		111,246			4,116,102
NextEra Energy, Inc.		404,033			31,680,228
NRG Energy, Inc.		49,752			1,904,009
PG&E Corp. (B)		346,020			4,325,250
Pinnacle West Capital Corp.		22,924			1,478,827
PPL Corp.		153,553			3,892,569
The Southern Company		218,505			14,858,340
Xcel Energy, Inc.		112,421			7,194,944
					126,287,834
Gas utilities – 0.0%
Atmos Energy Corp.		28,557			2,908,530
Independent power and renewable electricity producers – 0.0%
The AES Corp.		135,441			3,060,967
Multi-utilities – 0.9%
Ameren Corp.		53,719			4,327,065
CenterPoint Energy, Inc.		129,183			3,640,377
CMS Energy Corp.		58,874			3,428,822
Consolidated Edison, Inc.		73,190			6,276,774
Dominion Energy, Inc.		170,734			11,799,427
DTE Energy Company		39,381			4,530,784
NiSource, Inc.		82,279			2,072,608
Public Service Enterprise Group, Inc.		102,761			5,778,251
Sempra Energy		64,905			9,731,856
WEC Energy Group, Inc.		64,114			5,733,715
					57,319,679
Water utilities – 0.1%
American Water Works Company, Inc.		37,778			4,917,184
					194,494,194
TOTAL COMMON STOCKS (Cost $2,904,263,855)				$	6,196,852,423

500 Index Trust (continued)

		Shares or Principal Amount		Value
SHORT-TERM INVESTMENTS – 3.3%
Short-term funds – 3.3%
John Hancock Collateral Trust, 3.0556% (C)(D)		21,113,591		$	210,967,000
TOTAL SHORT-TERM INVESTMENTS (Cost $210,981,570)				$	210,967,000
Total Investments (500 Index Trust) (Cost $3,115,245,425) – 100.1%				$	6,407,819,423
Other assets and liabilities, net – (0.1%)					(7,784,599)
TOTAL NET ASSETS – 100.0%				$	6,400,034,824

Security Abbreviations and Legend
(A)	All or a portion of this security is on loan as of 9-30-22. The value of securities on loan amounted to $3,990,382. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $786,814 in the form of U.S. Treasuries was pledged to the fund.
(B)	Non-income producing security.
(C)	The rate shown is the annualized seven-day yield as of 9-30-22.
(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. Cash collateral received for securities lending amounted to $3,325,356.

DERIVATIVES

FUTURES

Open contracts	Number of contracts	Position	Expiration date	Notional basis^	Notional value^	Unrealized appreciation (depreciation)
S&P 500 E-Mini Index Futures	1,156	Long	Dec 2022	$232,017,803	$208,166,700	$(23,851,103)
						$(23,851,103)

    

^ 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 – 37.8%
U.S. Government – 15.7%
U.S. Treasury Bonds
1.250%, 05/15/2050	$	2,000,000		$	1,119,375
1.625%, 11/15/2050		6,500,000			4,035,586
1.875%, 02/15/2041		6,000,000			4,249,922
2.000%, 08/15/2051		3,000,000			2,049,141
2.250%, 05/15/2041		3,000,000			2,267,930
2.500%, 02/15/2045		7,566,000			5,768,188
2.875%, 05/15/2052		24,309,000			20,385,375

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)
3.000%, 02/15/2047 to 08/15/2052	$	4,060,000		$	3,411,607
3.375%, 08/15/2042		9,817,000			8,892,055
U.S. Treasury Notes
1.125%, 02/15/2031		3,000,000			2,429,180
1.375%, 11/15/2031		4,000,000			3,250,000
1.625%, 05/15/2031		3,000,000			2,518,125
2.375%, 05/15/2027		6,000,000			5,561,250

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)
2.750%, 08/15/2032	$	8,546,000		$	7,814,249
2.875%, 08/15/2028		7,000,000			6,567,148
3.125%, 08/31/2027 to 08/31/2029		958,000			916,920
3.500%, 09/15/2025		4,529,000			4,436,651
					85,672,702
U.S. Government Agency – 22.1%
Federal Home Loan Mortgage Corp.
2.000%, 11/01/2051 to 01/01/2052		1,246,676			1,013,458
2.500%, 08/01/2050 to 12/01/2051		2,091,984			1,770,044
3.000%, 03/01/2043 to 12/01/2049		4,909,754			4,352,825
3.500%, 10/01/2046 to 04/01/2052		14,118,618			12,895,277
4.000%, 01/01/2041 to 05/01/2052		636,979			606,314
4.500%, 09/01/2023 to 08/01/2052		1,641,828			1,597,505
4.500%, 08/01/2052 to 09/01/2052 (A)		2,180,666			2,084,035
Federal National Mortgage Association
2.000%, 09/01/2050 to 02/01/2052		4,692,326			3,828,236
2.459%, 04/01/2034 (B)		999,886			830,082
2.500%, 09/01/2050 to 03/01/2052		9,016,890			7,616,635
3.000%, 01/01/2043 to 03/01/2052		30,703,149			26,993,898
3.372%, (6 month LIBOR + 2.122%), 07/01/2033 (C)		14,784			15,131
3.500%, 06/01/2042 to 05/01/2052		21,529,550			19,613,328
3.768%, (12 month LIBOR + 1.608%), 08/01/2034 (C)		134,114			135,973
4.000%, 10/01/2025 to 06/01/2052		23,570,617			22,090,388
4.000%, 07/01/2052 (A)		301,927			281,501
4.500%, TBA (A)		4,014,000			3,818,944
4.500%, 05/01/2041 to 08/01/2052		1,642,827			1,593,646
4.500%, 06/01/2052 to 08/01/2052 (A)		3,029,782			2,891,307
5.000%, TBA (A)		2,463,000			2,396,421
5.000%, 12/01/2034 to 02/01/2036		958,816			962,330
5.500%, 09/01/2034 to 01/01/2037		1,255,295			1,284,609
6.000%, 05/01/2035 to 02/01/2036		929,883			964,809
7.000%, 09/01/2031 to 06/01/2032		77,678			82,534
7.500%, 09/01/2029 to 08/01/2031		10,956			11,535
Government National Mortgage Association
4.000%, 02/15/2041		764,832			736,930
5.000%, 04/15/2035		129,443			129,135
5.500%, 03/15/2035		44,721			45,553
6.000%, 03/15/2033 to 06/15/2033		100,515			103,936
6.500%, 09/15/2028 to 08/15/2031		14,932			15,400
7.000%, 04/15/2029		20,752			21,545
8.000%, 10/15/2026		9,581			9,951
					120,793,215
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $233,318,993)				$	206,465,917
FOREIGN GOVERNMENT OBLIGATIONS – 0.7%
Argentina – 0.1%
Republic of Argentina 3.500%, (3.500% to 7-9-29, then 4.875% thereafter), 07/09/2041		1,219,000			259,841
Republic of Argentina, GDP-Linked Note 7.393%, 12/15/2035 (D)*	ARS	19,532,033			1,246
					261,087
Germany – 0.2%
Federal Republic of Germany 6.250%, 01/04/2030	EUR	725,000			910,690
Mexico – 0.1%
Government of Mexico 8.000%, 12/07/2023	MXN	11,861,100			571,214

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		$	392,718
9.375%, 04/01/2029		130,000			151,032
					543,750
Qatar – 0.1%
State of Qatar
3.375%, 03/14/2024 (E)		323,000			316,136
5.103%, 04/23/2048 (E)		255,000			246,542
					562,678
Saudi Arabia – 0.1%
Kingdom of Saudi Arabia 4.375%, 04/16/2029 (E)		601,000			587,603
United Kingdom – 0.0%
Government of United Kingdom 6.000%, 12/07/2028	GBP	85,000			102,737
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $4,491,641)				$	3,539,759
CORPORATE BONDS – 41.1%
Communication services – 4.0%
AMC Entertainment Holdings, Inc. 10.000%, 06/15/2026 (E)	$	137,000			93,503
AT&T, Inc.
3.500%, 06/01/2041		484,000			348,617
3.650%, 06/01/2051		612,000			413,441
4.350%, 06/15/2045		285,000			220,258
7.625%, 04/15/2031		451,000			481,414
C&W Senior Financing DAC 6.875%, 09/15/2027 (E)		249,000			203,381
Cable One, Inc. 4.000%, 11/15/2030 (E)		126,000			98,080
CCO Holdings LLC 4.500%, 06/01/2033 (E)		210,000			155,142
Charter Communications Operating LLC
2.800%, 04/01/2031		400,000			302,379
3.900%, 06/01/2052		236,000			146,110
4.200%, 03/15/2028		581,000			521,613
4.800%, 03/01/2050		557,000			401,814
5.750%, 04/01/2048		643,000			518,972
6.484%, 10/23/2045		505,000			444,696
Comcast Corp.
3.969%, 11/01/2047		633,000			483,995
3.999%, 11/01/2049		761,000			583,128
Connect Finco SARL 6.750%, 10/01/2026 (E)		301,000			263,240
Deutsche Telekom International Finance BV 8.750%, 06/15/2030		758,000			868,437
Fox Corp. 3.500%, 04/08/2030		400,000			343,059
GCI LLC 4.750%, 10/15/2028 (E)		175,000			145,295
Globo Comunicacao e Participacoes SA 4.875%, 01/22/2030 (E)		400,000			301,000
Level 3 Financing, Inc. 3.400%, 03/01/2027 (E)		377,000			315,738
Lions Gate Capital Holdings LLC 5.500%, 04/15/2029 (E)		289,000			215,305
Live Nation Entertainment, Inc. 4.750%, 10/15/2027 (E)		156,000			135,437
Lumen Technologies, Inc. 7.600%, 09/15/2039		1,000,000			679,270
Match Group Holdings II LLC
3.625%, 10/01/2031 (E)		81,000			61,155

7

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Communication services (continued)
Match Group Holdings II LLC (continued)
4.125%, 08/01/2030 (E)	$	234,000		$	192,173
Millicom International Cellular SA 6.250%, 03/25/2029 (E)		214,200			181,697
MTN Mauritius Investments, Ltd. 4.755%, 11/11/2024 (E)		140,000			133,809
Netflix, Inc.
4.375%, 11/15/2026		700,000			660,825
4.875%, 04/15/2028		562,000			525,984
4.875%, 06/15/2030 (E)		277,000			253,133
5.375%, 11/15/2029 (E)		120,000			112,800
5.875%, 11/15/2028		487,000			475,205
News Corp.
3.875%, 05/15/2029 (E)		209,000			177,412
5.125%, 02/15/2032 (E)		107,000			93,893
Paramount Global 4.375%, 03/15/2043		642,000			427,794
Playtika Holding Corp. 4.250%, 03/15/2029 (E)		57,000			45,585
Radiate Holdco LLC 6.500%, 09/15/2028 (E)		225,000			156,938
Sirius XM Radio, Inc.
4.000%, 07/15/2028 (E)		357,000			303,657
5.000%, 08/01/2027 (E)		373,000			342,228
Sprint Capital Corp. 6.875%, 11/15/2028		400,000			411,000
Sprint Corp. 7.875%, 09/15/2023		261,000			263,666
Stagwell Global LLC 5.625%, 08/15/2029 (E)		523,000			430,204
Switch, Ltd. 3.750%, 09/15/2028 (E)		81,000			80,494
Take-Two Interactive Software, Inc. 3.550%, 04/14/2025		187,000			179,424
Telecom Argentina SA 8.000%, 07/18/2026 (E)		114,000			99,392
Telefonica Emisiones SA 5.213%, 03/08/2047		477,000			362,884
Telesat Canada 5.625%, 12/06/2026 (E)		112,000			53,514
Time Warner Cable LLC 5.500%, 09/01/2041		450,000			353,212
Time Warner Entertainment Company LP 8.375%, 07/15/2033		300,000			320,027
T-Mobile USA, Inc.
2.875%, 02/15/2031		59,000			47,545
3.375%, 04/15/2029		372,000			321,401
3.875%, 04/15/2030		985,000			873,710
4.500%, 04/15/2050		300,000			240,166
Total Play Telecomunicaciones SA de CV
6.375%, 09/20/2028 (E)		278,000			197,389
7.500%, 11/12/2025 (E)		480,000			408,000
Townsquare Media, Inc. 6.875%, 02/01/2026 (E)		102,000			93,235
Twitter, Inc. 3.875%, 12/15/2027 (E)		124,000			116,278
Univision Communications, Inc.
4.500%, 05/01/2029 (E)		111,000			90,517
7.375%, 06/30/2030 (E)		30,000			28,629
Verizon Communications, Inc.
4.272%, 01/15/2036		1,311,000			1,118,604
4.329%, 09/21/2028		697,000			655,824
4.522%, 09/15/2048		978,000			811,458

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Communication services (continued)
Verizon Communications, Inc. (continued)
4.672%, 03/15/2055	$	397,000		$	331,264
5.012%, 08/21/2054		335,000			296,330
Videotron, Ltd. 3.625%, 06/15/2029 (E)		171,000			138,508
Vodafone Group PLC 7.000%, (7.000% to 1-4-29, then 5 Year U.S. Swap Rate + 4.873%), 04/04/2079		277,000			263,593
WMG Acquisition Corp.
3.000%, 02/15/2031 (E)		358,000			271,779
3.875%, 07/15/2030 (E)		287,000			235,130
					21,920,789
Consumer discretionary – 4.3%
Affinity Gaming 6.875%, 12/15/2027 (E)		159,000			129,617
Amazon.com, Inc. 4.050%, 08/22/2047		385,000			325,122
Asbury Automotive Group, Inc.
4.625%, 11/15/2029 (E)		50,000			39,969
4.750%, 03/01/2030		175,000			136,672
AutoNation, Inc. 4.750%, 06/01/2030		166,000			145,975
AutoZone, Inc. 3.125%, 04/21/2026		535,000			502,771
Booking Holdings, Inc. 4.625%, 04/13/2030		406,000			381,573
Brinker International, Inc. 3.875%, 05/15/2023		740,000			727,015
Brookfield Residential Properties, Inc. 5.000%, 06/15/2029 (E)		154,000			114,002
Caesars Resort Collection LLC 5.750%, 07/01/2025 (E)		116,000			111,928
CCM Merger, Inc. 6.375%, 05/01/2026 (E)		139,000			126,844
Century Communities, Inc.
3.875%, 08/15/2029 (E)		266,000			204,155
6.750%, 06/01/2027		232,000			216,784
Choice Hotels International, Inc. 3.700%, 12/01/2029 to 01/15/2031		445,000			372,684
Dealer Tire LLC 8.000%, 02/01/2028 (E)		122,000			107,363
Dollar Tree, Inc. 4.200%, 05/15/2028		616,000			573,906
eBay, Inc. 2.700%, 03/11/2030		439,000			357,745
Empire Communities Corp. 7.000%, 12/15/2025 (E)		75,000			62,234
Expedia Group, Inc.
2.950%, 03/15/2031		293,000			227,303
4.625%, 08/01/2027		409,000			384,093
5.000%, 02/15/2026		1,090,000			1,071,784
Ford Motor Company 3.250%, 02/12/2032		177,000			127,498
Ford Motor Credit Company LLC
4.000%, 11/13/2030		225,000			175,500
4.125%, 08/17/2027		346,000			297,733
4.134%, 08/04/2025		909,000			824,963
5.113%, 05/03/2029		532,000			461,616
Full House Resorts, Inc. 8.250%, 02/15/2028 (E)		134,000			120,617
GEMS MENASA Cayman, Ltd. 7.125%, 07/31/2026 (E)		221,000			207,252

8

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Consumer discretionary (continued)
General Motors Company 5.400%, 10/15/2029 to 04/01/2048	$	507,000		$	447,663
General Motors Financial Company, Inc.
2.400%, 10/15/2028		805,000			636,211
3.600%, 06/21/2030		786,000			636,676
Group 1 Automotive, Inc. 4.000%, 08/15/2028 (E)		44,000			35,429
Hilton Domestic Operating Company, Inc. 3.625%, 02/15/2032 (E)		180,000			137,862
Hilton Grand Vacations Borrower Escrow LLC
4.875%, 07/01/2031 (E)		187,000			142,786
5.000%, 06/01/2029 (E)		238,000			192,090
Hyatt Hotels Corp.
3.375%, 07/15/2023		660,000			653,169
6.000%, 04/23/2030		176,000			170,605
Hyundai Capital America
1.000%, 09/17/2024 (E)		409,000			373,634
1.800%, 10/15/2025 (E)		201,000			178,761
2.375%, 10/15/2027 (E)		201,000			167,800
Jacobs Entertainment, Inc. 6.750%, 02/15/2029 (E)		104,000			88,984
KB Home
4.000%, 06/15/2031		215,000			157,971
7.250%, 07/15/2030		56,000			50,820
Ken Garff Automotive LLC 4.875%, 09/15/2028 (E)		169,000			138,122
LCM Investments Holdings II LLC 4.875%, 05/01/2029 (E)		96,000			74,339
Lithia Motors, Inc.
3.875%, 06/01/2029 (E)		101,000			81,053
4.375%, 01/15/2031 (E)		101,000			82,697
4.625%, 12/15/2027 (E)		50,000			43,430
Macy's Retail Holdings LLC
5.875%, 04/01/2029 to 03/15/2030 (E)		89,000			71,215
6.125%, 03/15/2032 (E)		34,000			26,033
Marriott International, Inc.
3.125%, 06/15/2026		1,169,000			1,078,289
4.625%, 06/15/2030		308,000			278,334
McDonald's Corp.
3.600%, 07/01/2030		500,000			449,610
4.200%, 04/01/2050		500,000			400,995
MDC Holdings, Inc. 2.500%, 01/15/2031		155,000			103,583
Mercedes-Benz Finance North America LLC 3.500%, 08/03/2025 (E)		160,000			152,766
MGM Resorts International 4.750%, 10/15/2028		387,000			323,860
Midwest Gaming Borrower LLC 4.875%, 05/01/2029 (E)		243,000			200,177
Mohegan Gaming & Entertainment 8.000%, 02/01/2026 (E)		298,000			248,720
NCL Corp., Ltd. 3.625%, 12/15/2024 (E)		700,000			588,669
New Red Finance, Inc. 4.000%, 10/15/2030 (E)		553,000			435,532
NIKE, Inc.
2.750%, 03/27/2027		500,000			459,450
2.850%, 03/27/2030		500,000			434,363
Nissan Motor Acceptance Company LLC 1.125%, 09/16/2024 (E)		205,000			186,303
Premier Entertainment Sub LLC 5.625%, 09/01/2029 (E)		139,000			96,221

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Consumer discretionary (continued)
Resorts World Las Vegas LLC 4.625%, 04/16/2029 (E)	$	300,000		$	228,255
Royal Caribbean Cruises, Ltd. 9.125%, 06/15/2023 (E)		122,000			124,135
Service Corp. International 4.000%, 05/15/2031		259,000			208,285
Specialty Building Products Holdings LLC 6.375%, 09/30/2026 (E)		27,000			22,341
Target Corp. 2.250%, 04/15/2025		500,000			471,569
The Home Depot, Inc.
2.500%, 04/15/2027		500,000			453,998
2.700%, 04/15/2030		500,000			427,045
The TJX Companies, Inc.
3.875%, 04/15/2030		400,000			366,662
4.500%, 04/15/2050		400,000			352,479
Travel + Leisure Company
4.625%, 03/01/2030 (E)		101,000			79,834
6.000%, 04/01/2027		700,000			630,798
6.600%, 10/01/2025		147,000			143,381
Wyndham Hotels & Resorts, Inc. 4.375%, 08/15/2028 (E)		133,000			116,910
Yum! Brands, Inc.
3.625%, 03/15/2031		252,000			201,398
4.750%, 01/15/2030 (E)		131,000			114,482
5.350%, 11/01/2043		600,000			476,438
6.875%, 11/15/2037		292,000			291,247
					23,268,197
Consumer staples – 1.7%
Advantage Sales & Marketing, Inc. 6.500%, 11/15/2028 (E)		296,000			234,331
Anheuser-Busch InBev Worldwide, Inc.
4.439%, 10/06/2048		730,000			592,193
4.600%, 04/15/2048		269,000			222,769
BRF SA 5.750%, 09/21/2050 (E)		285,000			196,376
Bunge, Ltd. Finance Corp. 3.250%, 08/15/2026		500,000			459,622
Coruripe Netherlands BV 10.000%, 02/10/2027 (E)		260,000			222,300
Edgewell Personal Care Company
4.125%, 04/01/2029 (E)		164,000			136,120
5.500%, 06/01/2028 (E)		183,000			163,627
Fomento Economico Mexicano SAB de CV 4.375%, 05/10/2043		1,000,000			806,024
General Mills, Inc. 2.875%, 04/15/2030		400,000			339,883
JBS USA LUX SA
3.625%, 01/15/2032 (E)		271,000			211,719
3.750%, 12/01/2031 (E)		86,000			68,846
5.125%, 02/01/2028 (E)		155,000			145,277
5.750%, 04/01/2033 (E)		424,000			382,931
Keurig Dr. Pepper, Inc. 3.200%, 05/01/2030		560,000			476,452
Kraft Heinz Foods Company
4.375%, 06/01/2046		452,000			351,384
4.875%, 10/01/2049		80,000			65,935
5.000%, 06/04/2042		175,000			152,012
5.500%, 06/01/2050		272,000			244,685
MARB BondCo PLC 3.950%, 01/29/2031 (E)		308,000			222,915
NBM US Holdings, Inc. 6.625%, 08/06/2029 (E)		274,000			249,991

9

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Consumer staples (continued)
Oriflame Investment Holding PLC 5.125%, 05/04/2026 (E)	$	270,000		$	155,250
PepsiCo, Inc. 2.750%, 03/19/2030		500,000			433,431
Post Holdings, Inc. 5.500%, 12/15/2029 (E)		243,000			210,074
Reynolds American, Inc. 4.850%, 09/15/2023		1,000,000			997,100
Sysco Corp.
5.950%, 04/01/2030		355,000			359,331
6.600%, 04/01/2050		1,000,000			1,049,668
The Estee Lauder Companies, Inc. 2.600%, 04/15/2030		400,000			339,034
					9,489,280
Energy – 4.5%
Aker BP ASA
3.000%, 01/15/2025 (E)		165,000			154,556
3.100%, 07/15/2031 (E)		278,000			217,656
3.750%, 01/15/2030 (E)		200,000			170,010
4.000%, 01/15/2031 (E)		523,000			443,819
Altera Infrastructure LP 8.500%, 07/15/2023 (E)(F)		227,000			12,485
Anadarko Petroleum Corp.
4.500%, 07/15/2044 (G)		400,000			284,407
5.550%, 03/15/2026		800,000			775,176
Antero Midstream Partners LP 5.375%, 06/15/2029 (E)		233,000			205,716
Antero Resources Corp. 5.375%, 03/01/2030 (E)		90,000			80,916
Apache Corp. 5.100%, 09/01/2040		325,000			262,361
Ascent Resources Utica Holdings LLC 5.875%, 06/30/2029 (E)		296,000			263,440
Boardwalk Pipelines LP 3.375%, 02/01/2023		850,000			848,764
Buckeye Partners LP 3.950%, 12/01/2026		500,000			436,090
Cameron International Corp. 5.950%, 06/01/2041		1,178,000			1,081,369
Cheniere Energy Partners LP
4.000%, 03/01/2031		399,000			334,554
4.500%, 10/01/2029		461,000			405,860
CNOOC Finance 2003, Ltd. 5.500%, 05/21/2033 (E)		545,000			521,865
CNX Resources Corp. 7.375%, 01/15/2031 (E)		55,000			53,794
ConocoPhillips Company 5.950%, 03/15/2046		30,000			31,499
Continental Resources, Inc. 4.900%, 06/01/2044		595,000			424,519
CSI Compressco LP
7.500%, 04/01/2025 (E)		386,000			336,785
10.000%, (10.000% Cash or 7.250% Cash and 3.500% PIK), 04/01/2026 (E)		239,806			207,701
DCP Midstream Operating LP 5.850%, (5.850% to 5-21-23, then 3 month LIBOR + 3.850%), 05/21/2043 (E)		201,000			192,605
Devon Energy Corp.
5.000%, 06/15/2045		600,000			499,279
7.875%, 09/30/2031		874,000			957,395
Diamondback Energy, Inc. 3.125%, 03/24/2031		257,000			208,461

Active Bond Trust (continued)

		Shares or Principal Amount		Value
CORPORATE BONDS (continued)
Energy (continued)
Enbridge Energy Partners LP 7.500%, 04/15/2038	$	600,000		$	645,836
Enbridge, Inc.
5.500%, (5.500% to 7-15-27, then 3 month LIBOR + 3.418%), 07/15/2077		347,000			305,207
5.750%, (5.750% to 4-15-30, then 5 Year CMT + 5.314%), 07/15/2080		310,000			272,723
6.250%, (6.250% to 3-1-28, then 3 month LIBOR + 3.641%), 03/01/2078		279,000			250,737
Energean Israel Finance, Ltd.
5.375%, 03/30/2028 (E)		99,000			83,434
5.875%, 03/30/2031 (E)		172,000			139,640
Energy Transfer LP
4.200%, 04/15/2027		228,000			210,848
5.150%, 03/15/2045		340,000			267,566
5.250%, 04/15/2029		661,000			621,641
5.400%, 10/01/2047		244,000			197,561
5.500%, 06/01/2027		347,000			338,011
5.950%, 10/01/2043		300,000			259,911
6.500%, (6.500% to 11-15-26, then 5 Year CMT + 5.694%), 11/15/2026 (H)		474,000			412,903
Enterprise Products Operating LLC
5.250%, (5.250% to 8-16-27, then 3 month LIBOR + 3.033%), 08/16/2077		526,000			439,633
6.875%, 03/01/2033		471,000			500,771
EQM Midstream Partners LP 7.500%, 06/01/2027 to 06/01/2030 (E)		61,000			57,961
EQT Corp.
5.678%, 10/01/2025 (A)		73,000			72,551
7.000%, 02/01/2030		129,000			133,115
Hess Corp.
5.600%, 02/15/2041		400,000			349,829
5.800%, 04/01/2047		500,000			446,523
Hess Midstream Operations LP
4.250%, 02/15/2030 (E)		78,000			62,985
5.500%, 10/15/2030 (E)		31,000			26,612
Kinder Morgan Energy Partners LP 7.750%, 03/15/2032		195,000			210,447
Leviathan Bond, Ltd.
6.500%, 06/30/2027 (E)		426,000			389,370
6.750%, 06/30/2030 (E)		85,000			75,365
Marathon Oil Corp. 6.800%, 03/15/2032		785,000			784,456
MC Brazil Downstream Trading SARL 7.250%, 06/30/2031 (E)		276,000			207,690
Midwest Connector Capital Company LLC 3.900%, 04/01/2024 (E)		323,000			312,037
MPLX LP
4.000%, 03/15/2028		261,000			237,758
4.125%, 03/01/2027		103,000			96,069
4.250%, 12/01/2027		225,000			209,468
4.950%, 09/01/2032		179,000			162,618
6.875%, (6.875% to 2-15-23, then 3 month LIBOR + 4.652%), 02/15/2023 (H)		687,000			674,978
ONEOK Partners LP 6.650%, 10/01/2036		835,000			786,858
Ovintiv, Inc. 7.200%, 11/01/2031		55,000			56,079